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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

NEE

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

Research Detail

NEE

NextEra Energy

Category

Sector: Utilities

Industry / Category: Electric Utilities

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Utility and renewable power leader with clean energy and defensive characteristics.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.103
Correlation To Benchmark 1y
0.058
Inverse To Benchmark 1y
0.942
Drawdown Score 1m
0.897
Drawdown Score 3m
0.637
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
0.736
Drawdown Score 1y
0.776
Drawdown Score 2y
0.702
Drawdown Score 5y
0.550
Return 1w
0.005
Return 1m
0.039
Return 3m
0.005
Return 6m
0.086
Return 1y
0.192
Return 2y
0.328
Return 5y
0.333
Sharpe 1m
2.813
Sharpe 3m
0.206
Sharpe 6m
0.815
Sharpe 1y
0.882
Sharpe 2y
0.680
Sharpe 5y
0.349
Trend 1w
0.001
Trend 1m
0.001
Trend 3m
-0.001
Trend 6m
-0.000
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.162
Volatility 1m
0.168
Volatility 3m
0.273
Volatility 6m
0.237
Volatility 1y
0.228
Volatility 2y
0.257
Volatility 5y
0.269
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
NEE
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:46 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Utilities
Sector Benchmark Ticker
XLU
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
0.205
Aptet Fit Raw Score
0.219
Aptet Fit Confidence
0.873
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.198
Force Fit Raw Score
0.210
Force Fit Confidence
0.878
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:46 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "NEE"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "NEE",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "NEE",
    "hitRates": {
      "1": 0.5245901639344263,
      "5": 0.6065573770491803,
      "10": 0.47540983606557374
    },
    "hitRate1D": 0.5245901639344263,
    "comboQuality": 0.2874603772598485,
    "eligibleDays": 315,
    "fitnessScore": 0.15029489243166821,
    "lookbackDays": 45,
    "returnLift1D": -0.0004744409488498483,
    "hitRateLift1D": -0.024616185271922997,
    "activationRate": 0.19365079365079366,
    "activationCount": 61,
    "baselineHitRates": {
      "1": 0.5492063492063493,
      "5": 0.5852090032154341,
      "10": 0.5947712418300654
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.3267364865268531,
    "avgForwardReturns": {
      "1": 0.0006626295020140626,
      "5": 0.0027597396350197132,
      "10": -0.000913999893081318
    },
    "shadowMaxDrawdown": -0.08796610145358164,
    "shadowTotalReturn": 0.030440907791506655,
    "avgForwardReturn1D": 0.0006626295020140626,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-10-02",
      "2025-10-03",
      "2025-10-06",
      "2025-10-07",
      "2025-10-08",
      "2025-10-09",
      "2025-10-10",
      "2025-10-13",
      "2025-10-14",
      "2025-10-15"
    ],
    "horizonObservationCounts": {
      "1": 61,
      "5": 61,
      "10": 61
    },
    "baselineAvgForwardReturns": {
      "1": 0.0011370704508639109,
      "5": 0.005758045690108932,
      "10": 0.011767800902839212
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.2874603772598485,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.14649179363232379,
    "bestRawFitnessScore": 0.15029489243166821,
    "upperQuartileComboQuality": 0.19992156883279893
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2046914911127944,
    "rawScore": 0.2185885831822121,
    "confidence": 0.8728470456498331,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 45
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.3344620846605279,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "NEE",
      "hitRates": {
        "1": 0.5245901639344263,
        "5": 0.6065573770491803,
        "10": 0.47540983606557374
      },
      "hitRate1D": 0.5245901639344263,
      "comboQuality": 0.2874603772598485,
      "eligibleDays": 315,
      "fitnessScore": 0.15029489243166821,
      "lookbackDays": 45,
      "returnLift1D": -0.0004744409488498483,
      "hitRateLift1D": -0.024616185271922997,
      "activationRate": 0.19365079365079366,
      "activationCount": 61,
      "baselineHitRates": {
        "1": 0.5492063492063493,
        "5": 0.5852090032154341,
        "10": 0.5947712418300654
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3267364865268531,
      "avgForwardReturns": {
        "1": 0.0006626295020140626,
        "5": 0.0027597396350197132,
        "10": -0.000913999893081318
      },
      "shadowMaxDrawdown": -0.08796610145358164,
      "shadowTotalReturn": 0.030440907791506655,
      "avgForwardReturn1D": 0.0006626295020140626,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-10-02",
        "2025-10-03",
        "2025-10-06",
        "2025-10-07",
        "2025-10-08",
        "2025-10-09",
        "2025-10-10",
        "2025-10-13",
        "2025-10-14",
        "2025-10-15"
      ],
      "horizonObservationCounts": {
        "1": 61,
        "5": 61,
        "10": 61
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011370704508639109,
        "5": 0.005758045690108932,
        "10": 0.011767800902839212
      }
    },
    {
      "topN": 5,
      "ticker": "NEE",
      "hitRates": {
        "1": 0.5314685314685315,
        "5": 0.5251798561151079,
        "10": 0.45925925925925926
      },
      "hitRate1D": 0.5314685314685315,
      "comboQuality": 0.22839038407362025,
      "eligibleDays": 330,
      "fitnessScore": 0.0821670791208398,
      "lookbackDays": 30,
      "returnLift1D": -0.0013291608535617079,
      "hitRateLift1D": -0.010955710955711018,
      "activationRate": 0.43333333333333335,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.5424242424242425,
        "5": 0.5705521472392638,
        "10": 0.5856697819314641
      },
      "sampleConfidence": 0.9944055944055945,
      "shadowSharpeLike": -0.3599872709969834,
      "avgForwardReturns": {
        "1": -0.00040876931777526955,
        "5": -0.002157168899152063,
        "10": -0.0034964232266393915
      },
      "shadowMaxDrawdown": -0.15794942251534838,
      "shadowTotalReturn": -0.08370419726499423,
      "avgForwardReturn1D": -0.00040876931777526955,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-15",
        "2025-04-16",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 139,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009203915357864383,
        "5": 0.0047017764597240665,
        "10": 0.010591788333029114
      }
    },
    {
      "topN": 4,
      "ticker": "NEE",
      "hitRates": {
        "1": 0.5413533834586466,
        "5": 0.5230769230769231,
        "10": 0.4523809523809524
      },
      "hitRate1D": 0.5413533834586466,
      "comboQuality": 0.22441706223041927,
      "eligibleDays": 330,
      "fitnessScore": 0.07717608188079189,
      "lookbackDays": 30,
      "returnLift1D": -0.00136872985802638,
      "hitRateLift1D": -0.0010708589655958889,
      "activationRate": 0.403030303030303,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.5424242424242425,
        "5": 0.5705521472392638,
        "10": 0.5856697819314641
      },
      "sampleConfidence": 0.9949874686716793,
      "shadowSharpeLike": -0.37949386429130516,
      "avgForwardReturns": {
        "1": -0.0004483383222399416,
        "5": -0.002640519480419776,
        "10": -0.003703354116108679
      },
      "shadowMaxDrawdown": -0.15533055626038428,
      "shadowTotalReturn": -0.08570866748565453,
      "avgForwardReturn1D": -0.0004483383222399416,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-15",
        "2025-04-16",
        "2025-06-09",
        "2025-06-10",
        "2025-06-12",
        "2025-06-13"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 130,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009203915357864383,
        "5": 0.0047017764597240665,
        "10": 0.010591788333029114
      }
    },
    {
      "topN": 5,
      "ticker": "NEE",
      "hitRates": {
        "1": 0.53125,
        "5": 0.47770700636942676,
        "10": 0.4258064516129032
      },
      "hitRate1D": 0.53125,
      "comboQuality": 0.22099430054239216,
      "eligibleDays": 352,
      "fitnessScore": 0.07282608090394199,
      "lookbackDays": 14,
      "returnLift1D": -0.000931312707673824,
      "hitRateLift1D": -0.004362535612535634,
      "activationRate": 0.45454545454545453,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.5356125356125356,
        "5": 0.5561959654178674,
        "10": 0.5714285714285714
      },
      "sampleConfidence": 0.9966666666666667,
      "shadowSharpeLike": -0.19200443063600356,
      "avgForwardReturns": {
        "1": -0.00014191191586433797,
        "5": -0.003941256640201389,
        "10": -0.005157856250088371
      },
      "shadowMaxDrawdown": -0.27955741269829015,
      "shadowTotalReturn": -0.0685265366642005,
      "avgForwardReturn1D": -0.00014191191586433797,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20"
      ],
      "horizonObservationCounts": {
        "1": 160,
        "5": 157,
        "10": 155
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007894007918094859,
        "5": 0.0038603864285336464,
        "10": 0.008493730337124382
      }
    },
    {
      "topN": 3,
      "ticker": "NEE",
      "hitRates": {
        "1": 0.5113636363636364,
        "5": 0.5681818181818182,
        "10": 0.45454545454545453
      },
      "hitRate1D": 0.5113636363636364,
      "comboQuality": 0.20126083722952195,
      "eligibleDays": 315,
      "fitnessScore": 0.04674481184612843,
      "lookbackDays": 45,
      "returnLift1D": -0.0013653131658829584,
      "hitRateLift1D": -0.0378427128427129,
      "activationRate": 0.27936507936507937,
      "activationCount": 88,
      "baselineHitRates": {
        "1": 0.5492063492063493,
        "5": 0.5852090032154341,
        "10": 0.5947712418300654
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.2164197606183708,
      "avgForwardReturns": {
        "1": -0.00022824271501904747,
        "5": 0.001859853443556141,
        "10": -0.0009450060528559287
      },
      "shadowMaxDrawdown": -0.12306099728370212,
      "shadowTotalReturn": -0.0371197733635199,
      "avgForwardReturn1D": -0.00022824271501904747,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-07-08",
        "2025-07-10",
        "2025-07-17",
        "2025-09-03",
        "2025-09-30",
        "2025-10-02",
        "2025-10-03",
        "2025-10-06"
      ],
      "horizonObservationCounts": {
        "1": 88,
        "5": 88,
        "10": 88
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011370704508639109,
        "5": 0.005758045690108932,
        "10": 0.011767800902839212
      }
    },
    {
      "topN": 2,
      "ticker": "NEE",
      "hitRates": {
        "1": 0.52,
        "5": 0.4666666666666667,
        "10": 0.4
      },
      "hitRate1D": 0.52,
      "comboQuality": 0.19947514603389127,
      "eligibleDays": 297,
      "fitnessScore": 0.04429285480113378,
      "lookbackDays": 63,
      "returnLift1D": -0.0011729486718346591,
      "hitRateLift1D": -0.022087542087542045,
      "activationRate": 0.25252525252525254,
      "activationCount": 75,
      "baselineHitRates": {
        "1": 0.5420875420875421,
        "5": 0.5802047781569966,
        "10": 0.59375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.3193437479023791,
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        "1": 0.5420875420875421,
        "5": 0.5802047781569966,
        "10": 0.59375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.2383762216833276,
      "avgForwardReturns": {
        "1": -0.0017066878590880608,
        "5": -0.004087269320735905,
        "10": -0.0036702118984813163
      },
      "shadowMaxDrawdown": -0.17950307031031465,
      "shadowTotalReturn": -0.17950307031031465,
      "avgForwardReturn1D": -0.0017066878590880608,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-10-06",
        "2025-10-07"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 106,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008030753951537633,
        "5": 0.004609076632743039,
        "10": 0.010426223881367047
      }
    },
    {
      "topN": 3,
      "ticker": "NEE",
      "hitRates": {
        "1": 0.5,
        "5": 0.4666666666666667,
        "10": 0.3904761904761905
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.06094205324507384,
      "eligibleDays": 352,
      "fitnessScore": -0.2516898189615464,
      "lookbackDays": 14,
      "returnLift1D": -0.0024839547596114736,
      "hitRateLift1D": -0.035612535612535634,
      "activationRate": 0.30113636363636365,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.5356125356125356,
        "5": 0.5561959654178674,
        "10": 0.5714285714285714
      },
      "sampleConfidence": 0.9987421383647799,
      "shadowSharpeLike": -0.918600894496919,
      "avgForwardReturns": {
        "1": -0.0016945539678019875,
        "5": -0.0061070341038228166,
        "10": -0.007543103026075362
      },
      "shadowMaxDrawdown": -0.2726109344380798,
      "shadowTotalReturn": -0.2001062372323298,
      "avgForwardReturn1D": -0.0016945539678019875,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-04-04"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007894007918094859,
        "5": 0.0038603864285336464,
        "10": 0.008493730337124382
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    },
    {
      "topN": 2,
      "ticker": "NEE",
      "hitRates": {
        "1": 0.4444444444444444,
        "5": 0.46296296296296297,
        "10": 0.39622641509433965
      },
      "hitRate1D": 0.4444444444444444,
      "comboQuality": 0.05115689512182298,
      "eligibleDays": 330,
      "fitnessScore": -0.29247615802713167,
      "lookbackDays": 30,
      "returnLift1D": -0.0032155704838812246,
      "hitRateLift1D": -0.09797979797979806,
      "activationRate": 0.16363636363636364,
      "activationCount": 54,
      "baselineHitRates": {
        "1": 0.5424242424242425,
        "5": 0.5705521472392638,
        "10": 0.5856697819314641
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      "sampleConfidence": 0.9987654320987654,
      "shadowSharpeLike": -0.9667878437523604,
      "avgForwardReturns": {
        "1": -0.0022951789480947864,
        "5": -0.006182035274833188,
        "10": -0.008487716457372065
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      "shadowMaxDrawdown": -0.14967158790992774,
      "shadowTotalReturn": -0.13284641072138736,
      "avgForwardReturn1D": -0.0022951789480947864,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-06-16",
        "2025-07-08",
        "2025-07-11",
        "2025-10-08",
        "2025-10-09",
        "2025-10-10"
      ],
      "horizonObservationCounts": {
        "1": 54,
        "5": 54,
        "10": 53
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009203915357864383,
        "5": 0.0047017764597240665,
        "10": 0.010591788333029114
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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": 0.22099430054239216,
      "fitnessScore": 0.07282608090394199,
      "lookbackDays": 14,
      "returnLift1D": -0.000931312707673824,
      "activationRate": 0.45454545454545453,
      "activationCount": 160,
      "sampleConfidence": 0.9966666666666667,
      "shadowTotalReturn": -0.0685265366642005,
      "avgForwardReturn1D": -0.00014191191586433797
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.13620864960158405,
      "fitnessScore": -0.05637153671995891,
      "lookbackDays": 21,
      "returnLift1D": -0.0019054373837029586,
      "activationRate": 0.27728613569321536,
      "activationCount": 94,
      "sampleConfidence": 0.998581560283688,
      "shadowTotalReturn": -0.11573685735392081,
      "avgForwardReturn1D": -0.0010001745813610695
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.22839038407362025,
      "fitnessScore": 0.0821670791208398,
      "lookbackDays": 30,
      "returnLift1D": -0.0013291608535617079,
      "activationRate": 0.43333333333333335,
      "activationCount": 143,
      "sampleConfidence": 0.9944055944055945,
      "shadowTotalReturn": -0.08370419726499423,
      "avgForwardReturn1D": -0.00040876931777526955
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.2874603772598485,
      "fitnessScore": 0.15029489243166821,
      "lookbackDays": 45,
      "returnLift1D": -0.0004744409488498483,
      "activationRate": 0.19365079365079366,
      "activationCount": 61,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.030440907791506655,
      "avgForwardReturn1D": 0.0006626295020140626
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.19947514603389127,
      "fitnessScore": 0.04429285480113378,
      "lookbackDays": 63,
      "returnLift1D": -0.0011729486718346591,
      "activationRate": 0.25252525252525254,
      "activationCount": 75,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.04274534133793284,
      "avgForwardReturn1D": -0.0003698732766808958
    }
  ],
  "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": "e5da3ab873bb135b7ee92aca5a11501532b02ddfe66f8b370c4a6cfb49a9c5a3",
    "size": 13,
    "members": [
      "NEE",
      "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",
      "NEE"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "NEE",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "NEE",
    "hitRates": {
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      "5": 0.5118110236220472,
      "10": 0.4251968503937008
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    "hitRate1D": 0.49606299212598426,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.2677889651242231,
    "eligibleDays": 326,
    "fitnessScore": 0.12870870017176972,
    "lookbackDays": 63,
    "returnLift1D": -0.0007592297766743978,
    "hitRateLift1D": -0.043814308487512665,
    "portfolioSize": 4,
    "activationRate": 0.3895705521472393,
    "activationCount": 127,
    "baselineHitRates": {
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      "10": 0.583596214511041
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.04267283934956099,
    "avgForwardReturns": {
      "1": 0.00015572388725825024,
      "5": -0.0025795448140202284,
      "10": -0.005352906522743845
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    "shadowMaxDrawdown": -0.1430041961601748,
    "shadowTotalReturn": -0.00748479655583878,
    "avgForwardReturn1D": 0.00015572388725825024,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-11",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16",
      "2025-04-23",
      "2025-04-24",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13"
    ],
    "horizonObservationCounts": {
      "1": 127,
      "5": 127,
      "10": 127
    },
    "baselineAvgForwardReturns": {
      "1": 0.000914953663932648,
      "5": 0.00544618701792913,
      "10": 0.011206816608012106
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.2677889651242231,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.11035993946792433,
    "bestRawFitnessScore": 0.12870870017176972,
    "upperQuartileComboQuality": 0.18408265424341086
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.19761818777699544,
    "rawScore": 0.21044274366078025,
    "confidence": 0.8781183360310378,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.4005487977206217,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "NEE",
      "hitRates": {
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        "5": 0.5118110236220472,
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      "hitRate1D": 0.49606299212598426,
      "rankWeights": [
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      "comboQuality": 0.2677889651242231,
      "eligibleDays": 326,
      "fitnessScore": 0.12870870017176972,
      "lookbackDays": 63,
      "returnLift1D": -0.0007592297766743978,
      "hitRateLift1D": -0.043814308487512665,
      "portfolioSize": 4,
      "activationRate": 0.3895705521472393,
      "activationCount": 127,
      "baselineHitRates": {
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.04267283934956099,
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      "shadowMaxDrawdown": -0.1430041961601748,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-23",
        "2025-04-24",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 127,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "hitRate1D": 0.49606299212598426,
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      "comboQuality": 0.2677889651242231,
      "eligibleDays": 326,
      "fitnessScore": 0.12870870017176972,
      "lookbackDays": 63,
      "returnLift1D": -0.0007592297766743978,
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      "portfolioSize": 5,
      "activationRate": 0.3895705521472393,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.1430041961601748,
      "shadowTotalReturn": -0.00748479655583878,
      "avgForwardReturn1D": 0.00015572388725825024,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-23",
        "2025-04-24",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.2510638012789624,
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        "2025-05-19",
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        "2025-10-06",
        "2025-10-07",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.1936378763711723,
      "eligibleDays": 359,
      "fitnessScore": 0.03616051175472746,
      "lookbackDays": 30,
      "returnLift1D": -0.0014017032657553511,
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      "activationRate": 0.4206128133704735,
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      "sampleConfidence": 0.9951434878587198,
      "shadowSharpeLike": -0.32021801713018916,
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      "shadowMaxDrawdown": -0.1996583121651777,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-07",
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        "2025-03-14",
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      "horizonObservationCounts": {
        "1": 151,
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      "baselineAvgForwardReturns": {
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    },
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      "hitRates": {
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      "comboQuality": 0.1936378763711723,
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      "portfolioSize": 3,
      "activationRate": 0.3081395348837209,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.5348837209302325,
        "5": 0.5588235294117647,
        "10": 0.5582089552238806
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.9754026591923467,
      "avgForwardReturns": {
        "1": -0.0016180530779298752,
        "5": -0.0017337716034776603,
        "10": -0.0050860837992507645
      },
      "shadowMaxDrawdown": -0.21453062253327282,
      "shadowTotalReturn": -0.18041632109939987,
      "avgForwardReturn1D": -0.0016180530779298752,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 106,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007146365087798611,
        "5": 0.00379510334664231,
        "10": 0.008296577011387784
      }
    },
    {
      "topN": 3,
      "ticker": "NEE",
      "hitRates": {
        "1": 0.49122807017543857,
        "5": 0.49557522123893805,
        "10": 0.40707964601769914
      },
      "hitRate1D": 0.49122807017543857,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.062038898767647434,
      "eligibleDays": 375,
      "fitnessScore": -0.24750831589994074,
      "lookbackDays": 14,
      "returnLift1D": -0.0024257719120820793,
      "hitRateLift1D": -0.04477192982456146,
      "portfolioSize": 3,
      "activationRate": 0.304,
      "activationCount": 114,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5606469002695418,
        "10": 0.5683060109289617
      },
      "sampleConfidence": 0.9988304093567252,
      "shadowSharpeLike": -0.8171880907237357,
      "avgForwardReturns": {
        "1": -0.0014772190602785292,
        "5": -0.004278664060677475,
        "10": -0.00600193142255381
      },
      "shadowMaxDrawdown": -0.2720231882208388,
      "shadowTotalReturn": -0.1938547942742319,
      "avgForwardReturn1D": -0.0014772190602785292,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-03",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11"
      ],
      "horizonObservationCounts": {
        "1": 114,
        "5": 113,
        "10": 113
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009485528518035501,
        "5": 0.0040708020834955855,
        "10": 0.008420112647906652
      }
    },
    {
      "topN": 4,
      "ticker": "NEE",
      "hitRates": {
        "1": 0.4426229508196721,
        "5": 0.4672131147540984,
        "10": 0.4016393442622951
      },
      "hitRate1D": 0.4426229508196721,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.03700716898056501,
      "eligibleDays": 344,
      "fitnessScore": -0.3669655497925264,
      "lookbackDays": 45,
      "returnLift1D": -0.00277479722462554,
      "hitRateLift1D": -0.09226077011056039,
      "portfolioSize": 4,
      "activationRate": 0.3546511627906977,
      "activationCount": 122,
      "baselineHitRates": {
        "1": 0.5348837209302325,
        "5": 0.5588235294117647,
        "10": 0.5582089552238806
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.35555175242788,
      "avgForwardReturns": {
        "1": -0.002060160715845679,
        "5": -0.0029243713981895146,
        "10": -0.007022079949183613
      },
      "shadowMaxDrawdown": -0.244768593498092,
      "shadowTotalReturn": -0.244768593498092,
      "avgForwardReturn1D": -0.002060160715845679,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 122,
        "5": 122,
        "10": 122
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007146365087798611,
        "5": 0.00379510334664231,
        "10": 0.008296577011387784
      }
    },
    {
      "topN": 5,
      "ticker": "NEE",
      "hitRates": {
        "1": 0.4426229508196721,
        "5": 0.4672131147540984,
        "10": 0.4016393442622951
      },
      "hitRate1D": 0.4426229508196721,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.03700716898056501,
      "eligibleDays": 344,
      "fitnessScore": -0.3669655497925264,
      "lookbackDays": 45,
      "returnLift1D": -0.00277479722462554,
      "hitRateLift1D": -0.09226077011056039,
      "portfolioSize": 5,
      "activationRate": 0.3546511627906977,
      "activationCount": 122,
      "baselineHitRates": {
        "1": 0.5348837209302325,
        "5": 0.5588235294117647,
        "10": 0.5582089552238806
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.35555175242788,
      "avgForwardReturns": {
        "1": -0.002060160715845679,
        "5": -0.0029243713981895146,
        "10": -0.007022079949183613
      },
      "shadowMaxDrawdown": -0.244768593498092,
      "shadowTotalReturn": -0.244768593498092,
      "avgForwardReturn1D": -0.002060160715845679,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 122,
        "5": 122,
        "10": 122
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007146365087798611,
        "5": 0.00379510334664231,
        "10": 0.008296577011387784
      }
    },
    {
      "topN": 2,
      "ticker": "NEE",
      "hitRates": {
        "1": 0.4411764705882353,
        "5": 0.40298507462686567,
        "10": 0.3181818181818182
      },
      "hitRate1D": 0.4411764705882353,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.03320833316808756,
      "eligibleDays": 359,
      "fitnessScore": -0.39166008091914367,
      "lookbackDays": 30,
      "returnLift1D": -0.0038315714294200947,
      "hitRateLift1D": -0.09642798623627724,
      "portfolioSize": 2,
      "activationRate": 0.1894150417827298,
      "activationCount": 68,
      "baselineHitRates": {
        "1": 0.5376044568245125,
        "5": 0.571830985915493,
        "10": 0.5714285714285714
      },
      "sampleConfidence": 0.9970588235294118,
      "shadowSharpeLike": -1.299092761162974,
      "avgForwardReturns": {
        "1": -0.0028022415047350667,
        "5": -0.009577371402193243,
        "10": -0.015206730666641466
      },
      "shadowMaxDrawdown": -0.19851973416997315,
      "shadowTotalReturn": -0.19089776274628611,
      "avgForwardReturn1D": -0.0028022415047350667,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 68,
        "5": 67,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010293299246850283,
        "5": 0.004638538042229591,
        "10": 0.00917435148124983
      }
    }
  ],
  "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": 0.18089758020082372,
      "fitnessScore": 0.01773881472882623,
      "lookbackDays": 14,
      "returnLift1D": -0.0012165126325815148,
      "activationRate": 0.39466666666666667,
      "activationCount": 148,
      "sampleConfidence": 0.9981981981981982,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.08493575722054003,
      "avgForwardReturn1D": -0.00026795978077796487
    },
    {
      "comboQuality": 0.11128340036951465,
      "fitnessScore": -0.10709362492111243,
      "lookbackDays": 21,
      "returnLift1D": -0.0019530834284932034,
      "activationRate": 0.1875,
      "activationCount": 69,
      "sampleConfidence": 0.9990338164251208,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.09648437633116247,
      "avgForwardReturn1D": -0.0010637549185642252
    },
    {
      "comboQuality": 0.1936378763711723,
      "fitnessScore": 0.03616051175472746,
      "lookbackDays": 30,
      "returnLift1D": -0.0014017032657553511,
      "activationRate": 0.4206128133704735,
      "activationCount": 151,
      "sampleConfidence": 0.9951434878587198,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.08698205704887585,
      "avgForwardReturn1D": -0.000372373341070323
    },
    {
      "comboQuality": 0.07684153454705657,
      "fitnessScore": -0.19693223125201642,
      "lookbackDays": 45,
      "returnLift1D": -0.0023252858708117364,
      "activationRate": 0.2063953488372093,
      "activationCount": 71,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.12512074903786985,
      "avgForwardReturn1D": -0.0016106493620318754
    },
    {
      "comboQuality": 0.2677889651242231,
      "fitnessScore": 0.12870870017176972,
      "lookbackDays": 63,
      "returnLift1D": -0.0007592297766743978,
      "activationRate": 0.3895705521472393,
      "activationCount": 127,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.00748479655583878,
      "avgForwardReturn1D": 0.00015572388725825024
    }
  ],
  "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": "e5da3ab873bb135b7ee92aca5a11501532b02ddfe66f8b370c4a6cfb49a9c5a3",
    "size": 13,
    "members": [
      "NEE",
      "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
0.731
Liquidity
0.994
Momentum
0.544
Relative strength
0.491
Trend quality
0.448
Stability
0.724
Aggression
0.348
Downside risk
0.641
Drawdown state
0.901
Quality momentum
0.526
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.942
Benchmark Independence 3m Score
0.959
Beta 1y Profile Score
0.041
Beta 3m Profile Score
0
Beta Change Score
0.405
Correlation Change Score
0.451
Current Drawdown Score
0.883
Days Since 52w High Score
0.226
Distance From 52w High Score
0.883
Distance From Sma 20 Score
0.528
Distance From Sma 200 Score
0.561
Distance From Sma 50 Score
0.540
Downside Volatility 1m Score
0.127
Downside Volatility 1y Score
0.242
Downside Volatility 2y Score
0.289
Downside Volatility 3m Score
0.273
Downside Volatility 5y Score
0.309
Downside Volatility 6m Score
0.248
Drawdown Recovery Score
1
Excess Return 1m Score
0.554
Excess Return 1y Score
0.508
Excess Return 3m Score
0.441
Excess Return 6m Score
0.506
Expected Shortfall 95 1y Score
0.678
Log Avg Dollar Volume 20d Score
0.994
Log Market Cap Score
0.731
Drawdown Score 1m
0.897
Drawdown Score 1y
0.776
Drawdown Score 2y
0.702
Drawdown Score 3m
0.637
Drawdown Score 5y
0.550
Drawdown Score 6m
0.736
Momentum Acceleration 1m Vs 3m Score
0.624
Momentum Acceleration 3m Vs 6m Score
0.458
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.592
Relative Strength Slope 3m Score
0.382
Relative Volume 20d Score
0.235
Return 1m Score
0.565
Return 1w Score
0.516
Return 1y Score
0.620
Return 2y Score
0.379
Return 3m Score
0.506
Return 5y Score
0.103
Return 6m Score
0.572
Return Skewness 1y Score
0.502
Sector Excess Return 1y Score
0.625
Sharpe 1m Score
0.963
Sharpe 1y Score
0.576
Sharpe 2y Score
0.536
Sharpe 3m Score
0.441
Sharpe 5y Score
0.470
Sharpe 6m Score
0.563
Sortino 1m Score
0.781
Sortino 1y Score
0.484
Sortino 2y Score
0.457
Sortino 3m Score
0.403
Sortino 5y Score
0.417
Sortino 6m Score
0.477
Trend R2 1m Score
0.365
Trend R2 1w Score
0.073
Trend R2 1y Score
0.678
Trend R2 2y Score
0.486
Trend R2 3m Score
0.328
Trend R2 5y Score
0.088
Trend R2 6m Score
0.035
Trend Slope 1m Score
0.562
Trend Slope 1w Score
0.579
Trend Slope 1y Score
0.567
Trend Slope 2y Score
0.534
Trend Slope 3m Score
0.423
Trend Slope 5y Score
0.507
Trend Slope 6m Score
0.489
Volatility 1m Score
0.157
Volatility 1w Score
0.149
Volatility 1y Score
0.237
Volatility 2y Score
0.276
Volatility 3m Score
0.298
Volatility 5y Score
0.292
Volatility 6m Score
0.249
Worst Day 1y Score
0.696
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
958,417,364.42
Best Day 1y
0.069
Beta To Benchmark 1y
0.103
Beta 3m
-0.086
Beta Change
-0.189
Beta To Sector 1y
1.038
Correlation To Benchmark 1y
0.058
Correlation 3m
-0.041
Correlation Change
-0.099
Correlation To Sector 1y
0.681
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.942
Benchmark Independence 3m Score
0.959
Beta 1y Profile Score
0.041
Beta 3m Profile Score
0
Beta Change Score
0.405
Correlation Change Score
0.451
Current Drawdown Score
0.883
Distance From Sma 20 Score
0.528
Distance From Sma 200 Score
0.561
Current Drawdown
-0.076
Days Since 52w High
57
Distance From 52w High
-0.076
Distance From Sma 20
0.017
Distance From Sma 200
0.036
Distance From Sma 50
0.024
Downside Capture 1y
2.079
Downside Volatility 1m
0.145
Downside Volatility 1w
-
Downside Volatility 1y
0.231
Downside Volatility 2y
0.267
Downside Volatility 3m
0.255
Downside Volatility 5y
0.282
Downside Volatility 6m
0.236
Drawdown Recovery
1
Excess Return 1m
0.033
Excess Return 1y
0.005
Excess Return 3m
-0.036
Excess Return 6m
0.003
Expected Shortfall 95 1y
-0.032
Market Cap
187,245,649,041.24
Max Drawdown 1m
-0.026
Max Drawdown 1w
-0.016
Max Drawdown 1y
-0.145
Max Drawdown 2y
-0.238
Max Drawdown 3m
-0.145
Max Drawdown 5y
-0.450
Max Drawdown 6m
-0.145
Momentum Acceleration 1m Vs 3m
0.037
Momentum Acceleration 3m Vs 6m
-0.013
Moving Average Alignment
0.500
Relative Strength Acceleration
0.001
Relative Strength Slope 3m
-0.002
Relative Volume 20d
0.935
Return 1m
0.039
Return 1w
0.005
Return 1y
0.192
Return 2y
0.328
Return 3m
0.005
Return 5y
0.333
Return 6m
0.086
Return Skewness 1y
0.013
Sector Excess Return 1y
0.075
Sharpe 1m
2.813
Sharpe 1y
0.882
Sharpe 2y
0.680
Sharpe 3m
0.206
Sharpe 5y
0.349
Sharpe 6m
0.815
Sortino 1m
3.246
Sortino 1y
0.870
Sortino 2y
0.655
Sortino 3m
0.221
Sortino 5y
0.333
Sortino 6m
0.816
Trend R2 1m
0.365
Trend R2 1w
0.073
Trend R2 1y
0.678
Trend R2 2y
0.486
Trend R2 3m
0.328
Trend R2 5y
0.088
Trend R2 6m
0.035
Trend 1m
0.001
Trend 1w
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
-0.001
Trend 5y
0.000
Trend 6m
-0.000
Upside Capture 1y
0.483
Value At Risk 95 1y
-0.022
Volatility 1m
0.168
Volatility 1w
0.162
Volatility 1y
0.228
Volatility 2y
0.257
Volatility 3m
0.273
Volatility 5y
0.269
Volatility 6m
0.237
Worst Day 1y
-0.061
Distance From Sma 50 Score
0.540
Downside Volatility 1y Score
0.242
Downside Volatility 3m Score
0.273
Drawdown Recovery Score
1
Excess Return 1m Score
0.554
Excess Return 1y Score
0.508
Excess Return 3m Score
0.441
Excess Return 6m Score
0.506
Expected Shortfall 95 1y Score
0.678
Log Avg Dollar Volume 20d Score
0.994
Log Market Cap Score
0.731
Drawdown Score 1y
0.776
Drawdown Score 5y
0.550
Momentum Acceleration 1m Vs 3m Score
0.624
Momentum Acceleration 3m Vs 6m Score
0.458
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.592
Relative Volume 20d Score
0.235
Return 1m Score
0.565
Return 1y Score
0.620
Return 3m Score
0.506
Return 6m Score
0.572
Return Skewness 1y Score
0.502
Sortino 1y Score
0.484
Sortino 3m Score
0.403
Trend R2 1y Score
0.678
Trend R2 3m Score
0.328
Trend Slope 1y Score
0.567
Trend Slope 3m Score
0.423
Volatility 1y Score
0.237
Volatility 3m Score
0.298