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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

ANAB

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

Research Detail

ANAB

ANAB

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
0.994
Correlation To Benchmark 1y
0.179
Inverse To Benchmark 1y
0.821
Drawdown Score 1m
0.692
Drawdown Score 3m
0.305
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
0.494
Drawdown Score 1y
0.567
Drawdown Score 2y
0.134
Drawdown Score 5y
0.307
Return 1w
0.047
Return 1m
0.286
Return 3m
0.453
Return 6m
1.203
Return 1y
2.869
Return 2y
3.024
Return 5y
2.814
Sharpe 1m
5.869
Sharpe 3m
2.539
Sharpe 6m
2.670
Sharpe 1y
2.284
Sharpe 2y
1.282
Sharpe 5y
0.738
Trend 1w
0.011
Trend 1m
0.012
Trend 3m
0.003
Trend 6m
0.007
Trend 1y
0.007
Trend 2y
0.003
Trend 5y
0.000
Volatility 1w
0.688
Volatility 1m
0.540
Volatility 3m
0.676
Volatility 6m
0.676
Volatility 1y
0.695
Volatility 2y
0.787
Volatility 5y
0.655
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
ANAB
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:24 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.985
Aptet Fit Raw Score
0.987
Aptet Fit Confidence
0.996
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.904
Force Fit Raw Score
0.918
Force Fit Confidence
0.968
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:24 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ANAB"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ANAB",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
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    "ticker": "ANAB",
    "hitRates": {
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      "5": 0.6172839506172839,
      "10": 0.6666666666666666
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    "hitRate1D": 0.5185185185185185,
    "comboQuality": 0.9999551586392471,
    "eligibleDays": 315,
    "fitnessScore": 2.5527136496204004,
    "lookbackDays": 45,
    "returnLift1D": 0.00002403571644161301,
    "hitRateLift1D": 0.008964378391129957,
    "activationRate": 0.7714285714285715,
    "activationCount": 243,
    "baselineHitRates": {
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      "5": 0.6290322580645161,
      "10": 0.6655737704918033
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.9192253630408045,
    "avgForwardReturns": {
      "1": 0.005240029711002731,
      "5": 0.023542923867282083,
      "10": 0.04454966693824393
    },
    "shadowMaxDrawdown": -0.27815993389170024,
    "shadowTotalReturn": 1.9868989890787994,
    "avgForwardReturn1D": 0.005240029711002731,
    "riskOffActivations": 0,
    "activationDatesSample": [
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      "2025-04-24",
      "2025-04-25",
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      "2025-04-30",
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    "horizonObservationCounts": {
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    "baselineAvgForwardReturns": {
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999551586392471,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9856746592910197,
    "bestRawFitnessScore": 2.5527136496204004,
    "upperQuartileComboQuality": 0.999321200410113
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9846607375962269,
    "rawScore": 0.9868507925304293,
    "confidence": 0.995561527738987,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 45
    },
    "profileBreadth": 1,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9637867745780295,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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        "5": 0.6172839506172839,
        "10": 0.6666666666666666
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      "comboQuality": 0.9999551586392471,
      "eligibleDays": 315,
      "fitnessScore": 2.5527136496204004,
      "lookbackDays": 45,
      "returnLift1D": 0.00002403571644161301,
      "hitRateLift1D": 0.008964378391129957,
      "activationRate": 0.7714285714285715,
      "activationCount": 243,
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      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.9192253630408045,
      "avgForwardReturns": {
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        "5": 0.023542923867282083,
        "10": 0.04454966693824393
      },
      "shadowMaxDrawdown": -0.27815993389170024,
      "shadowTotalReturn": 1.9868989890787994,
      "avgForwardReturn1D": 0.005240029711002731,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-24",
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      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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    },
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      },
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      "comboQuality": 0.9999441924511918,
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      "returnLift1D": -0.00007837063381919366,
      "hitRateLift1D": 0.004731574158325702,
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      "shadowTotalReturn": 1.946264942498281,
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      "returnLift1D": -0.0012463876922672971,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
      "ticker": "ANAB",
      "hitRates": {
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      "comboQuality": 0.9919715388735431,
      "eligibleDays": 352,
      "fitnessScore": 1.4096743403772218,
      "lookbackDays": 14,
      "returnLift1D": -0.002385192288634142,
      "hitRateLift1D": -0.019093406593406526,
      "activationRate": 0.59375,
      "activationCount": 209,
      "baselineHitRates": {
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      "sampleConfidence": 0.9987240829346093,
      "shadowSharpeLike": 1.2597951687573068,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.20080086454452706,
      "shadowTotalReturn": 1.0480756269339362,
      "avgForwardReturn1D": 0.004420468437252039,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
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      "horizonObservationCounts": {
        "1": 213,
        "5": 213,
        "10": 210
      },
      "baselineAvgForwardReturns": {
        "1": 0.005763721362249493,
        "5": 0.02799741805864881,
        "10": 0.05844553708037156
      }
    }
  ],
  "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": 3,
      "comboQuality": 0.9919715388735431,
      "fitnessScore": 1.4096743403772218,
      "lookbackDays": 14,
      "returnLift1D": -0.002385192288634142,
      "activationRate": 0.59375,
      "activationCount": 209,
      "sampleConfidence": 0.9987240829346093,
      "shadowTotalReturn": 1.0480756269339362,
      "avgForwardReturn1D": 0.004420468437252039
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9755456045977027,
      "fitnessScore": 1.1609611263871338,
      "lookbackDays": 21,
      "returnLift1D": -0.002208587497332701,
      "activationRate": 0.6932153392330384,
      "activationCount": 235,
      "sampleConfidence": 0.9991489361702128,
      "shadowTotalReturn": 0.8221461594238342,
      "avgForwardReturn1D": 0.0035551338649167917
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9849350069526821,
      "fitnessScore": 1.2696444279299366,
      "lookbackDays": 30,
      "returnLift1D": -0.0010966870090650714,
      "activationRate": 0.6424242424242425,
      "activationCount": 212,
      "sampleConfidence": 0.9981132075471699,
      "shadowTotalReturn": 1.0023081150060054,
      "avgForwardReturn1D": 0.004371039740139308
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9999551586392471,
      "fitnessScore": 2.5527136496204004,
      "lookbackDays": 45,
      "returnLift1D": 0.00002403571644161301,
      "activationRate": 0.7714285714285715,
      "activationCount": 243,
      "sampleConfidence": 1,
      "shadowTotalReturn": 1.9868989890787994,
      "avgForwardReturn1D": 0.005240029711002731
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9995576560204412,
      "fitnessScore": 2.049055666531415,
      "lookbackDays": 63,
      "returnLift1D": -0.0012463876922672971,
      "activationRate": 0.8585858585858586,
      "activationCount": 255,
      "sampleConfidence": 0.998169934640523,
      "shadowTotalReturn": 1.5178414980767,
      "avgForwardReturn1D": 0.004480227331215654
    }
  ],
  "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": "794c7b8b5528cc77393e3a6ced0cf7b5c9af969c3ff7f0f8cfb6d51bc0ddc14d",
    "size": 13,
    "members": [
      "ANAB",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ANAB"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ANAB",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "ANAB",
    "hitRates": {
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      "5": 0.6181818181818182,
      "10": 0.68
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    "hitRate1D": 0.5163636363636364,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9999991724310336,
    "eligibleDays": 344,
    "fitnessScore": 3.431049963733304,
    "lookbackDays": 45,
    "returnLift1D": 0.000018235267965086878,
    "hitRateLift1D": 0.004735729386892151,
    "portfolioSize": 4,
    "activationRate": 0.7994186046511628,
    "activationCount": 275,
    "baselineHitRates": {
      "1": 0.5116279069767442,
      "5": 0.6294117647058823,
      "10": 0.6746268656716418
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    "sampleConfidence": 1,
    "shadowSharpeLike": 2.088212783830053,
    "avgForwardReturns": {
      "1": 0.0055851785955131775,
      "5": 0.024862902481091752,
      "10": 0.0493718751217037
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    "shadowMaxDrawdown": -0.2781599338917,
    "shadowTotalReturn": 2.8005785603034172,
    "avgForwardReturn1D": 0.0055851785955131775,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-24"
    ],
    "horizonObservationCounts": {
      "1": 275,
      "5": 275,
      "10": 275
    },
    "baselineAvgForwardReturns": {
      "1": 0.005566943327548091,
      "5": 0.027599945546536473,
      "10": 0.059079130747865596
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999991724310336,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.8992485044771212,
    "bestRawFitnessScore": 3.431049963733304,
    "upperQuartileComboQuality": 0.9996720179712828
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9035930998146563,
    "rawScore": 0.9182368620331722,
    "confidence": 0.9681046082465226,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0.8001805631714701,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.79309789942424,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "ANAB",
      "hitRates": {
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        "5": 0.6181818181818182,
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      "hitRate1D": 0.5163636363636364,
      "rankWeights": [
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      "comboQuality": 0.9999991724310336,
      "eligibleDays": 344,
      "fitnessScore": 3.431049963733304,
      "lookbackDays": 45,
      "returnLift1D": 0.000018235267965086878,
      "hitRateLift1D": 0.004735729386892151,
      "portfolioSize": 4,
      "activationRate": 0.7994186046511628,
      "activationCount": 275,
      "baselineHitRates": {
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
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        "2025-03-20",
        "2025-03-21",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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      "hitRates": {
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      "comboQuality": 0.9999991724310336,
      "eligibleDays": 344,
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      "lookbackDays": 45,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
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        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 210,
        "5": 210,
        "10": 207
      },
      "baselineAvgForwardReturns": {
        "1": 0.0053897514231697466,
        "5": 0.026599333194756172,
        "10": 0.055041214202618566
      }
    },
    {
      "topN": 4,
      "ticker": "ANAB",
      "hitRates": {
        "1": 0.452755905511811,
        "5": 0.5674603174603174,
        "10": 0.6275303643724697
      },
      "hitRate1D": 0.452755905511811,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.41572644151722415,
      "eligibleDays": 359,
      "fitnessScore": 0.27512479437134674,
      "lookbackDays": 30,
      "returnLift1D": -0.003079842965476671,
      "hitRateLift1D": -0.04863685214835611,
      "portfolioSize": 4,
      "activationRate": 0.7075208913649025,
      "activationCount": 254,
      "baselineHitRates": {
        "1": 0.5013927576601671,
        "5": 0.6169014084507042,
        "10": 0.6657142857142857
      },
      "sampleConfidence": 0.9976377952755906,
      "shadowSharpeLike": 0.4628448275104084,
      "avgForwardReturns": {
        "1": 0.00165453743123183,
        "5": 0.018423093315888383,
        "10": 0.0415549415863761
      },
      "shadowMaxDrawdown": -0.5060563797395103,
      "shadowTotalReturn": 0.15863000589699938,
      "avgForwardReturn1D": 0.00165453743123183,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 254,
        "5": 252,
        "10": 247
      },
      "baselineAvgForwardReturns": {
        "1": 0.004734380396708501,
        "5": 0.024789833365378926,
        "10": 0.054843215007731316
      }
    },
    {
      "topN": 5,
      "ticker": "ANAB",
      "hitRates": {
        "1": 0.452755905511811,
        "5": 0.5674603174603174,
        "10": 0.6275303643724697
      },
      "hitRate1D": 0.452755905511811,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.41572644151722415,
      "eligibleDays": 359,
      "fitnessScore": 0.27512479437134674,
      "lookbackDays": 30,
      "returnLift1D": -0.003079842965476671,
      "hitRateLift1D": -0.04863685214835611,
      "portfolioSize": 5,
      "activationRate": 0.7075208913649025,
      "activationCount": 254,
      "baselineHitRates": {
        "1": 0.5013927576601671,
        "5": 0.6169014084507042,
        "10": 0.6657142857142857
      },
      "sampleConfidence": 0.9976377952755906,
      "shadowSharpeLike": 0.4628448275104084,
      "avgForwardReturns": {
        "1": 0.00165453743123183,
        "5": 0.018423093315888383,
        "10": 0.0415549415863761
      },
      "shadowMaxDrawdown": -0.5060563797395103,
      "shadowTotalReturn": 0.15863000589699938,
      "avgForwardReturn1D": 0.00165453743123183,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 254,
        "5": 252,
        "10": 247
      },
      "baselineAvgForwardReturns": {
        "1": 0.004734380396708501,
        "5": 0.024789833365378926,
        "10": 0.054843215007731316
      }
    }
  ],
  "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": 0.7801148319427118,
      "fitnessScore": 0.6285938501678312,
      "lookbackDays": 14,
      "returnLift1D": -0.002865253740535576,
      "activationRate": 0.6106666666666667,
      "activationCount": 229,
      "sampleConfidence": 0.9991266375545852,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.42178096424734446,
      "avgForwardReturn1D": 0.0025244976826341707
    },
    {
      "comboQuality": 0.8994885923994331,
      "fitnessScore": 0.832142131159018,
      "lookbackDays": 21,
      "returnLift1D": -0.0025632944047993774,
      "activationRate": 0.6711956521739131,
      "activationCount": 247,
      "sampleConfidence": 0.9991902834008097,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.5654690177483706,
      "avgForwardReturn1D": 0.002910698921294519
    },
    {
      "comboQuality": 0.7631891802627695,
      "fitnessScore": 0.6074537569571242,
      "lookbackDays": 30,
      "returnLift1D": -0.0019678061619526777,
      "activationRate": 0.6350974930362117,
      "activationCount": 228,
      "sampleConfidence": 0.9982456140350878,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.44697826282702646,
      "avgForwardReturn1D": 0.0027665742347558232
    },
    {
      "comboQuality": 0.9999991724310336,
      "fitnessScore": 3.431049963733304,
      "lookbackDays": 45,
      "returnLift1D": 0.000018235267965086878,
      "activationRate": 0.7994186046511628,
      "activationCount": 275,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 2.8005785603034172,
      "avgForwardReturn1D": 0.0055851785955131775
    },
    {
      "comboQuality": 0.9997808951038216,
      "fitnessScore": 2.2036629839054576,
      "lookbackDays": 63,
      "returnLift1D": -0.001115796636861813,
      "activationRate": 0.8711656441717791,
      "activationCount": 284,
      "sampleConfidence": 0.9983568075117372,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.6600070794974013,
      "avgForwardReturn1D": 0.004286828166700076
    }
  ],
  "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": "794c7b8b5528cc77393e3a6ced0cf7b5c9af969c3ff7f0f8cfb6d51bc0ddc14d",
    "size": 13,
    "members": [
      "ANAB",
      "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
0.291
Liquidity
0.541
Momentum
0.888
Relative strength
0.936
Trend quality
0.728
Stability
0.475
Aggression
0.558
Downside risk
0.610
Drawdown state
0.933
Quality momentum
0.804
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.821
Benchmark Independence 3m Score
0.850
Beta 1y Profile Score
0.398
Beta 3m Profile Score
0.311
Beta Change Score
0.391
Correlation Change Score
0.485
Current Drawdown Score
0.925
Days Since 52w High Score
0.183
Distance From 52w High Score
0.925
Distance From Sma 20 Score
0.629
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.658
Downside Volatility 1m Score
0.414
Downside Volatility 1y Score
0.688
Downside Volatility 2y Score
0.884
Downside Volatility 3m Score
0.544
Downside Volatility 5y Score
0.736
Downside Volatility 6m Score
0.642
Drawdown Recovery Score
1
Excess Return 1m Score
0.932
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.194
Log Avg Dollar Volume 20d Score
0.541
Log Market Cap Score
0.291
Drawdown Score 1m
0.692
Drawdown Score 1y
0.567
Drawdown Score 2y
0.134
Drawdown Score 3m
0.305
Drawdown Score 5y
0.307
Drawdown Score 6m
0.494
Momentum Acceleration 1m Vs 3m Score
0.950
Momentum Acceleration 3m Vs 6m Score
0.335
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.816
Relative Strength Slope 3m Score
0.588
Relative Volume 20d Score
0.260
Return 1m Score
0.976
Return 1w Score
0.656
Return 1y Score
1
Return 2y Score
1
Return 3m Score
1
Return 5y Score
0.293
Return 6m Score
1
Return Skewness 1y Score
0.750
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.857
Sharpe 2y Score
0.656
Sharpe 3m Score
0.908
Sharpe 5y Score
0.548
Sharpe 6m Score
0.934
Sortino 1m Score
1
Sortino 1y Score
0.726
Sortino 2y Score
0.552
Sortino 3m Score
0.843
Sortino 5y Score
0.475
Sortino 6m Score
0.799
Trend R2 1m Score
0.843
Trend R2 1w Score
0.490
Trend R2 1y Score
0.929
Trend R2 2y Score
0.467
Trend R2 3m Score
0.147
Trend R2 5y Score
0.142
Trend R2 6m Score
0.834
Trend Slope 1m Score
1
Trend Slope 1w Score
1
Trend Slope 1y Score
0.913
Trend Slope 2y Score
0.659
Trend Slope 3m Score
0.663
Trend Slope 5y Score
0.526
Trend Slope 6m Score
0.914
Volatility 1m Score
0.654
Volatility 1w Score
0.851
Volatility 1y Score
0.861
Volatility 2y Score
0.982
Volatility 3m Score
0.834
Volatility 5y Score
0.806
Volatility 6m Score
0.835
Worst Day 1y Score
0.285
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
42,047,772.982
Best Day 1y
0.316
Beta To Benchmark 1y
0.994
Beta 3m
0.776
Beta Change
-0.218
Beta To Sector 1y
0.937
Correlation To Benchmark 1y
0.179
Correlation 3m
0.150
Correlation Change
-0.029
Correlation To Sector 1y
0.212
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.821
Benchmark Independence 3m Score
0.850
Beta 1y Profile Score
0.398
Beta 3m Profile Score
0.311
Beta Change Score
0.391
Correlation Change Score
0.485
Current Drawdown Score
0.925
Distance From Sma 20 Score
0.629
Distance From Sma 200 Score
1
Current Drawdown
-0.049
Days Since 52w High
46
Distance From 52w High
-0.049
Distance From Sma 20
0.077
Distance From Sma 200
0.681
Distance From Sma 50
0.095
Downside Capture 1y
1.237
Downside Volatility 1m
0.360
Downside Volatility 1w
-
Downside Volatility 1y
0.566
Downside Volatility 2y
0.713
Downside Volatility 3m
0.458
Downside Volatility 5y
0.602
Downside Volatility 6m
0.532
Drawdown Recovery
1
Excess Return 1m
0.259
Excess Return 1y
2.646
Excess Return 3m
0.340
Excess Return 6m
1.102
Expected Shortfall 95 1y
-0.081
Market Cap
2,006,714,844.954
Max Drawdown 1m
-0.077
Max Drawdown 1w
-0.029
Max Drawdown 1y
-0.281
Max Drawdown 2y
-0.693
Max Drawdown 3m
-0.278
Max Drawdown 5y
-0.693
Max Drawdown 6m
-0.278
Momentum Acceleration 1m Vs 3m
0.135
Momentum Acceleration 3m Vs 6m
-0.049
Moving Average Alignment
1
Relative Strength Acceleration
0.005
Relative Strength Slope 3m
0.001
Relative Volume 20d
1.001
Return 1m
0.286
Return 1w
0.047
Return 1y
2.869
Return 2y
3.024
Return 3m
0.453
Return 5y
2.814
Return 6m
1.203
Return Skewness 1y
1.500
Sector Excess Return 1y
2.661
Sharpe 1m
5.869
Sharpe 1y
2.284
Sharpe 2y
1.282
Sharpe 3m
2.539
Sharpe 5y
0.738
Sharpe 6m
2.670
Sortino 1m
8.806
Sortino 1y
2.808
Sortino 2y
1.414
Sortino 3m
3.745
Sortino 5y
0.802
Sortino 6m
3.395
Trend R2 1m
0.843
Trend R2 1w
0.490
Trend R2 1y
0.929
Trend R2 2y
0.467
Trend R2 3m
0.147
Trend R2 5y
0.142
Trend R2 6m
0.834
Trend 1m
0.012
Trend 1w
0.011
Trend 1y
0.007
Trend 2y
0.003
Trend 3m
0.003
Trend 5y
0.000
Trend 6m
0.007
Upside Capture 1y
2.556
Value At Risk 95 1y
-0.049
Volatility 1m
0.540
Volatility 1w
0.688
Volatility 1y
0.695
Volatility 2y
0.787
Volatility 3m
0.676
Volatility 5y
0.655
Volatility 6m
0.676
Worst Day 1y
-0.143
Distance From Sma 50 Score
0.658
Downside Volatility 1y Score
0.688
Downside Volatility 3m Score
0.544
Drawdown Recovery Score
1
Excess Return 1m Score
0.932
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.194
Log Avg Dollar Volume 20d Score
0.541
Log Market Cap Score
0.291
Drawdown Score 1y
0.567
Drawdown Score 5y
0.307
Momentum Acceleration 1m Vs 3m Score
0.950
Momentum Acceleration 3m Vs 6m Score
0.335
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.816
Relative Volume 20d Score
0.260
Return 1m Score
0.976
Return 1y Score
1
Return 3m Score
1
Return 6m Score
1
Return Skewness 1y Score
0.750
Sortino 1y Score
0.726
Sortino 3m Score
0.843
Trend R2 1y Score
0.929
Trend R2 3m Score
0.147
Trend Slope 1y Score
0.913
Trend Slope 3m Score
0.663
Volatility 1y Score
0.861
Volatility 3m Score
0.834