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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

GD

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

Research Detail

GD

General Dynamics

Category

Sector: Defense

Industry / Category: Aerospace & Defense

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Defense and aerospace contractor with marine systems, combat vehicles, and IT services.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.418
Correlation To Benchmark 1y
0.236
Inverse To Benchmark 1y
0.764
Drawdown Score 1m
0.881
Drawdown Score 3m
0.858
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
0.739
Drawdown Score 1y
0.776
Drawdown Score 2y
0.718
Drawdown Score 5y
0.775
Return 1w
0.035
Return 1m
0.095
Return 3m
0.196
Return 6m
0.056
Return 1y
0.306
Return 2y
0.353
Return 5y
1.239
Sharpe 1m
5.455
Sharpe 3m
2.728
Sharpe 6m
0.556
Sharpe 1y
1.297
Sharpe 2y
0.784
Sharpe 5y
0.884
Trend 1w
0.006
Trend 1m
0.004
Trend 3m
0.002
Trend 6m
0.000
Trend 1y
0.000
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.194
Volatility 1m
0.203
Volatility 3m
0.276
Volatility 6m
0.252
Volatility 1y
0.225
Volatility 2y
0.225
Volatility 5y
0.207
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
GD
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:26 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
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
0.312
Aptet Fit Raw Score
0.365
Aptet Fit Confidence
0.710
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.348
Force Fit Raw Score
0.371
Force Fit Confidence
0.879
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:26 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "GD"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "GD",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "GD",
    "hitRates": {
      "1": 0.6363636363636364,
      "5": 0.7777777777777778,
      "10": 0.7692307692307693
    },
    "hitRate1D": 0.6363636363636364,
    "comboQuality": 0.6056288639739273,
    "eligibleDays": 315,
    "fitnessScore": 0.4443744839917206,
    "lookbackDays": 45,
    "returnLift1D": 0.0028949586465707488,
    "hitRateLift1D": 0.11829134720700984,
    "activationRate": 0.06984126984126984,
    "activationCount": 22,
    "baselineHitRates": {
      "1": 0.5180722891566265,
      "5": 0.5333333333333333,
      "10": 0.5882352941176471
    },
    "sampleConfidence": 0.9606060606060607,
    "shadowSharpeLike": 1.3662296396008138,
    "avgForwardReturns": {
      "1": 0.0046671643088427,
      "5": 0.020784892416147047,
      "10": 0.03515517144609924
    },
    "shadowMaxDrawdown": -0.03277643496507221,
    "shadowTotalReturn": 0.10512579782857867,
    "avgForwardReturn1D": 0.0046671643088427,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-24",
      "2026-06-25",
      "2026-06-26",
      "2026-06-29",
      "2026-06-30",
      "2026-07-01",
      "2026-07-02",
      "2026-07-06",
      "2026-07-07",
      "2026-07-08"
    ],
    "horizonObservationCounts": {
      "1": 22,
      "5": 18,
      "10": 13
    },
    "baselineAvgForwardReturns": {
      "1": 0.0017722056622719515,
      "5": 0.010075192286204801,
      "10": 0.016941111410609975
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6056288639739273,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.27913582040372187,
    "bestRawFitnessScore": 0.4443744839917206,
    "upperQuartileComboQuality": 0.37432783672040626
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.31211261142363156,
    "rawScore": 0.3650362176334855,
    "confidence": 0.7100364092475239,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 45
    },
    "profileBreadth": 0.05776811876741602,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.3447780034790302,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "GD",
      "hitRates": {
        "1": 0.6363636363636364,
        "5": 0.7777777777777778,
        "10": 0.7692307692307693
      },
      "hitRate1D": 0.6363636363636364,
      "comboQuality": 0.6056288639739273,
      "eligibleDays": 315,
      "fitnessScore": 0.4443744839917206,
      "lookbackDays": 45,
      "returnLift1D": 0.0028949586465707488,
      "hitRateLift1D": 0.11829134720700984,
      "activationRate": 0.06984126984126984,
      "activationCount": 22,
      "baselineHitRates": {
        "1": 0.5180722891566265,
        "5": 0.5333333333333333,
        "10": 0.5882352941176471
      },
      "sampleConfidence": 0.9606060606060607,
      "shadowSharpeLike": 1.3662296396008138,
      "avgForwardReturns": {
        "1": 0.0046671643088427,
        "5": 0.020784892416147047,
        "10": 0.03515517144609924
      },
      "shadowMaxDrawdown": -0.03277643496507221,
      "shadowTotalReturn": 0.10512579782857867,
      "avgForwardReturn1D": 0.0046671643088427,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 22,
        "5": 18,
        "10": 13
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017722056622719515,
        "5": 0.010075192286204801,
        "10": 0.016941111410609975
      }
    },
    {
      "topN": 3,
      "ticker": "GD",
      "hitRates": {
        "1": 0.6086956521739131,
        "5": 0.4,
        "10": 0.47058823529411764
      },
      "hitRate1D": 0.6086956521739131,
      "comboQuality": 0.5338384162847034,
      "eligibleDays": 339,
      "fitnessScore": 0.3798233939849636,
      "lookbackDays": 21,
      "returnLift1D": 0.0022264446762443914,
      "hitRateLift1D": 0.09062336301728657,
      "activationRate": 0.06784660766961652,
      "activationCount": 23,
      "baselineHitRates": {
        "1": 0.5180722891566265,
        "5": 0.5333333333333333,
        "10": 0.5882352941176471
      },
      "sampleConfidence": 0.9739130434782609,
      "shadowSharpeLike": 1.1831785666344412,
      "avgForwardReturns": {
        "1": 0.003998650338516343,
        "5": -0.008519150291293676,
        "10": 0.001023411917512416
      },
      "shadowMaxDrawdown": -0.02359662939254692,
      "shadowTotalReturn": 0.09024775885317093,
      "avgForwardReturn1D": 0.003998650338516343,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-21",
        "2026-05-22",
        "2026-05-26",
        "2026-05-27",
        "2026-05-28",
        "2026-06-12",
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18"
      ],
      "horizonObservationCounts": {
        "1": 23,
        "5": 20,
        "10": 17
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017722056622719515,
        "5": 0.010075192286204801,
        "10": 0.016941111410609975
      }
    },
    {
      "topN": 4,
      "ticker": "GD",
      "hitRates": {
        "1": 0.6111111111111112,
        "5": 0.8571428571428571,
        "10": 0.7777777777777778
      },
      "hitRate1D": 0.6111111111111112,
      "comboQuality": 0.5206292056774018,
      "eligibleDays": 315,
      "fitnessScore": 0.3681640122815211,
      "lookbackDays": 45,
      "returnLift1D": 0.00319258160589209,
      "hitRateLift1D": 0.09303882195448465,
      "activationRate": 0.05714285714285714,
      "activationCount": 18,
      "baselineHitRates": {
        "1": 0.5180722891566265,
        "5": 0.5333333333333333,
        "10": 0.5882352941176471
      },
      "sampleConfidence": 0.9236276657796345,
      "shadowSharpeLike": 1.1989599244828395,
      "avgForwardReturns": {
        "1": 0.004964787268164041,
        "5": 0.02785615959070235,
        "10": 0.042710761859769616
      },
      "shadowMaxDrawdown": -0.036948810917715624,
      "shadowTotalReturn": 0.08848729279745515,
      "avgForwardReturn1D": 0.004964787268164041,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-01",
        "2026-07-02",
        "2026-07-07",
        "2026-07-08",
        "2026-07-14"
      ],
      "horizonObservationCounts": {
        "1": 18,
        "5": 14,
        "10": 9
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017722056622719515,
        "5": 0.010075192286204801,
        "10": 0.016941111410609975
      }
    },
    {
      "topN": 4,
      "ticker": "GD",
      "hitRates": {
        "1": 0.6,
        "5": 0.42857142857142855,
        "10": 0.47058823529411764
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.4919281702657394,
      "eligibleDays": 339,
      "fitnessScore": 0.3428961726631445,
      "lookbackDays": 21,
      "returnLift1D": 0.0016687095752988715,
      "hitRateLift1D": 0.08192771084337347,
      "activationRate": 0.07374631268436578,
      "activationCount": 25,
      "baselineHitRates": {
        "1": 0.5180722891566265,
        "5": 0.5333333333333333,
        "10": 0.5882352941176471
      },
      "sampleConfidence": 0.9680000000000001,
      "shadowSharpeLike": 1.049332655606355,
      "avgForwardReturns": {
        "1": 0.003440915237570823,
        "5": -0.005845101269318809,
        "10": 0.001023411917512416
      },
      "shadowMaxDrawdown": -0.030073049399489182,
      "shadowTotalReturn": 0.08354625776255964,
      "avgForwardReturn1D": 0.003440915237570823,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-21",
        "2026-05-22",
        "2026-05-26",
        "2026-05-27",
        "2026-05-28",
        "2026-06-12",
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18"
      ],
      "horizonObservationCounts": {
        "1": 25,
        "5": 21,
        "10": 17
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017722056622719515,
        "5": 0.010075192286204801,
        "10": 0.016941111410609975
      }
    },
    {
      "topN": 3,
      "ticker": "GD",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 0.8,
        "10": 1
      },
      "hitRate1D": 0.5714285714285714,
      "comboQuality": 0.42788446201438685,
      "eligibleDays": 315,
      "fitnessScore": 0.28609269502345236,
      "lookbackDays": 45,
      "returnLift1D": 0.003959328674427842,
      "hitRateLift1D": 0.05335628227194489,
      "activationRate": 0.044444444444444446,
      "activationCount": 14,
      "baselineHitRates": {
        "1": 0.5180722891566265,
        "5": 0.5333333333333333,
        "10": 0.5882352941176471
      },
      "sampleConfidence": 0.8482582526889798,
      "shadowSharpeLike": 1.0944420429617006,
      "avgForwardReturns": {
        "1": 0.005731534336699794,
        "5": 0.02374394883757286,
        "10": 0.054601570746669645
      },
      "shadowMaxDrawdown": -0.03277643496507199,
      "shadowTotalReturn": 0.07868987853587273,
      "avgForwardReturn1D": 0.005731534336699794,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-07-01",
        "2026-07-02",
        "2026-07-14",
        "2026-07-15",
        "2026-07-16",
        "2026-07-17",
        "2026-07-20"
      ],
      "horizonObservationCounts": {
        "1": 14,
        "5": 10,
        "10": 5
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017722056622719515,
        "5": 0.010075192286204801,
        "10": 0.016941111410609975
      }
    },
    {
      "topN": 5,
      "ticker": "GD",
      "hitRates": {
        "1": 0.5862068965517241,
        "5": 0.44,
        "10": 0.47619047619047616
      },
      "hitRate1D": 0.5862068965517241,
      "comboQuality": 0.3564756282890794,
      "eligibleDays": 339,
      "fitnessScore": 0.22004731420878618,
      "lookbackDays": 21,
      "returnLift1D": -0.0001098612585637912,
      "hitRateLift1D": 0.06813460739509758,
      "activationRate": 0.0855457227138643,
      "activationCount": 29,
      "baselineHitRates": {
        "1": 0.5180722891566265,
        "5": 0.5333333333333333,
        "10": 0.5882352941176471
      },
      "sampleConfidence": 0.9724137931034483,
      "shadowSharpeLike": 0.48948192174465954,
      "avgForwardReturns": {
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        "10": 0.5882352941176471
      },
      "sampleConfidence": 0.8952028609703302,
      "shadowSharpeLike": -0.7024857494325647,
      "avgForwardReturns": {
        "1": -0.002914530872910078,
        "5": -0.00869001019834025,
        "10": 0.004024793958811857
      },
      "shadowMaxDrawdown": -0.09086952979284679,
      "shadowTotalReturn": -0.048679267032334494,
      "avgForwardReturn1D": -0.002914530872910078,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-11",
        "2026-06-12",
        "2026-06-15",
        "2026-06-16",
        "2026-06-18",
        "2026-06-22",
        "2026-07-08",
        "2026-07-09",
        "2026-07-10",
        "2026-07-13"
      ],
      "horizonObservationCounts": {
        "1": 15,
        "5": 13,
        "10": 10
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017722056622719515,
        "5": 0.010075192286204801,
        "10": 0.016941111410609975
      }
    },
    {
      "topN": 3,
      "ticker": "GD",
      "hitRates": {
        "1": 0.375,
        "5": 0.2727272727272727,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.375,
      "comboQuality": 0.04150222304388321,
      "eligibleDays": 352,
      "fitnessScore": -0.34071645501406644,
      "lookbackDays": 14,
      "returnLift1D": -0.004232240932819776,
      "hitRateLift1D": -0.1430722891566265,
      "activationRate": 0.06818181818181818,
      "activationCount": 24,
      "baselineHitRates": {
        "1": 0.5180722891566265,
        "5": 0.5333333333333333,
        "10": 0.5882352941176471
      },
      "sampleConfidence": 0.9777777777777779,
      "shadowSharpeLike": -0.8943720397804104,
      "avgForwardReturns": {
        "1": -0.0024600352705478243,
        "5": -0.009031417252952352,
        "10": 0.0024507448961101847
      },
      "shadowMaxDrawdown": -0.09460210676917524,
      "shadowTotalReturn": -0.06325972528531754,
      "avgForwardReturn1D": -0.0024600352705478243,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15",
        "2026-05-18",
        "2026-06-11",
        "2026-06-12",
        "2026-06-15"
      ],
      "horizonObservationCounts": {
        "1": 24,
        "5": 22,
        "10": 18
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017722056622719515,
        "5": 0.010075192286204801,
        "10": 0.016941111410609975
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.21832292363897854,
      "fitnessScore": 0.0693973828504845,
      "lookbackDays": 14,
      "returnLift1D": -0.0007459652950047163,
      "activationRate": 0.09090909090909091,
      "activationCount": 32,
      "sampleConfidence": 0.9729166666666668,
      "shadowTotalReturn": 0.025880015584069493,
      "avgForwardReturn1D": 0.0010262403672672352
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.5338384162847034,
      "fitnessScore": 0.3798233939849636,
      "lookbackDays": 21,
      "returnLift1D": 0.0022264446762443914,
      "activationRate": 0.06784660766961652,
      "activationCount": 23,
      "sampleConfidence": 0.9739130434782609,
      "shadowTotalReturn": 0.09024775885317093,
      "avgForwardReturn1D": 0.003998650338516343
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.28822950239518585,
      "fitnessScore": 0.1511203347263461,
      "lookbackDays": 30,
      "returnLift1D": -0.00006570873896982309,
      "activationRate": 0.06666666666666667,
      "activationCount": 22,
      "sampleConfidence": 0.9606060606060607,
      "shadowTotalReturn": 0.03375184927961583,
      "avgForwardReturn1D": 0.0017064969233021284
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.6056288639739273,
      "fitnessScore": 0.4443744839917206,
      "lookbackDays": 45,
      "returnLift1D": 0.0028949586465707488,
      "activationRate": 0.06984126984126984,
      "activationCount": 22,
      "sampleConfidence": 0.9606060606060607,
      "shadowTotalReturn": 0.10512579782857867,
      "avgForwardReturn1D": 0.0046671643088427
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.310175543060875,
      "fitnessScore": 0.17415427503474468,
      "lookbackDays": 63,
      "returnLift1D": 0.014242246246875902,
      "activationRate": 0.006734006734006734,
      "activationCount": 2,
      "sampleConfidence": 0.49059193797592754,
      "shadowTotalReturn": 0.0314190490874906,
      "avgForwardReturn1D": 0.016014451909147853
    }
  ],
  "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": "86f16a5e658fee1117ac83cbfbbc28acc9523effe261423793bd9e583f758586",
    "size": 13,
    "members": [
      "GD",
      "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",
      "GD"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "GD",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "GD",
    "hitRates": {
      "1": 0.5317460317460317,
      "5": 0.5327868852459017,
      "10": 0.6470588235294118
    },
    "hitRate1D": 0.5317460317460317,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.5142032521257298,
    "eligibleDays": 326,
    "fitnessScore": 0.3625022253993231,
    "lookbackDays": 63,
    "returnLift1D": -0.00037432407612131204,
    "hitRateLift1D": 0.019476093095724956,
    "portfolioSize": 3,
    "activationRate": 0.38650306748466257,
    "activationCount": 126,
    "baselineHitRates": {
      "1": 0.5122699386503068,
      "5": 0.546583850931677,
      "10": 0.6151419558359621
    },
    "sampleConfidence": 0.9941798941798943,
    "shadowSharpeLike": 0.7772071282069999,
    "avgForwardReturns": {
      "1": 0.0008840307440171921,
      "5": 0.0029117428104263794,
      "10": 0.009288665876433379
    },
    "shadowMaxDrawdown": -0.07941803431102334,
    "shadowTotalReturn": 0.09995042211888361,
    "avgForwardReturn1D": 0.0008840307440171921,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21",
      "2025-04-22",
      "2025-04-23",
      "2025-04-24"
    ],
    "horizonObservationCounts": {
      "1": 126,
      "5": 122,
      "10": 119
    },
    "baselineAvgForwardReturns": {
      "1": 0.0012583548201385041,
      "5": 0.006566232328814869,
      "10": 0.011854077419604573
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5142032521257298,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.28648961622080615,
    "bestRawFitnessScore": 0.3625022253993231,
    "upperQuartileComboQuality": 0.34313882495114395
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.34846746058923583,
    "rawScore": 0.3709628009794871,
    "confidence": 0.8787191581966992,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.4672588021725961,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "GD",
      "hitRates": {
        "1": 0.5317460317460317,
        "5": 0.5327868852459017,
        "10": 0.6470588235294118
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      "hitRate1D": 0.5317460317460317,
      "rankWeights": [
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      "comboQuality": 0.5142032521257298,
      "eligibleDays": 326,
      "fitnessScore": 0.3625022253993231,
      "lookbackDays": 63,
      "returnLift1D": -0.00037432407612131204,
      "hitRateLift1D": 0.019476093095724956,
      "portfolioSize": 3,
      "activationRate": 0.38650306748466257,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.5122699386503068,
        "5": 0.546583850931677,
        "10": 0.6151419558359621
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      "sampleConfidence": 0.9941798941798943,
      "shadowSharpeLike": 0.7772071282069999,
      "avgForwardReturns": {
        "1": 0.0008840307440171921,
        "5": 0.0029117428104263794,
        "10": 0.009288665876433379
      },
      "shadowMaxDrawdown": -0.07941803431102334,
      "shadowTotalReturn": 0.09995042211888361,
      "avgForwardReturn1D": 0.0008840307440171921,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 122,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012583548201385041,
        "5": 0.006566232328814869,
        "10": 0.011854077419604573
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    },
    {
      "topN": 2,
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      "hitRates": {
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        "5": 0.5316455696202531,
        "10": 0.6708860759493671
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      "hitRate1D": 0.5375,
      "rankWeights": [
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      "comboQuality": 0.4858349434046798,
      "eligibleDays": 326,
      "fitnessScore": 0.33753141373891826,
      "lookbackDays": 63,
      "returnLift1D": 0.00018915101726524395,
      "hitRateLift1D": 0.02523006134969319,
      "portfolioSize": 2,
      "activationRate": 0.24539877300613497,
      "activationCount": 80,
      "baselineHitRates": {
        "1": 0.5122699386503068,
        "5": 0.546583850931677,
        "10": 0.6151419558359621
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      "sampleConfidence": 0.9983333333333334,
      "shadowSharpeLike": 1.0057844135312666,
      "avgForwardReturns": {
        "1": 0.001447505837403748,
        "5": 0.003947306052306907,
        "10": 0.010141303394514307
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      "shadowMaxDrawdown": -0.05652377441552903,
      "shadowTotalReturn": 0.10737480883889416,
      "avgForwardReturn1D": 0.001447505837403748,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 79,
        "10": 79
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012583548201385041,
        "5": 0.006566232328814869,
        "10": 0.011854077419604573
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    },
    {
      "topN": 4,
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      "hitRates": {
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      "hitRate1D": 0.5139664804469274,
      "rankWeights": [
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      "comboQuality": 0.36975405836880354,
      "eligibleDays": 359,
      "fitnessScore": 0.2326801491680535,
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      "returnLift1D": -0.0011600044335622669,
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      "sampleConfidence": 0.9951582867783986,
      "shadowSharpeLike": 0.16357798226151452,
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      "shadowMaxDrawdown": -0.16495062076029698,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-11",
        "2025-03-12",
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        "2025-03-19",
        "2025-03-20",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.36975405836880354,
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      "returnLift1D": -0.0011600044335622669,
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      "sampleConfidence": 0.9951582867783986,
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      "shadowMaxDrawdown": -0.16495062076029698,
      "shadowTotalReturn": 0.01923442315755053,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "comboQuality": 0.34313882495114395,
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      "hitRateLift1D": 0.003313891834570537,
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      "shadowMaxDrawdown": -0.13978218905677098,
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      "riskOffActivations": 0,
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        "2025-03-07",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.34313882495114395,
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      "hitRateLift1D": -0.01866666666666661,
      "portfolioSize": 4,
      "activationRate": 0.4,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.5253333333333333,
        "5": 0.5444743935309974,
        "10": 0.6147540983606558
      },
      "sampleConfidence": 0.9951111111111112,
      "shadowSharpeLike": -0.9033876831370593,
      "avgForwardReturns": {
        "1": -0.0010643530784039798,
        "5": -0.003413288303690324,
        "10": 0.0020038942743409323
      },
      "shadowMaxDrawdown": -0.24528084028577524,
      "shadowTotalReturn": -0.18222709848567897,
      "avgForwardReturn1D": -0.0010643530784039798,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 147,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011193395698226461,
        "5": 0.0055190280681500815,
        "10": 0.011155666453859662
      }
    },
    {
      "topN": 5,
      "ticker": "GD",
      "hitRates": {
        "1": 0.5066666666666667,
        "5": 0.4421768707482993,
        "10": 0.5070422535211268
      },
      "hitRate1D": 0.5066666666666667,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.09324119885109054,
      "eligibleDays": 375,
      "fitnessScore": -0.1504310987714762,
      "lookbackDays": 14,
      "returnLift1D": -0.002183692648226626,
      "hitRateLift1D": -0.01866666666666661,
      "portfolioSize": 5,
      "activationRate": 0.4,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.5253333333333333,
        "5": 0.5444743935309974,
        "10": 0.6147540983606558
      },
      "sampleConfidence": 0.9951111111111112,
      "shadowSharpeLike": -0.9033876831370593,
      "avgForwardReturns": {
        "1": -0.0010643530784039798,
        "5": -0.003413288303690324,
        "10": 0.0020038942743409323
      },
      "shadowMaxDrawdown": -0.24528084028577524,
      "shadowTotalReturn": -0.18222709848567897,
      "avgForwardReturn1D": -0.0010643530784039798,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 147,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011193395698226461,
        "5": 0.0055190280681500815,
        "10": 0.011155666453859662
      }
    },
    {
      "topN": 3,
      "ticker": "GD",
      "hitRates": {
        "1": 0.4796747967479675,
        "5": 0.4214876033057851,
        "10": 0.5344827586206896
      },
      "hitRate1D": 0.4796747967479675,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.057853529123190375,
      "eligibleDays": 375,
      "fitnessScore": -0.2638541849530883,
      "lookbackDays": 14,
      "returnLift1D": -0.0026649400635643653,
      "hitRateLift1D": -0.04565853658536584,
      "portfolioSize": 3,
      "activationRate": 0.328,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5253333333333333,
        "5": 0.5444743935309974,
        "10": 0.6147540983606558
      },
      "sampleConfidence": 0.9951219512195122,
      "shadowSharpeLike": -1.1655841606183157,
      "avgForwardReturns": {
        "1": -0.0015456004937417192,
        "5": -0.004432128025759187,
        "10": 0.0021517570285259895
      },
      "shadowMaxDrawdown": -0.23745851823549524,
      "shadowTotalReturn": -0.2011309398525163,
      "avgForwardReturn1D": -0.0015456004937417192,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 121,
        "10": 116
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011193395698226461,
        "5": 0.0055190280681500815,
        "10": 0.011155666453859662
      }
    },
    {
      "topN": 2,
      "ticker": "GD",
      "hitRates": {
        "1": 0.46835443037974683,
        "5": 0.38961038961038963,
        "10": 0.5277777777777778
      },
      "hitRate1D": 0.46835443037974683,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.026350249597028343,
      "eligibleDays": 375,
      "fitnessScore": -0.44410625634563355,
      "lookbackDays": 14,
      "returnLift1D": -0.004184807516907086,
      "hitRateLift1D": -0.056978902953586485,
      "portfolioSize": 2,
      "activationRate": 0.21066666666666667,
      "activationCount": 79,
      "baselineHitRates": {
        "1": 0.5253333333333333,
        "5": 0.5444743935309974,
        "10": 0.6147540983606558
      },
      "sampleConfidence": 0.9924050632911393,
      "shadowSharpeLike": -1.6743501518772914,
      "avgForwardReturns": {
        "1": -0.00306546794708444,
        "5": -0.004814505484644488,
        "10": 0.0003991244873901197
      },
      "shadowMaxDrawdown": -0.26659162674805226,
      "shadowTotalReturn": -0.2379501996089699,
      "avgForwardReturn1D": -0.00306546794708444,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
        "1": 79,
        "5": 77,
        "10": 72
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011193395698226461,
        "5": 0.0055190280681500815,
        "10": 0.011155666453859662
      }
    }
  ],
  "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": 0.09324119885109054,
      "fitnessScore": -0.1504310987714762,
      "lookbackDays": 14,
      "returnLift1D": -0.002183692648226626,
      "activationRate": 0.4,
      "activationCount": 150,
      "sampleConfidence": 0.9951111111111112,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.18222709848567897,
      "avgForwardReturn1D": -0.0010643530784039798
    },
    {
      "comboQuality": 0.34313882495114395,
      "fitnessScore": 0.20714572973511164,
      "lookbackDays": 21,
      "returnLift1D": -0.0010629001273361294,
      "activationRate": 0.44565217391304346,
      "activationCount": 164,
      "sampleConfidence": 0.9955284552845529,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.004722519218219867,
      "avgForwardReturn1D": 0.0001971724548040564
    },
    {
      "comboQuality": 0.36975405836880354,
      "fitnessScore": 0.2326801491680535,
      "lookbackDays": 30,
      "returnLift1D": -0.0011600044335622669,
      "activationRate": 0.4986072423398329,
      "activationCount": 179,
      "sampleConfidence": 0.9951582867783986,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.01923442315755053,
      "avgForwardReturn1D": 0.00029341382435538345
    },
    {
      "comboQuality": 0.28648961622080615,
      "fitnessScore": 0.14925116640262007,
      "lookbackDays": 45,
      "returnLift1D": -0.0010494617635251552,
      "activationRate": 0.43023255813953487,
      "activationCount": 148,
      "sampleConfidence": 0.9941441441441442,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.004636556355913757,
      "avgForwardReturn1D": 0.00012173718230530988
    },
    {
      "comboQuality": 0.5142032521257298,
      "fitnessScore": 0.3625022253993231,
      "lookbackDays": 63,
      "returnLift1D": -0.00037432407612131204,
      "activationRate": 0.38650306748466257,
      "activationCount": 126,
      "sampleConfidence": 0.9941798941798943,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.09995042211888361,
      "avgForwardReturn1D": 0.0008840307440171921
    }
  ],
  "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": "86f16a5e658fee1117ac83cbfbbc28acc9523effe261423793bd9e583f758586",
    "size": 13,
    "members": [
      "GD",
      "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
0.674
Liquidity
0.873
Momentum
0.653
Relative strength
0.635
Trend quality
0.561
Stability
0.735
Aggression
0.371
Downside risk
0.666
Drawdown state
1
Quality momentum
0.628
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.764
Benchmark Independence 3m Score
0.979
Beta 1y Profile Score
0.167
Beta 3m Profile Score
0
Beta Change Score
0.268
Correlation Change Score
0.371
Current Drawdown Score
1
Days Since 52w High Score
0
Distance From 52w High Score
1
Distance From Sma 20 Score
0.568
Distance From Sma 200 Score
0.677
Distance From Sma 50 Score
0.634
Downside Volatility 1m Score
0.119
Downside Volatility 1y Score
0.186
Downside Volatility 2y Score
0.222
Downside Volatility 3m Score
0.183
Downside Volatility 5y Score
0.204
Downside Volatility 6m Score
0.214
Drawdown Recovery Score
1
Excess Return 1m Score
0.647
Excess Return 1y Score
0.698
Excess Return 3m Score
0.758
Excess Return 6m Score
0.456
Expected Shortfall 95 1y Score
0.736
Log Avg Dollar Volume 20d Score
0.873
Log Market Cap Score
0.674
Drawdown Score 1m
0.881
Drawdown Score 1y
0.776
Drawdown Score 2y
0.718
Drawdown Score 3m
0.858
Drawdown Score 5y
0.775
Drawdown Score 6m
0.739
Momentum Acceleration 1m Vs 3m Score
0.598
Momentum Acceleration 3m Vs 6m Score
0.686
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.755
Relative Strength Slope 3m Score
0.594
Relative Volume 20d Score
0.214
Return 1m Score
0.658
Return 1w Score
0.617
Return 1y Score
0.691
Return 2y Score
0.386
Return 3m Score
0.744
Return 5y Score
0.172
Return 6m Score
0.547
Return Skewness 1y Score
0.678
Sector Excess Return 1y Score
0.642
Sharpe 1m Score
1
Sharpe 1y Score
0.659
Sharpe 2y Score
0.557
Sharpe 3m Score
0.946
Sharpe 5y Score
0.577
Sharpe 6m Score
0.511
Sortino 1m Score
1
Sortino 1y Score
0.567
Sortino 2y Score
0.477
Sortino 3m Score
0.877
Sortino 5y Score
0.487
Sortino 6m Score
0.458
Trend R2 1m Score
0.563
Trend R2 1w Score
0.590
Trend R2 1y Score
0.521
Trend R2 2y Score
0.656
Trend R2 3m Score
0.689
Trend R2 5y Score
0.878
Trend R2 6m Score
0.034
Trend Slope 1m Score
0.748
Trend Slope 1w Score
0.861
Trend Slope 1y Score
0.531
Trend Slope 2y Score
0.543
Trend Slope 3m Score
0.634
Trend Slope 5y Score
0.534
Trend Slope 6m Score
0.512
Volatility 1m Score
0.204
Volatility 1w Score
0.192
Volatility 1y Score
0.233
Volatility 2y Score
0.233
Volatility 3m Score
0.301
Volatility 5y Score
0.209
Volatility 6m Score
0.270
Worst Day 1y Score
0.791
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
415,953,969.936
Best Day 1y
0.080
Beta To Benchmark 1y
0.418
Beta 3m
-0.045
Beta Change
-0.463
Beta To Sector 1y
0.561
Correlation To Benchmark 1y
0.236
Correlation 3m
-0.021
Correlation Change
-0.258
Correlation To Sector 1y
0.417
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.764
Benchmark Independence 3m Score
0.979
Beta 1y Profile Score
0.167
Beta 3m Profile Score
0
Beta Change Score
0.268
Correlation Change Score
0.371
Current Drawdown Score
1
Distance From Sma 20 Score
0.568
Distance From Sma 200 Score
0.677
Current Drawdown
0
Days Since 52w High
0
Distance From 52w High
0
Distance From Sma 20
0.041
Distance From Sma 200
0.106
Distance From Sma 50
0.081
Downside Capture 1y
1.618
Downside Volatility 1m
0.139
Downside Volatility 1w
-
Downside Volatility 1y
0.190
Downside Volatility 2y
0.217
Downside Volatility 3m
0.187
Downside Volatility 5y
0.203
Downside Volatility 6m
0.211
Drawdown Recovery
1
Excess Return 1m
0.088
Excess Return 1y
0.119
Excess Return 3m
0.155
Excess Return 6m
-0.027
Expected Shortfall 95 1y
-0.026
Market Cap
104,588,874,822.25
Max Drawdown 1m
-0.030
Max Drawdown 1w
-0.008
Max Drawdown 1y
-0.145
Max Drawdown 2y
-0.225
Max Drawdown 3m
-0.057
Max Drawdown 5y
-0.225
Max Drawdown 6m
-0.144
Momentum Acceleration 1m Vs 3m
0.029
Momentum Acceleration 3m Vs 6m
0.056
Moving Average Alignment
1
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.879
Return 1m
0.095
Return 1w
0.035
Return 1y
0.306
Return 2y
0.353
Return 3m
0.196
Return 5y
1.239
Return 6m
0.056
Return Skewness 1y
1.065
Sector Excess Return 1y
0.085
Sharpe 1m
5.455
Sharpe 1y
1.297
Sharpe 2y
0.784
Sharpe 3m
2.728
Sharpe 5y
0.884
Sharpe 6m
0.556
Sortino 1m
7.941
Sortino 1y
1.536
Sortino 2y
0.813
Sortino 3m
4.013
Sortino 5y
0.898
Sortino 6m
0.666
Trend R2 1m
0.563
Trend R2 1w
0.590
Trend R2 1y
0.521
Trend R2 2y
0.656
Trend R2 3m
0.689
Trend R2 5y
0.878
Trend R2 6m
0.034
Trend 1m
0.004
Trend 1w
0.006
Trend 1y
0.000
Trend 2y
0.001
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
0.000
Upside Capture 1y
0.680
Value At Risk 95 1y
-0.019
Volatility 1m
0.203
Volatility 1w
0.194
Volatility 1y
0.225
Volatility 2y
0.225
Volatility 3m
0.276
Volatility 5y
0.207
Volatility 6m
0.252
Worst Day 1y
-0.042
Distance From Sma 50 Score
0.634
Downside Volatility 1y Score
0.186
Downside Volatility 3m Score
0.183
Drawdown Recovery Score
1
Excess Return 1m Score
0.647
Excess Return 1y Score
0.698
Excess Return 3m Score
0.758
Excess Return 6m Score
0.456
Expected Shortfall 95 1y Score
0.736
Log Avg Dollar Volume 20d Score
0.873
Log Market Cap Score
0.674
Drawdown Score 1y
0.776
Drawdown Score 5y
0.775
Momentum Acceleration 1m Vs 3m Score
0.598
Momentum Acceleration 3m Vs 6m Score
0.686
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.755
Relative Volume 20d Score
0.214
Return 1m Score
0.658
Return 1y Score
0.691
Return 3m Score
0.744
Return 6m Score
0.547
Return Skewness 1y Score
0.678
Sortino 1y Score
0.567
Sortino 3m Score
0.877
Trend R2 1y Score
0.521
Trend R2 3m Score
0.689
Trend Slope 1y Score
0.531
Trend Slope 3m Score
0.634
Volatility 1y Score
0.233
Volatility 3m Score
0.301