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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

BKNG

Consumer Discretionary | v2 | as of 2026-07-23
Close

Research Detail

BKNG

BKNG

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
0.927
Correlation To Benchmark 1y
0.346
Inverse To Benchmark 1y
0.654
Drawdown Score 1m
0.745
Drawdown Score 3m
0.638
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
0.542
Drawdown Score 1y
0.494
Drawdown Score 2y
0.583
Drawdown Score 5y
0.605
Return 1w
-0.064
Return 1m
0.023
Return 3m
-0.034
Return 6m
-0.159
Return 1y
-0.246
Return 2y
0.117
Return 5y
1.034
Sharpe 1m
0.850
Sharpe 3m
-0.216
Sharpe 6m
-0.632
Sharpe 1y
-0.657
Sharpe 2y
0.333
Sharpe 5y
0.598
Trend 1w
-0.011
Trend 1m
-0.000
Trend 3m
0.001
Trend 6m
-0.000
Trend 1y
-0.001
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.163
Volatility 1m
0.418
Volatility 3m
0.356
Volatility 6m
0.414
Volatility 1y
0.341
Volatility 2y
0.318
Volatility 5y
0.327
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
BKNG
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:46 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Discretionary
Sector Benchmark Ticker
XLY
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.355
Aptet Fit Raw Score
0.379
Aptet Fit Confidence
0.873
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.385
Force Fit Raw Score
0.405
Force Fit Confidence
0.899
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:46 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BKNG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "BKNG",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "BKNG",
    "hitRates": {
      "1": 0.5844155844155844,
      "5": 0.6164383561643836,
      "10": 0.5352112676056338
    },
    "hitRate1D": 0.5844155844155844,
    "comboQuality": 0.6665044656745374,
    "eligibleDays": 330,
    "fitnessScore": 0.50233182026603,
    "lookbackDays": 30,
    "returnLift1D": 0.0025806440671763413,
    "hitRateLift1D": 0.06769825918762085,
    "activationRate": 0.23636363636363636,
    "activationCount": 78,
    "baselineHitRates": {
      "1": 0.5167173252279635,
      "5": 0.49230769230769234,
      "10": 0.48125
    },
    "sampleConfidence": 0.9888888888888889,
    "shadowSharpeLike": 1.0354984844743034,
    "avgForwardReturns": {
      "1": 0.002677441372455485,
      "5": 0.007727602952267245,
      "10": 0.009441470888498235
    },
    "shadowMaxDrawdown": -0.10259717256640855,
    "shadowTotalReturn": 0.19880363739139706,
    "avgForwardReturn1D": 0.002677441372455485,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06"
    ],
    "horizonObservationCounts": {
      "1": 77,
      "5": 73,
      "10": 71
    },
    "baselineAvgForwardReturns": {
      "1": 0.00009679730527914344,
      "5": 0.0008755810539656985,
      "10": 0.002205182355171493
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6665044656745374,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.26250424811887607,
    "bestRawFitnessScore": 0.50233182026603,
    "upperQuartileComboQuality": 0.4120423596336143
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.35466525432071677,
    "rawScore": 0.37869169385474055,
    "confidence": 0.87310817784538,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 30
    },
    "profileBreadth": 0.04974329168139535,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.35351867423802963,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "BKNG",
      "hitRates": {
        "1": 0.5844155844155844,
        "5": 0.6164383561643836,
        "10": 0.5352112676056338
      },
      "hitRate1D": 0.5844155844155844,
      "comboQuality": 0.6665044656745374,
      "eligibleDays": 330,
      "fitnessScore": 0.50233182026603,
      "lookbackDays": 30,
      "returnLift1D": 0.0025806440671763413,
      "hitRateLift1D": 0.06769825918762085,
      "activationRate": 0.23636363636363636,
      "activationCount": 78,
      "baselineHitRates": {
        "1": 0.5167173252279635,
        "5": 0.49230769230769234,
        "10": 0.48125
      },
      "sampleConfidence": 0.9888888888888889,
      "shadowSharpeLike": 1.0354984844743034,
      "avgForwardReturns": {
        "1": 0.002677441372455485,
        "5": 0.007727602952267245,
        "10": 0.009441470888498235
      },
      "shadowMaxDrawdown": -0.10259717256640855,
      "shadowTotalReturn": 0.19880363739139706,
      "avgForwardReturn1D": 0.002677441372455485,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 77,
        "5": 73,
        "10": 71
      },
      "baselineAvgForwardReturns": {
        "1": 0.00009679730527914344,
        "5": 0.0008755810539656985,
        "10": 0.002205182355171493
      }
    },
    {
      "topN": 3,
      "ticker": "BKNG",
      "hitRates": {
        "1": 0.5607476635514018,
        "5": 0.6019417475728155,
        "10": 0.5555555555555556
      },
      "hitRate1D": 0.5607476635514018,
      "comboQuality": 0.50199780381444,
      "eligibleDays": 330,
      "fitnessScore": 0.3517580767125752,
      "lookbackDays": 30,
      "returnLift1D": 0.0010472878879566265,
      "hitRateLift1D": 0.04403033832343828,
      "activationRate": 0.32727272727272727,
      "activationCount": 108,
      "baselineHitRates": {
        "1": 0.5167173252279635,
        "5": 0.49230769230769234,
        "10": 0.48125
      },
      "sampleConfidence": 0.9907407407407408,
      "shadowSharpeLike": 0.5213732652010235,
      "avgForwardReturns": {
        "1": 0.0011440851932357698,
        "5": 0.007106152563954161,
        "10": 0.01041783546320947
      },
      "shadowMaxDrawdown": -0.12482002893047561,
      "shadowTotalReturn": 0.09979529848681024,
      "avgForwardReturn1D": 0.0011440851932357698,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 107,
        "5": 103,
        "10": 99
      },
      "baselineAvgForwardReturns": {
        "1": 0.00009679730527914344,
        "5": 0.0008755810539656985,
        "10": 0.002205182355171493
      }
    },
    {
      "topN": 4,
      "ticker": "BKNG",
      "hitRates": {
        "1": 0.5478260869565217,
        "5": 0.5945945945945946,
        "10": 0.5607476635514018
      },
      "hitRate1D": 0.5478260869565217,
      "comboQuality": 0.49634438784017926,
      "eligibleDays": 330,
      "fitnessScore": 0.34678300397810435,
      "lookbackDays": 30,
      "returnLift1D": 0.0010198088430433791,
      "hitRateLift1D": 0.031108761728558143,
      "activationRate": 0.3515151515151515,
      "activationCount": 116,
      "baselineHitRates": {
        "1": 0.5167173252279635,
        "5": 0.49230769230769234,
        "10": 0.48125
      },
      "sampleConfidence": 0.9913793103448276,
      "shadowSharpeLike": 0.5162619943150175,
      "avgForwardReturns": {
        "1": 0.0011166061483225225,
        "5": 0.006824737002171194,
        "10": 0.009455083271266781
      },
      "shadowMaxDrawdown": -0.1280692050631428,
      "shadowTotalReturn": 0.10162825890603,
      "avgForwardReturn1D": 0.0011166061483225225,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 111,
        "10": 107
      },
      "baselineAvgForwardReturns": {
        "1": 0.00009679730527914344,
        "5": 0.0008755810539656985,
        "10": 0.002205182355171493
      }
    },
    {
      "topN": 3,
      "ticker": "BKNG",
      "hitRates": {
        "1": 0.5652173913043478,
        "5": 0.5434782608695652,
        "10": 0.4782608695652174
      },
      "hitRate1D": 0.5652173913043478,
      "comboQuality": 0.4660895200322647,
      "eligibleDays": 297,
      "fitnessScore": 0.32011289755758243,
      "lookbackDays": 63,
      "returnLift1D": 0.0022463881166026075,
      "hitRateLift1D": 0.06521739130434778,
      "activationRate": 0.15488215488215487,
      "activationCount": 46,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.4589041095890411,
        "10": 0.43205574912891986
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9708485905039992,
      "avgForwardReturns": {
        "1": 0.0018319702046331453,
        "5": 0.0062848129853219975,
        "10": 0.007338864929139616
      },
      "shadowMaxDrawdown": -0.059734314693474344,
      "shadowTotalReturn": 0.08245286417422149,
      "avgForwardReturn1D": 0.0018319702046331453,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 46,
        "5": 46,
        "10": 46
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004144179119694623,
        "5": -0.001883640794923896,
        "10": -0.004259366286983696
      }
    },
    {
      "topN": 5,
      "ticker": "BKNG",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.6120689655172413,
        "10": 0.5803571428571429
      },
      "hitRate1D": 0.5416666666666666,
      "comboQuality": 0.4288161889617983,
      "eligibleDays": 330,
      "fitnessScore": 0.28692980480074,
      "lookbackDays": 30,
      "returnLift1D": 0.0006533447052327284,
      "hitRateLift1D": 0.024949341438703088,
      "activationRate": 0.36666666666666664,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.5167173252279635,
        "5": 0.49230769230769234,
        "10": 0.48125
      },
      "sampleConfidence": 0.9917355371900827,
      "shadowSharpeLike": 0.3412404365232546,
      "avgForwardReturns": {
        "1": 0.0007501420105118718,
        "5": 0.0075816904142412605,
        "10": 0.011617798655476417
      },
      "shadowMaxDrawdown": -0.12820244358483834,
      "shadowTotalReturn": 0.05965964143492375,
      "avgForwardReturn1D": 0.0007501420105118718,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 120,
        "5": 116,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.00009679730527914344,
        "5": 0.0008755810539656985,
        "10": 0.002205182355171493
      }
    },
    {
      "topN": 5,
      "ticker": "BKNG",
      "hitRates": {
        "1": 0.5555555555555556,
        "5": 0.48148148148148145,
        "10": 0.46296296296296297
      },
      "hitRate1D": 0.5555555555555556,
      "comboQuality": 0.4064510831908863,
      "eligibleDays": 297,
      "fitnessScore": 0.26669566979890497,
      "lookbackDays": 63,
      "returnLift1D": 0.001615905559086163,
      "hitRateLift1D": 0.05555555555555558,
      "activationRate": 0.18181818181818182,
      "activationCount": 54,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.4589041095890411,
        "10": 0.43205574912891986
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6467943810036431,
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        "10": 0.4853801169590643
      },
      "sampleConfidence": 0.9978835978835979,
      "shadowSharpeLike": -0.6849845652451252,
      "avgForwardReturns": {
        "1": -0.0011579556737796582,
        "5": -0.002381612855959607,
        "10": 0.0004883597799198018
      },
      "shadowMaxDrawdown": -0.21359104820505503,
      "shadowTotalReturn": -0.1723389745976298,
      "avgForwardReturn1D": -0.0011579556737796582,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 125,
        "5": 125,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.0001483645391143746,
        "5": 0.0015072046445872725,
        "10": 0.002299417785991967
      }
    },
    {
      "topN": 3,
      "ticker": "BKNG",
      "hitRates": {
        "1": 0.5135135135135135,
        "5": 0.45045045045045046,
        "10": 0.43243243243243246
      },
      "hitRate1D": 0.5135135135135135,
      "comboQuality": 0.05651850677266064,
      "eligibleDays": 352,
      "fitnessScore": -0.269301894547156,
      "lookbackDays": 14,
      "returnLift1D": -0.00222146089185009,
      "hitRateLift1D": -0.006486486486486531,
      "activationRate": 0.3181818181818182,
      "activationCount": 112,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.5028901734104047,
        "10": 0.4853801169590643
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      "sampleConfidence": 0.9982142857142857,
      "shadowSharpeLike": -1.187701080949613,
      "avgForwardReturns": {
        "1": -0.0020730963527357156,
        "5": -0.003951721978617489,
        "10": 0.0001577958720127864
      },
      "shadowMaxDrawdown": -0.2569631393643651,
      "shadowTotalReturn": -0.23455300491497055,
      "avgForwardReturn1D": -0.0020730963527357156,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 111,
        "10": 111
      },
      "baselineAvgForwardReturns": {
        "1": 0.0001483645391143746,
        "5": 0.0015072046445872725,
        "10": 0.002299417785991967
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    },
    {
      "topN": 2,
      "ticker": "BKNG",
      "hitRates": {
        "1": 0.5,
        "5": 0.4659090909090909,
        "10": 0.4090909090909091
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.04618843999603857,
      "eligibleDays": 352,
      "fitnessScore": -0.31610204660862895,
      "lookbackDays": 14,
      "returnLift1D": -0.002662409427206094,
      "hitRateLift1D": -0.020000000000000018,
      "activationRate": 0.2528409090909091,
      "activationCount": 89,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.5028901734104047,
        "10": 0.4853801169590643
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      "sampleConfidence": 0.9977528089887642,
      "shadowSharpeLike": -1.3395990703372949,
      "avgForwardReturns": {
        "1": -0.0025140448880917195,
        "5": -0.002727141875403165,
        "10": 0.000053166220550258306
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      "shadowMaxDrawdown": -0.2283211438884939,
      "shadowTotalReturn": -0.22521686822413178,
      "avgForwardReturn1D": -0.0025140448880917195,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 88,
        "5": 88,
        "10": 88
      },
      "baselineAvgForwardReturns": {
        "1": 0.0001483645391143746,
        "5": 0.0015072046445872725,
        "10": 0.002299417785991967
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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": 0.21548202922361062,
      "fitnessScore": 0.06571776787219594,
      "lookbackDays": 14,
      "returnLift1D": -0.0005083540233782578,
      "activationRate": 0.4119318181818182,
      "activationCount": 145,
      "sampleConfidence": 0.9972413793103448,
      "shadowTotalReturn": -0.0952120502880498,
      "avgForwardReturn1D": -0.00035998948426388324
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.31191047749397327,
      "fitnessScore": 0.17593539855031248,
      "lookbackDays": 21,
      "returnLift1D": 0.0004051041496166823,
      "activationRate": 0.23303834808259588,
      "activationCount": 79,
      "sampleConfidence": 0.9940928270042195,
      "shadowTotalReturn": 0.0143154802094545,
      "avgForwardReturn1D": 0.0005944223542470799
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.6665044656745374,
      "fitnessScore": 0.50233182026603,
      "lookbackDays": 30,
      "returnLift1D": 0.0025806440671763413,
      "activationRate": 0.23636363636363636,
      "activationCount": 78,
      "sampleConfidence": 0.9888888888888889,
      "shadowTotalReturn": 0.19880363739139706,
      "avgForwardReturn1D": 0.002677441372455485
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.34905437240619525,
      "fitnessScore": 0.2128963492651016,
      "lookbackDays": 45,
      "returnLift1D": 0.0008382058003795373,
      "activationRate": 0.15555555555555556,
      "activationCount": 49,
      "sampleConfidence": 0.9823129251700681,
      "shadowTotalReturn": 0.03123329130717223,
      "avgForwardReturn1D": 0.0009137791152421688
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.4660895200322647,
      "fitnessScore": 0.32011289755758243,
      "lookbackDays": 63,
      "returnLift1D": 0.0022463881166026075,
      "activationRate": 0.15488215488215487,
      "activationCount": 46,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.08245286417422149,
      "avgForwardReturn1D": 0.0018319702046331453
    }
  ],
  "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": "6ee65befd67f9b747ed0c08b97ecce59f64eb0706f469dadb396538b6a98da5d",
    "size": 13,
    "members": [
      "BKNG",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-25
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BKNG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "BKNG",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "BKNG",
    "hitRates": {
      "1": 0.59375,
      "5": 0.6875,
      "10": 0.625
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    "hitRate1D": 0.59375,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.7810780402782194,
    "eligibleDays": 326,
    "fitnessScore": 0.6298311450819121,
    "lookbackDays": 63,
    "returnLift1D": 0.003406520540892313,
    "hitRateLift1D": 0.07841257668711654,
    "portfolioSize": 3,
    "activationRate": 0.19631901840490798,
    "activationCount": 64,
    "baselineHitRates": {
      "1": 0.5153374233128835,
      "5": 0.5093167701863354,
      "10": 0.48264984227129337
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.8969885376106976,
    "avgForwardReturns": {
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      "5": 0.013159853402035642,
      "10": 0.019406921202427183
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    "shadowMaxDrawdown": -0.058481295572301195,
    "shadowTotalReturn": 0.24705543976771094,
    "avgForwardReturn1D": 0.0035672373855234456,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06"
    ],
    "horizonObservationCounts": {
      "1": 64,
      "5": 64,
      "10": 64
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    "baselineAvgForwardReturns": {
      "1": 0.00016071684463113268,
      "5": 0.0014632182107354027,
      "10": 0.002357622113513568
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7810780402782194,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.18001044222994608,
    "bestRawFitnessScore": 0.6298311450819121,
    "upperQuartileComboQuality": 0.44263568892787725
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.3845391058870666,
    "rawScore": 0.40502190252957193,
    "confidence": 0.8988558568582109,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
    },
    "profileBreadth": 0.2009481147544888,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.5259854868194564,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "BKNG",
      "hitRates": {
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        "5": 0.6875,
        "10": 0.625
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      "hitRate1D": 0.59375,
      "rankWeights": [
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      "comboQuality": 0.7810780402782194,
      "eligibleDays": 326,
      "fitnessScore": 0.6298311450819121,
      "lookbackDays": 63,
      "returnLift1D": 0.003406520540892313,
      "hitRateLift1D": 0.07841257668711654,
      "portfolioSize": 3,
      "activationRate": 0.19631901840490798,
      "activationCount": 64,
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        "1": 0.5153374233128835,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.8969885376106976,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.058481295572301195,
      "shadowTotalReturn": 0.24705543976771094,
      "avgForwardReturn1D": 0.0035672373855234456,
      "riskOffActivations": 0,
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        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
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      "horizonObservationCounts": {
        "1": 64,
        "5": 64,
        "10": 64
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRate1D": 0.5774647887323944,
      "rankWeights": [
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      "comboQuality": 0.7623609640701566,
      "eligibleDays": 326,
      "fitnessScore": 0.6064468022653194,
      "lookbackDays": 63,
      "returnLift1D": 0.0030919647995881192,
      "hitRateLift1D": 0.062127365419510916,
      "portfolioSize": 4,
      "activationRate": 0.21779141104294478,
      "activationCount": 71,
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        "1": 0.5153374233128835,
        "5": 0.5093167701863354,
        "10": 0.48264984227129337
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.7561336567859667,
      "avgForwardReturns": {
        "1": 0.003252681644219252,
        "5": 0.010634202491404671,
        "10": 0.017664206310363008
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      "shadowMaxDrawdown": -0.05848129557230142,
      "shadowTotalReturn": 0.2478543773766304,
      "avgForwardReturn1D": 0.003252681644219252,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05"
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      "horizonObservationCounts": {
        "1": 71,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.7623609640701566,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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        "2025-05-02",
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    },
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      "comboQuality": 0.5932215661136543,
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      "fitnessScore": 0.4330058496149375,
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      "returnLift1D": 0.0026369152016614203,
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      "portfolioSize": 2,
      "activationRate": 0.13803680981595093,
      "activationCount": 45,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2437616576601818,
      "avgForwardReturns": {
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        "5": 0.016437579564027853,
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      "shadowMaxDrawdown": -0.05848129557230097,
      "shadowTotalReturn": 0.12652387990739733,
      "avgForwardReturn1D": 0.002797632046292553,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-29",
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        "2025-05-01",
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        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRates": {
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      "hitRate1D": 0.5584415584415584,
      "rankWeights": [
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      "comboQuality": 0.4916232713134038,
      "eligibleDays": 359,
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      "lookbackDays": 30,
      "returnLift1D": 0.002005603882947371,
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      "sampleConfidence": 0.9913419913419914,
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        "10": 0.47075208913649025
      },
      "sampleConfidence": 0.9937649880095923,
      "shadowSharpeLike": -0.6806818841218415,
      "avgForwardReturns": {
        "1": -0.001119335192813107,
        "5": 0.0017591591248713792,
        "10": 0.005746627186718991
      },
      "shadowMaxDrawdown": -0.26895641320195596,
      "shadowTotalReturn": -0.18451310548785627,
      "avgForwardReturn1D": -0.001119335192813107,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-13",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 135,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.00002653364528488388,
        "5": 0.00028144334739871324,
        "10": -0.000008525379270697968
      }
    },
    {
      "topN": 4,
      "ticker": "BKNG",
      "hitRates": {
        "1": 0.463768115942029,
        "5": 0.4420289855072464,
        "10": 0.37777777777777777
      },
      "hitRate1D": 0.463768115942029,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.024830779828106154,
      "eligibleDays": 375,
      "fitnessScore": -0.4575159420618903,
      "lookbackDays": 14,
      "returnLift1D": -0.002421229727144416,
      "hitRateLift1D": -0.045565217391304313,
      "portfolioSize": 4,
      "activationRate": 0.368,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.5093333333333333,
        "5": 0.5040431266846361,
        "10": 0.4781420765027322
      },
      "sampleConfidence": 0.9985507246376812,
      "shadowSharpeLike": -1.3569173565052857,
      "avgForwardReturns": {
        "1": -0.0024643318674091607,
        "5": -0.0061138641995372766,
        "10": -0.00802730359622062
      },
      "shadowMaxDrawdown": -0.3465935509856408,
      "shadowTotalReturn": -0.3241729971989309,
      "avgForwardReturn1D": -0.0024643318674091607,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 138,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000431021402647449,
        "5": 0.00031847577651385157,
        "10": 0.0007858131023312599
      }
    },
    {
      "topN": 5,
      "ticker": "BKNG",
      "hitRates": {
        "1": 0.463768115942029,
        "5": 0.4420289855072464,
        "10": 0.37777777777777777
      },
      "hitRate1D": 0.463768115942029,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.024830779828106154,
      "eligibleDays": 375,
      "fitnessScore": -0.4575159420618903,
      "lookbackDays": 14,
      "returnLift1D": -0.002421229727144416,
      "hitRateLift1D": -0.045565217391304313,
      "portfolioSize": 5,
      "activationRate": 0.368,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.5093333333333333,
        "5": 0.5040431266846361,
        "10": 0.4781420765027322
      },
      "sampleConfidence": 0.9985507246376812,
      "shadowSharpeLike": -1.3569173565052857,
      "avgForwardReturns": {
        "1": -0.0024643318674091607,
        "5": -0.0061138641995372766,
        "10": -0.00802730359622062
      },
      "shadowMaxDrawdown": -0.3465935509856408,
      "shadowTotalReturn": -0.3241729971989309,
      "avgForwardReturn1D": -0.0024643318674091607,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 138,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000431021402647449,
        "5": 0.00031847577651385157,
        "10": 0.0007858131023312599
      }
    },
    {
      "topN": 3,
      "ticker": "BKNG",
      "hitRates": {
        "1": 0.4576271186440678,
        "5": 0.4406779661016949,
        "10": 0.38461538461538464
      },
      "hitRate1D": 0.4576271186440678,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.02471070939943107,
      "eligibleDays": 375,
      "fitnessScore": -0.4586094294755032,
      "lookbackDays": 14,
      "returnLift1D": -0.002568700646492683,
      "hitRateLift1D": -0.051706214689265506,
      "portfolioSize": 3,
      "activationRate": 0.31466666666666665,
      "activationCount": 118,
      "baselineHitRates": {
        "1": 0.5093333333333333,
        "5": 0.5040431266846361,
        "10": 0.4781420765027322
      },
      "sampleConfidence": 0.9994350282485877,
      "shadowSharpeLike": -1.4915217706930122,
      "avgForwardReturns": {
        "1": -0.0026118027867574277,
        "5": -0.005442136501809392,
        "10": -0.0068361470963529914
      },
      "shadowMaxDrawdown": -0.31200763352530125,
      "shadowTotalReturn": -0.29467546522563337,
      "avgForwardReturn1D": -0.0026118027867574277,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25"
      ],
      "horizonObservationCounts": {
        "1": 118,
        "5": 118,
        "10": 117
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000431021402647449,
        "5": 0.00031847577651385157,
        "10": 0.0007858131023312599
      }
    },
    {
      "topN": 2,
      "ticker": "BKNG",
      "hitRates": {
        "1": 0.4631578947368421,
        "5": 0.47368421052631576,
        "10": 0.3829787234042553
      },
      "hitRate1D": 0.4631578947368421,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.02385991468227318,
      "eligibleDays": 375,
      "fitnessScore": -0.4665093783556219,
      "lookbackDays": 14,
      "returnLift1D": -0.002963454470269376,
      "hitRateLift1D": -0.0461754385964912,
      "portfolioSize": 2,
      "activationRate": 0.25333333333333335,
      "activationCount": 95,
      "baselineHitRates": {
        "1": 0.5093333333333333,
        "5": 0.5040431266846361,
        "10": 0.4781420765027322
      },
      "sampleConfidence": 0.9992982456140351,
      "shadowSharpeLike": -1.6184904123356667,
      "avgForwardReturns": {
        "1": -0.0030065566105341207,
        "5": -0.0026685122092629677,
        "10": -0.006698830393690108
      },
      "shadowMaxDrawdown": -0.29165448324593224,
      "shadowTotalReturn": -0.2738095705565583,
      "avgForwardReturn1D": -0.0030065566105341207,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25"
      ],
      "horizonObservationCounts": {
        "1": 95,
        "5": 95,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000431021402647449,
        "5": 0.00031847577651385157,
        "10": 0.0007858131023312599
      }
    }
  ],
  "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": 0.024830779828106154,
      "fitnessScore": -0.4575159420618903,
      "lookbackDays": 14,
      "returnLift1D": -0.002421229727144416,
      "activationRate": 0.368,
      "activationCount": 138,
      "sampleConfidence": 0.9985507246376812,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.3241729971989309,
      "avgForwardReturn1D": -0.0024643318674091607
    },
    {
      "comboQuality": 0.1880377593361786,
      "fitnessScore": 0.028181569607364124,
      "lookbackDays": 21,
      "returnLift1D": -0.000228371948940062,
      "activationRate": 0.33152173913043476,
      "activationCount": 122,
      "sampleConfidence": 0.9939890710382514,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.06255766786960204,
      "avgForwardReturn1D": -0.00020183830365517812
    },
    {
      "comboQuality": 0.4916232713134038,
      "fitnessScore": 0.342627788964192,
      "lookbackDays": 30,
      "returnLift1D": 0.002005603882947371,
      "activationRate": 0.21448467966573817,
      "activationCount": 77,
      "sampleConfidence": 0.9913419913419914,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.12157408771890532,
      "avgForwardReturn1D": 0.0018295090701885314
    },
    {
      "comboQuality": 0.20052538414522655,
      "fitnessScore": 0.045736933464860845,
      "lookbackDays": 45,
      "returnLift1D": -0.0001729574284532076,
      "activationRate": 0.14825581395348839,
      "activationCount": 51,
      "sampleConfidence": 0.9869281045751634,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.016290161778402923,
      "avgForwardReturn1D": -0.000008467677077802342
    },
    {
      "comboQuality": 0.7810780402782194,
      "fitnessScore": 0.6298311450819121,
      "lookbackDays": 63,
      "returnLift1D": 0.003406520540892313,
      "activationRate": 0.19631901840490798,
      "activationCount": 64,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.24705543976771094,
      "avgForwardReturn1D": 0.0035672373855234456
    }
  ],
  "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": "6ee65befd67f9b747ed0c08b97ecce59f64eb0706f469dadb396538b6a98da5d",
    "size": 13,
    "members": [
      "BKNG",
      "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
0.701
Liquidity
1
Momentum
0.495
Relative strength
0.306
Trend quality
0.317
Stability
0.594
Aggression
0.449
Downside risk
0.551
Drawdown state
0.577
Quality momentum
0.415
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
82 fields
Inverse To Benchmark 1y
0.654
Benchmark Independence 3m Score
0.770
Beta 1y Profile Score
0.371
Beta 3m Profile Score
0.250
Beta Change Score
0.349
Correlation Change Score
0.442
Current Drawdown Score
0.614
Days Since 52w High Score
0.996
Distance From 52w High Score
0.630
Distance From Sma 20 Score
0.439
Distance From Sma 200 Score
0.388
Distance From Sma 50 Score
0.523
Downside Volatility 1m Score
0.371
Downside Volatility 1w Score
0.271
Downside Volatility 1y Score
0.396
Downside Volatility 2y Score
0.367
Downside Volatility 3m Score
0.398
Downside Volatility 5y Score
0.378
Downside Volatility 6m Score
0.493
Drawdown Recovery Score
0.691
Excess Return 1m Score
0.528
Excess Return 1y Score
0
Excess Return 3m Score
0.375
Excess Return 6m Score
0.097
Expected Shortfall 95 1y Score
0.513
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.701
Drawdown Score 1m
0.745
Drawdown Score 1y
0.494
Drawdown Score 2y
0.583
Drawdown Score 3m
0.638
Drawdown Score 5y
0.605
Drawdown Score 6m
0.542
Momentum Acceleration 1m Vs 3m Score
0.615
Momentum Acceleration 3m Vs 6m Score
0.550
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.541
Relative Strength Slope 3m Score
0.550
Relative Volume 20d Score
0.212
Return 1m Score
0.538
Return 1w Score
0.287
Return 1y Score
0.347
Return 2y Score
0.319
Return 3m Score
0.457
Return 5y Score
0.156
Return 6m Score
0.367
Return Skewness 1y Score
0.509
Sector Excess Return 1y Score
0.137
Sharpe 1m Score
0.570
Sharpe 1y Score
0.269
Sharpe 2y Score
0.467
Sharpe 3m Score
0.357
Sharpe 5y Score
0.520
Sharpe 6m Score
0.274
Sortino 1m Score
0.510
Sortino 1y Score
0.294
Sortino 2y Score
0.416
Sortino 3m Score
0.347
Sortino 5y Score
0.448
Sortino 6m Score
0.297
Trend R2 1m Score
0.000
Trend R2 1w Score
0.907
Trend R2 1y Score
0.697
Trend R2 2y Score
0.022
Trend R2 3m Score
0.274
Trend R2 5y Score
0.811
Trend R2 6m Score
0.049
Trend Slope 1m Score
0.498
Trend Slope 1w Score
0
Trend Slope 1y Score
0.419
Trend Slope 2y Score
0.508
Trend Slope 3m Score
0.590
Trend Slope 5y Score
0.556
Trend Slope 6m Score
0.475
Volatility 1m Score
0.490
Volatility 1w Score
0.151
Volatility 1y Score
0.387
Volatility 2y Score
0.357
Volatility 3m Score
0.408
Volatility 5y Score
0.369
Volatility 6m Score
0.485
Worst Day 1y Score
0.534
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
1,208,092,003.788
Best Day 1y
0.085
Beta To Benchmark 1y
0.927
Beta 3m
0.626
Beta Change
-0.301
Beta To Sector 1y
0.852
Correlation To Benchmark 1y
0.346
Correlation 3m
0.230
Correlation Change
-0.116
Correlation To Sector 1y
0.482
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.654
Benchmark Independence 3m Score
0.770
Beta 1y Profile Score
0.371
Beta 3m Profile Score
0.250
Beta Change Score
0.349
Correlation Change Score
0.442
Current Drawdown Score
0.614
Distance From Sma 20 Score
0.439
Distance From Sma 200 Score
0.388
Current Drawdown
-0.251
Days Since 52w High
251
Distance From 52w High
-0.240
Distance From Sma 20
-0.036
Distance From Sma 200
-0.067
Distance From Sma 50
0.014
Downside Capture 1y
0.999
Downside Volatility 1m
0.329
Downside Volatility 1w
0.254
Downside Volatility 1y
0.347
Downside Volatility 2y
0.325
Downside Volatility 3m
0.349
Downside Volatility 5y
0.333
Downside Volatility 6m
0.420
Drawdown Recovery
0.383
Excess Return 1m
0.017
Excess Return 1y
-0.432
Excess Return 3m
-0.075
Excess Return 6m
-0.242
Expected Shortfall 95 1y
-0.049
Market Cap
137,509,927,252.56
Max Drawdown 1m
-0.064
Max Drawdown 1w
-0.064
Max Drawdown 1y
-0.329
Max Drawdown 2y
-0.334
Max Drawdown 3m
-0.145
Max Drawdown 5y
-0.395
Max Drawdown 6m
-0.252
Momentum Acceleration 1m Vs 3m
0.034
Momentum Acceleration 3m Vs 6m
0.015
Moving Average Alignment
-0.500
Relative Strength Acceleration
0.001
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.871
Return 1m
0.023
Return 1w
-0.064
Return 1y
-0.246
Return 2y
0.117
Return 3m
-0.034
Return 5y
1.034
Return 6m
-0.159
Return Skewness 1y
0.052
Sector Excess Return 1y
-0.218
Sharpe 1m
0.850
Sharpe 1y
-0.657
Sharpe 2y
0.333
Sharpe 3m
-0.216
Sharpe 5y
0.598
Sharpe 6m
-0.632
Sortino 1m
1.081
Sortino 1y
-0.645
Sortino 2y
0.326
Sortino 3m
-0.221
Sortino 5y
0.587
Sortino 6m
-0.623
Trend R2 1m
0.000
Trend R2 1w
0.907
Trend R2 1y
0.697
Trend R2 2y
0.022
Trend R2 3m
0.274
Trend R2 5y
0.811
Trend R2 6m
0.049
Trend 1m
-0.000
Trend 1w
-0.011
Trend 1y
-0.001
Trend 2y
0.000
Trend 3m
0.001
Trend 5y
0.001
Trend 6m
-0.000
Upside Capture 1y
0.636
Value At Risk 95 1y
-0.034
Volatility 1m
0.418
Volatility 1w
0.163
Volatility 1y
0.341
Volatility 2y
0.318
Volatility 3m
0.356
Volatility 5y
0.327
Volatility 6m
0.414
Worst Day 1y
-0.093
Distance From Sma 50 Score
0.523
Downside Volatility 1y Score
0.396
Downside Volatility 3m Score
0.398
Drawdown Recovery Score
0.691
Excess Return 1m Score
0.528
Excess Return 1y Score
0
Excess Return 3m Score
0.375
Excess Return 6m Score
0.097
Expected Shortfall 95 1y Score
0.513
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.701
Drawdown Score 1y
0.494
Drawdown Score 5y
0.605
Momentum Acceleration 1m Vs 3m Score
0.615
Momentum Acceleration 3m Vs 6m Score
0.550
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.541
Relative Volume 20d Score
0.212
Return 1m Score
0.538
Return 1y Score
0.347
Return 3m Score
0.457
Return 6m Score
0.367
Return Skewness 1y Score
0.509
Sortino 1y Score
0.294
Sortino 3m Score
0.347
Trend R2 1y Score
0.697
Trend R2 3m Score
0.274
Trend Slope 1y Score
0.419
Trend Slope 3m Score
0.590
Volatility 1y Score
0.387
Volatility 3m Score
0.408