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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

HEI

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

Research Detail

HEI

HEICO

Category

Sector: Defense

Industry / Category: Aerospace Components

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Specialty aerospace components supplier serving defense and commercial platforms.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.218
Correlation To Benchmark 1y
0.462
Inverse To Benchmark 1y
0.538
Drawdown Score 1m
0.671
Drawdown Score 3m
0.794
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
0.531
Drawdown Score 1y
0.583
Drawdown Score 2y
0.661
Drawdown Score 5y
0.729
Return 1w
-0.010
Return 1m
0.019
Return 3m
0.268
Return 6m
-0.020
Return 1y
0.077
Return 2y
0.523
Return 5y
1.548
Sharpe 1m
1.103
Sharpe 3m
2.691
Sharpe 6m
0.082
Sharpe 1y
0.387
Sharpe 2y
0.822
Sharpe 5y
0.813
Trend 1w
-0.003
Trend 1m
-0.001
Trend 3m
0.005
Trend 6m
0.001
Trend 1y
-0.000
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.181
Volatility 1m
0.233
Volatility 3m
0.380
Volatility 6m
0.384
Volatility 1y
0.335
Volatility 2y
0.316
Volatility 5y
0.277
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
HEI
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:32 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
0.202
Aptet Fit Raw Score
0.245
Aptet Fit Confidence
0.646
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.455
Force Fit Raw Score
0.484
Force Fit Confidence
0.882
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:32 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "HEI"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "HEI",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "HEI",
    "hitRates": {
      "1": 0.6666666666666666,
      "5": 0.5,
      "10": 0.75
    },
    "hitRate1D": 0.6666666666666666,
    "comboQuality": 0.40604401358683445,
    "eligibleDays": 339,
    "fitnessScore": 0.26632439521922635,
    "lookbackDays": 21,
    "returnLift1D": -0.002187419746754773,
    "hitRateLift1D": 0.039215686274509776,
    "activationRate": 0.05309734513274336,
    "activationCount": 18,
    "baselineHitRates": {
      "1": 0.6274509803921569,
      "5": 0.574468085106383,
      "10": 0.7380952380952381
    },
    "sampleConfidence": 0.9643684065203753,
    "shadowSharpeLike": 0.31636183002761353,
    "avgForwardReturns": {
      "1": 0.001665698645029122,
      "5": 0.010254351933413694,
      "10": 0.026395995589817367
    },
    "shadowMaxDrawdown": -0.04970456251438227,
    "shadowTotalReturn": 0.023756688460339737,
    "avgForwardReturn1D": 0.001665698645029122,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-10",
      "2026-06-11",
      "2026-06-12",
      "2026-06-15",
      "2026-06-16",
      "2026-06-17",
      "2026-06-18",
      "2026-06-22",
      "2026-06-23",
      "2026-06-24"
    ],
    "horizonObservationCounts": {
      "1": 18,
      "5": 18,
      "10": 16
    },
    "baselineAvgForwardReturns": {
      "1": 0.003853118391783895,
      "5": 0.018530507251570842,
      "10": 0.040804324544657676
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.40604401358683445,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.12406753687371247,
    "bestRawFitnessScore": 0.26632439521922635,
    "upperQuartileComboQuality": 0.21907162474316486
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.20183386815762197,
    "rawScore": 0.24520758108417157,
    "confidence": 0.646228613856267,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.399530290554351,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.5,
        "10": 0.75
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.40604401358683445,
      "eligibleDays": 339,
      "fitnessScore": 0.26632439521922635,
      "lookbackDays": 21,
      "returnLift1D": -0.002187419746754773,
      "hitRateLift1D": 0.039215686274509776,
      "activationRate": 0.05309734513274336,
      "activationCount": 18,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.9643684065203753,
      "shadowSharpeLike": 0.31636183002761353,
      "avgForwardReturns": {
        "1": 0.001665698645029122,
        "5": 0.010254351933413694,
        "10": 0.026395995589817367
      },
      "shadowMaxDrawdown": -0.04970456251438227,
      "shadowTotalReturn": 0.023756688460339737,
      "avgForwardReturn1D": 0.001665698645029122,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-10",
        "2026-06-11",
        "2026-06-12",
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 18,
        "5": 18,
        "10": 16
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 3,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.6190476190476191,
        "5": 0.47619047619047616,
        "10": 0.6666666666666666
      },
      "hitRate1D": 0.6190476190476191,
      "comboQuality": 0.3047763309992776,
      "eligibleDays": 339,
      "fitnessScore": 0.16857580031913022,
      "lookbackDays": 21,
      "returnLift1D": -0.003174094820566297,
      "hitRateLift1D": -0.008403361344537785,
      "activationRate": 0.061946902654867256,
      "activationCount": 21,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.9904761904761905,
      "shadowSharpeLike": 0.1336360396977981,
      "avgForwardReturns": {
        "1": 0.0006790235712175978,
        "5": 0.006264886623391546,
        "10": 0.018955987759116714
      },
      "shadowMaxDrawdown": -0.05395966754631787,
      "shadowTotalReturn": 0.008662131992095423,
      "avgForwardReturn1D": 0.0006790235712175978,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-10",
        "2026-06-11",
        "2026-06-12",
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 21,
        "5": 21,
        "10": 18
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 2,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.6153846153846154,
        "5": 0.5,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.6153846153846154,
      "comboQuality": 0.2930496553792851,
      "eligibleDays": 330,
      "fitnessScore": 0.1562639602344697,
      "lookbackDays": 30,
      "returnLift1D": -0.0022184788500070516,
      "hitRateLift1D": -0.012066365007541435,
      "activationRate": 0.03939393939393939,
      "activationCount": 13,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.8831677659000101,
      "shadowSharpeLike": 0.2437607304730483,
      "avgForwardReturns": {
        "1": 0.0016346395417768432,
        "5": 0.00907112782938845,
        "10": -0.013513232949823725
      },
      "shadowMaxDrawdown": -0.07366975357393168,
      "shadowTotalReturn": 0.017012831695788266,
      "avgForwardReturn1D": 0.0016346395417768432,
      "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": 13,
        "5": 12,
        "10": 12
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 5,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5882352941176471,
        "5": 0.42857142857142855,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.5882352941176471,
      "comboQuality": 0.28390545601759215,
      "eligibleDays": 330,
      "fitnessScore": 0.1464623972653937,
      "lookbackDays": 30,
      "returnLift1D": -0.0018745384916803802,
      "hitRateLift1D": -0.039215686274509776,
      "activationRate": 0.051515151515151514,
      "activationCount": 17,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.925702396131501,
      "shadowSharpeLike": 0.3440811318693922,
      "avgForwardReturns": {
        "1": 0.0019785799001035146,
        "5": 0.002774808745096478,
        "10": -0.013513232949823725
      },
      "shadowMaxDrawdown": -0.09834099799211737,
      "shadowTotalReturn": 0.027585297161911493,
      "avgForwardReturn1D": 0.0019785799001035146,
      "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": 17,
        "5": 14,
        "10": 12
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 3,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 0.46153846153846156,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.5714285714285714,
      "comboQuality": 0.21907162474316486,
      "eligibleDays": 330,
      "fitnessScore": 0.07036136453740933,
      "lookbackDays": 30,
      "returnLift1D": -0.0030718668870677703,
      "hitRateLift1D": -0.05602240896358546,
      "activationRate": 0.04242424242424243,
      "activationCount": 14,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.8958773003080274,
      "shadowSharpeLike": 0.09928320624644645,
      "avgForwardReturns": {
        "1": 0.0007812515047161247,
        "5": 0.004715028052806846,
        "10": -0.013513232949823725
      },
      "shadowMaxDrawdown": -0.08414412777155955,
      "shadowTotalReturn": 0.005513074450388844,
      "avgForwardReturn1D": 0.0007812515047161247,
      "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": 14,
        "5": 13,
        "10": 12
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 4,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 0.46153846153846156,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.5714285714285714,
      "comboQuality": 0.21907162474316486,
      "eligibleDays": 330,
      "fitnessScore": 0.07036136453740933,
      "lookbackDays": 30,
      "returnLift1D": -0.0030718668870677703,
      "hitRateLift1D": -0.05602240896358546,
      "activationRate": 0.04242424242424243,
      "activationCount": 14,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.8958773003080274,
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      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "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": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 5,
      "ticker": "HEI",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08254332312653966,
      "eligibleDays": 297,
      "fitnessScore": -0.1798220566830543,
      "lookbackDays": 63,
      "returnLift1D": -0.003853118391783895,
      "hitRateLift1D": -0.6274509803921569,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "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": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.13728456310228523,
      "fitnessScore": -0.05436638551252173,
      "lookbackDays": 14,
      "returnLift1D": -0.004981355429511803,
      "activationRate": 0.05397727272727273,
      "activationCount": 19,
      "sampleConfidence": 0.986073688964493,
      "shadowTotalReturn": -0.02722236974854131,
      "avgForwardReturn1D": -0.0011282370377279083
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.40604401358683445,
      "fitnessScore": 0.26632439521922635,
      "lookbackDays": 21,
      "returnLift1D": -0.002187419746754773,
      "activationRate": 0.05309734513274336,
      "activationCount": 18,
      "sampleConfidence": 0.9643684065203753,
      "shadowTotalReturn": 0.023756688460339737,
      "avgForwardReturn1D": 0.001665698645029122
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.2930496553792851,
      "fitnessScore": 0.1562639602344697,
      "lookbackDays": 30,
      "returnLift1D": -0.0022184788500070516,
      "activationRate": 0.03939393939393939,
      "activationCount": 13,
      "sampleConfidence": 0.8831677659000101,
      "shadowTotalReturn": 0.017012831695788266,
      "avgForwardReturn1D": 0.0016346395417768432
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.10314949408102303,
      "fitnessScore": -0.12579616772339822,
      "lookbackDays": 45,
      "returnLift1D": -0.0052766561211788745,
      "activationRate": 0.022222222222222223,
      "activationCount": 7,
      "sampleConfidence": 0.6706224833085742,
      "shadowTotalReturn": -0.01133811056031786,
      "avgForwardReturn1D": -0.0014235377293949794
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08254332312653966,
      "fitnessScore": -0.1798220566830543,
      "lookbackDays": 63,
      "returnLift1D": -0.003853118391783895,
      "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": "d656befe939942d34b3c6f58721819d225f6a2842025b5cf16c448d8b21a6080",
    "size": 13,
    "members": [
      "HEI",
      "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",
      "HEI"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "HEI",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "HEI",
    "hitRates": {
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      "5": 0.5533980582524272,
      "10": 0.56
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    "hitRate1D": 0.5631067961165048,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.7599850358669983,
    "eligibleDays": 368,
    "fitnessScore": 0.6035714437267872,
    "lookbackDays": 21,
    "returnLift1D": 0.0015646048476135404,
    "hitRateLift1D": 0.04136766568172223,
    "portfolioSize": 2,
    "activationRate": 0.2798913043478261,
    "activationCount": 103,
    "baselineHitRates": {
      "1": 0.5217391304347826,
      "5": 0.5302197802197802,
      "10": 0.5543175487465181
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    "sampleConfidence": 0.9980582524271845,
    "shadowSharpeLike": 1.1701749830073824,
    "avgForwardReturns": {
      "1": 0.0027368589308457555,
      "5": 0.004618524777765102,
      "10": 0.008668027995844114
    },
    "shadowMaxDrawdown": -0.07506235997204036,
    "shadowTotalReturn": 0.28678098949082376,
    "avgForwardReturn1D": 0.0027368589308457555,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-28",
      "2025-03-03",
      "2025-03-04",
      "2025-03-05",
      "2025-03-06",
      "2025-03-07",
      "2025-03-10",
      "2025-03-11",
      "2025-03-12",
      "2025-03-13"
    ],
    "horizonObservationCounts": {
      "1": 103,
      "5": 103,
      "10": 100
    },
    "baselineAvgForwardReturns": {
      "1": 0.0011722540832322151,
      "5": 0.00610170455345352,
      "10": 0.0129937976996677
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7599850358669983,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.45967927450028434,
    "bestRawFitnessScore": 0.6035714437267872,
    "upperQuartileComboQuality": 0.563012226860987
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.4551338066222552,
    "rawScore": 0.4837636398579848,
    "confidence": 0.8816371017708804,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0.24953529769714938,
    "recommendedRegion": {
      "lookbackDays": [
        21,
        63
      ],
      "portfolioSizes": [
        2,
        3
      ]
    },
    "parameterStability": 0.22570558981287295,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "HEI",
      "hitRates": {
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        "5": 0.5533980582524272,
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      "hitRate1D": 0.5631067961165048,
      "rankWeights": [
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      "comboQuality": 0.7599850358669983,
      "eligibleDays": 368,
      "fitnessScore": 0.6035714437267872,
      "lookbackDays": 21,
      "returnLift1D": 0.0015646048476135404,
      "hitRateLift1D": 0.04136766568172223,
      "portfolioSize": 2,
      "activationRate": 0.2798913043478261,
      "activationCount": 103,
      "baselineHitRates": {
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      "sampleConfidence": 0.9980582524271845,
      "shadowSharpeLike": 1.1701749830073824,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.07506235997204036,
      "shadowTotalReturn": 0.28678098949082376,
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      "riskOffActivations": 0,
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        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "hitRate1D": 0.5704697986577181,
      "rankWeights": [
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      "comboQuality": 0.7480621367662238,
      "eligibleDays": 326,
      "fitnessScore": 0.5894267837345103,
      "lookbackDays": 63,
      "returnLift1D": 0.000549863861329124,
      "hitRateLift1D": 0.03979495203195116,
      "portfolioSize": 3,
      "activationRate": 0.4570552147239264,
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      "sampleConfidence": 0.9941834451901567,
      "shadowSharpeLike": 0.8528497765904468,
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      "shadowMaxDrawdown": -0.1122447312519238,
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      "riskOffActivations": 0,
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        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.6646175236731071,
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    },
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      "comboQuality": 0.6203946126148578,
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      "horizonObservationCounts": {
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      "topN": 5,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5073529411764706,
        "5": 0.5298507462686567,
        "10": 0.47368421052631576
      },
      "hitRate1D": 0.5073529411764706,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.13050975829217726,
      "eligibleDays": 359,
      "fitnessScore": -0.06722100435426984,
      "lookbackDays": 30,
      "returnLift1D": -0.0020371670991317964,
      "hitRateLift1D": -0.02189496968703919,
      "portfolioSize": 5,
      "activationRate": 0.3788300835654596,
      "activationCount": 136,
      "baselineHitRates": {
        "1": 0.5292479108635098,
        "5": 0.5408450704225352,
        "10": 0.5628571428571428
      },
      "sampleConfidence": 0.9975490196078431,
      "shadowSharpeLike": -0.3487942437172687,
      "avgForwardReturns": {
        "1": -0.0006038807055004247,
        "5": 0.0005717929903333241,
        "10": 0.0025802998430446856
      },
      "shadowMaxDrawdown": -0.2582100594503224,
      "shadowTotalReturn": -0.12079741352386686,
      "avgForwardReturn1D": -0.0006038807055004247,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 136,
        "5": 134,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014332863936313718,
        "5": 0.00702862565427365,
        "10": 0.013224535506413072
      }
    },
    {
      "topN": 4,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.4794520547945205,
        "5": 0.4931506849315068,
        "10": 0.4827586206896552
      },
      "hitRate1D": 0.4794520547945205,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.08851309768892517,
      "eligibleDays": 375,
      "fitnessScore": -0.16302387115935973,
      "lookbackDays": 14,
      "returnLift1D": -0.001983692351240294,
      "hitRateLift1D": -0.040547945205479496,
      "portfolioSize": 4,
      "activationRate": 0.3893333333333333,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.5283018867924528,
        "10": 0.5437158469945356
      },
      "sampleConfidence": 0.9995433789954339,
      "shadowSharpeLike": -0.44332175502557236,
      "avgForwardReturns": {
        "1": -0.000813711090830303,
        "5": -0.0008385022507628752,
        "10": 0.004264440490942076
      },
      "shadowMaxDrawdown": -0.2934445896114679,
      "shadowTotalReturn": -0.16028818967569824,
      "avgForwardReturn1D": -0.000813711090830303,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-03",
        "2025-02-04",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 146,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.001169981260409991,
        "5": 0.005982105236884415,
        "10": 0.012175532898727866
      }
    },
    {
      "topN": 5,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.4794520547945205,
        "5": 0.4931506849315068,
        "10": 0.4827586206896552
      },
      "hitRate1D": 0.4794520547945205,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.08851309768892517,
      "eligibleDays": 375,
      "fitnessScore": -0.16302387115935973,
      "lookbackDays": 14,
      "returnLift1D": -0.001983692351240294,
      "hitRateLift1D": -0.040547945205479496,
      "portfolioSize": 5,
      "activationRate": 0.3893333333333333,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.5283018867924528,
        "10": 0.5437158469945356
      },
      "sampleConfidence": 0.9995433789954339,
      "shadowSharpeLike": -0.44332175502557236,
      "avgForwardReturns": {
        "1": -0.000813711090830303,
        "5": -0.0008385022507628752,
        "10": 0.004264440490942076
      },
      "shadowMaxDrawdown": -0.2934445896114679,
      "shadowTotalReturn": -0.16028818967569824,
      "avgForwardReturn1D": -0.000813711090830303,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-03",
        "2025-02-04",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 146,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.001169981260409991,
        "5": 0.005982105236884415,
        "10": 0.012175532898727866
      }
    }
  ],
  "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": 0.14861170833349208,
      "fitnessScore": -0.034016903890642394,
      "lookbackDays": 14,
      "returnLift1D": -0.0014202307950301712,
      "activationRate": 0.2693333333333333,
      "activationCount": 101,
      "sampleConfidence": 0.9993399339933994,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.060167587889113916,
      "avgForwardReturn1D": -0.00025024953462018034
    },
    {
      "comboQuality": 0.7599850358669983,
      "fitnessScore": 0.6035714437267872,
      "lookbackDays": 21,
      "returnLift1D": 0.0015646048476135404,
      "activationRate": 0.2798913043478261,
      "activationCount": 103,
      "sampleConfidence": 0.9980582524271845,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.28678098949082376,
      "avgForwardReturn1D": 0.0027368589308457555
    },
    {
      "comboQuality": 0.4840765939274599,
      "fitnessScore": 0.33598266248839315,
      "lookbackDays": 30,
      "returnLift1D": -0.00011894377281635457,
      "activationRate": 0.3147632311977716,
      "activationCount": 113,
      "sampleConfidence": 0.9970501474926254,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.12371348080570743,
      "avgForwardReturn1D": 0.0013143426208150173
    },
    {
      "comboQuality": 0.54388476494303,
      "fitnessScore": 0.3887182200285953,
      "lookbackDays": 45,
      "returnLift1D": -0.00006708644471866061,
      "activationRate": 0.42151162790697677,
      "activationCount": 145,
      "sampleConfidence": 0.9940229885057472,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.11271250127386412,
      "avgForwardReturn1D": 0.0009632760061029494
    },
    {
      "comboQuality": 0.7480621367662238,
      "fitnessScore": 0.5894267837345103,
      "lookbackDays": 63,
      "returnLift1D": 0.000549863861329124,
      "activationRate": 0.4570552147239264,
      "activationCount": 149,
      "sampleConfidence": 0.9941834451901567,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.22667786333519446,
      "avgForwardReturn1D": 0.00160054089706838
    }
  ],
  "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": "d656befe939942d34b3c6f58721819d225f6a2842025b5cf16c448d8b21a6080",
    "size": 13,
    "members": [
      "HEI",
      "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
0.601
Liquidity
0.734
Momentum
0.602
Relative strength
0.552
Trend quality
0.339
Stability
0.584
Aggression
0.424
Downside risk
0.631
Drawdown state
0.927
Quality momentum
0.529
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.538
Benchmark Independence 3m Score
0.570
Beta 1y Profile Score
0.487
Beta 3m Profile Score
0.500
Beta Change Score
0.516
Correlation Change Score
0.484
Current Drawdown Score
0.896
Days Since 52w High Score
0.052
Distance From 52w High Score
0.896
Distance From Sma 20 Score
0.461
Distance From Sma 200 Score
0.626
Distance From Sma 50 Score
0.544
Downside Volatility 1m Score
0.276
Downside Volatility 1y Score
0.356
Downside Volatility 2y Score
0.334
Downside Volatility 3m Score
0.279
Downside Volatility 5y Score
0.295
Downside Volatility 6m Score
0.425
Drawdown Recovery Score
1
Excess Return 1m Score
0.522
Excess Return 1y Score
0.317
Excess Return 3m Score
0.880
Excess Return 6m Score
0.328
Expected Shortfall 95 1y Score
0.547
Log Avg Dollar Volume 20d Score
0.734
Log Market Cap Score
0.601
Drawdown Score 1m
0.671
Drawdown Score 1y
0.583
Drawdown Score 2y
0.661
Drawdown Score 3m
0.794
Drawdown Score 5y
0.729
Drawdown Score 6m
0.531
Momentum Acceleration 1m Vs 3m Score
0.267
Momentum Acceleration 3m Vs 6m Score
0.810
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.435
Relative Strength Slope 3m Score
0.759
Relative Volume 20d Score
0.151
Return 1m Score
0.532
Return 1w Score
0.466
Return 1y Score
0.548
Return 2y Score
0.435
Return 3m Score
0.836
Return 5y Score
0.196
Return 6m Score
0.483
Return Skewness 1y Score
0.595
Sector Excess Return 1y Score
0.261
Sharpe 1m Score
0.621
Sharpe 1y Score
0.477
Sharpe 2y Score
0.564
Sharpe 3m Score
0.938
Sharpe 5y Score
0.563
Sharpe 6m Score
0.416
Sortino 1m Score
0.500
Sortino 1y Score
0.426
Sortino 2y Score
0.483
Sortino 3m Score
0.868
Sortino 5y Score
0.479
Sortino 6m Score
0.386
Trend R2 1m Score
0.043
Trend R2 1w Score
0.501
Trend R2 1y Score
0.000
Trend R2 2y Score
0.589
Trend R2 3m Score
0.813
Trend R2 5y Score
0.925
Trend R2 6m Score
0.044
Trend Slope 1m Score
0.449
Trend Slope 1w Score
0.291
Trend Slope 1y Score
0.499
Trend Slope 2y Score
0.543
Trend Slope 3m Score
0.799
Trend Slope 5y Score
0.552
Trend Slope 6m Score
0.533
Volatility 1m Score
0.244
Volatility 1w Score
0.174
Volatility 1y Score
0.380
Volatility 2y Score
0.354
Volatility 3m Score
0.440
Volatility 5y Score
0.303
Volatility 6m Score
0.445
Worst Day 1y Score
0.540
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
159,356,704.004
Best Day 1y
0.115
Beta To Benchmark 1y
1.218
Beta 3m
1.250
Beta Change
0.031
Beta To Sector 1y
1.107
Correlation To Benchmark 1y
0.462
Correlation 3m
0.430
Correlation Change
-0.032
Correlation To Sector 1y
0.553
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.538
Benchmark Independence 3m Score
0.570
Beta 1y Profile Score
0.487
Beta 3m Profile Score
0.500
Beta Change Score
0.516
Correlation Change Score
0.484
Current Drawdown Score
0.896
Distance From Sma 20 Score
0.461
Distance From Sma 200 Score
0.626
Current Drawdown
-0.068
Days Since 52w High
13
Distance From 52w High
-0.068
Distance From Sma 20
-0.023
Distance From Sma 200
0.076
Distance From Sma 50
0.027
Downside Capture 1y
0.732
Downside Volatility 1m
0.257
Downside Volatility 1w
-
Downside Volatility 1y
0.317
Downside Volatility 2y
0.301
Downside Volatility 3m
0.259
Downside Volatility 5y
0.271
Downside Volatility 6m
0.369
Drawdown Recovery
1
Excess Return 1m
0.013
Excess Return 1y
-0.110
Excess Return 3m
0.228
Excess Return 6m
-0.103
Expected Shortfall 95 1y
-0.045
Market Cap
48,853,700,093.88
Max Drawdown 1m
-0.082
Max Drawdown 1w
-0.026
Max Drawdown 1y
-0.271
Max Drawdown 2y
-0.271
Max Drawdown 3m
-0.082
Max Drawdown 5y
-0.271
Max Drawdown 6m
-0.258
Momentum Acceleration 1m Vs 3m
-0.070
Momentum Acceleration 3m Vs 6m
0.093
Moving Average Alignment
0
Relative Strength Acceleration
-0.001
Relative Strength Slope 3m
0.004
Relative Volume 20d
0.708
Return 1m
0.019
Return 1w
-0.010
Return 1y
0.077
Return 2y
0.523
Return 3m
0.268
Return 5y
1.548
Return 6m
-0.020
Return Skewness 1y
0.573
Sector Excess Return 1y
-0.143
Sharpe 1m
1.103
Sharpe 1y
0.387
Sharpe 2y
0.822
Sharpe 3m
2.691
Sharpe 5y
0.813
Sharpe 6m
0.082
Sortino 1m
1.001
Sortino 1y
0.409
Sortino 2y
0.863
Sortino 3m
3.945
Sortino 5y
0.830
Sortino 6m
0.085
Trend R2 1m
0.043
Trend R2 1w
0.501
Trend R2 1y
0.000
Trend R2 2y
0.589
Trend R2 3m
0.813
Trend R2 5y
0.925
Trend R2 6m
0.044
Trend 1m
-0.001
Trend 1w
-0.003
Trend 1y
-0.000
Trend 2y
0.001
Trend 3m
0.005
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
1.240
Value At Risk 95 1y
-0.028
Volatility 1m
0.233
Volatility 1w
0.181
Volatility 1y
0.335
Volatility 2y
0.316
Volatility 3m
0.380
Volatility 5y
0.277
Volatility 6m
0.384
Worst Day 1y
-0.092
Distance From Sma 50 Score
0.544
Downside Volatility 1y Score
0.356
Downside Volatility 3m Score
0.279
Drawdown Recovery Score
1
Excess Return 1m Score
0.522
Excess Return 1y Score
0.317
Excess Return 3m Score
0.880
Excess Return 6m Score
0.328
Expected Shortfall 95 1y Score
0.547
Log Avg Dollar Volume 20d Score
0.734
Log Market Cap Score
0.601
Drawdown Score 1y
0.583
Drawdown Score 5y
0.729
Momentum Acceleration 1m Vs 3m Score
0.267
Momentum Acceleration 3m Vs 6m Score
0.810
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.435
Relative Volume 20d Score
0.151
Return 1m Score
0.532
Return 1y Score
0.548
Return 3m Score
0.836
Return 6m Score
0.483
Return Skewness 1y Score
0.595
Sortino 1y Score
0.426
Sortino 3m Score
0.868
Trend R2 1y Score
0.000
Trend R2 3m Score
0.813
Trend Slope 1y Score
0.499
Trend Slope 3m Score
0.799
Volatility 1y Score
0.380
Volatility 3m Score
0.440