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Vectors

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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

AFL

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

Research Detail

AFL

AFL

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
-0.093
Correlation To Benchmark 1y
-0.070
Inverse To Benchmark 1y
0.930
Drawdown Score 1m
0.903
Drawdown Score 3m
0.874
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
0.834
Drawdown Score 1y
0.860
Drawdown Score 2y
0.831
Drawdown Score 5y
0.801
Return 1w
0.011
Return 1m
0.047
Return 3m
0.089
Return 6m
0.157
Return 1y
0.237
Return 2y
0.375
Return 5y
1.600
Sharpe 1m
3.315
Sharpe 3m
2.047
Sharpe 6m
1.738
Sharpe 1y
1.332
Sharpe 2y
0.893
Sharpe 5y
1.023
Trend 1w
0.001
Trend 1m
0.003
Trend 3m
0.001
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.125
Volatility 1m
0.170
Volatility 3m
0.174
Volatility 6m
0.177
Volatility 1y
0.170
Volatility 2y
0.201
Volatility 5y
0.208
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
AFL
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 25, 11:58 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.163
Aptet Fit Raw Score
0.271
Aptet Fit Confidence
0.203
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.087
Force Fit Raw Score
0.094
Force Fit Confidence
0.852
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:58 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AFL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AFL",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "AFL",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08866218360360613,
    "eligibleDays": 352,
    "fitnessScore": -0.1626176417703392,
    "lookbackDays": 14,
    "returnLift1D": 0.0044884161113507015,
    "hitRateLift1D": -0.3333333333333333,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.3333333333333333,
      "5": 0,
      "10": 0
    },
    "sampleConfidence": 0.25,
    "shadowSharpeLike": 0,
    "avgForwardReturns": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": 0,
    "shadowTotalReturn": 0,
    "avgForwardReturn1D": 0,
    "riskOffActivations": 0,
    "activationDatesSample": [],
    "horizonObservationCounts": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": -0.0044884161113507015,
      "5": -0.02647569965882568,
      "10": 0
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08866218360360613,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08866218360360613,
    "bestRawFitnessScore": -0.1626176417703392,
    "upperQuartileComboQuality": 0.08866218360360613
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.16298117585923544,
    "rawScore": 0.2709297468828849,
    "confidence": 0.203125,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 1,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AFL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 352,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 14,
      "returnLift1D": 0.0044884161113507015,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0044884161113507015,
        "5": -0.02647569965882568,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "AFL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 352,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 14,
      "returnLift1D": 0.0044884161113507015,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0044884161113507015,
        "5": -0.02647569965882568,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "AFL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 352,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 14,
      "returnLift1D": 0.0044884161113507015,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0044884161113507015,
        "5": -0.02647569965882568,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "AFL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 352,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 14,
      "returnLift1D": 0.0044884161113507015,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0044884161113507015,
        "5": -0.02647569965882568,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "AFL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 339,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 21,
      "returnLift1D": 0.0044884161113507015,
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      "activationRate": 0,
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        "5": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
      "ticker": "AFL",
      "hitRates": {
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      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
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      "fitnessScore": -0.1626176417703392,
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      "returnLift1D": 0.0044884161113507015,
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      },
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      "riskOffActivations": 0,
      "activationDatesSample": [],
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
      "ticker": "AFL",
      "hitRates": {
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      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 339,
      "fitnessScore": -0.1626176417703392,
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      "returnLift1D": 0.0044884161113507015,
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      "activationRate": 0,
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      "baselineHitRates": {
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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      }
    },
    {
      "topN": 5,
      "ticker": "AFL",
      "hitRates": {
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      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 339,
      "fitnessScore": -0.1626176417703392,
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      "returnLift1D": 0.0044884161113507015,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      },
      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
      "activationDatesSample": [],
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
      "ticker": "AFL",
      "hitRates": {
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        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 330,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 30,
      "returnLift1D": 0.0044884161113507015,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": 0,
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      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
      "ticker": "AFL",
      "hitRates": {
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      },
      "hitRate1D": 0,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
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      },
      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
      "ticker": "AFL",
      "hitRates": {
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      },
      "hitRate1D": 0,
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      "fitnessScore": -0.1626176417703392,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
      "ticker": "AFL",
      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 330,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 30,
      "returnLift1D": 0.0044884161113507015,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0044884161113507015,
        "5": -0.02647569965882568,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "AFL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 315,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 45,
      "returnLift1D": 0.0044884161113507015,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0044884161113507015,
        "5": -0.02647569965882568,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "AFL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 315,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 45,
      "returnLift1D": 0.0044884161113507015,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0044884161113507015,
        "5": -0.02647569965882568,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "AFL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 315,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 45,
      "returnLift1D": 0.0044884161113507015,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0044884161113507015,
        "5": -0.02647569965882568,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "AFL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 315,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 45,
      "returnLift1D": 0.0044884161113507015,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0044884161113507015,
        "5": -0.02647569965882568,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "AFL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 297,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 63,
      "returnLift1D": 0.0044884161113507015,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0044884161113507015,
        "5": -0.02647569965882568,
        "10": 0
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    },
    {
      "topN": 3,
      "ticker": "AFL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 297,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 63,
      "returnLift1D": 0.0044884161113507015,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0044884161113507015,
        "5": -0.02647569965882568,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "AFL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 297,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 63,
      "returnLift1D": 0.0044884161113507015,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0044884161113507015,
        "5": -0.02647569965882568,
        "10": 0
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    },
    {
      "topN": 5,
      "ticker": "AFL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08866218360360613,
      "eligibleDays": 297,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 63,
      "returnLift1D": 0.0044884161113507015,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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        "10": 0
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.08866218360360613,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 14,
      "returnLift1D": 0.0044884161113507015,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08866218360360613,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 21,
      "returnLift1D": 0.0044884161113507015,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08866218360360613,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 30,
      "returnLift1D": 0.0044884161113507015,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08866218360360613,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 45,
      "returnLift1D": 0.0044884161113507015,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08866218360360613,
      "fitnessScore": -0.1626176417703392,
      "lookbackDays": 63,
      "returnLift1D": 0.0044884161113507015,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "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": "09331c82d8f1ab9f8544805b1b4d031ac8188a941cff9f9ebf09ed498d7ebc52",
    "size": 13,
    "members": [
      "AFL",
      "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",
      "AFL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AFL",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "AFL",
    "hitRates": {
      "1": 0.55,
      "5": 0.55,
      "10": 0.35
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    "hitRate1D": 0.55,
    "rankWeights": [
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    "comboQuality": 0.1503413401692182,
    "eligibleDays": 344,
    "fitnessScore": -0.031023804083073897,
    "lookbackDays": 45,
    "returnLift1D": -0.001791120568147139,
    "hitRateLift1D": 0.029651162790697683,
    "portfolioSize": 2,
    "activationRate": 0.11627906976744186,
    "activationCount": 40,
    "baselineHitRates": {
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      "5": 0.5735294117647058,
      "10": 0.5223880597014925
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    "sampleConfidence": 1,
    "shadowSharpeLike": -0.40182931532250976,
    "avgForwardReturns": {
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      "5": -0.007163942592777658,
      "10": -0.01275735446882601
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    "shadowMaxDrawdown": -0.11653807967790375,
    "shadowTotalReturn": -0.06112231045661176,
    "avgForwardReturn1D": -0.001194253790421551,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-13",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-25",
      "2025-03-26",
      "2025-03-27"
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    "horizonObservationCounts": {
      "1": 40,
      "5": 40,
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    },
    "baselineAvgForwardReturns": {
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.1503413401692182,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.05964972256334169,
    "bestRawFitnessScore": -0.031023804083073897,
    "upperQuartileComboQuality": 0.07063751243862727
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.08718165809375077,
    "rawScore": 0.09412648184372228,
    "confidence": 0.8524363470526396,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        45
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.15028006841673028,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "AFL",
      "hitRates": {
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      "hitRate1D": 0.55,
      "rankWeights": [
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      "comboQuality": 0.1503413401692182,
      "eligibleDays": 344,
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      "returnLift1D": -0.001791120568147139,
      "hitRateLift1D": 0.029651162790697683,
      "portfolioSize": 2,
      "activationRate": 0.11627906976744186,
      "activationCount": 40,
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.40182931532250976,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.11653807967790375,
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      "riskOffActivations": 0,
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        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
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      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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    },
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      "hitRate1D": 0.4939759036144578,
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      "comboQuality": 0.13342149210437004,
      "eligibleDays": 368,
      "fitnessScore": -0.061628685110775155,
      "lookbackDays": 21,
      "returnLift1D": -0.0012642878422469655,
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      "activationRate": 0.22554347826086957,
      "activationCount": 83,
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        "10": 0.5236768802228412
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      "sampleConfidence": 0.9903614457831326,
      "shadowSharpeLike": -0.4378240390420753,
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      "shadowMaxDrawdown": -0.12429664874214108,
      "shadowTotalReturn": -0.07616357629041814,
      "avgForwardReturn1D": -0.0006831501917726331,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14"
      ],
      "horizonObservationCounts": {
        "1": 83,
        "5": 79,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0005811376504743323,
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    },
    {
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      "hitRates": {
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      "hitRate1D": 0.46296296296296297,
      "rankWeights": [
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      "comboQuality": 0.08942783789112059,
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      "sampleConfidence": 0.9932098765432099,
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        "2025-03-13",
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        "2025-03-17",
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        "2025-03-17",
        "2025-03-18",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
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      "horizonObservationCounts": {
        "1": 108,
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        "10": 0.005798889364147334
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    },
    {
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      "hitRates": {
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        "5": 0.5,
        "10": 0.43434343434343436
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      "hitRate1D": 0.46296296296296297,
      "rankWeights": [
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      "comboQuality": 0.04600134409578958,
      "eligibleDays": 359,
      "fitnessScore": -0.3170381623413097,
      "lookbackDays": 30,
      "returnLift1D": -0.002550403304452811,
      "hitRateLift1D": -0.060713917259878236,
      "portfolioSize": 5,
      "activationRate": 0.3008356545961003,
      "activationCount": 108,
      "baselineHitRates": {
        "1": 0.5236768802228412,
        "5": 0.5746478873239437,
        "10": 0.5228571428571429
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      "sampleConfidence": 0.9919753086419754,
      "shadowSharpeLike": -1.3233927003714883,
      "avgForwardReturns": {
        "1": -0.0018679603990185525,
        "5": -0.0059220493311030915,
        "10": -0.005960341042142263
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      "shadowMaxDrawdown": -0.23116919136734082,
      "shadowTotalReturn": -0.2100122449198708,
      "avgForwardReturn1D": -0.0018679603990185525,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-04",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-17",
        "2025-03-18",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 108,
        "5": 104,
        "10": 99
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      "baselineAvgForwardReturns": {
        "1": 0.0006824429054342587,
        "5": 0.00324406685050818,
        "10": 0.005798889364147334
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    },
    {
      "topN": 3,
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      "hitRates": {
        "1": 0.46153846153846156,
        "5": 0.5135135135135135,
        "10": 0.42028985507246375
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      "hitRate1D": 0.46153846153846156,
      "rankWeights": [
        0.4000000000000001,
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      ],
      "comboQuality": 0.042915796699400495,
      "eligibleDays": 359,
      "fitnessScore": -0.3330233068392786,
      "lookbackDays": 30,
      "returnLift1D": -0.002935828756553953,
      "hitRateLift1D": -0.06213841868437964,
      "portfolioSize": 3,
      "activationRate": 0.21727019498607242,
      "activationCount": 78,
      "baselineHitRates": {
        "1": 0.5236768802228412,
        "5": 0.5746478873239437,
        "10": 0.5228571428571429
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      "sampleConfidence": 0.9888888888888889,
      "shadowSharpeLike": -1.3424949529914876,
      "avgForwardReturns": {
        "1": -0.0022533858511196944,
        "5": -0.007446417238419035,
        "10": -0.007489706472959564
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      "shadowMaxDrawdown": -0.21405169763551557,
      "shadowTotalReturn": -0.18193864145146,
      "avgForwardReturn1D": -0.0022533858511196944,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-07",
        "2025-03-10",
        "2025-03-18",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 78,
        "5": 74,
        "10": 69
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006824429054342587,
        "5": 0.00324406685050818,
        "10": 0.005798889364147334
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    },
    {
      "topN": 4,
      "ticker": "AFL",
      "hitRates": {
        "1": 0.45535714285714285,
        "5": 0.49074074074074076,
        "10": 0.41509433962264153
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      "hitRate1D": 0.45535714285714285,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.04275534294553253,
      "eligibleDays": 375,
      "fitnessScore": -0.33388426480647004,
      "lookbackDays": 14,
      "returnLift1D": -0.002347562985783143,
      "hitRateLift1D": -0.06997619047619047,
      "portfolioSize": 4,
      "activationRate": 0.2986666666666667,
      "activationCount": 112,
      "baselineHitRates": {
        "1": 0.5253333333333333,
        "5": 0.5660377358490566,
        "10": 0.5136612021857924
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      "sampleConfidence": 0.9940476190476191,
      "shadowSharpeLike": -1.2835723282817741,
      "avgForwardReturns": {
        "1": -0.0017191462188500093,
        "5": -0.005612944981421386,
        "10": -0.004174940337931107
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      "shadowMaxDrawdown": -0.24847339880243258,
      "shadowTotalReturn": -0.2125393583607521,
      "avgForwardReturn1D": -0.0017191462188500093,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06"
      ],
      "horizonObservationCounts": {
        "1": 112,
        "5": 108,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006284167669331338,
        "5": 0.002809547826691874,
        "10": 0.005259554613222918
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    },
    {
      "topN": 5,
      "ticker": "AFL",
      "hitRates": {
        "1": 0.45535714285714285,
        "5": 0.49074074074074076,
        "10": 0.41509433962264153
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      "hitRate1D": 0.45535714285714285,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.04275534294553253,
      "eligibleDays": 375,
      "fitnessScore": -0.33388426480647004,
      "lookbackDays": 14,
      "returnLift1D": -0.002347562985783143,
      "hitRateLift1D": -0.06997619047619047,
      "portfolioSize": 5,
      "activationRate": 0.2986666666666667,
      "activationCount": 112,
      "baselineHitRates": {
        "1": 0.5253333333333333,
        "5": 0.5660377358490566,
        "10": 0.5136612021857924
      },
      "sampleConfidence": 0.9940476190476191,
      "shadowSharpeLike": -1.2835723282817741,
      "avgForwardReturns": {
        "1": -0.0017191462188500093,
        "5": -0.005612944981421386,
        "10": -0.004174940337931107
      },
      "shadowMaxDrawdown": -0.24847339880243258,
      "shadowTotalReturn": -0.2125393583607521,
      "avgForwardReturn1D": -0.0017191462188500093,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06"
      ],
      "horizonObservationCounts": {
        "1": 112,
        "5": 108,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006284167669331338,
        "5": 0.002809547826691874,
        "10": 0.005259554613222918
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    },
    {
      "topN": 2,
      "ticker": "AFL",
      "hitRates": {
        "1": 0.3,
        "5": 0.65,
        "10": 0.4
      },
      "hitRate1D": 0.3,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.014066154745438295,
      "eligibleDays": 326,
      "fitnessScore": -0.5849598981980777,
      "lookbackDays": 63,
      "returnLift1D": -0.006402109750102039,
      "hitRateLift1D": -0.21533742331288347,
      "portfolioSize": 2,
      "activationRate": 0.06134969325153374,
      "activationCount": 20,
      "baselineHitRates": {
        "1": 0.5153374233128835,
        "5": 0.562111801242236,
        "10": 0.5236593059936908
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.0330181234626719,
      "avgForwardReturns": {
        "1": -0.005914890336231155,
        "5": 0.0033553934704168066,
        "10": -0.005058859599603666
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      "shadowMaxDrawdown": -0.12010899041245737,
      "shadowTotalReturn": -0.12010899041245737,
      "avgForwardReturn1D": -0.005914890336231155,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 20,
        "5": 20,
        "10": 20
      },
      "baselineAvgForwardReturns": {
        "1": 0.00048721941387088396,
        "5": 0.003465045631619858,
        "10": 0.006226200541871261
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    },
    {
      "topN": 3,
      "ticker": "AFL",
      "hitRates": {
        "1": 0.30434782608695654,
        "5": 0.4772727272727273,
        "10": 0.2682926829268293
      },
      "hitRate1D": 0.30434782608695654,
      "rankWeights": [
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        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.007341953782649231,
      "eligibleDays": 326,
      "fitnessScore": -0.7294918750609192,
      "lookbackDays": 63,
      "returnLift1D": -0.005778401893879941,
      "hitRateLift1D": -0.21098959722592692,
      "portfolioSize": 3,
      "activationRate": 0.1411042944785276,
      "activationCount": 46,
      "baselineHitRates": {
        "1": 0.5153374233128835,
        "5": 0.562111801242236,
        "10": 0.5236593059936908
      },
      "sampleConfidence": 0.9898550724637681,
      "shadowSharpeLike": -1.8497611970670762,
      "avgForwardReturns": {
        "1": -0.005291182480009057,
        "5": -0.0030724940017137566,
        "10": -0.010794835665512975
      },
      "shadowMaxDrawdown": -0.23459822869108415,
      "shadowTotalReturn": -0.23459822869108415,
      "avgForwardReturn1D": -0.005291182480009057,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 46,
        "5": 44,
        "10": 41
      },
      "baselineAvgForwardReturns": {
        "1": 0.00048721941387088396,
        "5": 0.003465045631619858,
        "10": 0.006226200541871261
      }
    }
  ],
  "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": 0.06627822795455565,
      "fitnessScore": -0.2319697507353324,
      "lookbackDays": 14,
      "returnLift1D": -0.002829550055516133,
      "activationRate": 0.14133333333333334,
      "activationCount": 53,
      "sampleConfidence": 0.9911949685534592,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.12635896516250578,
      "avgForwardReturn1D": -0.002201133288582999
    },
    {
      "comboQuality": 0.13342149210437004,
      "fitnessScore": -0.061628685110775155,
      "lookbackDays": 21,
      "returnLift1D": -0.0012642878422469655,
      "activationRate": 0.22554347826086957,
      "activationCount": 83,
      "sampleConfidence": 0.9903614457831326,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.07616357629041814,
      "avgForwardReturn1D": -0.0006831501917726331
    },
    {
      "comboQuality": 0.07059175017344843,
      "fitnessScore": -0.21707965787340064,
      "lookbackDays": 30,
      "returnLift1D": -0.0029937934999366795,
      "activationRate": 0.12534818941504178,
      "activationCount": 45,
      "sampleConfidence": 0.9837037037037037,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.11318708153673429,
      "avgForwardReturn1D": -0.002311350594502421
    },
    {
      "comboQuality": 0.1503413401692182,
      "fitnessScore": -0.031023804083073897,
      "lookbackDays": 45,
      "returnLift1D": -0.001791120568147139,
      "activationRate": 0.11627906976744186,
      "activationCount": 40,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.06112231045661176,
      "avgForwardReturn1D": -0.001194253790421551
    },
    {
      "comboQuality": 0.05964972256334169,
      "fitnessScore": -0.2567078476725292,
      "lookbackDays": 63,
      "returnLift1D": -0.0021820697017441294,
      "activationRate": 0.25153374233128833,
      "activationCount": 82,
      "sampleConfidence": 0.9918699186991871,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.1540545600302483,
      "avgForwardReturn1D": -0.0016948502878732453
    }
  ],
  "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": "09331c82d8f1ab9f8544805b1b4d031ac8188a941cff9f9ebf09ed498d7ebc52",
    "size": 13,
    "members": [
      "AFL",
      "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
0.627
Liquidity
0.795
Momentum
0.590
Relative strength
0.588
Trend quality
0.764
Stability
0.788
Aggression
0.296
Downside risk
0.680
Drawdown state
0.995
Quality momentum
0.651
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.930
Benchmark Independence 3m Score
0.477
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.198
Correlation Change Score
0.273
Current Drawdown Score
0.995
Days Since 52w High Score
0.016
Distance From 52w High Score
0.995
Distance From Sma 20 Score
0.538
Distance From Sma 200 Score
0.683
Distance From Sma 50 Score
0.585
Downside Volatility 1m Score
0.121
Downside Volatility 1y Score
0.146
Downside Volatility 2y Score
0.215
Downside Volatility 3m Score
0.152
Downside Volatility 5y Score
0.225
Downside Volatility 6m Score
0.163
Drawdown Recovery Score
1
Excess Return 1m Score
0.567
Excess Return 1y Score
0.583
Excess Return 3m Score
0.581
Excess Return 6m Score
0.624
Expected Shortfall 95 1y Score
0.778
Log Avg Dollar Volume 20d Score
0.795
Log Market Cap Score
0.627
Drawdown Score 1m
0.903
Drawdown Score 1y
0.860
Drawdown Score 2y
0.831
Drawdown Score 3m
0.874
Drawdown Score 5y
0.801
Drawdown Score 6m
0.834
Momentum Acceleration 1m Vs 3m Score
0.557
Momentum Acceleration 3m Vs 6m Score
0.512
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.625
Relative Strength Slope 3m Score
0.544
Relative Volume 20d Score
0.187
Return 1m Score
0.578
Return 1w Score
0.536
Return 1y Score
0.648
Return 2y Score
0.393
Return 3m Score
0.611
Return 5y Score
0.200
Return 6m Score
0.631
Return Skewness 1y Score
0.504
Sector Excess Return 1y Score
0.767
Sharpe 1m Score
1
Sharpe 1y Score
0.666
Sharpe 2y Score
0.579
Sharpe 3m Score
0.809
Sharpe 5y Score
0.605
Sharpe 6m Score
0.748
Sortino 1m Score
0.875
Sortino 1y Score
0.553
Sortino 2y Score
0.481
Sortino 3m Score
0.647
Sortino 5y Score
0.497
Sortino 6m Score
0.599
Trend R2 1m Score
0.814
Trend R2 1w Score
0.056
Trend R2 1y Score
0.720
Trend R2 2y Score
0.526
Trend R2 3m Score
0.719
Trend R2 5y Score
0.942
Trend R2 6m Score
0.618
Trend Slope 1m Score
0.660
Trend Slope 1w Score
0.539
Trend Slope 1y Score
0.536
Trend Slope 2y Score
0.518
Trend Slope 3m Score
0.585
Trend Slope 5y Score
0.549
Trend Slope 6m Score
0.554
Volatility 1m Score
0.159
Volatility 1w Score
0.100
Volatility 1y Score
0.160
Volatility 2y Score
0.201
Volatility 3m Score
0.166
Volatility 5y Score
0.211
Volatility 6m Score
0.170
Worst Day 1y Score
0.831
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
242,446,823.75
Best Day 1y
0.034
Beta To Benchmark 1y
-0.093
Beta 3m
-0.698
Beta Change
-0.604
Beta To Sector 1y
0.482
Correlation To Benchmark 1y
-0.070
Correlation 3m
-0.523
Correlation Change
-0.454
Correlation To Sector 1y
0.414
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.930
Benchmark Independence 3m Score
0.477
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.198
Correlation Change Score
0.273
Current Drawdown Score
0.995
Distance From Sma 20 Score
0.538
Distance From Sma 200 Score
0.683
Current Drawdown
-0.003
Days Since 52w High
4
Distance From 52w High
-0.003
Distance From Sma 20
0.023
Distance From Sma 200
0.110
Distance From Sma 50
0.051
Downside Capture 1y
2.392
Downside Volatility 1m
0.141
Downside Volatility 1w
-
Downside Volatility 1y
0.159
Downside Volatility 2y
0.211
Downside Volatility 3m
0.164
Downside Volatility 5y
0.219
Downside Volatility 6m
0.172
Drawdown Recovery
1
Excess Return 1m
0.040
Excess Return 1y
0.050
Excess Return 3m
0.049
Excess Return 6m
0.075
Expected Shortfall 95 1y
-0.022
Market Cap
63,928,503,942.4
Max Drawdown 1m
-0.024
Max Drawdown 1w
-0.009
Max Drawdown 1y
-0.091
Max Drawdown 2y
-0.136
Max Drawdown 3m
-0.050
Max Drawdown 5y
-0.199
Max Drawdown 6m
-0.091
Momentum Acceleration 1m Vs 3m
0.017
Momentum Acceleration 3m Vs 6m
0.003
Moving Average Alignment
1
Relative Strength Acceleration
0.002
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.806
Return 1m
0.047
Return 1w
0.011
Return 1y
0.237
Return 2y
0.375
Return 3m
0.089
Return 5y
1.600
Return 6m
0.157
Return Skewness 1y
0.023
Sector Excess Return 1y
0.160
Sharpe 1m
3.315
Sharpe 1y
1.332
Sharpe 2y
0.893
Sharpe 3m
2.047
Sharpe 5y
1.023
Sharpe 6m
1.738
Sortino 1m
4.001
Sortino 1y
1.424
Sortino 2y
0.849
Sortino 3m
2.180
Sortino 5y
0.974
Sortino 6m
1.789
Trend R2 1m
0.814
Trend R2 1w
0.056
Trend R2 1y
0.720
Trend R2 2y
0.526
Trend R2 3m
0.719
Trend R2 5y
0.942
Trend R2 6m
0.618
Trend 1m
0.003
Trend 1w
0.001
Trend 1y
0.001
Trend 2y
0.000
Trend 3m
0.001
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
0.436
Value At Risk 95 1y
-0.016
Volatility 1m
0.170
Volatility 1w
0.125
Volatility 1y
0.170
Volatility 2y
0.201
Volatility 3m
0.174
Volatility 5y
0.208
Volatility 6m
0.177
Worst Day 1y
-0.034
Distance From Sma 50 Score
0.585
Downside Volatility 1y Score
0.146
Downside Volatility 3m Score
0.152
Drawdown Recovery Score
1
Excess Return 1m Score
0.567
Excess Return 1y Score
0.583
Excess Return 3m Score
0.581
Excess Return 6m Score
0.624
Expected Shortfall 95 1y Score
0.778
Log Avg Dollar Volume 20d Score
0.795
Log Market Cap Score
0.627
Drawdown Score 1y
0.860
Drawdown Score 5y
0.801
Momentum Acceleration 1m Vs 3m Score
0.557
Momentum Acceleration 3m Vs 6m Score
0.512
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.625
Relative Volume 20d Score
0.187
Return 1m Score
0.578
Return 1y Score
0.648
Return 3m Score
0.611
Return 6m Score
0.631
Return Skewness 1y Score
0.504
Sortino 1y Score
0.553
Sortino 3m Score
0.647
Trend R2 1y Score
0.720
Trend R2 3m Score
0.719
Trend Slope 1y Score
0.536
Trend Slope 3m Score
0.585
Volatility 1y Score
0.160
Volatility 3m Score
0.166