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Vectors

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Built for research, simulation, and strategy exploration on Monstra's dark-first platform.

Vector V2 pipeline

Vectors

Per-ticker stock movement feature vectors computed by the Monstra-Worker pipeline - momentum, trend quality, stability, liquidity, aggression, and quality-momentum composites, read directly from trading."Vector".

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

BG

Consumer Staples | v2 | as of 2026-07-23
Close

Research Detail

BG

Bunge Global

Category

Sector: Agriculture

Industry / Category: Agricultural Products

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Agricultural merchant with crop origination, oilseed processing, and food chain exposure.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.013
Correlation To Benchmark 1y
0.005
Inverse To Benchmark 1y
0.995
Drawdown Score 1m
0.761
Drawdown Score 3m
0.495
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
0.633
Drawdown Score 1y
0.690
Drawdown Score 2y
0.515
Drawdown Score 5y
0.585
Return 1w
0.056
Return 1m
0.103
Return 3m
-0.022
Return 6m
0.104
Return 1y
0.662
Return 2y
0.158
Return 5y
0.848
Sharpe 1m
4.238
Sharpe 3m
-0.150
Sharpe 6m
0.838
Sharpe 1y
1.793
Sharpe 2y
0.393
Sharpe 5y
0.565
Trend 1w
0.011
Trend 1m
0.006
Trend 3m
-0.002
Trend 6m
0.000
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.244
Volatility 1m
0.288
Volatility 3m
0.297
Volatility 6m
0.284
Volatility 1y
0.310
Volatility 2y
0.302
Volatility 5y
0.294
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
BG
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:46 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Staples
Sector Benchmark Ticker
XLP
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
0.526
Aptet Fit Raw Score
0.552
Aptet Fit Confidence
0.906
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.549
Force Fit Raw Score
0.574
Force Fit Confidence
0.915
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:46 AM
Aptet Fitness
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      3,
      4,
      5
    ],
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      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BG"
    ],
    "lookbacks": [
      14,
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      45,
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    "forwardDays": [
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    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
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  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
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    "returnLift1D": 0.00025476328030592157,
    "hitRateLift1D": -0.007925407925407912,
    "activationRate": 0.6565656565656566,
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    "sampleConfidence": 1,
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  "dateRange": {
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  "scoreMode": "blended",
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    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
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  "algorithmFit": {
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    "confidence": 0.9058761698462011,
    "bestProfile": {
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    "profileBreadth": 0.30001047604294384,
    "recommendedRegion": {
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      ],
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        21,
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    "parameterStability": 0.4742097894978623,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "returnLift1D": 0.00025476328030592157,
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      "activationRate": 0.6565656565656566,
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    {
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      "shadowMaxDrawdown": -0.12658623241912959,
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      "riskOffActivations": 0,
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        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
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        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 111,
        "10": 108
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017069287353117786,
        "5": 0.009181885293645706,
        "10": 0.01825156426747848
      }
    }
  ],
  "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": 5,
      "comboQuality": 0.5750331409821201,
      "fitnessScore": 0.4165316274754166,
      "lookbackDays": 14,
      "returnLift1D": -0.0005104400859830968,
      "activationRate": 0.4971590909090909,
      "activationCount": 175,
      "sampleConfidence": 0.9950476190476191,
      "shadowTotalReturn": 0.1603991672227132,
      "avgForwardReturn1D": 0.0011964886493286819
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.7635442862550306,
      "fitnessScore": 0.607886242621675,
      "lookbackDays": 21,
      "returnLift1D": 0.0007046364226925637,
      "activationRate": 0.35398230088495575,
      "activationCount": 120,
      "sampleConfidence": 0.9966666666666667,
      "shadowTotalReturn": 0.3072463022241374,
      "avgForwardReturn1D": 0.0024645496368426805
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.39032346319753064,
      "fitnessScore": 0.25189039262242524,
      "lookbackDays": 30,
      "returnLift1D": -0.0008552920920885818,
      "activationRate": 0.44545454545454544,
      "activationCount": 147,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.09977201690325033,
      "avgForwardReturn1D": 0.0008806362074272055
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.3570874154742339,
      "fitnessScore": 0.2206338064496302,
      "lookbackDays": 45,
      "returnLift1D": -0.0009099861094583417,
      "activationRate": 0.3873015873015873,
      "activationCount": 122,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.06729651706043271,
      "avgForwardReturn1D": 0.000739381395600503
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8737986620385876,
      "fitnessScore": 0.7756937153377984,
      "lookbackDays": 63,
      "returnLift1D": 0.00025476328030592157,
      "activationRate": 0.6565656565656566,
      "activationCount": 195,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.39682659115205565,
      "avgForwardReturn1D": 0.0019368412564487554
    }
  ],
  "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": "48102f44a0c77569f9a64d4df429e7a8326492d37c5e7c5ea657644a8a89a9af",
    "size": 13,
    "members": [
      "BG",
      "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",
      "BG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "BG",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "BG",
    "hitRates": {
      "1": 0.48325358851674644,
      "5": 0.49760765550239233,
      "10": 0.5119617224880383
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    "hitRate1D": 0.48325358851674644,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.8970691900335297,
    "eligibleDays": 326,
    "fitnessScore": 0.8263167154697475,
    "lookbackDays": 63,
    "returnLift1D": 0.0003388658659540741,
    "hitRateLift1D": 0.0016584964922065626,
    "portfolioSize": 4,
    "activationRate": 0.6411042944785276,
    "activationCount": 209,
    "baselineHitRates": {
      "1": 0.4815950920245399,
      "5": 0.5372670807453416,
      "10": 0.583596214511041
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.2962270700146057,
    "avgForwardReturns": {
      "1": 0.002023054052730326,
      "5": 0.006418602030517454,
      "10": 0.012116509199005263
    },
    "shadowMaxDrawdown": -0.13068433385918976,
    "shadowTotalReturn": 0.45407133065422456,
    "avgForwardReturn1D": 0.002023054052730326,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-17",
      "2025-04-21",
      "2025-04-22",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01"
    ],
    "horizonObservationCounts": {
      "1": 209,
      "5": 209,
      "10": 209
    },
    "baselineAvgForwardReturns": {
      "1": 0.0016841881867762519,
      "5": 0.009585659990022566,
      "10": 0.018180372362367456
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8970691900335297,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.39430291834293685,
    "bestRawFitnessScore": 0.8263167154697475,
    "upperQuartileComboQuality": 0.6117674495270693
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.54933654636813,
    "rawScore": 0.573681649787135,
    "confidence": 0.9151267835461068,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0.2502711516972114,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.6422912078158173,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "BG",
      "hitRates": {
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        "5": 0.49760765550239233,
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      "hitRate1D": 0.48325358851674644,
      "rankWeights": [
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      "comboQuality": 0.8970691900335297,
      "eligibleDays": 326,
      "fitnessScore": 0.8263167154697475,
      "lookbackDays": 63,
      "returnLift1D": 0.0003388658659540741,
      "hitRateLift1D": 0.0016584964922065626,
      "portfolioSize": 4,
      "activationRate": 0.6411042944785276,
      "activationCount": 209,
      "baselineHitRates": {
        "1": 0.4815950920245399,
        "5": 0.5372670807453416,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2962270700146057,
      "avgForwardReturns": {
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        "10": 0.012116509199005263
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      "shadowMaxDrawdown": -0.13068433385918976,
      "shadowTotalReturn": 0.45407133065422456,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "comboQuality": 0.8970691900335297,
      "eligibleDays": 326,
      "fitnessScore": 0.8263167154697475,
      "lookbackDays": 63,
      "returnLift1D": 0.0003388658659540741,
      "hitRateLift1D": 0.0016584964922065626,
      "portfolioSize": 5,
      "activationRate": 0.6411042944785276,
      "activationCount": 209,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2962270700146057,
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      "shadowMaxDrawdown": -0.13068433385918976,
      "shadowTotalReturn": 0.45407133065422456,
      "avgForwardReturn1D": 0.002023054052730326,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.7957205623254261,
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      "shadowSharpeLike": 1.2520880508622838,
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    },
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        "2025-04-22",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 161,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016716431842274749,
        "5": 0.008949365183930967,
        "10": 0.01734351474133926
      }
    },
    {
      "topN": 2,
      "ticker": "BG",
      "hitRates": {
        "1": 0.4878048780487805,
        "5": 0.5210084033613446,
        "10": 0.5470085470085471
      },
      "hitRate1D": 0.4878048780487805,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.2128288348874253,
      "eligibleDays": 375,
      "fitnessScore": 0.06224935774300653,
      "lookbackDays": 14,
      "returnLift1D": -0.0012469151727104405,
      "hitRateLift1D": -0.005528455284552869,
      "portfolioSize": 2,
      "activationRate": 0.328,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.49333333333333335,
        "5": 0.5336927223719676,
        "10": 0.5792349726775956
      },
      "sampleConfidence": 0.9945799457994581,
      "shadowSharpeLike": 0.05428449177206228,
      "avgForwardReturns": {
        "1": 0.00024670750163774174,
        "5": -0.0013833789132769807,
        "10": 0.0020115570963740825
      },
      "shadowMaxDrawdown": -0.19429996369500246,
      "shadowTotalReturn": -0.005945163023208355,
      "avgForwardReturn1D": 0.00024670750163774174,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 119,
        "10": 117
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014936226743481823,
        "5": 0.007765901116619251,
        "10": 0.015578070699640354
      }
    },
    {
      "topN": 3,
      "ticker": "BG",
      "hitRates": {
        "1": 0.49324324324324326,
        "5": 0.4791666666666667,
        "10": 0.5070422535211268
      },
      "hitRate1D": 0.49324324324324326,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.20618601725310695,
      "eligibleDays": 375,
      "fitnessScore": 0.053424512564218866,
      "lookbackDays": 14,
      "returnLift1D": -0.0015530141349892987,
      "hitRateLift1D": -0.00009009009009008917,
      "portfolioSize": 3,
      "activationRate": 0.39466666666666667,
      "activationCount": 148,
      "baselineHitRates": {
        "1": 0.49333333333333335,
        "5": 0.5336927223719676,
        "10": 0.5792349726775956
      },
      "sampleConfidence": 0.9954954954954955,
      "shadowSharpeLike": -0.11890290744039121,
      "avgForwardReturns": {
        "1": -0.00005939146064111632,
        "5": -0.0010821402069545035,
        "10": 0.0001948360144490768
      },
      "shadowMaxDrawdown": -0.16974279628254563,
      "shadowTotalReturn": -0.050769988443891356,
      "avgForwardReturn1D": -0.00005939146064111632,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11"
      ],
      "horizonObservationCounts": {
        "1": 148,
        "5": 144,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014936226743481823,
        "5": 0.007765901116619251,
        "10": 0.015578070699640354
      }
    }
  ],
  "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": 0.40777665855800693,
      "fitnessScore": 0.2679038736551474,
      "lookbackDays": 14,
      "returnLift1D": -0.0005953296167516371,
      "activationRate": 0.45066666666666666,
      "activationCount": 169,
      "sampleConfidence": 0.9948717948717949,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.09668673578424314,
      "avgForwardReturn1D": 0.0008982930575965452
    },
    {
      "comboQuality": 0.7482047608944047,
      "fitnessScore": 0.5895933036281497,
      "lookbackDays": 21,
      "returnLift1D": 0.0006797216257361377,
      "activationRate": 0.3451086956521739,
      "activationCount": 127,
      "sampleConfidence": 0.9979002624671917,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.305805490777864,
      "avgForwardReturn1D": 0.002323318785150261
    },
    {
      "comboQuality": 0.38082917812786676,
      "fitnessScore": 0.2430733393572297,
      "lookbackDays": 30,
      "returnLift1D": -0.0009039711588768726,
      "activationRate": 0.43175487465181056,
      "activationCount": 155,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.11889316473301781,
      "avgForwardReturn1D": 0.0009513882684981692
    },
    {
      "comboQuality": 0.35630186033957717,
      "fitnessScore": 0.2198806490756118,
      "lookbackDays": 45,
      "returnLift1D": -0.0008964191031372422,
      "activationRate": 0.3808139534883721,
      "activationCount": 131,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.07415201100196356,
      "avgForwardReturn1D": 0.0007752240810902326
    },
    {
      "comboQuality": 0.8970691900335297,
      "fitnessScore": 0.8263167154697475,
      "lookbackDays": 63,
      "returnLift1D": 0.0003388658659540741,
      "activationRate": 0.6411042944785276,
      "activationCount": 209,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.45407133065422456,
      "avgForwardReturn1D": 0.002023054052730326
    }
  ],
  "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": "48102f44a0c77569f9a64d4df429e7a8326492d37c5e7c5ea657644a8a89a9af",
    "size": 13,
    "members": [
      "BG",
      "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
0.530
Liquidity
0.729
Momentum
0.619
Relative strength
0.596
Trend quality
0.412
Stability
0.692
Aggression
0.394
Downside risk
0.609
Drawdown state
0.917
Quality momentum
0.560
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.995
Benchmark Independence 3m Score
0.841
Beta 1y Profile Score
0.005
Beta 3m Profile Score
0
Beta Change Score
0.312
Correlation Change Score
0.418
Current Drawdown Score
0.893
Days Since 52w High Score
0.135
Distance From 52w High Score
0.893
Distance From Sma 20 Score
0.617
Distance From Sma 200 Score
0.684
Distance From Sma 50 Score
0.545
Downside Volatility 1m Score
0.230
Downside Volatility 1y Score
0.259
Downside Volatility 2y Score
0.306
Downside Volatility 3m Score
0.305
Downside Volatility 5y Score
0.317
Downside Volatility 6m Score
0.293
Drawdown Recovery Score
1
Excess Return 1m Score
0.662
Excess Return 1y Score
1
Excess Return 3m Score
0.396
Excess Return 6m Score
0.536
Expected Shortfall 95 1y Score
0.675
Log Avg Dollar Volume 20d Score
0.729
Log Market Cap Score
0.530
Drawdown Score 1m
0.761
Drawdown Score 1y
0.690
Drawdown Score 2y
0.515
Drawdown Score 3m
0.495
Drawdown Score 5y
0.585
Drawdown Score 6m
0.633
Momentum Acceleration 1m Vs 3m Score
0.868
Momentum Acceleration 3m Vs 6m Score
0.418
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.917
Relative Strength Slope 3m Score
0.349
Relative Volume 20d Score
0.195
Return 1m Score
0.672
Return 1w Score
0.686
Return 1y Score
0.913
Return 2y Score
0.331
Return 3m Score
0.473
Return 5y Score
0.142
Return 6m Score
0.587
Return Skewness 1y Score
0.714
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.759
Sharpe 2y Score
0.479
Sharpe 3m Score
0.370
Sharpe 5y Score
0.513
Sharpe 6m Score
0.568
Sortino 1m Score
1
Sortino 1y Score
0.659
Sortino 2y Score
0.428
Sortino 3m Score
0.355
Sortino 5y Score
0.447
Sortino 6m Score
0.485
Trend R2 1m Score
0.749
Trend R2 1w Score
0.820
Trend R2 1y Score
0.804
Trend R2 2y Score
0.412
Trend R2 3m Score
0.343
Trend R2 5y Score
0.129
Trend R2 6m Score
0.000
Trend Slope 1m Score
0.898
Trend Slope 1w Score
1
Trend Slope 1y Score
0.636
Trend Slope 2y Score
0.553
Trend Slope 3m Score
0.389
Trend Slope 5y Score
0.509
Trend Slope 6m Score
0.500
Volatility 1m Score
0.317
Volatility 1w Score
0.259
Volatility 1y Score
0.346
Volatility 2y Score
0.336
Volatility 3m Score
0.330
Volatility 5y Score
0.325
Volatility 6m Score
0.312
Worst Day 1y Score
0.804
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
154,246,322.484
Best Day 1y
0.130
Beta To Benchmark 1y
0.013
Beta 3m
-0.362
Beta Change
-0.375
Beta To Sector 1y
0.518
Correlation To Benchmark 1y
0.005
Correlation 3m
-0.159
Correlation Change
-0.165
Correlation To Sector 1y
0.231
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.995
Benchmark Independence 3m Score
0.841
Beta 1y Profile Score
0.005
Beta 3m Profile Score
0
Beta Change Score
0.312
Correlation Change Score
0.418
Current Drawdown Score
0.893
Distance From Sma 20 Score
0.617
Distance From Sma 200 Score
0.684
Current Drawdown
-0.069
Days Since 52w High
34
Distance From 52w High
-0.069
Distance From Sma 20
0.070
Distance From Sma 200
0.110
Distance From Sma 50
0.027
Downside Capture 1y
2.708
Downside Volatility 1m
0.222
Downside Volatility 1w
-
Downside Volatility 1y
0.244
Downside Volatility 2y
0.280
Downside Volatility 3m
0.279
Downside Volatility 5y
0.288
Downside Volatility 6m
0.270
Drawdown Recovery
1
Excess Return 1m
0.097
Excess Return 1y
0.475
Excess Return 3m
-0.062
Excess Return 6m
0.021
Expected Shortfall 95 1y
-0.032
Market Cap
23,579,021,515.95
Max Drawdown 1m
-0.060
Max Drawdown 1w
-0.013
Max Drawdown 1y
-0.202
Max Drawdown 2y
-0.388
Max Drawdown 3m
-0.202
Max Drawdown 5y
-0.415
Max Drawdown 6m
-0.202
Momentum Acceleration 1m Vs 3m
0.110
Momentum Acceleration 3m Vs 6m
-0.025
Moving Average Alignment
0
Relative Strength Acceleration
0.007
Relative Strength Slope 3m
-0.002
Relative Volume 20d
0.826
Return 1m
0.103
Return 1w
0.056
Return 1y
0.662
Return 2y
0.158
Return 3m
-0.022
Return 5y
0.848
Return 6m
0.104
Return Skewness 1y
1.283
Sector Excess Return 1y
0.614
Sharpe 1m
4.238
Sharpe 1y
1.793
Sharpe 2y
0.393
Sharpe 3m
-0.150
Sharpe 5y
0.565
Sharpe 6m
0.838
Sortino 1m
5.487
Sortino 1y
2.273
Sortino 2y
0.424
Sortino 3m
-0.160
Sortino 5y
0.576
Sortino 6m
0.883
Trend R2 1m
0.749
Trend R2 1w
0.820
Trend R2 1y
0.804
Trend R2 2y
0.412
Trend R2 3m
0.343
Trend R2 5y
0.129
Trend R2 6m
0.000
Trend 1m
0.006
Trend 1w
0.011
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
-0.002
Trend 5y
0.000
Trend 6m
0.000
Upside Capture 1y
0.517
Value At Risk 95 1y
-0.028
Volatility 1m
0.288
Volatility 1w
0.244
Volatility 1y
0.310
Volatility 2y
0.302
Volatility 3m
0.297
Volatility 5y
0.294
Volatility 6m
0.284
Worst Day 1y
-0.039
Distance From Sma 50 Score
0.545
Downside Volatility 1y Score
0.259
Downside Volatility 3m Score
0.305
Drawdown Recovery Score
1
Excess Return 1m Score
0.662
Excess Return 1y Score
1
Excess Return 3m Score
0.396
Excess Return 6m Score
0.536
Expected Shortfall 95 1y Score
0.675
Log Avg Dollar Volume 20d Score
0.729
Log Market Cap Score
0.530
Drawdown Score 1y
0.690
Drawdown Score 5y
0.585
Momentum Acceleration 1m Vs 3m Score
0.868
Momentum Acceleration 3m Vs 6m Score
0.418
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.917
Relative Volume 20d Score
0.195
Return 1m Score
0.672
Return 1y Score
0.913
Return 3m Score
0.473
Return 6m Score
0.587
Return Skewness 1y Score
0.714
Sortino 1y Score
0.659
Sortino 3m Score
0.355
Trend R2 1y Score
0.804
Trend R2 3m Score
0.343
Trend Slope 1y Score
0.636
Trend Slope 3m Score
0.389
Volatility 1y Score
0.346
Volatility 3m Score
0.330