Monstra loading art

Strategy Platform

Loading Monstra

Preparing the next route...

MonstraTM

Vectors

MonstraTM

Monstra is a simulation and educational platform. Bot signals are algorithmic outputs, not personalized advice. Users make their own decisions, and past simulated performance does not guarantee future results.

Product

  • Brokerage
  • Bots
  • Create a Bot
  • Leaderboard

Explore

  • About
  • Blog
  • Creators
  • Support

Legal

  • Terms of Service
  • Privacy Policy
  • Risk Disclosure
  • Brokerage Disclosure

© 2026 Monstra. All rights reserved.

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

CMBT

Energy | v2 | as of 2026-07-23
Close

Research Detail

CMBT

CMBT

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
0.424
Correlation To Benchmark 1y
0.125
Inverse To Benchmark 1y
0.875
Drawdown Score 1m
0.506
Drawdown Score 3m
0.613
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
0.644
Drawdown Score 1y
0.699
Drawdown Score 2y
0.285
Drawdown Score 5y
0.428
Return 1w
0.008
Return 1m
-0.022
Return 3m
0.255
Return 6m
0.404
Return 1y
0.802
Return 2y
0.016
Return 5y
2.240
Sharpe 1m
-0.380
Sharpe 3m
2.220
Sharpe 6m
1.808
Sharpe 1y
1.584
Sharpe 2y
0.227
Sharpe 5y
0.765
Trend 1w
0.004
Trend 1m
0.003
Trend 3m
0.002
Trend 6m
0.002
Trend 1y
0.003
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.430
Volatility 1m
0.448
Volatility 3m
0.455
Volatility 6m
0.425
Volatility 1y
0.430
Volatility 2y
0.420
Volatility 5y
0.425
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
CMBT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:10 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Energy
Sector Benchmark Ticker
XLE
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
0.149
Aptet Fit Raw Score
0.183
Aptet Fit Confidence
0.631
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.296
Force Fit Raw Score
0.314
Force Fit Confidence
0.889
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:10 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "CMBT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "CMBT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "CMBT",
    "hitRates": {
      "1": 0.5517241379310345,
      "5": 0.5925925925925926,
      "10": 0.6956521739130435
    },
    "hitRate1D": 0.5517241379310345,
    "comboQuality": 0.31028173571334194,
    "eligibleDays": 352,
    "fitnessScore": 0.17426345177070987,
    "lookbackDays": 14,
    "returnLift1D": 0.0010108839323356334,
    "hitRateLift1D": 0.032243618450515044,
    "activationRate": 0.08522727272727272,
    "activationCount": 30,
    "baselineHitRates": {
      "1": 0.5194805194805194,
      "5": 0.625,
      "10": 0.746268656716418
    },
    "sampleConfidence": 0.9755555555555556,
    "shadowSharpeLike": 0.4394193022206893,
    "avgForwardReturns": {
      "1": 0.0031268882543629218,
      "5": 0.01925399496591844,
      "10": 0.030015841843943607
    },
    "shadowMaxDrawdown": -0.1902439183800133,
    "shadowTotalReturn": 0.07647800029316154,
    "avgForwardReturn1D": 0.0031268882543629218,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-29",
      "2026-04-30",
      "2026-05-01",
      "2026-05-04",
      "2026-05-05",
      "2026-05-06",
      "2026-05-07",
      "2026-05-08",
      "2026-05-11",
      "2026-05-12"
    ],
    "horizonObservationCounts": {
      "1": 29,
      "5": 27,
      "10": 23
    },
    "baselineAvgForwardReturns": {
      "1": 0.0021160043220272884,
      "5": 0.01668879777754817,
      "10": 0.034653486158415084
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.31028173571334194,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.10104717768509724,
    "bestRawFitnessScore": 0.17426345177070987,
    "upperQuartileComboQuality": 0.1481382367421974
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.14941545300020223,
    "rawScore": 0.1832700507741028,
    "confidence": 0.63054958918924,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        4
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.29637180078756625,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.5517241379310345,
        "5": 0.5925925925925926,
        "10": 0.6956521739130435
      },
      "hitRate1D": 0.5517241379310345,
      "comboQuality": 0.31028173571334194,
      "eligibleDays": 352,
      "fitnessScore": 0.17426345177070987,
      "lookbackDays": 14,
      "returnLift1D": 0.0010108839323356334,
      "hitRateLift1D": 0.032243618450515044,
      "activationRate": 0.08522727272727272,
      "activationCount": 30,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.9755555555555556,
      "shadowSharpeLike": 0.4394193022206893,
      "avgForwardReturns": {
        "1": 0.0031268882543629218,
        "5": 0.01925399496591844,
        "10": 0.030015841843943607
      },
      "shadowMaxDrawdown": -0.1902439183800133,
      "shadowTotalReturn": 0.07647800029316154,
      "avgForwardReturn1D": 0.0031268882543629218,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-29",
        "2026-04-30",
        "2026-05-01",
        "2026-05-04",
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12"
      ],
      "horizonObservationCounts": {
        "1": 29,
        "5": 27,
        "10": 23
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 2,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.5294117647058824,
        "5": 0.625,
        "10": 0.6666666666666666
      },
      "hitRate1D": 0.5294117647058824,
      "comboQuality": 0.21932212373695847,
      "eligibleDays": 352,
      "fitnessScore": 0.07068336226309418,
      "lookbackDays": 14,
      "returnLift1D": 0.0004818927911903717,
      "hitRateLift1D": 0.009931245225362928,
      "activationRate": 0.05113636363636364,
      "activationCount": 18,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.9495535917055604,
      "shadowSharpeLike": 0.22774406997130234,
      "avgForwardReturns": {
        "1": 0.00259789711321766,
        "5": 0.018427831597823054,
        "10": 0.007710784246424803
      },
      "shadowMaxDrawdown": -0.1563703397328302,
      "shadowTotalReturn": 0.02969041221768154,
      "avgForwardReturn1D": 0.00259789711321766,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15",
        "2026-05-18",
        "2026-05-19"
      ],
      "horizonObservationCounts": {
        "1": 17,
        "5": 16,
        "10": 15
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 5,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.53125,
        "5": 0.5862068965517241,
        "10": 0.7083333333333334
      },
      "hitRate1D": 0.53125,
      "comboQuality": 0.2138202537361504,
      "eligibleDays": 352,
      "fitnessScore": 0.06354906053670922,
      "lookbackDays": 14,
      "returnLift1D": -0.0005905101574759622,
      "hitRateLift1D": 0.011769480519480569,
      "activationRate": 0.09375,
      "activationCount": 33,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.9717171717171718,
      "shadowSharpeLike": 0.21687235072127223,
      "avgForwardReturns": {
        "1": 0.0015254941645513262,
        "5": 0.018644808059253355,
        "10": 0.0344427354043731
      },
      "shadowMaxDrawdown": -0.1908281852841467,
      "shadowTotalReturn": 0.030231026018042728,
      "avgForwardReturn1D": 0.0015254941645513262,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-22",
        "2026-04-29",
        "2026-04-30",
        "2026-05-01",
        "2026-05-04",
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11"
      ],
      "horizonObservationCounts": {
        "1": 32,
        "5": 29,
        "10": 24
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 2,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.5,
        "5": 0.125,
        "10": 0.16666666666666666
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.1689190418389745,
      "eligibleDays": 339,
      "fitnessScore": -0.0005276840810656861,
      "lookbackDays": 21,
      "returnLift1D": 0.00023339418298592594,
      "hitRateLift1D": -0.01948051948051943,
      "activationRate": 0.02359882005899705,
      "activationCount": 8,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.7811838759518551,
      "shadowSharpeLike": 0.11828372307781476,
      "avgForwardReturns": {
        "1": 0.0023493985050132143,
        "5": -0.05292230725118521,
        "10": -0.10678650075571344
      },
      "shadowMaxDrawdown": -0.12992755276668566,
      "shadowTotalReturn": 0.009628815393841084,
      "avgForwardReturn1D": 0.0023493985050132143,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-19",
        "2026-05-20",
        "2026-05-21",
        "2026-05-22",
        "2026-05-26",
        "2026-05-27",
        "2026-05-28",
        "2026-05-29"
      ],
      "horizonObservationCounts": {
        "1": 8,
        "5": 8,
        "10": 6
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 3,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.5,
        "5": 0.6086956521739131,
        "10": 0.65
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.15649179146819514,
      "eligibleDays": 352,
      "fitnessScore": -0.020604536616645616,
      "lookbackDays": 14,
      "returnLift1D": -0.0009339303727063414,
      "hitRateLift1D": -0.01948051948051943,
      "activationRate": 0.07102272727272728,
      "activationCount": 25,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.9786666666666667,
      "shadowSharpeLike": 0.12567505028007575,
      "avgForwardReturns": {
        "1": 0.001182073949320947,
        "5": 0.01652226472743965,
        "10": 0.022249379192438183
      },
      "shadowMaxDrawdown": -0.19233380804310007,
      "shadowTotalReturn": 0.011280037207398674,
      "avgForwardReturn1D": 0.001182073949320947,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-30",
        "2026-05-01",
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14"
      ],
      "horizonObservationCounts": {
        "1": 24,
        "5": 23,
        "10": 20
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 3,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.48,
        "5": 0.5416666666666666,
        "10": 0.625
      },
      "hitRate1D": 0.48,
      "comboQuality": 0.14535371850019815,
      "eligibleDays": 330,
      "fitnessScore": -0.039733842901559034,
      "lookbackDays": 30,
      "returnLift1D": -0.0011749638287137365,
      "hitRateLift1D": -0.03948051948051945,
      "activationRate": 0.07878787878787878,
      "activationCount": 26,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.9871794871794872,
      "shadowSharpeLike": 0.13089736601911015,
      "avgForwardReturns": {
        "1": 0.0009410404933135519,
        "5": 0.006643531046813399,
        "10": 0.01617922901713613
      },
      "shadowMaxDrawdown": -0.17313177410154035,
      "shadowTotalReturn": 0.011530362772139036,
      "avgForwardReturn1D": 0.0009410404933135519,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15",
        "2026-05-18"
      ],
      "horizonObservationCounts": {
        "1": 25,
        "5": 24,
        "10": 24
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 4,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.48,
        "5": 0.5416666666666666,
        "10": 0.625
      },
      "hitRate1D": 0.48,
      "comboQuality": 0.14535371850019815,
      "eligibleDays": 330,
      "fitnessScore": -0.039733842901559034,
      "lookbackDays": 30,
      "returnLift1D": -0.0011749638287137365,
      "hitRateLift1D": -0.03948051948051945,
      "activationRate": 0.07878787878787878,
      "activationCount": 26,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.9871794871794872,
      "shadowSharpeLike": 0.13089736601911015,
      "avgForwardReturns": {
        "1": 0.0009410404933135519,
        "5": 0.006643531046813399,
        "10": 0.01617922901713613
      },
      "shadowMaxDrawdown": -0.17313177410154035,
      "shadowTotalReturn": 0.011530362772139036,
      "avgForwardReturn1D": 0.0009410404933135519,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15",
        "2026-05-18"
      ],
      "horizonObservationCounts": {
        "1": 25,
        "5": 24,
        "10": 24
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 5,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.48,
        "5": 0.5416666666666666,
        "10": 0.625
      },
      "hitRate1D": 0.48,
      "comboQuality": 0.14535371850019815,
      "eligibleDays": 330,
      "fitnessScore": -0.039733842901559034,
      "lookbackDays": 30,
      "returnLift1D": -0.0011749638287137365,
      "hitRateLift1D": -0.03948051948051945,
      "activationRate": 0.07878787878787878,
      "activationCount": 26,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.9871794871794872,
      "shadowSharpeLike": 0.13089736601911015,
      "avgForwardReturns": {
        "1": 0.0009410404933135519,
        "5": 0.006643531046813399,
        "10": 0.01617922901713613
      },
      "shadowMaxDrawdown": -0.17313177410154035,
      "shadowTotalReturn": 0.011530362772139036,
      "avgForwardReturn1D": 0.0009410404933135519,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15",
        "2026-05-18"
      ],
      "horizonObservationCounts": {
        "1": 25,
        "5": 24,
        "10": 24
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 4,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.4782608695652174,
        "5": 0.5,
        "10": 0.65
      },
      "hitRate1D": 0.4782608695652174,
      "comboQuality": 0.12405880172081211,
      "eligibleDays": 339,
      "fitnessScore": -0.07999952661626179,
      "lookbackDays": 21,
      "returnLift1D": -0.0016045673592189839,
      "hitRateLift1D": -0.041219649915302026,
      "activationRate": 0.06784660766961652,
      "activationCount": 23,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.9884057971014494,
      "shadowSharpeLike": 0.04927572127959522,
      "avgForwardReturns": {
        "1": 0.0005114369628083044,
        "5": 0.004517481362464937,
        "10": 0.01603273673795445
      },
      "shadowMaxDrawdown": -0.18614751045724653,
      "shadowTotalReturn": -0.002758731769299194,
      "avgForwardReturn1D": 0.0005114369628083044,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-01",
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15"
      ],
      "horizonObservationCounts": {
        "1": 23,
        "5": 22,
        "10": 20
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 3,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.45454545454545453,
        "5": 0.47619047619047616,
        "10": 0.631578947368421
      },
      "hitRate1D": 0.45454545454545453,
      "comboQuality": 0.10301304216981921,
      "eligibleDays": 339,
      "fitnessScore": -0.12612085817248375,
      "lookbackDays": 21,
      "returnLift1D": -0.001882787364627613,
      "hitRateLift1D": -0.0649350649350649,
      "activationRate": 0.06489675516224189,
      "activationCount": 22,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.9878787878787879,
      "shadowSharpeLike": 0.01761888468976057,
      "avgForwardReturns": {
        "1": 0.00023321695739967542,
        "5": 0.0004163557074438791,
        "10": 0.011679342010940692
      },
      "shadowMaxDrawdown": -0.18614751045724653,
      "shadowTotalReturn": -0.008340989523056175,
      "avgForwardReturn1D": 0.00023321695739967542,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15",
        "2026-05-18"
      ],
      "horizonObservationCounts": {
        "1": 22,
        "5": 21,
        "10": 19
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 5,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.4583333333333333,
        "5": 0.5,
        "10": 0.65
      },
      "hitRate1D": 0.4583333333333333,
      "comboQuality": 0.09908131320037526,
      "eligibleDays": 339,
      "fitnessScore": -0.1356443124142002,
      "lookbackDays": 21,
      "returnLift1D": -0.002166831423085199,
      "hitRateLift1D": -0.06114718614718612,
      "activationRate": 0.07374631268436578,
      "activationCount": 25,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.976,
      "shadowSharpeLike": -0.02923846327492685,
      "avgForwardReturns": {
        "1": -0.0000508271010579107,
        "5": 0.004517481362464937,
        "10": 0.01603273673795445
      },
      "shadowMaxDrawdown": -0.19752204235105664,
      "shadowTotalReturn": -0.01669633441481866,
      "avgForwardReturn1D": -0.0000508271010579107,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-01",
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15"
      ],
      "horizonObservationCounts": {
        "1": 24,
        "5": 22,
        "10": 20
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 2,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.0837850328561501,
      "eligibleDays": 315,
      "fitnessScore": -0.1762392589141813,
      "lookbackDays": 45,
      "returnLift1D": -0.0021160043220272884,
      "hitRateLift1D": -0.5194805194805194,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 2,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.0837850328561501,
      "eligibleDays": 297,
      "fitnessScore": -0.1762392589141813,
      "lookbackDays": 63,
      "returnLift1D": -0.0021160043220272884,
      "hitRateLift1D": -0.5194805194805194,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 3,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.0837850328561501,
      "eligibleDays": 297,
      "fitnessScore": -0.1762392589141813,
      "lookbackDays": 63,
      "returnLift1D": -0.0021160043220272884,
      "hitRateLift1D": -0.5194805194805194,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 4,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.0837850328561501,
      "eligibleDays": 297,
      "fitnessScore": -0.1762392589141813,
      "lookbackDays": 63,
      "returnLift1D": -0.0021160043220272884,
      "hitRateLift1D": -0.5194805194805194,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 5,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.0837850328561501,
      "eligibleDays": 297,
      "fitnessScore": -0.1762392589141813,
      "lookbackDays": 63,
      "returnLift1D": -0.0021160043220272884,
      "hitRateLift1D": -0.5194805194805194,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 2,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.5,
        "5": 0.16666666666666666,
        "10": 0.16666666666666666
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.07250260587991673,
      "eligibleDays": 330,
      "fitnessScore": -0.21075084571388408,
      "lookbackDays": 30,
      "returnLift1D": -0.010147189053613734,
      "hitRateLift1D": -0.01948051948051943,
      "activationRate": 0.01818181818181818,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.7512474066278414,
      "shadowSharpeLike": -0.507147048788362,
      "avgForwardReturns": {
        "1": -0.008031184731586446,
        "5": -0.05749504525053669,
        "10": -0.10373315868807641
      },
      "shadowMaxDrawdown": -0.1072553493646825,
      "shadowTotalReturn": -0.05255665648399277,
      "avgForwardReturn1D": -0.008031184731586446,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-20",
        "2026-05-21",
        "2026-05-22",
        "2026-05-26",
        "2026-05-27",
        "2026-06-08"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 6,
        "10": 6
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 3,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.3,
        "5": 0.3333333333333333,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.3,
      "comboQuality": 0.010090077511850865,
      "eligibleDays": 315,
      "fitnessScore": -0.6589335157485424,
      "lookbackDays": 45,
      "returnLift1D": -0.015460155912542262,
      "hitRateLift1D": -0.21948051948051944,
      "activationRate": 0.03492063492063492,
      "activationCount": 11,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.8275878864872313,
      "shadowSharpeLike": -1.7198235037048462,
      "avgForwardReturns": {
        "1": -0.013344151590514974,
        "5": -0.02351082342237211,
        "10": 0.0036927504079891215
      },
      "shadowMaxDrawdown": -0.13144930784695552,
      "shadowTotalReturn": -0.1279906844629558,
      "avgForwardReturn1D": -0.013344151590514974,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-27",
        "2026-05-28",
        "2026-05-29",
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09"
      ],
      "horizonObservationCounts": {
        "1": 10,
        "5": 9,
        "10": 9
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 4,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.3,
        "5": 0.3333333333333333,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.3,
      "comboQuality": 0.010090077511850865,
      "eligibleDays": 315,
      "fitnessScore": -0.6589335157485424,
      "lookbackDays": 45,
      "returnLift1D": -0.015460155912542262,
      "hitRateLift1D": -0.21948051948051944,
      "activationRate": 0.03492063492063492,
      "activationCount": 11,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.8275878864872313,
      "shadowSharpeLike": -1.7198235037048462,
      "avgForwardReturns": {
        "1": -0.013344151590514974,
        "5": -0.02351082342237211,
        "10": 0.0036927504079891215
      },
      "shadowMaxDrawdown": -0.13144930784695552,
      "shadowTotalReturn": -0.1279906844629558,
      "avgForwardReturn1D": -0.013344151590514974,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-27",
        "2026-05-28",
        "2026-05-29",
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09"
      ],
      "horizonObservationCounts": {
        "1": 10,
        "5": 9,
        "10": 9
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    },
    {
      "topN": 5,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.3,
        "5": 0.3333333333333333,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.3,
      "comboQuality": 0.010090077511850865,
      "eligibleDays": 315,
      "fitnessScore": -0.6589335157485424,
      "lookbackDays": 45,
      "returnLift1D": -0.015460155912542262,
      "hitRateLift1D": -0.21948051948051944,
      "activationRate": 0.03492063492063492,
      "activationCount": 11,
      "baselineHitRates": {
        "1": 0.5194805194805194,
        "5": 0.625,
        "10": 0.746268656716418
      },
      "sampleConfidence": 0.8275878864872313,
      "shadowSharpeLike": -1.7198235037048462,
      "avgForwardReturns": {
        "1": -0.013344151590514974,
        "5": -0.02351082342237211,
        "10": 0.0036927504079891215
      },
      "shadowMaxDrawdown": -0.13144930784695552,
      "shadowTotalReturn": -0.1279906844629558,
      "avgForwardReturn1D": -0.013344151590514974,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-27",
        "2026-05-28",
        "2026-05-29",
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09"
      ],
      "horizonObservationCounts": {
        "1": 10,
        "5": 9,
        "10": 9
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021160043220272884,
        "5": 0.01668879777754817,
        "10": 0.034653486158415084
      }
    }
  ],
  "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": 0.31028173571334194,
      "fitnessScore": 0.17426345177070987,
      "lookbackDays": 14,
      "returnLift1D": 0.0010108839323356334,
      "activationRate": 0.08522727272727272,
      "activationCount": 30,
      "sampleConfidence": 0.9755555555555556,
      "shadowTotalReturn": 0.07647800029316154,
      "avgForwardReturn1D": 0.0031268882543629218
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.1689190418389745,
      "fitnessScore": -0.0005276840810656861,
      "lookbackDays": 21,
      "returnLift1D": 0.00023339418298592594,
      "activationRate": 0.02359882005899705,
      "activationCount": 8,
      "sampleConfidence": 0.7811838759518551,
      "shadowTotalReturn": 0.009628815393841084,
      "avgForwardReturn1D": 0.0023493985050132143
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.14535371850019815,
      "fitnessScore": -0.039733842901559034,
      "lookbackDays": 30,
      "returnLift1D": -0.0011749638287137365,
      "activationRate": 0.07878787878787878,
      "activationCount": 26,
      "sampleConfidence": 0.9871794871794872,
      "shadowTotalReturn": 0.011530362772139036,
      "avgForwardReturn1D": 0.0009410404933135519
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.0837850328561501,
      "fitnessScore": -0.1762392589141813,
      "lookbackDays": 45,
      "returnLift1D": -0.0021160043220272884,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.0837850328561501,
      "fitnessScore": -0.1762392589141813,
      "lookbackDays": 63,
      "returnLift1D": -0.0021160043220272884,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "40540fb844f43c3cdd9c2bc6172a3c3cc4846b5305a8ed8512d0269c0eee9475",
    "size": 13,
    "members": [
      "CMBT",
      "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",
      "CMBT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "CMBT",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "CMBT",
    "hitRates": {
      "1": 0.49019607843137253,
      "5": 0.5838926174496645,
      "10": 0.6527777777777778
    },
    "hitRate1D": 0.49019607843137253,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.8298726554007725,
    "eligibleDays": 326,
    "fitnessScore": 0.6986395042434084,
    "lookbackDays": 63,
    "returnLift1D": 0.0004762950261531871,
    "hitRateLift1D": -0.0282088295440876,
    "portfolioSize": 3,
    "activationRate": 0.46932515337423314,
    "activationCount": 153,
    "baselineHitRates": {
      "1": 0.5184049079754601,
      "5": 0.5527950310559007,
      "10": 0.6056782334384858
    },
    "sampleConfidence": 0.9943355119825709,
    "shadowSharpeLike": 1.0958700177689171,
    "avgForwardReturns": {
      "1": 0.002805190475611575,
      "5": 0.014487237988785874,
      "10": 0.027261105845230463
    },
    "shadowMaxDrawdown": -0.1958137113804097,
    "shadowTotalReturn": 0.4406780320939958,
    "avgForwardReturn1D": 0.002805190475611575,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-06-04",
      "2025-11-11",
      "2025-11-12",
      "2025-11-13",
      "2025-11-14",
      "2025-11-17",
      "2025-11-18",
      "2025-11-19",
      "2025-11-20",
      "2025-11-21"
    ],
    "horizonObservationCounts": {
      "1": 153,
      "5": 149,
      "10": 144
    },
    "baselineAvgForwardReturns": {
      "1": 0.0023288954494583877,
      "5": 0.012105981723686737,
      "10": 0.023773432472670993
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8298726554007725,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.12656711750364616,
    "bestRawFitnessScore": 0.6986395042434084,
    "upperQuartileComboQuality": 0.2166572667862441
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2964865460183952,
    "rawScore": 0.3139873794788863,
    "confidence": 0.8885252427053811,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
    },
    "profileBreadth": 0.14975219239567666,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.4235765873537545,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.49019607843137253,
        "5": 0.5838926174496645,
        "10": 0.6527777777777778
      },
      "hitRate1D": 0.49019607843137253,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.8298726554007725,
      "eligibleDays": 326,
      "fitnessScore": 0.6986395042434084,
      "lookbackDays": 63,
      "returnLift1D": 0.0004762950261531871,
      "hitRateLift1D": -0.0282088295440876,
      "portfolioSize": 3,
      "activationRate": 0.46932515337423314,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.5527950310559007,
        "10": 0.6056782334384858
      },
      "sampleConfidence": 0.9943355119825709,
      "shadowSharpeLike": 1.0958700177689171,
      "avgForwardReturns": {
        "1": 0.002805190475611575,
        "5": 0.014487237988785874,
        "10": 0.027261105845230463
      },
      "shadowMaxDrawdown": -0.1958137113804097,
      "shadowTotalReturn": 0.4406780320939958,
      "avgForwardReturn1D": 0.002805190475611575,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-04",
        "2025-11-11",
        "2025-11-12",
        "2025-11-13",
        "2025-11-14",
        "2025-11-17",
        "2025-11-18",
        "2025-11-19",
        "2025-11-20",
        "2025-11-21"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 149,
        "10": 144
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023288954494583877,
        "5": 0.012105981723686737,
        "10": 0.023773432472670993
      }
    },
    {
      "topN": 4,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.48484848484848486,
        "5": 0.577639751552795,
        "10": 0.6410256410256411
      },
      "hitRate1D": 0.48484848484848486,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.7815812707027064,
      "eligibleDays": 326,
      "fitnessScore": 0.6304791309378659,
      "lookbackDays": 63,
      "returnLift1D": 0.00005103495080014493,
      "hitRateLift1D": -0.033556423126975266,
      "portfolioSize": 4,
      "activationRate": 0.5061349693251533,
      "activationCount": 165,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.5527950310559007,
        "10": 0.6056782334384858
      },
      "sampleConfidence": 0.9947474747474748,
      "shadowSharpeLike": 0.9531826076681906,
      "avgForwardReturns": {
        "1": 0.0023799304002585326,
        "5": 0.013061593296369614,
        "10": 0.02570328766756383
      },
      "shadowMaxDrawdown": -0.1958137113804097,
      "shadowTotalReturn": 0.37822668728687714,
      "avgForwardReturn1D": 0.0023799304002585326,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-30",
        "2025-06-04",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-07-14",
        "2025-09-29",
        "2025-11-10",
        "2025-11-11",
        "2025-11-12"
      ],
      "horizonObservationCounts": {
        "1": 165,
        "5": 161,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023288954494583877,
        "5": 0.012105981723686737,
        "10": 0.023773432472670993
      }
    },
    {
      "topN": 5,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.48484848484848486,
        "5": 0.577639751552795,
        "10": 0.6410256410256411
      },
      "hitRate1D": 0.48484848484848486,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.7815812707027064,
      "eligibleDays": 326,
      "fitnessScore": 0.6304791309378659,
      "lookbackDays": 63,
      "returnLift1D": 0.00005103495080014493,
      "hitRateLift1D": -0.033556423126975266,
      "portfolioSize": 5,
      "activationRate": 0.5061349693251533,
      "activationCount": 165,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.5527950310559007,
        "10": 0.6056782334384858
      },
      "sampleConfidence": 0.9947474747474748,
      "shadowSharpeLike": 0.9531826076681906,
      "avgForwardReturns": {
        "1": 0.0023799304002585326,
        "5": 0.013061593296369614,
        "10": 0.02570328766756383
      },
      "shadowMaxDrawdown": -0.1958137113804097,
      "shadowTotalReturn": 0.37822668728687714,
      "avgForwardReturn1D": 0.0023799304002585326,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-30",
        "2025-06-04",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-07-14",
        "2025-09-29",
        "2025-11-10",
        "2025-11-11",
        "2025-11-12"
      ],
      "horizonObservationCounts": {
        "1": 165,
        "5": 161,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023288954494583877,
        "5": 0.012105981723686737,
        "10": 0.023773432472670993
      }
    },
    {
      "topN": 2,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.49473684210526314,
        "5": 0.5824175824175825,
        "10": 0.6627906976744186
      },
      "hitRate1D": 0.49473684210526314,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.5132455183059648,
      "eligibleDays": 326,
      "fitnessScore": 0.3616587839009248,
      "lookbackDays": 63,
      "returnLift1D": 0.00020162153060316115,
      "hitRateLift1D": -0.023668065870196986,
      "portfolioSize": 2,
      "activationRate": 0.29141104294478526,
      "activationCount": 95,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.5527950310559007,
        "10": 0.6056782334384858
      },
      "sampleConfidence": 0.9908771929824562,
      "shadowSharpeLike": 0.8047644994364671,
      "avgForwardReturns": {
        "1": 0.002530516980061549,
        "5": 0.01132906536406606,
        "10": 0.021696196992940932
      },
      "shadowMaxDrawdown": -0.19581371138040982,
      "shadowTotalReturn": 0.22143873806786218,
      "avgForwardReturn1D": 0.002530516980061549,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-04",
        "2025-11-12",
        "2025-11-13",
        "2025-11-14",
        "2025-11-17",
        "2025-11-18",
        "2025-11-19",
        "2025-11-20",
        "2025-11-21",
        "2025-11-24"
      ],
      "horizonObservationCounts": {
        "1": 95,
        "5": 91,
        "10": 86
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023288954494583877,
        "5": 0.012105981723686737,
        "10": 0.023773432472670993
      }
    },
    {
      "topN": 4,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.4675324675324675,
        "5": 0.5,
        "10": 0.527027027027027
      },
      "hitRate1D": 0.4675324675324675,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.2166572667862441,
      "eligibleDays": 375,
      "fitnessScore": 0.06724420161373516,
      "lookbackDays": 14,
      "returnLift1D": -0.0009372994184810008,
      "hitRateLift1D": -0.03913419913419919,
      "portfolioSize": 4,
      "activationRate": 0.4106666666666667,
      "activationCount": 154,
      "baselineHitRates": {
        "1": 0.5066666666666667,
        "5": 0.5256064690026954,
        "10": 0.5628415300546448
      },
      "sampleConfidence": 0.9956709956709957,
      "shadowSharpeLike": 0.1390159536541274,
      "avgForwardReturns": {
        "1": 0.0005129254585864296,
        "5": 0.001757541369217989,
        "10": 0.0022589283009300117
      },
      "shadowMaxDrawdown": -0.2544440019426588,
      "shadowTotalReturn": -0.0011406416551402732,
      "avgForwardReturn1D": 0.0005129254585864296,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 150,
        "10": 148
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014502248770674304,
        "5": 0.00708438741371082,
        "10": 0.014181855163585675
      }
    },
    {
      "topN": 5,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.4675324675324675,
        "5": 0.5,
        "10": 0.527027027027027
      },
      "hitRate1D": 0.4675324675324675,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.2166572667862441,
      "eligibleDays": 375,
      "fitnessScore": 0.06724420161373516,
      "lookbackDays": 14,
      "returnLift1D": -0.0009372994184810008,
      "hitRateLift1D": -0.03913419913419919,
      "portfolioSize": 5,
      "activationRate": 0.4106666666666667,
      "activationCount": 154,
      "baselineHitRates": {
        "1": 0.5066666666666667,
        "5": 0.5256064690026954,
        "10": 0.5628415300546448
      },
      "sampleConfidence": 0.9956709956709957,
      "shadowSharpeLike": 0.1390159536541274,
      "avgForwardReturns": {
        "1": 0.0005129254585864296,
        "5": 0.001757541369217989,
        "10": 0.0022589283009300117
      },
      "shadowMaxDrawdown": -0.2544440019426588,
      "shadowTotalReturn": -0.0011406416551402732,
      "avgForwardReturn1D": 0.0005129254585864296,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 150,
        "10": 148
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014502248770674304,
        "5": 0.00708438741371082,
        "10": 0.014181855163585675
      }
    },
    {
      "topN": 3,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.45985401459854014,
        "5": 0.5333333333333333,
        "10": 0.5555555555555556
      },
      "hitRate1D": 0.45985401459854014,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.16784972782990665,
      "eligibleDays": 359,
      "fitnessScore": -0.0022076664005584276,
      "lookbackDays": 30,
      "returnLift1D": -0.0015688405538876642,
      "hitRateLift1D": -0.04989528902262974,
      "portfolioSize": 3,
      "activationRate": 0.3816155988857939,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.5097493036211699,
        "5": 0.5352112676056338,
        "10": 0.58
      },
      "sampleConfidence": 0.9980535279805354,
      "shadowSharpeLike": 0.026354560934893728,
      "avgForwardReturns": {
        "1": 0.00019761355074918022,
        "5": 0.005534708958526662,
        "10": 0.011435470106507315
      },
      "shadowMaxDrawdown": -0.23911155091294156,
      "shadowTotalReturn": -0.03555203245578675,
      "avgForwardReturn1D": 0.00019761355074918022,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-28",
        "2025-05-05",
        "2025-05-06",
        "2025-07-07",
        "2025-07-08"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 135,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017664541046368445,
        "5": 0.008497980737872897,
        "10": 0.01800736789974092
      }
    },
    {
      "topN": 4,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.43558282208588955,
        "5": 0.48427672955974843,
        "10": 0.5194805194805194
      },
      "hitRate1D": 0.43558282208588955,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.1599461827400993,
      "eligibleDays": 344,
      "fitnessScore": -0.014898282578099773,
      "lookbackDays": 45,
      "returnLift1D": -0.0020945923755425057,
      "hitRateLift1D": -0.08185903837922676,
      "portfolioSize": 4,
      "activationRate": 0.4738372093023256,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.5174418604651163,
        "5": 0.5441176470588235,
        "10": 0.5880597014925373
      },
      "sampleConfidence": 0.9946830265848672,
      "shadowSharpeLike": -0.010704858885167716,
      "avgForwardReturns": {
        "1": 0.00007548132302732943,
        "5": 0.004257374093726426,
        "10": 0.011790344138541704
      },
      "shadowMaxDrawdown": -0.23115030913734147,
      "shadowTotalReturn": -0.0580862648588476,
      "avgForwardReturn1D": 0.00007548132302732943,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-06-10",
        "2025-06-12",
        "2025-06-13"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 159,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.002170073698569835,
        "5": 0.010434734794202477,
        "10": 0.020019515076504155
      }
    },
    {
      "topN": 5,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.43558282208588955,
        "5": 0.48427672955974843,
        "10": 0.5194805194805194
      },
      "hitRate1D": 0.43558282208588955,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.1599461827400993,
      "eligibleDays": 344,
      "fitnessScore": -0.014898282578099773,
      "lookbackDays": 45,
      "returnLift1D": -0.0020945923755425057,
      "hitRateLift1D": -0.08185903837922676,
      "portfolioSize": 5,
      "activationRate": 0.4738372093023256,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.5174418604651163,
        "5": 0.5441176470588235,
        "10": 0.5880597014925373
      },
      "sampleConfidence": 0.9946830265848672,
      "shadowSharpeLike": -0.010704858885167716,
      "avgForwardReturns": {
        "1": 0.00007548132302732943,
        "5": 0.004257374093726426,
        "10": 0.011790344138541704
      },
      "shadowMaxDrawdown": -0.23115030913734147,
      "shadowTotalReturn": -0.0580862648588476,
      "avgForwardReturn1D": 0.00007548132302732943,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-06-10",
        "2025-06-12",
        "2025-06-13"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 159,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.002170073698569835,
        "5": 0.010434734794202477,
        "10": 0.020019515076504155
      }
    },
    {
      "topN": 3,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.46206896551724136,
        "5": 0.49645390070921985,
        "10": 0.5107913669064749
      },
      "hitRate1D": 0.46206896551724136,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.13291717607130132,
      "eligibleDays": 375,
      "fitnessScore": -0.06258982679474415,
      "lookbackDays": 14,
      "returnLift1D": -0.0014830834490356898,
      "hitRateLift1D": -0.04459770114942535,
      "portfolioSize": 3,
      "activationRate": 0.38666666666666666,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.5066666666666667,
        "5": 0.5256064690026954,
        "10": 0.5628415300546448
      },
      "sampleConfidence": 0.9954022988505747,
      "shadowSharpeLike": -0.06447730896354421,
      "avgForwardReturns": {
        "1": -0.000032858571968259325,
        "5": 0.0015403107424354868,
        "10": 0.0021334585152743414
      },
      "shadowMaxDrawdown": -0.275378472345585,
      "shadowTotalReturn": -0.07820856901459439,
      "avgForwardReturn1D": -0.000032858571968259325,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 141,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014502248770674304,
        "5": 0.00708438741371082,
        "10": 0.014181855163585675
      }
    },
    {
      "topN": 4,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.4551282051282051,
        "5": 0.5228758169934641,
        "10": 0.5533333333333333
      },
      "hitRate1D": 0.4551282051282051,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.12021705893599101,
      "eligibleDays": 359,
      "fitnessScore": -0.08788278289132613,
      "lookbackDays": 30,
      "returnLift1D": -0.0019576618236639524,
      "hitRateLift1D": -0.05462109849296476,
      "portfolioSize": 4,
      "activationRate": 0.43454038997214484,
      "activationCount": 156,
      "baselineHitRates": {
        "1": 0.5097493036211699,
        "5": 0.5352112676056338,
        "10": 0.58
      },
      "sampleConfidence": 0.9961538461538462,
      "shadowSharpeLike": -0.13604683326573278,
      "avgForwardReturns": {
        "1": -0.00019120771902710802,
        "5": 0.004791111604503965,
        "10": 0.0127472923200605
      },
      "shadowMaxDrawdown": -0.3067338936010774,
      "shadowTotalReturn": -0.09585021420908946,
      "avgForwardReturn1D": -0.00019120771902710802,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-28",
        "2025-05-05",
        "2025-05-06",
        "2025-07-07"
      ],
      "horizonObservationCounts": {
        "1": 156,
        "5": 153,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017664541046368445,
        "5": 0.008497980737872897,
        "10": 0.01800736789974092
      }
    },
    {
      "topN": 5,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.4551282051282051,
        "5": 0.5228758169934641,
        "10": 0.5533333333333333
      },
      "hitRate1D": 0.4551282051282051,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.12021705893599101,
      "eligibleDays": 359,
      "fitnessScore": -0.08788278289132613,
      "lookbackDays": 30,
      "returnLift1D": -0.0019576618236639524,
      "hitRateLift1D": -0.05462109849296476,
      "portfolioSize": 5,
      "activationRate": 0.43454038997214484,
      "activationCount": 156,
      "baselineHitRates": {
        "1": 0.5097493036211699,
        "5": 0.5352112676056338,
        "10": 0.58
      },
      "sampleConfidence": 0.9961538461538462,
      "shadowSharpeLike": -0.13604683326573278,
      "avgForwardReturns": {
        "1": -0.00019120771902710802,
        "5": 0.004791111604503965,
        "10": 0.0127472923200605
      },
      "shadowMaxDrawdown": -0.3067338936010774,
      "shadowTotalReturn": -0.09585021420908946,
      "avgForwardReturn1D": -0.00019120771902710802,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-28",
        "2025-05-05",
        "2025-05-06",
        "2025-07-07"
      ],
      "horizonObservationCounts": {
        "1": 156,
        "5": 153,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017664541046368445,
        "5": 0.008497980737872897,
        "10": 0.01800736789974092
      }
    },
    {
      "topN": 4,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.43790849673202614,
        "5": 0.46710526315789475,
        "10": 0.4866666666666667
      },
      "hitRate1D": 0.43790849673202614,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.09327573512074405,
      "eligibleDays": 368,
      "fitnessScore": -0.15034124706475663,
      "lookbackDays": 21,
      "returnLift1D": -0.0018851023863709453,
      "hitRateLift1D": -0.06752628587666953,
      "portfolioSize": 4,
      "activationRate": 0.4157608695652174,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.5054347826086957,
        "5": 0.5247252747252747,
        "10": 0.5654596100278552
      },
      "sampleConfidence": 0.9982570806100218,
      "shadowSharpeLike": -0.19592618282253374,
      "avgForwardReturns": {
        "1": -0.00037051951474512834,
        "5": -0.0013127407834448012,
        "10": 0.0015614739784949197
      },
      "shadowMaxDrawdown": -0.2825616840072692,
      "shadowTotalReturn": -0.1288762923829475,
      "avgForwardReturn1D": -0.00037051951474512834,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-02-06",
        "2025-03-20",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 152,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015145828716258169,
        "5": 0.007133767136483573,
        "10": 0.014935917770108602
      }
    },
    {
      "topN": 5,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.43790849673202614,
        "5": 0.46710526315789475,
        "10": 0.4866666666666667
      },
      "hitRate1D": 0.43790849673202614,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.09327573512074405,
      "eligibleDays": 368,
      "fitnessScore": -0.15034124706475663,
      "lookbackDays": 21,
      "returnLift1D": -0.0018851023863709453,
      "hitRateLift1D": -0.06752628587666953,
      "portfolioSize": 5,
      "activationRate": 0.4157608695652174,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.5054347826086957,
        "5": 0.5247252747252747,
        "10": 0.5654596100278552
      },
      "sampleConfidence": 0.9982570806100218,
      "shadowSharpeLike": -0.19592618282253374,
      "avgForwardReturns": {
        "1": -0.00037051951474512834,
        "5": -0.0013127407834448012,
        "10": 0.0015614739784949197
      },
      "shadowMaxDrawdown": -0.2825616840072692,
      "shadowTotalReturn": -0.1288762923829475,
      "avgForwardReturn1D": -0.00037051951474512834,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-02-06",
        "2025-03-20",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 152,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015145828716258169,
        "5": 0.007133767136483573,
        "10": 0.014935917770108602
      }
    },
    {
      "topN": 2,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.43548387096774194,
        "5": 0.49166666666666664,
        "10": 0.5084745762711864
      },
      "hitRate1D": 0.43548387096774194,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.07717113166099533,
      "eligibleDays": 375,
      "fitnessScore": -0.19591204015643035,
      "lookbackDays": 14,
      "returnLift1D": -0.0021205352835527713,
      "hitRateLift1D": -0.07118279569892477,
      "portfolioSize": 2,
      "activationRate": 0.33066666666666666,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5066666666666667,
        "5": 0.5256064690026954,
        "10": 0.5628415300546448
      },
      "sampleConfidence": 0.9946236559139785,
      "shadowSharpeLike": -0.27441719453518476,
      "avgForwardReturns": {
        "1": -0.0006703104064853411,
        "5": -0.0023216939647759337,
        "10": -0.002572556740385173
      },
      "shadowMaxDrawdown": -0.22482269740370164,
      "shadowTotalReturn": -0.14180802095405132,
      "avgForwardReturn1D": -0.0006703104064853411,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 120,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014502248770674304,
        "5": 0.00708438741371082,
        "10": 0.014181855163585675
      }
    },
    {
      "topN": 3,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.4148148148148148,
        "5": 0.45925925925925926,
        "10": 0.4666666666666667
      },
      "hitRate1D": 0.4148148148148148,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.05993927486829668,
      "eligibleDays": 368,
      "fitnessScore": -0.2555747522422611,
      "lookbackDays": 21,
      "returnLift1D": -0.0023599287077250746,
      "hitRateLift1D": -0.09061996779388087,
      "portfolioSize": 3,
      "activationRate": 0.36684782608695654,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5054347826086957,
        "5": 0.5247252747252747,
        "10": 0.5654596100278552
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.3403097170017532,
      "avgForwardReturns": {
        "1": -0.0008453458360992579,
        "5": -0.00292824160898805,
        "10": -0.001562276364015591
      },
      "shadowMaxDrawdown": -0.26132657427822303,
      "shadowTotalReturn": -0.16721759462164132,
      "avgForwardReturn1D": -0.0008453458360992579,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-03-20",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 135,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015145828716258169,
        "5": 0.007133767136483573,
        "10": 0.014935917770108602
      }
    },
    {
      "topN": 2,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.42,
        "5": 0.42,
        "10": 0.41
      },
      "hitRate1D": 0.42,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.052324351674169906,
      "eligibleDays": 368,
      "fitnessScore": -0.2872410929948453,
      "lookbackDays": 21,
      "returnLift1D": -0.002617909268151073,
      "hitRateLift1D": -0.08543478260869569,
      "portfolioSize": 2,
      "activationRate": 0.2717391304347826,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.5054347826086957,
        "5": 0.5247252747252747,
        "10": 0.5654596100278552
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.36797295675676134,
      "avgForwardReturns": {
        "1": -0.001103326396525256,
        "5": -0.009979291689838172,
        "10": -0.013309826185322216
      },
      "shadowMaxDrawdown": -0.24541018263987469,
      "shadowTotalReturn": -0.15713580642550706,
      "avgForwardReturn1D": -0.001103326396525256,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 100,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015145828716258169,
        "5": 0.007133767136483573,
        "10": 0.014935917770108602
      }
    },
    {
      "topN": 3,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.4066666666666667,
        "5": 0.4557823129251701,
        "10": 0.5140845070422535
      },
      "hitRate1D": 0.4066666666666667,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.029101318983616866,
      "eligibleDays": 344,
      "fitnessScore": -0.4216364961384167,
      "lookbackDays": 45,
      "returnLift1D": -0.0039271031186537825,
      "hitRateLift1D": -0.11077519379844963,
      "portfolioSize": 3,
      "activationRate": 0.436046511627907,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.5174418604651163,
        "5": 0.5441176470588235,
        "10": 0.5880597014925373
      },
      "sampleConfidence": 0.9951111111111112,
      "shadowSharpeLike": -0.768415569982743,
      "avgForwardReturns": {
        "1": -0.001757029420083948,
        "5": 0.0013561776438305773,
        "10": 0.009593619260547652
      },
      "shadowMaxDrawdown": -0.33020434151317635,
      "shadowTotalReturn": -0.2814078187493121,
      "avgForwardReturn1D": -0.001757029420083948,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-06-13",
        "2025-06-16",
        "2025-08-06"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 147,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": 0.002170073698569835,
        "5": 0.010434734794202477,
        "10": 0.020019515076504155
      }
    },
    {
      "topN": 2,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.38372093023255816,
        "5": 0.38372093023255816,
        "10": 0.43529411764705883
      },
      "hitRate1D": 0.38372093023255816,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.013291815279459418,
      "eligibleDays": 344,
      "fitnessScore": -0.5975896943918219,
      "lookbackDays": 45,
      "returnLift1D": -0.005509375167796583,
      "hitRateLift1D": -0.13372093023255816,
      "portfolioSize": 2,
      "activationRate": 0.25,
      "activationCount": 86,
      "baselineHitRates": {
        "1": 0.5174418604651163,
        "5": 0.5441176470588235,
        "10": 0.5880597014925373
      },
      "sampleConfidence": 0.9992248062015504,
      "shadowSharpeLike": -1.125557011924271,
      "avgForwardReturns": {
        "1": -0.003339301469226748,
        "5": -0.009909966359714318,
        "10": -0.008679497317549845
      },
      "shadowMaxDrawdown": -0.3234128129010362,
      "shadowTotalReturn": -0.28188859661715027,
      "avgForwardReturn1D": -0.003339301469226748,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-09-24",
        "2025-10-17",
        "2025-10-20",
        "2025-10-21"
      ],
      "horizonObservationCounts": {
        "1": 86,
        "5": 86,
        "10": 85
      },
      "baselineAvgForwardReturns": {
        "1": 0.002170073698569835,
        "5": 0.010434734794202477,
        "10": 0.020019515076504155
      }
    },
    {
      "topN": 2,
      "ticker": "CMBT",
      "hitRates": {
        "1": 0.40229885057471265,
        "5": 0.43023255813953487,
        "10": 0.4418604651162791
      },
      "hitRate1D": 0.40229885057471265,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.012647863712094604,
      "eligibleDays": 359,
      "fitnessScore": -0.6086584536674498,
      "lookbackDays": 30,
      "returnLift1D": -0.005486499970900438,
      "hitRateLift1D": -0.10745045304645723,
      "portfolioSize": 2,
      "activationRate": 0.24233983286908078,
      "activationCount": 87,
      "baselineHitRates": {
        "1": 0.5097493036211699,
        "5": 0.5352112676056338,
        "10": 0.58
      },
      "sampleConfidence": 0.9984674329501916,
      "shadowSharpeLike": -1.2291102074101001,
      "avgForwardReturns": {
        "1": -0.0037200458662635934,
        "5": -0.007787209537768503,
        "10": -0.0071466332027990374
      },
      "shadowMaxDrawdown": -0.3101099744337892,
      "shadowTotalReturn": -0.3101099744337892,
      "avgForwardReturn1D": -0.0037200458662635934,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-21",
        "2025-05-05",
        "2025-07-08",
        "2025-09-10",
        "2025-09-11",
        "2025-09-24",
        "2025-09-25",
        "2025-09-26"
      ],
      "horizonObservationCounts": {
        "1": 87,
        "5": 86,
        "10": 86
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017664541046368445,
        "5": 0.008497980737872897,
        "10": 0.01800736789974092
      }
    }
  ],
  "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": 0.2166572667862441,
      "fitnessScore": 0.06724420161373516,
      "lookbackDays": 14,
      "returnLift1D": -0.0009372994184810008,
      "activationRate": 0.4106666666666667,
      "activationCount": 154,
      "sampleConfidence": 0.9956709956709957,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.0011406416551402732,
      "avgForwardReturn1D": 0.0005129254585864296
    },
    {
      "comboQuality": 0.09327573512074405,
      "fitnessScore": -0.15034124706475663,
      "lookbackDays": 21,
      "returnLift1D": -0.0018851023863709453,
      "activationRate": 0.4157608695652174,
      "activationCount": 153,
      "sampleConfidence": 0.9982570806100218,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.1288762923829475,
      "avgForwardReturn1D": -0.00037051951474512834
    },
    {
      "comboQuality": 0.16784972782990665,
      "fitnessScore": -0.0022076664005584276,
      "lookbackDays": 30,
      "returnLift1D": -0.0015688405538876642,
      "activationRate": 0.3816155988857939,
      "activationCount": 137,
      "sampleConfidence": 0.9980535279805354,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.03555203245578675,
      "avgForwardReturn1D": 0.00019761355074918022
    },
    {
      "comboQuality": 0.1599461827400993,
      "fitnessScore": -0.014898282578099773,
      "lookbackDays": 45,
      "returnLift1D": -0.0020945923755425057,
      "activationRate": 0.4738372093023256,
      "activationCount": 163,
      "sampleConfidence": 0.9946830265848672,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.0580862648588476,
      "avgForwardReturn1D": 0.00007548132302732943
    },
    {
      "comboQuality": 0.8298726554007725,
      "fitnessScore": 0.6986395042434084,
      "lookbackDays": 63,
      "returnLift1D": 0.0004762950261531871,
      "activationRate": 0.46932515337423314,
      "activationCount": 153,
      "sampleConfidence": 0.9943355119825709,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.4406780320939958,
      "avgForwardReturn1D": 0.002805190475611575
    }
  ],
  "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": "40540fb844f43c3cdd9c2bc6172a3c3cc4846b5305a8ed8512d0269c0eee9475",
    "size": 13,
    "members": [
      "CMBT",
      "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
0.371
Liquidity
0.393
Momentum
0.623
Relative strength
0.792
Trend quality
0.676
Stability
0.625
Aggression
0.382
Downside risk
0.591
Drawdown state
0.901
Quality momentum
0.672
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.875
Benchmark Independence 3m Score
0.935
Beta 1y Profile Score
0.169
Beta 3m Profile Score
0
Beta Change Score
0.175
Correlation Change Score
0.405
Current Drawdown Score
0.842
Days Since 52w High Score
0.171
Distance From 52w High Score
0.912
Distance From Sma 20 Score
0.564
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.560
Downside Volatility 1m Score
0.519
Downside Volatility 1y Score
0.456
Downside Volatility 2y Score
0.457
Downside Volatility 3m Score
0.409
Downside Volatility 5y Score
0.477
Downside Volatility 6m Score
0.440
Drawdown Recovery Score
1
Excess Return 1m Score
0.453
Excess Return 1y Score
1
Excess Return 3m Score
0.857
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.522
Log Avg Dollar Volume 20d Score
0.393
Log Market Cap Score
0.371
Drawdown Score 1m
0.506
Drawdown Score 1y
0.699
Drawdown Score 2y
0.285
Drawdown Score 3m
0.613
Drawdown Score 5y
0.428
Drawdown Score 6m
0.644
Momentum Acceleration 1m Vs 3m Score
0.144
Momentum Acceleration 3m Vs 6m Score
0.559
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.543
Relative Strength Slope 3m Score
0.601
Relative Volume 20d Score
0.151
Return 1m Score
0.463
Return 1w Score
0.526
Return 1y Score
1
Return 2y Score
0.290
Return 3m Score
0.819
Return 5y Score
0.249
Return 6m Score
0.837
Return Skewness 1y Score
0.562
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.324
Sharpe 1y Score
0.717
Sharpe 2y Score
0.445
Sharpe 3m Score
0.844
Sharpe 5y Score
0.553
Sharpe 6m Score
0.762
Sortino 1m Score
0.327
Sortino 1y Score
0.592
Sortino 2y Score
0.405
Sortino 3m Score
0.729
Sortino 5y Score
0.475
Sortino 6m Score
0.628
Trend R2 1m Score
0.205
Trend R2 1w Score
0.195
Trend R2 1y Score
0.898
Trend R2 2y Score
0.000
Trend R2 3m Score
0.375
Trend R2 5y Score
0.434
Trend R2 6m Score
0.681
Trend Slope 1m Score
0.678
Trend Slope 1w Score
0.763
Trend Slope 1y Score
0.677
Trend Slope 2y Score
0.501
Trend Slope 3m Score
0.641
Trend Slope 5y Score
0.537
Trend Slope 6m Score
0.655
Volatility 1m Score
0.531
Volatility 1w Score
0.506
Volatility 1y Score
0.506
Volatility 2y Score
0.493
Volatility 3m Score
0.540
Volatility 5y Score
0.500
Volatility 6m Score
0.500
Worst Day 1y Score
0.631
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
15,112,616.496
Best Day 1y
0.103
Beta To Benchmark 1y
0.424
Beta 3m
-0.226
Beta Change
-0.650
Beta To Sector 1y
0.255
Correlation To Benchmark 1y
0.125
Correlation 3m
-0.065
Correlation Change
-0.190
Correlation To Sector 1y
0.124
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.875
Benchmark Independence 3m Score
0.935
Beta 1y Profile Score
0.169
Beta 3m Profile Score
0
Beta Change Score
0.175
Correlation Change Score
0.405
Current Drawdown Score
0.842
Distance From Sma 20 Score
0.564
Distance From Sma 200 Score
1
Current Drawdown
-0.103
Days Since 52w High
43
Distance From 52w High
-0.057
Distance From Sma 20
0.038
Distance From Sma 200
0.301
Distance From Sma 50
0.036
Downside Capture 1y
2.138
Downside Volatility 1m
0.439
Downside Volatility 1w
-
Downside Volatility 1y
0.392
Downside Volatility 2y
0.393
Downside Volatility 3m
0.357
Downside Volatility 5y
0.408
Downside Volatility 6m
0.380
Drawdown Recovery
1
Excess Return 1m
-0.028
Excess Return 1y
0.615
Excess Return 3m
0.214
Excess Return 6m
0.321
Expected Shortfall 95 1y
-0.048
Market Cap
4,567,272,164.06
Max Drawdown 1m
-0.123
Max Drawdown 1w
-0.034
Max Drawdown 1y
-0.196
Max Drawdown 2y
-0.572
Max Drawdown 3m
-0.155
Max Drawdown 5y
-0.572
Max Drawdown 6m
-0.196
Momentum Acceleration 1m Vs 3m
-0.107
Momentum Acceleration 3m Vs 6m
0.018
Moving Average Alignment
0.500
Relative Strength Acceleration
0.001
Relative Strength Slope 3m
0.002
Relative Volume 20d
0.708
Return 1m
-0.022
Return 1w
0.008
Return 1y
0.802
Return 2y
0.016
Return 3m
0.255
Return 5y
2.240
Return 6m
0.404
Return Skewness 1y
0.370
Sector Excess Return 1y
0.369
Sharpe 1m
-0.380
Sharpe 1y
1.584
Sharpe 2y
0.227
Sharpe 3m
2.220
Sharpe 5y
0.765
Sharpe 6m
1.808
Sortino 1m
-0.387
Sortino 1y
1.735
Sortino 2y
0.242
Sortino 3m
2.833
Sortino 5y
0.797
Sortino 6m
2.021
Trend R2 1m
0.205
Trend R2 1w
0.195
Trend R2 1y
0.898
Trend R2 2y
0.000
Trend R2 3m
0.375
Trend R2 5y
0.434
Trend R2 6m
0.681
Trend 1m
0.003
Trend 1w
0.004
Trend 1y
0.003
Trend 2y
0.000
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
0.002
Upside Capture 1y
0.710
Value At Risk 95 1y
-0.038
Volatility 1m
0.448
Volatility 1w
0.430
Volatility 1y
0.430
Volatility 2y
0.420
Volatility 3m
0.455
Volatility 5y
0.425
Volatility 6m
0.425
Worst Day 1y
-0.074
Distance From Sma 50 Score
0.560
Downside Volatility 1y Score
0.456
Downside Volatility 3m Score
0.409
Drawdown Recovery Score
1
Excess Return 1m Score
0.453
Excess Return 1y Score
1
Excess Return 3m Score
0.857
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.522
Log Avg Dollar Volume 20d Score
0.393
Log Market Cap Score
0.371
Drawdown Score 1y
0.699
Drawdown Score 5y
0.428
Momentum Acceleration 1m Vs 3m Score
0.144
Momentum Acceleration 3m Vs 6m Score
0.559
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.543
Relative Volume 20d Score
0.151
Return 1m Score
0.463
Return 1y Score
1
Return 3m Score
0.819
Return 6m Score
0.837
Return Skewness 1y Score
0.562
Sortino 1y Score
0.592
Sortino 3m Score
0.729
Trend R2 1y Score
0.898
Trend R2 3m Score
0.375
Trend Slope 1y Score
0.677
Trend Slope 3m Score
0.641
Volatility 1y Score
0.506
Volatility 3m Score
0.540