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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

ANET

Information Technology | v2 | as of 2026-07-23
Close

Research Detail

ANET

Arista Networks

Category

Sector: Technology

Industry / Category: Networking Equipment

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

High-performance networking company with direct AI datacenter and cloud buildout exposure.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
2.045
Correlation To Benchmark 1y
0.472
Inverse To Benchmark 1y
0.528
Drawdown Score 1m
0.606
Drawdown Score 3m
0.419
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
0.578
Drawdown Score 1y
0.564
Drawdown Score 2y
0.370
Drawdown Score 5y
0.496
Return 1w
0.048
Return 1m
0.089
Return 3m
-0.006
Return 6m
0.387
Return 1y
0.609
Return 2y
1.124
Return 5y
6.678
Sharpe 1m
1.958
Sharpe 3m
0.269
Sharpe 6m
1.391
Sharpe 1y
1.137
Sharpe 2y
0.967
Sharpe 5y
1.091
Trend 1w
0.011
Trend 1m
0.004
Trend 3m
0.002
Trend 6m
0.002
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.002
Volatility 1w
0.199
Volatility 1m
0.613
Volatility 3m
0.620
Volatility 6m
0.601
Volatility 1y
0.551
Volatility 2y
0.546
Volatility 5y
0.479
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
ANET
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:25 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
98%
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
drawdown_recovery_score
Aptet Fit Score
0.704
Aptet Fit Raw Score
0.728
Aptet Fit Confidence
0.932
Aptet Fit Label
good
Aptet Fitness Error
-
Force Fit Score
0.694
Force Fit Raw Score
0.721
Force Fit Confidence
0.925
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:25 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ANET"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ANET",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
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    "hitRates": {
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    "comboQuality": 0.9542618842231585,
    "eligibleDays": 297,
    "fitnessScore": 1.0183613534410703,
    "lookbackDays": 63,
    "returnLift1D": 0.000847301795467853,
    "hitRateLift1D": 0.014141414141414121,
    "activationRate": 0.5555555555555556,
    "activationCount": 165,
    "baselineHitRates": {
      "1": 0.5555555555555556,
      "5": 0.5870307167235495,
      "10": 0.6006944444444444
    },
    "sampleConfidence": 0.9987878787878789,
    "shadowSharpeLike": 1.1697540828504776,
    "avgForwardReturns": {
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    },
    "shadowMaxDrawdown": -0.20268367145952315,
    "shadowTotalReturn": 0.5857265035946577,
    "avgForwardReturn1D": 0.0034150720147831074,
    "riskOffActivations": 0,
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9542618842231585,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.6097032091318133,
    "bestRawFitnessScore": 1.0183613534410703,
    "upperQuartileComboQuality": 0.7677277304312224
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  "algorithmFit": {
    "label": "good",
    "score": 0.703704670897635,
    "rawScore": 0.7283967804371265,
    "confidence": 0.9322014863254249,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 63
    },
    "profileBreadth": 0.40026527054437233,
    "recommendedRegion": {
      "topNs": [
        2,
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        4,
        5
      ],
      "lookbackDays": [
        30,
        63
      ]
    },
    "parameterStability": 0.7472214077156091,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "comboQuality": 0.9542618842231585,
      "eligibleDays": 297,
      "fitnessScore": 1.0183613534410703,
      "lookbackDays": 63,
      "returnLift1D": 0.000847301795467853,
      "hitRateLift1D": 0.014141414141414121,
      "activationRate": 0.5555555555555556,
      "activationCount": 165,
      "baselineHitRates": {
        "1": 0.5555555555555556,
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      },
      "sampleConfidence": 0.9987878787878789,
      "shadowSharpeLike": 1.1697540828504776,
      "avgForwardReturns": {
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        "10": 0.022437638227152848
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      "shadowMaxDrawdown": -0.20268367145952315,
      "shadowTotalReturn": 0.5857265035946577,
      "avgForwardReturn1D": 0.0034150720147831074,
      "riskOffActivations": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "returnLift1D": -0.0019238643017408603,
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      "sampleConfidence": 0.9954861111111112,
      "shadowSharpeLike": 0.5620507277920475,
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      "shadowMaxDrawdown": -0.32349035119313696,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
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        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 177,
        "5": 174,
        "10": 169
      },
      "baselineAvgForwardReturns": {
        "1": 0.0024161567590420276,
        "5": 0.013014249909502992,
        "10": 0.024336570521669078
      }
    }
  ],
  "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": 0.29968566465783947,
      "fitnessScore": 0.16326506834931148,
      "lookbackDays": 14,
      "returnLift1D": -0.0014276850347892586,
      "activationRate": 0.4090909090909091,
      "activationCount": 144,
      "sampleConfidence": 0.9967592592592593,
      "shadowTotalReturn": 0.04259258103358099,
      "avgForwardReturn1D": 0.000988471724252769
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.20256555291319145,
      "fitnessScore": 0.048526062175764065,
      "lookbackDays": 21,
      "returnLift1D": -0.0022881972226042745,
      "activationRate": 0.41887905604719766,
      "activationCount": 142,
      "sampleConfidence": 0.9971830985915493,
      "shadowTotalReturn": -0.040146572291344995,
      "avgForwardReturn1D": 0.0004747729323783557
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9213117595302638,
      "fitnessScore": 0.891267046776789,
      "lookbackDays": 30,
      "returnLift1D": 0.00024390911414931896,
      "activationRate": 0.48484848484848486,
      "activationCount": 160,
      "sampleConfidence": 0.9958333333333333,
      "shadowTotalReturn": 0.519493339301996,
      "avgForwardReturn1D": 0.0033167377941283383
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.7274679997930166,
      "fitnessScore": 0.5659990739232619,
      "lookbackDays": 45,
      "returnLift1D": -0.0018987140448552446,
      "activationRate": 0.653968253968254,
      "activationCount": 206,
      "sampleConfidence": 0.9957928802588998,
      "shadowTotalReturn": 0.2405352913907004,
      "avgForwardReturn1D": 0.0016373428764438324
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9542618842231585,
      "fitnessScore": 1.0183613534410703,
      "lookbackDays": 63,
      "returnLift1D": 0.000847301795467853,
      "activationRate": 0.5555555555555556,
      "activationCount": 165,
      "sampleConfidence": 0.9987878787878789,
      "shadowTotalReturn": 0.5857265035946577,
      "avgForwardReturn1D": 0.0034150720147831074
    }
  ],
  "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": "89c627bb7169fac8dc3d9c947936066e52695cf28e47ca61dc42bf51893de528",
    "size": 13,
    "members": [
      "ANET",
      "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",
      "ANET"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ANET",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "ANET",
    "hitRates": {
      "1": 0.5696969696969697,
      "5": 0.6060606060606061,
      "10": 0.6273291925465838
    },
    "hitRate1D": 0.5696969696969697,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.9466830987561237,
    "eligibleDays": 326,
    "fitnessScore": 0.9828764250076725,
    "lookbackDays": 63,
    "returnLift1D": 0.00003736431982898081,
    "hitRateLift1D": -0.003922662204870808,
    "portfolioSize": 3,
    "activationRate": 0.5061349693251533,
    "activationCount": 165,
    "baselineHitRates": {
      "1": 0.5736196319018405,
      "5": 0.593167701863354,
      "10": 0.6246056782334385
    },
    "sampleConfidence": 0.9983838383838384,
    "shadowSharpeLike": 1.1176317315187694,
    "avgForwardReturns": {
      "1": 0.003414944398176961,
      "5": 0.012294508878808714,
      "10": 0.023131402820211235
    },
    "shadowMaxDrawdown": -0.2028406661462212,
    "shadowTotalReturn": 0.5860138095562575,
    "avgForwardReturn1D": 0.003414944398176961,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-23",
      "2025-06-04",
      "2025-06-05",
      "2025-06-06",
      "2025-06-09",
      "2025-06-10",
      "2025-06-11",
      "2025-06-12",
      "2025-06-13",
      "2025-06-16"
    ],
    "horizonObservationCounts": {
      "1": 165,
      "5": 165,
      "10": 161
    },
    "baselineAvgForwardReturns": {
      "1": 0.0033775800783479803,
      "5": 0.016960206449263715,
      "10": 0.033820338486638554
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9466830987561237,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.622873348531968,
    "bestRawFitnessScore": 0.9828764250076725,
    "upperQuartileComboQuality": 0.7224428337150156
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.6938002842725514,
    "rawScore": 0.7209664954676187,
    "confidence": 0.9246394628159597,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
    },
    "profileBreadth": 0.30033033890674976,
    "recommendedRegion": {
      "lookbackDays": [
        30,
        63
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.7460199140632956,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "ANET",
      "hitRates": {
        "1": 0.5696969696969697,
        "5": 0.6060606060606061,
        "10": 0.6273291925465838
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      "hitRate1D": 0.5696969696969697,
      "rankWeights": [
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      ],
      "comboQuality": 0.9466830987561237,
      "eligibleDays": 326,
      "fitnessScore": 0.9828764250076725,
      "lookbackDays": 63,
      "returnLift1D": 0.00003736431982898081,
      "hitRateLift1D": -0.003922662204870808,
      "portfolioSize": 3,
      "activationRate": 0.5061349693251533,
      "activationCount": 165,
      "baselineHitRates": {
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        "5": 0.593167701863354,
        "10": 0.6246056782334385
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      "sampleConfidence": 0.9983838383838384,
      "shadowSharpeLike": 1.1176317315187694,
      "avgForwardReturns": {
        "1": 0.003414944398176961,
        "5": 0.012294508878808714,
        "10": 0.023131402820211235
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      "shadowMaxDrawdown": -0.2028406661462212,
      "shadowTotalReturn": 0.5860138095562575,
      "avgForwardReturn1D": 0.003414944398176961,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-23",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16"
      ],
      "horizonObservationCounts": {
        "1": 165,
        "5": 165,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0033775800783479803,
        "5": 0.016960206449263715,
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    },
    {
      "topN": 3,
      "ticker": "ANET",
      "hitRates": {
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        "5": 0.5576923076923077,
        "10": 0.5947712418300654
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      "hitRate1D": 0.5849056603773585,
      "rankWeights": [
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      ],
      "comboQuality": 0.931258362233868,
      "eligibleDays": 359,
      "fitnessScore": 0.9233599635669889,
      "lookbackDays": 30,
      "returnLift1D": 0.0014380853370639939,
      "hitRateLift1D": 0.02501708099017186,
      "portfolioSize": 3,
      "activationRate": 0.4428969359331476,
      "activationCount": 159,
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        "1": 0.5598885793871866,
        "5": 0.5577464788732395,
        "10": 0.5742857142857143
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      "sampleConfidence": 0.9962264150943397,
      "shadowSharpeLike": 1.0047438874218588,
      "avgForwardReturns": {
        "1": 0.003452639545411418,
        "5": 0.00837088809083599,
        "10": 0.021136364023406806
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      "shadowMaxDrawdown": -0.22845637583320189,
      "shadowTotalReturn": 0.5473796695549873,
      "avgForwardReturn1D": 0.003452639545411418,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15"
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      "horizonObservationCounts": {
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        "5": 156,
        "10": 153
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRates": {
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      "comboQuality": 0.9305432546501404,
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      "returnLift1D": -0.0002069318700157548,
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      "sampleConfidence": 0.9984313725490197,
      "shadowSharpeLike": 1.0272085000344713,
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      "riskOffActivations": 0,
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        "2025-06-04",
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      "comboQuality": 0.9305432546501404,
      "eligibleDays": 326,
      "fitnessScore": 0.9209141615395438,
      "lookbackDays": 63,
      "returnLift1D": -0.0002069318700157548,
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      "activationRate": 0.5214723926380368,
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      "shadowMaxDrawdown": -0.20296172903982945,
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      "horizonObservationCounts": {
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    },
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      "hitRates": {
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      "comboQuality": 0.8770421927962979,
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      "horizonObservationCounts": {
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        "10": 0.0065754004495453214
      },
      "shadowMaxDrawdown": -0.5356452698508787,
      "shadowTotalReturn": -0.47622301464087047,
      "avgForwardReturn1D": -0.00303888941498655,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-03-26",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 159,
        "10": 155
      },
      "baselineAvgForwardReturns": {
        "1": 0.00152331148706646,
        "5": 0.008604748523934298,
        "10": 0.01773081149980898
      }
    },
    {
      "topN": 4,
      "ticker": "ANET",
      "hitRates": {
        "1": 0.5141242937853108,
        "5": 0.5172413793103449,
        "10": 0.514792899408284
      },
      "hitRate1D": 0.5141242937853108,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.007632083687486937,
      "eligibleDays": 375,
      "fitnessScore": -0.7209012649448819,
      "lookbackDays": 14,
      "returnLift1D": -0.005388681973081512,
      "hitRateLift1D": -0.04854237288135588,
      "portfolioSize": 4,
      "activationRate": 0.472,
      "activationCount": 177,
      "baselineHitRates": {
        "1": 0.5626666666666666,
        "5": 0.5525606469002695,
        "10": 0.5573770491803278
      },
      "sampleConfidence": 0.9958568738229756,
      "shadowSharpeLike": -1.1623522626740634,
      "avgForwardReturns": {
        "1": -0.0038653704860150523,
        "5": 0.00047182784603650905,
        "10": 0.007098774738636118
      },
      "shadowMaxDrawdown": -0.5862398793281081,
      "shadowTotalReturn": -0.5725269930604897,
      "avgForwardReturn1D": -0.0038653704860150523,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-03-26",
        "2025-03-28",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 177,
        "5": 174,
        "10": 169
      },
      "baselineAvgForwardReturns": {
        "1": 0.00152331148706646,
        "5": 0.008604748523934298,
        "10": 0.01773081149980898
      }
    },
    {
      "topN": 5,
      "ticker": "ANET",
      "hitRates": {
        "1": 0.5141242937853108,
        "5": 0.5172413793103449,
        "10": 0.514792899408284
      },
      "hitRate1D": 0.5141242937853108,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.007632083687486937,
      "eligibleDays": 375,
      "fitnessScore": -0.7209012649448819,
      "lookbackDays": 14,
      "returnLift1D": -0.005388681973081512,
      "hitRateLift1D": -0.04854237288135588,
      "portfolioSize": 5,
      "activationRate": 0.472,
      "activationCount": 177,
      "baselineHitRates": {
        "1": 0.5626666666666666,
        "5": 0.5525606469002695,
        "10": 0.5573770491803278
      },
      "sampleConfidence": 0.9958568738229756,
      "shadowSharpeLike": -1.1623522626740634,
      "avgForwardReturns": {
        "1": -0.0038653704860150523,
        "5": 0.00047182784603650905,
        "10": 0.007098774738636118
      },
      "shadowMaxDrawdown": -0.5862398793281081,
      "shadowTotalReturn": -0.5725269930604897,
      "avgForwardReturn1D": -0.0038653704860150523,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-03-26",
        "2025-03-28",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 177,
        "5": 174,
        "10": 169
      },
      "baselineAvgForwardReturns": {
        "1": 0.00152331148706646,
        "5": 0.008604748523934298,
        "10": 0.01773081149980898
      }
    }
  ],
  "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": 0.09984168235440213,
      "fitnessScore": -0.13377667830037834,
      "lookbackDays": 14,
      "returnLift1D": -0.0021242513801950215,
      "activationRate": 0.3893333333333333,
      "activationCount": 146,
      "sampleConfidence": 0.9963470319634704,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.19602585325199828,
      "avgForwardReturn1D": -0.0006009398931285617
    },
    {
      "comboQuality": 0.20964791705870386,
      "fitnessScore": 0.05804922383978956,
      "lookbackDays": 21,
      "returnLift1D": -0.0013416361035527285,
      "activationRate": 0.3858695652173913,
      "activationCount": 142,
      "sampleConfidence": 0.9976525821596245,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.03292813754821278,
      "avgForwardReturn1D": 0.0005183024327376417
    },
    {
      "comboQuality": 0.931258362233868,
      "fitnessScore": 0.9233599635669889,
      "lookbackDays": 30,
      "returnLift1D": 0.0014380853370639939,
      "activationRate": 0.4428969359331476,
      "activationCount": 159,
      "sampleConfidence": 0.9962264150943397,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.5473796695549873,
      "avgForwardReturn1D": 0.003452639545411418
    },
    {
      "comboQuality": 0.6609710210336885,
      "fitnessScore": 0.4968773702854626,
      "lookbackDays": 45,
      "returnLift1D": -0.0013679735730440532,
      "activationRate": 0.5581395348837209,
      "activationCount": 192,
      "sampleConfidence": 0.9954861111111112,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2059846964648684,
      "avgForwardReturn1D": 0.0016233090639754713
    },
    {
      "comboQuality": 0.9466830987561237,
      "fitnessScore": 0.9828764250076725,
      "lookbackDays": 63,
      "returnLift1D": 0.00003736431982898081,
      "activationRate": 0.5061349693251533,
      "activationCount": 165,
      "sampleConfidence": 0.9983838383838384,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.5860138095562575,
      "avgForwardReturn1D": 0.003414944398176961
    }
  ],
  "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": "89c627bb7169fac8dc3d9c947936066e52695cf28e47ca61dc42bf51893de528",
    "size": 13,
    "members": [
      "ANET",
      "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
0.746
Liquidity
1
Momentum
0.649
Relative strength
0.722
Trend quality
0.510
Stability
0.494
Aggression
0.654
Downside risk
0.544
Drawdown state
0.921
Quality momentum
0.611
Vector snapshot
Feature coverage: 98%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.528
Benchmark Independence 3m Score
0.630
Beta 1y Profile Score
0.818
Beta 3m Profile Score
0.703
Beta Change Score
0.356
Correlation Change Score
0.449
Current Drawdown Score
0.915
Days Since 52w High Score
0.036
Distance From 52w High Score
0.915
Distance From Sma 20 Score
0.543
Distance From Sma 200 Score
0.859
Distance From Sma 50 Score
0.637
Downside Volatility 1m Score
0.701
Downside Volatility 1y Score
0.666
Downside Volatility 2y Score
0.724
Downside Volatility 3m Score
0.791
Downside Volatility 5y Score
0.564
Downside Volatility 6m Score
0.733
Excess Return 1m Score
0.638
Excess Return 1y Score
1
Excess Return 3m Score
0.422
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.275
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.746
Drawdown Score 1m
0.606
Drawdown Score 1y
0.564
Drawdown Score 2y
0.370
Drawdown Score 3m
0.419
Drawdown Score 5y
0.496
Drawdown Score 6m
0.578
Momentum Acceleration 1m Vs 3m Score
0.803
Momentum Acceleration 3m Vs 6m Score
0.278
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.633
Relative Strength Slope 3m Score
0.571
Relative Volume 20d Score
0.199
Return 1m Score
0.648
Return 1w Score
0.659
Return 1y Score
0.880
Return 2y Score
0.607
Return 3m Score
0.492
Return 5y Score
0.591
Return 6m Score
0.823
Return Skewness 1y Score
0.533
Sector Excess Return 1y Score
0.871
Sharpe 1m Score
0.792
Sharpe 1y Score
0.627
Sharpe 2y Score
0.593
Sharpe 3m Score
0.454
Sharpe 5y Score
0.618
Sharpe 6m Score
0.678
Sortino 1m Score
0.636
Sortino 1y Score
0.518
Sortino 2y Score
0.486
Sortino 3m Score
0.407
Sortino 5y Score
0.513
Sortino 6m Score
0.549
Trend R2 1m Score
0.311
Trend R2 1w Score
0.888
Trend R2 1y Score
0.321
Trend R2 2y Score
0.657
Trend R2 3m Score
0.172
Trend R2 5y Score
0.939
Trend R2 6m Score
0.547
Trend Slope 1m Score
0.759
Trend Slope 1w Score
1
Trend Slope 1y Score
0.554
Trend Slope 2y Score
0.584
Trend Slope 3m Score
0.611
Trend Slope 5y Score
0.606
Trend Slope 6m Score
0.645
Volatility 1m Score
0.750
Volatility 1w Score
0.199
Volatility 1y Score
0.668
Volatility 2y Score
0.662
Volatility 3m Score
0.760
Volatility 5y Score
0.572
Volatility 6m Score
0.735
Worst Day 1y Score
0.320
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
1,403,312,938.768
Best Day 1y
0.175
Beta To Benchmark 1y
2.045
Beta 3m
1.758
Beta Change
-0.288
Beta To Sector 1y
1.279
Correlation To Benchmark 1y
0.472
Correlation 3m
0.370
Correlation Change
-0.102
Correlation To Sector 1y
0.574
Cluster features
The subset used for clustering and coverage calculations.
39 fields
Inverse To Benchmark 1y
0.528
Benchmark Independence 3m Score
0.630
Beta 1y Profile Score
0.818
Beta 3m Profile Score
0.703
Beta Change Score
0.356
Correlation Change Score
0.449
Current Drawdown Score
0.915
Distance From Sma 20 Score
0.543
Distance From Sma 200 Score
0.859
Current Drawdown
-0.055
Days Since 52w High
9
Distance From 52w High
-0.055
Distance From Sma 20
0.026
Distance From Sma 200
0.216
Distance From Sma 50
0.082
Downside Capture 1y
0.457
Downside Volatility 1m
0.575
Downside Volatility 1w
-
Downside Volatility 1y
0.549
Downside Volatility 2y
0.593
Downside Volatility 3m
0.644
Downside Volatility 5y
0.473
Downside Volatility 6m
0.600
Drawdown Recovery
-
Excess Return 1m
0.083
Excess Return 1y
0.422
Excess Return 3m
-0.047
Excess Return 6m
0.305
Expected Shortfall 95 1y
-0.073
Market Cap
219,082,890,517.62
Max Drawdown 1m
-0.098
Max Drawdown 1w
0
Max Drawdown 1y
-0.283
Max Drawdown 2y
-0.504
Max Drawdown 3m
-0.232
Max Drawdown 5y
-0.504
Max Drawdown 6m
-0.232
Momentum Acceleration 1m Vs 3m
0.091
Momentum Acceleration 3m Vs 6m
-0.067
Moving Average Alignment
1
Relative Strength Acceleration
0.002
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.838
Return 1m
0.089
Return 1w
0.048
Return 1y
0.609
Return 2y
1.124
Return 3m
-0.006
Return 5y
6.678
Return 6m
0.387
Return Skewness 1y
0.196
Sector Excess Return 1y
0.223
Sharpe 1m
1.958
Sharpe 1y
1.137
Sharpe 2y
0.967
Sharpe 3m
0.269
Sharpe 5y
1.091
Sharpe 6m
1.391
Sortino 1m
2.085
Sortino 1y
1.140
Sortino 2y
0.890
Sortino 3m
0.259
Sortino 5y
1.105
Sortino 6m
1.395
Trend R2 1m
0.311
Trend R2 1w
0.888
Trend R2 1y
0.321
Trend R2 2y
0.657
Trend R2 3m
0.172
Trend R2 5y
0.939
Trend R2 6m
0.547
Trend 1m
0.004
Trend 1w
0.011
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.002
Trend 5y
0.002
Trend 6m
0.002
Upside Capture 1y
2.965
Value At Risk 95 1y
-0.047
Volatility 1m
0.613
Volatility 1w
0.199
Volatility 1y
0.551
Volatility 2y
0.546
Volatility 3m
0.620
Volatility 5y
0.479
Volatility 6m
0.601
Worst Day 1y
-0.136
Distance From Sma 50 Score
0.637
Downside Volatility 1y Score
0.666
Downside Volatility 3m Score
0.791
Excess Return 1m Score
0.638
Excess Return 1y Score
1
Excess Return 3m Score
0.422
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.275
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.746
Drawdown Score 1y
0.564
Drawdown Score 5y
0.496
Momentum Acceleration 1m Vs 3m Score
0.803
Momentum Acceleration 3m Vs 6m Score
0.278
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.633
Relative Volume 20d Score
0.199
Return 1m Score
0.648
Return 1y Score
0.880
Return 3m Score
0.492
Return 6m Score
0.823
Return Skewness 1y Score
0.533
Sortino 1y Score
0.518
Sortino 3m Score
0.407
Trend R2 1y Score
0.321
Trend R2 3m Score
0.172
Trend Slope 1y Score
0.554
Trend Slope 3m Score
0.611
Volatility 1y Score
0.668
Volatility 3m Score
0.760