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MonstraTM

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

Vector V2 pipeline

Vectors

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

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

AMD

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

Research Detail

AMD

Advanced Micro Devices

Category

Sector: Technology

Industry / Category: Semiconductors

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

CPU and GPU designer leveraged to datacenter demand, AI adoption, and semiconductor cycles.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
3.056
Correlation To Benchmark 1y
0.561
Inverse To Benchmark 1y
0.439
Drawdown Score 1m
0.414
Drawdown Score 3m
0.585
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
0.519
Drawdown Score 1y
0.573
Drawdown Score 2y
0.316
Drawdown Score 5y
0.346
Return 1w
0.077
Return 1m
0.038
Return 3m
0.778
Return 6m
1.160
Return 1y
2.488
Return 2y
2.465
Return 5y
5.208
Sharpe 1m
0.967
Sharpe 3m
3.107
Sharpe 6m
2.407
Sharpe 1y
2.146
Sharpe 2y
1.309
Sharpe 5y
0.926
Trend 1w
0.022
Trend 1m
-0.000
Trend 3m
0.008
Trend 6m
0.010
Trend 1y
0.005
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.637
Volatility 1m
0.718
Volatility 3m
0.858
Volatility 6m
0.760
Volatility 1y
0.693
Volatility 2y
0.618
Volatility 5y
0.565
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
AMD
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:17 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.155
Aptet Fit Raw Score
0.189
Aptet Fit Confidence
0.648
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.998
Force Fit Raw Score
1.000
Force Fit Confidence
0.997
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:17 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AMD"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AMD",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "AMD",
    "hitRates": {
      "1": 0.5714285714285714,
      "5": 1,
      "10": 0
    },
    "hitRate1D": 0.5714285714285714,
    "comboQuality": 0.19703265226834726,
    "eligibleDays": 315,
    "fitnessScore": 0.04091219070340054,
    "lookbackDays": 45,
    "returnLift1D": -0.005578955313393931,
    "hitRateLift1D": 0.0714285714285714,
    "activationRate": 0.022222222222222223,
    "activationCount": 7,
    "baselineHitRates": {
      "1": 0.5,
      "5": 0.6153846153846154,
      "10": 0.6666666666666666
    },
    "sampleConfidence": 0.6706224833085742,
    "shadowSharpeLike": 0.09636260031530366,
    "avgForwardReturns": {
      "1": 0.001338742890089046,
      "5": 0.06349771925590948,
      "10": 0
    },
    "shadowMaxDrawdown": -0.06409066948686426,
    "shadowTotalReturn": 0.005483057629456445,
    "avgForwardReturn1D": 0.001338742890089046,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-07-16",
      "2026-07-17",
      "2026-07-20",
      "2026-07-21",
      "2026-07-22",
      "2026-07-23",
      "2026-07-24"
    ],
    "horizonObservationCounts": {
      "1": 7,
      "5": 3,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.006917698203482977,
      "5": 0.03202189694617287,
      "10": 0.04806230016139407
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.19703265226834726,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.07816594455153131,
    "bestRawFitnessScore": 0.04091219070340054,
    "upperQuartileComboQuality": 0.17652960057669187
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.15536508105813762,
    "rawScore": 0.1885938498421081,
    "confidence": 0.6476155631608367,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 45
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.4182008701853526,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AMD",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.5714285714285714,
      "comboQuality": 0.19703265226834726,
      "eligibleDays": 315,
      "fitnessScore": 0.04091219070340054,
      "lookbackDays": 45,
      "returnLift1D": -0.005578955313393931,
      "hitRateLift1D": 0.0714285714285714,
      "activationRate": 0.022222222222222223,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.6153846153846154,
        "10": 0.6666666666666666
      },
      "sampleConfidence": 0.6706224833085742,
      "shadowSharpeLike": 0.09636260031530366,
      "avgForwardReturns": {
        "1": 0.001338742890089046,
        "5": 0.06349771925590948,
        "10": 0
      },
      "shadowMaxDrawdown": -0.06409066948686426,
      "shadowTotalReturn": 0.005483057629456445,
      "avgForwardReturn1D": 0.001338742890089046,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.006917698203482977,
        "5": 0.03202189694617287,
        "10": 0.04806230016139407
      }
    },
    {
      "topN": 3,
      "ticker": "AMD",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.5714285714285714,
      "comboQuality": 0.19703265226834726,
      "eligibleDays": 315,
      "fitnessScore": 0.04091219070340054,
      "lookbackDays": 45,
      "returnLift1D": -0.005578955313393931,
      "hitRateLift1D": 0.0714285714285714,
      "activationRate": 0.022222222222222223,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.6153846153846154,
        "10": 0.6666666666666666
      },
      "sampleConfidence": 0.6706224833085742,
      "shadowSharpeLike": 0.09636260031530366,
      "avgForwardReturns": {
        "1": 0.001338742890089046,
        "5": 0.06349771925590948,
        "10": 0
      },
      "shadowMaxDrawdown": -0.06409066948686426,
      "shadowTotalReturn": 0.005483057629456445,
      "avgForwardReturn1D": 0.001338742890089046,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.006917698203482977,
        "5": 0.03202189694617287,
        "10": 0.04806230016139407
      }
    },
    {
      "topN": 4,
      "ticker": "AMD",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.5714285714285714,
      "comboQuality": 0.19703265226834726,
      "eligibleDays": 315,
      "fitnessScore": 0.04091219070340054,
      "lookbackDays": 45,
      "returnLift1D": -0.005578955313393931,
      "hitRateLift1D": 0.0714285714285714,
      "activationRate": 0.022222222222222223,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.6153846153846154,
        "10": 0.6666666666666666
      },
      "sampleConfidence": 0.6706224833085742,
      "shadowSharpeLike": 0.09636260031530366,
      "avgForwardReturns": {
        "1": 0.001338742890089046,
        "5": 0.06349771925590948,
        "10": 0
      },
      "shadowMaxDrawdown": -0.06409066948686426,
      "shadowTotalReturn": 0.005483057629456445,
      "avgForwardReturn1D": 0.001338742890089046,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.006917698203482977,
        "5": 0.03202189694617287,
        "10": 0.04806230016139407
      }
    },
    {
      "topN": 5,
      "ticker": "AMD",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.5714285714285714,
      "comboQuality": 0.19703265226834726,
      "eligibleDays": 315,
      "fitnessScore": 0.04091219070340054,
      "lookbackDays": 45,
      "returnLift1D": -0.005578955313393931,
      "hitRateLift1D": 0.0714285714285714,
      "activationRate": 0.022222222222222223,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.6153846153846154,
        "10": 0.6666666666666666
      },
      "sampleConfidence": 0.6706224833085742,
      "shadowSharpeLike": 0.09636260031530366,
      "avgForwardReturns": {
        "1": 0.001338742890089046,
        "5": 0.06349771925590948,
        "10": 0
      },
      "shadowMaxDrawdown": -0.06409066948686426,
      "shadowTotalReturn": 0.005483057629456445,
      "avgForwardReturn1D": 0.001338742890089046,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.006917698203482977,
        "5": 0.03202189694617287,
        "10": 0.04806230016139407
      }
    },
    {
      "topN": 4,
      "ticker": "AMD",
      "hitRates": {
        "1": 0.47368421052631576,
        "5": 0.5333333333333333,
        "10": 0.46153846153846156
      },
      "hitRate1D": 0.47368421052631576,
      "comboQuality": 0.17652960057669187,
      "eligibleDays": 330,
      "fitnessScore": 0.011191412702849148,
      "lookbackDays": 30,
      "returnLift1D": -0.0036877843921651076,
      "hitRateLift1D": -0.026315789473684237,
      "activationRate": 0.05757575757575758,
      "activationCount": 19,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.6153846153846154,
        "10": 0.6666666666666666
      },
      "sampleConfidence": 0.9509859696662475,
      "shadowSharpeLike": 0.2618036914384022,
      "avgForwardReturns": {
        "1": 0.0032299138113178693,
        "5": -0.0011402065824219839,
        "10": -0.0006094381214152289
      },
      "shadowMaxDrawdown": -0.09648409893992937,
      "shadowTotalReturn": 0.04090653398302613,
      "avgForwardReturn1D": 0.0032299138113178693,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 19,
        "5": 15,
        "10": 13
      },
      "baselineAvgForwardReturns": {
        "1": 0.006917698203482977,
        "5": 0.03202189694617287,
        "10": 0.04806230016139407
      }
    },
    {
      "topN": 5,
      "ticker": "AMD",
      "hitRates": {
        "1": 0.47368421052631576,
        "5": 0.5333333333333333,
        "10": 0.46153846153846156
      },
      "hitRate1D": 0.47368421052631576,
      "comboQuality": 0.17652960057669187,
      "eligibleDays": 330,
      "fitnessScore": 0.011191412702849148,
      "lookbackDays": 30,
      "returnLift1D": -0.0036877843921651076,
      "hitRateLift1D": -0.026315789473684237,
      "activationRate": 0.05757575757575758,
      "activationCount": 19,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.6153846153846154,
        "10": 0.6666666666666666
      },
      "sampleConfidence": 0.9509859696662475,
      "shadowSharpeLike": 0.2618036914384022,
      "avgForwardReturns": {
        "1": 0.0032299138113178693,
        "5": -0.0011402065824219839,
        "10": -0.0006094381214152289
      },
      "shadowMaxDrawdown": -0.09648409893992937,
      "shadowTotalReturn": 0.04090653398302613,
      "avgForwardReturn1D": 0.0032299138113178693,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 19,
        "5": 15,
        "10": 13
      },
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        "10": 0.6666666666666666
      },
      "sampleConfidence": 0.9878787878787879,
      "shadowSharpeLike": -1.0200615981734964,
      "avgForwardReturns": {
        "1": -0.010617623691360106,
        "5": -0.016266278072152026,
        "10": 0.0224240656152288
      },
      "shadowMaxDrawdown": -0.2768339967069635,
      "shadowTotalReturn": -0.23042387212083715,
      "avgForwardReturn1D": -0.010617623691360106,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-16"
      ],
      "horizonObservationCounts": {
        "1": 22,
        "5": 21,
        "10": 19
      },
      "baselineAvgForwardReturns": {
        "1": 0.006917698203482977,
        "5": 0.03202189694617287,
        "10": 0.04806230016139407
      }
    }
  ],
  "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": 0.02450696249677144,
      "fitnessScore": -0.4604768676302479,
      "lookbackDays": 14,
      "returnLift1D": -0.011771485128547046,
      "activationRate": 0.056818181818181816,
      "activationCount": 20,
      "sampleConfidence": 0.9866666666666667,
      "shadowTotalReturn": -0.11179181138588146,
      "avgForwardReturn1D": -0.0048537869250640684
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.057112259004382035,
      "fitnessScore": -0.2668642576334183,
      "lookbackDays": 21,
      "returnLift1D": -0.008129989503619468,
      "activationRate": 0.06784660766961652,
      "activationCount": 23,
      "sampleConfidence": 0.982608695652174,
      "shadowTotalReturn": -0.049891180795909706,
      "avgForwardReturn1D": -0.001212291300136491
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.17652960057669187,
      "fitnessScore": 0.011191412702849148,
      "lookbackDays": 30,
      "returnLift1D": -0.0036877843921651076,
      "activationRate": 0.05757575757575758,
      "activationCount": 19,
      "sampleConfidence": 0.9509859696662475,
      "shadowTotalReturn": 0.04090653398302613,
      "avgForwardReturn1D": 0.0032299138113178693
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.19703265226834726,
      "fitnessScore": 0.04091219070340054,
      "lookbackDays": 45,
      "returnLift1D": -0.005578955313393931,
      "activationRate": 0.022222222222222223,
      "activationCount": 7,
      "sampleConfidence": 0.6706224833085742,
      "shadowTotalReturn": 0.005483057629456445,
      "avgForwardReturn1D": 0.001338742890089046
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08039350165916664,
      "fitnessScore": -0.18614275254468365,
      "lookbackDays": 63,
      "returnLift1D": -0.006917698203482977,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "03f9146f8e12f726126b993c03496b6cd43d74745eddef95b42227f908a866f8",
    "size": 13,
    "members": [
      "AMD",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-25
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AMD"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AMD",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "AMD",
    "hitRates": {
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      "5": 0.6508620689655172,
      "10": 0.6607929515418502
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    "hitRate1D": 0.5550847457627118,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9999999743587038,
    "eligibleDays": 326,
    "fitnessScore": 4.195393557808534,
    "lookbackDays": 63,
    "returnLift1D": 0.0009459877983642156,
    "hitRateLift1D": 0.0029375064989081157,
    "portfolioSize": 4,
    "activationRate": 0.7239263803680982,
    "activationCount": 236,
    "baselineHitRates": {
      "1": 0.5521472392638037,
      "5": 0.6459627329192547,
      "10": 0.668769716088328
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    "sampleConfidence": 0.9963276836158192,
    "shadowSharpeLike": 2.325850049932588,
    "avgForwardReturns": {
      "1": 0.007232600555932412,
      "5": 0.033388450514755,
      "10": 0.06728695386320693
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    "shadowMaxDrawdown": -0.25052014272247547,
    "shadowTotalReturn": 3.484531876099405,
    "avgForwardReturn1D": 0.007232600555932412,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19",
      "2025-05-22",
      "2025-05-23",
      "2025-05-27",
      "2025-05-28",
      "2025-05-29",
      "2025-05-30"
    ],
    "horizonObservationCounts": {
      "1": 236,
      "5": 232,
      "10": 227
    },
    "baselineAvgForwardReturns": {
      "1": 0.006286612757568196,
      "5": 0.03215556611024123,
      "10": 0.06514466210948695
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  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999999743587038,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9999690698402557,
    "bestRawFitnessScore": 4.195393557808534,
    "upperQuartileComboQuality": 0.999996794793038
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9983265049533924,
    "rawScore": 0.9999756549142009,
    "confidence": 0.9967016197790334,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 1,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9999441606301677,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "AMD",
      "hitRates": {
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      "hitRate1D": 0.5550847457627118,
      "rankWeights": [
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      "comboQuality": 0.9999999743587038,
      "eligibleDays": 326,
      "fitnessScore": 4.195393557808534,
      "lookbackDays": 63,
      "returnLift1D": 0.0009459877983642156,
      "hitRateLift1D": 0.0029375064989081157,
      "portfolioSize": 4,
      "activationRate": 0.7239263803680982,
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      "baselineHitRates": {
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      "sampleConfidence": 0.9963276836158192,
      "shadowSharpeLike": 2.325850049932588,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.25052014272247547,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-16",
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        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.9999999743587038,
      "eligibleDays": 326,
      "fitnessScore": 4.195393557808534,
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      "returnLift1D": 0.0009459877983642156,
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      "sampleConfidence": 0.9963276836158192,
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      "shadowMaxDrawdown": -0.25052014272247547,
      "shadowTotalReturn": 3.484531876099405,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-22",
        "2025-05-23",
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      "horizonObservationCounts": {
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    },
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        "1": 0.5466666666666666,
        "5": 0.6037735849056604,
        "10": 0.6202185792349727
      },
      "sampleConfidence": 0.9990243902439024,
      "shadowSharpeLike": 1.3889315829263362,
      "avgForwardReturns": {
        "1": 0.005001933280945821,
        "5": 0.0332983468078172,
        "10": 0.07084148265826505
      },
      "shadowMaxDrawdown": -0.42015090543770606,
      "shadowTotalReturn": 1.2805560165129295,
      "avgForwardReturn1D": 0.005001933280945821,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 205,
        "5": 204,
        "10": 203
      },
      "baselineAvgForwardReturns": {
        "1": 0.0048021504798103345,
        "5": 0.024248722288037556,
        "10": 0.04995524091458344
      }
    },
    {
      "topN": 2,
      "ticker": "AMD",
      "hitRates": {
        "1": 0.5392670157068062,
        "5": 0.6421052631578947,
        "10": 0.708994708994709
      },
      "hitRate1D": 0.5392670157068062,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.9942641593554388,
      "eligibleDays": 375,
      "fitnessScore": 1.484159092868816,
      "lookbackDays": 14,
      "returnLift1D": 0.00019919013251961954,
      "hitRateLift1D": -0.007399650959860393,
      "portfolioSize": 2,
      "activationRate": 0.5093333333333333,
      "activationCount": 191,
      "baselineHitRates": {
        "1": 0.5466666666666666,
        "5": 0.6037735849056604,
        "10": 0.6202185792349727
      },
      "sampleConfidence": 0.9989528795811519,
      "shadowSharpeLike": 1.3128728131831293,
      "avgForwardReturns": {
        "1": 0.005001340612329954,
        "5": 0.03672027828859651,
        "10": 0.07407219609611419
      },
      "shadowMaxDrawdown": -0.38047587586231246,
      "shadowTotalReturn": 1.1467048791487904,
      "avgForwardReturn1D": 0.005001340612329954,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 191,
        "5": 190,
        "10": 189
      },
      "baselineAvgForwardReturns": {
        "1": 0.0048021504798103345,
        "5": 0.024248722288037556,
        "10": 0.04995524091458344
      }
    },
    {
      "topN": 3,
      "ticker": "AMD",
      "hitRates": {
        "1": 0.5404040404040404,
        "5": 0.6345177664974619,
        "10": 0.6989795918367347
      },
      "hitRate1D": 0.5404040404040404,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.9911176081464632,
      "eligibleDays": 375,
      "fitnessScore": 1.3872477125802483,
      "lookbackDays": 14,
      "returnLift1D": -0.00012043772491372035,
      "hitRateLift1D": -0.006262626262626192,
      "portfolioSize": 3,
      "activationRate": 0.528,
      "activationCount": 198,
      "baselineHitRates": {
        "1": 0.5466666666666666,
        "5": 0.6037735849056604,
        "10": 0.6202185792349727
      },
      "sampleConfidence": 0.9989898989898991,
      "shadowSharpeLike": 1.2588805123884759,
      "avgForwardReturns": {
        "1": 0.004681712754896614,
        "5": 0.034745635519950045,
        "10": 0.07246528222343082
      },
      "shadowMaxDrawdown": -0.4359695627019873,
      "shadowTotalReturn": 1.0738623605500468,
      "avgForwardReturn1D": 0.004681712754896614,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 198,
        "5": 197,
        "10": 196
      },
      "baselineAvgForwardReturns": {
        "1": 0.0048021504798103345,
        "5": 0.024248722288037556,
        "10": 0.04995524091458344
      }
    }
  ],
  "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": 0.9973500676362308,
      "fitnessScore": 1.654724896808527,
      "lookbackDays": 14,
      "returnLift1D": 0.00019978280113548685,
      "activationRate": 0.5466666666666666,
      "activationCount": 205,
      "sampleConfidence": 0.9990243902439024,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.2805560165129295,
      "avgForwardReturn1D": 0.005001933280945821
    },
    {
      "comboQuality": 0.9999995273432343,
      "fitnessScore": 3.5542770965074255,
      "lookbackDays": 21,
      "returnLift1D": 0.003145250240131207,
      "activationRate": 0.5135869565217391,
      "activationCount": 189,
      "sampleConfidence": 0.998236331569665,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 2.9202244977138974,
      "avgForwardReturn1D": 0.008231467679540645
    },
    {
      "comboQuality": 0.9999967624951155,
      "fitnessScore": 3.1309549646296806,
      "lookbackDays": 30,
      "returnLift1D": 0.002002866428529361,
      "activationRate": 0.5654596100278552,
      "activationCount": 203,
      "sampleConfidence": 0.9973727422003285,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 2.5624980744344175,
      "avgForwardReturn1D": 0.007234265757541009
    },
    {
      "comboQuality": 0.9999968916868056,
      "fitnessScore": 3.1399139954081443,
      "lookbackDays": 45,
      "returnLift1D": 0.0010022959553747362,
      "activationRate": 0.6075581395348837,
      "activationCount": 209,
      "sampleConfidence": 0.9958532695374801,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 2.5389255391151613,
      "avgForwardReturn1D": 0.0069059962319054854
    },
    {
      "comboQuality": 0.9999999743587038,
      "fitnessScore": 4.195393557808534,
      "lookbackDays": 63,
      "returnLift1D": 0.0009459877983642156,
      "activationRate": 0.7239263803680982,
      "activationCount": 236,
      "sampleConfidence": 0.9963276836158192,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 3.484531876099405,
      "avgForwardReturn1D": 0.007232600555932412
    }
  ],
  "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": "03f9146f8e12f726126b993c03496b6cd43d74745eddef95b42227f908a866f8",
    "size": 13,
    "members": [
      "AMD",
      "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
0.878
Liquidity
1
Momentum
0.732
Relative strength
0.854
Trend quality
0.806
Stability
0.476
Aggression
0.653
Downside risk
0.549
Drawdown state
0.923
Quality momentum
0.744
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.439
Benchmark Independence 3m Score
0.263
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.588
Current Drawdown Score
0.891
Days Since 52w High Score
0.063
Distance From 52w High Score
0.891
Distance From Sma 20 Score
0.519
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.607
Downside Volatility 1m Score
0.823
Downside Volatility 1y Score
0.725
Downside Volatility 2y Score
0.665
Downside Volatility 3m Score
0.859
Downside Volatility 5y Score
0.624
Downside Volatility 6m Score
0.863
Drawdown Recovery Score
1
Excess Return 1m Score
0.553
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.199
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.878
Drawdown Score 1m
0.414
Drawdown Score 1y
0.573
Drawdown Score 2y
0.316
Drawdown Score 3m
0.585
Drawdown Score 5y
0.346
Drawdown Score 6m
0.519
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.720
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.932
Relative Volume 20d Score
0.199
Return 1m Score
0.564
Return 1w Score
0.758
Return 1y Score
1
Return 2y Score
0.990
Return 3m Score
1
Return 5y Score
0.478
Return 6m Score
1
Return Skewness 1y Score
0.629
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.593
Sharpe 1y Score
0.829
Sharpe 2y Score
0.662
Sharpe 3m Score
1
Sharpe 5y Score
0.585
Sharpe 6m Score
0.881
Sortino 1m Score
0.505
Sortino 1y Score
0.688
Sortino 2y Score
0.559
Sortino 3m Score
0.855
Sortino 5y Score
0.501
Sortino 6m Score
0.703
Trend R2 1m Score
0.003
Trend R2 1w Score
0.732
Trend R2 1y Score
0.705
Trend R2 2y Score
0.602
Trend R2 3m Score
0.699
Trend R2 5y Score
0.478
Trend R2 6m Score
0.821
Trend Slope 1m Score
0.478
Trend Slope 1w Score
1
Trend Slope 1y Score
0.784
Trend Slope 2y Score
0.653
Trend Slope 3m Score
0.972
Trend Slope 5y Score
0.553
Trend Slope 6m Score
1
Volatility 1m Score
0.891
Volatility 1w Score
0.783
Volatility 1y Score
0.857
Volatility 2y Score
0.757
Volatility 3m Score
1
Volatility 5y Score
0.686
Volatility 6m Score
0.947
Worst Day 1y Score
0.134
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
15,040,843,160.471
Best Day 1y
0.237
Beta To Benchmark 1y
3.056
Beta 3m
4.839
Beta Change
1.783
Beta To Sector 1y
1.959
Correlation To Benchmark 1y
0.561
Correlation 3m
0.737
Correlation Change
0.176
Correlation To Sector 1y
0.699
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.439
Benchmark Independence 3m Score
0.263
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.588
Current Drawdown Score
0.891
Distance From Sma 20 Score
0.519
Distance From Sma 200 Score
1
Current Drawdown
-0.071
Days Since 52w High
16
Distance From 52w High
-0.071
Distance From Sma 20
0.011
Distance From Sma 200
0.775
Distance From Sma 50
0.064
Downside Capture 1y
0.269
Downside Volatility 1m
0.667
Downside Volatility 1w
-
Downside Volatility 1y
0.594
Downside Volatility 2y
0.548
Downside Volatility 3m
0.694
Downside Volatility 5y
0.518
Downside Volatility 6m
0.697
Drawdown Recovery
1
Excess Return 1m
0.032
Excess Return 1y
2.301
Excess Return 3m
0.738
Excess Return 6m
1.078
Expected Shortfall 95 1y
-0.080
Market Cap
851,092,003,526.05
Max Drawdown 1m
-0.147
Max Drawdown 1w
-0.023
Max Drawdown 1y
-0.278
Max Drawdown 2y
-0.547
Max Drawdown 3m
-0.166
Max Drawdown 5y
-0.654
Max Drawdown 6m
-0.265
Momentum Acceleration 1m Vs 3m
-0.221
Momentum Acceleration 3m Vs 6m
0.066
Moving Average Alignment
1
Relative Strength Acceleration
-0.010
Relative Strength Slope 3m
0.007
Relative Volume 20d
0.837
Return 1m
0.038
Return 1w
0.077
Return 1y
2.488
Return 2y
2.465
Return 3m
0.778
Return 5y
5.208
Return 6m
1.160
Return Skewness 1y
0.774
Sector Excess Return 1y
2.102
Sharpe 1m
0.967
Sharpe 1y
2.146
Sharpe 2y
1.309
Sharpe 3m
3.107
Sharpe 5y
0.926
Sharpe 6m
2.407
Sortino 1m
1.040
Sortino 1y
2.502
Sortino 2y
1.474
Sortino 3m
3.841
Sortino 5y
1.009
Sortino 6m
2.626
Trend R2 1m
0.003
Trend R2 1w
0.732
Trend R2 1y
0.705
Trend R2 2y
0.602
Trend R2 3m
0.699
Trend R2 5y
0.478
Trend R2 6m
0.821
Trend 1m
-0.000
Trend 1w
0.022
Trend 1y
0.005
Trend 2y
0.002
Trend 3m
0.008
Trend 5y
0.001
Trend 6m
0.010
Upside Capture 1y
10.939
Value At Risk 95 1y
-0.057
Volatility 1m
0.718
Volatility 1w
0.637
Volatility 1y
0.693
Volatility 2y
0.618
Volatility 3m
0.858
Volatility 5y
0.565
Volatility 6m
0.760
Worst Day 1y
-0.173
Distance From Sma 50 Score
0.607
Downside Volatility 1y Score
0.725
Downside Volatility 3m Score
0.859
Drawdown Recovery Score
1
Excess Return 1m Score
0.553
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.199
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.878
Drawdown Score 1y
0.573
Drawdown Score 5y
0.346
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.720
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.199
Return 1m Score
0.564
Return 1y Score
1
Return 3m Score
1
Return 6m Score
1
Return Skewness 1y Score
0.629
Sortino 1y Score
0.688
Sortino 3m Score
0.855
Trend R2 1y Score
0.705
Trend R2 3m Score
0.699
Trend Slope 1y Score
0.784
Trend Slope 3m Score
0.972
Volatility 1y Score
0.857
Volatility 3m Score
1