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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

PLD

Real Estate | v2 | as of 2026-07-23
Close

Research Detail

PLD

Prologis

Category

Sector: Real Estate

Industry / Category: Industrial REIT

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Logistics REIT tied to industrial real estate and e-commerce infrastructure.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.518
Correlation To Benchmark 1y
0.292
Inverse To Benchmark 1y
0.708
Drawdown Score 1m
0.731
Drawdown Score 3m
0.793
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
0.826
Drawdown Score 1y
0.853
Drawdown Score 2y
0.619
Drawdown Score 5y
0.567
Return 1w
-0.033
Return 1m
-0.001
Return 3m
0.034
Return 6m
0.124
Return 1y
0.372
Return 2y
0.265
Return 5y
0.321
Sharpe 1m
0.106
Sharpe 3m
0.651
Sharpe 6m
1.099
Sharpe 1y
1.516
Sharpe 2y
0.580
Sharpe 5y
0.341
Trend 1w
-0.007
Trend 1m
0.003
Trend 3m
0.000
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.311
Volatility 1m
0.298
Volatility 3m
0.251
Volatility 6m
0.238
Volatility 1y
0.225
Volatility 2y
0.261
Volatility 5y
0.271
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
PLD
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:56 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Real Estate
Sector Benchmark Ticker
XLRE
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
0.331
Aptet Fit Raw Score
0.353
Aptet Fit Confidence
0.876
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.271
Force Fit Raw Score
0.287
Force Fit Confidence
0.890
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:56 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "PLD"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "PLD",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "PLD",
    "hitRates": {
      "1": 0.5579710144927537,
      "5": 0.5289855072463768,
      "10": 0.583941605839416
    },
    "hitRate1D": 0.5579710144927537,
    "comboQuality": 0.6742489224734386,
    "eligibleDays": 297,
    "fitnessScore": 0.5100424848164715,
    "lookbackDays": 63,
    "returnLift1D": 0.00009061870937953514,
    "hitRateLift1D": 0.0226174791392183,
    "activationRate": 0.46464646464646464,
    "activationCount": 138,
    "baselineHitRates": {
      "1": 0.5353535353535354,
      "5": 0.5665529010238908,
      "10": 0.6180555555555556
    },
    "sampleConfidence": 0.9995169082125605,
    "shadowSharpeLike": 0.945728658332362,
    "avgForwardReturns": {
      "1": 0.0012311732906352896,
      "5": 0.002955782247567461,
      "10": 0.007525286282565004
    },
    "shadowMaxDrawdown": -0.0906966670912629,
    "shadowTotalReturn": 0.15442389339187912,
    "avgForwardReturn1D": 0.0012311732906352896,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-09-09",
      "2025-09-12",
      "2025-09-15",
      "2025-09-16",
      "2025-09-17",
      "2025-09-18",
      "2025-09-19",
      "2025-09-22",
      "2025-09-23",
      "2025-09-24"
    ],
    "horizonObservationCounts": {
      "1": 138,
      "5": 138,
      "10": 137
    },
    "baselineAvgForwardReturns": {
      "1": 0.0011405545812557545,
      "5": 0.006333414937995535,
      "10": 0.012726196529635367
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6742489224734386,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.21334918605600497,
    "bestRawFitnessScore": 0.5100424848164715,
    "upperQuartileComboQuality": 0.38707697820172227
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.33146642932701803,
    "rawScore": 0.35342201511803106,
    "confidence": 0.8757542832543658,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 63
    },
    "profileBreadth": 0.05015828317369386,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.3508787888709136,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "PLD",
      "hitRates": {
        "1": 0.5579710144927537,
        "5": 0.5289855072463768,
        "10": 0.583941605839416
      },
      "hitRate1D": 0.5579710144927537,
      "comboQuality": 0.6742489224734386,
      "eligibleDays": 297,
      "fitnessScore": 0.5100424848164715,
      "lookbackDays": 63,
      "returnLift1D": 0.00009061870937953514,
      "hitRateLift1D": 0.0226174791392183,
      "activationRate": 0.46464646464646464,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.5353535353535354,
        "5": 0.5665529010238908,
        "10": 0.6180555555555556
      },
      "sampleConfidence": 0.9995169082125605,
      "shadowSharpeLike": 0.945728658332362,
      "avgForwardReturns": {
        "1": 0.0012311732906352896,
        "5": 0.002955782247567461,
        "10": 0.007525286282565004
      },
      "shadowMaxDrawdown": -0.0906966670912629,
      "shadowTotalReturn": 0.15442389339187912,
      "avgForwardReturn1D": 0.0012311732906352896,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-09",
        "2025-09-12",
        "2025-09-15",
        "2025-09-16",
        "2025-09-17",
        "2025-09-18",
        "2025-09-19",
        "2025-09-22",
        "2025-09-23",
        "2025-09-24"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 138,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011405545812557545,
        "5": 0.006333414937995535,
        "10": 0.012726196529635367
      }
    },
    {
      "topN": 4,
      "ticker": "PLD",
      "hitRates": {
        "1": 0.5420560747663551,
        "5": 0.4953271028037383,
        "10": 0.5514018691588785
      },
      "hitRate1D": 0.5420560747663551,
      "comboQuality": 0.5079340759839462,
      "eligibleDays": 297,
      "fitnessScore": 0.3569825729717744,
      "lookbackDays": 63,
      "returnLift1D": -0.00012467066043503534,
      "hitRateLift1D": 0.00670253941281973,
      "activationRate": 0.3602693602693603,
      "activationCount": 107,
      "baselineHitRates": {
        "1": 0.5353535353535354,
        "5": 0.5665529010238908,
        "10": 0.6180555555555556
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6465763842200816,
      "avgForwardReturns": {
        "1": 0.0010158839208207191,
        "5": 0.001715572375902714,
        "10": 0.0050266428358318686
      },
      "shadowMaxDrawdown": -0.06623294725121842,
      "shadowTotalReturn": 0.09034087222194609,
      "avgForwardReturn1D": 0.0010158839208207191,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-29",
        "2025-10-02",
        "2025-10-03",
        "2025-10-06",
        "2025-10-07",
        "2025-10-15",
        "2025-10-16",
        "2025-10-17",
        "2025-10-20",
        "2025-10-21"
      ],
      "horizonObservationCounts": {
        "1": 107,
        "5": 107,
        "10": 107
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011405545812557545,
        "5": 0.006333414937995535,
        "10": 0.012726196529635367
      }
    },
    {
      "topN": 2,
      "ticker": "PLD",
      "hitRates": {
        "1": 0.5384615384615384,
        "5": 0.48717948717948717,
        "10": 0.6666666666666666
      },
      "hitRate1D": 0.5384615384615384,
      "comboQuality": 0.42071082844537383,
      "eligibleDays": 315,
      "fitnessScore": 0.27963166762383235,
      "lookbackDays": 45,
      "returnLift1D": 0.0010856095604674261,
      "hitRateLift1D": -0.0012210012210012167,
      "activationRate": 0.12380952380952381,
      "activationCount": 39,
      "baselineHitRates": {
        "1": 0.5396825396825397,
        "5": 0.5787781350482315,
        "10": 0.6209150326797386
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9040479922116971,
      "avgForwardReturns": {
        "1": 0.0024866866202031637,
        "5": 0.0027023251561967164,
        "10": 0.01047208649798172
      },
      "shadowMaxDrawdown": -0.0351232750446856,
      "shadowTotalReturn": 0.09091603024095551,
      "avgForwardReturn1D": 0.0024866866202031637,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-29",
        "2025-09-02",
        "2025-09-03",
        "2025-10-06",
        "2025-10-07",
        "2025-10-15",
        "2025-10-16",
        "2025-10-17",
        "2025-10-20",
        "2025-10-21"
      ],
      "horizonObservationCounts": {
        "1": 39,
        "5": 39,
        "10": 39
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014010770597357375,
        "5": 0.00688222794711538,
        "10": 0.013467647068342515
      }
    },
    {
      "topN": 3,
      "ticker": "PLD",
      "hitRates": {
        "1": 0.4854368932038835,
        "5": 0.5148514851485149,
        "10": 0.6464646464646465
      },
      "hitRate1D": 0.4854368932038835,
      "comboQuality": 0.41161172204065916,
      "eligibleDays": 315,
      "fitnessScore": 0.2713925515466713,
      "lookbackDays": 45,
      "returnLift1D": -0.00028331916603573397,
      "hitRateLift1D": -0.05424564647865615,
      "activationRate": 0.326984126984127,
      "activationCount": 103,
      "baselineHitRates": {
        "1": 0.5396825396825397,
        "5": 0.5787781350482315,
        "10": 0.6209150326797386
      },
      "sampleConfidence": 0.996116504854369,
      "shadowSharpeLike": 0.683476737192213,
      "avgForwardReturns": {
        "1": 0.0011177578937000036,
        "5": 0.005249023324123083,
        "10": 0.01371921337729254
      },
      "shadowMaxDrawdown": -0.06081466619178999,
      "shadowTotalReturn": 0.09689469373771598,
      "avgForwardReturn1D": 0.0011177578937000036,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03",
        "2025-09-04",
        "2025-09-05",
        "2025-09-08",
        "2025-09-09",
        "2025-09-12",
        "2025-09-17"
      ],
      "horizonObservationCounts": {
        "1": 103,
        "5": 101,
        "10": 99
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014010770597357375,
        "5": 0.00688222794711538,
        "10": 0.013467647068342515
      }
    },
    {
      "topN": 3,
      "ticker": "PLD",
      "hitRates": {
        "1": 0.5294117647058824,
        "5": 0.47058823529411764,
        "10": 0.5647058823529412
      },
      "hitRate1D": 0.5294117647058824,
      "comboQuality": 0.4064325828349733,
      "eligibleDays": 297,
      "fitnessScore": 0.2666787987890896,
      "lookbackDays": 63,
      "returnLift1D": -0.00018802813219399742,
      "hitRateLift1D": -0.005941770647653,
      "activationRate": 0.28619528619528617,
      "activationCount": 85,
      "baselineHitRates": {
        "1": 0.5353535353535354,
        "5": 0.5665529010238908,
        "10": 0.6180555555555556
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.567366124647639,
      "avgForwardReturns": {
        "1": 0.000952526449061757,
        "5": 0.0014201290786494216,
        "10": 0.004267221685474469
      },
      "shadowMaxDrawdown": -0.08587847644778035,
      "shadowTotalReturn": 0.07084624369041137,
      "avgForwardReturn1D": 0.000952526449061757,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-10-03",
        "2025-10-06",
        "2025-10-07",
        "2025-10-15",
        "2025-10-16",
        "2025-10-17",
        "2025-10-20",
        "2025-10-21",
        "2025-10-22",
        "2025-10-23"
      ],
      "horizonObservationCounts": {
        "1": 85,
        "5": 85,
        "10": 85
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011405545812557545,
        "5": 0.006333414937995535,
        "10": 0.012726196529635367
      }
    },
    {
      "topN": 2,
      "ticker": "PLD",
      "hitRates": {
        "1": 0.543859649122807,
        "5": 0.543859649122807,
        "10": 0.5964912280701754
      },
      "hitRate1D": 0.543859649122807,
      "comboQuality": 0.3806251099906386,
      "eligibleDays": 297,
      "fitnessScore": 0.24288292398612177,
      "lookbackDays": 63,
      "returnLift1D": -0.00011313698890891982,
      "hitRateLift1D": 0.008506113769271684,
      "activationRate": 0.1919191919191919,
      "activationCount": 57,
      "baselineHitRates": {
        "1": 0.5353535353535354,
        "5": 0.5665529010238908,
        "10": 0.6180555555555556
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6633040618449457,
      "avgForwardReturns": {
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        "1": 0.5368731563421829,
        "5": 0.5791044776119403,
        "10": 0.6121212121212121
      },
      "sampleConfidence": 0.9962962962962963,
      "shadowSharpeLike": -1.1243042304335893,
      "avgForwardReturns": {
        "1": -0.0011408324236960757,
        "5": -0.0012257058727572492,
        "10": 0.002589311988904574
      },
      "shadowMaxDrawdown": -0.2278268468802952,
      "shadowTotalReturn": -0.18342982649202344,
      "avgForwardReturn1D": -0.0011408324236960757,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-30",
        "2025-06-25",
        "2025-07-17",
        "2025-07-25",
        "2025-07-28"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 141,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010018863850679235,
        "5": 0.005316026397534278,
        "10": 0.010552621634091468
      }
    },
    {
      "topN": 4,
      "ticker": "PLD",
      "hitRates": {
        "1": 0.4036697247706422,
        "5": 0.41509433962264153,
        "10": 0.4807692307692308
      },
      "hitRate1D": 0.4036697247706422,
      "comboQuality": 0.05144955282843214,
      "eligibleDays": 339,
      "fitnessScore": -0.29115330474006107,
      "lookbackDays": 21,
      "returnLift1D": -0.002191122308016949,
      "hitRateLift1D": -0.1332034315715407,
      "activationRate": 0.3215339233038348,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.5368731563421829,
        "5": 0.5791044776119403,
        "10": 0.6121212121212121
      },
      "sampleConfidence": 0.9951070336391438,
      "shadowSharpeLike": -1.062554995573881,
      "avgForwardReturns": {
        "1": -0.0011892359229490257,
        "5": -0.0026475682118297377,
        "10": -0.003122204182740008
      },
      "shadowMaxDrawdown": -0.1984308173854693,
      "shadowTotalReturn": -0.1523436370692809,
      "avgForwardReturn1D": -0.0011892359229490257,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-06-25",
        "2025-07-17",
        "2025-07-25",
        "2025-07-28",
        "2025-07-30"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 106,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010018863850679235,
        "5": 0.005316026397534278,
        "10": 0.010552621634091468
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    },
    {
      "topN": 3,
      "ticker": "PLD",
      "hitRates": {
        "1": 0.42168674698795183,
        "5": 0.41975308641975306,
        "10": 0.5443037974683544
      },
      "hitRate1D": 0.42168674698795183,
      "comboQuality": 0.04682994824161181,
      "eligibleDays": 330,
      "fitnessScore": -0.3129194897913462,
      "lookbackDays": 30,
      "returnLift1D": -0.0027181946275779715,
      "hitRateLift1D": -0.11770719240598759,
      "activationRate": 0.2515151515151515,
      "activationCount": 83,
      "baselineHitRates": {
        "1": 0.5393939393939394,
        "5": 0.5828220858895705,
        "10": 0.6292834890965732
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      "sampleConfidence": 0.9951807228915663,
      "shadowSharpeLike": -1.506009177623169,
      "avgForwardReturns": {
        "1": -0.0016798015091925164,
        "5": -0.0021116940218457243,
        "10": 0.0024462413060712894
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      "shadowMaxDrawdown": -0.1523015760082388,
      "shadowTotalReturn": -0.14924979590178855,
      "avgForwardReturn1D": -0.0016798015091925164,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-20",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-05",
        "2025-09-08",
        "2025-09-09",
        "2025-09-12",
        "2025-09-15",
        "2025-09-16"
      ],
      "horizonObservationCounts": {
        "1": 83,
        "5": 81,
        "10": 79
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010383931183854554,
        "5": 0.006027614181992801,
        "10": 0.01368316699798989
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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": 0.2549794899185603,
      "fitnessScore": 0.11410969962249652,
      "lookbackDays": 14,
      "returnLift1D": -0.0005217544638406997,
      "activationRate": 0.4034090909090909,
      "activationCount": 142,
      "sampleConfidence": 0.9938967136150235,
      "shadowTotalReturn": 0.002534967063295257,
      "avgForwardReturn1D": 0.00037598303284316865
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.17624661102134398,
      "fitnessScore": 0.010762862940340548,
      "lookbackDays": 21,
      "returnLift1D": -0.0004914954776642441,
      "activationRate": 0.23008849557522124,
      "activationCount": 78,
      "sampleConfidence": 0.9974358974358974,
      "shadowTotalReturn": 0.01554384283850374,
      "avgForwardReturn1D": 0.0005103909074036794
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.2651377450673577,
      "fitnessScore": 0.12572461025565815,
      "lookbackDays": 30,
      "returnLift1D": -0.0007667258300458635,
      "activationRate": 0.12424242424242424,
      "activationCount": 41,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.0015356835827244897,
      "avgForwardReturn1D": 0.00027166728833959185
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.42071082844537383,
      "fitnessScore": 0.27963166762383235,
      "lookbackDays": 45,
      "returnLift1D": 0.0010856095604674261,
      "activationRate": 0.12380952380952381,
      "activationCount": 39,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.09091603024095551,
      "avgForwardReturn1D": 0.0024866866202031637
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.6742489224734386,
      "fitnessScore": 0.5100424848164715,
      "lookbackDays": 63,
      "returnLift1D": 0.00009061870937953514,
      "activationRate": 0.46464646464646464,
      "activationCount": 138,
      "sampleConfidence": 0.9995169082125605,
      "shadowTotalReturn": 0.15442389339187912,
      "avgForwardReturn1D": 0.0012311732906352896
    }
  ],
  "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": "9200a770062ed1c9a4a422aac2695cefb31c8de4bc60f8ea360172477bf14239",
    "size": 13,
    "members": [
      "PLD",
      "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",
      "PLD"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "PLD",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "PLD",
    "hitRates": {
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      "5": 0.5046728971962616,
      "10": 0.5700934579439252
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    "hitRate1D": 0.5233644859813084,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.45608895953799017,
    "eligibleDays": 326,
    "fitnessScore": 0.31125847789991934,
    "lookbackDays": 63,
    "returnLift1D": -0.0003240223855227125,
    "hitRateLift1D": -0.013445329969611897,
    "portfolioSize": 4,
    "activationRate": 0.3282208588957055,
    "activationCount": 107,
    "baselineHitRates": {
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      "5": 0.5962732919254659,
      "10": 0.6403785488958991
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.6205655724708103,
    "avgForwardReturns": {
      "1": 0.0010182790356840009,
      "5": 0.0017745338349171088,
      "10": 0.005088900693612363
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    "shadowMaxDrawdown": -0.06757117070931029,
    "shadowTotalReturn": 0.09067502869129385,
    "avgForwardReturn1D": 0.0010182790356840009,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-09-29",
      "2025-10-02",
      "2025-10-03",
      "2025-10-06",
      "2025-10-07",
      "2025-10-15",
      "2025-10-16",
      "2025-10-17",
      "2025-10-20",
      "2025-10-21"
    ],
    "horizonObservationCounts": {
      "1": 107,
      "5": 107,
      "10": 107
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    "baselineAvgForwardReturns": {
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      "10": 0.014831506546631314
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.45608895953799017,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.13674191678805703,
    "bestRawFitnessScore": 0.31125847789991934,
    "upperQuartileComboQuality": 0.18839068351445798
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2711944574859037,
    "rawScore": 0.28698617956086814,
    "confidence": 0.8899478567286541,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.5838919901816616,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "PLD",
      "hitRates": {
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        "5": 0.5046728971962616,
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      "hitRate1D": 0.5233644859813084,
      "rankWeights": [
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      "comboQuality": 0.45608895953799017,
      "eligibleDays": 326,
      "fitnessScore": 0.31125847789991934,
      "lookbackDays": 63,
      "returnLift1D": -0.0003240223855227125,
      "hitRateLift1D": -0.013445329969611897,
      "portfolioSize": 4,
      "activationRate": 0.3282208588957055,
      "activationCount": 107,
      "baselineHitRates": {
        "1": 0.5368098159509203,
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        "10": 0.6403785488958991
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6205655724708103,
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        "10": 0.005088900693612363
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      "shadowMaxDrawdown": -0.06757117070931029,
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      "riskOffActivations": 0,
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        "2025-09-29",
        "2025-10-02",
        "2025-10-03",
        "2025-10-06",
        "2025-10-07",
        "2025-10-15",
        "2025-10-16",
        "2025-10-17",
        "2025-10-20",
        "2025-10-21"
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      "horizonObservationCounts": {
        "1": 107,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0.5233644859813084,
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      "comboQuality": 0.45608895953799017,
      "eligibleDays": 326,
      "fitnessScore": 0.31125847789991934,
      "lookbackDays": 63,
      "returnLift1D": -0.0003240223855227125,
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        "1": 0.5368098159509203,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.06757117070931029,
      "shadowTotalReturn": 0.09067502869129385,
      "avgForwardReturn1D": 0.0010182790356840009,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-29",
        "2025-10-02",
        "2025-10-03",
        "2025-10-06",
        "2025-10-07",
        "2025-10-15",
        "2025-10-16",
        "2025-10-17",
        "2025-10-20",
        "2025-10-21"
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      "horizonObservationCounts": {
        "1": 107,
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      "baselineAvgForwardReturns": {
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    },
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      "sampleConfidence": 1,
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        "2025-10-21",
        "2025-10-22",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.34272746062060916,
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      "fitnessScore": 0.20674409586517906,
      "lookbackDays": 63,
      "returnLift1D": -0.00031597268098796814,
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      "activationRate": 0.17484662576687116,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6377230994759124,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.03806568036596736,
      "shadowTotalReturn": 0.05116061898329716,
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      "riskOffActivations": 0,
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        "2025-10-27",
        "2025-10-28",
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      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "comboQuality": 0.19341516912172899,
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        "1": 0.5253333333333333,
        "5": 0.5741239892183289,
        "10": 0.6010928961748634
      },
      "sampleConfidence": 0.9928571428571429,
      "shadowSharpeLike": -0.48759260169620977,
      "avgForwardReturns": {
        "1": -0.0005976776853182243,
        "5": -0.00030104553244675173,
        "10": 0.0018281286933342718
      },
      "shadowMaxDrawdown": -0.0976701939986857,
      "shadowTotalReturn": -0.07482397270536834,
      "avgForwardReturn1D": -0.0005976776853182243,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 84,
        "5": 80,
        "10": 79
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008049804500014316,
        "5": 0.0040471663211010395,
        "10": 0.0077739286026508045
      }
    },
    {
      "topN": 2,
      "ticker": "PLD",
      "hitRates": {
        "1": 0.43548387096774194,
        "5": 0.5,
        "10": 0.5614035087719298
      },
      "hitRate1D": 0.43548387096774194,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.08675121584354639,
      "eligibleDays": 375,
      "fitnessScore": -0.16787205802665364,
      "lookbackDays": 14,
      "returnLift1D": -0.0016835907919863094,
      "hitRateLift1D": -0.08984946236559138,
      "portfolioSize": 2,
      "activationRate": 0.16533333333333333,
      "activationCount": 62,
      "baselineHitRates": {
        "1": 0.5253333333333333,
        "5": 0.5741239892183289,
        "10": 0.6010928961748634
      },
      "sampleConfidence": 0.9903225806451613,
      "shadowSharpeLike": -0.5385413259055774,
      "avgForwardReturns": {
        "1": -0.0008786103419848777,
        "5": 0.0006036203155864536,
        "10": -0.00037474997300346704
      },
      "shadowMaxDrawdown": -0.09576912290712492,
      "shadowTotalReturn": -0.07287476811476623,
      "avgForwardReturn1D": -0.0008786103419848777,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 62,
        "5": 58,
        "10": 57
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008049804500014316,
        "5": 0.0040471663211010395,
        "10": 0.0077739286026508045
      }
    },
    {
      "topN": 3,
      "ticker": "PLD",
      "hitRates": {
        "1": 0.4479166666666667,
        "5": 0.44086021505376344,
        "10": 0.5108695652173914
      },
      "hitRate1D": 0.4479166666666667,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.04999867943688064,
      "eligibleDays": 359,
      "fitnessScore": -0.29778269178547895,
      "lookbackDays": 30,
      "returnLift1D": -0.002460872279699866,
      "hitRateLift1D": -0.07854572887650885,
      "portfolioSize": 3,
      "activationRate": 0.26740947075208915,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.5264623955431755,
        "5": 0.571830985915493,
        "10": 0.5914285714285714
      },
      "sampleConfidence": 0.995138888888889,
      "shadowSharpeLike": -1.388518237888158,
      "avgForwardReturns": {
        "1": -0.0016767720530458583,
        "5": -0.0025909673718644485,
        "10": -0.0034066784930500754
      },
      "shadowMaxDrawdown": -0.1906201808736191,
      "shadowTotalReturn": -0.1696693174836964,
      "avgForwardReturn1D": -0.0016767720530458583,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 93,
        "10": 92
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007841002266540076,
        "5": 0.004045690137954025,
        "10": 0.0075301441389392315
      }
    },
    {
      "topN": 4,
      "ticker": "PLD",
      "hitRates": {
        "1": 0.3893129770992366,
        "5": 0.4609375,
        "10": 0.5039370078740157
      },
      "hitRate1D": 0.3893129770992366,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.043571014130606454,
      "eligibleDays": 368,
      "fitnessScore": -0.32953917386098164,
      "lookbackDays": 21,
      "returnLift1D": -0.002070371972768587,
      "hitRateLift1D": -0.13786093594424165,
      "portfolioSize": 4,
      "activationRate": 0.35597826086956524,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.5271739130434783,
        "5": 0.5796703296703297,
        "10": 0.6016713091922006
      },
      "sampleConfidence": 0.9964376590330789,
      "shadowSharpeLike": -1.1066451029655564,
      "avgForwardReturns": {
        "1": -0.0012352967367166433,
        "5": -0.0032185349516955057,
        "10": -0.006407777572133554
      },
      "shadowMaxDrawdown": -0.20885065623972476,
      "shadowTotalReturn": -0.18122388773894338,
      "avgForwardReturn1D": -0.0012352967367166433,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 128,
        "10": 127
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008350752360519437,
        "5": 0.0042901971969299115,
        "10": 0.007910089611845243
      }
    },
    {
      "topN": 5,
      "ticker": "PLD",
      "hitRates": {
        "1": 0.3893129770992366,
        "5": 0.4609375,
        "10": 0.5039370078740157
      },
      "hitRate1D": 0.3893129770992366,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.043571014130606454,
      "eligibleDays": 368,
      "fitnessScore": -0.32953917386098164,
      "lookbackDays": 21,
      "returnLift1D": -0.002070371972768587,
      "hitRateLift1D": -0.13786093594424165,
      "portfolioSize": 5,
      "activationRate": 0.35597826086956524,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.5271739130434783,
        "5": 0.5796703296703297,
        "10": 0.6016713091922006
      },
      "sampleConfidence": 0.9964376590330789,
      "shadowSharpeLike": -1.1066451029655564,
      "avgForwardReturns": {
        "1": -0.0012352967367166433,
        "5": -0.0032185349516955057,
        "10": -0.006407777572133554
      },
      "shadowMaxDrawdown": -0.20885065623972476,
      "shadowTotalReturn": -0.18122388773894338,
      "avgForwardReturn1D": -0.0012352967367166433,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 128,
        "10": 127
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008350752360519437,
        "5": 0.0042901971969299115,
        "10": 0.007910089611845243
      }
    }
  ],
  "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": 0.13674191678805703,
      "fitnessScore": -0.055376041351535656,
      "lookbackDays": 14,
      "returnLift1D": -0.0008226503773069215,
      "activationRate": 0.30133333333333334,
      "activationCount": 113,
      "sampleConfidence": 0.9946902654867258,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.04298829448482577,
      "avgForwardReturn1D": -0.000017669927305489916
    },
    {
      "comboQuality": 0.1506868544458953,
      "fitnessScore": -0.03042929911737792,
      "lookbackDays": 21,
      "returnLift1D": -0.0007177590428466723,
      "activationRate": 0.266304347826087,
      "activationCount": 98,
      "sampleConfidence": 0.9986394557823131,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.015421853827466192,
      "avgForwardReturn1D": 0.00011731619320527147
    },
    {
      "comboQuality": 0.15354253898201115,
      "fitnessScore": -0.025558104234002208,
      "lookbackDays": 30,
      "returnLift1D": -0.0016393586614688817,
      "activationRate": 0.15041782729805014,
      "activationCount": 54,
      "sampleConfidence": 0.9975308641975309,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.05842142845427423,
      "avgForwardReturn1D": -0.0008552584348148741
    },
    {
      "comboQuality": 0.19341516912172899,
      "fitnessScore": 0.03584658632916878,
      "lookbackDays": 45,
      "returnLift1D": -0.0007991339750768648,
      "activationRate": 0.3226744186046512,
      "activationCount": 111,
      "sampleConfidence": 0.9957957957957959,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.01758803079490301,
      "avgForwardReturn1D": 0.0000885204192240582
    },
    {
      "comboQuality": 0.45608895953799017,
      "fitnessScore": 0.31125847789991934,
      "lookbackDays": 63,
      "returnLift1D": -0.0003240223855227125,
      "activationRate": 0.3282208588957055,
      "activationCount": 107,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.09067502869129385,
      "avgForwardReturn1D": 0.0010182790356840009
    }
  ],
  "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": "9200a770062ed1c9a4a422aac2695cefb31c8de4bc60f8ea360172477bf14239",
    "size": 13,
    "members": [
      "PLD",
      "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
0.701
Liquidity
0.927
Momentum
0.540
Relative strength
0.564
Trend quality
0.580
Stability
0.765
Aggression
0.356
Downside risk
0.646
Drawdown state
0.959
Quality momentum
0.577
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.708
Benchmark Independence 3m Score
0.904
Beta 1y Profile Score
0.207
Beta 3m Profile Score
0.074
Beta Change Score
0.334
Correlation Change Score
0.402
Current Drawdown Score
0.932
Days Since 52w High Score
0.020
Distance From 52w High Score
0.949
Distance From Sma 20 Score
0.529
Distance From Sma 200 Score
0.656
Distance From Sma 50 Score
0.525
Downside Volatility 1m Score
0.324
Downside Volatility 1y Score
0.208
Downside Volatility 2y Score
0.278
Downside Volatility 3m Score
0.265
Downside Volatility 5y Score
0.302
Downside Volatility 6m Score
0.239
Drawdown Recovery Score
1
Excess Return 1m Score
0.488
Excess Return 1y Score
0.809
Excess Return 3m Score
0.488
Excess Return 6m Score
0.568
Expected Shortfall 95 1y Score
0.721
Log Avg Dollar Volume 20d Score
0.927
Log Market Cap Score
0.701
Drawdown Score 1m
0.731
Drawdown Score 1y
0.853
Drawdown Score 2y
0.619
Drawdown Score 3m
0.793
Drawdown Score 5y
0.567
Drawdown Score 6m
0.826
Momentum Acceleration 1m Vs 3m Score
0.460
Momentum Acceleration 3m Vs 6m Score
0.469
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.643
Relative Strength Slope 3m Score
0.485
Relative Volume 20d Score
0.302
Return 1m Score
0.499
Return 1w Score
0.390
Return 1y Score
0.733
Return 2y Score
0.361
Return 3m Score
0.542
Return 5y Score
0.102
Return 6m Score
0.603
Return Skewness 1y Score
0.573
Sector Excess Return 1y Score
0.973
Sharpe 1m Score
0.421
Sharpe 1y Score
0.703
Sharpe 2y Score
0.516
Sharpe 3m Score
0.530
Sharpe 5y Score
0.468
Sharpe 6m Score
0.620
Sortino 1m Score
0.388
Sortino 1y Score
0.582
Sortino 2y Score
0.448
Sortino 3m Score
0.457
Sortino 5y Score
0.417
Sortino 6m Score
0.518
Trend R2 1m Score
0.440
Trend R2 1w Score
0.659
Trend R2 1y Score
0.899
Trend R2 2y Score
0.472
Trend R2 3m Score
0.120
Trend R2 5y Score
0.010
Trend R2 6m Score
0.549
Trend Slope 1m Score
0.679
Trend Slope 1w Score
0.045
Trend Slope 1y Score
0.586
Trend Slope 2y Score
0.535
Trend Slope 3m Score
0.525
Trend Slope 5y Score
0.502
Trend Slope 6m Score
0.555
Volatility 1m Score
0.331
Volatility 1w Score
0.348
Volatility 1y Score
0.234
Volatility 2y Score
0.281
Volatility 3m Score
0.268
Volatility 5y Score
0.295
Volatility 6m Score
0.250
Worst Day 1y Score
0.823
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
605,097,142.428
Best Day 1y
0.063
Beta To Benchmark 1y
0.518
Beta 3m
0.185
Beta Change
-0.333
Beta To Sector 1y
1.203
Correlation To Benchmark 1y
0.292
Correlation 3m
0.096
Correlation Change
-0.196
Correlation To Sector 1y
0.759
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.708
Benchmark Independence 3m Score
0.904
Beta 1y Profile Score
0.207
Beta 3m Profile Score
0.074
Beta Change Score
0.334
Correlation Change Score
0.402
Current Drawdown Score
0.932
Distance From Sma 20 Score
0.529
Distance From Sma 200 Score
0.656
Current Drawdown
-0.044
Days Since 52w High
5
Distance From 52w High
-0.033
Distance From Sma 20
0.017
Distance From Sma 200
0.094
Distance From Sma 50
0.015
Downside Capture 1y
1.680
Downside Volatility 1m
0.293
Downside Volatility 1w
-
Downside Volatility 1y
0.206
Downside Volatility 2y
0.259
Downside Volatility 3m
0.249
Downside Volatility 5y
0.276
Downside Volatility 6m
0.229
Drawdown Recovery
1
Excess Return 1m
-0.007
Excess Return 1y
0.185
Excess Return 3m
-0.007
Excess Return 6m
0.041
Expected Shortfall 95 1y
-0.028
Market Cap
137,641,058,940
Max Drawdown 1m
-0.067
Max Drawdown 1w
-0.036
Max Drawdown 1y
-0.096
Max Drawdown 2y
-0.305
Max Drawdown 3m
-0.083
Max Drawdown 5y
-0.433
Max Drawdown 6m
-0.096
Momentum Acceleration 1m Vs 3m
-0.012
Momentum Acceleration 3m Vs 6m
-0.009
Moving Average Alignment
0.500
Relative Strength Acceleration
0.002
Relative Strength Slope 3m
-0.000
Relative Volume 20d
1.114
Return 1m
-0.001
Return 1w
-0.033
Return 1y
0.372
Return 2y
0.265
Return 3m
0.034
Return 5y
0.321
Return 6m
0.124
Return Skewness 1y
0.439
Sector Excess Return 1y
0.284
Sharpe 1m
0.106
Sharpe 1y
1.516
Sharpe 2y
0.580
Sharpe 3m
0.651
Sharpe 5y
0.341
Sharpe 6m
1.099
Sortino 1m
0.108
Sortino 1y
1.656
Sortino 2y
0.585
Sortino 3m
0.656
Sortino 5y
0.334
Sortino 6m
1.141
Trend R2 1m
0.440
Trend R2 1w
0.659
Trend R2 1y
0.899
Trend R2 2y
0.472
Trend R2 3m
0.120
Trend R2 5y
0.010
Trend R2 6m
0.549
Trend 1m
0.003
Trend 1w
-0.007
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.000
Trend 5y
0.000
Trend 6m
0.001
Upside Capture 1y
0.688
Value At Risk 95 1y
-0.020
Volatility 1m
0.298
Volatility 1w
0.311
Volatility 1y
0.225
Volatility 2y
0.261
Volatility 3m
0.251
Volatility 5y
0.271
Volatility 6m
0.238
Worst Day 1y
-0.035
Distance From Sma 50 Score
0.525
Downside Volatility 1y Score
0.208
Downside Volatility 3m Score
0.265
Drawdown Recovery Score
1
Excess Return 1m Score
0.488
Excess Return 1y Score
0.809
Excess Return 3m Score
0.488
Excess Return 6m Score
0.568
Expected Shortfall 95 1y Score
0.721
Log Avg Dollar Volume 20d Score
0.927
Log Market Cap Score
0.701
Drawdown Score 1y
0.853
Drawdown Score 5y
0.567
Momentum Acceleration 1m Vs 3m Score
0.460
Momentum Acceleration 3m Vs 6m Score
0.469
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.643
Relative Volume 20d Score
0.302
Return 1m Score
0.499
Return 1y Score
0.733
Return 3m Score
0.542
Return 6m Score
0.603
Return Skewness 1y Score
0.573
Sortino 1y Score
0.582
Sortino 3m Score
0.457
Trend R2 1y Score
0.899
Trend R2 3m Score
0.120
Trend Slope 1y Score
0.586
Trend Slope 3m Score
0.525
Volatility 1y Score
0.234
Volatility 3m Score
0.268