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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

MRVL

Information Technology | v2 | as of 2026-07-23
Close

Research Detail

MRVL

Marvell Technology

Category

Sector: Technology

Industry / Category: Semiconductors

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Data infrastructure chip designer with cloud, networking, and AI accelerator exposure.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
2.902
Correlation To Benchmark 1y
0.484
Inverse To Benchmark 1y
0.516
Drawdown Score 1m
0
Drawdown Score 3m
0
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
0.264
Drawdown Score 1y
0.377
Drawdown Score 2y
0.240
Drawdown Score 5y
0.381
Return 1w
0.112
Return 1m
-0.250
Return 3m
0.331
Return 6m
1.538
Return 1y
1.914
Return 2y
2.085
Return 5y
2.828
Sharpe 1m
-3.569
Sharpe 3m
1.549
Sharpe 6m
2.471
Sharpe 1y
1.778
Sharpe 2y
1.129
Sharpe 5y
0.736
Trend 1w
0.027
Trend 1m
-0.020
Trend 3m
0.007
Trend 6m
0.012
Trend 1y
0.005
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.468
Volatility 1m
0.859
Volatility 3m
1.126
Volatility 6m
0.919
Volatility 1y
0.761
Volatility 2y
0.737
Volatility 5y
0.632
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
MRVL
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:45 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
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
0.993
Aptet Fit Raw Score
0.997
Aptet Fit Confidence
0.992
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.989
Force Fit Raw Score
0.992
Force Fit Confidence
0.992
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:45 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "MRVL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "MRVL",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "MRVL",
    "hitRates": {
      "1": 0.5243243243243243,
      "5": 0.6054054054054054,
      "10": 0.6162162162162163
    },
    "hitRate1D": 0.5243243243243243,
    "comboQuality": 0.9999471073219233,
    "eligibleDays": 339,
    "fitnessScore": 2.5163824039548564,
    "lookbackDays": 21,
    "returnLift1D": 0.0030956787378251666,
    "hitRateLift1D": -0.00860980741220263,
    "activationRate": 0.5457227138643068,
    "activationCount": 185,
    "baselineHitRates": {
      "1": 0.5329341317365269,
      "5": 0.5787878787878787,
      "10": 0.5969230769230769
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.6618433935118093,
    "avgForwardReturns": {
      "1": 0.007253218793469834,
      "5": 0.03286061455019238,
      "10": 0.06637115083159091
    },
    "shadowMaxDrawdown": -0.2277141998098572,
    "shadowTotalReturn": 2.007122860331915,
    "avgForwardReturn1D": 0.007253218793469834,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19",
      "2025-05-20"
    ],
    "horizonObservationCounts": {
      "1": 185,
      "5": 185,
      "10": 185
    },
    "baselineAvgForwardReturns": {
      "1": 0.004157540055644667,
      "5": 0.021057167562872733,
      "10": 0.047295094438932705
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999471073219233,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9962376223333868,
    "bestRawFitnessScore": 2.5163824039548564,
    "upperQuartileComboQuality": 0.997827905758354
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9927594543046302,
    "rawScore": 0.9965751553768957,
    "confidence": 0.9923423716682515,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 21
    },
    "profileBreadth": 0.9501775626425334,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9931553195283193,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "MRVL",
      "hitRates": {
        "1": 0.5243243243243243,
        "5": 0.6054054054054054,
        "10": 0.6162162162162163
      },
      "hitRate1D": 0.5243243243243243,
      "comboQuality": 0.9999471073219233,
      "eligibleDays": 339,
      "fitnessScore": 2.5163824039548564,
      "lookbackDays": 21,
      "returnLift1D": 0.0030956787378251666,
      "hitRateLift1D": -0.00860980741220263,
      "activationRate": 0.5457227138643068,
      "activationCount": 185,
      "baselineHitRates": {
        "1": 0.5329341317365269,
        "5": 0.5787878787878787,
        "10": 0.5969230769230769
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.6618433935118093,
      "avgForwardReturns": {
        "1": 0.007253218793469834,
        "5": 0.03286061455019238,
        "10": 0.06637115083159091
      },
      "shadowMaxDrawdown": -0.2277141998098572,
      "shadowTotalReturn": 2.007122860331915,
      "avgForwardReturn1D": 0.007253218793469834,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 185,
        "5": 185,
        "10": 185
      },
      "baselineAvgForwardReturns": {
        "1": 0.004157540055644667,
        "5": 0.021057167562872733,
        "10": 0.047295094438932705
      }
    },
    {
      "topN": 3,
      "ticker": "MRVL",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.5645161290322581,
        "10": 0.6077348066298343
      },
      "hitRate1D": 0.5454545454545454,
      "comboQuality": 0.9995684280260166,
      "eligibleDays": 330,
      "fitnessScore": 2.054481811279413,
      "lookbackDays": 30,
      "returnLift1D": 0.0017792634513032462,
      "hitRateLift1D": 0.006993006993006978,
      "activationRate": 0.5666666666666667,
      "activationCount": 187,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.5919003115264797,
        "10": 0.6139240506329114
      },
      "sampleConfidence": 0.9975044563279858,
      "shadowSharpeLike": 1.5115780820256843,
      "avgForwardReturns": {
        "1": 0.006355798059788371,
        "5": 0.024067737891656116,
        "10": 0.06143077493032085
      },
      "shadowMaxDrawdown": -0.31284766118836915,
      "shadowTotalReturn": 1.5943414583572637,
      "avgForwardReturn1D": 0.006355798059788371,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-16",
        "2025-05-19",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 187,
        "5": 186,
        "10": 181
      },
      "baselineAvgForwardReturns": {
        "1": 0.004576534608485124,
        "5": 0.024355299418346778,
        "10": 0.0540092072448239
      }
    },
    {
      "topN": 5,
      "ticker": "MRVL",
      "hitRates": {
        "1": 0.546875,
        "5": 0.6063829787234043,
        "10": 0.6120218579234973
      },
      "hitRate1D": 0.546875,
      "comboQuality": 0.9995294464306036,
      "eligibleDays": 315,
      "fitnessScore": 2.0354486186538554,
      "lookbackDays": 45,
      "returnLift1D": 0.0009455572161988484,
      "hitRateLift1D": 0.0049395161290322065,
      "activationRate": 0.6126984126984127,
      "activationCount": 193,
      "baselineHitRates": {
        "1": 0.5419354838709678,
        "5": 0.5980392156862745,
        "10": 0.6146179401993356
      },
      "sampleConfidence": 0.9944732297063904,
      "shadowSharpeLike": 1.5345451165923696,
      "avgForwardReturns": {
        "1": 0.006216272958130697,
        "5": 0.030196115322893048,
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      "shadowMaxDrawdown": -0.4042983565107461,
      "shadowTotalReturn": 1.600514804221144,
      "avgForwardReturn1D": 0.006216272958130697,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20"
      ],
      "horizonObservationCounts": {
        "1": 192,
        "5": 188,
        "10": 183
      },
      "baselineAvgForwardReturns": {
        "1": 0.005270715741931849,
        "5": 0.025943888155909,
        "10": 0.054942909348141125
      }
    },
    {
      "topN": 4,
      "ticker": "MRVL",
      "hitRates": {
        "1": 0.5445026178010471,
        "5": 0.6042780748663101,
        "10": 0.6098901098901099
      },
      "hitRate1D": 0.5445026178010471,
      "comboQuality": 0.9991223212368922,
      "eligibleDays": 315,
      "fitnessScore": 1.898217404928044,
      "lookbackDays": 45,
      "returnLift1D": 0.0007251443761686002,
      "hitRateLift1D": 0.002567133930079346,
      "activationRate": 0.6095238095238096,
      "activationCount": 192,
      "baselineHitRates": {
        "1": 0.5419354838709678,
        "5": 0.5980392156862745,
        "10": 0.6146179401993356
      },
      "sampleConfidence": 0.9944444444444445,
      "shadowSharpeLike": 1.4751582502321392,
      "avgForwardReturns": {
        "1": 0.005995860118100449,
        "5": 0.029991431059237083,
        "10": 0.06341285726251755
      },
      "shadowMaxDrawdown": -0.40429835651074575,
      "shadowTotalReturn": 1.4806180164612601,
      "avgForwardReturn1D": 0.005995860118100449,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23"
      ],
      "horizonObservationCounts": {
        "1": 191,
        "5": 187,
        "10": 182
      },
      "baselineAvgForwardReturns": {
        "1": 0.005270715741931849,
        "5": 0.025943888155909,
        "10": 0.054942909348141125
      }
    },
    {
      "topN": 5,
      "ticker": "MRVL",
      "hitRates": {
        "1": 0.5333333333333333,
        "5": 0.574585635359116,
        "10": 0.5966850828729282
      },
      "hitRate1D": 0.5333333333333333,
      "comboQuality": 0.9979771921265941,
      "eligibleDays": 352,
      "fitnessScore": 1.7142736447831057,
      "lookbackDays": 14,
      "returnLift1D": 0.0020908320429253286,
      "hitRateLift1D": 0.004431599229287042,
      "activationRate": 0.5142045454545454,
      "activationCount": 181,
      "baselineHitRates": {
        "1": 0.5289017341040463,
        "5": 0.5789473684210527,
        "10": 0.5798816568047337
      },
      "sampleConfidence": 0.9996316758747699,
      "shadowSharpeLike": 1.3648758797222513,
      "avgForwardReturns": {
        "1": 0.0059077519152299285,
        "5": 0.02822160750921598,
        "10": 0.06332889431944698
      },
      "shadowMaxDrawdown": -0.32822690724576253,
      "shadowTotalReturn": 1.3234074048745357,
      "avgForwardReturn1D": 0.0059077519152299285,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 180,
        "5": 181,
        "10": 181
      },
      "baselineAvgForwardReturns": {
        "1": 0.0038169198723046,
        "5": 0.020799968405030587,
        "10": 0.04284978062509283
      }
    },
    {
      "topN": 4,
      "ticker": "MRVL",
      "hitRates": {
        "1": 0.5114942528735632,
        "5": 0.6091954022988506,
        "10": 0.6091954022988506
      },
      "hitRate1D": 0.5114942528735632,
      "comboQuality": 0.9977781436356074,
      "eligibleDays": 339,
      "fitnessScore": 1.6935813388782766,
      "lookbackDays": 21,
      "returnLift1D": 0.0020039164940491554,
      "hitRateLift1D": -0.021439878862963724,
      "activationRate": 0.5132743362831859,
      "activationCount": 174,
      "baselineHitRates": {
        "1": 0.5329341317365269,
        "5": 0.5787878787878787,
        "10": 0.5969230769230769
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      "avgForwardReturns": {
        "1": 0.0038020830783709963,
        "5": 0.020952663098213142,
        "10": 0.04821218673302863
      },
      "shadowMaxDrawdown": -0.4042983565107462,
      "shadowTotalReturn": 0.5749146336904996,
      "avgForwardReturn1D": 0.0038020830783709963,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 184,
        "5": 180,
        "10": 175
      },
      "baselineAvgForwardReturns": {
        "1": 0.004758814477192887,
        "5": 0.025546881447168143,
        "10": 0.05579639866478423
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    },
    {
      "topN": 4,
      "ticker": "MRVL",
      "hitRates": {
        "1": 0.5396825396825397,
        "5": 0.5621621621621622,
        "10": 0.5555555555555556
      },
      "hitRate1D": 0.5396825396825397,
      "comboQuality": 0.9076378268622407,
      "eligibleDays": 297,
      "fitnessScore": 0.8527281416817627,
      "lookbackDays": 63,
      "returnLift1D": -0.001175318200130128,
      "hitRateLift1D": -0.0014133507284193048,
      "activationRate": 0.6397306397306397,
      "activationCount": 190,
      "baselineHitRates": {
        "1": 0.541095890410959,
        "5": 0.5972222222222222,
        "10": 0.6042402826855123
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      "sampleConfidence": 0.9943859649122807,
      "shadowSharpeLike": 0.8823923875947954,
      "avgForwardReturns": {
        "1": 0.003583496277062759,
        "5": 0.020993077279484258,
        "10": 0.04799514803956014
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      "shadowMaxDrawdown": -0.40429835651074597,
      "shadowTotalReturn": 0.5379236270095364,
      "avgForwardReturn1D": 0.003583496277062759,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 189,
        "5": 185,
        "10": 180
      },
      "baselineAvgForwardReturns": {
        "1": 0.004758814477192887,
        "5": 0.025546881447168143,
        "10": 0.05579639866478423
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    },
    {
      "topN": 2,
      "ticker": "MRVL",
      "hitRates": {
        "1": 0.5266272189349113,
        "5": 0.5515151515151515,
        "10": 0.54375
      },
      "hitRate1D": 0.5266272189349113,
      "comboQuality": 0.3209093866861721,
      "eligibleDays": 297,
      "fitnessScore": 0.1850889303874107,
      "lookbackDays": 63,
      "returnLift1D": -0.0031589180378653933,
      "hitRateLift1D": -0.01446867147604769,
      "activationRate": 0.5723905723905723,
      "activationCount": 170,
      "baselineHitRates": {
        "1": 0.541095890410959,
        "5": 0.5972222222222222,
        "10": 0.6042402826855123
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      "sampleConfidence": 0.9937254901960785,
      "shadowSharpeLike": 0.3529431537813678,
      "avgForwardReturns": {
        "1": 0.0015998964393274936,
        "5": 0.01745539024488783,
        "10": 0.044055817004505775
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      "shadowMaxDrawdown": -0.46563231780973957,
      "shadowTotalReturn": 0.03466503427486822,
      "avgForwardReturn1D": 0.0015998964393274936,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-14",
        "2025-07-15"
      ],
      "horizonObservationCounts": {
        "1": 169,
        "5": 165,
        "10": 160
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      "baselineAvgForwardReturns": {
        "1": 0.004758814477192887,
        "5": 0.025546881447168143,
        "10": 0.05579639866478423
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.9979771921265941,
      "fitnessScore": 1.7142736447831057,
      "lookbackDays": 14,
      "returnLift1D": 0.0020908320429253286,
      "activationRate": 0.5142045454545454,
      "activationCount": 181,
      "sampleConfidence": 0.9996316758747699,
      "shadowTotalReturn": 1.3234074048745357,
      "avgForwardReturn1D": 0.0059077519152299285
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9999471073219233,
      "fitnessScore": 2.5163824039548564,
      "lookbackDays": 21,
      "returnLift1D": 0.0030956787378251666,
      "activationRate": 0.5457227138643068,
      "activationCount": 185,
      "sampleConfidence": 1,
      "shadowTotalReturn": 2.007122860331915,
      "avgForwardReturn1D": 0.007253218793469834
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9995684280260166,
      "fitnessScore": 2.054481811279413,
      "lookbackDays": 30,
      "returnLift1D": 0.0017792634513032462,
      "activationRate": 0.5666666666666667,
      "activationCount": 187,
      "sampleConfidence": 0.9975044563279858,
      "shadowTotalReturn": 1.5943414583572637,
      "avgForwardReturn1D": 0.006355798059788371
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9995294464306036,
      "fitnessScore": 2.0354486186538554,
      "lookbackDays": 45,
      "returnLift1D": 0.0009455572161988484,
      "activationRate": 0.6126984126984127,
      "activationCount": 193,
      "sampleConfidence": 0.9944732297063904,
      "shadowTotalReturn": 1.600514804221144,
      "avgForwardReturn1D": 0.006216272958130697
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.958033924830901,
      "fitnessScore": 1.0381647589659297,
      "lookbackDays": 63,
      "returnLift1D": -0.0007651213283857471,
      "activationRate": 0.6632996632996633,
      "activationCount": 197,
      "sampleConfidence": 0.994585448392555,
      "shadowTotalReturn": 0.6955754294961882,
      "avgForwardReturn1D": 0.00399369314880714
    }
  ],
  "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": "6ec0ecdb5e0df86703cc0262c020c7f54df4fd6223c73ab43ef91c3e39829c29",
    "size": 13,
    "members": [
      "MRVL",
      "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",
      "MRVL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "MRVL",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "hitRates": {
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    "rankWeights": [
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    "comboQuality": 0.999755969396918,
    "eligibleDays": 344,
    "fitnessScore": 2.179954028690808,
    "lookbackDays": 45,
    "returnLift1D": 0.0019535338225444183,
    "hitRateLift1D": 0.011612999403697088,
    "portfolioSize": 4,
    "activationRate": 0.5668604651162791,
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    "sampleConfidence": 0.9955555555555556,
    "shadowSharpeLike": 1.5365783585665096,
    "avgForwardReturns": {
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    "shadowMaxDrawdown": -0.4047768709542271,
    "shadowTotalReturn": 1.7541116176049028,
    "avgForwardReturn1D": 0.006419231732509335,
    "riskOffActivations": 0,
    "activationDatesSample": [
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      "2025-06-10",
      "2025-06-11",
      "2025-06-12",
      "2025-06-13",
      "2025-06-16",
      "2025-06-17",
      "2025-06-18",
      "2025-06-20",
      "2025-06-23"
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    "horizonObservationCounts": {
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    "baselineAvgForwardReturns": {
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.999755969396918,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9919136999016724,
    "bestRawFitnessScore": 2.179954028690808,
    "upperQuartileComboQuality": 0.9990729785570895
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  "algorithmFit": {
    "label": "strong",
    "score": 0.9885172474231895,
    "rawScore": 0.9923271572016003,
    "confidence": 0.9923212626989774,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0.9501554549666086,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
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        4,
        5
      ]
    },
    "parameterStability": 0.9791501859606058,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "MRVL",
      "hitRates": {
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      "hitRate1D": 0.5435897435897435,
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      "comboQuality": 0.999755969396918,
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      "lookbackDays": 45,
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      "riskOffActivations": 0,
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        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.999755969396918,
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      "fitnessScore": 2.179954028690808,
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      "returnLift1D": 0.0019535338225444183,
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      "sampleConfidence": 0.9955555555555556,
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      "shadowMaxDrawdown": -0.4047768709542271,
      "shadowTotalReturn": 1.7541116176049028,
      "avgForwardReturn1D": 0.006419231732509335,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
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      "horizonObservationCounts": {
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      "comboQuality": 0.9992671585069062,
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      "sampleConfidence": 0.9954385964912281,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.9990729785570895,
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      "avgForwardReturn1D": 0.004146009304779391,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 192,
        "5": 188,
        "10": 183
      },
      "baselineAvgForwardReturns": {
        "1": 0.005175331763897522,
        "5": 0.02544620749744261,
        "10": 0.05362497152788647
      }
    },
    {
      "topN": 5,
      "ticker": "MRVL",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.5638297872340425,
        "10": 0.546448087431694
      },
      "hitRate1D": 0.5416666666666666,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.9583818483769326,
      "eligibleDays": 326,
      "fitnessScore": 1.0400761732661394,
      "lookbackDays": 63,
      "returnLift1D": -0.0010293224591181307,
      "hitRateLift1D": 0.004856850715746375,
      "portfolioSize": 5,
      "activationRate": 0.588957055214724,
      "activationCount": 192,
      "baselineHitRates": {
        "1": 0.5368098159509203,
        "5": 0.5962732919254659,
        "10": 0.61198738170347
      },
      "sampleConfidence": 0.9954861111111112,
      "shadowSharpeLike": 0.9872242105373954,
      "avgForwardReturns": {
        "1": 0.004146009304779391,
        "5": 0.020630664054999675,
        "10": 0.04449020907205935
      },
      "shadowMaxDrawdown": -0.4047768709542271,
      "shadowTotalReturn": 0.727544344433753,
      "avgForwardReturn1D": 0.004146009304779391,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 192,
        "5": 188,
        "10": 183
      },
      "baselineAvgForwardReturns": {
        "1": 0.005175331763897522,
        "5": 0.02544620749744261,
        "10": 0.05362497152788647
      }
    },
    {
      "topN": 3,
      "ticker": "MRVL",
      "hitRates": {
        "1": 0.544973544973545,
        "5": 0.5621621621621622,
        "10": 0.5444444444444444
      },
      "hitRate1D": 0.544973544973545,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.9553810122683659,
      "eligibleDays": 326,
      "fitnessScore": 1.024069159350599,
      "lookbackDays": 63,
      "returnLift1D": -0.0010150155442557535,
      "hitRateLift1D": 0.008163729022624744,
      "portfolioSize": 3,
      "activationRate": 0.5797546012269938,
      "activationCount": 189,
      "baselineHitRates": {
        "1": 0.5368098159509203,
        "5": 0.5962732919254659,
        "10": 0.61198738170347
      },
      "sampleConfidence": 0.9954144620811288,
      "shadowSharpeLike": 0.9766249901902417,
      "avgForwardReturns": {
        "1": 0.004160316219641768,
        "5": 0.02068298998921789,
        "10": 0.04492787579273025
      },
      "shadowMaxDrawdown": -0.4047768709542269,
      "shadowTotalReturn": 0.7128544107347483,
      "avgForwardReturn1D": 0.004160316219641768,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 189,
        "5": 185,
        "10": 180
      },
      "baselineAvgForwardReturns": {
        "1": 0.005175331763897522,
        "5": 0.02544620749744261,
        "10": 0.05362497152788647
      }
    },
    {
      "topN": 2,
      "ticker": "MRVL",
      "hitRates": {
        "1": 0.5238095238095238,
        "5": 0.5843373493975904,
        "10": 0.5838509316770186
      },
      "hitRate1D": 0.5238095238095238,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.9475723011676366,
      "eligibleDays": 344,
      "fitnessScore": 0.986783000922181,
      "lookbackDays": 45,
      "returnLift1D": 0.00015847545725929807,
      "hitRateLift1D": -0.008167220376522621,
      "portfolioSize": 2,
      "activationRate": 0.4883720930232558,
      "activationCount": 168,
      "baselineHitRates": {
        "1": 0.5319767441860465,
        "5": 0.5823529411764706,
        "10": 0.5850746268656717
      },
      "sampleConfidence": 0.9964285714285714,
      "shadowSharpeLike": 0.9841926422757169,
      "avgForwardReturns": {
        "1": 0.004624173367224215,
        "5": 0.0261864236170888,
        "10": 0.0585550968793985
      },
      "shadowMaxDrawdown": -0.4047768709542271,
      "shadowTotalReturn": 0.7356531873375214,
      "avgForwardReturn1D": 0.004624173367224215,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24"
      ],
      "horizonObservationCounts": {
        "1": 168,
        "5": 166,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.004465697909964917,
        "5": 0.020838352219403652,
        "10": 0.043815168766302814
      }
    },
    {
      "topN": 2,
      "ticker": "MRVL",
      "hitRates": {
        "1": 0.5260115606936416,
        "5": 0.5502958579881657,
        "10": 0.5304878048780488
      },
      "hitRate1D": 0.5260115606936416,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.43758468696097075,
      "eligibleDays": 326,
      "fitnessScore": 0.2947865316053149,
      "lookbackDays": 63,
      "returnLift1D": -0.003000294255241926,
      "hitRateLift1D": -0.010798255257278622,
      "portfolioSize": 2,
      "activationRate": 0.5306748466257669,
      "activationCount": 173,
      "baselineHitRates": {
        "1": 0.5368098159509203,
        "5": 0.5962732919254659,
        "10": 0.61198738170347
      },
      "sampleConfidence": 0.994990366088632,
      "shadowSharpeLike": 0.471813291207581,
      "avgForwardReturns": {
        "1": 0.002175037508655596,
        "5": 0.016830994074181215,
        "10": 0.03965199914863523
      },
      "shadowMaxDrawdown": -0.46527226460869886,
      "shadowTotalReturn": 0.14834691308012604,
      "avgForwardReturn1D": 0.002175037508655596,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-14",
        "2025-07-15"
      ],
      "horizonObservationCounts": {
        "1": 173,
        "5": 169,
        "10": 164
      },
      "baselineAvgForwardReturns": {
        "1": 0.005175331763897522,
        "5": 0.02544620749744261,
        "10": 0.05362497152788647
      }
    }
  ],
  "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": 0.9890023036595664,
      "fitnessScore": 1.3397823833991351,
      "lookbackDays": 14,
      "returnLift1D": 0.0032892464051641947,
      "activationRate": 0.41333333333333333,
      "activationCount": 155,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 1.0003878937805135,
      "avgForwardReturn1D": 0.005828260674549173
    },
    {
      "comboQuality": 0.9975862676317228,
      "fitnessScore": 1.675316163343297,
      "lookbackDays": 21,
      "returnLift1D": 0.003374670765944967,
      "activationRate": 0.4701086956521739,
      "activationCount": 173,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.3201134018923821,
      "avgForwardReturn1D": 0.006183506888931156
    },
    {
      "comboQuality": 0.999534155479648,
      "fitnessScore": 2.0376623882282834,
      "lookbackDays": 30,
      "returnLift1D": 0.0033188065296928812,
      "activationRate": 0.520891364902507,
      "activationCount": 187,
      "sampleConfidence": 0.9992869875222817,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 1.5954962023589667,
      "avgForwardReturn1D": 0.006356095852172134
    },
    {
      "comboQuality": 0.999755969396918,
      "fitnessScore": 2.179954028690808,
      "lookbackDays": 45,
      "returnLift1D": 0.0019535338225444183,
      "activationRate": 0.5668604651162791,
      "activationCount": 195,
      "sampleConfidence": 0.9955555555555556,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.7541116176049028,
      "avgForwardReturn1D": 0.006419231732509335
    },
    {
      "comboQuality": 0.9583818483769326,
      "fitnessScore": 1.0400761732661394,
      "lookbackDays": 63,
      "returnLift1D": -0.0010293224591181307,
      "activationRate": 0.588957055214724,
      "activationCount": 192,
      "sampleConfidence": 0.9954861111111112,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.727544344433753,
      "avgForwardReturn1D": 0.004146009304779391
    }
  ],
  "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": "6ec0ecdb5e0df86703cc0262c020c7f54df4fd6223c73ab43ef91c3e39829c29",
    "size": 13,
    "members": [
      "MRVL",
      "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
0.724
Liquidity
1
Momentum
0.546
Relative strength
0.752
Trend quality
0.604
Stability
0.338
Aggression
0.649
Downside risk
0.443
Drawdown state
0.649
Quality momentum
0.592
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.516
Benchmark Independence 3m Score
0.454
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.531
Current Drawdown Score
0.479
Days Since 52w High Score
0.131
Distance From 52w High Score
0.479
Distance From Sma 20 Score
0.325
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.296
Downside Volatility 1m Score
1
Downside Volatility 1y Score
0.867
Downside Volatility 2y Score
0.868
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.724
Downside Volatility 6m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.073
Excess Return 1y Score
1
Excess Return 3m Score
0.984
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.026
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.724
Drawdown Score 1m
0
Drawdown Score 1y
0.377
Drawdown Score 2y
0.240
Drawdown Score 3m
0
Drawdown Score 5y
0.381
Drawdown Score 6m
0.264
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.013
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.914
Relative Volume 20d Score
0.139
Return 1m Score
0.084
Return 1w Score
0.872
Return 1y Score
1
Return 2y Score
0.882
Return 3m Score
0.914
Return 5y Score
0.294
Return 6m Score
1
Return Skewness 1y Score
0.656
Sector Excess Return 1y Score
1
Sharpe 1m Score
0
Sharpe 1y Score
0.756
Sharpe 2y Score
0.626
Sharpe 3m Score
0.710
Sharpe 5y Score
0.547
Sharpe 6m Score
0.894
Sortino 1m Score
0.017
Sortino 1y Score
0.617
Sortino 2y Score
0.523
Sortino 3m Score
0.586
Sortino 5y Score
0.473
Sortino 6m Score
0.727
Trend R2 1m Score
0.825
Trend R2 1w Score
0.872
Trend R2 1y Score
0.689
Trend R2 2y Score
0.328
Trend R2 3m Score
0.357
Trend R2 5y Score
0.385
Trend R2 6m Score
0.871
Trend Slope 1m Score
0
Trend Slope 1w Score
1
Trend Slope 1y Score
0.815
Trend Slope 2y Score
0.596
Trend Slope 3m Score
0.955
Trend Slope 5y Score
0.541
Trend Slope 6m Score
1
Volatility 1m Score
1
Volatility 1w Score
0.558
Volatility 1y Score
0.948
Volatility 2y Score
0.917
Volatility 3m Score
1
Volatility 5y Score
0.776
Volatility 6m Score
1
Worst Day 1y Score
0.070
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
6,728,424,110.346
Best Day 1y
0.325
Beta To Benchmark 1y
2.902
Beta 3m
4.702
Beta Change
1.800
Beta To Sector 1y
1.883
Correlation To Benchmark 1y
0.484
Correlation 3m
0.546
Correlation Change
0.061
Correlation To Sector 1y
0.611
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.516
Benchmark Independence 3m Score
0.454
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.531
Current Drawdown Score
0.479
Distance From Sma 20 Score
0.325
Distance From Sma 200 Score
1
Current Drawdown
-0.338
Days Since 52w High
33
Distance From 52w High
-0.338
Distance From Sma 20
-0.105
Distance From Sma 200
0.583
Distance From Sma 50
-0.122
Downside Capture 1y
0.269
Downside Volatility 1m
1.069
Downside Volatility 1w
-
Downside Volatility 1y
0.700
Downside Volatility 2y
0.701
Downside Volatility 3m
1.033
Downside Volatility 5y
0.593
Downside Volatility 6m
0.807
Drawdown Recovery
1
Excess Return 1m
-0.256
Excess Return 1y
1.727
Excess Return 3m
0.290
Excess Return 6m
1.455
Expected Shortfall 95 1y
-0.097
Market Cap
174,330,053,279.29
Max Drawdown 1m
-0.368
Max Drawdown 1w
-0.008
Max Drawdown 1y
-0.405
Max Drawdown 2y
-0.608
Max Drawdown 3m
-0.405
Max Drawdown 5y
-0.619
Max Drawdown 6m
-0.405
Momentum Acceleration 1m Vs 3m
-0.360
Momentum Acceleration 3m Vs 6m
-0.146
Moving Average Alignment
0
Relative Strength Acceleration
-0.032
Relative Strength Slope 3m
0.007
Relative Volume 20d
0.675
Return 1m
-0.250
Return 1w
0.112
Return 1y
1.914
Return 2y
2.085
Return 3m
0.331
Return 5y
2.828
Return 6m
1.538
Return Skewness 1y
0.934
Sector Excess Return 1y
1.528
Sharpe 1m
-3.569
Sharpe 1y
1.778
Sharpe 2y
1.129
Sharpe 3m
1.549
Sharpe 5y
0.736
Sharpe 6m
2.471
Sortino 1m
-2.867
Sortino 1y
1.932
Sortino 2y
1.188
Sortino 3m
1.688
Sortino 5y
0.784
Sortino 6m
2.813
Trend R2 1m
0.825
Trend R2 1w
0.872
Trend R2 1y
0.689
Trend R2 2y
0.328
Trend R2 3m
0.357
Trend R2 5y
0.385
Trend R2 6m
0.871
Trend 1m
-0.020
Trend 1w
0.027
Trend 1y
0.005
Trend 2y
0.002
Trend 3m
0.007
Trend 5y
0.001
Trend 6m
0.012
Upside Capture 1y
9.130
Value At Risk 95 1y
-0.072
Volatility 1m
0.859
Volatility 1w
0.468
Volatility 1y
0.761
Volatility 2y
0.737
Volatility 3m
1.126
Volatility 5y
0.632
Volatility 6m
0.919
Worst Day 1y
-0.186
Distance From Sma 50 Score
0.296
Downside Volatility 1y Score
0.867
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.073
Excess Return 1y Score
1
Excess Return 3m Score
0.984
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.026
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.724
Drawdown Score 1y
0.377
Drawdown Score 5y
0.381
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.013
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.139
Return 1m Score
0.084
Return 1y Score
1
Return 3m Score
0.914
Return 6m Score
1
Return Skewness 1y Score
0.656
Sortino 1y Score
0.617
Sortino 3m Score
0.586
Trend R2 1y Score
0.689
Trend R2 3m Score
0.357
Trend Slope 1y Score
0.815
Trend Slope 3m Score
0.955
Volatility 1y Score
0.948
Volatility 3m Score
1