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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

DVN

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

Research Detail

DVN

DVN

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
-0.371
Correlation To Benchmark 1y
-0.141
Inverse To Benchmark 1y
0.859
Drawdown Score 1m
0.711
Drawdown Score 3m
0.473
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
0.597
Drawdown Score 1y
0.659
Drawdown Score 2y
0.459
Drawdown Score 5y
0.392
Return 1w
0.053
Return 1m
0.044
Return 3m
-0.032
Return 6m
0.215
Return 1y
0.416
Return 2y
-0.010
Return 5y
1.177
Sharpe 1m
1.831
Sharpe 3m
-0.147
Sharpe 6m
1.289
Sharpe 1y
1.206
Sharpe 2y
0.175
Sharpe 5y
0.586
Trend 1w
0.010
Trend 1m
0.003
Trend 3m
-0.003
Trend 6m
0.000
Trend 1y
0.002
Trend 2y
0.000
Trend 5y
-0.000
Volatility 1w
0.129
Volatility 1m
0.305
Volatility 3m
0.385
Volatility 6m
0.349
Volatility 1y
0.335
Volatility 2y
0.377
Volatility 5y
0.407
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
DVN
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:19 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Energy
Sector Benchmark Ticker
XLE
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
0.161
Aptet Fit Raw Score
0.268
Aptet Fit Confidence
0.203
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.291
Force Fit Raw Score
0.312
Force Fit Confidence
0.861
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:19 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "DVN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "DVN",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "DVN",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08476949070735318,
    "eligibleDays": 352,
    "fitnessScore": -0.17343285667314867,
    "lookbackDays": 14,
    "returnLift1D": -0.0007553244475872253,
    "hitRateLift1D": -0.6923076923076923,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.6923076923076923,
      "5": 0.4444444444444444,
      "10": 0.5
    },
    "sampleConfidence": 0.25,
    "shadowSharpeLike": 0,
    "avgForwardReturns": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": 0,
    "shadowTotalReturn": 0,
    "avgForwardReturn1D": 0,
    "riskOffActivations": 0,
    "activationDatesSample": [],
    "horizonObservationCounts": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.0007553244475872253,
      "5": -0.008160554474154251,
      "10": -0.010559407787670533
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08476949070735318,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08476949070735318,
    "bestRawFitnessScore": -0.17343285667314867,
    "upperQuartileComboQuality": 0.08476949070735318
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.16110781740291374,
    "rawScore": 0.2678155925658826,
    "confidence": 0.203125,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 1,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "DVN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08476949070735318,
      "eligibleDays": 352,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 14,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6923076923076923,
        "5": 0.4444444444444444,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007553244475872253,
        "5": -0.008160554474154251,
        "10": -0.010559407787670533
      }
    },
    {
      "topN": 3,
      "ticker": "DVN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08476949070735318,
      "eligibleDays": 352,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 14,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6923076923076923,
        "5": 0.4444444444444444,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007553244475872253,
        "5": -0.008160554474154251,
        "10": -0.010559407787670533
      }
    },
    {
      "topN": 4,
      "ticker": "DVN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08476949070735318,
      "eligibleDays": 352,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 14,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6923076923076923,
        "5": 0.4444444444444444,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007553244475872253,
        "5": -0.008160554474154251,
        "10": -0.010559407787670533
      }
    },
    {
      "topN": 5,
      "ticker": "DVN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08476949070735318,
      "eligibleDays": 352,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 14,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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        "5": 0.4444444444444444,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
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        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
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        "5": -0.008160554474154251,
        "10": -0.010559407787670533
      }
    },
    {
      "topN": 2,
      "ticker": "DVN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08476949070735318,
      "eligibleDays": 339,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 21,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
      "ticker": "DVN",
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      },
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      "fitnessScore": -0.17343285667314867,
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      "returnLift1D": -0.0007553244475872253,
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      "activationRate": 0,
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      "baselineHitRates": {
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      },
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      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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        "5": -0.008160554474154251,
        "10": -0.010559407787670533
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    },
    {
      "topN": 4,
      "ticker": "DVN",
      "hitRates": {
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        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08476949070735318,
      "eligibleDays": 339,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 21,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
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      "baselineHitRates": {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      },
      "shadowMaxDrawdown": 0,
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      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
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    },
    {
      "topN": 5,
      "ticker": "DVN",
      "hitRates": {
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      },
      "hitRate1D": 0,
      "comboQuality": 0.08476949070735318,
      "eligibleDays": 339,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 21,
      "returnLift1D": -0.0007553244475872253,
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      "activationRate": 0,
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      "baselineHitRates": {
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        "5": 0.4444444444444444,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
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      "baselineAvgForwardReturns": {
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        "10": -0.010559407787670533
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    },
    {
      "topN": 2,
      "ticker": "DVN",
      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08476949070735318,
      "eligibleDays": 330,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 30,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
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      "baselineHitRates": {
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      "shadowSharpeLike": 0,
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      },
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      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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    },
    {
      "topN": 3,
      "ticker": "DVN",
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      },
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    },
    {
      "topN": 4,
      "ticker": "DVN",
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      },
      "hitRate1D": 0,
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      "eligibleDays": 330,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 30,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6923076923076923,
        "5": 0.4444444444444444,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007553244475872253,
        "5": -0.008160554474154251,
        "10": -0.010559407787670533
      }
    },
    {
      "topN": 5,
      "ticker": "DVN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08476949070735318,
      "eligibleDays": 330,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 30,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6923076923076923,
        "5": 0.4444444444444444,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007553244475872253,
        "5": -0.008160554474154251,
        "10": -0.010559407787670533
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    },
    {
      "topN": 2,
      "ticker": "DVN",
      "hitRates": {
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        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08476949070735318,
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      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 45,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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        "5": 0.4444444444444444,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007553244475872253,
        "5": -0.008160554474154251,
        "10": -0.010559407787670533
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    },
    {
      "topN": 3,
      "ticker": "DVN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08476949070735318,
      "eligibleDays": 315,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 45,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6923076923076923,
        "5": 0.4444444444444444,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007553244475872253,
        "5": -0.008160554474154251,
        "10": -0.010559407787670533
      }
    },
    {
      "topN": 4,
      "ticker": "DVN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08476949070735318,
      "eligibleDays": 315,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 45,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6923076923076923,
        "5": 0.4444444444444444,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007553244475872253,
        "5": -0.008160554474154251,
        "10": -0.010559407787670533
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    },
    {
      "topN": 5,
      "ticker": "DVN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08476949070735318,
      "eligibleDays": 315,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 45,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6923076923076923,
        "5": 0.4444444444444444,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007553244475872253,
        "5": -0.008160554474154251,
        "10": -0.010559407787670533
      }
    },
    {
      "topN": 2,
      "ticker": "DVN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08476949070735318,
      "eligibleDays": 297,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 63,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6923076923076923,
        "5": 0.4444444444444444,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007553244475872253,
        "5": -0.008160554474154251,
        "10": -0.010559407787670533
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    },
    {
      "topN": 3,
      "ticker": "DVN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08476949070735318,
      "eligibleDays": 297,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 63,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6923076923076923,
        "5": 0.4444444444444444,
        "10": 0.5
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007553244475872253,
        "5": -0.008160554474154251,
        "10": -0.010559407787670533
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    },
    {
      "topN": 4,
      "ticker": "DVN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "eligibleDays": 297,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 63,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6923076923076923,
        "5": 0.4444444444444444,
        "10": 0.5
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
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      "baselineAvgForwardReturns": {
        "1": 0.0007553244475872253,
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        "10": -0.010559407787670533
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    },
    {
      "topN": 5,
      "ticker": "DVN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "eligibleDays": 297,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 63,
      "returnLift1D": -0.0007553244475872253,
      "hitRateLift1D": -0.6923076923076923,
      "activationRate": 0,
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      "baselineHitRates": {
        "1": 0.6923076923076923,
        "5": 0.4444444444444444,
        "10": 0.5
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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        "1": 0,
        "5": 0,
        "10": 0
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      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
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        "1": 0,
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      "baselineAvgForwardReturns": {
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        "10": -0.010559407787670533
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.08476949070735318,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 14,
      "returnLift1D": -0.0007553244475872253,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08476949070735318,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 21,
      "returnLift1D": -0.0007553244475872253,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08476949070735318,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 30,
      "returnLift1D": -0.0007553244475872253,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08476949070735318,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 45,
      "returnLift1D": -0.0007553244475872253,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08476949070735318,
      "fitnessScore": -0.17343285667314867,
      "lookbackDays": 63,
      "returnLift1D": -0.0007553244475872253,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "ff545908b01036febaf48708f95570ca09d4f553ad5115d8227badd7711b9a49",
    "size": 13,
    "members": [
      "DVN",
      "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",
      "DVN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "DVN",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "DVN",
    "hitRates": {
      "1": 0.5647058823529412,
      "5": 0.5764705882352941,
      "10": 0.5294117647058824
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    "hitRate1D": 0.5647058823529412,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.6053088711710957,
    "eligibleDays": 326,
    "fitnessScore": 0.44407977742472615,
    "lookbackDays": 63,
    "returnLift1D": 0.0010431056366964312,
    "hitRateLift1D": 0.04936845904005771,
    "portfolioSize": 2,
    "activationRate": 0.2607361963190184,
    "activationCount": 85,
    "baselineHitRates": {
      "1": 0.5153374233128835,
      "5": 0.5900621118012422,
      "10": 0.5520504731861199
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.8797539933799373,
    "avgForwardReturns": {
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      "5": 0.009474082390072223,
      "10": 0.020088388906811444
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    "shadowMaxDrawdown": -0.15056653157424194,
    "shadowTotalReturn": 0.19316530659857012,
    "avgForwardReturn1D": 0.0024085203332765764,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-14",
      "2025-08-26",
      "2025-08-27",
      "2025-08-28",
      "2025-08-29",
      "2025-09-02",
      "2025-09-03",
      "2025-09-04",
      "2025-09-05",
      "2025-09-26"
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    "horizonObservationCounts": {
      "1": 85,
      "5": 85,
      "10": 85
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    "baselineAvgForwardReturns": {
      "1": 0.0013654146965801453,
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      "10": 0.01584962131122073
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6053088711710957,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.27040836435505416,
    "bestRawFitnessScore": 0.44407977742472615,
    "upperQuartileComboQuality": 0.3657047643906237
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2907550656511018,
    "rawScore": 0.3124653882941392,
    "confidence": 0.8610385440668366,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 2
    },
    "profileBreadth": 0.050042147667362,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.11039760389398627,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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      "comboQuality": 0.6053088711710957,
      "eligibleDays": 326,
      "fitnessScore": 0.44407977742472615,
      "lookbackDays": 63,
      "returnLift1D": 0.0010431056366964312,
      "hitRateLift1D": 0.04936845904005771,
      "portfolioSize": 2,
      "activationRate": 0.2607361963190184,
      "activationCount": 85,
      "baselineHitRates": {
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.15056653157424194,
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      "riskOffActivations": 0,
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        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03",
        "2025-09-04",
        "2025-09-05",
        "2025-09-26"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "hitRate1D": 0.5428571428571428,
      "rankWeights": [
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      "comboQuality": 0.4893595748993289,
      "eligibleDays": 359,
      "fitnessScore": 0.34063501201895585,
      "lookbackDays": 30,
      "returnLift1D": 0.00024379437902252938,
      "hitRateLift1D": 0.016394747313967284,
      "portfolioSize": 2,
      "activationRate": 0.2924791086350975,
      "activationCount": 105,
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        "1": 0.5264623955431755,
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
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        "5": -0.004134590030662638,
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      "shadowMaxDrawdown": -0.131412063264838,
      "shadowTotalReturn": 0.1293157950382433,
      "avgForwardReturn1D": 0.001429031520972354,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 105,
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      "horizonObservationCounts": {
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    },
    {
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        "1": 0.525,
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      "hitRate1D": 0.525,
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      "comboQuality": 0.08883160592330809,
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      "activationDatesSample": [
        "2025-02-21",
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        "2025-02-25",
        "2025-02-28",
        "2025-03-03",
        "2025-03-05",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17"
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      "horizonObservationCounts": {
        "1": 120,
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      "baselineAvgForwardReturns": {
        "1": 0.0012323998260101643,
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    },
    {
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      "hitRates": {
        "1": 0.4966442953020134,
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      "hitRate1D": 0.4966442953020134,
      "rankWeights": [
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      "comboQuality": 0.05891308195973682,
      "eligibleDays": 344,
      "fitnessScore": -0.25961391314580473,
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      "returnLift1D": -0.0027032568491354297,
      "hitRateLift1D": -0.03242547213984709,
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      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.5290697674418605,
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        "10": 0.5462686567164179
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6931808747316888,
      "avgForwardReturns": {
        "1": -0.0014486334044630463,
        "5": -0.008893497351169578,
        "10": -0.008001863261790053
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      "shadowMaxDrawdown": -0.37086547569401684,
      "shadowTotalReturn": -0.24152308531007094,
      "avgForwardReturn1D": -0.0014486334044630463,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-13",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-06-12",
        "2025-06-16"
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      "horizonObservationCounts": {
        "1": 149,
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        "10": 149
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      "baselineAvgForwardReturns": {
        "1": 0.0012546234446723832,
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    },
    {
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      "hitRate1D": 0.4966442953020134,
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      "comboQuality": 0.05891308195973682,
      "eligibleDays": 344,
      "fitnessScore": -0.25961391314580473,
      "lookbackDays": 45,
      "returnLift1D": -0.0027032568491354297,
      "hitRateLift1D": -0.03242547213984709,
      "portfolioSize": 5,
      "activationRate": 0.4331395348837209,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.5290697674418605,
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        "10": 0.5462686567164179
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6931808747316888,
      "avgForwardReturns": {
        "1": -0.0014486334044630463,
        "5": -0.008893497351169578,
        "10": -0.008001863261790053
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      "shadowMaxDrawdown": -0.37086547569401684,
      "shadowTotalReturn": -0.24152308531007094,
      "avgForwardReturn1D": -0.0014486334044630463,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-13",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-06-12",
        "2025-06-16"
      ],
      "horizonObservationCounts": {
        "1": 149,
        "5": 149,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012546234446723832,
        "5": 0.005849184224690228,
        "10": 0.010449079986633735
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    },
    {
      "topN": 2,
      "ticker": "DVN",
      "hitRates": {
        "1": 0.4777777777777778,
        "5": 0.43333333333333335,
        "10": 0.4444444444444444
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      "hitRate1D": 0.4777777777777778,
      "rankWeights": [
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      "comboQuality": 0.02976463029550685,
      "eligibleDays": 344,
      "fitnessScore": -0.4165279392086276,
      "lookbackDays": 45,
      "returnLift1D": -0.004121544410836822,
      "hitRateLift1D": -0.051291989664082716,
      "portfolioSize": 2,
      "activationRate": 0.2616279069767442,
      "activationCount": 90,
      "baselineHitRates": {
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        "5": 0.5970588235294118,
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      "sampleConfidence": 1,
      "shadowSharpeLike": -1.0151323732878286,
      "avgForwardReturns": {
        "1": -0.0028669209661644386,
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      "shadowMaxDrawdown": -0.31976568781460624,
      "shadowTotalReturn": -0.26032927369684333,
      "avgForwardReturn1D": -0.0028669209661644386,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-27",
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        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18"
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      "horizonObservationCounts": {
        "1": 90,
        "5": 90,
        "10": 90
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      "baselineAvgForwardReturns": {
        "1": 0.0012546234446723832,
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    },
    {
      "topN": 3,
      "ticker": "DVN",
      "hitRates": {
        "1": 0.4732824427480916,
        "5": 0.4580152671755725,
        "10": 0.4122137404580153
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      "hitRate1D": 0.4732824427480916,
      "rankWeights": [
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      "comboQuality": 0.019197378487142376,
      "eligibleDays": 344,
      "fitnessScore": -0.5153914511936979,
      "lookbackDays": 45,
      "returnLift1D": -0.004267092486718198,
      "hitRateLift1D": -0.0557873246937689,
      "portfolioSize": 3,
      "activationRate": 0.3808139534883721,
      "activationCount": 131,
      "baselineHitRates": {
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      "sampleConfidence": 1,
      "shadowSharpeLike": -1.3205651218266892,
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      "shadowMaxDrawdown": -0.38488868991076797,
      "shadowTotalReturn": -0.3643545336796351,
      "avgForwardReturn1D": -0.003012469042045815,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-13",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-06-12",
        "2025-06-16",
        "2025-06-17"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 131,
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      "baselineAvgForwardReturns": {
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
  },
  "lookbackSummary": [
    {
      "comboQuality": 0.4163635996110025,
      "fitnessScore": 0.27570176042001826,
      "lookbackDays": 14,
      "returnLift1D": -0.00011785451048314038,
      "activationRate": 0.30933333333333335,
      "activationCount": 116,
      "sampleConfidence": 0.9965517241379311,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.05492978331929721,
      "avgForwardReturn1D": 0.0008883655537594858
    },
    {
      "comboQuality": 0.14277366578515643,
      "fitnessScore": -0.044337100234011585,
      "lookbackDays": 21,
      "returnLift1D": -0.001847361070897203,
      "activationRate": 0.4048913043478261,
      "activationCount": 149,
      "sampleConfidence": 0.9991051454138703,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.1456531620286141,
      "avgForwardReturn1D": -0.0006149612448870387
    },
    {
      "comboQuality": 0.4893595748993289,
      "fitnessScore": 0.34063501201895585,
      "lookbackDays": 30,
      "returnLift1D": 0.00024379437902252938,
      "activationRate": 0.2924791086350975,
      "activationCount": 105,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.1293157950382433,
      "avgForwardReturn1D": 0.001429031520972354
    },
    {
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      "fitnessScore": -0.25961391314580473,
      "lookbackDays": 45,
      "returnLift1D": -0.0027032568491354297,
      "activationRate": 0.4331395348837209,
      "activationCount": 149,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.24152308531007094,
      "avgForwardReturn1D": -0.0014486334044630463
    },
    {
      "comboQuality": 0.6053088711710957,
      "fitnessScore": 0.44407977742472615,
      "lookbackDays": 63,
      "returnLift1D": 0.0010431056366964312,
      "activationRate": 0.2607361963190184,
      "activationCount": 85,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.19316530659857012,
      "avgForwardReturn1D": 0.0024085203332765764
    }
  ],
  "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": "ff545908b01036febaf48708f95570ca09d4f553ad5115d8227badd7711b9a49",
    "size": 13,
    "members": [
      "DVN",
      "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
0.607
Liquidity
0.903
Momentum
0.556
Relative strength
0.585
Trend quality
0.464
Stability
0.595
Aggression
0.405
Downside risk
0.538
Drawdown state
0.741
Quality momentum
0.536
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.859
Benchmark Independence 3m Score
0.615
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.119
Correlation Change Score
0.378
Current Drawdown Score
0.514
Days Since 52w High Score
0.317
Distance From 52w High Score
0.809
Distance From Sma 20 Score
0.601
Distance From Sma 200 Score
0.669
Distance From Sma 50 Score
0.539
Downside Volatility 1m Score
0.242
Downside Volatility 1y Score
0.380
Downside Volatility 2y Score
0.447
Downside Volatility 3m Score
0.467
Downside Volatility 5y Score
0.479
Downside Volatility 6m Score
0.410
Drawdown Recovery Score
1
Excess Return 1m Score
0.563
Excess Return 1y Score
0.882
Excess Return 3m Score
0.379
Excess Return 6m Score
0.720
Expected Shortfall 95 1y Score
0.558
Log Avg Dollar Volume 20d Score
0.903
Log Market Cap Score
0.607
Drawdown Score 1m
0.711
Drawdown Score 1y
0.659
Drawdown Score 2y
0.459
Drawdown Score 3m
0.473
Drawdown Score 5y
0.392
Drawdown Score 6m
0.597
Momentum Acceleration 1m Vs 3m Score
0.682
Momentum Acceleration 3m Vs 6m Score
0.345
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.694
Relative Strength Slope 3m Score
0.303
Relative Volume 20d Score
0.196
Return 1m Score
0.573
Return 1w Score
0.675
Return 1y Score
0.760
Return 2y Score
0.283
Return 3m Score
0.460
Return 5y Score
0.167
Return 6m Score
0.679
Return Skewness 1y Score
0.464
Sector Excess Return 1y Score
0.472
Sharpe 1m Score
0.766
Sharpe 1y Score
0.641
Sharpe 2y Score
0.435
Sharpe 3m Score
0.371
Sharpe 5y Score
0.517
Sharpe 6m Score
0.658
Sortino 1m Score
0.677
Sortino 1y Score
0.526
Sortino 2y Score
0.396
Sortino 3m Score
0.357
Sortino 5y Score
0.448
Sortino 6m Score
0.532
Trend R2 1m Score
0.389
Trend R2 1w Score
0.937
Trend R2 1y Score
0.735
Trend R2 2y Score
0.153
Trend R2 3m Score
0.603
Trend R2 5y Score
0.014
Trend R2 6m Score
0.017
Trend Slope 1m Score
0.690
Trend Slope 1w Score
1
Trend Slope 1y Score
0.610
Trend Slope 2y Score
0.525
Trend Slope 3m Score
0.343
Trend Slope 5y Score
0.495
Trend Slope 6m Score
0.516
Volatility 1m Score
0.340
Volatility 1w Score
0.105
Volatility 1y Score
0.380
Volatility 2y Score
0.436
Volatility 3m Score
0.447
Volatility 5y Score
0.476
Volatility 6m Score
0.398
Worst Day 1y Score
0.570
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
509,971,168.035
Best Day 1y
0.057
Beta To Benchmark 1y
-0.371
Beta 3m
-1.133
Beta Change
-0.762
Beta To Sector 1y
1.333
Correlation To Benchmark 1y
-0.141
Correlation 3m
-0.385
Correlation Change
-0.244
Correlation To Sector 1y
0.833
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.859
Benchmark Independence 3m Score
0.615
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.119
Correlation Change Score
0.378
Current Drawdown Score
0.514
Distance From Sma 20 Score
0.601
Distance From Sma 200 Score
0.669
Current Drawdown
-0.316
Days Since 52w High
80
Distance From 52w High
-0.124
Distance From Sma 20
0.060
Distance From Sma 200
0.102
Distance From Sma 50
0.024
Downside Capture 1y
3.444
Downside Volatility 1m
0.232
Downside Volatility 1w
-
Downside Volatility 1y
0.335
Downside Volatility 2y
0.385
Downside Volatility 3m
0.400
Downside Volatility 5y
0.409
Downside Volatility 6m
0.357
Drawdown Recovery
1
Excess Return 1m
0.038
Excess Return 1y
0.229
Excess Return 3m
-0.073
Excess Return 6m
0.132
Expected Shortfall 95 1y
-0.044
Market Cap
51,949,275,939.28
Max Drawdown 1m
-0.072
Max Drawdown 1w
-0.001
Max Drawdown 1y
-0.222
Max Drawdown 2y
-0.433
Max Drawdown 3m
-0.211
Max Drawdown 5y
-0.608
Max Drawdown 6m
-0.222
Momentum Acceleration 1m Vs 3m
0.054
Momentum Acceleration 3m Vs 6m
-0.046
Moving Average Alignment
0
Relative Strength Acceleration
0.003
Relative Strength Slope 3m
-0.003
Relative Volume 20d
0.830
Return 1m
0.044
Return 1w
0.053
Return 1y
0.416
Return 2y
-0.010
Return 3m
-0.032
Return 5y
1.177
Return 6m
0.215
Return Skewness 1y
-0.215
Sector Excess Return 1y
-0.017
Sharpe 1m
1.831
Sharpe 1y
1.206
Sharpe 2y
0.175
Sharpe 3m
-0.147
Sharpe 5y
0.586
Sharpe 6m
1.289
Sortino 1m
2.412
Sortino 1y
1.208
Sortino 2y
0.172
Sortino 3m
-0.141
Sortino 5y
0.584
Sortino 6m
1.258
Trend R2 1m
0.389
Trend R2 1w
0.937
Trend R2 1y
0.735
Trend R2 2y
0.153
Trend R2 3m
0.603
Trend R2 5y
0.014
Trend R2 6m
0.017
Trend 1m
0.003
Trend 1w
0.010
Trend 1y
0.002
Trend 2y
0.000
Trend 3m
-0.003
Trend 5y
-0.000
Trend 6m
0.000
Upside Capture 1y
0.347
Value At Risk 95 1y
-0.034
Volatility 1m
0.305
Volatility 1w
0.129
Volatility 1y
0.335
Volatility 2y
0.377
Volatility 3m
0.385
Volatility 5y
0.407
Volatility 6m
0.349
Worst Day 1y
-0.086
Distance From Sma 50 Score
0.539
Downside Volatility 1y Score
0.380
Downside Volatility 3m Score
0.467
Drawdown Recovery Score
1
Excess Return 1m Score
0.563
Excess Return 1y Score
0.882
Excess Return 3m Score
0.379
Excess Return 6m Score
0.720
Expected Shortfall 95 1y Score
0.558
Log Avg Dollar Volume 20d Score
0.903
Log Market Cap Score
0.607
Drawdown Score 1y
0.659
Drawdown Score 5y
0.392
Momentum Acceleration 1m Vs 3m Score
0.682
Momentum Acceleration 3m Vs 6m Score
0.345
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.694
Relative Volume 20d Score
0.196
Return 1m Score
0.573
Return 1y Score
0.760
Return 3m Score
0.460
Return 6m Score
0.679
Return Skewness 1y Score
0.464
Sortino 1y Score
0.526
Sortino 3m Score
0.357
Trend R2 1y Score
0.735
Trend R2 3m Score
0.603
Trend Slope 1y Score
0.610
Trend Slope 3m Score
0.343
Volatility 1y Score
0.380
Volatility 3m Score
0.447