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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

AME

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

Research Detail

AME

AME

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.929
Correlation To Benchmark 1y
0.511
Inverse To Benchmark 1y
0.489
Drawdown Score 1m
0.825
Drawdown Score 3m
0.792
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
0.753
Drawdown Score 1y
0.791
Drawdown Score 2y
0.712
Drawdown Score 5y
0.729
Return 1w
-0.003
Return 1m
0.020
Return 3m
0.004
Return 6m
0.111
Return 1y
0.292
Return 2y
0.431
Return 5y
0.805
Sharpe 1m
0.972
Sharpe 3m
0.179
Sharpe 6m
0.973
Sharpe 1y
1.234
Sharpe 2y
0.874
Sharpe 5y
0.650
Trend 1w
-0.002
Trend 1m
0.002
Trend 3m
0.000
Trend 6m
0.000
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.212
Volatility 1m
0.280
Volatility 3m
0.245
Volatility 6m
0.249
Volatility 1y
0.228
Volatility 2y
0.237
Volatility 5y
0.218
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
AME
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:18 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
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
0.236
Aptet Fit Raw Score
0.254
Aptet Fit Confidence
0.859
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.224
Force Fit Raw Score
0.240
Force Fit Confidence
0.865
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:18 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AME"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AME",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "AME",
    "hitRates": {
      "1": 0.5175438596491229,
      "5": 0.5526315789473685,
      "10": 0.6052631578947368
    },
    "hitRate1D": 0.5175438596491229,
    "comboQuality": 0.45498003653845925,
    "eligibleDays": 297,
    "fitnessScore": 0.31027484597137306,
    "lookbackDays": 63,
    "returnLift1D": -0.00008830887068878794,
    "hitRateLift1D": 0.02092223802750126,
    "activationRate": 0.3838383838383838,
    "activationCount": 114,
    "baselineHitRates": {
      "1": 0.4966216216216216,
      "5": 0.571917808219178,
      "10": 0.6167247386759582
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.6210596353385281,
    "avgForwardReturns": {
      "1": 0.0009692639259849086,
      "5": 0.00225059550178436,
      "10": 0.0059202813018491346
    },
    "shadowMaxDrawdown": -0.12246930070915196,
    "shadowTotalReturn": 0.09009637923541014,
    "avgForwardReturn1D": 0.0009692639259849086,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-19",
      "2025-08-06",
      "2025-09-09",
      "2025-09-12",
      "2025-10-31",
      "2025-11-03",
      "2025-11-04",
      "2025-11-05",
      "2025-11-06",
      "2025-11-07"
    ],
    "horizonObservationCounts": {
      "1": 114,
      "5": 114,
      "10": 114
    },
    "baselineAvgForwardReturns": {
      "1": 0.0010575727966736965,
      "5": 0.005179289487610667,
      "10": 0.010407080561992832
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.45498003653845925,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.21642968729715617,
    "bestRawFitnessScore": 0.31027484597137306,
    "upperQuartileComboQuality": 0.26748359763150215
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.23567149508820642,
    "rawScore": 0.25358386965419,
    "confidence": 0.8587262305728632,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 63
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.15947044923341538,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "AME",
      "hitRates": {
        "1": 0.5175438596491229,
        "5": 0.5526315789473685,
        "10": 0.6052631578947368
      },
      "hitRate1D": 0.5175438596491229,
      "comboQuality": 0.45498003653845925,
      "eligibleDays": 297,
      "fitnessScore": 0.31027484597137306,
      "lookbackDays": 63,
      "returnLift1D": -0.00008830887068878794,
      "hitRateLift1D": 0.02092223802750126,
      "activationRate": 0.3838383838383838,
      "activationCount": 114,
      "baselineHitRates": {
        "1": 0.4966216216216216,
        "5": 0.571917808219178,
        "10": 0.6167247386759582
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6210596353385281,
      "avgForwardReturns": {
        "1": 0.0009692639259849086,
        "5": 0.00225059550178436,
        "10": 0.0059202813018491346
      },
      "shadowMaxDrawdown": -0.12246930070915196,
      "shadowTotalReturn": 0.09009637923541014,
      "avgForwardReturn1D": 0.0009692639259849086,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-08-06",
        "2025-09-09",
        "2025-09-12",
        "2025-10-31",
        "2025-11-03",
        "2025-11-04",
        "2025-11-05",
        "2025-11-06",
        "2025-11-07"
      ],
      "horizonObservationCounts": {
        "1": 114,
        "5": 114,
        "10": 114
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010575727966736965,
        "5": 0.005179289487610667,
        "10": 0.010407080561992832
      }
    },
    {
      "topN": 2,
      "ticker": "AME",
      "hitRates": {
        "1": 0.5666666666666667,
        "5": 0.7666666666666667,
        "10": 0.9333333333333333
      },
      "hitRate1D": 0.5666666666666667,
      "comboQuality": 0.4127472532818373,
      "eligibleDays": 315,
      "fitnessScore": 0.27242362800977793,
      "lookbackDays": 45,
      "returnLift1D": 0.0007627775849896837,
      "hitRateLift1D": 0.05711252653927812,
      "activationRate": 0.09523809523809523,
      "activationCount": 30,
      "baselineHitRates": {
        "1": 0.5095541401273885,
        "5": 0.5903225806451613,
        "10": 0.6327868852459017
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9656170291713395,
      "avgForwardReturns": {
        "1": 0.0021973233463428313,
        "5": 0.011257411573789717,
        "10": 0.021695273184238546
      },
      "shadowMaxDrawdown": -0.0214360978881607,
      "shadowTotalReturn": 0.05811315449493759,
      "avgForwardReturn1D": 0.0021973233463428313,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-11-24",
        "2025-11-26",
        "2025-12-05",
        "2025-12-08",
        "2025-12-09",
        "2025-12-10",
        "2025-12-11",
        "2025-12-12",
        "2025-12-15",
        "2025-12-16"
      ],
      "horizonObservationCounts": {
        "1": 30,
        "5": 30,
        "10": 30
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014345457613531476,
        "5": 0.006410024682434392,
        "10": 0.012351515534611203
      }
    },
    {
      "topN": 5,
      "ticker": "AME",
      "hitRates": {
        "1": 0.48936170212765956,
        "5": 0.5285714285714286,
        "10": 0.6
      },
      "hitRate1D": 0.48936170212765956,
      "comboQuality": 0.37950206502351347,
      "eligibleDays": 352,
      "fitnessScore": 0.24183430755489407,
      "lookbackDays": 14,
      "returnLift1D": -0.00018712572879744536,
      "hitRateLift1D": -0.007781155015197605,
      "activationRate": 0.4034090909090909,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.49714285714285716,
        "5": 0.5722543352601156,
        "10": 0.6198830409356725
      },
      "sampleConfidence": 0.9976525821596245,
      "shadowSharpeLike": 0.3715548520237237,
      "avgForwardReturns": {
        "1": 0.0007101879303860145,
        "5": 0.005369306500891073,
        "10": 0.009718058956969255
      },
      "shadowMaxDrawdown": -0.1087825917105335,
      "shadowTotalReturn": 0.06279638270586152,
      "avgForwardReturn1D": 0.0007101879303860145,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-04-24",
        "2025-04-25",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-06",
        "2025-05-08",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 140,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008973136591834598,
        "5": 0.004830247021467436,
        "10": 0.009645894017613812
      }
    },
    {
      "topN": 4,
      "ticker": "AME",
      "hitRates": {
        "1": 0.5119047619047619,
        "5": 0.5903614457831325,
        "10": 0.6987951807228916
      },
      "hitRate1D": 0.5119047619047619,
      "comboQuality": 0.32766206429661593,
      "eligibleDays": 315,
      "fitnessScore": 0.19186877198876368,
      "lookbackDays": 45,
      "returnLift1D": -0.0005238791162331659,
      "hitRateLift1D": 0.0023506217773733296,
      "activationRate": 0.2698412698412698,
      "activationCount": 85,
      "baselineHitRates": {
        "1": 0.5095541401273885,
        "5": 0.5903225806451613,
        "10": 0.6327868852459017
      },
      "sampleConfidence": 0.996078431372549,
      "shadowSharpeLike": 0.46373586908947817,
      "avgForwardReturns": {
        "1": 0.0009106666451199817,
        "5": 0.0036868617105406207,
        "10": 0.006817995380283253
      },
      "shadowMaxDrawdown": -0.12777057029130745,
      "shadowTotalReturn": 0.05639271989193739,
      "avgForwardReturn1D": 0.0009106666451199817,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-13",
        "2025-09-05",
        "2025-09-12",
        "2025-09-17",
        "2025-09-18",
        "2025-10-31",
        "2025-11-03",
        "2025-11-04",
        "2025-11-05",
        "2025-11-24"
      ],
      "horizonObservationCounts": {
        "1": 84,
        "5": 83,
        "10": 83
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014345457613531476,
        "5": 0.006410024682434392,
        "10": 0.012351515534611203
      }
    },
    {
      "topN": 5,
      "ticker": "AME",
      "hitRates": {
        "1": 0.4785714285714286,
        "5": 0.5588235294117647,
        "10": 0.5939849624060151
      },
      "hitRate1D": 0.4785714285714286,
      "comboQuality": 0.3248848122073434,
      "eligibleDays": 330,
      "fitnessScore": 0.18908922153945354,
      "lookbackDays": 30,
      "returnLift1D": -0.0006989144272763994,
      "hitRateLift1D": -0.025987841945288748,
      "activationRate": 0.42727272727272725,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5045592705167173,
        "5": 0.5876923076923077,
        "10": 0.6375
      },
      "sampleConfidence": 0.9933806146572105,
      "shadowSharpeLike": 0.31543126243728375,
      "avgForwardReturns": {
        "1": 0.0004620026400301696,
        "5": 0.0023390733233235772,
        "10": 0.004705737062715696
      },
      "shadowMaxDrawdown": -0.15552436879675968,
      "shadowTotalReturn": 0.04328345881305129,
      "avgForwardReturn1D": 0.0004620026400301696,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "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": 140,
        "5": 136,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.001160917067306569,
        "5": 0.006046992988616988,
        "10": 0.012915024548161815
      }
    },
    {
      "topN": 4,
      "ticker": "AME",
      "hitRates": {
        "1": 0.5113636363636364,
        "5": 0.5795454545454546,
        "10": 0.6022727272727273
      },
      "hitRate1D": 0.5113636363636364,
      "comboQuality": 0.2483498594395551,
      "eligibleDays": 297,
      "fitnessScore": 0.10636484966991702,
      "lookbackDays": 63,
      "returnLift1D": -0.0008770381149797782,
      "hitRateLift1D": 0.014742014742014753,
      "activationRate": 0.2962962962962963,
      "activationCount": 88,
      "baselineHitRates": {
        "1": 0.4966216216216216,
        "5": 0.571917808219178,
        "10": 0.6167247386759582
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.02750974636237347,
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      "shadowSharpeLike": -0.8866154178534366,
      "avgForwardReturns": {
        "1": -0.001006762348731764,
        "5": 0.0007498887757342757,
        "10": 0.004309462592467207
      },
      "shadowMaxDrawdown": -0.2549877128378868,
      "shadowTotalReturn": -0.14057096206319597,
      "avgForwardReturn1D": -0.001006762348731764,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-10",
        "2025-06-13",
        "2025-09-05",
        "2025-09-09",
        "2025-09-10",
        "2025-09-12",
        "2025-09-15",
        "2025-09-16",
        "2025-09-17",
        "2025-09-18"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 114,
        "10": 113
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014345457613531476,
        "5": 0.006410024682434392,
        "10": 0.012351515534611203
      }
    },
    {
      "topN": 2,
      "ticker": "AME",
      "hitRates": {
        "1": 0.43137254901960786,
        "5": 0.45098039215686275,
        "10": 0.5686274509803921
      },
      "hitRate1D": 0.43137254901960786,
      "comboQuality": 0.06583987467115605,
      "eligibleDays": 339,
      "fitnessScore": -0.23353288644178766,
      "lookbackDays": 21,
      "returnLift1D": -0.0024735475712613646,
      "hitRateLift1D": -0.07158603086204895,
      "activationRate": 0.1504424778761062,
      "activationCount": 51,
      "baselineHitRates": {
        "1": 0.5029585798816568,
        "5": 0.5748502994011976,
        "10": 0.6200607902735562
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.8934337052820563,
      "avgForwardReturns": {
        "1": -0.0014074614692225268,
        "5": -0.0005598862397303039,
        "10": 0.0044409797585256055
      },
      "shadowMaxDrawdown": -0.11257397283142045,
      "shadowTotalReturn": -0.08535758867046706,
      "avgForwardReturn1D": -0.0014074614692225268,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-06",
        "2025-08-13",
        "2025-08-14",
        "2025-08-20",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-10-31"
      ],
      "horizonObservationCounts": {
        "1": 51,
        "5": 51,
        "10": 51
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010660861020388378,
        "5": 0.005001371788267103,
        "10": 0.010081418983061908
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    },
    {
      "topN": 2,
      "ticker": "AME",
      "hitRates": {
        "1": 0.39622641509433965,
        "5": 0.4807692307692308,
        "10": 0.5576923076923077
      },
      "hitRate1D": 0.39622641509433965,
      "comboQuality": 0.05676084122803629,
      "eligibleDays": 352,
      "fitnessScore": -0.2683041023111081,
      "lookbackDays": 14,
      "returnLift1D": -0.0021567839904552146,
      "hitRateLift1D": -0.10091644204851752,
      "activationRate": 0.15056818181818182,
      "activationCount": 53,
      "baselineHitRates": {
        "1": 0.49714285714285716,
        "5": 0.5722543352601156,
        "10": 0.6198830409356725
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      "sampleConfidence": 0.9974842767295597,
      "shadowSharpeLike": -0.8868692170059785,
      "avgForwardReturns": {
        "1": -0.0012594703312717548,
        "5": 0.0019040980584298052,
        "10": 0.005193713008172255
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      "shadowMaxDrawdown": -0.09778550899434968,
      "shadowTotalReturn": -0.08328345511000512,
      "avgForwardReturn1D": -0.0012594703312717548,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-01",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06",
        "2025-08-07",
        "2025-08-08",
        "2025-08-13",
        "2025-08-14",
        "2025-08-19"
      ],
      "horizonObservationCounts": {
        "1": 53,
        "5": 52,
        "10": 52
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008973136591834598,
        "5": 0.004830247021467436,
        "10": 0.009645894017613812
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.37950206502351347,
      "fitnessScore": 0.24183430755489407,
      "lookbackDays": 14,
      "returnLift1D": -0.00018712572879744536,
      "activationRate": 0.4034090909090909,
      "activationCount": 142,
      "sampleConfidence": 0.9976525821596245,
      "shadowTotalReturn": 0.06279638270586152,
      "avgForwardReturn1D": 0.0007101879303860145
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.21673423474741904,
      "fitnessScore": 0.06734396054534472,
      "lookbackDays": 21,
      "returnLift1D": -0.0011083394331462546,
      "activationRate": 0.41887905604719766,
      "activationCount": 142,
      "sampleConfidence": 0.9962441314553991,
      "shadowTotalReturn": -0.04411677529387914,
      "avgForwardReturn1D": -0.00004225333110741687
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.3248848122073434,
      "fitnessScore": 0.18908922153945354,
      "lookbackDays": 30,
      "returnLift1D": -0.0006989144272763994,
      "activationRate": 0.42727272727272725,
      "activationCount": 141,
      "sampleConfidence": 0.9933806146572105,
      "shadowTotalReturn": 0.04328345881305129,
      "avgForwardReturn1D": 0.0004620026400301696
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.4127472532818373,
      "fitnessScore": 0.27242362800977793,
      "lookbackDays": 45,
      "returnLift1D": 0.0007627775849896837,
      "activationRate": 0.09523809523809523,
      "activationCount": 30,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.05811315449493759,
      "avgForwardReturn1D": 0.0021973233463428313
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.45498003653845925,
      "fitnessScore": 0.31027484597137306,
      "lookbackDays": 63,
      "returnLift1D": -0.00008830887068878794,
      "activationRate": 0.3838383838383838,
      "activationCount": 114,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.09009637923541014,
      "avgForwardReturn1D": 0.0009692639259849086
    }
  ],
  "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": "342f5f829b45b6ee20dd61e4873efa8eeb7d9ec318ea875cd703f2d24fb93000",
    "size": 13,
    "members": [
      "AME",
      "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",
      "AME"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AME",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "AME",
    "hitRates": {
      "1": 0.5666666666666667,
      "5": 0.7666666666666667,
      "10": 0.9333333333333333
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    "hitRate1D": 0.5666666666666667,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.4096391176350645,
    "eligibleDays": 344,
    "fitnessScore": 0.2695993623793396,
    "lookbackDays": 45,
    "returnLift1D": 0.001196231581019323,
    "hitRateLift1D": 0.06666666666666665,
    "portfolioSize": 2,
    "activationRate": 0.0872093023255814,
    "activationCount": 30,
    "baselineHitRates": {
      "1": 0.5,
      "5": 0.5735294117647058,
      "10": 0.6179104477611941
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.9239973798099799,
    "avgForwardReturns": {
      "1": 0.002197320726136202,
      "5": 0.011257414193996347,
      "10": 0.021695273184238546
    },
    "shadowMaxDrawdown": -0.02143609788816081,
    "shadowTotalReturn": 0.05811307136437005,
    "avgForwardReturn1D": 0.002197320726136202,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-11-24",
      "2025-11-26",
      "2025-12-05",
      "2025-12-08",
      "2025-12-09",
      "2025-12-10",
      "2025-12-11",
      "2025-12-12",
      "2025-12-15",
      "2025-12-16"
    ],
    "horizonObservationCounts": {
      "1": 30,
      "5": 30,
      "10": 30
    },
    "baselineAvgForwardReturns": {
      "1": 0.001001089145116879,
      "5": 0.004901501982221239,
      "10": 0.009761876003824164
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  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.4096391176350645,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.1885505081746356,
    "bestRawFitnessScore": 0.2695993623793396,
    "upperQuartileComboQuality": 0.23941360674396023
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.22419434840558225,
    "rawScore": 0.24042298561421607,
    "confidence": 0.8649992872588782,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        45
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.21851756506556055,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AME",
      "hitRates": {
        "1": 0.5666666666666667,
        "5": 0.7666666666666667,
        "10": 0.9333333333333333
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      "hitRate1D": 0.5666666666666667,
      "rankWeights": [
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      ],
      "comboQuality": 0.4096391176350645,
      "eligibleDays": 344,
      "fitnessScore": 0.2695993623793396,
      "lookbackDays": 45,
      "returnLift1D": 0.001196231581019323,
      "hitRateLift1D": 0.06666666666666665,
      "portfolioSize": 2,
      "activationRate": 0.0872093023255814,
      "activationCount": 30,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5735294117647058,
        "10": 0.6179104477611941
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9239973798099799,
      "avgForwardReturns": {
        "1": 0.002197320726136202,
        "5": 0.011257414193996347,
        "10": 0.021695273184238546
      },
      "shadowMaxDrawdown": -0.02143609788816081,
      "shadowTotalReturn": 0.05811307136437005,
      "avgForwardReturn1D": 0.002197320726136202,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-11-24",
        "2025-11-26",
        "2025-12-05",
        "2025-12-08",
        "2025-12-09",
        "2025-12-10",
        "2025-12-11",
        "2025-12-12",
        "2025-12-15",
        "2025-12-16"
      ],
      "horizonObservationCounts": {
        "1": 30,
        "5": 30,
        "10": 30
      },
      "baselineAvgForwardReturns": {
        "1": 0.001001089145116879,
        "5": 0.004901501982221239,
        "10": 0.009761876003824164
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    },
    {
      "topN": 4,
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      "hitRates": {
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        "5": 0.5903614457831325,
        "10": 0.6987951807228916
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      "hitRate1D": 0.5119047619047619,
      "rankWeights": [
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      ],
      "comboQuality": 0.3172621683537117,
      "eligibleDays": 344,
      "fitnessScore": 0.18139585526901775,
      "lookbackDays": 45,
      "returnLift1D": -0.00009042541431945959,
      "hitRateLift1D": 0.011904761904761862,
      "portfolioSize": 4,
      "activationRate": 0.2441860465116279,
      "activationCount": 84,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5735294117647058,
        "10": 0.6179104477611941
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      "sampleConfidence": 0.9984126984126984,
      "shadowSharpeLike": 0.44380031297327655,
      "avgForwardReturns": {
        "1": 0.0009106637307974194,
        "5": 0.003686863717503118,
        "10": 0.006817989509253726
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      "shadowMaxDrawdown": -0.127770570291307,
      "shadowTotalReturn": 0.056392459755324476,
      "avgForwardReturn1D": 0.0009106637307974194,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-13",
        "2025-09-05",
        "2025-09-12",
        "2025-09-17",
        "2025-09-18",
        "2025-10-31",
        "2025-11-03",
        "2025-11-04",
        "2025-11-05",
        "2025-11-24"
      ],
      "horizonObservationCounts": {
        "1": 84,
        "5": 83,
        "10": 83
      },
      "baselineAvgForwardReturns": {
        "1": 0.001001089145116879,
        "5": 0.004901501982221239,
        "10": 0.009761876003824164
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    },
    {
      "topN": 5,
      "ticker": "AME",
      "hitRates": {
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      "comboQuality": 0.3172621683537117,
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      "fitnessScore": 0.18139585526901775,
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      "sampleConfidence": 0.9984126984126984,
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        "2025-11-04",
        "2025-11-05",
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      "horizonObservationCounts": {
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    },
    {
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      "comboQuality": 0.25357426518289017,
      "eligibleDays": 359,
      "fitnessScore": 0.11247933461864365,
      "lookbackDays": 30,
      "returnLift1D": -0.0003605791779082842,
      "hitRateLift1D": -0.03564473586905614,
      "portfolioSize": 4,
      "activationRate": 0.3147632311977716,
      "activationCount": 113,
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      "sampleConfidence": 0.9958702064896756,
      "shadowSharpeLike": 0.2854769654269249,
      "avgForwardReturns": {
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        "10": 0.004810095871627187
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      "shadowMaxDrawdown": -0.129135171728327,
      "shadowTotalReturn": 0.0374772295010406,
      "avgForwardReturn1D": 0.0005378421039330424,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-19",
        "2025-05-22",
        "2025-05-23",
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        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
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      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 110,
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      },
      "baselineAvgForwardReturns": {
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        "5": 0.00398333396125158,
        "10": 0.007802794041806999
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    },
    {
      "topN": 5,
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      "rankWeights": [
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      "comboQuality": 0.25357426518289017,
      "eligibleDays": 359,
      "fitnessScore": 0.11247933461864365,
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      "returnLift1D": -0.0003605791779082842,
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      "shadowMaxDrawdown": -0.1279476107352827,
      "shadowTotalReturn": -0.08317621263198105,
      "avgForwardReturn1D": -0.0007609590369323902,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-02-03",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-04-24",
        "2025-04-25",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 79,
        "5": 78,
        "10": 78
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007642245954634348,
        "5": 0.003860797127172639,
        "10": 0.007844224503976609
      }
    },
    {
      "topN": 4,
      "ticker": "AME",
      "hitRates": {
        "1": 0.43859649122807015,
        "5": 0.49557522123893805,
        "10": 0.5575221238938053
      },
      "hitRate1D": 0.43859649122807015,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.08318584156600452,
      "eligibleDays": 375,
      "fitnessScore": -0.17796207844573517,
      "lookbackDays": 14,
      "returnLift1D": -0.001609038083074629,
      "hitRateLift1D": -0.04940350877192984,
      "portfolioSize": 4,
      "activationRate": 0.304,
      "activationCount": 114,
      "baselineHitRates": {
        "1": 0.488,
        "5": 0.555256064690027,
        "10": 0.6010928961748634
      },
      "sampleConfidence": 0.9988304093567252,
      "shadowSharpeLike": -0.6740064779122152,
      "avgForwardReturns": {
        "1": -0.000844813487611194,
        "5": 0.0031440374169048727,
        "10": 0.004522668575422967
      },
      "shadowMaxDrawdown": -0.1436914804098156,
      "shadowTotalReturn": -0.12949205792173324,
      "avgForwardReturn1D": -0.000844813487611194,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-03",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05"
      ],
      "horizonObservationCounts": {
        "1": 114,
        "5": 113,
        "10": 113
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007642245954634348,
        "5": 0.003860797127172639,
        "10": 0.007844224503976609
      }
    },
    {
      "topN": 5,
      "ticker": "AME",
      "hitRates": {
        "1": 0.43859649122807015,
        "5": 0.49557522123893805,
        "10": 0.5575221238938053
      },
      "hitRate1D": 0.43859649122807015,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.08318584156600452,
      "eligibleDays": 375,
      "fitnessScore": -0.17796207844573517,
      "lookbackDays": 14,
      "returnLift1D": -0.001609038083074629,
      "hitRateLift1D": -0.04940350877192984,
      "portfolioSize": 5,
      "activationRate": 0.304,
      "activationCount": 114,
      "baselineHitRates": {
        "1": 0.488,
        "5": 0.555256064690027,
        "10": 0.6010928961748634
      },
      "sampleConfidence": 0.9988304093567252,
      "shadowSharpeLike": -0.6740064779122152,
      "avgForwardReturns": {
        "1": -0.000844813487611194,
        "5": 0.0031440374169048727,
        "10": 0.004522668575422967
      },
      "shadowMaxDrawdown": -0.1436914804098156,
      "shadowTotalReturn": -0.12949205792173324,
      "avgForwardReturn1D": -0.000844813487611194,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-03",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05"
      ],
      "horizonObservationCounts": {
        "1": 114,
        "5": 113,
        "10": 113
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007642245954634348,
        "5": 0.003860797127172639,
        "10": 0.007844224503976609
      }
    },
    {
      "topN": 2,
      "ticker": "AME",
      "hitRates": {
        "1": 0.4107142857142857,
        "5": 0.4727272727272727,
        "10": 0.5272727272727272
      },
      "hitRate1D": 0.4107142857142857,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.06613750101399624,
      "eligibleDays": 375,
      "fitnessScore": -0.2324705230233287,
      "lookbackDays": 14,
      "returnLift1D": -0.0018069456149540526,
      "hitRateLift1D": -0.07728571428571429,
      "portfolioSize": 2,
      "activationRate": 0.14933333333333335,
      "activationCount": 56,
      "baselineHitRates": {
        "1": 0.488,
        "5": 0.555256064690027,
        "10": 0.6010928961748634
      },
      "sampleConfidence": 0.9976190476190476,
      "shadowSharpeLike": -0.7725190245071172,
      "avgForwardReturns": {
        "1": -0.0010427210194906178,
        "5": 0.001220146596670228,
        "10": 0.0024363870632214254
      },
      "shadowMaxDrawdown": -0.10231031399517898,
      "shadowTotalReturn": -0.07609492195256862,
      "avgForwardReturn1D": -0.0010427210194906178,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-05-01",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06",
        "2025-08-07",
        "2025-08-08"
      ],
      "horizonObservationCounts": {
        "1": 56,
        "5": 55,
        "10": 55
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007642245954634348,
        "5": 0.003860797127172639,
        "10": 0.007844224503976609
      }
    },
    {
      "topN": 2,
      "ticker": "AME",
      "hitRates": {
        "1": 0.4230769230769231,
        "5": 0.4423076923076923,
        "10": 0.5576923076923077
      },
      "hitRate1D": 0.4230769230769231,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.06172249382678685,
      "eligibleDays": 368,
      "fitnessScore": -0.2487074108141631,
      "lookbackDays": 21,
      "returnLift1D": -0.002264910915756752,
      "hitRateLift1D": -0.07148829431438125,
      "portfolioSize": 2,
      "activationRate": 0.14130434782608695,
      "activationCount": 52,
      "baselineHitRates": {
        "1": 0.4945652173913043,
        "5": 0.5659340659340659,
        "10": 0.6044568245125348
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.8755720527110461,
      "avgForwardReturns": {
        "1": -0.0013960656929875325,
        "5": -0.0017219222786305649,
        "10": 0.003531153849919042
      },
      "shadowMaxDrawdown": -0.11257397283142001,
      "shadowTotalReturn": -0.08701694845860175,
      "avgForwardReturn1D": -0.0013960656929875325,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-07",
        "2025-08-06",
        "2025-08-13",
        "2025-08-14",
        "2025-08-20",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28"
      ],
      "horizonObservationCounts": {
        "1": 52,
        "5": 52,
        "10": 52
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008688452227692194,
        "5": 0.004178017012219684,
        "10": 0.008099795446379905
      }
    }
  ],
  "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": 0.08851387497695114,
      "fitnessScore": -0.16302175160302398,
      "lookbackDays": 14,
      "returnLift1D": -0.001525183632395825,
      "activationRate": 0.21066666666666667,
      "activationCount": 79,
      "sampleConfidence": 0.9983122362869199,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.08317621263198105,
      "avgForwardReturn1D": -0.0007609590369323902
    },
    {
      "comboQuality": 0.16626896475318637,
      "fitnessScore": -0.0047069028595496,
      "lookbackDays": 21,
      "returnLift1D": -0.0010246035552416302,
      "activationRate": 0.3016304347826087,
      "activationCount": 111,
      "sampleConfidence": 0.9987987987987988,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.04848849243681763,
      "avgForwardReturn1D": -0.0001557583324724108
    },
    {
      "comboQuality": 0.25357426518289017,
      "fitnessScore": 0.11247933461864365,
      "lookbackDays": 30,
      "returnLift1D": -0.0003605791779082842,
      "activationRate": 0.3147632311977716,
      "activationCount": 113,
      "sampleConfidence": 0.9958702064896756,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.0374772295010406,
      "avgForwardReturn1D": 0.0005378421039330424
    },
    {
      "comboQuality": 0.4096391176350645,
      "fitnessScore": 0.2695993623793396,
      "lookbackDays": 45,
      "returnLift1D": 0.001196231581019323,
      "activationRate": 0.0872093023255814,
      "activationCount": 30,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.05811307136437005,
      "avgForwardReturn1D": 0.002197320726136202
    },
    {
      "comboQuality": 0.23469338726431693,
      "fitnessScore": 0.08996074199441283,
      "lookbackDays": 63,
      "returnLift1D": -0.0011801525000936187,
      "activationRate": 0.26993865030674846,
      "activationCount": 88,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.004570181306254528,
      "avgForwardReturn1D": 0.0001805337677428457
    }
  ],
  "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": "342f5f829b45b6ee20dd61e4873efa8eeb7d9ec318ea875cd703f2d24fb93000",
    "size": 13,
    "members": [
      "AME",
      "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
0.609
Liquidity
0.818
Momentum
0.544
Relative strength
0.471
Trend quality
0.462
Stability
0.760
Aggression
0.401
Downside risk
0.644
Drawdown state
0.964
Quality momentum
0.525
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.489
Benchmark Independence 3m Score
0.468
Beta 1y Profile Score
0.372
Beta 3m Profile Score
0.399
Beta Change Score
0.534
Correlation Change Score
0.511
Current Drawdown Score
0.949
Days Since 52w High Score
0.028
Distance From 52w High Score
0.949
Distance From Sma 20 Score
0.496
Distance From Sma 200 Score
0.650
Distance From Sma 50 Score
0.523
Downside Volatility 1m Score
0.371
Downside Volatility 1y Score
0.195
Downside Volatility 2y Score
0.233
Downside Volatility 3m Score
0.254
Downside Volatility 5y Score
0.224
Downside Volatility 6m Score
0.249
Drawdown Recovery Score
1
Excess Return 1m Score
0.488
Excess Return 1y Score
0.614
Excess Return 3m Score
0.317
Excess Return 6m Score
0.518
Expected Shortfall 95 1y Score
0.733
Log Avg Dollar Volume 20d Score
0.818
Log Market Cap Score
0.609
Drawdown Score 1m
0.825
Drawdown Score 1y
0.791
Drawdown Score 2y
0.712
Drawdown Score 3m
0.792
Drawdown Score 5y
0.729
Drawdown Score 6m
0.753
Momentum Acceleration 1m Vs 3m Score
0.562
Momentum Acceleration 3m Vs 6m Score
0.442
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.577
Relative Strength Slope 3m Score
0.433
Relative Volume 20d Score
0.254
Return 1m Score
0.533
Return 1w Score
0.491
Return 1y Score
0.682
Return 2y Score
0.409
Return 3m Score
0.505
Return 5y Score
0.139
Return 6m Score
0.593
Return Skewness 1y Score
0.639
Sharpe 1m Score
0.594
Sharpe 1y Score
0.647
Sharpe 2y Score
0.575
Sharpe 3m Score
0.436
Sharpe 5y Score
0.530
Sharpe 6m Score
0.595
Sortino 1m Score
0.479
Sortino 1y Score
0.554
Sortino 2y Score
0.490
Sortino 3m Score
0.398
Sortino 5y Score
0.456
Sortino 6m Score
0.503
Trend R2 1m Score
0.237
Trend R2 1w Score
0.160
Trend R2 1y Score
0.867
Trend R2 2y Score
0.743
Trend R2 3m Score
0.010
Trend R2 5y Score
0.847
Trend R2 6m Score
0.220
Trend Slope 1m Score
0.604
Trend Slope 1w Score
0.378
Trend Slope 1y Score
0.580
Trend Slope 2y Score
0.544
Trend Slope 3m Score
0.507
Trend Slope 5y Score
0.531
Trend Slope 6m Score
0.531
Volatility 1m Score
0.306
Volatility 1w Score
0.216
Volatility 1y Score
0.238
Volatility 2y Score
0.249
Volatility 3m Score
0.260
Volatility 5y Score
0.224
Volatility 6m Score
0.265
Worst Day 1y Score
0.805
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
283,962,322.072
Best Day 1y
0.077
Beta To Benchmark 1y
0.929
Beta 3m
0.996
Beta Change
0.068
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.511
Correlation 3m
0.532
Correlation Change
0.021
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.489
Benchmark Independence 3m Score
0.468
Beta 1y Profile Score
0.372
Beta 3m Profile Score
0.399
Beta Change Score
0.534
Correlation Change Score
0.511
Current Drawdown Score
0.949
Distance From Sma 20 Score
0.496
Distance From Sma 200 Score
0.650
Current Drawdown
-0.033
Days Since 52w High
7
Distance From 52w High
-0.033
Distance From Sma 20
-0.003
Distance From Sma 200
0.090
Distance From Sma 50
0.014
Downside Capture 1y
1.089
Downside Volatility 1m
0.328
Downside Volatility 1w
-
Downside Volatility 1y
0.197
Downside Volatility 2y
0.224
Downside Volatility 3m
0.241
Downside Volatility 5y
0.218
Downside Volatility 6m
0.237
Drawdown Recovery
1
Excess Return 1m
-0.007
Excess Return 1y
0.069
Excess Return 3m
-0.110
Excess Return 6m
0.011
Expected Shortfall 95 1y
-0.027
Market Cap
53,140,717,412.644
Max Drawdown 1m
-0.044
Max Drawdown 1w
-0.024
Max Drawdown 1y
-0.136
Max Drawdown 2y
-0.230
Max Drawdown 3m
-0.083
Max Drawdown 5y
-0.271
Max Drawdown 6m
-0.136
Momentum Acceleration 1m Vs 3m
0.019
Momentum Acceleration 3m Vs 6m
-0.017
Moving Average Alignment
0.500
Relative Strength Acceleration
0.001
Relative Strength Slope 3m
-0.001
Relative Volume 20d
0.987
Return 1m
0.020
Return 1w
-0.003
Return 1y
0.292
Return 2y
0.431
Return 3m
0.004
Return 5y
0.805
Return 6m
0.111
Return Skewness 1y
0.831
Sector Excess Return 1y
-
Sharpe 1m
0.972
Sharpe 1y
1.234
Sharpe 2y
0.874
Sharpe 3m
0.179
Sharpe 5y
0.650
Sharpe 6m
0.973
Sortino 1m
0.828
Sortino 1y
1.434
Sortino 2y
0.923
Sortino 3m
0.183
Sortino 5y
0.651
Sortino 6m
1.020
Trend R2 1m
0.237
Trend R2 1w
0.160
Trend R2 1y
0.867
Trend R2 2y
0.743
Trend R2 3m
0.010
Trend R2 5y
0.847
Trend R2 6m
0.220
Trend 1m
0.002
Trend 1w
-0.002
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.000
Trend 5y
0.000
Trend 6m
0.000
Upside Capture 1y
0.969
Value At Risk 95 1y
-0.019
Volatility 1m
0.280
Volatility 1w
0.212
Volatility 1y
0.228
Volatility 2y
0.237
Volatility 3m
0.245
Volatility 5y
0.218
Volatility 6m
0.249
Worst Day 1y
-0.039
Distance From Sma 50 Score
0.523
Downside Volatility 1y Score
0.195
Downside Volatility 3m Score
0.254
Drawdown Recovery Score
1
Excess Return 1m Score
0.488
Excess Return 1y Score
0.614
Excess Return 3m Score
0.317
Excess Return 6m Score
0.518
Expected Shortfall 95 1y Score
0.733
Log Avg Dollar Volume 20d Score
0.818
Log Market Cap Score
0.609
Drawdown Score 1y
0.791
Drawdown Score 5y
0.729
Momentum Acceleration 1m Vs 3m Score
0.562
Momentum Acceleration 3m Vs 6m Score
0.442
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.577
Relative Volume 20d Score
0.254
Return 1m Score
0.533
Return 1y Score
0.682
Return 3m Score
0.505
Return 6m Score
0.593
Return Skewness 1y Score
0.639
Sortino 1y Score
0.554
Sortino 3m Score
0.398
Trend R2 1y Score
0.867
Trend R2 3m Score
0.010
Trend Slope 1y Score
0.580
Trend Slope 3m Score
0.507
Volatility 1y Score
0.238
Volatility 3m Score
0.260