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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

CALM

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

Research Detail

CALM

Cal-Maine Foods

Category

Sector: Consumer

Industry / Category: Agricultural Products

Market Cap / ETF Type: Mid Cap

Type: Stock

Preview Performance

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

Description

Egg producer with direct exposure to food supply dynamics and agricultural demand trends.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.013
Correlation To Benchmark 1y
0.005
Inverse To Benchmark 1y
0.995
Drawdown Score 1m
0.765
Drawdown Score 3m
0.841
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
0.696
Drawdown Score 1y
0.431
Drawdown Score 2y
0.537
Drawdown Score 5y
0.630
Return 1w
-0.002
Return 1m
0.108
Return 3m
0.151
Return 6m
0.123
Return 1y
-0.114
Return 2y
0.524
Return 5y
2.135
Sharpe 1m
3.784
Sharpe 3m
2.020
Sharpe 6m
0.921
Sharpe 1y
-0.188
Sharpe 2y
0.775
Sharpe 5y
0.861
Trend 1w
-0.001
Trend 1m
0.006
Trend 3m
0.002
Trend 6m
-0.000
Trend 1y
-0.001
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.124
Volatility 1m
0.340
Volatility 3m
0.300
Volatility 6m
0.302
Volatility 1y
0.340
Volatility 2y
0.352
Volatility 5y
0.328
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
CALM
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:07 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Staples
Sector Benchmark Ticker
XLP
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
0.192
Aptet Fit Raw Score
0.206
Aptet Fit Confidence
0.857
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.211
Force Fit Raw Score
0.225
Force Fit Confidence
0.875
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:07 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "CALM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "CALM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "CALM",
    "hitRates": {
      "1": 0.5234375,
      "5": 0.5483870967741935,
      "10": 0.6050420168067226
    },
    "hitRate1D": 0.5234375,
    "comboQuality": 0.37470709614348463,
    "eligibleDays": 330,
    "fitnessScore": 0.23734338069260552,
    "lookbackDays": 30,
    "returnLift1D": 0.00047023706378165447,
    "hitRateLift1D": -0.0011023773006134663,
    "activationRate": 0.39090909090909093,
    "activationCount": 129,
    "baselineHitRates": {
      "1": 0.5245398773006135,
      "5": 0.5031055900621118,
      "10": 0.5488958990536278
    },
    "sampleConfidence": 0.9917312661498708,
    "shadowSharpeLike": 0.2934585416223086,
    "avgForwardReturns": {
      "1": 0.0008943838538799393,
      "5": 0.004397629532234857,
      "10": 0.0038118428216176265
    },
    "shadowMaxDrawdown": -0.20514968396429956,
    "shadowTotalReturn": 0.057038929089846535,
    "avgForwardReturn1D": 0.0008943838538799393,
    "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": 128,
      "5": 124,
      "10": 119
    },
    "baselineAvgForwardReturns": {
      "1": 0.00042414679009828484,
      "5": 0.0012144275394586255,
      "10": 0.001886601307622133
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.37470709614348463,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.12474752180527571,
    "bestRawFitnessScore": 0.23734338069260552,
    "upperQuartileComboQuality": 0.20142143878568036
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.19171364585929465,
    "rawScore": 0.2064764666316321,
    "confidence": 0.8570023885707486,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.25008016895789525,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.5234375,
        "5": 0.5483870967741935,
        "10": 0.6050420168067226
      },
      "hitRate1D": 0.5234375,
      "comboQuality": 0.37470709614348463,
      "eligibleDays": 330,
      "fitnessScore": 0.23734338069260552,
      "lookbackDays": 30,
      "returnLift1D": 0.00047023706378165447,
      "hitRateLift1D": -0.0011023773006134663,
      "activationRate": 0.39090909090909093,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.5245398773006135,
        "5": 0.5031055900621118,
        "10": 0.5488958990536278
      },
      "sampleConfidence": 0.9917312661498708,
      "shadowSharpeLike": 0.2934585416223086,
      "avgForwardReturns": {
        "1": 0.0008943838538799393,
        "5": 0.004397629532234857,
        "10": 0.0038118428216176265
      },
      "shadowMaxDrawdown": -0.20514968396429956,
      "shadowTotalReturn": 0.057038929089846535,
      "avgForwardReturn1D": 0.0008943838538799393,
      "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": 128,
        "5": 124,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.00042414679009828484,
        "5": 0.0012144275394586255,
        "10": 0.001886601307622133
      }
    },
    {
      "topN": 4,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.512396694214876,
        "5": 0.5384615384615384,
        "10": 0.6071428571428571
      },
      "hitRate1D": 0.512396694214876,
      "comboQuality": 0.28695685595730086,
      "eligibleDays": 330,
      "fitnessScore": 0.14975378847682863,
      "lookbackDays": 30,
      "returnLift1D": 0.00012182163314005946,
      "hitRateLift1D": -0.012143183085737475,
      "activationRate": 0.3696969696969697,
      "activationCount": 122,
      "baselineHitRates": {
        "1": 0.5245398773006135,
        "5": 0.5031055900621118,
        "10": 0.5488958990536278
      },
      "sampleConfidence": 0.9912568306010929,
      "shadowSharpeLike": 0.15049158070070207,
      "avgForwardReturns": {
        "1": 0.0005459684232383443,
        "5": 0.003655281231948353,
        "10": 0.0033753253540435846
      },
      "shadowMaxDrawdown": -0.1990297893257712,
      "shadowTotalReturn": 0.00878084176163929,
      "avgForwardReturn1D": 0.0005459684232383443,
      "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": 121,
        "5": 117,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.00042414679009828484,
        "5": 0.0012144275394586255,
        "10": 0.001886601307622133
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0.5217391304347826,
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      },
      "hitRate1D": 0.5104166666666666,
      "comboQuality": 0.2528566633131326,
      "eligibleDays": 330,
      "fitnessScore": 0.11164446063706356,
      "lookbackDays": 30,
      "returnLift1D": 0.00011692020477472182,
      "hitRateLift1D": -0.014123210633946837,
      "activationRate": 0.29393939393939394,
      "activationCount": 97,
      "baselineHitRates": {
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      },
      "sampleConfidence": 0.9890034364261169,
      "shadowSharpeLike": 0.12862407019649474,
      "avgForwardReturns": {
        "1": 0.0005410669948730067,
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        "10": -0.0010817239019581793
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      "shadowMaxDrawdown": -0.17433993549709392,
      "shadowTotalReturn": 0.004184354758992592,
      "avgForwardReturn1D": 0.0005410669948730067,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-03",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 92,
        "10": 87
      },
      "baselineAvgForwardReturns": {
        "1": 0.00042414679009828484,
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        "10": 0.001886601307622133
      }
    },
    {
      "topN": 4,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.5657894736842105,
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      "comboQuality": 0.24152945331415765,
      "eligibleDays": 297,
      "fitnessScore": 0.09825124087337467,
      "lookbackDays": 63,
      "returnLift1D": -0.0003046192493551124,
      "hitRateLift1D": 0.047018142626190085,
      "activationRate": 0.25925925925925924,
      "activationCount": 77,
      "baselineHitRates": {
        "1": 0.5187713310580204,
        "5": 0.48788927335640137,
        "10": 0.5352112676056338
      },
      "sampleConfidence": 0.9870129870129871,
      "shadowSharpeLike": -0.13369579240352442,
      "avgForwardReturns": {
        "1": -0.0003008913640564127,
        "5": 0.002591705275487133,
        "10": 0.002017929449160242
      },
      "shadowMaxDrawdown": -0.15279697975263007,
      "shadowTotalReturn": -0.04794468872354485,
      "avgForwardReturn1D": -0.0003008913640564127,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
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        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
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      "horizonObservationCounts": {
        "1": 76,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.000003727885298699739,
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      }
    },
    {
      "topN": 3,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 0.5303030303030303,
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      },
      "hitRate1D": 0.5714285714285714,
      "comboQuality": 0.22361690087103506,
      "eligibleDays": 297,
      "fitnessScore": 0.07616341300013087,
      "lookbackDays": 63,
      "returnLift1D": -0.00048340792045873786,
      "hitRateLift1D": 0.05265724037055097,
      "activationRate": 0.23905723905723905,
      "activationCount": 71,
      "baselineHitRates": {
        "1": 0.5187713310580204,
        "5": 0.48788927335640137,
        "10": 0.5352112676056338
      },
      "sampleConfidence": 0.9859154929577465,
      "shadowSharpeLike": -0.1854492348023178,
      "avgForwardReturns": {
        "1": -0.00047968003516003814,
        "5": 0.0017474660225883611,
        "10": -0.0006198965368582153
      },
      "shadowMaxDrawdown": -0.16058921864221087,
      "shadowTotalReturn": -0.05766416201270608,
      "avgForwardReturn1D": -0.00047968003516003814,
      "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": 70,
        "5": 66,
        "10": 62
      },
      "baselineAvgForwardReturns": {
        "1": 0.000003727885298699739,
        "5": -0.00026079887575660565,
        "10": -0.00031824744012713305
      }
    },
    {
      "topN": 5,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.5625,
        "5": 0.5263157894736842,
        "10": 0.625
      },
      "hitRate1D": 0.5625,
      "comboQuality": 0.19402295142389547,
      "eligibleDays": 297,
      "fitnessScore": 0.036702662236759324,
      "lookbackDays": 63,
      "returnLift1D": -0.00077061811018875,
      "hitRateLift1D": 0.043728668941979576,
      "activationRate": 0.2727272727272727,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.5187713310580204,
        "5": 0.48788927335640137,
        "10": 0.5352112676056338
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      "hitRateLift1D": -0.05984921258696474,
      "activationRate": 0.2840909090909091,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.5244956772334294,
        "5": 0.5102040816326531,
        "10": 0.551622418879056
      },
      "sampleConfidence": 0.9893333333333334,
      "shadowSharpeLike": -1.3609025145986924,
      "avgForwardReturns": {
        "1": -0.0034076911872119933,
        "5": -0.007234506112673888,
        "10": -0.012352179545010765
      },
      "shadowMaxDrawdown": -0.3660407328475763,
      "shadowTotalReturn": -0.3220012280770186,
      "avgForwardReturn1D": -0.0034076911872119933,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-03-18",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 99,
        "5": 95,
        "10": 90
      },
      "baselineAvgForwardReturns": {
        "1": 0.00020590964464449192,
        "5": 0.0002654159705013516,
        "10": 0.00096799958230059
      }
    },
    {
      "topN": 3,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.44715447154471544,
        "5": 0.42857142857142855,
        "10": 0.4824561403508772
      },
      "hitRate1D": 0.44715447154471544,
      "comboQuality": 0.016152851058688883,
      "eligibleDays": 352,
      "fitnessScore": -0.5540622752292605,
      "lookbackDays": 14,
      "returnLift1D": -0.003285172347219831,
      "hitRateLift1D": -0.07734120568871394,
      "activationRate": 0.3522727272727273,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5244956772334294,
        "5": 0.5102040816326531,
        "10": 0.551622418879056
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      "sampleConfidence": 0.9913978494623656,
      "shadowSharpeLike": -1.410346871970774,
      "avgForwardReturns": {
        "1": -0.0030792627025753388,
        "5": -0.006919072736449066,
        "10": -0.011543407140065558
      },
      "shadowMaxDrawdown": -0.3969436406660779,
      "shadowTotalReturn": -0.35505088068940893,
      "avgForwardReturn1D": -0.0030792627025753388,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-03-18",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 119,
        "10": 114
      },
      "baselineAvgForwardReturns": {
        "1": 0.00020590964464449192,
        "5": 0.0002654159705013516,
        "10": 0.00096799958230059
      }
    },
    {
      "topN": 5,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.4421768707482993,
        "5": 0.44755244755244755,
        "10": 0.5289855072463768
      },
      "hitRate1D": 0.4421768707482993,
      "comboQuality": 0.015603099744997698,
      "eligibleDays": 352,
      "fitnessScore": -0.5618031061755564,
      "lookbackDays": 14,
      "returnLift1D": -0.0030432408225137333,
      "hitRateLift1D": -0.08231880648513007,
      "activationRate": 0.42045454545454547,
      "activationCount": 148,
      "baselineHitRates": {
        "1": 0.5244956772334294,
        "5": 0.5102040816326531,
        "10": 0.551622418879056
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      "sampleConfidence": 0.9927927927927929,
      "shadowSharpeLike": -1.4693378282413214,
      "avgForwardReturns": {
        "1": -0.0028373311778692413,
        "5": -0.004429129149165565,
        "10": -0.005107295713910625
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      "shadowMaxDrawdown": -0.42374315216297953,
      "shadowTotalReturn": -0.3798139904128761,
      "avgForwardReturn1D": -0.0028373311778692413,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-03-12",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 143,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.00020590964464449192,
        "5": 0.0002654159705013516,
        "10": 0.00096799958230059
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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": 4,
      "comboQuality": 0.023508609545337247,
      "fitnessScore": -0.46985182748753956,
      "lookbackDays": 14,
      "returnLift1D": -0.0026723792800680624,
      "activationRate": 0.39204545454545453,
      "activationCount": 138,
      "sampleConfidence": 0.9922705314009662,
      "shadowTotalReturn": -0.32865069985309303,
      "avgForwardReturn1D": -0.0024664696354235703
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.18059948848689825,
      "fitnessScore": 0.017295940249212573,
      "lookbackDays": 21,
      "returnLift1D": -0.0006902859711011942,
      "activationRate": 0.2536873156342183,
      "activationCount": 86,
      "sampleConfidence": 0.9883720930232558,
      "shadowTotalReturn": -0.052793710995370224,
      "avgForwardReturn1D": -0.00017759688479933392
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.37470709614348463,
      "fitnessScore": 0.23734338069260552,
      "lookbackDays": 30,
      "returnLift1D": 0.00047023706378165447,
      "activationRate": 0.39090909090909093,
      "activationCount": 129,
      "sampleConfidence": 0.9917312661498708,
      "shadowTotalReturn": 0.057038929089846535,
      "avgForwardReturn1D": 0.0008943838538799393
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.0585572346180452,
      "fitnessScore": -0.2610299601733919,
      "lookbackDays": 45,
      "returnLift1D": -0.0021635605703074984,
      "activationRate": 0.3619047619047619,
      "activationCount": 114,
      "sampleConfidence": 0.9906432748538012,
      "shadowTotalReturn": -0.22062357829641,
      "avgForwardReturn1D": -0.0018125792187189402
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.24152945331415765,
      "fitnessScore": 0.09825124087337467,
      "lookbackDays": 63,
      "returnLift1D": -0.0003046192493551124,
      "activationRate": 0.25925925925925924,
      "activationCount": 77,
      "sampleConfidence": 0.9870129870129871,
      "shadowTotalReturn": -0.04794468872354485,
      "avgForwardReturn1D": -0.0003008913640564127
    }
  ],
  "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": "ddd31c21b567a505878ea0b8b5140e0ea99bc7feb751757723a4f5f34c02a347",
    "size": 13,
    "members": [
      "CALM",
      "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",
      "CALM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "CALM",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "CALM",
    "hitRates": {
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      "5": 0.5294117647058824,
      "10": 0.6140350877192983
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    "hitRate1D": 0.5040650406504065,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.2630113745082564,
    "eligibleDays": 359,
    "fitnessScore": 0.12331746079128841,
    "lookbackDays": 30,
    "returnLift1D": 0.00025178295718131005,
    "hitRateLift1D": -0.01125529361143196,
    "portfolioSize": 4,
    "activationRate": 0.3426183844011142,
    "activationCount": 123,
    "baselineHitRates": {
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      "5": 0.5014084507042254,
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    "sampleConfidence": 0.9929539295392955,
    "shadowSharpeLike": 0.137241744668919,
    "avgForwardReturns": {
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      "5": 0.003739612463814838,
      "10": 0.0036499749972047964
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    "shadowMaxDrawdown": -0.19607258668846173,
    "shadowTotalReturn": 0.006307999087316496,
    "avgForwardReturn1D": 0.0005225387656408268,
    "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": 123,
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    },
    "baselineAvgForwardReturns": {
      "1": 0.00027075580845951675,
      "5": 0.0014070364995836672,
      "10": 0.0029116361740754914
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.2630113745082564,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.10417601672970075,
    "bestRawFitnessScore": 0.12331746079128841,
    "upperQuartileComboQuality": 0.20797701245278885
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.21070379205176493,
    "rawScore": 0.2248083931133686,
    "confidence": 0.8745189103816882,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.4584601356602631,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "CALM",
      "hitRates": {
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        "5": 0.5294117647058824,
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      "hitRate1D": 0.5040650406504065,
      "rankWeights": [
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      "comboQuality": 0.2630113745082564,
      "eligibleDays": 359,
      "fitnessScore": 0.12331746079128841,
      "lookbackDays": 30,
      "returnLift1D": 0.00025178295718131005,
      "hitRateLift1D": -0.01125529361143196,
      "portfolioSize": 4,
      "activationRate": 0.3426183844011142,
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      "sampleConfidence": 0.9929539295392955,
      "shadowSharpeLike": 0.137241744668919,
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      "shadowMaxDrawdown": -0.19607258668846173,
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      "avgForwardReturn1D": 0.0005225387656408268,
      "riskOffActivations": 0,
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        "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"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.2630113745082564,
      "eligibleDays": 359,
      "fitnessScore": 0.12331746079128841,
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      "returnLift1D": 0.00025178295718131005,
      "hitRateLift1D": -0.01125529361143196,
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      "activationRate": 0.3426183844011142,
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      "sampleConfidence": 0.9929539295392955,
      "shadowSharpeLike": 0.137241744668919,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.19607258668846173,
      "shadowTotalReturn": 0.006307999087316496,
      "avgForwardReturn1D": 0.0005225387656408268,
      "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": {
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    },
    {
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      "comboQuality": 0.24678185301826594,
      "eligibleDays": 326,
      "fitnessScore": 0.10451297152266766,
      "lookbackDays": 63,
      "returnLift1D": -0.00031636152951373844,
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      "sampleConfidence": 0.9888888888888889,
      "shadowSharpeLike": -0.01802637793501481,
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      "riskOffActivations": 0,
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        "2025-05-19",
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        "2025-05-21",
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        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.24678185301826594,
      "eligibleDays": 326,
      "fitnessScore": 0.10451297152266766,
      "lookbackDays": 63,
      "returnLift1D": -0.00031636152951373844,
      "hitRateLift1D": 0.032877143306591194,
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      "activationRate": 0.2392638036809816,
      "activationCount": 78,
      "baselineHitRates": {
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        "10": 0.5520504731861199
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      "sampleConfidence": 0.9888888888888889,
      "shadowSharpeLike": -0.01802637793501481,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.14624745310058573,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "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"
      ],
      "horizonObservationCounts": {
        "1": 78,
        "5": 74,
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      "baselineAvgForwardReturns": {
        "1": 0.0003214636198567426,
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "hitRate1D": 0.5540540540540541,
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        "10": 0.463768115942029
      },
      "hitRate1D": 0.4805194805194805,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.021905219206898304,
      "eligibleDays": 344,
      "fitnessScore": -0.4857539629641375,
      "lookbackDays": 45,
      "returnLift1D": -0.004301883893173333,
      "hitRateLift1D": -0.0369223799456358,
      "portfolioSize": 2,
      "activationRate": 0.2238372093023256,
      "activationCount": 77,
      "baselineHitRates": {
        "1": 0.5174418604651163,
        "5": 0.5147058823529411,
        "10": 0.564179104477612
      },
      "sampleConfidence": 0.9896103896103896,
      "shadowSharpeLike": -1.2427913525597678,
      "avgForwardReturns": {
        "1": -0.00378716089918723,
        "5": -0.008864755886950603,
        "10": -0.019195759724153744
      },
      "shadowMaxDrawdown": -0.36488566361749475,
      "shadowTotalReturn": -0.27628628852524384,
      "avgForwardReturn1D": -0.00378716089918723,
      "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": 69
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005147229939861038,
        "5": 0.002571248788913395,
        "10": 0.004039209691727708
      }
    },
    {
      "topN": 4,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.44755244755244755,
        "5": 0.4172661870503597,
        "10": 0.5298507462686567
      },
      "hitRate1D": 0.44755244755244755,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.01859598806650343,
      "eligibleDays": 375,
      "fitnessScore": -0.522528436892836,
      "lookbackDays": 14,
      "returnLift1D": -0.002496250639885831,
      "hitRateLift1D": -0.06978088578088576,
      "portfolioSize": 4,
      "activationRate": 0.38133333333333336,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.5173333333333333,
        "5": 0.49326145552560646,
        "10": 0.5355191256830601
      },
      "sampleConfidence": 0.993939393939394,
      "shadowSharpeLike": -1.227257028281684,
      "avgForwardReturns": {
        "1": -0.0025565486452771573,
        "5": -0.005330059622995789,
        "10": -0.00647197748096633
      },
      "shadowMaxDrawdown": -0.42073457262538216,
      "shadowTotalReturn": -0.34929122612204255,
      "avgForwardReturn1D": -0.0025565486452771573,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-12",
        "2025-03-12",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 139,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": -0.000060298005391326014,
        "5": -0.0007255714202057597,
        "10": -0.0018572281714121623
      }
    },
    {
      "topN": 5,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.44755244755244755,
        "5": 0.4172661870503597,
        "10": 0.5298507462686567
      },
      "hitRate1D": 0.44755244755244755,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.01859598806650343,
      "eligibleDays": 375,
      "fitnessScore": -0.522528436892836,
      "lookbackDays": 14,
      "returnLift1D": -0.002496250639885831,
      "hitRateLift1D": -0.06978088578088576,
      "portfolioSize": 5,
      "activationRate": 0.38133333333333336,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.5173333333333333,
        "5": 0.49326145552560646,
        "10": 0.5355191256830601
      },
      "sampleConfidence": 0.993939393939394,
      "shadowSharpeLike": -1.227257028281684,
      "avgForwardReturns": {
        "1": -0.0025565486452771573,
        "5": -0.005330059622995789,
        "10": -0.00647197748096633
      },
      "shadowMaxDrawdown": -0.42073457262538216,
      "shadowTotalReturn": -0.34929122612204255,
      "avgForwardReturn1D": -0.0025565486452771573,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-12",
        "2025-03-12",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 139,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": -0.000060298005391326014,
        "5": -0.0007255714202057597,
        "10": -0.0018572281714121623
      }
    },
    {
      "topN": 2,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.45714285714285713,
        "5": 0.40594059405940597,
        "10": 0.4895833333333333
      },
      "hitRate1D": 0.45714285714285713,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.015396522214120769,
      "eligibleDays": 375,
      "fitnessScore": -0.5647814160837312,
      "lookbackDays": 14,
      "returnLift1D": -0.003351218303704754,
      "hitRateLift1D": -0.06019047619047618,
      "portfolioSize": 2,
      "activationRate": 0.28,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5173333333333333,
        "5": 0.49326145552560646,
        "10": 0.5355191256830601
      },
      "sampleConfidence": 0.9917460317460318,
      "shadowSharpeLike": -1.3205034003479776,
      "avgForwardReturns": {
        "1": -0.00341151630909608,
        "5": -0.007691748565361491,
        "10": -0.0128164317572778
      },
      "shadowMaxDrawdown": -0.40837565279942,
      "shadowTotalReturn": -0.3383691095549596,
      "avgForwardReturn1D": -0.00341151630909608,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-12",
        "2025-03-18",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 101,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": -0.000060298005391326014,
        "5": -0.0007255714202057597,
        "10": -0.0018572281714121623
      }
    },
    {
      "topN": 3,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.4418604651162791,
        "5": 0.408,
        "10": 0.49166666666666664
      },
      "hitRate1D": 0.4418604651162791,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.01323072167392759,
      "eligibleDays": 375,
      "fitnessScore": -0.5986168398548585,
      "lookbackDays": 14,
      "returnLift1D": -0.0030555819576722557,
      "hitRateLift1D": -0.07547286821705423,
      "portfolioSize": 3,
      "activationRate": 0.344,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.5173333333333333,
        "5": 0.49326145552560646,
        "10": 0.5355191256830601
      },
      "sampleConfidence": 0.9932816537467701,
      "shadowSharpeLike": -1.3786635031874908,
      "avgForwardReturns": {
        "1": -0.003115879963063582,
        "5": -0.0069693555967340675,
        "10": -0.010956384611710664
      },
      "shadowMaxDrawdown": -0.4385359700955118,
      "shadowTotalReturn": -0.3720982785506919,
      "avgForwardReturn1D": -0.003115879963063582,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-12",
        "2025-03-18",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 129,
        "5": 125,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": -0.000060298005391326014,
        "5": -0.0007255714202057597,
        "10": -0.0018572281714121623
      }
    }
  ],
  "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": 0.01859598806650343,
      "fitnessScore": -0.522528436892836,
      "lookbackDays": 14,
      "returnLift1D": -0.002496250639885831,
      "activationRate": 0.38133333333333336,
      "activationCount": 143,
      "sampleConfidence": 0.993939393939394,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.34929122612204255,
      "avgForwardReturn1D": -0.0025565486452771573
    },
    {
      "comboQuality": 0.1363303120465051,
      "fitnessScore": -0.05614413047916435,
      "lookbackDays": 21,
      "returnLift1D": -0.000500635796783148,
      "activationRate": 0.24456521739130435,
      "activationCount": 90,
      "sampleConfidence": 0.9911111111111112,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.08552464901467749,
      "avgForwardReturn1D": -0.0005157697636697736
    },
    {
      "comboQuality": 0.2630113745082564,
      "fitnessScore": 0.12331746079128841,
      "lookbackDays": 30,
      "returnLift1D": 0.00025178295718131005,
      "activationRate": 0.3426183844011142,
      "activationCount": 123,
      "sampleConfidence": 0.9929539295392955,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.006307999087316496,
      "avgForwardReturn1D": 0.0005225387656408268
    },
    {
      "comboQuality": 0.05192233774859226,
      "fitnessScore": -0.2890312112247986,
      "lookbackDays": 45,
      "returnLift1D": -0.0022971467275307634,
      "activationRate": 0.32558139534883723,
      "activationCount": 112,
      "sampleConfidence": 0.9922619047619048,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.21444122536189847,
      "avgForwardReturn1D": -0.0017824237335446597
    },
    {
      "comboQuality": 0.24678185301826594,
      "fitnessScore": 0.10451297152266766,
      "lookbackDays": 63,
      "returnLift1D": -0.00031636152951373844,
      "activationRate": 0.2392638036809816,
      "activationCount": 78,
      "sampleConfidence": 0.9888888888888889,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.024294529337071324,
      "avgForwardReturn1D": 0.000005102090343004151
    }
  ],
  "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": "ddd31c21b567a505878ea0b8b5140e0ea99bc7feb751757723a4f5f34c02a347",
    "size": 13,
    "members": [
      "CALM",
      "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
0.364
Liquidity
0.649
Momentum
0.635
Relative strength
0.552
Trend quality
0.502
Stability
0.572
Aggression
0.375
Downside risk
0.577
Drawdown state
0.641
Quality momentum
0.569
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.995
Benchmark Independence 3m Score
0.932
Beta 1y Profile Score
0.005
Beta 3m Profile Score
0
Beta Change Score
0.415
Correlation Change Score
0.463
Current Drawdown Score
0.657
Days Since 52w High Score
0.897
Distance From 52w High Score
0.657
Distance From Sma 20 Score
0.569
Distance From Sma 200 Score
0.627
Distance From Sma 50 Score
0.664
Downside Volatility 1m Score
0.356
Downside Volatility 1y Score
0.382
Downside Volatility 2y Score
0.416
Downside Volatility 3m Score
0.280
Downside Volatility 5y Score
0.378
Downside Volatility 6m Score
0.336
Drawdown Recovery Score
0.815
Excess Return 1m Score
0.669
Excess Return 1y Score
0
Excess Return 3m Score
0.683
Excess Return 6m Score
0.568
Expected Shortfall 95 1y Score
0.545
Log Avg Dollar Volume 20d Score
0.649
Log Market Cap Score
0.364
Drawdown Score 1m
0.765
Drawdown Score 1y
0.431
Drawdown Score 2y
0.537
Drawdown Score 3m
0.841
Drawdown Score 5y
0.630
Drawdown Score 6m
0.696
Momentum Acceleration 1m Vs 3m Score
0.692
Momentum Acceleration 3m Vs 6m Score
0.599
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.900
Relative Strength Slope 3m Score
0.601
Relative Volume 20d Score
0.351
Return 1m Score
0.680
Return 1w Score
0.495
Return 1y Score
0.429
Return 2y Score
0.435
Return 3m Score
0.688
Return 5y Score
0.241
Return 6m Score
0.603
Return Skewness 1y Score
0.578
Sector Excess Return 1y Score
0.230
Sharpe 1m Score
1
Sharpe 1y Score
0.362
Sharpe 2y Score
0.555
Sharpe 3m Score
0.804
Sharpe 5y Score
0.572
Sharpe 6m Score
0.584
Sortino 1m Score
0.882
Sortino 1y Score
0.351
Sortino 2y Score
0.469
Sortino 3m Score
0.666
Sortino 5y Score
0.481
Sortino 6m Score
0.490
Trend R2 1m Score
0.797
Trend R2 1w Score
0.198
Trend R2 1y Score
0.581
Trend R2 2y Score
0.033
Trend R2 3m Score
0.654
Trend R2 5y Score
0.845
Trend R2 6m Score
0.025
Trend Slope 1m Score
0.866
Trend Slope 1w Score
0.420
Trend Slope 1y Score
0.426
Trend Slope 2y Score
0.511
Trend Slope 3m Score
0.641
Trend Slope 5y Score
0.564
Trend Slope 6m Score
0.486
Volatility 1m Score
0.386
Volatility 1w Score
0.099
Volatility 1y Score
0.387
Volatility 2y Score
0.402
Volatility 3m Score
0.333
Volatility 5y Score
0.371
Volatility 6m Score
0.336
Worst Day 1y Score
0.443
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
88,547,937.907
Best Day 1y
0.138
Beta To Benchmark 1y
0.013
Beta 3m
-0.156
Beta Change
-0.169
Beta To Sector 1y
0.574
Correlation To Benchmark 1y
0.005
Correlation 3m
-0.068
Correlation Change
-0.073
Correlation To Sector 1y
0.233
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.995
Benchmark Independence 3m Score
0.932
Beta 1y Profile Score
0.005
Beta 3m Profile Score
0
Beta Change Score
0.415
Correlation Change Score
0.463
Current Drawdown Score
0.657
Distance From Sma 20 Score
0.569
Distance From Sma 200 Score
0.627
Current Drawdown
-0.223
Days Since 52w High
226
Distance From 52w High
-0.223
Distance From Sma 20
0.042
Distance From Sma 200
0.076
Distance From Sma 50
0.098
Downside Capture 1y
2.056
Downside Volatility 1m
0.317
Downside Volatility 1w
-
Downside Volatility 1y
0.336
Downside Volatility 2y
0.362
Downside Volatility 3m
0.260
Downside Volatility 5y
0.334
Downside Volatility 6m
0.302
Drawdown Recovery
0.630
Excess Return 1m
0.101
Excess Return 1y
-0.301
Excess Return 3m
0.110
Excess Return 6m
0.041
Expected Shortfall 95 1y
-0.045
Market Cap
4,279,053,518.48
Max Drawdown 1m
-0.059
Max Drawdown 1w
-0.015
Max Drawdown 1y
-0.370
Max Drawdown 2y
-0.370
Max Drawdown 3m
-0.064
Max Drawdown 5y
-0.370
Max Drawdown 6m
-0.167
Momentum Acceleration 1m Vs 3m
0.058
Momentum Acceleration 3m Vs 6m
0.030
Moving Average Alignment
0.500
Relative Strength Acceleration
0.006
Relative Strength Slope 3m
0.002
Relative Volume 20d
1.248
Return 1m
0.108
Return 1w
-0.002
Return 1y
-0.114
Return 2y
0.524
Return 3m
0.151
Return 5y
2.135
Return 6m
0.123
Return Skewness 1y
0.470
Sector Excess Return 1y
-0.162
Sharpe 1m
3.784
Sharpe 1y
-0.188
Sharpe 2y
0.775
Sharpe 3m
2.020
Sharpe 5y
0.861
Sharpe 6m
0.921
Sortino 1m
4.056
Sortino 1y
-0.190
Sortino 2y
0.753
Sortino 3m
2.329
Sortino 5y
0.847
Sortino 6m
0.921
Trend R2 1m
0.797
Trend R2 1w
0.198
Trend R2 1y
0.581
Trend R2 2y
0.033
Trend R2 3m
0.654
Trend R2 5y
0.845
Trend R2 6m
0.025
Trend 1m
0.006
Trend 1w
-0.001
Trend 1y
-0.001
Trend 2y
0.000
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
-0.000
Upside Capture 1y
0.363
Value At Risk 95 1y
-0.027
Volatility 1m
0.340
Volatility 1w
0.124
Volatility 1y
0.340
Volatility 2y
0.352
Volatility 3m
0.300
Volatility 5y
0.328
Volatility 6m
0.302
Worst Day 1y
-0.111
Distance From Sma 50 Score
0.664
Downside Volatility 1y Score
0.382
Downside Volatility 3m Score
0.280
Drawdown Recovery Score
0.815
Excess Return 1m Score
0.669
Excess Return 1y Score
0
Excess Return 3m Score
0.683
Excess Return 6m Score
0.568
Expected Shortfall 95 1y Score
0.545
Log Avg Dollar Volume 20d Score
0.649
Log Market Cap Score
0.364
Drawdown Score 1y
0.431
Drawdown Score 5y
0.630
Momentum Acceleration 1m Vs 3m Score
0.692
Momentum Acceleration 3m Vs 6m Score
0.599
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.900
Relative Volume 20d Score
0.351
Return 1m Score
0.680
Return 1y Score
0.429
Return 3m Score
0.688
Return 6m Score
0.603
Return Skewness 1y Score
0.578
Sortino 1y Score
0.351
Sortino 3m Score
0.666
Trend R2 1y Score
0.581
Trend R2 3m Score
0.654
Trend Slope 1y Score
0.426
Trend Slope 3m Score
0.641
Volatility 1y Score
0.387
Volatility 3m Score
0.333