Monstra loading art

Strategy Platform

Loading Monstra

Preparing the next route...

MonstraTM

Vectors

MonstraTM

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

Product

  • Brokerage
  • Bots
  • Create a Bot
  • Leaderboard

Explore

  • About
  • Blog
  • Creators
  • Support

Legal

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

© 2026 Monstra. All rights reserved.

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

Vector V2 pipeline

Vectors

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

Coverage
355 tickers
Showing 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

ALV

Consumer Discretionary | v2 | as of 2026-07-10
Close

Research Detail

ALV

ALV

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.158
Correlation To Benchmark 1y
0.526
Inverse To Benchmark 1y
0.474
Drawdown Score 1m
0.509
Drawdown Score 3m
0.652
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
0.601
Drawdown Score 1y
0.662
Drawdown Score 2y
0.632
Drawdown Score 5y
0.607
Return 1w
0.035
Return 1m
-0.047
Return 3m
0.102
Return 6m
-0.009
Return 1y
0.049
Return 2y
0.185
Return 5y
0.406
Sharpe 1m
-1.445
Sharpe 3m
1.319
Sharpe 6m
0.098
Sharpe 1y
0.311
Sharpe 2y
0.432
Sharpe 5y
0.373
Trend 1w
0.004
Trend 1m
-0.003
Trend 3m
0.001
Trend 6m
0.000
Trend 1y
0.000
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.287
Volatility 1m
0.355
Volatility 3m
0.336
Volatility 6m
0.317
Volatility 1y
0.276
Volatility 2y
0.300
Volatility 5y
0.321
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
ALV
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:15 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Discretionary
Sector Benchmark Ticker
XLY
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
0.640
Aptet Fit Raw Score
0.660
Aptet Fit Confidence
0.937
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.596
Force Fit Raw Score
0.619
Force Fit Confidence
0.926
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:15 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ALV"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ALV",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "ALV",
    "hitRates": {
      "1": 0.5746268656716418,
      "5": 0.6119402985074627,
      "10": 0.6865671641791045
    },
    "hitRate1D": 0.5746268656716418,
    "comboQuality": 0.8081767740382462,
    "eligibleDays": 339,
    "fitnessScore": 0.6664054441973761,
    "lookbackDays": 21,
    "returnLift1D": 0.001149090209997663,
    "hitRateLift1D": 0.04799964673673052,
    "activationRate": 0.3952802359882006,
    "activationCount": 134,
    "baselineHitRates": {
      "1": 0.5266272189349113,
      "5": 0.5778443113772455,
      "10": 0.5866261398176292
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.2235734015903685,
    "avgForwardReturns": {
      "1": 0.0021857469812735625,
      "5": 0.009477720764747156,
      "10": 0.01754864657101231
    },
    "shadowMaxDrawdown": -0.11715515574763546,
    "shadowTotalReturn": 0.29535243094141617,
    "avgForwardReturn1D": 0.0021857469812735625,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "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",
      "2025-05-09"
    ],
    "horizonObservationCounts": {
      "1": 134,
      "5": 134,
      "10": 134
    },
    "baselineAvgForwardReturns": {
      "1": 0.0010366567712758994,
      "5": 0.0051800561367871135,
      "10": 0.010992589993991437
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8081767740382462,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.540374963560409,
    "bestRawFitnessScore": 0.6664054441973761,
    "upperQuartileComboQuality": 0.7021779622459428
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.6397036975795046,
    "rawScore": 0.6603878742874805,
    "confidence": 0.9373574909130705,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 21
    },
    "profileBreadth": 0.4501002774781698,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        21,
        30
      ]
    },
    "parameterStability": 0.7373344109804709,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5746268656716418,
        "5": 0.6119402985074627,
        "10": 0.6865671641791045
      },
      "hitRate1D": 0.5746268656716418,
      "comboQuality": 0.8081767740382462,
      "eligibleDays": 339,
      "fitnessScore": 0.6664054441973761,
      "lookbackDays": 21,
      "returnLift1D": 0.001149090209997663,
      "hitRateLift1D": 0.04799964673673052,
      "activationRate": 0.3952802359882006,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.5266272189349113,
        "5": 0.5778443113772455,
        "10": 0.5866261398176292
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2235734015903685,
      "avgForwardReturns": {
        "1": 0.0021857469812735625,
        "5": 0.009477720764747156,
        "10": 0.01754864657101231
      },
      "shadowMaxDrawdown": -0.11715515574763546,
      "shadowTotalReturn": 0.29535243094141617,
      "avgForwardReturn1D": 0.0021857469812735625,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 134,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010366567712758994,
        "5": 0.0051800561367871135,
        "10": 0.010992589993991437
      }
    },
    {
      "topN": 4,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5448275862068965,
        "5": 0.6,
        "10": 0.6068965517241379
      },
      "hitRate1D": 0.5448275862068965,
      "comboQuality": 0.7905521566342265,
      "eligibleDays": 330,
      "fitnessScore": 0.6422165142785042,
      "lookbackDays": 30,
      "returnLift1D": 0.0008774319550826875,
      "hitRateLift1D": 0.015952206267686786,
      "activationRate": 0.4393939393939394,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.5288753799392097,
        "5": 0.5815384615384616,
        "10": 0.6
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2632571266213797,
      "avgForwardReturns": {
        "1": 0.0019409751473278296,
        "5": 0.00881616257100345,
        "10": 0.01501545021096577
      },
      "shadowMaxDrawdown": -0.10733803813968046,
      "shadowTotalReturn": 0.2878126422335896,
      "avgForwardReturn1D": 0.0019409751473278296,
      "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",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 145,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.001063543192245142,
        "5": 0.005939287996116615,
        "10": 0.013908883583917942
      }
    },
    {
      "topN": 5,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.546583850931677,
        "5": 0.577639751552795,
        "10": 0.577639751552795
      },
      "hitRate1D": 0.546583850931677,
      "comboQuality": 0.7549857167579025,
      "eligibleDays": 330,
      "fitnessScore": 0.5975841110766921,
      "lookbackDays": 30,
      "returnLift1D": 0.0004965937381518979,
      "hitRateLift1D": 0.017708470992467307,
      "activationRate": 0.48787878787878786,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.5288753799392097,
        "5": 0.5815384615384616,
        "10": 0.6
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.0065667061793426,
      "avgForwardReturns": {
        "1": 0.00156013693039704,
        "5": 0.007318581744241122,
        "10": 0.013073984753666857
      },
      "shadowMaxDrawdown": -0.11715515574763546,
      "shadowTotalReturn": 0.24210772552207627,
      "avgForwardReturn1D": 0.00156013693039704,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 161,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.001063543192245142,
        "5": 0.005939287996116615,
        "10": 0.013908883583917942
      }
    },
    {
      "topN": 4,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5569620253164557,
        "5": 0.6114649681528662,
        "10": 0.6666666666666666
      },
      "hitRate1D": 0.5569620253164557,
      "comboQuality": 0.7482502039142236,
      "eligibleDays": 339,
      "fitnessScore": 0.5896463734814441,
      "lookbackDays": 21,
      "returnLift1D": 0.0006446173561952754,
      "hitRateLift1D": 0.0303348063815444,
      "activationRate": 0.46607669616519176,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.5266272189349113,
        "5": 0.5778443113772455,
        "10": 0.5866261398176292
      },
      "sampleConfidence": 0.9987341772151899,
      "shadowSharpeLike": 0.9831519114800574,
      "avgForwardReturns": {
        "1": 0.0016812741274711749,
        "5": 0.009526134514835034,
        "10": 0.016946133122195707
      },
      "shadowMaxDrawdown": -0.17936029658314756,
      "shadowTotalReturn": 0.2563179039551706,
      "avgForwardReturn1D": 0.0016812741274711749,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 157,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010366567712758994,
        "5": 0.0051800561367871135,
        "10": 0.010992589993991437
      }
    },
    {
      "topN": 3,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5396825396825397,
        "5": 0.5873015873015873,
        "10": 0.6349206349206349
      },
      "hitRate1D": 0.5396825396825397,
      "comboQuality": 0.7183108891957455,
      "eligibleDays": 330,
      "fitnessScore": 0.5559416589558415,
      "lookbackDays": 30,
      "returnLift1D": 0.0008161762496607721,
      "hitRateLift1D": 0.010807159743329908,
      "activationRate": 0.38181818181818183,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.5288753799392097,
        "5": 0.5815384615384616,
        "10": 0.6
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.141420704678599,
      "avgForwardReturns": {
        "1": 0.0018797194419059142,
        "5": 0.0073572170551246645,
        "10": 0.016184799515033845
      },
      "shadowMaxDrawdown": -0.08157101248756948,
      "shadowTotalReturn": 0.23801541252608271,
      "avgForwardReturn1D": 0.0018797194419059142,
      "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",
        "2025-05-09",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 126,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.001063543192245142,
        "5": 0.005939287996116615,
        "10": 0.013908883583917942
      }
    },
    {
      "topN": 2,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5974025974025974,
        "5": 0.6103896103896104,
        "10": 0.6623376623376623
      },
      "hitRate1D": 0.5974025974025974,
      "comboQuality": 0.6968003199293418,
      "eligibleDays": 339,
      "fitnessScore": 0.5330636029392067,
      "lookbackDays": 21,
      "returnLift1D": 0.0015531163441088263,
      "hitRateLift1D": 0.07077537846768611,
      "activationRate": 0.22713864306784662,
      "activationCount": 77,
      "baselineHitRates": {
        "1": 0.5266272189349113,
        "5": 0.5778443113772455,
        "10": 0.5866261398176292
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2823774979820273,
      "avgForwardReturns": {
        "1": 0.0025897731153847257,
        "5": 0.00836158575362538,
        "10": 0.018039536071444536
      },
      "shadowMaxDrawdown": -0.07427747819873942,
      "shadowTotalReturn": 0.1955304784935461,
      "avgForwardReturn1D": 0.0025897731153847257,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 77,
        "5": 77,
        "10": 77
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010366567712758994,
        "5": 0.0051800561367871135,
        "10": 0.010992589993991437
      }
    },
    {
      "topN": 5,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5549132947976878,
        "5": 0.5906432748538012,
        "10": 0.6588235294117647
      },
      "hitRate1D": 0.5549132947976878,
      "comboQuality": 0.6477457266792234,
      "eligibleDays": 339,
      "fitnessScore": 0.4840118868086897,
      "lookbackDays": 21,
      "returnLift1D": 0.00008849465581552379,
      "hitRateLift1D": 0.02828607586277654,
      "activationRate": 0.5103244837758112,
      "activationCount": 173,
      "baselineHitRates": {
        "1": 0.5266272189349113,
        "5": 0.5778443113772455,
        "10": 0.5866261398176292
      },
      "sampleConfidence": 0.998073217726397,
      "shadowSharpeLike": 0.6852212768266661,
      "avgForwardReturns": {
        "1": 0.0011251514270914232,
        "5": 0.007583072499113018,
        "10": 0.015783807403995716
      },
      "shadowMaxDrawdown": -0.20003664163076273,
      "shadowTotalReturn": 0.16923079121359552,
      "avgForwardReturn1D": 0.0011251514270914232,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 173,
        "5": 171,
        "10": 170
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010366567712758994,
        "5": 0.0051800561367871135,
        "10": 0.010992589993991437
      }
    },
    {
      "topN": 3,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5555555555555556,
        "5": 0.6016260162601627,
        "10": 0.6885245901639344
      },
      "hitRate1D": 0.5555555555555556,
      "comboQuality": 0.6041352536137172,
      "eligibleDays": 352,
      "fitnessScore": 0.4429996098474834,
      "lookbackDays": 14,
      "returnLift1D": 0.0006576441066809384,
      "hitRateLift1D": 0.03269841269841267,
      "activationRate": 0.35795454545454547,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.5228571428571429,
        "5": 0.5780346820809249,
        "10": 0.5877192982456141
      },
      "sampleConfidence": 0.9962962962962963,
      "shadowSharpeLike": 0.8171179910207472,
      "avgForwardReturns": {
        "1": 0.0015439712724565663,
        "5": 0.007701056051717478,
        "10": 0.020105426647208696
      },
      "shadowMaxDrawdown": -0.1340904386218973,
      "shadowTotalReturn": 0.16479984143661497,
      "avgForwardReturn1D": 0.0015439712724565663,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 123,
        "10": 122
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008863271657756279,
        "5": 0.005300358180266666,
        "10": 0.01116176576361258
      }
    },
    {
      "topN": 4,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5342465753424658,
        "5": 0.6013986013986014,
        "10": 0.6808510638297872
      },
      "hitRate1D": 0.5342465753424658,
      "comboQuality": 0.5921322013308736,
      "eligibleDays": 352,
      "fitnessScore": 0.4320131012766215,
      "lookbackDays": 14,
      "returnLift1D": 0.00038201982202724894,
      "hitRateLift1D": 0.01138943248532287,
      "activationRate": 0.4147727272727273,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.5228571428571429,
        "5": 0.5780346820809249,
        "10": 0.5877192982456141
      },
      "sampleConfidence": 0.9963470319634704,
      "shadowSharpeLike": 0.6880902511345761,
      "avgForwardReturns": {
        "1": 0.0012683469878028769,
        "5": 0.008121563137566528,
        "10": 0.020693106318813048
      },
      "shadowMaxDrawdown": -0.10859312346248406,
      "shadowTotalReturn": 0.15478892320596627,
      "avgForwardReturn1D": 0.0012683469878028769,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 143,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008863271657756279,
        "5": 0.005300358180266666,
        "10": 0.01116176576361258
      }
    },
    {
      "topN": 4,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5244755244755245,
        "5": 0.5944055944055944,
        "10": 0.6028368794326241
      },
      "hitRate1D": 0.5244755244755245,
      "comboQuality": 0.5497940021954355,
      "eligibleDays": 315,
      "fitnessScore": 0.393964451451393,
      "lookbackDays": 45,
      "returnLift1D": -0.000043110768112523956,
      "hitRateLift1D": -0.007371609282437297,
      "activationRate": 0.45396825396825397,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.5318471337579618,
        "5": 0.5774193548387097,
        "10": 0.5901639344262295
      },
      "sampleConfidence": 0.9990675990675991,
      "shadowSharpeLike": 0.6290587202757997,
      "avgForwardReturns": {
        "1": 0.001038136070675194,
        "5": 0.006583795243212602,
        "10": 0.013253521021818157
      },
      "shadowMaxDrawdown": -0.12509386219679286,
      "shadowTotalReturn": 0.1256541939548661,
      "avgForwardReturn1D": 0.001038136070675194,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-05-07",
        "2025-05-12",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 143,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.001081246838787718,
        "5": 0.00538676779004218,
        "10": 0.011011427198703324
      }
    },
    {
      "topN": 2,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5733333333333334,
        "5": 0.6164383561643836,
        "10": 0.6805555555555556
      },
      "hitRate1D": 0.5733333333333334,
      "comboQuality": 0.5309559249253826,
      "eligibleDays": 352,
      "fitnessScore": 0.377276100093932,
      "lookbackDays": 14,
      "returnLift1D": 0.0010386968178762415,
      "hitRateLift1D": 0.05047619047619045,
      "activationRate": 0.21306818181818182,
      "activationCount": 75,
      "baselineHitRates": {
        "1": 0.5228571428571429,
        "5": 0.5780346820809249,
        "10": 0.5877192982456141
      },
      "sampleConfidence": 0.9955555555555556,
      "shadowSharpeLike": 0.886635830776193,
      "avgForwardReturns": {
        "1": 0.0019250239836518695,
        "5": 0.006116828527517852,
        "10": 0.01632395862690872
      },
      "shadowMaxDrawdown": -0.09960647672505951,
      "shadowTotalReturn": 0.12754818336493923,
      "avgForwardReturn1D": 0.0019250239836518695,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 75,
        "5": 73,
        "10": 72
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008863271657756279,
        "5": 0.005300358180266666,
        "10": 0.01116176576361258
      }
    },
    {
      "topN": 5,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5174418604651163,
        "5": 0.5798816568047337,
        "10": 0.6385542168674698
      },
      "hitRate1D": 0.5174418604651163,
      "comboQuality": 0.5055251806075648,
      "eligibleDays": 352,
      "fitnessScore": 0.35486235685601675,
      "lookbackDays": 14,
      "returnLift1D": -0.00005873498571533722,
      "hitRateLift1D": -0.005415282392026599,
      "activationRate": 0.48863636363636365,
      "activationCount": 172,
      "baselineHitRates": {
        "1": 0.5228571428571429,
        "5": 0.5780346820809249,
        "10": 0.5877192982456141
      },
      "sampleConfidence": 0.9965116279069768,
      "shadowSharpeLike": 0.47118807911483274,
      "avgForwardReturns": {
        "1": 0.0008275921800602907,
        "5": 0.006865464115839563,
        "10": 0.018168443887880747
      },
      "shadowMaxDrawdown": -0.14887751065736932,
      "shadowTotalReturn": 0.1006385852057674,
      "avgForwardReturn1D": 0.0008275921800602907,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 169,
        "10": 166
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008863271657756279,
        "5": 0.005300358180266666,
        "10": 0.01116176576361258
      }
    },
    {
      "topN": 5,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.525974025974026,
        "5": 0.6038961038961039,
        "10": 0.5986842105263158
      },
      "hitRate1D": 0.525974025974026,
      "comboQuality": 0.47009046603313315,
      "eligibleDays": 315,
      "fitnessScore": 0.3236481482661609,
      "lookbackDays": 45,
      "returnLift1D": -0.0003643107924628052,
      "hitRateLift1D": -0.005873107783935794,
      "activationRate": 0.4888888888888889,
      "activationCount": 154,
      "baselineHitRates": {
        "1": 0.5318471337579618,
        "5": 0.5774193548387097,
        "10": 0.5901639344262295
      },
      "sampleConfidence": 0.9991341991341992,
      "shadowSharpeLike": 0.42217770217920325,
      "avgForwardReturns": {
        "1": 0.0007169360463249128,
        "5": 0.007471456680789363,
        "10": 0.014492021607840017
      },
      "shadowMaxDrawdown": -0.18666026787192735,
      "shadowTotalReturn": 0.07970336559398694,
      "avgForwardReturn1D": 0.0007169360463249128,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-12",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 154,
        "10": 152
      },
      "baselineAvgForwardReturns": {
        "1": 0.001081246838787718,
        "5": 0.00538676779004218,
        "10": 0.011011427198703324
      }
    },
    {
      "topN": 2,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.5555555555555556,
        "10": 0.625
      },
      "hitRate1D": 0.5416666666666666,
      "comboQuality": 0.4657324894672587,
      "eligibleDays": 315,
      "fitnessScore": 0.3197972434109927,
      "lookbackDays": 45,
      "returnLift1D": 0.00047246887083635006,
      "hitRateLift1D": 0.009819532908704853,
      "activationRate": 0.22857142857142856,
      "activationCount": 72,
      "baselineHitRates": {
        "1": 0.5318471337579618,
        "5": 0.5774193548387097,
        "10": 0.5901639344262295
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.7661365282498261,
      "avgForwardReturns": {
        "1": 0.001553715709624068,
        "5": 0.003419992389621102,
        "10": 0.013401065693615294
      },
      "shadowMaxDrawdown": -0.05337190739969966,
      "shadowTotalReturn": 0.10039995848514849,
      "avgForwardReturn1D": 0.001553715709624068,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28"
      ],
      "horizonObservationCounts": {
        "1": 72,
        "5": 72,
        "10": 72
      },
      "baselineAvgForwardReturns": {
        "1": 0.001081246838787718,
        "5": 0.00538676779004218,
        "10": 0.011011427198703324
      }
    },
    {
      "topN": 2,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5333333333333333,
        "5": 0.6133333333333333,
        "10": 0.68
      },
      "hitRate1D": 0.5333333333333333,
      "comboQuality": 0.46338277486422763,
      "eligibleDays": 330,
      "fitnessScore": 0.3177190484649741,
      "lookbackDays": 30,
      "returnLift1D": 0.000515006606648721,
      "hitRateLift1D": 0.004457953394123582,
      "activationRate": 0.22727272727272727,
      "activationCount": 75,
      "baselineHitRates": {
        "1": 0.5288753799392097,
        "5": 0.5815384615384616,
        "10": 0.6
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8004095349171179,
      "avgForwardReturns": {
        "1": 0.001578549798893863,
        "5": 0.008335094281634377,
        "10": 0.021757597558505565
      },
      "shadowMaxDrawdown": -0.05337190739969966,
      "shadowTotalReturn": 0.10770074888026948,
      "avgForwardReturn1D": 0.001578549798893863,
      "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",
        "2025-05-09",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 75,
        "5": 75,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": 0.001063543192245142,
        "5": 0.005939287996116615,
        "10": 0.013908883583917942
      }
    },
    {
      "topN": 3,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5153846153846153,
        "5": 0.5769230769230769,
        "10": 0.5813953488372093
      },
      "hitRate1D": 0.5153846153846153,
      "comboQuality": 0.4146843794699478,
      "eligibleDays": 315,
      "fitnessScore": 0.27418062460265785,
      "lookbackDays": 45,
      "returnLift1D": -0.0003787863201323655,
      "hitRateLift1D": -0.016462518373346446,
      "activationRate": 0.4126984126984127,
      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.5318471337579618,
        "5": 0.5774193548387097,
        "10": 0.5901639344262295
      },
      "sampleConfidence": 0.9994871794871796,
      "shadowSharpeLike": 0.391826589778747,
      "avgForwardReturns": {
        "1": 0.0007024605186553525,
        "5": 0.005213657278792935,
        "10": 0.011432880340939262
      },
      "shadowMaxDrawdown": -0.13669443058874842,
      "shadowTotalReturn": 0.06620207834600733,
      "avgForwardReturn1D": 0.0007024605186553525,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-05-07",
        "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": 130,
        "5": 130,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.001081246838787718,
        "5": 0.00538676779004218,
        "10": 0.011011427198703324
      }
    },
    {
      "topN": 4,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.518796992481203,
        "5": 0.5789473684210527,
        "10": 0.5625
      },
      "hitRate1D": 0.518796992481203,
      "comboQuality": 0.37176460327495275,
      "eligibleDays": 297,
      "fitnessScore": 0.2345761057658654,
      "lookbackDays": 63,
      "returnLift1D": -0.00021124297036005028,
      "hitRateLift1D": 0.0019051005893111483,
      "activationRate": 0.4478114478114478,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.5168918918918919,
        "5": 0.5582191780821918,
        "10": 0.5644599303135889
      },
      "sampleConfidence": 0.9974937343358397,
      "shadowSharpeLike": 0.25590109310497194,
      "avgForwardReturns": {
        "1": 0.0004461763565137307,
        "5": 0.002565492158663754,
        "10": 0.00713722850451936
      },
      "shadowMaxDrawdown": -0.18610025025892007,
      "shadowTotalReturn": 0.0345443090479407,
      "avgForwardReturn1D": 0.0004461763565137307,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 133,
        "10": 128
      },
      "baselineAvgForwardReturns": {
        "1": 0.000657419326873781,
        "5": 0.003670456739368479,
        "10": 0.0077063640241343675
      }
    },
    {
      "topN": 5,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5277777777777778,
        "5": 0.5694444444444444,
        "10": 0.5323741007194245
      },
      "hitRate1D": 0.5277777777777778,
      "comboQuality": 0.36227983037051686,
      "eligibleDays": 297,
      "fitnessScore": 0.2255938156241797,
      "lookbackDays": 63,
      "returnLift1D": -0.000359207711518978,
      "hitRateLift1D": 0.010885885885885904,
      "activationRate": 0.48484848484848486,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.5168918918918919,
        "5": 0.5582191780821918,
        "10": 0.5644599303135889
      },
      "sampleConfidence": 0.9976851851851852,
      "shadowSharpeLike": 0.16401010280546063,
      "avgForwardReturns": {
        "1": 0.00029821161535480297,
        "5": 0.0016362075610894717,
        "10": 0.0046717157987401555
      },
      "shadowMaxDrawdown": -0.2188988814927545,
      "shadowTotalReturn": 0.015919528207409606,
      "avgForwardReturn1D": 0.00029821161535480297,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 144,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.000657419326873781,
        "5": 0.003670456739368479,
        "10": 0.0077063640241343675
      }
    },
    {
      "topN": 3,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5042735042735043,
        "5": 0.5897435897435898,
        "10": 0.584070796460177
      },
      "hitRate1D": 0.5042735042735043,
      "comboQuality": 0.3456862066243038,
      "eligibleDays": 297,
      "fitnessScore": 0.20962776877371017,
      "lookbackDays": 63,
      "returnLift1D": -0.00011653646773266248,
      "hitRateLift1D": -0.012618387618387628,
      "activationRate": 0.3939393939393939,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5168918918918919,
        "5": 0.5582191780821918,
        "10": 0.5644599303135889
      },
      "sampleConfidence": 0.9977207977207978,
      "shadowSharpeLike": 0.29898375590423615,
      "avgForwardReturns": {
        "1": 0.0005408828591411185,
        "5": 0.0028535447717125215,
        "10": 0.00825039131972871
      },
      "shadowMaxDrawdown": -0.15819274859221888,
      "shadowTotalReturn": 0.04167941609439829,
      "avgForwardReturn1D": 0.0005408828591411185,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 117,
        "10": 113
      },
      "baselineAvgForwardReturns": {
        "1": 0.000657419326873781,
        "5": 0.003670456739368479,
        "10": 0.0077063640241343675
      }
    },
    {
      "topN": 2,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5074626865671642,
        "5": 0.6268656716417911,
        "10": 0.6567164179104478
      },
      "hitRate1D": 0.5074626865671642,
      "comboQuality": 0.2944624029155529,
      "eligibleDays": 297,
      "fitnessScore": 0.15776207929939742,
      "lookbackDays": 63,
      "returnLift1D": 0.0001373012164379645,
      "hitRateLift1D": -0.009429205324727685,
      "activationRate": 0.2255892255892256,
      "activationCount": 67,
      "baselineHitRates": {
        "1": 0.5168918918918919,
        "5": 0.5582191780821918,
        "10": 0.5644599303135889
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.354767089897565,
      "avgForwardReturns": {
        "1": 0.0007947205433117455,
        "5": 0.007949806871526327,
        "10": 0.01629212443985132
      },
      "shadowMaxDrawdown": -0.08703917685965923,
      "shadowTotalReturn": 0.036187862364036594,
      "avgForwardReturn1D": 0.0007947205433117455,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-20",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 67,
        "5": 67,
        "10": 67
      },
      "baselineAvgForwardReturns": {
        "1": 0.000657419326873781,
        "5": 0.003670456739368479,
        "10": 0.0077063640241343675
      }
    }
  ],
  "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": 3,
      "comboQuality": 0.6041352536137172,
      "fitnessScore": 0.4429996098474834,
      "lookbackDays": 14,
      "returnLift1D": 0.0006576441066809384,
      "activationRate": 0.35795454545454547,
      "activationCount": 126,
      "sampleConfidence": 0.9962962962962963,
      "shadowTotalReturn": 0.16479984143661497,
      "avgForwardReturn1D": 0.0015439712724565663
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.8081767740382462,
      "fitnessScore": 0.6664054441973761,
      "lookbackDays": 21,
      "returnLift1D": 0.001149090209997663,
      "activationRate": 0.3952802359882006,
      "activationCount": 134,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.29535243094141617,
      "avgForwardReturn1D": 0.0021857469812735625
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.7905521566342265,
      "fitnessScore": 0.6422165142785042,
      "lookbackDays": 30,
      "returnLift1D": 0.0008774319550826875,
      "activationRate": 0.4393939393939394,
      "activationCount": 145,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.2878126422335896,
      "avgForwardReturn1D": 0.0019409751473278296
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.5497940021954355,
      "fitnessScore": 0.393964451451393,
      "lookbackDays": 45,
      "returnLift1D": -0.000043110768112523956,
      "activationRate": 0.45396825396825397,
      "activationCount": 143,
      "sampleConfidence": 0.9990675990675991,
      "shadowTotalReturn": 0.1256541939548661,
      "avgForwardReturn1D": 0.001038136070675194
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.37176460327495275,
      "fitnessScore": 0.2345761057658654,
      "lookbackDays": 63,
      "returnLift1D": -0.00021124297036005028,
      "activationRate": 0.4478114478114478,
      "activationCount": 133,
      "sampleConfidence": 0.9974937343358397,
      "shadowTotalReturn": 0.0345443090479407,
      "avgForwardReturn1D": 0.0004461763565137307
    }
  ],
  "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": "9f39653ea0d3210c4ed6f60aaf6a2f43f9e7feb837fe55bafb867fcd346a4562",
    "size": 13,
    "members": [
      "ALV",
      "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",
      "ALV"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ALV",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "ALV",
    "hitRates": {
      "1": 0.5466666666666666,
      "5": 0.5866666666666667,
      "10": 0.5866666666666667
    },
    "hitRate1D": 0.5466666666666666,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.7746404255169715,
    "eligibleDays": 359,
    "fitnessScore": 0.6216343782265488,
    "lookbackDays": 30,
    "returnLift1D": 0.001136478163855327,
    "hitRateLift1D": 0.028560817084493983,
    "portfolioSize": 4,
    "activationRate": 0.4178272980501393,
    "activationCount": 150,
    "baselineHitRates": {
      "1": 0.5181058495821727,
      "5": 0.5661971830985916,
      "10": 0.5628571428571428
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.149946365238136,
    "avgForwardReturns": {
      "1": 0.0018629440449658352,
      "5": 0.007524512326776603,
      "10": 0.010868976403186193
    },
    "shadowMaxDrawdown": -0.10733803813968068,
    "shadowTotalReturn": 0.28095150574309957,
    "avgForwardReturn1D": 0.0018629440449658352,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-18",
      "2025-02-19",
      "2025-03-25",
      "2025-03-26",
      "2025-03-27",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01"
    ],
    "horizonObservationCounts": {
      "1": 150,
      "5": 150,
      "10": 150
    },
    "baselineAvgForwardReturns": {
      "1": 0.000726465881110508,
      "5": 0.003784883592441959,
      "10": 0.008403420282807944
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7746404255169715,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5330023468557962,
    "bestRawFitnessScore": 0.6216343782265488,
    "upperQuartileComboQuality": 0.6176549967740887
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5961911792234776,
    "rawScore": 0.6192497812124741,
    "confidence": 0.9255272987134585,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 4
    },
    "profileBreadth": 0.3503210041374415,
    "recommendedRegion": {
      "lookbackDays": [
        21,
        30
      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.6771951472454381,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5466666666666666,
        "5": 0.5866666666666667,
        "10": 0.5866666666666667
      },
      "hitRate1D": 0.5466666666666666,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.7746404255169715,
      "eligibleDays": 359,
      "fitnessScore": 0.6216343782265488,
      "lookbackDays": 30,
      "returnLift1D": 0.001136478163855327,
      "hitRateLift1D": 0.028560817084493983,
      "portfolioSize": 4,
      "activationRate": 0.4178272980501393,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.5181058495821727,
        "5": 0.5661971830985916,
        "10": 0.5628571428571428
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.149946365238136,
      "avgForwardReturns": {
        "1": 0.0018629440449658352,
        "5": 0.007524512326776603,
        "10": 0.010868976403186193
      },
      "shadowMaxDrawdown": -0.10733803813968068,
      "shadowTotalReturn": 0.28095150574309957,
      "avgForwardReturn1D": 0.0018629440449658352,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 150,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.000726465881110508,
        "5": 0.003784883592441959,
        "10": 0.008403420282807944
      }
    },
    {
      "topN": 5,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5466666666666666,
        "5": 0.5866666666666667,
        "10": 0.5866666666666667
      },
      "hitRate1D": 0.5466666666666666,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.7746404255169715,
      "eligibleDays": 359,
      "fitnessScore": 0.6216343782265488,
      "lookbackDays": 30,
      "returnLift1D": 0.001136478163855327,
      "hitRateLift1D": 0.028560817084493983,
      "portfolioSize": 5,
      "activationRate": 0.4178272980501393,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.5181058495821727,
        "5": 0.5661971830985916,
        "10": 0.5628571428571428
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.149946365238136,
      "avgForwardReturns": {
        "1": 0.0018629440449658352,
        "5": 0.007524512326776603,
        "10": 0.010868976403186193
      },
      "shadowMaxDrawdown": -0.10733803813968068,
      "shadowTotalReturn": 0.28095150574309957,
      "avgForwardReturn1D": 0.0018629440449658352,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 150,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.000726465881110508,
        "5": 0.003784883592441959,
        "10": 0.008403420282807944
      }
    },
    {
      "topN": 3,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5611510791366906,
        "5": 0.5899280575539568,
        "10": 0.6690647482014388
      },
      "hitRate1D": 0.5611510791366906,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.6876653057576485,
      "eligibleDays": 368,
      "fitnessScore": 0.5236299168083448,
      "lookbackDays": 21,
      "returnLift1D": 0.0008040607613949416,
      "hitRateLift1D": 0.039411948701908006,
      "portfolioSize": 3,
      "activationRate": 0.37771739130434784,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5686813186813187,
        "10": 0.5738161559888579
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8747211894476925,
      "avgForwardReturns": {
        "1": 0.001636450909429167,
        "5": 0.006674531158978487,
        "10": 0.015226460412734124
      },
      "shadowMaxDrawdown": -0.11715515574763546,
      "shadowTotalReturn": 0.2111366573750082,
      "avgForwardReturn1D": 0.001636450909429167,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 139,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008323901480342254,
        "5": 0.00440305268348303,
        "10": 0.009487922380126738
      }
    },
    {
      "topN": 3,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5384615384615384,
        "5": 0.5692307692307692,
        "10": 0.6153846153846154
      },
      "hitRate1D": 0.5384615384615384,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.6553719426173213,
      "eligibleDays": 359,
      "fitnessScore": 0.4914021806706077,
      "lookbackDays": 30,
      "returnLift1D": 0.0008848853592097934,
      "hitRateLift1D": 0.020355688879365785,
      "portfolioSize": 3,
      "activationRate": 0.362116991643454,
      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.5181058495821727,
        "5": 0.5661971830985916,
        "10": 0.5628571428571428
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9227048829769816,
      "avgForwardReturns": {
        "1": 0.0016113512403203014,
        "5": 0.005973288478365534,
        "10": 0.011685268575663087
      },
      "shadowMaxDrawdown": -0.08157101248756926,
      "shadowTotalReturn": 0.2009250305419188,
      "avgForwardReturn1D": 0.0016113512403203014,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-19",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 130,
        "5": 130,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.000726465881110508,
        "5": 0.003784883592441959,
        "10": 0.008403420282807944
      }
    },
    {
      "topN": 4,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5460122699386503,
        "5": 0.5925925925925926,
        "10": 0.6521739130434783
      },
      "hitRate1D": 0.5460122699386503,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.6176549967740887,
      "eligibleDays": 368,
      "fitnessScore": 0.45551347248387725,
      "lookbackDays": 21,
      "returnLift1D": 0.000395941496339889,
      "hitRateLift1D": 0.02427313950386767,
      "portfolioSize": 4,
      "activationRate": 0.4429347826086957,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5686813186813187,
        "10": 0.5738161559888579
      },
      "sampleConfidence": 0.9987730061349693,
      "shadowSharpeLike": 0.6858712571814948,
      "avgForwardReturns": {
        "1": 0.0012283316443741144,
        "5": 0.007119434874368569,
        "10": 0.014959976458667885
      },
      "shadowMaxDrawdown": -0.17894977146888225,
      "shadowTotalReturn": 0.17522771590476904,
      "avgForwardReturn1D": 0.0012283316443741144,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 162,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008323901480342254,
        "5": 0.00440305268348303,
        "10": 0.009487922380126738
      }
    },
    {
      "topN": 5,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5460122699386503,
        "5": 0.5925925925925926,
        "10": 0.6521739130434783
      },
      "hitRate1D": 0.5460122699386503,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.6176549967740887,
      "eligibleDays": 368,
      "fitnessScore": 0.45551347248387725,
      "lookbackDays": 21,
      "returnLift1D": 0.000395941496339889,
      "hitRateLift1D": 0.02427313950386767,
      "portfolioSize": 5,
      "activationRate": 0.4429347826086957,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5686813186813187,
        "10": 0.5738161559888579
      },
      "sampleConfidence": 0.9987730061349693,
      "shadowSharpeLike": 0.6858712571814948,
      "avgForwardReturns": {
        "1": 0.0012283316443741144,
        "5": 0.007119434874368569,
        "10": 0.014959976458667885
      },
      "shadowMaxDrawdown": -0.17894977146888225,
      "shadowTotalReturn": 0.17522771590476904,
      "avgForwardReturn1D": 0.0012283316443741144,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 162,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008323901480342254,
        "5": 0.00440305268348303,
        "10": 0.009487922380126738
      }
    },
    {
      "topN": 2,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5802469135802469,
        "5": 0.5802469135802469,
        "10": 0.6419753086419753
      },
      "hitRate1D": 0.5802469135802469,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.5500150305817957,
      "eligibleDays": 368,
      "fitnessScore": 0.39416091355939814,
      "lookbackDays": 21,
      "returnLift1D": 0.0009137510056529104,
      "hitRateLift1D": 0.05850778314546434,
      "portfolioSize": 2,
      "activationRate": 0.22010869565217392,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5686813186813187,
        "10": 0.5738161559888579
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8023759010983063,
      "avgForwardReturns": {
        "1": 0.0017461411536871358,
        "5": 0.004514346493894724,
        "10": 0.015005016523189457
      },
      "shadowMaxDrawdown": -0.07427747819873953,
      "shadowTotalReturn": 0.12620086189222635,
      "avgForwardReturn1D": 0.0017461411536871358,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 81,
        "5": 81,
        "10": 81
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008323901480342254,
        "5": 0.00440305268348303,
        "10": 0.009487922380126738
      }
    },
    {
      "topN": 4,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5347222222222222,
        "5": 0.5972222222222222,
        "10": 0.5971223021582733
      },
      "hitRate1D": 0.5347222222222222,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.535661362673697,
      "eligibleDays": 326,
      "fitnessScore": 0.38143537484859485,
      "lookbackDays": 63,
      "returnLift1D": -0.00015809481781358888,
      "hitRateLift1D": 0.007114860259032074,
      "portfolioSize": 4,
      "activationRate": 0.44171779141104295,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.5276073619631901,
        "5": 0.5869565217391305,
        "10": 0.6056782334384858
      },
      "sampleConfidence": 0.9976851851851852,
      "shadowSharpeLike": 0.6568486761682506,
      "avgForwardReturns": {
        "1": 0.0010391612989322661,
        "5": 0.005259352639732867,
        "10": 0.011226793262738495
      },
      "shadowMaxDrawdown": -0.18610025025892074,
      "shadowTotalReturn": 0.13082820444705368,
      "avgForwardReturn1D": 0.0010391612989322661,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 144,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.001197256116745855,
        "5": 0.006985612144792563,
        "10": 0.014622276944879676
      }
    },
    {
      "topN": 5,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5347222222222222,
        "5": 0.5972222222222222,
        "10": 0.5971223021582733
      },
      "hitRate1D": 0.5347222222222222,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.535661362673697,
      "eligibleDays": 326,
      "fitnessScore": 0.38143537484859485,
      "lookbackDays": 63,
      "returnLift1D": -0.00015809481781358888,
      "hitRateLift1D": 0.007114860259032074,
      "portfolioSize": 5,
      "activationRate": 0.44171779141104295,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.5276073619631901,
        "5": 0.5869565217391305,
        "10": 0.6056782334384858
      },
      "sampleConfidence": 0.9976851851851852,
      "shadowSharpeLike": 0.6568486761682506,
      "avgForwardReturns": {
        "1": 0.0010391612989322661,
        "5": 0.005259352639732867,
        "10": 0.011226793262738495
      },
      "shadowMaxDrawdown": -0.18610025025892074,
      "shadowTotalReturn": 0.13082820444705368,
      "avgForwardReturn1D": 0.0010391612989322661,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 144,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.001197256116745855,
        "5": 0.006985612144792563,
        "10": 0.014622276944879676
      }
    },
    {
      "topN": 4,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5308641975308642,
        "5": 0.5723270440251572,
        "10": 0.6178343949044586
      },
      "hitRate1D": 0.5308641975308642,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.5330023468557962,
      "eligibleDays": 375,
      "fitnessScore": 0.3790843508985885,
      "lookbackDays": 14,
      "returnLift1D": 0.00031281191293713883,
      "hitRateLift1D": 0.010864197530864206,
      "portfolioSize": 4,
      "activationRate": 0.432,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.5606469002695418,
        "10": 0.5655737704918032
      },
      "sampleConfidence": 0.9967078189300412,
      "shadowSharpeLike": 0.4865575509488952,
      "avgForwardReturns": {
        "1": 0.0009469880069543977,
        "5": 0.003923908981490665,
        "10": 0.012412138834809582
      },
      "shadowMaxDrawdown": -0.10814719706101517,
      "shadowTotalReturn": 0.11335227396970038,
      "avgForwardReturn1D": 0.0009469880069543977,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 159,
        "10": 157
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006341760940172589,
        "5": 0.0033517127453303788,
        "10": 0.00803998936830735
      }
    },
    {
      "topN": 5,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5308641975308642,
        "5": 0.5723270440251572,
        "10": 0.6178343949044586
      },
      "hitRate1D": 0.5308641975308642,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.5330023468557962,
      "eligibleDays": 375,
      "fitnessScore": 0.3790843508985885,
      "lookbackDays": 14,
      "returnLift1D": 0.00031281191293713883,
      "hitRateLift1D": 0.010864197530864206,
      "portfolioSize": 5,
      "activationRate": 0.432,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.5606469002695418,
        "10": 0.5655737704918032
      },
      "sampleConfidence": 0.9967078189300412,
      "shadowSharpeLike": 0.4865575509488952,
      "avgForwardReturns": {
        "1": 0.0009469880069543977,
        "5": 0.003923908981490665,
        "10": 0.012412138834809582
      },
      "shadowMaxDrawdown": -0.10814719706101517,
      "shadowTotalReturn": 0.11335227396970038,
      "avgForwardReturn1D": 0.0009469880069543977,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 159,
        "10": 157
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006341760940172589,
        "5": 0.0033517127453303788,
        "10": 0.00803998936830735
      }
    },
    {
      "topN": 3,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5161290322580645,
        "5": 0.5967741935483871,
        "10": 0.6083333333333333
      },
      "hitRate1D": 0.5161290322580645,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.49251983632376317,
      "eligibleDays": 326,
      "fitnessScore": 0.34341696481616846,
      "lookbackDays": 63,
      "returnLift1D": 0.0000029347662819209554,
      "hitRateLift1D": -0.011478329705125634,
      "portfolioSize": 3,
      "activationRate": 0.3803680981595092,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5276073619631901,
        "5": 0.5869565217391305,
        "10": 0.6056782334384858
      },
      "sampleConfidence": 0.9978494623655915,
      "shadowSharpeLike": 0.6999213836971236,
      "avgForwardReturns": {
        "1": 0.001200190883027776,
        "5": 0.004253456415841682,
        "10": 0.010369920118919592
      },
      "shadowMaxDrawdown": -0.15819274859221943,
      "shadowTotalReturn": 0.13340513990230485,
      "avgForwardReturn1D": 0.001200190883027776,
      "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": 124,
        "5": 124,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": 0.001197256116745855,
        "5": 0.006985612144792563,
        "10": 0.014622276944879676
      }
    },
    {
      "topN": 4,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5172413793103449,
        "5": 0.593103448275862,
        "10": 0.6013986013986014
      },
      "hitRate1D": 0.5172413793103449,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.463005519882573,
      "eligibleDays": 344,
      "fitnessScore": 0.317385255345787,
      "lookbackDays": 45,
      "returnLift1D": 0.000012147070159200177,
      "hitRateLift1D": -0.0031074578989574997,
      "portfolioSize": 4,
      "activationRate": 0.42151162790697677,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.5203488372093024,
        "5": 0.5764705882352941,
        "10": 0.5850746268656717
      },
      "sampleConfidence": 0.9990804597701151,
      "shadowSharpeLike": 0.4535831528335506,
      "avgForwardReturns": {
        "1": 0.0008107481710835775,
        "5": 0.00648907126515625,
        "10": 0.01333295007833863
      },
      "shadowMaxDrawdown": -0.12509386219679275,
      "shadowTotalReturn": 0.08883481680320093,
      "avgForwardReturn1D": 0.0008107481710835775,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-04-17",
        "2025-05-06",
        "2025-05-07",
        "2025-05-12",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 145,
        "10": 143
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007986011009243773,
        "5": 0.004923543365721749,
        "10": 0.010882306777550357
      }
    },
    {
      "topN": 5,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5172413793103449,
        "5": 0.593103448275862,
        "10": 0.6013986013986014
      },
      "hitRate1D": 0.5172413793103449,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.463005519882573,
      "eligibleDays": 344,
      "fitnessScore": 0.317385255345787,
      "lookbackDays": 45,
      "returnLift1D": 0.000012147070159200177,
      "hitRateLift1D": -0.0031074578989574997,
      "portfolioSize": 5,
      "activationRate": 0.42151162790697677,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.5203488372093024,
        "5": 0.5764705882352941,
        "10": 0.5850746268656717
      },
      "sampleConfidence": 0.9990804597701151,
      "shadowSharpeLike": 0.4535831528335506,
      "avgForwardReturns": {
        "1": 0.0008107481710835775,
        "5": 0.00648907126515625,
        "10": 0.01333295007833863
      },
      "shadowMaxDrawdown": -0.12509386219679275,
      "shadowTotalReturn": 0.08883481680320093,
      "avgForwardReturn1D": 0.0008107481710835775,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-04-17",
        "2025-05-06",
        "2025-05-07",
        "2025-05-12",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 145,
        "10": 143
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007986011009243773,
        "5": 0.004923543365721749,
        "10": 0.010882306777550357
      }
    },
    {
      "topN": 2,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.5555555555555556,
        "10": 0.625
      },
      "hitRate1D": 0.5416666666666666,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.4549874870593576,
      "eligibleDays": 344,
      "fitnessScore": 0.3102814560097219,
      "lookbackDays": 45,
      "returnLift1D": 0.0007551143161123783,
      "hitRateLift1D": 0.021317829457364268,
      "portfolioSize": 2,
      "activationRate": 0.20930232558139536,
      "activationCount": 72,
      "baselineHitRates": {
        "1": 0.5203488372093024,
        "5": 0.5764705882352941,
        "10": 0.5850746268656717
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.7331585591363319,
      "avgForwardReturns": {
        "1": 0.0015537154170367556,
        "5": 0.0034199937571959458,
        "10": 0.013401064045381833
      },
      "shadowMaxDrawdown": -0.0533718415230906,
      "shadowTotalReturn": 0.10039994453454515,
      "avgForwardReturn1D": 0.0015537154170367556,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28"
      ],
      "horizonObservationCounts": {
        "1": 72,
        "5": 72,
        "10": 72
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007986011009243773,
        "5": 0.004923543365721749,
        "10": 0.010882306777550357
      }
    },
    {
      "topN": 3,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5428571428571428,
        "5": 0.5693430656934306,
        "10": 0.625
      },
      "hitRate1D": 0.5428571428571428,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.41364496113325366,
      "eligibleDays": 375,
      "fitnessScore": 0.2732381609123909,
      "lookbackDays": 14,
      "returnLift1D": 0.000053458072642627416,
      "hitRateLift1D": 0.022857142857142798,
      "portfolioSize": 3,
      "activationRate": 0.37333333333333335,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.5606469002695418,
        "10": 0.5655737704918032
      },
      "sampleConfidence": 0.9966666666666667,
      "shadowSharpeLike": 0.2917694478912595,
      "avgForwardReturns": {
        "1": 0.0006876341666598863,
        "5": 0.003545418779026319,
        "10": 0.011601916317158852
      },
      "shadowMaxDrawdown": -0.13409043862189718,
      "shadowTotalReturn": 0.05045229556623054,
      "avgForwardReturn1D": 0.0006876341666598863,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 137,
        "10": 136
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006341760940172589,
        "5": 0.0033517127453303788,
        "10": 0.00803998936830735
      }
    },
    {
      "topN": 2,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5316455696202531,
        "5": 0.5822784810126582,
        "10": 0.6455696202531646
      },
      "hitRate1D": 0.5316455696202531,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.39620428804340657,
      "eligibleDays": 359,
      "fitnessScore": 0.25731268916209116,
      "lookbackDays": 30,
      "returnLift1D": 0.00042571251017694666,
      "hitRateLift1D": 0.01353972003808046,
      "portfolioSize": 2,
      "activationRate": 0.2200557103064067,
      "activationCount": 79,
      "baselineHitRates": {
        "1": 0.5181058495821727,
        "5": 0.5661971830985916,
        "10": 0.5628571428571428
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5243461646066871,
      "avgForwardReturns": {
        "1": 0.0011521783912874547,
        "5": 0.006008227867952283,
        "10": 0.014071140897031478
      },
      "shadowMaxDrawdown": -0.053371841523091046,
      "shadowTotalReturn": 0.07451437003668682,
      "avgForwardReturn1D": 0.0011521783912874547,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-19",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 79,
        "5": 79,
        "10": 79
      },
      "baselineAvgForwardReturns": {
        "1": 0.000726465881110508,
        "5": 0.003784883592441959,
        "10": 0.008403420282807944
      }
    },
    {
      "topN": 2,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5138888888888888,
        "5": 0.625,
        "10": 0.6805555555555556
      },
      "hitRate1D": 0.5138888888888888,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.36329730935757043,
      "eligibleDays": 326,
      "fitnessScore": 0.22656211843292318,
      "lookbackDays": 63,
      "returnLift1D": 0.00010538497257149581,
      "hitRateLift1D": -0.013718473074301296,
      "portfolioSize": 2,
      "activationRate": 0.22085889570552147,
      "activationCount": 72,
      "baselineHitRates": {
        "1": 0.5276073619631901,
        "5": 0.5869565217391305,
        "10": 0.6056782334384858
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6306231013258489,
      "avgForwardReturns": {
        "1": 0.0013026410893173508,
        "5": 0.008082299888699903,
        "10": 0.017490980089998068
      },
      "shadowMaxDrawdown": -0.08703923644109968,
      "shadowTotalReturn": 0.07733063775523852,
      "avgForwardReturn1D": 0.0013026410893173508,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-20",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28"
      ],
      "horizonObservationCounts": {
        "1": 72,
        "5": 72,
        "10": 72
      },
      "baselineAvgForwardReturns": {
        "1": 0.001197256116745855,
        "5": 0.006985612144792563,
        "10": 0.014622276944879676
      }
    },
    {
      "topN": 3,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5114503816793893,
        "5": 0.5725190839694656,
        "10": 0.5769230769230769
      },
      "hitRate1D": 0.5114503816793893,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.34989712284063246,
      "eligibleDays": 344,
      "fitnessScore": 0.21371188179559686,
      "lookbackDays": 45,
      "returnLift1D": -0.00029600993434227756,
      "hitRateLift1D": -0.008898455529913085,
      "portfolioSize": 3,
      "activationRate": 0.3808139534883721,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.5203488372093024,
        "5": 0.5764705882352941,
        "10": 0.5850746268656717
      },
      "sampleConfidence": 0.9994910941475827,
      "shadowSharpeLike": 0.25039260794411833,
      "avgForwardReturns": {
        "1": 0.0005025911665820997,
        "5": 0.0046955629994337895,
        "10": 0.011063782493974912
      },
      "shadowMaxDrawdown": -0.13669443058874864,
      "shadowTotalReturn": 0.03798245176016768,
      "avgForwardReturn1D": 0.0005025911665820997,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-05-06",
        "2025-05-07",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 131,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007986011009243773,
        "5": 0.004923543365721749,
        "10": 0.010882306777550357
      }
    },
    {
      "topN": 2,
      "ticker": "ALV",
      "hitRates": {
        "1": 0.5517241379310345,
        "5": 0.5647058823529412,
        "10": 0.5952380952380952
      },
      "hitRate1D": 0.5517241379310345,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.34665563514937703,
      "eligibleDays": 375,
      "fitnessScore": 0.21057005723517339,
      "lookbackDays": 14,
      "returnLift1D": 0.00011528306641605548,
      "hitRateLift1D": 0.03172413793103446,
      "portfolioSize": 2,
      "activationRate": 0.232,
      "activationCount": 87,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.5606469002695418,
        "10": 0.5655737704918032
      },
      "sampleConfidence": 0.996168582375479,
      "shadowSharpeLike": 0.2681561193869135,
      "avgForwardReturns": {
        "1": 0.0007494591604333144,
        "5": 0.0003674979022177466,
        "10": 0.0050550750344986505
      },
      "shadowMaxDrawdown": -0.09960647672505973,
      "shadowTotalReturn": 0.03604290036762925,
      "avgForwardReturn1D": 0.0007494591604333144,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-30",
        "2025-01-31",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28"
      ],
      "horizonObservationCounts": {
        "1": 87,
        "5": 85,
        "10": 84
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006341760940172589,
        "5": 0.0033517127453303788,
        "10": 0.00803998936830735
      }
    }
  ],
  "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": 0.5330023468557962,
      "fitnessScore": 0.3790843508985885,
      "lookbackDays": 14,
      "returnLift1D": 0.00031281191293713883,
      "activationRate": 0.432,
      "activationCount": 162,
      "sampleConfidence": 0.9967078189300412,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.11335227396970038,
      "avgForwardReturn1D": 0.0009469880069543977
    },
    {
      "comboQuality": 0.6876653057576485,
      "fitnessScore": 0.5236299168083448,
      "lookbackDays": 21,
      "returnLift1D": 0.0008040607613949416,
      "activationRate": 0.37771739130434784,
      "activationCount": 139,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.2111366573750082,
      "avgForwardReturn1D": 0.001636450909429167
    },
    {
      "comboQuality": 0.7746404255169715,
      "fitnessScore": 0.6216343782265488,
      "lookbackDays": 30,
      "returnLift1D": 0.001136478163855327,
      "activationRate": 0.4178272980501393,
      "activationCount": 150,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.28095150574309957,
      "avgForwardReturn1D": 0.0018629440449658352
    },
    {
      "comboQuality": 0.463005519882573,
      "fitnessScore": 0.317385255345787,
      "lookbackDays": 45,
      "returnLift1D": 0.000012147070159200177,
      "activationRate": 0.42151162790697677,
      "activationCount": 145,
      "sampleConfidence": 0.9990804597701151,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.08883481680320093,
      "avgForwardReturn1D": 0.0008107481710835775
    },
    {
      "comboQuality": 0.535661362673697,
      "fitnessScore": 0.38143537484859485,
      "lookbackDays": 63,
      "returnLift1D": -0.00015809481781358888,
      "activationRate": 0.44171779141104295,
      "activationCount": 144,
      "sampleConfidence": 0.9976851851851852,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.13082820444705368,
      "avgForwardReturn1D": 0.0010391612989322661
    }
  ],
  "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": "9f39653ea0d3210c4ed6f60aaf6a2f43f9e7feb837fe55bafb867fcd346a4562",
    "size": 13,
    "members": [
      "ALV",
      "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
0.437
Liquidity
0.641
Momentum
0.491
Relative strength
0.371
Trend quality
0.176
Stability
0.612
Aggression
0.422
Downside risk
0.602
Drawdown state
0.896
Quality momentum
0.404
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.474
Benchmark Independence 3m Score
0.482
Beta 1y Profile Score
0.463
Beta 3m Profile Score
0.532
Beta Change Score
0.586
Correlation Change Score
0.496
Current Drawdown Score
0.866
Days Since 52w High Score
0.103
Distance From 52w High Score
0.866
Distance From Sma 20 Score
0.510
Distance From Sma 200 Score
0.537
Distance From Sma 50 Score
0.490
Downside Volatility 1m Score
0.388
Downside Volatility 1y Score
0.288
Downside Volatility 2y Score
0.334
Downside Volatility 3m Score
0.332
Downside Volatility 5y Score
0.363
Downside Volatility 6m Score
0.315
Drawdown Recovery Score
0.973
Excess Return 1m Score
0.377
Excess Return 1y Score
0.210
Excess Return 3m Score
0.481
Excess Return 6m Score
0.317
Expected Shortfall 95 1y Score
0.638
Log Avg Dollar Volume 20d Score
0.641
Log Market Cap Score
0.437
Drawdown Score 1m
0.509
Drawdown Score 1y
0.662
Drawdown Score 2y
0.632
Drawdown Score 3m
0.652
Drawdown Score 5y
0.607
Drawdown Score 6m
0.601
Momentum Acceleration 1m Vs 3m Score
0.232
Momentum Acceleration 3m Vs 6m Score
0.618
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.281
Relative Strength Slope 3m Score
0.500
Relative Volume 20d Score
0.223
Return 1m Score
0.422
Return 1w Score
0.615
Return 1y Score
0.531
Return 2y Score
0.339
Return 3m Score
0.627
Return 5y Score
0.108
Return 6m Score
0.492
Return Skewness 1y Score
0.551
Sharpe 1m Score
0.111
Sharpe 1y Score
0.462
Sharpe 2y Score
0.486
Sharpe 3m Score
0.664
Sharpe 5y Score
0.475
Sharpe 6m Score
0.420
Sortino 1m Score
0.187
Sortino 1y Score
0.415
Sortino 2y Score
0.429
Sortino 3m Score
0.560
Sortino 5y Score
0.421
Sortino 6m Score
0.389
Trend R2 1m Score
0.416
Trend R2 1w Score
0.298
Trend R2 1y Score
0.000
Trend R2 2y Score
0.608
Trend R2 3m Score
0.200
Trend R2 5y Score
0.613
Trend R2 6m Score
0.002
Trend Slope 1m Score
0.283
Trend Slope 1w Score
0.738
Trend Slope 1y Score
0.501
Trend Slope 2y Score
0.543
Trend Slope 3m Score
0.574
Trend Slope 5y Score
0.525
Trend Slope 6m Score
0.505
Volatility 1m Score
0.406
Volatility 1w Score
0.315
Volatility 1y Score
0.302
Volatility 2y Score
0.334
Volatility 3m Score
0.382
Volatility 5y Score
0.361
Volatility 6m Score
0.356
Worst Day 1y Score
0.760
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
83,615,106.445
Best Day 1y
0.068
Beta To Benchmark 1y
1.158
Beta 3m
1.330
Beta Change
0.171
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.526
Correlation 3m
0.518
Correlation Change
-0.009
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.474
Benchmark Independence 3m Score
0.482
Beta 1y Profile Score
0.463
Beta 3m Profile Score
0.532
Beta Change Score
0.586
Correlation Change Score
0.496
Current Drawdown Score
0.866
Distance From Sma 20 Score
0.510
Distance From Sma 200 Score
0.537
Current Drawdown
-0.087
Days Since 52w High
26
Distance From 52w High
-0.087
Distance From Sma 20
0.006
Distance From Sma 200
0.022
Distance From Sma 50
-0.006
Downside Capture 1y
0.773
Downside Volatility 1m
0.341
Downside Volatility 1w
-
Downside Volatility 1y
0.266
Downside Volatility 2y
0.301
Downside Volatility 3m
0.299
Downside Volatility 5y
0.322
Downside Volatility 6m
0.286
Drawdown Recovery
0.945
Excess Return 1m
-0.074
Excess Return 1y
-0.174
Excess Return 3m
-0.011
Excess Return 6m
-0.110
Expected Shortfall 95 1y
-0.036
Market Cap
9,064,453,102.119
Max Drawdown 1m
-0.123
Max Drawdown 1w
-0.022
Max Drawdown 1y
-0.220
Max Drawdown 2y
-0.294
Max Drawdown 3m
-0.139
Max Drawdown 5y
-0.393
Max Drawdown 6m
-0.220
Momentum Acceleration 1m Vs 3m
-0.081
Momentum Acceleration 3m Vs 6m
0.035
Moving Average Alignment
0
Relative Strength Acceleration
-0.003
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.901
Return 1m
-0.047
Return 1w
0.035
Return 1y
0.049
Return 2y
0.185
Return 3m
0.102
Return 5y
0.406
Return 6m
-0.009
Return Skewness 1y
0.307
Sector Excess Return 1y
-
Sharpe 1m
-1.445
Sharpe 1y
0.311
Sharpe 2y
0.432
Sharpe 3m
1.319
Sharpe 5y
0.373
Sharpe 6m
0.098
Sortino 1m
-1.501
Sortino 1y
0.324
Sortino 2y
0.432
Sortino 3m
1.482
Sortino 5y
0.371
Sortino 6m
0.108
Trend R2 1m
0.416
Trend R2 1w
0.298
Trend R2 1y
0.000
Trend R2 2y
0.608
Trend R2 3m
0.200
Trend R2 5y
0.613
Trend R2 6m
0.002
Trend 1m
-0.003
Trend 1w
0.004
Trend 1y
0.000
Trend 2y
0.001
Trend 3m
0.001
Trend 5y
0.000
Trend 6m
0.000
Upside Capture 1y
1.110
Value At Risk 95 1y
-0.028
Volatility 1m
0.355
Volatility 1w
0.287
Volatility 1y
0.276
Volatility 2y
0.300
Volatility 3m
0.336
Volatility 5y
0.321
Volatility 6m
0.317
Worst Day 1y
-0.048
Distance From Sma 50 Score
0.490
Downside Volatility 1y Score
0.288
Downside Volatility 3m Score
0.332
Drawdown Recovery Score
0.973
Excess Return 1m Score
0.377
Excess Return 1y Score
0.210
Excess Return 3m Score
0.481
Excess Return 6m Score
0.317
Expected Shortfall 95 1y Score
0.638
Log Avg Dollar Volume 20d Score
0.641
Log Market Cap Score
0.437
Drawdown Score 1y
0.662
Drawdown Score 5y
0.607
Momentum Acceleration 1m Vs 3m Score
0.232
Momentum Acceleration 3m Vs 6m Score
0.618
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.281
Relative Volume 20d Score
0.223
Return 1m Score
0.422
Return 1y Score
0.531
Return 3m Score
0.627
Return 6m Score
0.492
Return Skewness 1y Score
0.551
Sortino 1y Score
0.415
Sortino 3m Score
0.560
Trend R2 1y Score
0.000
Trend R2 3m Score
0.200
Trend Slope 1y Score
0.501
Trend Slope 3m Score
0.574
Volatility 1y Score
0.302
Volatility 3m Score
0.382