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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

ANIP

Health Care | v2 | as of 2026-07-10
Close

Research Detail

ANIP

ANIP

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
0.452
Correlation To Benchmark 1y
0.159
Inverse To Benchmark 1y
0.841
Drawdown Score 1m
0.816
Drawdown Score 3m
0.705
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
0.676
Drawdown Score 1y
0.559
Drawdown Score 2y
0.642
Drawdown Score 5y
0.406
Return 1w
-0.046
Return 1m
0.011
Return 3m
0.024
Return 6m
0.033
Return 1y
0.257
Return 2y
0.336
Return 5y
1.280
Sharpe 1m
0.623
Sharpe 3m
0.465
Sharpe 6m
0.356
Sharpe 1y
0.811
Sharpe 2y
0.572
Sharpe 5y
0.575
Trend 1w
-0.008
Trend 1m
0.002
Trend 3m
0.001
Trend 6m
0.000
Trend 1y
-0.000
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.190
Volatility 1m
0.254
Volatility 3m
0.299
Volatility 6m
0.351
Volatility 1y
0.358
Volatility 2y
0.371
Volatility 5y
0.462
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
ANIP
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:26 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
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
0.411
Aptet Fit Raw Score
0.436
Aptet Fit Confidence
0.884
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.440
Force Fit Raw Score
0.467
Force Fit Confidence
0.885
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:26 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ANIP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ANIP",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "ANIP",
    "hitRates": {
      "1": 0.5531914893617021,
      "5": 0.6808510638297872,
      "10": 0.6595744680851063
    },
    "hitRate1D": 0.5531914893617021,
    "comboQuality": 0.9111303523732132,
    "eligibleDays": 339,
    "fitnessScore": 0.8620533685190515,
    "lookbackDays": 21,
    "returnLift1D": 0.003964565952661466,
    "hitRateLift1D": 0.05023290948004533,
    "activationRate": 0.27728613569321536,
    "activationCount": 94,
    "baselineHitRates": {
      "1": 0.5029585798816568,
      "5": 0.5119760479041916,
      "10": 0.5440729483282675
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.4387340243937239,
    "avgForwardReturns": {
      "1": 0.004798590054320085,
      "5": 0.018816676975149323,
      "10": 0.013090206712137948
    },
    "shadowMaxDrawdown": -0.09097464414308676,
    "shadowTotalReturn": 0.5007637647809267,
    "avgForwardReturn1D": 0.004798590054320085,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "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",
      "2025-04-01"
    ],
    "horizonObservationCounts": {
      "1": 94,
      "5": 94,
      "10": 94
    },
    "baselineAvgForwardReturns": {
      "1": 0.0008340241016586193,
      "5": 0.004301461509634312,
      "10": 0.008738554097836042
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9111303523732132,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.291229774342634,
    "bestRawFitnessScore": 0.8620533685190515,
    "upperQuartileComboQuality": 0.4468580913027189
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.41058345366199905,
    "rawScore": 0.4359446979131809,
    "confidence": 0.8836492593093419,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0.10004236017871852,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.35534356247232807,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ANIP",
      "hitRates": {
        "1": 0.5531914893617021,
        "5": 0.6808510638297872,
        "10": 0.6595744680851063
      },
      "hitRate1D": 0.5531914893617021,
      "comboQuality": 0.9111303523732132,
      "eligibleDays": 339,
      "fitnessScore": 0.8620533685190515,
      "lookbackDays": 21,
      "returnLift1D": 0.003964565952661466,
      "hitRateLift1D": 0.05023290948004533,
      "activationRate": 0.27728613569321536,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.5029585798816568,
        "5": 0.5119760479041916,
        "10": 0.5440729483282675
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4387340243937239,
      "avgForwardReturns": {
        "1": 0.004798590054320085,
        "5": 0.018816676975149323,
        "10": 0.013090206712137948
      },
      "shadowMaxDrawdown": -0.09097464414308676,
      "shadowTotalReturn": 0.5007637647809267,
      "avgForwardReturn1D": 0.004798590054320085,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 94,
        "5": 94,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008340241016586193,
        "5": 0.004301461509634312,
        "10": 0.008738554097836042
      }
    },
    {
      "topN": 3,
      "ticker": "ANIP",
      "hitRates": {
        "1": 0.5,
        "5": 0.6090909090909091,
        "10": 0.6272727272727273
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.7152906940753874,
      "eligibleDays": 339,
      "fitnessScore": 0.552668475830747,
      "lookbackDays": 21,
      "returnLift1D": 0.0021770904401841075,
      "hitRateLift1D": -0.00295857988165682,
      "activationRate": 0.32448377581120946,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.5029585798816568,
        "5": 0.5119760479041916,
        "10": 0.5440729483282675
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9921667109046686,
      "avgForwardReturns": {
        "1": 0.003011114541842727,
        "5": 0.011882285172521968,
        "10": 0.007141049863233042
      },
      "shadowMaxDrawdown": -0.1281984423901309,
      "shadowTotalReturn": 0.3202838637290095,
      "avgForwardReturn1D": 0.003011114541842727,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 110,
        "10": 110
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008340241016586193,
        "5": 0.004301461509634312,
        "10": 0.008738554097836042
      }
    },
    {
      "topN": 2,
      "ticker": "ANIP",
      "hitRates": {
        "1": 0.46938775510204084,
        "5": 0.6326530612244898,
        "10": 0.6836734693877551
      },
      "hitRate1D": 0.46938775510204084,
      "comboQuality": 0.5517611074964889,
      "eligibleDays": 352,
      "fitnessScore": 0.39571354564495714,
      "lookbackDays": 14,
      "returnLift1D": 0.0018861798456309366,
      "hitRateLift1D": -0.030612244897959162,
      "activationRate": 0.2784090909090909,
      "activationCount": 98,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5202312138728323,
        "10": 0.5467836257309941
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8544110464384483,
      "avgForwardReturns": {
        "1": 0.002787096291960198,
        "5": 0.015143817713059934,
        "10": 0.02163505023600213
      },
      "shadowMaxDrawdown": -0.13646927851688107,
      "shadowTotalReturn": 0.24852179969008437,
      "avgForwardReturn1D": 0.002787096291960198,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-03-10",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 98,
        "5": 98,
        "10": 98
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009009164463292614,
        "5": 0.0048694558267006385,
        "10": 0.009146603657254029
      }
    },
    {
      "topN": 5,
      "ticker": "ANIP",
      "hitRates": {
        "1": 0.46938775510204084,
        "5": 0.5374149659863946,
        "10": 0.54421768707483
      },
      "hitRate1D": 0.46938775510204084,
      "comboQuality": 0.48573483144049723,
      "eligibleDays": 339,
      "fitnessScore": 0.3374432439444631,
      "lookbackDays": 21,
      "returnLift1D": 0.0007545771772009995,
      "hitRateLift1D": -0.03357082477961598,
      "activationRate": 0.4336283185840708,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5029585798816568,
        "5": 0.5119760479041916,
        "10": 0.5440729483282675
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.612116618254195,
      "avgForwardReturns": {
        "1": 0.0015886012788596188,
        "5": 0.005606854538859524,
        "10": 0.0018625643589951556
      },
      "shadowMaxDrawdown": -0.22378569010659455,
      "shadowTotalReturn": 0.18264920612983415,
      "avgForwardReturn1D": 0.0015886012788596188,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 147,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008340241016586193,
        "5": 0.004301461509634312,
        "10": 0.008738554097836042
      }
    },
    {
      "topN": 4,
      "ticker": "ANIP",
      "hitRates": {
        "1": 0.47368421052631576,
        "5": 0.5639097744360902,
        "10": 0.5714285714285714
      },
      "hitRate1D": 0.47368421052631576,
      "comboQuality": 0.45146325339104315,
      "eligibleDays": 339,
      "fitnessScore": 0.3071527360913701,
      "lookbackDays": 21,
      "returnLift1D": 0.0007789270394726593,
      "hitRateLift1D": -0.029274369355341057,
      "activationRate": 0.39233038348082594,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.5029585798816568,
        "5": 0.5119760479041916,
        "10": 0.5440729483282675
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5768420848338518,
      "avgForwardReturns": {
        "1": 0.0016129511411312786,
        "5": 0.0055015183843095915,
        "10": 0.0011611286080657627
      },
      "shadowMaxDrawdown": -0.20794477752959017,
      "shadowTotalReturn": 0.16383021716767043,
      "avgForwardReturn1D": 0.0016129511411312786,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 133,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008340241016586193,
        "5": 0.004301461509634312,
        "10": 0.008738554097836042
      }
    },
    {
      "topN": 3,
      "ticker": "ANIP",
      "hitRates": {
        "1": 0.4634146341463415,
        "5": 0.5772357723577236,
        "10": 0.6016260162601627
      },
      "hitRate1D": 0.4634146341463415,
      "comboQuality": 0.44532303727327754,
      "eligibleDays": 352,
      "fitnessScore": 0.3016910910257054,
      "lookbackDays": 14,
      "returnLift1D": 0.0008824953000930284,
      "hitRateLift1D": -0.036585365853658514,
      "activationRate": 0.3494318181818182,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5202312138728323,
        "10": 0.5467836257309941
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6081599458695738,
      "avgForwardReturns": {
        "1": 0.0017834117464222898,
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        "10": -0.00022914811467995887
      },
      "shadowMaxDrawdown": -0.15906199660751663,
      "shadowTotalReturn": -0.01093158660848026,
      "avgForwardReturn1D": 0.0000815019317524019,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-08-11",
        "2025-08-12"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 97,
        "10": 97
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011410247708509703,
        "5": 0.006114188637435556,
        "10": 0.013466106487796654
      }
    },
    {
      "topN": 4,
      "ticker": "ANIP",
      "hitRates": {
        "1": 0.4573643410852713,
        "5": 0.5116279069767442,
        "10": 0.6111111111111112
      },
      "hitRate1D": 0.4573643410852713,
      "comboQuality": 0.14426117486076534,
      "eligibleDays": 330,
      "fitnessScore": -0.04167476648831796,
      "lookbackDays": 30,
      "returnLift1D": -0.0007233021402533564,
      "hitRateLift1D": -0.04415541575363452,
      "activationRate": 0.39090909090909093,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.5015197568389058,
        "5": 0.5046153846153846,
        "10": 0.540625
      },
      "sampleConfidence": 0.9984496124031008,
      "shadowSharpeLike": -0.0576395630152063,
      "avgForwardReturns": {
        "1": 0.000004586881198004107,
        "5": -0.0029642408903775733,
        "10": 0.0025422756858837804
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      "shadowMaxDrawdown": -0.29178916658533083,
      "shadowTotalReturn": -0.05413653430551901,
      "avgForwardReturn1D": 0.000004586881198004107,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 129,
        "5": 129,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007278890214513606,
        "5": 0.003641541085778524,
        "10": 0.008518446811473636
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    },
    {
      "topN": 3,
      "ticker": "ANIP",
      "hitRates": {
        "1": 0.4649122807017544,
        "5": 0.5350877192982456,
        "10": 0.5982142857142857
      },
      "hitRate1D": 0.4649122807017544,
      "comboQuality": 0.10578521013491399,
      "eligibleDays": 330,
      "fitnessScore": -0.11959776260516523,
      "lookbackDays": 30,
      "returnLift1D": -0.001523487314835939,
      "hitRateLift1D": -0.03660747613715143,
      "activationRate": 0.34545454545454546,
      "activationCount": 114,
      "baselineHitRates": {
        "1": 0.5015197568389058,
        "5": 0.5046153846153846,
        "10": 0.540625
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      "sampleConfidence": 0.9988304093567252,
      "shadowSharpeLike": -0.4648014077028408,
      "avgForwardReturns": {
        "1": -0.0007955982933845785,
        "5": -0.0041022121540430735,
        "10": -0.0009362051769301377
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      "shadowMaxDrawdown": -0.19429922653019582,
      "shadowTotalReturn": -0.1203837015745104,
      "avgForwardReturn1D": -0.0007955982933845785,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 114,
        "5": 114,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007278890214513606,
        "5": 0.003641541085778524,
        "10": 0.008518446811473636
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.5517611074964889,
      "fitnessScore": 0.39571354564495714,
      "lookbackDays": 14,
      "returnLift1D": 0.0018861798456309366,
      "activationRate": 0.2784090909090909,
      "activationCount": 98,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.24852179969008437,
      "avgForwardReturn1D": 0.002787096291960198
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9111303523732132,
      "fitnessScore": 0.8620533685190515,
      "lookbackDays": 21,
      "returnLift1D": 0.003964565952661466,
      "activationRate": 0.27728613569321536,
      "activationCount": 94,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.5007637647809267,
      "avgForwardReturn1D": 0.004798590054320085
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.26247544630842895,
      "fitnessScore": 0.12270879497630469,
      "lookbackDays": 30,
      "returnLift1D": 0.00014989557984203164,
      "activationRate": 0.23333333333333334,
      "activationCount": 77,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.04296805749075272,
      "avgForwardReturn1D": 0.0008777846012933922
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.3345397548757479,
      "fitnessScore": 0.19870090083242115,
      "lookbackDays": 45,
      "returnLift1D": 0.0016381599858936481,
      "activationRate": 0.20634920634920634,
      "activationCount": 65,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.12427004256371887,
      "avgForwardReturn1D": 0.0022914760107677467
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.31226080718357335,
      "fitnessScore": 0.17629439610996883,
      "lookbackDays": 63,
      "returnLift1D": 0.00018592719279723652,
      "activationRate": 0.2255892255892256,
      "activationCount": 67,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.08142260840666138,
      "avgForwardReturn1D": 0.0013269519636482068
    }
  ],
  "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": "402279211411a3e3b8e4f0abf59e6a73427bcaa2636db7cbab985dd0ebb2d8a1",
    "size": 13,
    "members": [
      "ANIP",
      "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",
      "ANIP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ANIP",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "ANIP",
    "hitRates": {
      "1": 0.5471698113207547,
      "5": 0.6698113207547169,
      "10": 0.6415094339622641
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    "hitRate1D": 0.5471698113207547,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.9217734664121828,
    "eligibleDays": 368,
    "fitnessScore": 0.8926719322509601,
    "lookbackDays": 21,
    "returnLift1D": 0.0034409816356471092,
    "hitRateLift1D": 0.044452420016406924,
    "portfolioSize": 2,
    "activationRate": 0.28804347826086957,
    "activationCount": 106,
    "baselineHitRates": {
      "1": 0.5027173913043478,
      "5": 0.521978021978022,
      "10": 0.5598885793871866
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.4321229635673582,
    "avgForwardReturns": {
      "1": 0.004529798970659664,
      "5": 0.017826148908957177,
      "10": 0.01214809443297016
    },
    "shadowMaxDrawdown": -0.09097464414308698,
    "shadowTotalReturn": 0.5394099069020541,
    "avgForwardReturn1D": 0.004529798970659664,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-06",
      "2025-02-07",
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-03-07",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14"
    ],
    "horizonObservationCounts": {
      "1": 106,
      "5": 106,
      "10": 106
    },
    "baselineAvgForwardReturns": {
      "1": 0.0010888173350125543,
      "5": 0.005239357492436043,
      "10": 0.011156764639263302
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9217734664121828,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3187416168672709,
    "bestRawFitnessScore": 0.8926719322509601,
    "upperQuartileComboQuality": 0.5909352061429654
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.439578518064912,
    "rawScore": 0.46650686059356916,
    "confidence": 0.8845532839778847,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0.20005532895951303,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.2650519617454598,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "ANIP",
      "hitRates": {
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        "5": 0.6698113207547169,
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      "rankWeights": [
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      "comboQuality": 0.9217734664121828,
      "eligibleDays": 368,
      "fitnessScore": 0.8926719322509601,
      "lookbackDays": 21,
      "returnLift1D": 0.0034409816356471092,
      "hitRateLift1D": 0.044452420016406924,
      "portfolioSize": 2,
      "activationRate": 0.28804347826086957,
      "activationCount": 106,
      "baselineHitRates": {
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        "10": 0.5598885793871866
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4321229635673582,
      "avgForwardReturns": {
        "1": 0.004529798970659664,
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      "shadowMaxDrawdown": -0.09097464414308698,
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      "avgForwardReturn1D": 0.004529798970659664,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-03-07",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14"
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      "horizonObservationCounts": {
        "1": 106,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "hitRate1D": 0.504,
      "rankWeights": [
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      "comboQuality": 0.7161055689057138,
      "eligibleDays": 368,
      "fitnessScore": 0.5535495332510523,
      "lookbackDays": 21,
      "returnLift1D": 0.001608384135529814,
      "hitRateLift1D": 0.001282608695652221,
      "portfolioSize": 3,
      "activationRate": 0.33967391304347827,
      "activationCount": 125,
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        "5": 0.521978021978022,
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
        "1": 0.0026972014705423683,
        "5": 0.012045694311928276,
        "10": 0.008203792673906241
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      "shadowMaxDrawdown": -0.12819844239013034,
      "shadowTotalReturn": 0.31941601766158856,
      "avgForwardReturn1D": 0.0026972014705423683,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-03-03",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07"
      ],
      "horizonObservationCounts": {
        "1": 125,
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      "baselineAvgForwardReturns": {
        "1": 0.0010888173350125543,
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    },
    {
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      "hitRates": {
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      "comboQuality": 0.6807579306869347,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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    },
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      "fitnessScore": 0.4817810549069007,
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      "activationRate": 0.375,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8548193106201472,
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      "shadowMaxDrawdown": -0.2056626999375264,
      "shadowTotalReturn": 0.2841263180259319,
      "avgForwardReturn1D": 0.0023323137060458085,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
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        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRates": {
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        "5": 0.6,
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      "hitRate1D": 0.4857142857142857,
      "rankWeights": [
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      "comboQuality": 0.5909352061429654,
      "eligibleDays": 344,
      "fitnessScore": 0.43092321895591157,
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      "returnLift1D": 0.0008649085838576826,
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      "sampleConfidence": 0.9990476190476191,
      "shadowSharpeLike": 0.7561186566410962,
      "avgForwardReturns": {
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        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 127,
        "10": 127
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006724540570778311,
        "5": 0.004050524216653304,
        "10": 0.008451983132011214
      }
    },
    {
      "topN": 5,
      "ticker": "ANIP",
      "hitRates": {
        "1": 0.4881889763779528,
        "5": 0.5275590551181102,
        "10": 0.5354330708661418
      },
      "hitRate1D": 0.4881889763779528,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.120901991161692,
      "eligibleDays": 326,
      "fitnessScore": -0.08646155627279037,
      "lookbackDays": 63,
      "returnLift1D": -0.0015434589561686288,
      "hitRateLift1D": -0.011811023622047223,
      "portfolioSize": 5,
      "activationRate": 0.3895705521472393,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5062111801242236,
        "10": 0.5394321766561514
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4839398200417035,
      "avgForwardReturns": {
        "1": -0.0008710048990907977,
        "5": -0.0035613800436982653,
        "10": -0.009509616348614502
      },
      "shadowMaxDrawdown": -0.21494170180162486,
      "shadowTotalReturn": -0.13114961759191823,
      "avgForwardReturn1D": -0.0008710048990907977,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 127,
        "10": 127
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006724540570778311,
        "5": 0.004050524216653304,
        "10": 0.008451983132011214
      }
    },
    {
      "topN": 4,
      "ticker": "ANIP",
      "hitRates": {
        "1": 0.45394736842105265,
        "5": 0.5394736842105263,
        "10": 0.6375838926174496
      },
      "hitRate1D": 0.45394736842105265,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.12039249244253715,
      "eligibleDays": 359,
      "fitnessScore": -0.08751809596813662,
      "lookbackDays": 30,
      "returnLift1D": -0.0013100287704805908,
      "hitRateLift1D": -0.047445389239114455,
      "portfolioSize": 4,
      "activationRate": 0.4233983286908078,
      "activationCount": 152,
      "baselineHitRates": {
        "1": 0.5013927576601671,
        "5": 0.5267605633802817,
        "10": 0.5657142857142857
      },
      "sampleConfidence": 0.9986842105263158,
      "shadowSharpeLike": -0.1648259246868139,
      "avgForwardReturns": {
        "1": -0.0002434848730512336,
        "5": -0.0007168873865485053,
        "10": 0.007517394540863625
      },
      "shadowMaxDrawdown": -0.29178916658533105,
      "shadowTotalReturn": -0.09730677010238253,
      "avgForwardReturn1D": -0.0002434848730512336,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-03-03",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-12"
      ],
      "horizonObservationCounts": {
        "1": 152,
        "5": 152,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010665438974293573,
        "5": 0.005452666305848178,
        "10": 0.012271857720791321
      }
    },
    {
      "topN": 5,
      "ticker": "ANIP",
      "hitRates": {
        "1": 0.45394736842105265,
        "5": 0.5394736842105263,
        "10": 0.6375838926174496
      },
      "hitRate1D": 0.45394736842105265,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.12039249244253715,
      "eligibleDays": 359,
      "fitnessScore": -0.08751809596813662,
      "lookbackDays": 30,
      "returnLift1D": -0.0013100287704805908,
      "hitRateLift1D": -0.047445389239114455,
      "portfolioSize": 5,
      "activationRate": 0.4233983286908078,
      "activationCount": 152,
      "baselineHitRates": {
        "1": 0.5013927576601671,
        "5": 0.5267605633802817,
        "10": 0.5657142857142857
      },
      "sampleConfidence": 0.9986842105263158,
      "shadowSharpeLike": -0.1648259246868139,
      "avgForwardReturns": {
        "1": -0.0002434848730512336,
        "5": -0.0007168873865485053,
        "10": 0.007517394540863625
      },
      "shadowMaxDrawdown": -0.29178916658533105,
      "shadowTotalReturn": -0.09730677010238253,
      "avgForwardReturn1D": -0.0002434848730512336,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-03-03",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-12"
      ],
      "horizonObservationCounts": {
        "1": 152,
        "5": 152,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010665438974293573,
        "5": 0.005452666305848178,
        "10": 0.012271857720791321
      }
    },
    {
      "topN": 3,
      "ticker": "ANIP",
      "hitRates": {
        "1": 0.4552238805970149,
        "5": 0.5671641791044776,
        "10": 0.6287878787878788
      },
      "hitRate1D": 0.4552238805970149,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.0700226461589977,
      "eligibleDays": 359,
      "fitnessScore": -0.21899513634830842,
      "lookbackDays": 30,
      "returnLift1D": -0.0023313559884586142,
      "hitRateLift1D": -0.0461688770631522,
      "portfolioSize": 3,
      "activationRate": 0.3732590529247911,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.5013927576601671,
        "5": 0.5267605633802817,
        "10": 0.5657142857142857
      },
      "sampleConfidence": 0.9990049751243781,
      "shadowSharpeLike": -0.6957481326525033,
      "avgForwardReturns": {
        "1": -0.001264812091029257,
        "5": -0.0009366235425070025,
        "10": 0.0046132011255047845
      },
      "shadowMaxDrawdown": -0.1942992265301956,
      "shadowTotalReturn": -0.1940183989405454,
      "avgForwardReturn1D": -0.001264812091029257,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-03-03",
        "2025-03-07",
        "2025-03-10",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 134,
        "10": 132
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010665438974293573,
        "5": 0.005452666305848178,
        "10": 0.012271857720791321
      }
    }
  ],
  "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": 0.38869839914575377,
      "fitnessScore": 0.25038691798440005,
      "lookbackDays": 14,
      "returnLift1D": 0.00033930745506038787,
      "activationRate": 0.35733333333333334,
      "activationCount": 134,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.12135696470469837,
      "avgForwardReturn1D": 0.0013745202383911544
    },
    {
      "comboQuality": 0.9217734664121828,
      "fitnessScore": 0.8926719322509601,
      "lookbackDays": 21,
      "returnLift1D": 0.0034409816356471092,
      "activationRate": 0.28804347826086957,
      "activationCount": 106,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.5394099069020541,
      "avgForwardReturn1D": 0.004529798970659664
    },
    {
      "comboQuality": 0.18760941092403452,
      "fitnessScore": 0.027563810015633725,
      "lookbackDays": 30,
      "returnLift1D": -0.0008721596012922436,
      "activationRate": 0.26740947075208915,
      "activationCount": 96,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.014928844137449437,
      "avgForwardReturn1D": 0.00019438429613711367
    },
    {
      "comboQuality": 0.6807579306869347,
      "fitnessScore": 0.5165965682539082,
      "lookbackDays": 45,
      "returnLift1D": 0.0022450199256293588,
      "activationRate": 0.2761627906976744,
      "activationCount": 95,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.3181496164259756,
      "avgForwardReturn1D": 0.0033272375322372003
    },
    {
      "comboQuality": 0.1422239971751381,
      "fitnessScore": -0.045326742095467,
      "lookbackDays": 63,
      "returnLift1D": -0.0010614621115684975,
      "activationRate": 0.294478527607362,
      "activationCount": 96,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.05824633465679718,
      "avgForwardReturn1D": -0.0003890080544906663
    }
  ],
  "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": "402279211411a3e3b8e4f0abf59e6a73427bcaa2636db7cbab985dd0ebb2d8a1",
    "size": 13,
    "members": [
      "ANIP",
      "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
0.282
Liquidity
0.478
Momentum
0.538
Relative strength
0.441
Trend quality
0.216
Stability
0.540
Aggression
0.388
Downside risk
0.572
Drawdown state
0.749
Quality momentum
0.440
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.841
Benchmark Independence 3m Score
0.910
Beta 1y Profile Score
0.181
Beta 3m Profile Score
0
Beta Change Score
0.171
Correlation Change Score
0.376
Current Drawdown Score
0.739
Days Since 52w High Score
0.813
Distance From 52w High Score
0.739
Distance From Sma 20 Score
0.481
Distance From Sma 200 Score
0.499
Distance From Sma 50 Score
0.513
Downside Volatility 1m Score
0.249
Downside Volatility 1y Score
0.314
Downside Volatility 2y Score
0.375
Downside Volatility 3m Score
0.316
Downside Volatility 5y Score
0.454
Downside Volatility 6m Score
0.371
Drawdown Recovery Score
1
Excess Return 1m Score
0.473
Excess Return 1y Score
0.556
Excess Return 3m Score
0.351
Excess Return 6m Score
0.387
Expected Shortfall 95 1y Score
0.630
Log Avg Dollar Volume 20d Score
0.478
Log Market Cap Score
0.282
Drawdown Score 1m
0.816
Drawdown Score 1y
0.559
Drawdown Score 2y
0.642
Drawdown Score 3m
0.705
Drawdown Score 5y
0.406
Drawdown Score 6m
0.676
Momentum Acceleration 1m Vs 3m Score
0.509
Momentum Acceleration 3m Vs 6m Score
0.509
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.616
Relative Strength Slope 3m Score
0.482
Relative Volume 20d Score
0.239
Return 1m Score
0.518
Return 1w Score
0.347
Return 1y Score
0.660
Return 2y Score
0.382
Return 3m Score
0.530
Return 5y Score
0.175
Return 6m Score
0.527
Return Skewness 1y Score
0.895
Sector Excess Return 1y Score
0.581
Sharpe 1m Score
0.525
Sharpe 1y Score
0.562
Sharpe 2y Score
0.514
Sharpe 3m Score
0.493
Sharpe 5y Score
0.515
Sharpe 6m Score
0.471
Sortino 1m Score
0.459
Sortino 1y Score
0.502
Sortino 2y Score
0.455
Sortino 3m Score
0.436
Sortino 5y Score
0.460
Sortino 6m Score
0.423
Trend R2 1m Score
0.429
Trend R2 1w Score
0.779
Trend R2 1y Score
0.014
Trend R2 2y Score
0.591
Trend R2 3m Score
0.288
Trend R2 5y Score
0.813
Trend R2 6m Score
0.064
Trend Slope 1m Score
0.632
Trend Slope 1w Score
0
Trend Slope 1y Score
0.490
Trend Slope 2y Score
0.556
Trend Slope 3m Score
0.556
Trend Slope 5y Score
0.552
Trend Slope 6m Score
0.519
Volatility 1m Score
0.273
Volatility 1w Score
0.186
Volatility 1y Score
0.410
Volatility 2y Score
0.428
Volatility 3m Score
0.332
Volatility 5y Score
0.549
Volatility 6m Score
0.401
Worst Day 1y Score
0.706
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
27,117,293.287
Best Day 1y
0.181
Beta To Benchmark 1y
0.452
Beta 3m
-0.205
Beta Change
-0.658
Beta To Sector 1y
0.613
Correlation To Benchmark 1y
0.159
Correlation 3m
-0.090
Correlation Change
-0.249
Correlation To Sector 1y
0.270
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.841
Benchmark Independence 3m Score
0.910
Beta 1y Profile Score
0.181
Beta 3m Profile Score
0
Beta Change Score
0.171
Correlation Change Score
0.376
Current Drawdown Score
0.739
Distance From Sma 20 Score
0.481
Distance From Sma 200 Score
0.499
Current Drawdown
-0.169
Days Since 52w High
205
Distance From 52w High
-0.169
Distance From Sma 20
-0.011
Distance From Sma 200
-0.001
Distance From Sma 50
0.008
Downside Capture 1y
1.389
Downside Volatility 1m
0.237
Downside Volatility 1w
-
Downside Volatility 1y
0.285
Downside Volatility 2y
0.331
Downside Volatility 3m
0.287
Downside Volatility 5y
0.391
Downside Volatility 6m
0.328
Drawdown Recovery
1
Excess Return 1m
-0.016
Excess Return 1y
0.033
Excess Return 3m
-0.089
Excess Return 6m
-0.068
Expected Shortfall 95 1y
-0.037
Market Cap
1,835,820,403.5
Max Drawdown 1m
-0.046
Max Drawdown 1w
-0.046
Max Drawdown 1y
-0.287
Max Drawdown 2y
-0.287
Max Drawdown 3m
-0.118
Max Drawdown 5y
-0.594
Max Drawdown 6m
-0.178
Momentum Acceleration 1m Vs 3m
0.003
Momentum Acceleration 3m Vs 6m
0.003
Moving Average Alignment
0
Relative Strength Acceleration
0.002
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.944
Return 1m
0.011
Return 1w
-0.046
Return 1y
0.257
Return 2y
0.336
Return 3m
0.024
Return 5y
1.280
Return 6m
0.033
Return Skewness 1y
2.369
Sector Excess Return 1y
0.049
Sharpe 1m
0.623
Sharpe 1y
0.811
Sharpe 2y
0.572
Sharpe 3m
0.465
Sharpe 5y
0.575
Sharpe 6m
0.356
Sortino 1m
0.670
Sortino 1y
1.018
Sortino 2y
0.641
Sortino 3m
0.484
Sortino 5y
0.680
Sortino 6m
0.381
Trend R2 1m
0.429
Trend R2 1w
0.779
Trend R2 1y
0.014
Trend R2 2y
0.591
Trend R2 3m
0.288
Trend R2 5y
0.813
Trend R2 6m
0.064
Trend 1m
0.002
Trend 1w
-0.008
Trend 1y
-0.000
Trend 2y
0.001
Trend 3m
0.001
Trend 5y
0.001
Trend 6m
0.000
Upside Capture 1y
0.739
Value At Risk 95 1y
-0.028
Volatility 1m
0.254
Volatility 1w
0.190
Volatility 1y
0.358
Volatility 2y
0.371
Volatility 3m
0.299
Volatility 5y
0.462
Volatility 6m
0.351
Worst Day 1y
-0.059
Distance From Sma 50 Score
0.513
Downside Volatility 1y Score
0.314
Downside Volatility 3m Score
0.316
Drawdown Recovery Score
1
Excess Return 1m Score
0.473
Excess Return 1y Score
0.556
Excess Return 3m Score
0.351
Excess Return 6m Score
0.387
Expected Shortfall 95 1y Score
0.630
Log Avg Dollar Volume 20d Score
0.478
Log Market Cap Score
0.282
Drawdown Score 1y
0.559
Drawdown Score 5y
0.406
Momentum Acceleration 1m Vs 3m Score
0.509
Momentum Acceleration 3m Vs 6m Score
0.509
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.616
Relative Volume 20d Score
0.239
Return 1m Score
0.518
Return 1y Score
0.660
Return 3m Score
0.530
Return 6m Score
0.527
Return Skewness 1y Score
0.895
Sortino 1y Score
0.502
Sortino 3m Score
0.436
Trend R2 1y Score
0.014
Trend R2 3m Score
0.288
Trend Slope 1y Score
0.490
Trend Slope 3m Score
0.556
Volatility 1y Score
0.410
Volatility 3m Score
0.332