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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

IBKR

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

Research Detail

IBKR

IBKR

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.901
Correlation To Benchmark 1y
0.632
Inverse To Benchmark 1y
0.368
Drawdown Score 1m
0.676
Drawdown Score 3m
0.747
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
0.660
Drawdown Score 1y
0.712
Drawdown Score 2y
0.517
Drawdown Score 5y
0.613
Return 1w
-0.005
Return 1m
-0.031
Return 3m
0.176
Return 6m
0.213
Return 1y
0.481
Return 2y
2.102
Return 5y
4.905
Sharpe 1m
-0.626
Sharpe 3m
1.883
Sharpe 6m
1.157
Sharpe 1y
1.219
Sharpe 2y
1.580
Sharpe 5y
1.194
Trend 1w
0.003
Trend 1m
0.001
Trend 3m
0.003
Trend 6m
0.003
Trend 1y
0.002
Trend 2y
0.002
Trend 5y
0.002
Volatility 1w
0.339
Volatility 1m
0.451
Volatility 3m
0.383
Volatility 6m
0.403
Volatility 1y
0.382
Volatility 2y
0.412
Volatility 5y
0.348
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
IBKR
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:34 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
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
0.745
Aptet Fit Raw Score
0.769
Aptet Fit Confidence
0.939
Aptet Fit Label
good
Aptet Fitness Error
-
Force Fit Score
0.551
Force Fit Raw Score
0.582
Force Fit Confidence
0.892
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:34 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "IBKR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "IBKR",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "IBKR",
    "hitRates": {
      "1": 0.5514018691588785,
      "5": 0.5761904761904761,
      "10": 0.5902439024390244
    },
    "hitRate1D": 0.5514018691588785,
    "comboQuality": 0.9724572579690545,
    "eligibleDays": 330,
    "fitnessScore": 1.1340991554251305,
    "lookbackDays": 30,
    "returnLift1D": -0.0001152182284673846,
    "hitRateLift1D": -0.001789620202823694,
    "activationRate": 0.6515151515151515,
    "activationCount": 215,
    "baselineHitRates": {
      "1": 0.5531914893617021,
      "5": 0.5907692307692308,
      "10": 0.628125
    },
    "sampleConfidence": 0.9950387596899225,
    "shadowSharpeLike": 1.4356148569814569,
    "avgForwardReturns": {
      "1": 0.0026315771918695857,
      "5": 0.011863783939159815,
      "10": 0.020329498296398817
    },
    "shadowMaxDrawdown": -0.12351013536749622,
    "shadowTotalReturn": 0.6461267962579502,
    "avgForwardReturn1D": 0.0026315771918695857,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-25",
      "2025-04-28",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14"
    ],
    "horizonObservationCounts": {
      "1": 214,
      "5": 210,
      "10": 205
    },
    "baselineAvgForwardReturns": {
      "1": 0.0027467954203369703,
      "5": 0.01408395718684419,
      "10": 0.02900081905403919
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9724572579690545,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.636994486561528,
    "bestRawFitnessScore": 1.1340991554251305,
    "upperQuartileComboQuality": 0.8682704931061208
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.7452115618904157,
    "rawScore": 0.7686217764116394,
    "confidence": 0.9390852165794318,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 30
    },
    "profileBreadth": 0.5001446675993872,
    "recommendedRegion": {
      "topNs": [
        3,
        4,
        5
      ],
      "lookbackDays": [
        21,
        30,
        63
      ]
    },
    "parameterStability": 0.754438849075699,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "IBKR",
      "hitRates": {
        "1": 0.5514018691588785,
        "5": 0.5761904761904761,
        "10": 0.5902439024390244
      },
      "hitRate1D": 0.5514018691588785,
      "comboQuality": 0.9724572579690545,
      "eligibleDays": 330,
      "fitnessScore": 1.1340991554251305,
      "lookbackDays": 30,
      "returnLift1D": -0.0001152182284673846,
      "hitRateLift1D": -0.001789620202823694,
      "activationRate": 0.6515151515151515,
      "activationCount": 215,
      "baselineHitRates": {
        "1": 0.5531914893617021,
        "5": 0.5907692307692308,
        "10": 0.628125
      },
      "sampleConfidence": 0.9950387596899225,
      "shadowSharpeLike": 1.4356148569814569,
      "avgForwardReturns": {
        "1": 0.0026315771918695857,
        "5": 0.011863783939159815,
        "10": 0.020329498296398817
      },
      "shadowMaxDrawdown": -0.12351013536749622,
      "shadowTotalReturn": 0.6461267962579502,
      "avgForwardReturn1D": 0.0026315771918695857,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 214,
        "5": 210,
        "10": 205
      },
      "baselineAvgForwardReturns": {
        "1": 0.0027467954203369703,
        "5": 0.01408395718684419,
        "10": 0.02900081905403919
      }
    },
    {
      "topN": 4,
      "ticker": "IBKR",
      "hitRates": {
        "1": 0.5458937198067633,
        "5": 0.5665024630541872,
        "10": 0.5858585858585859
      },
      "hitRate1D": 0.5458937198067633,
      "comboQuality": 0.8979326435846587,
      "eligibleDays": 330,
      "fitnessScore": 0.8283816633172109,
      "lookbackDays": 30,
      "returnLift1D": -0.0007043331907387955,
      "hitRateLift1D": -0.007297769554938882,
      "activationRate": 0.6303030303030303,
      "activationCount": 208,
      "baselineHitRates": {
        "1": 0.5531914893617021,
        "5": 0.5907692307692308,
        "10": 0.628125
      },
      "sampleConfidence": 0.9948717948717949,
      "shadowSharpeLike": 1.1007776784111414,
      "avgForwardReturns": {
        "1": 0.0020424622295981748,
        "5": 0.011145005260350165,
        "10": 0.01960298890708141
      },
      "shadowMaxDrawdown": -0.20106509513930715,
      "shadowTotalReturn": 0.4294148579429693,
      "avgForwardReturn1D": 0.0020424622295981748,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-05-05",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15"
      ],
      "horizonObservationCounts": {
        "1": 207,
        "5": 203,
        "10": 198
      },
      "baselineAvgForwardReturns": {
        "1": 0.0027467954203369703,
        "5": 0.01408395718684419,
        "10": 0.02900081905403919
      }
    },
    {
      "topN": 3,
      "ticker": "IBKR",
      "hitRates": {
        "1": 0.5449101796407185,
        "5": 0.5329341317365269,
        "10": 0.5950920245398773
      },
      "hitRate1D": 0.5449101796407185,
      "comboQuality": 0.897267402880623,
      "eligibleDays": 339,
      "fitnessScore": 0.8267893806957826,
      "lookbackDays": 21,
      "returnLift1D": 0.00014218624443351193,
      "hitRateLift1D": -0.002427098465790367,
      "activationRate": 0.49262536873156343,
      "activationCount": 167,
      "baselineHitRates": {
        "1": 0.5473372781065089,
        "5": 0.5808383233532934,
        "10": 0.6170212765957447
      },
      "sampleConfidence": 0.9984031936127745,
      "shadowSharpeLike": 1.1849073085781436,
      "avgForwardReturns": {
        "1": 0.0026996884554942417,
        "5": 0.011718253935233304,
        "10": 0.025387999799307354
      },
      "shadowMaxDrawdown": -0.17857290245953816,
      "shadowTotalReturn": 0.46916660217894357,
      "avgForwardReturn1D": 0.0026996884554942417,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-02",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 167,
        "5": 167,
        "10": 163
      },
      "baselineAvgForwardReturns": {
        "1": 0.00255750221106073,
        "5": 0.012643046080067628,
        "10": 0.026227872748574927
      }
    },
    {
      "topN": 3,
      "ticker": "IBKR",
      "hitRates": {
        "1": 0.5368421052631579,
        "5": 0.5561497326203209,
        "10": 0.5824175824175825
      },
      "hitRate1D": 0.5368421052631579,
      "comboQuality": 0.8833756201495042,
      "eligibleDays": 330,
      "fitnessScore": 0.7954542750562528,
      "lookbackDays": 30,
      "returnLift1D": -0.0006489401962879345,
      "hitRateLift1D": -0.01634938409854425,
      "activationRate": 0.5757575757575758,
      "activationCount": 190,
      "baselineHitRates": {
        "1": 0.5531914893617021,
        "5": 0.5907692307692308,
        "10": 0.628125
      },
      "sampleConfidence": 0.9961403508771931,
      "shadowSharpeLike": 1.1131070076161038,
      "avgForwardReturns": {
        "1": 0.002097855224049036,
        "5": 0.009504035561485227,
        "10": 0.018151877657361867
      },
      "shadowMaxDrawdown": -0.12446074419488928,
      "shadowTotalReturn": 0.4038343882991515,
      "avgForwardReturn1D": 0.002097855224049036,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-05-05",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 190,
        "5": 187,
        "10": 182
      },
      "baselineAvgForwardReturns": {
        "1": 0.0027467954203369703,
        "5": 0.01408395718684419,
        "10": 0.02900081905403919
      }
    },
    {
      "topN": 3,
      "ticker": "IBKR",
      "hitRates": {
        "1": 0.558282208588957,
        "5": 0.5471698113207547,
        "10": 0.5844155844155844
      },
      "hitRate1D": 0.558282208588957,
      "comboQuality": 0.8700748039655442,
      "eligibleDays": 297,
      "fitnessScore": 0.7683564703561802,
      "lookbackDays": 63,
      "returnLift1D": 0.00009148631986368198,
      "hitRateLift1D": 0.02787680318355168,
      "activationRate": 0.5521885521885522,
      "activationCount": 164,
      "baselineHitRates": {
        "1": 0.5304054054054054,
        "5": 0.5753424657534246,
        "10": 0.6027874564459931
      },
      "sampleConfidence": 0.9934959349593496,
      "shadowSharpeLike": 1.0893200790837374,
      "avgForwardReturns": {
        "1": 0.002244257536078052,
        "5": 0.007918902295566497,
        "10": 0.019942945016201086
      },
      "shadowMaxDrawdown": -0.14973082378861136,
      "shadowTotalReturn": 0.3676898387295766,
      "avgForwardReturn1D": 0.002244257536078052,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-27",
        "2025-05-28",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 159,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.00215277121621437,
        "5": 0.011059575110949219,
        "10": 0.02267859616765965
      }
    },
    {
      "topN": 5,
      "ticker": "IBKR",
      "hitRates": {
        "1": 0.5329949238578681,
        "5": 0.5685279187817259,
        "10": 0.6321243523316062
      },
      "hitRate1D": 0.5329949238578681,
      "comboQuality": 0.8676690561529797,
      "eligibleDays": 339,
      "fitnessScore": 0.7637109756912507,
      "lookbackDays": 21,
      "returnLift1D": -0.00039613922233297603,
      "hitRateLift1D": -0.014342354248640832,
      "activationRate": 0.5811209439528023,
      "activationCount": 197,
      "baselineHitRates": {
        "1": 0.5473372781065089,
        "5": 0.5808383233532934,
        "10": 0.6170212765957447
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        "5": 0.5967741935483871,
        "10": 0.6262295081967213
      },
      "sampleConfidence": 0.9945652173913044,
      "shadowSharpeLike": 0.17166175588351187,
      "avgForwardReturns": {
        "1": 0.0004040653300205463,
        "5": 0.005918046973809212,
        "10": 0.013612224155701205
      },
      "shadowMaxDrawdown": -0.34971713795661263,
      "shadowTotalReturn": 0.01093820258485323,
      "avgForwardReturn1D": 0.0004040653300205463,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27"
      ],
      "horizonObservationCounts": {
        "1": 183,
        "5": 179,
        "10": 175
      },
      "baselineAvgForwardReturns": {
        "1": 0.0029495578191921414,
        "5": 0.014279642959129936,
        "10": 0.028467785541125126
      }
    },
    {
      "topN": 2,
      "ticker": "IBKR",
      "hitRates": {
        "1": 0.5,
        "5": 0.5390070921985816,
        "10": 0.5289855072463768
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.33400490076845,
      "eligibleDays": 330,
      "fitnessScore": 0.19817213784179824,
      "lookbackDays": 30,
      "returnLift1D": -0.0020821823440897074,
      "hitRateLift1D": -0.05319148936170215,
      "activationRate": 0.43636363636363634,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.5531914893617021,
        "5": 0.5907692307692308,
        "10": 0.628125
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      "sampleConfidence": 0.9958333333333333,
      "shadowSharpeLike": 0.25200827550149013,
      "avgForwardReturns": {
        "1": 0.0006646130762472629,
        "5": 0.005254071899369981,
        "10": 0.012230905162690412
      },
      "shadowMaxDrawdown": -0.1843223117142646,
      "shadowTotalReturn": 0.042565402110290806,
      "avgForwardReturn1D": 0.0006646130762472629,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-05-05",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 141,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.0027467954203369703,
        "5": 0.01408395718684419,
        "10": 0.02900081905403919
      }
    },
    {
      "topN": 2,
      "ticker": "IBKR",
      "hitRates": {
        "1": 0.5163934426229508,
        "5": 0.49586776859504134,
        "10": 0.5169491525423728
      },
      "hitRate1D": 0.5163934426229508,
      "comboQuality": 0.09125502342447574,
      "eligibleDays": 315,
      "fitnessScore": -0.155649420939986,
      "lookbackDays": 45,
      "returnLift1D": -0.003938539721951356,
      "hitRateLift1D": -0.034561971389788004,
      "activationRate": 0.3873015873015873,
      "activationCount": 122,
      "baselineHitRates": {
        "1": 0.5509554140127388,
        "5": 0.5967741935483871,
        "10": 0.6262295081967213
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      "sampleConfidence": 0.9972677595628416,
      "shadowSharpeLike": -0.5113576138272777,
      "avgForwardReturns": {
        "1": -0.0009889819027592143,
        "5": 0.0014489833982727403,
        "10": 0.007504920042147562
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      "shadowMaxDrawdown": -0.3546019184972401,
      "shadowTotalReturn": -0.1560830672489405,
      "avgForwardReturn1D": -0.0009889819027592143,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27"
      ],
      "horizonObservationCounts": {
        "1": 122,
        "5": 121,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0029495578191921414,
        "5": 0.014279642959129936,
        "10": 0.028467785541125126
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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": 0.7671975454560157,
      "fitnessScore": 0.6123618942637269,
      "lookbackDays": 14,
      "returnLift1D": 0.00032712951037466636,
      "activationRate": 0.3664772727272727,
      "activationCount": 129,
      "sampleConfidence": 0.9968992248062016,
      "shadowTotalReturn": 0.307232868990595,
      "avgForwardReturn1D": 0.0025684373583686037
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.897267402880623,
      "fitnessScore": 0.8267893806957826,
      "lookbackDays": 21,
      "returnLift1D": 0.00014218624443351193,
      "activationRate": 0.49262536873156343,
      "activationCount": 167,
      "sampleConfidence": 0.9984031936127745,
      "shadowTotalReturn": 0.46916660217894357,
      "avgForwardReturn1D": 0.0026996884554942417
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9724572579690545,
      "fitnessScore": 1.1340991554251305,
      "lookbackDays": 30,
      "returnLift1D": -0.0001152182284673846,
      "activationRate": 0.6515151515151515,
      "activationCount": 215,
      "sampleConfidence": 0.9950387596899225,
      "shadowTotalReturn": 0.6461267962579502,
      "avgForwardReturn1D": 0.0026315771918695857
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.7623811344217164,
      "fitnessScore": 0.6064712968681913,
      "lookbackDays": 45,
      "returnLift1D": -0.0016170215139712481,
      "activationRate": 0.6952380952380952,
      "activationCount": 219,
      "sampleConfidence": 0.9951293759512938,
      "shadowTotalReturn": 0.24535393259338312,
      "avgForwardReturn1D": 0.0013325363052208933
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.8700748039655442,
      "fitnessScore": 0.7683564703561802,
      "lookbackDays": 63,
      "returnLift1D": 0.00009148631986368198,
      "activationRate": 0.5521885521885522,
      "activationCount": 164,
      "sampleConfidence": 0.9934959349593496,
      "shadowTotalReturn": 0.3676898387295766,
      "avgForwardReturn1D": 0.002244257536078052
    }
  ],
  "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": "63e6fb284599da6e7f735ee72fa7d77fc268dc851ce06f7d21334530c269bbfb",
    "size": 13,
    "members": [
      "IBKR",
      "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",
      "IBKR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "IBKR",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "IBKR",
    "hitRates": {
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      "5": 0.5642857142857143,
      "10": 0.5357142857142857
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    "hitRate1D": 0.5563380281690141,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.8890957812375966,
    "eligibleDays": 375,
    "fitnessScore": 0.8079383677797484,
    "lookbackDays": 14,
    "returnLift1D": 0.0012337426207762756,
    "hitRateLift1D": 0.012338028169014081,
    "portfolioSize": 2,
    "activationRate": 0.37866666666666665,
    "activationCount": 142,
    "baselineHitRates": {
      "1": 0.544,
      "5": 0.568733153638814,
      "10": 0.587431693989071
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    "sampleConfidence": 0.9981220657276996,
    "shadowSharpeLike": 1.1320616474913567,
    "avgForwardReturns": {
      "1": 0.0031441224665505036,
      "5": 0.0061313455701163715,
      "10": 0.007701109702021733
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    "shadowMaxDrawdown": -0.12241382919974009,
    "shadowTotalReturn": 0.4608276872331214,
    "avgForwardReturn1D": 0.0031441224665505036,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-01-24",
      "2025-01-27",
      "2025-01-28",
      "2025-01-29",
      "2025-01-30",
      "2025-01-31",
      "2025-02-03",
      "2025-02-04",
      "2025-02-05",
      "2025-02-06"
    ],
    "horizonObservationCounts": {
      "1": 142,
      "5": 140,
      "10": 140
    },
    "baselineAvgForwardReturns": {
      "1": 0.001910379845774228,
      "5": 0.009340187565789238,
      "10": 0.018215407992155652
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8890957812375966,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5371620571432942,
    "bestRawFitnessScore": 0.8079383677797484,
    "upperQuartileComboQuality": 0.6875595212627044
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5507404643566743,
    "rawScore": 0.5822312960610763,
    "confidence": 0.8918270731324666,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 2
    },
    "profileBreadth": 0.29997852428475963,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        63
      ],
      "portfolioSizes": [
        2,
        3
      ]
    },
    "parameterStability": 0.3105611285122154,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "IBKR",
      "hitRates": {
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        "5": 0.5642857142857143,
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      "hitRate1D": 0.5563380281690141,
      "rankWeights": [
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      "comboQuality": 0.8890957812375966,
      "eligibleDays": 375,
      "fitnessScore": 0.8079383677797484,
      "lookbackDays": 14,
      "returnLift1D": 0.0012337426207762756,
      "hitRateLift1D": 0.012338028169014081,
      "portfolioSize": 2,
      "activationRate": 0.37866666666666665,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.544,
        "5": 0.568733153638814,
        "10": 0.587431693989071
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      "sampleConfidence": 0.9981220657276996,
      "shadowSharpeLike": 1.1320616474913567,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.12241382919974009,
      "shadowTotalReturn": 0.4608276872331214,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0.5506329113924051,
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      "hitRate1D": 0.5617283950617284,
      "rankWeights": [
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      "comboQuality": 0.8850467870778399,
      "eligibleDays": 326,
      "fitnessScore": 0.7990453679669255,
      "lookbackDays": 63,
      "returnLift1D": -0.0004541483416305829,
      "hitRateLift1D": 0.006513671135348065,
      "portfolioSize": 3,
      "activationRate": 0.49693251533742333,
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      "baselineHitRates": {
        "1": 0.5552147239263804,
        "5": 0.5962732919254659,
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      "sampleConfidence": 0.9946502057613169,
      "shadowSharpeLike": 1.1426041857654903,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.13431419285957935,
      "shadowTotalReturn": 0.41276937811022885,
      "avgForwardReturn1D": 0.002458696210186191,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-27",
        "2025-05-28",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.7097475779479241,
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      "fitnessScore": 0.5467148518613361,
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      "returnLift1D": -0.0004254559863701376,
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      "activationRate": 0.6072423398328691,
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      "sampleConfidence": 0.9960244648318044,
      "shadowSharpeLike": 0.6298933012713517,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.20010794736394233,
      "shadowTotalReturn": 0.2174330813373726,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-20",
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        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
        "1": 0.0016501653533992284,
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    },
    {
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      "hitRate1D": 0.5321100917431193,
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      "comboQuality": 0.7097475779479241,
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      "returnLift1D": -0.0004254559863701376,
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      "sampleConfidence": 0.9965986394557824,
      "shadowSharpeLike": 0.334359217597031,
      "avgForwardReturns": {
        "1": 0.0008903480852966326,
        "5": 0.006944913716328472,
        "10": 0.01629539464412707
      },
      "shadowMaxDrawdown": -0.27297005525682216,
      "shadowTotalReturn": 0.08500484141421616,
      "avgForwardReturn1D": 0.0008903480852966326,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 196,
        "5": 192,
        "10": 190
      },
      "baselineAvgForwardReturns": {
        "1": 0.001910379845774228,
        "5": 0.009340187565789238,
        "10": 0.018215407992155652
      }
    },
    {
      "topN": 5,
      "ticker": "IBKR",
      "hitRates": {
        "1": 0.5306122448979592,
        "5": 0.546875,
        "10": 0.5684210526315789
      },
      "hitRate1D": 0.5306122448979592,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.4524186675834587,
      "eligibleDays": 375,
      "fitnessScore": 0.30800134084059927,
      "lookbackDays": 14,
      "returnLift1D": -0.0010200317604775954,
      "hitRateLift1D": -0.013387755102040821,
      "portfolioSize": 5,
      "activationRate": 0.5226666666666666,
      "activationCount": 196,
      "baselineHitRates": {
        "1": 0.544,
        "5": 0.568733153638814,
        "10": 0.587431693989071
      },
      "sampleConfidence": 0.9965986394557824,
      "shadowSharpeLike": 0.334359217597031,
      "avgForwardReturns": {
        "1": 0.0008903480852966326,
        "5": 0.006944913716328472,
        "10": 0.01629539464412707
      },
      "shadowMaxDrawdown": -0.27297005525682216,
      "shadowTotalReturn": 0.08500484141421616,
      "avgForwardReturn1D": 0.0008903480852966326,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 196,
        "5": 192,
        "10": 190
      },
      "baselineAvgForwardReturns": {
        "1": 0.001910379845774228,
        "5": 0.009340187565789238,
        "10": 0.018215407992155652
      }
    },
    {
      "topN": 3,
      "ticker": "IBKR",
      "hitRates": {
        "1": 0.5355191256830601,
        "5": 0.5307262569832403,
        "10": 0.5657142857142857
      },
      "hitRate1D": 0.5355191256830601,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.3388646191904692,
      "eligibleDays": 344,
      "fitnessScore": 0.20296124950385713,
      "lookbackDays": 45,
      "returnLift1D": -0.0021851008021630475,
      "hitRateLift1D": -0.01680645571228867,
      "portfolioSize": 3,
      "activationRate": 0.5319767441860465,
      "activationCount": 183,
      "baselineHitRates": {
        "1": 0.5523255813953488,
        "5": 0.5882352941176471,
        "10": 0.6149253731343284
      },
      "sampleConfidence": 0.9956284153005465,
      "shadowSharpeLike": 0.19901193328482197,
      "avgForwardReturns": {
        "1": 0.00047098664080331043,
        "5": 0.005903226082513695,
        "10": 0.013616317390493906
      },
      "shadowMaxDrawdown": -0.34930165340985353,
      "shadowTotalReturn": 0.02414161987279173,
      "avgForwardReturn1D": 0.00047098664080331043,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27"
      ],
      "horizonObservationCounts": {
        "1": 183,
        "5": 179,
        "10": 175
      },
      "baselineAvgForwardReturns": {
        "1": 0.002656087442966358,
        "5": 0.013161672824984693,
        "10": 0.026124972571714915
      }
    },
    {
      "topN": 2,
      "ticker": "IBKR",
      "hitRates": {
        "1": 0.487012987012987,
        "5": 0.5033112582781457,
        "10": 0.4864864864864865
      },
      "hitRate1D": 0.487012987012987,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.19811838861462785,
      "eligibleDays": 359,
      "fitnessScore": 0.04241883469379344,
      "lookbackDays": 30,
      "returnLift1D": -0.0017635392305264588,
      "hitRateLift1D": -0.056162500452194064,
      "portfolioSize": 2,
      "activationRate": 0.42896935933147634,
      "activationCount": 154,
      "baselineHitRates": {
        "1": 0.5431754874651811,
        "5": 0.5633802816901409,
        "10": 0.5885714285714285
      },
      "sampleConfidence": 0.9961038961038962,
      "shadowSharpeLike": -0.10669320087847944,
      "avgForwardReturns": {
        "1": -0.00011337387712723047,
        "5": -0.0001326092168077747,
        "10": 0.00014049974966252014
      },
      "shadowMaxDrawdown": -0.1595921267912641,
      "shadowTotalReturn": -0.07282412872053978,
      "avgForwardReturn1D": -0.00011337387712723047,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 151,
        "10": 148
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016501653533992284,
        "5": 0.008463964396085922,
        "10": 0.018763676043861376
      }
    },
    {
      "topN": 2,
      "ticker": "IBKR",
      "hitRates": {
        "1": 0.5289256198347108,
        "5": 0.48760330578512395,
        "10": 0.5254237288135594
      },
      "hitRate1D": 0.5289256198347108,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.14114200224284043,
      "eligibleDays": 344,
      "fitnessScore": -0.04728416321425421,
      "lookbackDays": 45,
      "returnLift1D": -0.003025819589273829,
      "hitRateLift1D": -0.02339996156063806,
      "portfolioSize": 2,
      "activationRate": 0.35174418604651164,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.5523255813953488,
        "5": 0.5882352941176471,
        "10": 0.6149253731343284
      },
      "sampleConfidence": 0.9983471074380166,
      "shadowSharpeLike": -0.21372393822529676,
      "avgForwardReturns": {
        "1": -0.00036973214630747075,
        "5": 0.0012480197800835411,
        "10": 0.008993058037732541
      },
      "shadowMaxDrawdown": -0.3360308986344618,
      "shadowTotalReturn": -0.08649907538721835,
      "avgForwardReturn1D": -0.00036973214630747075,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 121,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.002656087442966358,
        "5": 0.013161672824984693,
        "10": 0.026124972571714915
      }
    }
  ],
  "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": 0.8890957812375966,
      "fitnessScore": 0.8079383677797484,
      "lookbackDays": 14,
      "returnLift1D": 0.0012337426207762756,
      "activationRate": 0.37866666666666665,
      "activationCount": 142,
      "sampleConfidence": 0.9981220657276996,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.4608276872331214,
      "avgForwardReturn1D": 0.0031441224665505036
    },
    {
      "comboQuality": 0.8727632869708963,
      "fitnessScore": 0.7736353300129073,
      "lookbackDays": 21,
      "returnLift1D": 0.0006515646297356706,
      "activationRate": 0.49184782608695654,
      "activationCount": 181,
      "sampleConfidence": 0.9985267034990792,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.4362511711826458,
      "avgForwardReturn1D": 0.002396462493838681
    },
    {
      "comboQuality": 0.7097475779479241,
      "fitnessScore": 0.5467148518613361,
      "lookbackDays": 30,
      "returnLift1D": -0.0004254559863701376,
      "activationRate": 0.6072423398328691,
      "activationCount": 218,
      "sampleConfidence": 0.9960244648318044,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2174330813373726,
      "avgForwardReturn1D": 0.0012247093670290908
    },
    {
      "comboQuality": 0.4708040235555875,
      "fitnessScore": 0.3242782803364071,
      "lookbackDays": 45,
      "returnLift1D": -0.0018750705443452938,
      "activationRate": 0.5843023255813954,
      "activationCount": 201,
      "sampleConfidence": 0.9956882255389718,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.09430018809168605,
      "avgForwardReturn1D": 0.0007810168986210643
    },
    {
      "comboQuality": 0.8850467870778399,
      "fitnessScore": 0.7990453679669255,
      "lookbackDays": 63,
      "returnLift1D": -0.0004541483416305829,
      "activationRate": 0.49693251533742333,
      "activationCount": 162,
      "sampleConfidence": 0.9946502057613169,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.41276937811022885,
      "avgForwardReturn1D": 0.002458696210186191
    }
  ],
  "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": "63e6fb284599da6e7f735ee72fa7d77fc268dc851ce06f7d21334530c269bbfb",
    "size": 13,
    "members": [
      "IBKR",
      "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
0.583
Liquidity
0.871
Momentum
0.573
Relative strength
0.683
Trend quality
0.724
Stability
0.640
Aggression
0.470
Downside risk
0.621
Drawdown state
0.940
Quality momentum
0.648
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.368
Benchmark Independence 3m Score
0.480
Beta 1y Profile Score
0.760
Beta 3m Profile Score
0.609
Beta Change Score
0.311
Correlation Change Score
0.444
Current Drawdown Score
0.911
Days Since 52w High Score
0.024
Distance From 52w High Score
0.911
Distance From Sma 20 Score
0.481
Distance From Sma 200 Score
0.864
Distance From Sma 50 Score
0.537
Downside Volatility 1m Score
0.379
Downside Volatility 1y Score
0.425
Downside Volatility 2y Score
0.484
Downside Volatility 3m Score
0.377
Downside Volatility 5y Score
0.393
Downside Volatility 6m Score
0.395
Drawdown Recovery Score
1
Excess Return 1m Score
0.438
Excess Return 1y Score
0.990
Excess Return 3m Score
0.726
Excess Return 6m Score
0.717
Expected Shortfall 95 1y Score
0.503
Log Avg Dollar Volume 20d Score
0.871
Log Market Cap Score
0.583
Drawdown Score 1m
0.676
Drawdown Score 1y
0.712
Drawdown Score 2y
0.517
Drawdown Score 3m
0.747
Drawdown Score 5y
0.613
Drawdown Score 6m
0.660
Momentum Acceleration 1m Vs 3m Score
0.201
Momentum Acceleration 3m Vs 6m Score
0.577
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.416
Relative Strength Slope 3m Score
0.655
Relative Volume 20d Score
0.227
Return 1m Score
0.448
Return 1w Score
0.484
Return 1y Score
0.801
Return 2y Score
0.886
Return 3m Score
0.720
Return 5y Score
0.454
Return 6m Score
0.678
Return Skewness 1y Score
0.507
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.275
Sharpe 1y Score
0.644
Sharpe 2y Score
0.716
Sharpe 3m Score
0.777
Sharpe 5y Score
0.639
Sharpe 6m Score
0.631
Sortino 1m Score
0.269
Sortino 1y Score
0.533
Sortino 2y Score
0.572
Sortino 3m Score
0.646
Sortino 5y Score
0.526
Sortino 6m Score
0.543
Trend R2 1m Score
0.057
Trend R2 1w Score
0.130
Trend R2 1y Score
0.719
Trend R2 2y Score
0.892
Trend R2 3m Score
0.754
Trend R2 5y Score
0.905
Trend R2 6m Score
0.673
Trend Slope 1m Score
0.562
Trend Slope 1w Score
0.682
Trend Slope 1y Score
0.594
Trend Slope 2y Score
0.629
Trend Slope 3m Score
0.695
Trend Slope 5y Score
0.595
Trend Slope 6m Score
0.665
Volatility 1m Score
0.535
Volatility 1w Score
0.385
Volatility 1y Score
0.443
Volatility 2y Score
0.483
Volatility 3m Score
0.444
Volatility 5y Score
0.398
Volatility 6m Score
0.471
Worst Day 1y Score
0.611
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
410,131,146.227
Best Day 1y
0.073
Beta To Benchmark 1y
1.901
Beta 3m
1.523
Beta Change
-0.377
Beta To Sector 1y
1.270
Correlation To Benchmark 1y
0.632
Correlation 3m
0.520
Correlation Change
-0.112
Correlation To Sector 1y
0.486
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.368
Benchmark Independence 3m Score
0.480
Beta 1y Profile Score
0.760
Beta 3m Profile Score
0.609
Beta Change Score
0.311
Correlation Change Score
0.444
Current Drawdown Score
0.911
Distance From Sma 20 Score
0.481
Distance From Sma 200 Score
0.864
Current Drawdown
-0.058
Days Since 52w High
6
Distance From 52w High
-0.058
Distance From Sma 20
-0.011
Distance From Sma 200
0.218
Distance From Sma 50
0.022
Downside Capture 1y
0.466
Downside Volatility 1m
0.334
Downside Volatility 1w
-
Downside Volatility 1y
0.369
Downside Volatility 2y
0.413
Downside Volatility 3m
0.333
Downside Volatility 5y
0.345
Downside Volatility 6m
0.347
Drawdown Recovery
1
Excess Return 1m
-0.037
Excess Return 1y
0.294
Excess Return 3m
0.135
Excess Return 6m
0.130
Expected Shortfall 95 1y
-0.050
Market Cap
40,868,772,249.36
Max Drawdown 1m
-0.081
Max Drawdown 1w
-0.028
Max Drawdown 1y
-0.187
Max Drawdown 2y
-0.387
Max Drawdown 3m
-0.101
Max Drawdown 5y
-0.387
Max Drawdown 6m
-0.187
Momentum Acceleration 1m Vs 3m
-0.090
Momentum Acceleration 3m Vs 6m
0.023
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.001
Relative Strength Slope 3m
0.002
Relative Volume 20d
0.913
Return 1m
-0.031
Return 1w
-0.005
Return 1y
0.481
Return 2y
2.102
Return 3m
0.176
Return 5y
4.905
Return 6m
0.213
Return Skewness 1y
0.040
Sector Excess Return 1y
0.405
Sharpe 1m
-0.626
Sharpe 1y
1.219
Sharpe 2y
1.580
Sharpe 3m
1.883
Sharpe 5y
1.194
Sharpe 6m
1.157
Sortino 1m
-0.846
Sortino 1y
1.261
Sortino 2y
1.578
Sortino 3m
2.165
Sortino 5y
1.206
Sortino 6m
1.347
Trend R2 1m
0.057
Trend R2 1w
0.130
Trend R2 1y
0.719
Trend R2 2y
0.892
Trend R2 3m
0.754
Trend R2 5y
0.905
Trend R2 6m
0.673
Trend 1m
0.001
Trend 1w
0.003
Trend 1y
0.002
Trend 2y
0.002
Trend 3m
0.003
Trend 5y
0.002
Trend 6m
0.003
Upside Capture 1y
2.678
Value At Risk 95 1y
-0.035
Volatility 1m
0.451
Volatility 1w
0.339
Volatility 1y
0.382
Volatility 2y
0.412
Volatility 3m
0.383
Volatility 5y
0.348
Volatility 6m
0.403
Worst Day 1y
-0.078
Distance From Sma 50 Score
0.537
Downside Volatility 1y Score
0.425
Downside Volatility 3m Score
0.377
Drawdown Recovery Score
1
Excess Return 1m Score
0.438
Excess Return 1y Score
0.990
Excess Return 3m Score
0.726
Excess Return 6m Score
0.717
Expected Shortfall 95 1y Score
0.503
Log Avg Dollar Volume 20d Score
0.871
Log Market Cap Score
0.583
Drawdown Score 1y
0.712
Drawdown Score 5y
0.613
Momentum Acceleration 1m Vs 3m Score
0.201
Momentum Acceleration 3m Vs 6m Score
0.577
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.416
Relative Volume 20d Score
0.227
Return 1m Score
0.448
Return 1y Score
0.801
Return 3m Score
0.720
Return 6m Score
0.678
Return Skewness 1y Score
0.507
Sortino 1y Score
0.533
Sortino 3m Score
0.646
Trend R2 1y Score
0.719
Trend R2 3m Score
0.754
Trend Slope 1y Score
0.594
Trend Slope 3m Score
0.695
Volatility 1y Score
0.443
Volatility 3m Score
0.444