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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 351-355 of 355
Page 8 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
ABBVHealth Care0.7100.6690.6781.0000.436 weak0.534 moderate100%Jul 25, 11:52 PM
AAPLInformation Technology0.6780.7080.7251.0000.732 good0.645 moderate100%Jul 25, 11:52 PM
AAPConsumer Discretionary0.5170.4470.2850.666
Ticker detail

ADMA

Health Care | v2 | as of 2026-07-10
Close

Research Detail

ADMA

ADMA

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.911
Correlation To Benchmark 1y
0.211
Inverse To Benchmark 1y
0.789
Drawdown Score 1m
0.826
Drawdown Score 3m
0.187
0.246 poor
0.231 poor
100%
Jul 25, 11:52 PM
AAA-0.5110.6360.8990.0000.100 poor0.242 poor98%Jul 25, 11:52 PM
AHealth Care0.6530.5390.5500.8320.161 poor0.342 poor100%Jul 25, 11:51 PM
PreviousPage 8 of 8Next
Drawdown Score 6m
0
Drawdown Score 1y
0.035
Drawdown Score 2y
0.138
Drawdown Score 5y
0.310
Return 1w
0.015
Return 1m
0.118
Return 3m
-0.087
Return 6m
-0.518
Return 1y
-0.505
Return 2y
-0.208
Return 5y
4.711
Sharpe 1m
3.897
Sharpe 3m
-0.465
Sharpe 6m
-2.005
Sharpe 1y
-1.015
Sharpe 2y
0.114
Sharpe 5y
0.878
Trend 1w
0.003
Trend 1m
0.005
Trend 3m
-0.004
Trend 6m
-0.008
Trend 1y
-0.003
Trend 2y
-0.001
Trend 5y
0.002
Volatility 1w
0.267
Volatility 1m
0.361
Volatility 3m
0.501
Volatility 6m
0.624
Volatility 1y
0.542
Volatility 2y
0.615
Volatility 5y
0.594
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
ADMA
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 25, 11:56 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.131
Aptet Fit Raw Score
0.141
Aptet Fit Confidence
0.866
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.218
Force Fit Raw Score
0.233
Force Fit Confidence
0.875
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:56 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ADMA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ADMA",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
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    "ticker": "ADMA",
    "hitRates": {
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      "5": 0.5208333333333334,
      "10": 0.4421052631578947
    },
    "hitRate1D": 0.5154639175257731,
    "comboQuality": 0.218578460553391,
    "eligibleDays": 352,
    "fitnessScore": 0.06972666376478709,
    "lookbackDays": 14,
    "returnLift1D": 0.0022477813685604173,
    "hitRateLift1D": 0.03260677466863027,
    "activationRate": 0.2755681818181818,
    "activationCount": 97,
    "baselineHitRates": {
      "1": 0.4828571428571429,
      "5": 0.48554913294797686,
      "10": 0.41812865497076024
    },
    "sampleConfidence": 0.9979381443298969,
    "shadowSharpeLike": 0.11542496942734898,
    "avgForwardReturns": {
      "1": 0.0006991127457335505,
      "5": -0.0008719083573125707,
      "10": -0.01223386395150536
    },
    "shadowMaxDrawdown": -0.2669982153542074,
    "shadowTotalReturn": -0.014715645573680769,
    "avgForwardReturn1D": 0.0006991127457335505,
    "riskOffActivations": 0,
    "activationDatesSample": [
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      "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": {
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      "5": 96,
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    "baselineAvgForwardReturns": {
      "1": -0.0015486686228268667,
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    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.218578460553391,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.07609739613824427,
    "bestRawFitnessScore": 0.06972666376478709,
    "upperQuartileComboQuality": 0.09529298102476669
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.13145429455603355,
    "rawScore": 0.14093014035365764,
    "confidence": 0.8655242125801494,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.2694058377957981,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
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      "hitRates": {
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        "5": 0.5208333333333334,
        "10": 0.4421052631578947
      },
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      "comboQuality": 0.218578460553391,
      "eligibleDays": 352,
      "fitnessScore": 0.06972666376478709,
      "lookbackDays": 14,
      "returnLift1D": 0.0022477813685604173,
      "hitRateLift1D": 0.03260677466863027,
      "activationRate": 0.2755681818181818,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.4828571428571429,
        "5": 0.48554913294797686,
        "10": 0.41812865497076024
      },
      "sampleConfidence": 0.9979381443298969,
      "shadowSharpeLike": 0.11542496942734898,
      "avgForwardReturns": {
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        "5": -0.0008719083573125707,
        "10": -0.01223386395150536
      },
      "shadowMaxDrawdown": -0.2669982153542074,
      "shadowTotalReturn": -0.014715645573680769,
      "avgForwardReturn1D": 0.0006991127457335505,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-10",
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        "2025-03-12",
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      ],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.1648780695348807,
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      "hitRateLift1D": -0.014928244392289625,
      "activationRate": 0.23939393939393938,
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      "shadowSharpeLike": 0.10062180802997966,
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      },
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      "shadowTotalReturn": -0.0152814066660375,
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      "riskOffActivations": 0,
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      "baselineAvgForwardReturns": {
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    },
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
      "ticker": "ADMA",
      "hitRates": {
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        "5": 0.46923076923076923,
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      },
      "hitRate1D": 0.48484848484848486,
      "comboQuality": 0.07992459657144302,
      "eligibleDays": 352,
      "fitnessScore": -0.18754183550955167,
      "lookbackDays": 14,
      "returnLift1D": 0.0009370205513358853,
      "hitRateLift1D": 0.0019913419913419883,
      "activationRate": 0.375,
      "activationCount": 132,
      "baselineHitRates": {
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        "5": 0.48554913294797686,
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      "sampleConfidence": 0.9964646464646465,
      "shadowSharpeLike": -0.2079840061563492,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.42370740358916625,
      "shadowTotalReturn": -0.16861687145491622,
      "avgForwardReturn1D": -0.0006116480714909814,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
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        "10": -0.038589292582279874
      },
      "shadowMaxDrawdown": -0.2946314259714442,
      "shadowTotalReturn": -0.19214233914895218,
      "avgForwardReturn1D": -0.0025154353109518132,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 69,
        "5": 67,
        "10": 63
      },
      "baselineAvgForwardReturns": {
        "1": -0.002409622092959316,
        "5": -0.011799657943464052,
        "10": -0.024291738197955978
      }
    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.218578460553391,
      "fitnessScore": 0.06972666376478709,
      "lookbackDays": 14,
      "returnLift1D": 0.0022477813685604173,
      "activationRate": 0.2755681818181818,
      "activationCount": 97,
      "sampleConfidence": 0.9979381443298969,
      "shadowTotalReturn": -0.014715645573680769,
      "avgForwardReturn1D": 0.0006991127457335505
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.1496137782500916,
      "fitnessScore": -0.0322793618409499,
      "lookbackDays": 21,
      "returnLift1D": 0.0023946523578167542,
      "activationRate": 0.27728613569321536,
      "activationCount": 94,
      "sampleConfidence": 0.997872340425532,
      "shadowTotalReturn": -0.023030214339476496,
      "avgForwardReturn1D": 0.0006410633235900988
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.1648780695348807,
      "fitnessScore": -0.0069217323076922604,
      "lookbackDays": 30,
      "returnLift1D": 0.0025434638894080855,
      "activationRate": 0.23939393939393938,
      "activationCount": 79,
      "sampleConfidence": 0.9907172995780591,
      "shadowTotalReturn": -0.0152814066660375,
      "avgForwardReturn1D": 0.0005414378346729598
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.07754593505818798,
      "fitnessScore": -0.1947567640613591,
      "lookbackDays": 45,
      "returnLift1D": 0.0012582891122462313,
      "activationRate": 0.16825396825396827,
      "activationCount": 53,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.08764308298274437,
      "avgForwardReturn1D": -0.0011513329807130849
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.14930552463719513,
      "fitnessScore": -0.03281283442097199,
      "lookbackDays": 63,
      "returnLift1D": 0.0018779138028206226,
      "activationRate": 0.20875420875420875,
      "activationCount": 62,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.04466069330393507,
      "avgForwardReturn1D": -0.0004567110564324934
    }
  ],
  "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": "59c3429e0f0ab585ecd196afc06899f83c02b27755357e27488d1b9e5a3257f5",
    "size": 13,
    "members": [
      "ADMA",
      "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
2026-07-13
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",
      "ADMA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ADMA",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "ADMA",
    "hitRates": {
      "1": 0.4845360824742268,
      "5": 0.5212765957446809,
      "10": 0.48314606741573035
    },
    "hitRate1D": 0.4845360824742268,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004
    ],
    "comboQuality": 0.36948829225263574,
    "eligibleDays": 359,
    "fitnessScore": 0.2324292126630269,
    "lookbackDays": 30,
    "returnLift1D": 0.003262926475916226,
    "hitRateLift1D": -0.002929098584269041,
    "portfolioSize": 2,
    "activationRate": 0.27019498607242337,
    "activationCount": 97,
    "baselineHitRates": {
      "1": 0.48746518105849584,
      "5": 0.49577464788732395,
      "10": 0.44285714285714284
    },
    "sampleConfidence": 0.9924398625429554,
    "shadowSharpeLike": 0.4503142535687333,
    "avgForwardReturns": {
      "1": 0.002099123760177502,
      "5": 0.00976129298283443,
      "10": 0.024903642068409122
    },
    "shadowMaxDrawdown": -0.24937315768112966,
    "shadowTotalReturn": 0.14000483188526913,
    "avgForwardReturn1D": 0.002099123760177502,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-05",
      "2025-03-06",
      "2025-03-10",
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19"
    ],
    "horizonObservationCounts": {
      "1": 97,
      "5": 94,
      "10": 89
    },
    "baselineAvgForwardReturns": {
      "1": -0.001163802715738724,
      "5": -0.005181453627919616,
      "10": -0.009617973821752362
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.36948829225263574,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.11475748348715642,
    "bestRawFitnessScore": 0.2324292126630269,
    "upperQuartileComboQuality": 0.21693151551934176
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.21817469688164054,
    "rawScore": 0.2326859303706344,
    "confidence": 0.8752719301430936,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.3856340712902051,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ADMA",
      "hitRates": {
        "1": 0.4845360824742268,
        "5": 0.5212765957446809,
        "10": 0.48314606741573035
      },
      "hitRate1D": 0.4845360824742268,
      "rankWeights": [
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        0.30000000000000004
      ],
      "comboQuality": 0.36948829225263574,
      "eligibleDays": 359,
      "fitnessScore": 0.2324292126630269,
      "lookbackDays": 30,
      "returnLift1D": 0.003262926475916226,
      "hitRateLift1D": -0.002929098584269041,
      "portfolioSize": 2,
      "activationRate": 0.27019498607242337,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.48746518105849584,
        "5": 0.49577464788732395,
        "10": 0.44285714285714284
      },
      "sampleConfidence": 0.9924398625429554,
      "shadowSharpeLike": 0.4503142535687333,
      "avgForwardReturns": {
        "1": 0.002099123760177502,
        "5": 0.00976129298283443,
        "10": 0.024903642068409122
      },
      "shadowMaxDrawdown": -0.24937315768112966,
      "shadowTotalReturn": 0.14000483188526913,
      "avgForwardReturn1D": 0.002099123760177502,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-05",
        "2025-03-06",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 94,
        "10": 89
      },
      "baselineAvgForwardReturns": {
        "1": -0.001163802715738724,
        "5": -0.005181453627919616,
        "10": -0.009617973821752362
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    },
    {
      "topN": 3,
      "ticker": "ADMA",
      "hitRates": {
        "1": 0.49,
        "5": 0.5154639175257731,
        "10": 0.4782608695652174
      },
      "hitRate1D": 0.49,
      "rankWeights": [
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        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.2452793689169228,
      "eligibleDays": 359,
      "fitnessScore": 0.10273104102868706,
      "lookbackDays": 30,
      "returnLift1D": 0.0024714582614998454,
      "hitRateLift1D": 0.0025348189415041467,
      "portfolioSize": 3,
      "activationRate": 0.2785515320334262,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.48746518105849584,
        "5": 0.49577464788732395,
        "10": 0.44285714285714284
      },
      "sampleConfidence": 0.9926666666666667,
      "shadowSharpeLike": 0.27680221966165935,
      "avgForwardReturns": {
        "1": 0.0013076555457611216,
        "5": 0.009266759273340081,
        "10": 0.024860566602575594
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      "shadowMaxDrawdown": -0.3218447147804009,
      "shadowTotalReturn": 0.05553119643264437,
      "avgForwardReturn1D": 0.0013076555457611216,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 97,
        "10": 92
      },
      "baselineAvgForwardReturns": {
        "1": -0.001163802715738724,
        "5": -0.005181453627919616,
        "10": -0.009617973821752362
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    },
    {
      "topN": 4,
      "ticker": "ADMA",
      "hitRates": {
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        "5": 0.5050505050505051,
        "10": 0.46808510638297873
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      "hitRate1D": 0.49019607843137253,
      "rankWeights": [
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      "comboQuality": 0.24294911813437842,
      "eligibleDays": 359,
      "fitnessScore": 0.09995274423335568,
      "lookbackDays": 30,
      "returnLift1D": 0.0024316425586749725,
      "hitRateLift1D": 0.002730897372876684,
      "portfolioSize": 4,
      "activationRate": 0.2841225626740947,
      "activationCount": 102,
      "baselineHitRates": {
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      "sampleConfidence": 0.9928104575163399,
      "shadowSharpeLike": 0.2713479184305117,
      "avgForwardReturns": {
        "1": 0.0012678398429362486,
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        "10": 0.023078084050804762
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      "shadowMaxDrawdown": -0.3272026329117804,
      "shadowTotalReturn": 0.05291360377320342,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
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        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
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      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.24294911813437842,
      "eligibleDays": 359,
      "fitnessScore": 0.09995274423335568,
      "lookbackDays": 30,
      "returnLift1D": 0.0024316425586749725,
      "hitRateLift1D": 0.002730897372876684,
      "portfolioSize": 5,
      "activationRate": 0.2841225626740947,
      "activationCount": 102,
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      "sampleConfidence": 0.9928104575163399,
      "shadowSharpeLike": 0.2713479184305117,
      "avgForwardReturns": {
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        "5": 0.008573629882922658,
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      "shadowMaxDrawdown": -0.3272026329117804,
      "shadowTotalReturn": 0.05291360377320342,
      "avgForwardReturn1D": 0.0012678398429362486,
      "riskOffActivations": 0,
      "activationDatesSample": [
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      "horizonObservationCounts": {
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        "5": 99,
        "10": 94
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      "baselineAvgForwardReturns": {
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        "5": -0.005181453627919616,
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    },
    {
      "topN": 2,
      "ticker": "ADMA",
      "hitRates": {
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      "hitRate1D": 0.5050505050505051,
      "rankWeights": [
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      "comboQuality": 0.22902866604207942,
      "eligibleDays": 368,
      "fitnessScore": 0.08296311613038183,
      "lookbackDays": 21,
      "returnLift1D": 0.0026288542696463824,
      "hitRateLift1D": 0.021354852876592056,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-25"
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      "horizonObservationCounts": {
        "1": 99,
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      "baselineAvgForwardReturns": {
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    },
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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      "horizonObservationCounts": {
        "1": 77,
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      "baselineAvgForwardReturns": {
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    },
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      "hitRate1D": 0.5148514851485149,
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      "comboQuality": 0.20141233060780075,
      "eligibleDays": 375,
      "fitnessScore": 0.04695207870264208,
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        "1": 0.48466257668711654,
        "5": 0.4813664596273292,
        "10": 0.41324921135646686
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5157513433653653,
      "avgForwardReturns": {
        "1": -0.00212763747913081,
        "5": -0.011319736914091588,
        "10": -0.02598070726518578
      },
      "shadowMaxDrawdown": -0.31639639290698707,
      "shadowTotalReturn": -0.2011104732011827,
      "avgForwardReturn1D": -0.00212763747913081,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 82,
        "5": 82,
        "10": 82
      },
      "baselineAvgForwardReturns": {
        "1": -0.0019651847359990183,
        "5": -0.00827966105740977,
        "10": -0.01774082299490612
      }
    },
    {
      "topN": 4,
      "ticker": "ADMA",
      "hitRates": {
        "1": 0.4603174603174603,
        "5": 0.456,
        "10": 0.48333333333333334
      },
      "hitRate1D": 0.4603174603174603,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.04223283923708117,
      "eligibleDays": 368,
      "fitnessScore": -0.3367094524004297,
      "lookbackDays": 21,
      "returnLift1D": -0.0000047165250585423125,
      "hitRateLift1D": -0.023378191856452735,
      "portfolioSize": 4,
      "activationRate": 0.3423913043478261,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.483695652173913,
        "5": 0.49175824175824173,
        "10": 0.43454038997214484
      },
      "sampleConfidence": 0.9962962962962963,
      "shadowSharpeLike": -0.327726053285318,
      "avgForwardReturns": {
        "1": -0.001231053727002591,
        "5": -0.007402762055386165,
        "10": -0.0019246993670146706
      },
      "shadowMaxDrawdown": -0.4641073028795262,
      "shadowTotalReturn": -0.22742483322390106,
      "avgForwardReturn1D": -0.001231053727002591,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-03",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 125,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": -0.0012263372019440486,
        "5": -0.005672061217910699,
        "10": -0.010309169881106563
      }
    },
    {
      "topN": 5,
      "ticker": "ADMA",
      "hitRates": {
        "1": 0.4603174603174603,
        "5": 0.456,
        "10": 0.48333333333333334
      },
      "hitRate1D": 0.4603174603174603,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.04223283923708117,
      "eligibleDays": 368,
      "fitnessScore": -0.3367094524004297,
      "lookbackDays": 21,
      "returnLift1D": -0.0000047165250585423125,
      "hitRateLift1D": -0.023378191856452735,
      "portfolioSize": 5,
      "activationRate": 0.3423913043478261,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.483695652173913,
        "5": 0.49175824175824173,
        "10": 0.43454038997214484
      },
      "sampleConfidence": 0.9962962962962963,
      "shadowSharpeLike": -0.327726053285318,
      "avgForwardReturns": {
        "1": -0.001231053727002591,
        "5": -0.007402762055386165,
        "10": -0.0019246993670146706
      },
      "shadowMaxDrawdown": -0.4641073028795262,
      "shadowTotalReturn": -0.22742483322390106,
      "avgForwardReturn1D": -0.001231053727002591,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-03",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 125,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": -0.0012263372019440486,
        "5": -0.005672061217910699,
        "10": -0.010309169881106563
      }
    }
  ],
  "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": 0.20141233060780075,
      "fitnessScore": 0.04695207870264208,
      "lookbackDays": 14,
      "returnLift1D": 0.0017904724706228753,
      "activationRate": 0.2693333333333333,
      "activationCount": 101,
      "sampleConfidence": 0.998019801980198,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.026346526678305504,
      "avgForwardReturn1D": 0.0005717240651568156
    },
    {
      "comboQuality": 0.22902866604207942,
      "fitnessScore": 0.08296311613038183,
      "lookbackDays": 21,
      "returnLift1D": 0.0026288542696463824,
      "activationRate": 0.26902173913043476,
      "activationCount": 99,
      "sampleConfidence": 0.9979797979797981,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.0535348036225709,
      "avgForwardReturn1D": 0.0014025170677023336
    },
    {
      "comboQuality": 0.36948829225263574,
      "fitnessScore": 0.2324292126630269,
      "lookbackDays": 30,
      "returnLift1D": 0.003262926475916226,
      "activationRate": 0.27019498607242337,
      "activationCount": 97,
      "sampleConfidence": 0.9924398625429554,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.14000483188526913,
      "avgForwardReturn1D": 0.002099123760177502
    },
    {
      "comboQuality": 0.21289913201176255,
      "fitnessScore": 0.062341659139930436,
      "lookbackDays": 45,
      "returnLift1D": 0.002701238577691884,
      "activationRate": 0.2238372093023256,
      "activationCount": 77,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.04308188610510988,
      "avgForwardReturn1D": 0.0013362025408158746
    },
    {
      "comboQuality": 0.136781236161284,
      "fitnessScore": -0.055302769965245524,
      "lookbackDays": 63,
      "returnLift1D": 0.001584786953548478,
      "activationRate": 0.27607361963190186,
      "activationCount": 90,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.08323429514040093,
      "avgForwardReturn1D": -0.0003803977824505404
    }
  ],
  "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": "59c3429e0f0ab585ecd196afc06899f83c02b27755357e27488d1b9e5a3257f5",
    "size": 13,
    "members": [
      "ADMA",
      "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
0.294
Liquidity
0.500
Momentum
0.490
Relative strength
0.240
Trend quality
0.582
Stability
0.303
Aggression
0.565
Downside risk
0.380
Drawdown state
0.262
Quality momentum
0.429
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.789
Benchmark Independence 3m Score
0.982
Beta 1y Profile Score
0.364
Beta 3m Profile Score
0
Beta Change Score
0.011
Correlation Change Score
0.386
Current Drawdown Score
0.031
Days Since 52w High Score
0.567
Distance From 52w High Score
0.147
Distance From Sma 20 Score
0.573
Distance From Sma 200 Score
0
Distance From Sma 50 Score
0.584
Downside Volatility 1m Score
0.399
Downside Volatility 1y Score
0.768
Downside Volatility 2y Score
0.729
Downside Volatility 3m Score
0.717
Downside Volatility 5y Score
0.665
Downside Volatility 6m Score
0.946
Drawdown Recovery Score
0.655
Excess Return 1m Score
0.652
Excess Return 1y Score
0
Excess Return 3m Score
0.167
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.080
Log Avg Dollar Volume 20d Score
0.500
Log Market Cap Score
0.294
Drawdown Score 1m
0.826
Drawdown Score 1y
0.035
Drawdown Score 2y
0.138
Drawdown Score 3m
0.187
Drawdown Score 5y
0.310
Drawdown Score 6m
0
Momentum Acceleration 1m Vs 3m Score
0.990
Momentum Acceleration 3m Vs 6m Score
0.691
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.182
Relative Volume 20d Score
0.157
Return 1m Score
0.697
Return 1w Score
0.548
Return 1y Score
0.184
Return 2y Score
0.226
Return 3m Score
0.392
Return 5y Score
0.439
Return 6m Score
0.069
Return Skewness 1y Score
0.296
Sector Excess Return 1y Score
0
Sharpe 1m Score
1
Sharpe 1y Score
0.197
Sharpe 2y Score
0.423
Sharpe 3m Score
0.307
Sharpe 5y Score
0.576
Sharpe 6m Score
0
Sortino 1m Score
0.879
Sortino 1y Score
0.265
Sortino 2y Score
0.390
Sortino 3m Score
0.325
Sortino 5y Score
0.494
Sortino 6m Score
0.169
Trend R2 1m Score
0.699
Trend R2 1w Score
0.200
Trend R2 1y Score
0.609
Trend R2 2y Score
0.288
Trend R2 3m Score
0.390
Trend R2 5y Score
0.843
Trend R2 6m Score
0.828
Trend Slope 1m Score
0.817
Trend Slope 1w Score
0.683
Trend Slope 1y Score
0.302
Trend Slope 2y Score
0.439
Trend Slope 3m Score
0.256
Trend Slope 5y Score
0.650
Trend Slope 6m Score
0.028
Volatility 1m Score
0.414
Volatility 1w Score
0.289
Volatility 1y Score
0.657
Volatility 2y Score
0.754
Volatility 3m Score
0.601
Volatility 5y Score
0.725
Volatility 6m Score
0.765
Worst Day 1y Score
0.169
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
31,519,234.842
Best Day 1y
0.116
Beta To Benchmark 1y
0.911
Beta 3m
-0.068
Beta Change
-0.979
Beta To Sector 1y
1.019
Correlation To Benchmark 1y
0.211
Correlation 3m
-0.018
Correlation Change
-0.229
Correlation To Sector 1y
0.296
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.789
Benchmark Independence 3m Score
0.982
Beta 1y Profile Score
0.364
Beta 3m Profile Score
0
Beta Change Score
0.011
Correlation Change Score
0.386
Current Drawdown Score
0.031
Distance From Sma 20 Score
0.573
Distance From Sma 200 Score
0
Current Drawdown
-0.630
Days Since 52w High
143
Distance From 52w High
-0.554
Distance From Sma 20
0.044
Distance From Sma 200
-0.342
Distance From Sma 50
0.050
Downside Capture 1y
0.622
Downside Volatility 1m
0.349
Downside Volatility 1w
-
Downside Volatility 1y
0.626
Downside Volatility 2y
0.597
Downside Volatility 3m
0.587
Downside Volatility 5y
0.549
Downside Volatility 6m
0.759
Drawdown Recovery
0.311
Excess Return 1m
0.091
Excess Return 1y
-0.728
Excess Return 3m
-0.200
Excess Return 6m
-0.618
Expected Shortfall 95 1y
-0.092
Market Cap
2,076,683,535.241
Max Drawdown 1m
-0.043
Max Drawdown 1w
-0.020
Max Drawdown 1y
-0.627
Max Drawdown 2y
-0.690
Max Drawdown 3m
-0.325
Max Drawdown 5y
-0.690
Max Drawdown 6m
-0.596
Momentum Acceleration 1m Vs 3m
0.147
Momentum Acceleration 3m Vs 6m
0.057
Moving Average Alignment
0
Relative Strength Acceleration
0.013
Relative Strength Slope 3m
-0.005
Relative Volume 20d
0.723
Return 1m
0.118
Return 1w
0.015
Return 1y
-0.505
Return 2y
-0.208
Return 3m
-0.087
Return 5y
4.711
Return 6m
-0.518
Return Skewness 1y
-1.223
Sector Excess Return 1y
-0.713
Sharpe 1m
3.897
Sharpe 1y
-1.015
Sharpe 2y
0.114
Sharpe 3m
-0.465
Sharpe 5y
0.878
Sharpe 6m
-2.005
Sortino 1m
4.029
Sortino 1y
-0.879
Sortino 2y
0.118
Sortino 3m
-0.397
Sortino 5y
0.949
Sortino 6m
-1.648
Trend R2 1m
0.699
Trend R2 1w
0.200
Trend R2 1y
0.609
Trend R2 2y
0.288
Trend R2 3m
0.390
Trend R2 5y
0.843
Trend R2 6m
0.828
Trend 1m
0.005
Trend 1w
0.003
Trend 1y
-0.003
Trend 2y
-0.001
Trend 3m
-0.004
Trend 5y
0.002
Trend 6m
-0.008
Upside Capture 1y
0.651
Value At Risk 95 1y
-0.048
Volatility 1m
0.361
Volatility 1w
0.267
Volatility 1y
0.542
Volatility 2y
0.615
Volatility 3m
0.501
Volatility 5y
0.594
Volatility 6m
0.624
Worst Day 1y
-0.166
Distance From Sma 50 Score
0.584
Downside Volatility 1y Score
0.768
Downside Volatility 3m Score
0.717
Drawdown Recovery Score
0.655
Excess Return 1m Score
0.652
Excess Return 1y Score
0
Excess Return 3m Score
0.167
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.080
Log Avg Dollar Volume 20d Score
0.500
Log Market Cap Score
0.294
Drawdown Score 1y
0.035
Drawdown Score 5y
0.310
Momentum Acceleration 1m Vs 3m Score
0.990
Momentum Acceleration 3m Vs 6m Score
0.691
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.157
Return 1m Score
0.697
Return 1y Score
0.184
Return 3m Score
0.392
Return 6m Score
0.069
Return Skewness 1y Score
0.296
Sortino 1y Score
0.265
Sortino 3m Score
0.325
Trend R2 1y Score
0.609
Trend R2 3m Score
0.390
Trend Slope 1y Score
0.302
Trend Slope 3m Score
0.256
Volatility 1y Score
0.657
Volatility 3m Score
0.601