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MonstraTM

Vectors

MonstraTM

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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

AMT

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

Research Detail

AMT

American Tower

Category

Sector: Real Estate

Industry / Category: Specialized REIT

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Communications infrastructure REIT tied to wireless tower demand and recurring revenue.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-0.128
Correlation To Benchmark 1y
-0.064
Inverse To Benchmark 1y
0.936
Drawdown Score 1m
0.615
Drawdown Score 3m
0.608
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
0.715
Drawdown Score 1y
0.576
Drawdown Score 2y
0.645
Drawdown Score 5y
0.547
Return 1w
-0.025
Return 1m
-0.082
Return 3m
-0.057
Return 6m
-0.058
Return 1y
-0.264
Return 2y
-0.162
Return 5y
-0.316
Sharpe 1m
-2.976
Sharpe 3m
-0.639
Sharpe 6m
-0.261
Sharpe 1y
-1.072
Sharpe 2y
-0.206
Sharpe 5y
-0.151
Trend 1w
-0.006
Trend 1m
-0.002
Trend 3m
-0.001
Trend 6m
-0.000
Trend 1y
-0.000
Trend 2y
-0.000
Trend 5y
-0.000
Volatility 1w
0.258
Volatility 1m
0.328
Volatility 3m
0.300
Volatility 6m
0.293
Volatility 1y
0.255
Volatility 2y
0.262
Volatility 5y
0.267
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
AMT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:23 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Real Estate
Sector Benchmark Ticker
XLRE
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.151
Aptet Fit Raw Score
0.243
Aptet Fit Confidence
0.238
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.195
Force Fit Raw Score
0.208
Force Fit Confidence
0.872
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:23 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AMT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AMT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "AMT",
    "hitRates": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 1,
    "comboQuality": 0.5596999508413953,
    "eligibleDays": 352,
    "fitnessScore": 0.4027877710046182,
    "lookbackDays": 14,
    "returnLift1D": 0.011168274466806382,
    "hitRateLift1D": 0.6216216216216216,
    "activationRate": 0.002840909090909091,
    "activationCount": 1,
    "baselineHitRates": {
      "1": 0.3783783783783784,
      "5": 0.30303030303030304,
      "10": 0.25
    },
    "sampleConfidence": 0.4396504054291551,
    "shadowSharpeLike": 0.8461141122266492,
    "avgForwardReturns": {
      "1": 0.008322277168013592,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": 0,
    "shadowTotalReturn": 0.007822277168013647,
    "avgForwardReturn1D": 0.008322277168013592,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-07-24"
    ],
    "horizonObservationCounts": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": -0.0028459972987927903,
      "5": -0.018063721198314404,
      "10": -0.04063236868641894
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5596999508413953,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08742588755164567,
    "bestRawFitnessScore": 0.4027877710046182,
    "upperQuartileComboQuality": 0.08742588755164567
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1505595562766675,
    "rawScore": 0.24322170568860435,
    "confidence": 0.23804374984055265,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0.14696391801314154,
    "recommendedRegion": {
      "topNs": [
        2,
        3
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.5121994307691267,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AMT",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.5596999508413953,
      "eligibleDays": 352,
      "fitnessScore": 0.4027877710046182,
      "lookbackDays": 14,
      "returnLift1D": 0.011168274466806382,
      "hitRateLift1D": 0.6216216216216216,
      "activationRate": 0.002840909090909091,
      "activationCount": 1,
      "baselineHitRates": {
        "1": 0.3783783783783784,
        "5": 0.30303030303030304,
        "10": 0.25
      },
      "sampleConfidence": 0.4396504054291551,
      "shadowSharpeLike": 0.8461141122266492,
      "avgForwardReturns": {
        "1": 0.008322277168013592,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0.007822277168013647,
      "avgForwardReturn1D": 0.008322277168013592,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0028459972987927903,
        "5": -0.018063721198314404,
        "10": -0.04063236868641894
      }
    },
    {
      "topN": 3,
      "ticker": "AMT",
      "hitRates": {
        "1": 1,
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        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.5596999508413953,
      "eligibleDays": 352,
      "fitnessScore": 0.4027877710046182,
      "lookbackDays": 14,
      "returnLift1D": 0.011168274466806382,
      "hitRateLift1D": 0.6216216216216216,
      "activationRate": 0.002840909090909091,
      "activationCount": 1,
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      "sampleConfidence": 0.4396504054291551,
      "shadowSharpeLike": 0.8461141122266492,
      "avgForwardReturns": {
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        "5": 0,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0.007822277168013647,
      "avgForwardReturn1D": 0.008322277168013592,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 1,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0028459972987927903,
        "5": -0.018063721198314404,
        "10": -0.04063236868641894
      }
    },
    {
      "topN": 2,
      "ticker": "AMT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08742588755164567,
      "eligibleDays": 339,
      "fitnessScore": -0.16600513057123986,
      "lookbackDays": 21,
      "returnLift1D": 0.0028459972987927903,
      "hitRateLift1D": -0.3783783783783784,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3783783783783784,
        "5": 0.30303030303030304,
        "10": 0.25
      },
      "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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        "10": -0.04063236868641894
      }
    },
    {
      "topN": 3,
      "ticker": "AMT",
      "hitRates": {
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      },
      "hitRate1D": 0,
      "comboQuality": 0.08742588755164567,
      "eligibleDays": 339,
      "fitnessScore": -0.16600513057123986,
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      "returnLift1D": 0.0028459972987927903,
      "hitRateLift1D": -0.3783783783783784,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
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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": 4,
      "ticker": "AMT",
      "hitRates": {
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    },
    {
      "topN": 5,
      "ticker": "AMT",
      "hitRates": {
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      },
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      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
      "ticker": "AMT",
      "hitRates": {
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      },
      "hitRate1D": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
      "ticker": "AMT",
      "hitRates": {
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      },
      "hitRate1D": 0,
      "comboQuality": 0.08742588755164567,
      "eligibleDays": 330,
      "fitnessScore": -0.16600513057123986,
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      "returnLift1D": 0.0028459972987927903,
      "hitRateLift1D": -0.3783783783783784,
      "activationRate": 0,
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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": 4,
      "ticker": "AMT",
      "hitRates": {
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      },
      "hitRate1D": 0,
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      },
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
      "ticker": "AMT",
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      },
      "hitRate1D": 0,
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      "activationRate": 0,
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      "shadowMaxDrawdown": 0,
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      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
      "ticker": "AMT",
      "hitRates": {
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      },
      "hitRate1D": 0,
      "comboQuality": 0.08742588755164567,
      "eligibleDays": 315,
      "fitnessScore": -0.16600513057123986,
      "lookbackDays": 45,
      "returnLift1D": 0.0028459972987927903,
      "hitRateLift1D": -0.3783783783783784,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3783783783783784,
        "5": 0.30303030303030304,
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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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      },
      "baselineAvgForwardReturns": {
        "1": -0.0028459972987927903,
        "5": -0.018063721198314404,
        "10": -0.04063236868641894
      }
    },
    {
      "topN": 3,
      "ticker": "AMT",
      "hitRates": {
        "1": 0,
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08742588755164567,
      "eligibleDays": 315,
      "fitnessScore": -0.16600513057123986,
      "lookbackDays": 45,
      "returnLift1D": 0.0028459972987927903,
      "hitRateLift1D": -0.3783783783783784,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3783783783783784,
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        "10": 0.25
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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      },
      "hitRate1D": 0,
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    {
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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      },
      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      },
      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
      "ticker": "AMT",
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        "10": 0
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRates": {
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      "hitRate1D": 0.3333333333333333,
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      "sampleConfidence": 0.5519029729302969,
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      "riskOffActivations": 0,
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        "2026-07-20",
        "2026-07-21",
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      "horizonObservationCounts": {
        "1": 3,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRates": {
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      "hitRate1D": 0.3333333333333333,
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      "sampleConfidence": 0.5519029729302969,
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      "activationDatesSample": [
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      "horizonObservationCounts": {
        "1": 3,
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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": 0.5596999508413953,
      "fitnessScore": 0.4027877710046182,
      "lookbackDays": 14,
      "returnLift1D": 0.011168274466806382,
      "activationRate": 0.002840909090909091,
      "activationCount": 1,
      "sampleConfidence": 0.4396504054291551,
      "shadowTotalReturn": 0.007822277168013647,
      "avgForwardReturn1D": 0.008322277168013592
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08742588755164567,
      "fitnessScore": -0.16600513057123986,
      "lookbackDays": 21,
      "returnLift1D": 0.0028459972987927903,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08742588755164567,
      "fitnessScore": -0.16600513057123986,
      "lookbackDays": 30,
      "returnLift1D": 0.0028459972987927903,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08742588755164567,
      "fitnessScore": -0.16600513057123986,
      "lookbackDays": 45,
      "returnLift1D": 0.0028459972987927903,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08742588755164567,
      "fitnessScore": -0.16600513057123986,
      "lookbackDays": 63,
      "returnLift1D": 0.0028459972987927903,
      "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": "10321ccac3149edebc12d49d7d1e454a55cc1d05eb19f05fc1be22ec5411603b",
    "size": 13,
    "members": [
      "AMT",
      "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",
      "AMT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AMT",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "AMT",
    "hitRates": {
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      "10": 0.6666666666666666
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    "hitRate1D": 0.543859649122807,
    "rankWeights": [
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    "comboQuality": 0.34275022868485566,
    "eligibleDays": 359,
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    "lookbackDays": 30,
    "returnLift1D": 0.0013896467363819984,
    "hitRateLift1D": 0.01739725357963151,
    "portfolioSize": 2,
    "activationRate": 0.15877437325905291,
    "activationCount": 57,
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.405890350324948,
    "avgForwardReturns": {
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      "5": 0.005120189178939732,
      "10": 0.00963892762726349
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    "shadowMaxDrawdown": -0.1064423812908053,
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    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-21",
      "2025-02-24",
      "2025-02-25",
      "2025-02-26",
      "2025-02-27",
      "2025-02-28",
      "2025-03-03",
      "2025-03-04",
      "2025-03-05",
      "2025-03-06"
    ],
    "horizonObservationCounts": {
      "1": 57,
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    "baselineAvgForwardReturns": {
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.34275022868485566,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.1424604372098104,
    "bestRawFitnessScore": 0.20676633139565112,
    "upperQuartileComboQuality": 0.16431025366290106
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.19497018163044805,
    "rawScore": 0.20829504588368497,
    "confidence": 0.8720577899804902,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
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      ]
    },
    "parameterStability": 0.294103866406536,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "comboQuality": 0.34275022868485566,
      "eligibleDays": 359,
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      "lookbackDays": 30,
      "returnLift1D": 0.0013896467363819984,
      "hitRateLift1D": 0.01739725357963151,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.1064423812908053,
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      "riskOffActivations": 0,
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        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0.5454545454545454,
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      "comboQuality": 0.21624627652999742,
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      "lookbackDays": 45,
      "returnLift1D": 0.0003042941340394425,
      "hitRateLift1D": 0.025105708245243052,
      "portfolioSize": 2,
      "activationRate": 0.12790697674418605,
      "activationCount": 44,
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        "1": 0.5203488372093024,
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      "baselineAvgForwardReturns": {
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      "returnLift1D": -0.002041599460871876,
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      "shadowTotalReturn": -0.12875998668741895,
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      "activationDatesSample": [
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        "2025-04-11",
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        "2025-04-15",
        "2025-04-16",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
        "1": -0.0007036778178274633,
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    },
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      "comboQuality": 0.06663160579437073,
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      "fitnessScore": -0.23071660802215535,
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      "returnLift1D": -0.0018132762083580695,
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      "shadowSharpeLike": -0.8654192960565633,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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        "2025-03-03",
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        "2025-03-05",
        "2025-03-06",
        "2025-03-07"
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      "horizonObservationCounts": {
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  ],
  "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": [
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      "fitnessScore": -0.11598799392073378,
      "lookbackDays": 14,
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      "activationRate": 0.28,
      "activationCount": 105,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.14064601211611816,
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      "lookbackDays": 21,
      "returnLift1D": 0.00015958330267840882,
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      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.016628213730105146,
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      "lookbackDays": 30,
      "returnLift1D": 0.0013896467363819984,
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      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.059353900683722705,
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  ],
  "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": "10321ccac3149edebc12d49d7d1e454a55cc1d05eb19f05fc1be22ec5411603b",
    "size": 13,
    "members": [
      "AMT",
      "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
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Return 1m
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Return 1w
-
Return 1y
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Return 2w
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Return 2y
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Return 3m
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Return 5y
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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
0.646
Liquidity
0.917
Momentum
0.393
Relative strength
0.281
Trend quality
0.156
Stability
0.581
Aggression
0.329
Downside risk
0.524
Drawdown state
0.466
Quality momentum
0.332
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.936
Benchmark Independence 3m Score
0.723
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.247
Correlation Change Score
0.394
Current Drawdown Score
0.437
Days Since 52w High Score
0.992
Distance From 52w High Score
0.599
Distance From Sma 20 Score
0.476
Distance From Sma 200 Score
0.390
Distance From Sma 50 Score
0.392
Downside Volatility 1m Score
0.378
Downside Volatility 1y Score
0.294
Downside Volatility 2y Score
0.301
Downside Volatility 3m Score
0.309
Downside Volatility 5y Score
0.292
Downside Volatility 6m Score
0.335
Drawdown Recovery Score
0.529
Excess Return 1m Score
0.353
Excess Return 1y Score
0
Excess Return 3m Score
0.337
Excess Return 6m Score
0.266
Expected Shortfall 95 1y Score
0.646
Log Avg Dollar Volume 20d Score
0.917
Log Market Cap Score
0.646
Drawdown Score 1m
0.615
Drawdown Score 1y
0.576
Drawdown Score 2y
0.645
Drawdown Score 3m
0.608
Drawdown Score 5y
0.547
Drawdown Score 6m
0.715
Momentum Acceleration 1m Vs 3m Score
0.290
Momentum Acceleration 3m Vs 6m Score
0.469
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.427
Relative Strength Slope 3m Score
0.387
Relative Volume 20d Score
0.278
Return 1m Score
0.363
Return 1w Score
0.416
Return 1y Score
0.335
Return 2y Score
0.240
Return 3m Score
0.428
Return 5y Score
0.053
Return 6m Score
0.452
Return Skewness 1y Score
0.510
Sector Excess Return 1y Score
0
Sharpe 1m Score
0
Sharpe 1y Score
0.186
Sharpe 2y Score
0.359
Sharpe 3m Score
0.272
Sharpe 5y Score
0.370
Sharpe 6m Score
0.348
Sortino 1m Score
0.010
Sortino 1y Score
0.248
Sortino 2y Score
0.351
Sortino 3m Score
0.290
Sortino 5y Score
0.356
Sortino 6m Score
0.343
Trend R2 1m Score
0.207
Trend R2 1w Score
0.611
Trend R2 1y Score
0.351
Trend R2 2y Score
0.395
Trend R2 3m Score
0.226
Trend R2 5y Score
0.246
Trend R2 6m Score
0.046
Trend Slope 1m Score
0.393
Trend Slope 1w Score
0.104
Trend Slope 1y Score
0.470
Trend Slope 2y Score
0.477
Trend Slope 3m Score
0.428
Trend Slope 5y Score
0.490
Trend Slope 6m Score
0.485
Volatility 1m Score
0.370
Volatility 1w Score
0.277
Volatility 1y Score
0.274
Volatility 2y Score
0.283
Volatility 3m Score
0.333
Volatility 5y Score
0.289
Volatility 6m Score
0.324
Worst Day 1y Score
0.788
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
563,110,184.116
Best Day 1y
0.064
Beta To Benchmark 1y
-0.128
Beta 3m
-0.634
Beta Change
-0.506
Beta To Sector 1y
1.082
Correlation To Benchmark 1y
-0.064
Correlation 3m
-0.277
Correlation Change
-0.213
Correlation To Sector 1y
0.603
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.936
Benchmark Independence 3m Score
0.723
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.247
Correlation Change Score
0.394
Current Drawdown Score
0.437
Distance From Sma 20 Score
0.476
Distance From Sma 200 Score
0.390
Current Drawdown
-0.366
Days Since 52w High
250
Distance From 52w High
-0.260
Distance From Sma 20
-0.015
Distance From Sma 200
-0.066
Distance From Sma 50
-0.065
Downside Capture 1y
2.117
Downside Volatility 1m
0.334
Downside Volatility 1w
-
Downside Volatility 1y
0.270
Downside Volatility 2y
0.276
Downside Volatility 3m
0.282
Downside Volatility 5y
0.269
Downside Volatility 6m
0.301
Drawdown Recovery
0.058
Excess Return 1m
-0.088
Excess Return 1y
-0.451
Excess Return 3m
-0.098
Excess Return 6m
-0.140
Expected Shortfall 95 1y
-0.035
Market Cap
77,650,397,810.23
Max Drawdown 1m
-0.096
Max Drawdown 1w
-0.039
Max Drawdown 1y
-0.275
Max Drawdown 2y
-0.284
Max Drawdown 3m
-0.157
Max Drawdown 5y
-0.453
Max Drawdown 6m
-0.157
Momentum Acceleration 1m Vs 3m
-0.063
Momentum Acceleration 3m Vs 6m
-0.009
Moving Average Alignment
-1
Relative Strength Acceleration
-0.001
Relative Strength Slope 3m
-0.002
Relative Volume 20d
1.050
Return 1m
-0.082
Return 1w
-0.025
Return 1y
-0.264
Return 2y
-0.162
Return 3m
-0.057
Return 5y
-0.316
Return 6m
-0.058
Return Skewness 1y
0.060
Sector Excess Return 1y
-0.352
Sharpe 1m
-2.976
Sharpe 1y
-1.072
Sharpe 2y
-0.206
Sharpe 3m
-0.639
Sharpe 5y
-0.151
Sharpe 6m
-0.261
Sortino 1m
-2.921
Sortino 1y
-1.014
Sortino 2y
-0.195
Sortino 3m
-0.681
Sortino 5y
-0.150
Sortino 6m
-0.254
Trend R2 1m
0.207
Trend R2 1w
0.611
Trend R2 1y
0.351
Trend R2 2y
0.395
Trend R2 3m
0.226
Trend R2 5y
0.246
Trend R2 6m
0.046
Trend 1m
-0.002
Trend 1w
-0.006
Trend 1y
-0.000
Trend 2y
-0.000
Trend 3m
-0.001
Trend 5y
-0.000
Trend 6m
-0.000
Upside Capture 1y
0.293
Value At Risk 95 1y
-0.029
Volatility 1m
0.328
Volatility 1w
0.258
Volatility 1y
0.255
Volatility 2y
0.262
Volatility 3m
0.300
Volatility 5y
0.267
Volatility 6m
0.293
Worst Day 1y
-0.042
Distance From Sma 50 Score
0.392
Downside Volatility 1y Score
0.294
Downside Volatility 3m Score
0.309
Drawdown Recovery Score
0.529
Excess Return 1m Score
0.353
Excess Return 1y Score
0
Excess Return 3m Score
0.337
Excess Return 6m Score
0.266
Expected Shortfall 95 1y Score
0.646
Log Avg Dollar Volume 20d Score
0.917
Log Market Cap Score
0.646
Drawdown Score 1y
0.576
Drawdown Score 5y
0.547
Momentum Acceleration 1m Vs 3m Score
0.290
Momentum Acceleration 3m Vs 6m Score
0.469
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.427
Relative Volume 20d Score
0.278
Return 1m Score
0.363
Return 1y Score
0.335
Return 3m Score
0.428
Return 6m Score
0.452
Return Skewness 1y Score
0.510
Sortino 1y Score
0.248
Sortino 3m Score
0.290
Trend R2 1y Score
0.351
Trend R2 3m Score
0.226
Trend Slope 1y Score
0.470
Trend Slope 3m Score
0.428
Volatility 1y Score
0.274
Volatility 3m Score
0.333