Monstra loading art

Strategy Platform

Loading Monstra

Preparing the next route...

MonstraTM

Vectors

MonstraTM

Monstra is a simulation and educational platform. Bot signals are algorithmic outputs, not personalized advice. Users make their own decisions, and past simulated performance does not guarantee future results.

Product

  • Brokerage
  • Bots
  • Create a Bot
  • Leaderboard

Explore

  • About
  • Blog
  • Creators
  • Support

Legal

  • Terms of Service
  • Privacy Policy
  • Risk Disclosure
  • Brokerage Disclosure

© 2026 Monstra. All rights reserved.

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

EXC

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

Research Detail

EXC

EXC

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
-0.231
Correlation To Benchmark 1y
-0.153
Inverse To Benchmark 1y
0.847
Drawdown Score 1m
0.821
Drawdown Score 3m
0.805
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
0.750
Drawdown Score 1y
0.789
Drawdown Score 2y
0.828
Drawdown Score 5y
0.709
Return 1w
0.010
Return 1m
0.014
Return 3m
0.041
Return 6m
0.070
Return 1y
0.102
Return 2y
0.405
Return 5y
0.729
Sharpe 1m
0.827
Sharpe 3m
0.841
Sharpe 6m
0.719
Sharpe 1y
0.603
Sharpe 2y
0.985
Sharpe 5y
0.631
Trend 1w
0.002
Trend 1m
-0.001
Trend 3m
0.001
Trend 6m
0.000
Trend 1y
0.000
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.197
Volatility 1m
0.236
Volatility 3m
0.217
Volatility 6m
0.220
Volatility 1y
0.191
Volatility 2y
0.191
Volatility 5y
0.208
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
EXC
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:22 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Utilities
Sector Benchmark Ticker
XLU
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
0.125
Aptet Fit Raw Score
0.192
Aptet Fit Confidence
0.302
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.290
Force Fit Raw Score
0.308
Force Fit Confidence
0.884
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:22 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "EXC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "EXC",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "EXC",
    "hitRates": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 1,
    "comboQuality": 0.5038458661510269,
    "eligibleDays": 330,
    "fitnessScore": 0.3533844289579934,
    "lookbackDays": 30,
    "returnLift1D": 0.0014165472277865828,
    "hitRateLift1D": 0.40909090909090906,
    "activationRate": 0.006060606060606061,
    "activationCount": 2,
    "baselineHitRates": {
      "1": 0.5909090909090909,
      "5": 0.7222222222222222,
      "10": 0.7692307692307693
    },
    "sampleConfidence": 0.4572586046425942,
    "shadowSharpeLike": 0.5095563082277292,
    "avgForwardReturns": {
      "1": 0.0042417815482502785,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": -0.0014992501249998513,
    "shadowTotalReturn": 0.002236921556796556,
    "avgForwardReturn1D": 0.0042417815482502785,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-07-06",
      "2026-07-08"
    ],
    "horizonObservationCounts": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.0028252343204636958,
      "5": 0.010457039871753579,
      "10": 0.016104628346791296
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5038458661510269,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08327602980465755,
    "bestRawFitnessScore": 0.3533844289579934,
    "upperQuartileComboQuality": 0.12249457300518295
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.12496531987792575,
    "rawScore": 0.1919406417264229,
    "confidence": 0.30212464388903637,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        4
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.26214853315305053,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "EXC",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.5038458661510269,
      "eligibleDays": 330,
      "fitnessScore": 0.3533844289579934,
      "lookbackDays": 30,
      "returnLift1D": 0.0014165472277865828,
      "hitRateLift1D": 0.40909090909090906,
      "activationRate": 0.006060606060606061,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "sampleConfidence": 0.4572586046425942,
      "shadowSharpeLike": 0.5095563082277292,
      "avgForwardReturns": {
        "1": 0.0042417815482502785,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0014992501249998513,
      "shadowTotalReturn": 0.002236921556796556,
      "avgForwardReturn1D": 0.0042417815482502785,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-06",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 4,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.389178802086546,
      "eligibleDays": 339,
      "fitnessScore": 0.25083161322659553,
      "lookbackDays": 21,
      "returnLift1D": 0.0060392609074233555,
      "hitRateLift1D": 0.07575757575757569,
      "activationRate": 0.011799410029498525,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "sampleConfidence": 0.5793008108583102,
      "shadowSharpeLike": 0.7577834201464649,
      "avgForwardReturns": {
        "1": 0.008864495227887051,
        "5": 0.004391132055263869,
        "10": -0.008889364892363694
      },
      "shadowMaxDrawdown": -0.010526953598586242,
      "shadowTotalReturn": 0.023508758640809146,
      "avgForwardReturn1D": 0.008864495227887051,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-17",
        "2026-07-02",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 1,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 5,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.389178802086546,
      "eligibleDays": 339,
      "fitnessScore": 0.25083161322659553,
      "lookbackDays": 21,
      "returnLift1D": 0.0060392609074233555,
      "hitRateLift1D": 0.07575757575757569,
      "activationRate": 0.011799410029498525,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "sampleConfidence": 0.5793008108583102,
      "shadowSharpeLike": 0.7577834201464649,
      "avgForwardReturns": {
        "1": 0.008864495227887051,
        "5": 0.004391132055263869,
        "10": -0.008889364892363694
      },
      "shadowMaxDrawdown": -0.010526953598586242,
      "shadowTotalReturn": 0.023508758640809146,
      "avgForwardReturn1D": 0.008864495227887051,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-17",
        "2026-07-02",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 1,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 5,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.3175954360303187,
      "eligibleDays": 330,
      "fitnessScore": 0.1817342484599601,
      "lookbackDays": 30,
      "returnLift1D": 0.0017884078888229585,
      "hitRateLift1D": 0.07575757575757569,
      "activationRate": 0.012121212121212121,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "sampleConfidence": 0.5459674775249769,
      "shadowSharpeLike": 0.5365130814114176,
      "avgForwardReturns": {
        "1": 0.004613642209286654,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.008503503753753638,
      "shadowTotalReturn": 0.011724995141530803,
      "avgForwardReturn1D": 0.004613642209286654,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-01",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 3,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.5,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.19316389667211045,
      "eligibleDays": 339,
      "fitnessScore": 0.03549206564727069,
      "lookbackDays": 21,
      "returnLift1D": 0.0009621071814058498,
      "hitRateLift1D": -0.09090909090909094,
      "activationRate": 0.008849557522123894,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "sampleConfidence": 0.5519029729302969,
      "shadowSharpeLike": 0.2472330719531314,
      "avgForwardReturns": {
        "1": 0.0037873415018695455,
        "5": 0.004391132055263869,
        "10": -0.008889364892363694
      },
      "shadowMaxDrawdown": -0.010526953598586242,
      "shadowTotalReturn": 0.005401929086554791,
      "avgForwardReturn1D": 0.0037873415018695455,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-17",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 1,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 5,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.375,
        "5": 0.6666666666666666,
        "10": 1
      },
      "hitRate1D": 0.375,
      "comboQuality": 0.09893813178287378,
      "eligibleDays": 352,
      "fitnessScore": -0.13599742358667782,
      "lookbackDays": 14,
      "returnLift1D": -0.002390172708394522,
      "hitRateLift1D": -0.21590909090909094,
      "activationRate": 0.02556818181818182,
      "activationCount": 9,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "sampleConfidence": 0.7374697348059838,
      "shadowSharpeLike": -0.01578841380729532,
      "avgForwardReturns": {
        "1": 0.0004350616120691736,
        "5": 0.006212479902914976,
        "10": 0.014232673502470261
      },
      "shadowMaxDrawdown": -0.020879756138259875,
      "shadowTotalReturn": -0.0009037573865823267,
      "avgForwardReturn1D": 0.0004350616120691736,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-08",
        "2026-06-18",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 8,
        "5": 6,
        "10": 2
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 2,
      "ticker": "EXC",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08327602980465755,
      "eligibleDays": 339,
      "fitnessScore": -0.17770204578595641,
      "lookbackDays": 21,
      "returnLift1D": -0.0028252343204636958,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "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": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 2,
      "ticker": "EXC",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08327602980465755,
      "eligibleDays": 330,
      "fitnessScore": -0.17770204578595641,
      "lookbackDays": 30,
      "returnLift1D": -0.0028252343204636958,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "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": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 3,
      "ticker": "EXC",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08327602980465755,
      "eligibleDays": 330,
      "fitnessScore": -0.17770204578595641,
      "lookbackDays": 30,
      "returnLift1D": -0.0028252343204636958,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "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": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 2,
      "ticker": "EXC",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08327602980465755,
      "eligibleDays": 315,
      "fitnessScore": -0.17770204578595641,
      "lookbackDays": 45,
      "returnLift1D": -0.0028252343204636958,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "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": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 3,
      "ticker": "EXC",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08327602980465755,
      "eligibleDays": 315,
      "fitnessScore": -0.17770204578595641,
      "lookbackDays": 45,
      "returnLift1D": -0.0028252343204636958,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "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": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 4,
      "ticker": "EXC",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08327602980465755,
      "eligibleDays": 315,
      "fitnessScore": -0.17770204578595641,
      "lookbackDays": 45,
      "returnLift1D": -0.0028252343204636958,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "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": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 5,
      "ticker": "EXC",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08327602980465755,
      "eligibleDays": 315,
      "fitnessScore": -0.17770204578595641,
      "lookbackDays": 45,
      "returnLift1D": -0.0028252343204636958,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "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": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 2,
      "ticker": "EXC",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08327602980465755,
      "eligibleDays": 297,
      "fitnessScore": -0.17770204578595641,
      "lookbackDays": 63,
      "returnLift1D": -0.0028252343204636958,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "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": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 3,
      "ticker": "EXC",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08327602980465755,
      "eligibleDays": 297,
      "fitnessScore": -0.17770204578595641,
      "lookbackDays": 63,
      "returnLift1D": -0.0028252343204636958,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "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": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 4,
      "ticker": "EXC",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08327602980465755,
      "eligibleDays": 297,
      "fitnessScore": -0.17770204578595641,
      "lookbackDays": 63,
      "returnLift1D": -0.0028252343204636958,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "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": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 5,
      "ticker": "EXC",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08327602980465755,
      "eligibleDays": 297,
      "fitnessScore": -0.17770204578595641,
      "lookbackDays": 63,
      "returnLift1D": -0.0028252343204636958,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "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": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 2,
      "ticker": "EXC",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.029964671238513357,
      "eligibleDays": 352,
      "fitnessScore": -0.41500895457891146,
      "lookbackDays": 14,
      "returnLift1D": -0.005810945559533906,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0.002840909090909091,
      "activationCount": 1,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "sampleConfidence": 0.5063170720958218,
      "shadowSharpeLike": -0.958064392685837,
      "avgForwardReturns": {
        "1": -0.00298571123907021,
        "5": -0.013222435487310724,
        "10": 0
      },
      "shadowMaxDrawdown": -0.003983968383450609,
      "shadowTotalReturn": -0.003983968383450609,
      "avgForwardReturn1D": -0.00298571123907021,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-25"
      ],
      "horizonObservationCounts": {
        "1": 1,
        "5": 1,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 3,
      "ticker": "EXC",
      "hitRates": {
        "1": 0,
        "5": 0.5,
        "10": 1
      },
      "hitRate1D": 0,
      "comboQuality": 0.021276550831662022,
      "eligibleDays": 352,
      "fitnessScore": -0.4923015817243711,
      "lookbackDays": 14,
      "returnLift1D": -0.006075173181817414,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "sampleConfidence": 0.574125195152519,
      "shadowSharpeLike": -1.4903054956176114,
      "avgForwardReturns": {
        "1": -0.0032499388613537183,
        "5": -0.0014497857208133347,
        "10": 0.008785416209092789
      },
      "shadowMaxDrawdown": -0.009469425451508084,
      "shadowTotalReturn": -0.009469425451508084,
      "avgForwardReturn1D": -0.0032499388613537183,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-08",
        "2026-06-25",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    },
    {
      "topN": 4,
      "ticker": "EXC",
      "hitRates": {
        "1": 0,
        "5": 0.3333333333333333,
        "10": 1
      },
      "hitRate1D": 0,
      "comboQuality": 0.016757205403687442,
      "eligibleDays": 352,
      "fitnessScore": -0.5458461036816162,
      "lookbackDays": 14,
      "returnLift1D": -0.006960502567904844,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0.011363636363636364,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.7692307692307693
      },
      "sampleConfidence": 0.6126341441916435,
      "shadowSharpeLike": -1.659310687305222,
      "avgForwardReturns": {
        "1": -0.004135268247441148,
        "5": -0.0013883757438480915,
        "10": 0.008785416209092789
      },
      "shadowMaxDrawdown": -0.016306784676752506,
      "shadowTotalReturn": -0.016306784676752506,
      "avgForwardReturn1D": -0.004135268247441148,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-08",
        "2026-06-25",
        "2026-06-29",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 3,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028252343204636958,
        "5": 0.010457039871753579,
        "10": 0.016104628346791296
      }
    }
  ],
  "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": 0.09893813178287378,
      "fitnessScore": -0.13599742358667782,
      "lookbackDays": 14,
      "returnLift1D": -0.002390172708394522,
      "activationRate": 0.02556818181818182,
      "activationCount": 9,
      "sampleConfidence": 0.7374697348059838,
      "shadowTotalReturn": -0.0009037573865823267,
      "avgForwardReturn1D": 0.0004350616120691736
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.389178802086546,
      "fitnessScore": 0.25083161322659553,
      "lookbackDays": 21,
      "returnLift1D": 0.0060392609074233555,
      "activationRate": 0.011799410029498525,
      "activationCount": 4,
      "sampleConfidence": 0.5793008108583102,
      "shadowTotalReturn": 0.023508758640809146,
      "avgForwardReturn1D": 0.008864495227887051
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.5038458661510269,
      "fitnessScore": 0.3533844289579934,
      "lookbackDays": 30,
      "returnLift1D": 0.0014165472277865828,
      "activationRate": 0.006060606060606061,
      "activationCount": 2,
      "sampleConfidence": 0.4572586046425942,
      "shadowTotalReturn": 0.002236921556796556,
      "avgForwardReturn1D": 0.0042417815482502785
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08327602980465755,
      "fitnessScore": -0.17770204578595641,
      "lookbackDays": 45,
      "returnLift1D": -0.0028252343204636958,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08327602980465755,
      "fitnessScore": -0.17770204578595641,
      "lookbackDays": 63,
      "returnLift1D": -0.0028252343204636958,
      "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": "e49eb05ff8019ec975a4c73c84995aaf92a77973ab198104cf1eabd2930298bf",
    "size": 13,
    "members": [
      "EXC",
      "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",
      "EXC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "EXC",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "EXC",
    "hitRates": {
      "1": 0.5166666666666667,
      "5": 0.575,
      "10": 0.55
    },
    "hitRate1D": 0.5166666666666667,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004
    ],
    "comboQuality": 0.49477276368206086,
    "eligibleDays": 368,
    "fitnessScore": 0.34539986444319304,
    "lookbackDays": 21,
    "returnLift1D": 0.0005059522071898771,
    "hitRateLift1D": -0.005072463768115876,
    "portfolioSize": 2,
    "activationRate": 0.32608695652173914,
    "activationCount": 120,
    "baselineHitRates": {
      "1": 0.5217391304347826,
      "5": 0.5302197802197802,
      "10": 0.5515320334261838
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.7758418312201197,
    "avgForwardReturns": {
      "1": 0.0011415701639286744,
      "5": 0.004236235988679159,
      "10": 0.0036581878449828244
    },
    "shadowMaxDrawdown": -0.07655601893265551,
    "shadowTotalReturn": 0.12117497817434475,
    "avgForwardReturn1D": 0.0011415701639286744,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-02-07",
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-02-14",
      "2025-02-18"
    ],
    "horizonObservationCounts": {
      "1": 120,
      "5": 120,
      "10": 120
    },
    "baselineAvgForwardReturns": {
      "1": 0.0006356179567387973,
      "5": 0.0027977375985899266,
      "10": 0.005094472579445507
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.49477276368206086,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.1780227968604293,
    "bestRawFitnessScore": 0.34539986444319304,
    "upperQuartileComboQuality": 0.2718943979118533
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2900937155648764,
    "rawScore": 0.30796100756034395,
    "confidence": 0.8839639333757762,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.4728118739294987,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.5166666666666667,
        "5": 0.575,
        "10": 0.55
      },
      "hitRate1D": 0.5166666666666667,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.49477276368206086,
      "eligibleDays": 368,
      "fitnessScore": 0.34539986444319304,
      "lookbackDays": 21,
      "returnLift1D": 0.0005059522071898771,
      "hitRateLift1D": -0.005072463768115876,
      "portfolioSize": 2,
      "activationRate": 0.32608695652173914,
      "activationCount": 120,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5302197802197802,
        "10": 0.5515320334261838
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.7758418312201197,
      "avgForwardReturns": {
        "1": 0.0011415701639286744,
        "5": 0.004236235988679159,
        "10": 0.0036581878449828244
      },
      "shadowMaxDrawdown": -0.07655601893265551,
      "shadowTotalReturn": 0.12117497817434475,
      "avgForwardReturn1D": 0.0011415701639286744,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 120,
        "5": 120,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006356179567387973,
        "5": 0.0027977375985899266,
        "10": 0.005094472579445507
      }
    },
    {
      "topN": 4,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.5135135135135135,
        "5": 0.5743243243243243,
        "10": 0.5510204081632653
      },
      "hitRate1D": 0.5135135135135135,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.45946529329324437,
      "eligibleDays": 368,
      "fitnessScore": 0.31425100325280186,
      "lookbackDays": 21,
      "returnLift1D": 0.00007115703566316445,
      "hitRateLift1D": -0.008225616921269108,
      "portfolioSize": 4,
      "activationRate": 0.40217391304347827,
      "activationCount": 148,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5302197802197802,
        "10": 0.5515320334261838
      },
      "sampleConfidence": 0.9995495495495496,
      "shadowSharpeLike": 0.4988231736157642,
      "avgForwardReturns": {
        "1": 0.0007067749924019618,
        "5": 0.003516759882074498,
        "10": 0.003103028293693235
      },
      "shadowMaxDrawdown": -0.08316171686484919,
      "shadowTotalReturn": 0.08173887868695151,
      "avgForwardReturn1D": 0.0007067749924019618,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 148,
        "5": 148,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006356179567387973,
        "5": 0.0027977375985899266,
        "10": 0.005094472579445507
      }
    },
    {
      "topN": 5,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.5135135135135135,
        "5": 0.5743243243243243,
        "10": 0.5510204081632653
      },
      "hitRate1D": 0.5135135135135135,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.45946529329324437,
      "eligibleDays": 368,
      "fitnessScore": 0.31425100325280186,
      "lookbackDays": 21,
      "returnLift1D": 0.00007115703566316445,
      "hitRateLift1D": -0.008225616921269108,
      "portfolioSize": 5,
      "activationRate": 0.40217391304347827,
      "activationCount": 148,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5302197802197802,
        "10": 0.5515320334261838
      },
      "sampleConfidence": 0.9995495495495496,
      "shadowSharpeLike": 0.4988231736157642,
      "avgForwardReturns": {
        "1": 0.0007067749924019618,
        "5": 0.003516759882074498,
        "10": 0.003103028293693235
      },
      "shadowMaxDrawdown": -0.08316171686484919,
      "shadowTotalReturn": 0.08173887868695151,
      "avgForwardReturn1D": 0.0007067749924019618,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 148,
        "5": 148,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006356179567387973,
        "5": 0.0027977375985899266,
        "10": 0.005094472579445507
      }
    },
    {
      "topN": 3,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.5182481751824818,
        "5": 0.5766423357664233,
        "10": 0.5547445255474452
      },
      "hitRate1D": 0.5182481751824818,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.45284661370918383,
      "eligibleDays": 368,
      "fitnessScore": 0.3083813438557683,
      "lookbackDays": 21,
      "returnLift1D": 0.00008813340839969915,
      "hitRateLift1D": -0.003490955252300809,
      "portfolioSize": 3,
      "activationRate": 0.37228260869565216,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5302197802197802,
        "10": 0.5515320334261838
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5216040846842769,
      "avgForwardReturns": {
        "1": 0.0007237513651384965,
        "5": 0.0037692292134918295,
        "10": 0.003582526220787988
      },
      "shadowMaxDrawdown": -0.07655601893265562,
      "shadowTotalReturn": 0.08068457884405777,
      "avgForwardReturn1D": 0.0007237513651384965,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 137,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006356179567387973,
        "5": 0.0027977375985899266,
        "10": 0.005094472579445507
      }
    },
    {
      "topN": 2,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.5238095238095238,
        "5": 0.49523809523809526,
        "10": 0.47619047619047616
      },
      "hitRate1D": 0.5238095238095238,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.3210177883561505,
      "eligibleDays": 359,
      "fitnessScore": 0.1851983536923274,
      "lookbackDays": 30,
      "returnLift1D": -0.000008336558978488885,
      "hitRateLift1D": 0.008489189547685405,
      "portfolioSize": 2,
      "activationRate": 0.2924791086350975,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5153203342618384,
        "5": 0.5183098591549296,
        "10": 0.54
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.27364655490639594,
      "avgForwardReturns": {
        "1": 0.0004899931632895514,
        "5": -0.00013101942808827217,
        "10": -0.0036943621727599193
      },
      "shadowMaxDrawdown": -0.13468068939074984,
      "shadowTotalReturn": 0.03459620583556289,
      "avgForwardReturn1D": 0.0004899931632895514,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004983297222680402,
        "5": 0.0021722190611215687,
        "10": 0.003932098125730658
      }
    },
    {
      "topN": 3,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.5038759689922481,
        "5": 0.4883720930232558,
        "10": 0.4496124031007752
      },
      "hitRate1D": 0.5038759689922481,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.2555199344304209,
      "eligibleDays": 359,
      "fitnessScore": 0.11473515737041089,
      "lookbackDays": 30,
      "returnLift1D": -0.0003964258696516849,
      "hitRateLift1D": -0.011444365269590362,
      "portfolioSize": 3,
      "activationRate": 0.3593314763231198,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.5153203342618384,
        "5": 0.5183098591549296,
        "10": 0.54
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.0069512312504812716,
      "avgForwardReturns": {
        "1": 0.0001019038526163553,
        "5": -0.0002706238031832602,
        "10": -0.004836274089533331
      },
      "shadowMaxDrawdown": -0.16330304081295466,
      "shadowTotalReturn": -0.008342211694336132,
      "avgForwardReturn1D": 0.0001019038526163553,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 129,
        "5": 129,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004983297222680402,
        "5": 0.0021722190611215687,
        "10": 0.003932098125730658
      }
    },
    {
      "topN": 2,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.5,
        "5": 0.5212765957446809,
        "10": 0.5851063829787234
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.19776422476160244,
      "eligibleDays": 375,
      "fitnessScore": 0.041928057440552335,
      "lookbackDays": 14,
      "returnLift1D": -0.000737135290087299,
      "hitRateLift1D": -0.022666666666666613,
      "portfolioSize": 2,
      "activationRate": 0.25066666666666665,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.5226666666666666,
        "5": 0.5363881401617251,
        "10": 0.5601092896174863
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.18438518582983637,
      "avgForwardReturns": {
        "1": -0.000021878177466165874,
        "5": 0.0014633795542041942,
        "10": 0.005925039535759781
      },
      "shadowMaxDrawdown": -0.09485131208846265,
      "shadowTotalReturn": -0.03224400869151589,
      "avgForwardReturn1D": -0.000021878177466165874,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-29",
        "2025-02-04",
        "2025-02-05",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19"
      ],
      "horizonObservationCounts": {
        "1": 94,
        "5": 94,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007152571126211331,
        "5": 0.0031442773778224543,
        "10": 0.0061360158712495255
      }
    },
    {
      "topN": 3,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.5040650406504065,
        "5": 0.5609756097560976,
        "10": 0.6016260162601627
      },
      "hitRate1D": 0.5040650406504065,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.1920532076004915,
      "eligibleDays": 375,
      "fitnessScore": 0.033920775262554104,
      "lookbackDays": 14,
      "returnLift1D": -0.0008786807303028491,
      "hitRateLift1D": -0.018601626016260142,
      "portfolioSize": 3,
      "activationRate": 0.328,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5226666666666666,
        "5": 0.5363881401617251,
        "10": 0.5601092896174863
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.2913196691506443,
      "avgForwardReturns": {
        "1": -0.00016342361768171602,
        "5": 0.00292707052762963,
        "10": 0.008297338648964387
      },
      "shadowMaxDrawdown": -0.14586545572977883,
      "shadowTotalReturn": -0.05566083024265844,
      "avgForwardReturn1D": -0.00016342361768171602,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-29",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-11",
        "2025-02-12"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 123,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007152571126211331,
        "5": 0.0031442773778224543,
        "10": 0.0061360158712495255
      }
    },
    {
      "topN": 2,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.5,
        "5": 0.475,
        "10": 0.4
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.1798257499379528,
      "eligibleDays": 344,
      "fitnessScore": 0.01614373183968254,
      "lookbackDays": 45,
      "returnLift1D": -0.000730090600475656,
      "hitRateLift1D": -0.011627906976744207,
      "portfolioSize": 2,
      "activationRate": 0.23255813953488372,
      "activationCount": 80,
      "baselineHitRates": {
        "1": 0.5116279069767442,
        "5": 0.5176470588235295,
        "10": 0.5343283582089552
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.19161586524648005,
      "avgForwardReturns": {
        "1": -0.00030024130223330894,
        "5": -0.00260958878897303,
        "10": -0.008452472375033587
      },
      "shadowMaxDrawdown": -0.1188500390527123,
      "shadowTotalReturn": -0.03521600546906489,
      "avgForwardReturn1D": -0.00030024130223330894,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 80,
        "10": 80
      },
      "baselineAvgForwardReturns": {
        "1": 0.00042984929824234705,
        "5": 0.0019379711111020207,
        "10": 0.0036249921394729844
      }
    },
    {
      "topN": 4,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.5035460992907801,
        "5": 0.5673758865248227,
        "10": 0.6099290780141844
      },
      "hitRate1D": 0.5035460992907801,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.1780227968604293,
      "eligibleDays": 375,
      "fitnessScore": 0.01344376967680444,
      "lookbackDays": 14,
      "returnLift1D": -0.001028763382724689,
      "hitRateLift1D": -0.01912056737588652,
      "portfolioSize": 4,
      "activationRate": 0.376,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5226666666666666,
        "5": 0.5363881401617251,
        "10": 0.5601092896174863
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.3926844781751084,
      "avgForwardReturns": {
        "1": -0.0003135062701035558,
        "5": 0.003293457654255003,
        "10": 0.00902803673410551
      },
      "shadowMaxDrawdown": -0.17246289860313901,
      "shadowTotalReturn": -0.08018167080857408,
      "avgForwardReturn1D": -0.0003135062701035558,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-29",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-11",
        "2025-02-12"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 141,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007152571126211331,
        "5": 0.0031442773778224543,
        "10": 0.0061360158712495255
      }
    },
    {
      "topN": 5,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.5035460992907801,
        "5": 0.5673758865248227,
        "10": 0.6099290780141844
      },
      "hitRate1D": 0.5035460992907801,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.1780227968604293,
      "eligibleDays": 375,
      "fitnessScore": 0.01344376967680444,
      "lookbackDays": 14,
      "returnLift1D": -0.001028763382724689,
      "hitRateLift1D": -0.01912056737588652,
      "portfolioSize": 5,
      "activationRate": 0.376,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5226666666666666,
        "5": 0.5363881401617251,
        "10": 0.5601092896174863
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.3926844781751084,
      "avgForwardReturns": {
        "1": -0.0003135062701035558,
        "5": 0.003293457654255003,
        "10": 0.00902803673410551
      },
      "shadowMaxDrawdown": -0.17246289860313901,
      "shadowTotalReturn": -0.08018167080857408,
      "avgForwardReturn1D": -0.0003135062701035558,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-29",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-11",
        "2025-02-12"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 141,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007152571126211331,
        "5": 0.0031442773778224543,
        "10": 0.0061360158712495255
      }
    },
    {
      "topN": 4,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.48299319727891155,
        "5": 0.4657534246575342,
        "10": 0.46153846153846156
      },
      "hitRate1D": 0.48299319727891155,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.16954839622941684,
      "eligibleDays": 359,
      "fitnessScore": 0.00045712627468033287,
      "lookbackDays": 30,
      "returnLift1D": -0.0009053569806427942,
      "hitRateLift1D": -0.032327136982926885,
      "portfolioSize": 4,
      "activationRate": 0.40947075208913647,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5153203342618384,
        "5": 0.5183098591549296,
        "10": 0.54
      },
      "sampleConfidence": 0.997732426303855,
      "shadowSharpeLike": -0.416545422378153,
      "avgForwardReturns": {
        "1": -0.000407027258374754,
        "5": -0.00101210109711871,
        "10": -0.004085482352873399
      },
      "shadowMaxDrawdown": -0.1751968167583311,
      "shadowTotalReturn": -0.08017101261495518,
      "avgForwardReturn1D": -0.000407027258374754,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 146,
        "10": 143
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004983297222680402,
        "5": 0.0021722190611215687,
        "10": 0.003932098125730658
      }
    },
    {
      "topN": 5,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.48299319727891155,
        "5": 0.4657534246575342,
        "10": 0.46153846153846156
      },
      "hitRate1D": 0.48299319727891155,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.16954839622941684,
      "eligibleDays": 359,
      "fitnessScore": 0.00045712627468033287,
      "lookbackDays": 30,
      "returnLift1D": -0.0009053569806427942,
      "hitRateLift1D": -0.032327136982926885,
      "portfolioSize": 5,
      "activationRate": 0.40947075208913647,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5153203342618384,
        "5": 0.5183098591549296,
        "10": 0.54
      },
      "sampleConfidence": 0.997732426303855,
      "shadowSharpeLike": -0.416545422378153,
      "avgForwardReturns": {
        "1": -0.000407027258374754,
        "5": -0.00101210109711871,
        "10": -0.004085482352873399
      },
      "shadowMaxDrawdown": -0.1751968167583311,
      "shadowTotalReturn": -0.08017101261495518,
      "avgForwardReturn1D": -0.000407027258374754,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 146,
        "10": 143
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004983297222680402,
        "5": 0.0021722190611215687,
        "10": 0.003932098125730658
      }
    },
    {
      "topN": 3,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.47368421052631576,
        "5": 0.4473684210526316,
        "10": 0.2631578947368421
      },
      "hitRate1D": 0.47368421052631576,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.1150727015732665,
      "eligibleDays": 326,
      "fitnessScore": -0.0987871028855961,
      "lookbackDays": 63,
      "returnLift1D": -0.0012147075145161677,
      "hitRateLift1D": -0.029383274136260906,
      "portfolioSize": 3,
      "activationRate": 0.2331288343558282,
      "activationCount": 76,
      "baselineHitRates": {
        "1": 0.5030674846625767,
        "5": 0.515527950310559,
        "10": 0.5141955835962145
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6525332659262962,
      "avgForwardReturns": {
        "1": -0.0010020540528902309,
        "5": -0.005936591633726156,
        "10": -0.01670882197187065
      },
      "shadowMaxDrawdown": -0.1001234755799848,
      "shadowTotalReturn": -0.08451809721237546,
      "avgForwardReturn1D": -0.0010020540528902309,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 76,
        "5": 76,
        "10": 76
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002126534616259368,
        "5": 0.0014082375106242522,
        "10": 0.002530705342122274
      }
    },
    {
      "topN": 4,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.4880952380952381,
        "5": 0.4523809523809524,
        "10": 0.27380952380952384
      },
      "hitRate1D": 0.4880952380952381,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.11337211724719036,
      "eligibleDays": 326,
      "fitnessScore": -0.1024849756875451,
      "lookbackDays": 63,
      "returnLift1D": -0.0014013121474210914,
      "hitRateLift1D": -0.014972246567338587,
      "portfolioSize": 4,
      "activationRate": 0.25766871165644173,
      "activationCount": 84,
      "baselineHitRates": {
        "1": 0.5030674846625767,
        "5": 0.515527950310559,
        "10": 0.5141955835962145
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.7472816386158835,
      "avgForwardReturns": {
        "1": -0.0011886586857951546,
        "5": -0.006914448205819291,
        "10": -0.017558734771235793
      },
      "shadowMaxDrawdown": -0.10960145347626737,
      "shadowTotalReturn": -0.10742719904301634,
      "avgForwardReturn1D": -0.0011886586857951546,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 84,
        "5": 84,
        "10": 84
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002126534616259368,
        "5": 0.0014082375106242522,
        "10": 0.002530705342122274
      }
    },
    {
      "topN": 5,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.4880952380952381,
        "5": 0.4523809523809524,
        "10": 0.27380952380952384
      },
      "hitRate1D": 0.4880952380952381,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.11337211724719036,
      "eligibleDays": 326,
      "fitnessScore": -0.1024849756875451,
      "lookbackDays": 63,
      "returnLift1D": -0.0014013121474210914,
      "hitRateLift1D": -0.014972246567338587,
      "portfolioSize": 5,
      "activationRate": 0.25766871165644173,
      "activationCount": 84,
      "baselineHitRates": {
        "1": 0.5030674846625767,
        "5": 0.515527950310559,
        "10": 0.5141955835962145
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.7472816386158835,
      "avgForwardReturns": {
        "1": -0.0011886586857951546,
        "5": -0.006914448205819291,
        "10": -0.017558734771235793
      },
      "shadowMaxDrawdown": -0.10960145347626737,
      "shadowTotalReturn": -0.10742719904301634,
      "avgForwardReturn1D": -0.0011886586857951546,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 84,
        "5": 84,
        "10": 84
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002126534616259368,
        "5": 0.0014082375106242522,
        "10": 0.002530705342122274
      }
    },
    {
      "topN": 4,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.4700854700854701,
        "5": 0.4247787610619469,
        "10": 0.3853211009174312
      },
      "hitRate1D": 0.4700854700854701,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0996640023994773,
      "eligibleDays": 344,
      "fitnessScore": -0.13421196378138048,
      "lookbackDays": 45,
      "returnLift1D": -0.0013536845809734967,
      "hitRateLift1D": -0.041542436891274126,
      "portfolioSize": 4,
      "activationRate": 0.34011627906976744,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5116279069767442,
        "5": 0.5176470588235295,
        "10": 0.5343283582089552
      },
      "sampleConfidence": 0.9931623931623932,
      "shadowSharpeLike": -0.6885759183365905,
      "avgForwardReturns": {
        "1": -0.0009238352827311496,
        "5": -0.005199505392330858,
        "10": -0.010510767544306977
      },
      "shadowMaxDrawdown": -0.2135089483321474,
      "shadowTotalReturn": -0.12040635923010956,
      "avgForwardReturn1D": -0.0009238352827311496,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 113,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.00042984929824234705,
        "5": 0.0019379711111020207,
        "10": 0.0036249921394729844
      }
    },
    {
      "topN": 5,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.4700854700854701,
        "5": 0.4247787610619469,
        "10": 0.3853211009174312
      },
      "hitRate1D": 0.4700854700854701,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0996640023994773,
      "eligibleDays": 344,
      "fitnessScore": -0.13421196378138048,
      "lookbackDays": 45,
      "returnLift1D": -0.0013536845809734967,
      "hitRateLift1D": -0.041542436891274126,
      "portfolioSize": 5,
      "activationRate": 0.34011627906976744,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5116279069767442,
        "5": 0.5176470588235295,
        "10": 0.5343283582089552
      },
      "sampleConfidence": 0.9931623931623932,
      "shadowSharpeLike": -0.6885759183365905,
      "avgForwardReturns": {
        "1": -0.0009238352827311496,
        "5": -0.005199505392330858,
        "10": -0.010510767544306977
      },
      "shadowMaxDrawdown": -0.2135089483321474,
      "shadowTotalReturn": -0.12040635923010956,
      "avgForwardReturn1D": -0.0009238352827311496,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 113,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.00042984929824234705,
        "5": 0.0019379711111020207,
        "10": 0.0036249921394729844
      }
    },
    {
      "topN": 3,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.46,
        "5": 0.422680412371134,
        "10": 0.3617021276595745
      },
      "hitRate1D": 0.46,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.08854063665777391,
      "eligibleDays": 344,
      "fitnessScore": -0.16294878646942393,
      "lookbackDays": 45,
      "returnLift1D": -0.0014679586925245365,
      "hitRateLift1D": -0.05162790697674419,
      "portfolioSize": 3,
      "activationRate": 0.29069767441860467,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.5116279069767442,
        "5": 0.5176470588235295,
        "10": 0.5343283582089552
      },
      "sampleConfidence": 0.9940000000000001,
      "shadowSharpeLike": -0.6738562671020462,
      "avgForwardReturns": {
        "1": -0.0010381093942821895,
        "5": -0.005177933311190777,
        "10": -0.012174451538209424
      },
      "shadowMaxDrawdown": -0.19824719694768178,
      "shadowTotalReturn": -0.11478041987248588,
      "avgForwardReturn1D": -0.0010381093942821895,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 97,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": 0.00042984929824234705,
        "5": 0.0019379711111020207,
        "10": 0.0036249921394729844
      }
    },
    {
      "topN": 2,
      "ticker": "EXC",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0.375,
        "10": 0.25
      },
      "hitRate1D": 0.42857142857142855,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.050832409123082026,
      "eligibleDays": 326,
      "fitnessScore": -0.2939512759528142,
      "lookbackDays": 63,
      "returnLift1D": -0.0023710520511681255,
      "hitRateLift1D": -0.07449605609114812,
      "portfolioSize": 2,
      "activationRate": 0.17177914110429449,
      "activationCount": 56,
      "baselineHitRates": {
        "1": 0.5030674846625767,
        "5": 0.515527950310559,
        "10": 0.5141955835962145
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.1290859733407317,
      "avgForwardReturns": {
        "1": -0.0021583985895421887,
        "5": -0.008893355057684302,
        "10": -0.019630235555112063
      },
      "shadowMaxDrawdown": -0.13347370544934756,
      "shadowTotalReturn": -0.12348166092434665,
      "avgForwardReturn1D": -0.0021583985895421887,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 56,
        "5": 56,
        "10": 56
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002126534616259368,
        "5": 0.0014082375106242522,
        "10": 0.002530705342122274
      }
    }
  ],
  "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": 0.19776422476160244,
      "fitnessScore": 0.041928057440552335,
      "lookbackDays": 14,
      "returnLift1D": -0.000737135290087299,
      "activationRate": 0.25066666666666665,
      "activationCount": 94,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.03224400869151589,
      "avgForwardReturn1D": -0.000021878177466165874
    },
    {
      "comboQuality": 0.49477276368206086,
      "fitnessScore": 0.34539986444319304,
      "lookbackDays": 21,
      "returnLift1D": 0.0005059522071898771,
      "activationRate": 0.32608695652173914,
      "activationCount": 120,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.12117497817434475,
      "avgForwardReturn1D": 0.0011415701639286744
    },
    {
      "comboQuality": 0.3210177883561505,
      "fitnessScore": 0.1851983536923274,
      "lookbackDays": 30,
      "returnLift1D": -0.000008336558978488885,
      "activationRate": 0.2924791086350975,
      "activationCount": 105,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.03459620583556289,
      "avgForwardReturn1D": 0.0004899931632895514
    },
    {
      "comboQuality": 0.1798257499379528,
      "fitnessScore": 0.01614373183968254,
      "lookbackDays": 45,
      "returnLift1D": -0.000730090600475656,
      "activationRate": 0.23255813953488372,
      "activationCount": 80,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.03521600546906489,
      "avgForwardReturn1D": -0.00030024130223330894
    },
    {
      "comboQuality": 0.1150727015732665,
      "fitnessScore": -0.0987871028855961,
      "lookbackDays": 63,
      "returnLift1D": -0.0012147075145161677,
      "activationRate": 0.2331288343558282,
      "activationCount": 76,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.08451809721237546,
      "avgForwardReturn1D": -0.0010020540528902309
    }
  ],
  "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": "e49eb05ff8019ec975a4c73c84995aaf92a77973ab198104cf1eabd2930298bf",
    "size": 13,
    "members": [
      "EXC",
      "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
0.600
Liquidity
0.882
Momentum
0.535
Relative strength
0.475
Trend quality
0.342
Stability
0.720
Aggression
0.316
Downside risk
0.639
Drawdown state
0.914
Quality momentum
0.493
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.847
Benchmark Independence 3m Score
0.652
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.326
Correlation Change Score
0.403
Current Drawdown Score
0.922
Days Since 52w High Score
0.353
Distance From 52w High Score
0.922
Distance From Sma 20 Score
0.518
Distance From Sma 200 Score
0.562
Distance From Sma 50 Score
0.553
Downside Volatility 1m Score
0.188
Downside Volatility 1y Score
0.179
Downside Volatility 2y Score
0.186
Downside Volatility 3m Score
0.228
Downside Volatility 5y Score
0.220
Downside Volatility 6m Score
0.209
Drawdown Recovery Score
1
Excess Return 1m Score
0.513
Excess Return 1y Score
0.359
Excess Return 3m Score
0.500
Excess Return 6m Score
0.478
Expected Shortfall 95 1y Score
0.763
Log Avg Dollar Volume 20d Score
0.882
Log Market Cap Score
0.600
Drawdown Score 1m
0.821
Drawdown Score 1y
0.789
Drawdown Score 2y
0.828
Drawdown Score 3m
0.805
Drawdown Score 5y
0.709
Drawdown Score 6m
0.750
Momentum Acceleration 1m Vs 3m Score
0.502
Momentum Acceleration 3m Vs 6m Score
0.506
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.479
Relative Strength Slope 3m Score
0.505
Relative Volume 20d Score
0.283
Return 1m Score
0.524
Return 1w Score
0.535
Return 1y Score
0.564
Return 2y Score
0.401
Return 3m Score
0.551
Return 5y Score
0.133
Return 6m Score
0.558
Return Skewness 1y Score
0.592
Sector Excess Return 1y Score
0.476
Sharpe 1m Score
0.565
Sharpe 1y Score
0.521
Sharpe 2y Score
0.597
Sharpe 3m Score
0.568
Sharpe 5y Score
0.526
Sharpe 6m Score
0.544
Sortino 1m Score
0.503
Sortino 1y Score
0.453
Sortino 2y Score
0.499
Sortino 3m Score
0.478
Sortino 5y Score
0.451
Sortino 6m Score
0.471
Trend R2 1m Score
0.113
Trend R2 1w Score
0.133
Trend R2 1y Score
0.326
Trend R2 2y Score
0.777
Trend R2 3m Score
0.292
Trend R2 5y Score
0.498
Trend R2 6m Score
0.001
Trend Slope 1m Score
0.462
Trend Slope 1w Score
0.641
Trend Slope 1y Score
0.522
Trend Slope 2y Score
0.537
Trend Slope 3m Score
0.545
Trend Slope 5y Score
0.516
Trend Slope 6m Score
0.502
Volatility 1m Score
0.248
Volatility 1w Score
0.196
Volatility 1y Score
0.188
Volatility 2y Score
0.188
Volatility 3m Score
0.223
Volatility 5y Score
0.210
Volatility 6m Score
0.227
Worst Day 1y Score
0.836
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
443,297,273.409
Best Day 1y
0.070
Beta To Benchmark 1y
-0.231
Beta 3m
-0.578
Beta Change
-0.348
Beta To Sector 1y
0.870
Correlation To Benchmark 1y
-0.153
Correlation 3m
-0.348
Correlation Change
-0.195
Correlation To Sector 1y
0.681
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.847
Benchmark Independence 3m Score
0.652
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.326
Correlation Change Score
0.403
Current Drawdown Score
0.922
Distance From Sma 20 Score
0.518
Distance From Sma 200 Score
0.562
Current Drawdown
-0.051
Days Since 52w High
89
Distance From 52w High
-0.051
Distance From Sma 20
0.011
Distance From Sma 200
0.037
Distance From Sma 50
0.032
Downside Capture 1y
2.623
Downside Volatility 1m
0.191
Downside Volatility 1w
-
Downside Volatility 1y
0.184
Downside Volatility 2y
0.189
Downside Volatility 3m
0.221
Downside Volatility 5y
0.215
Downside Volatility 6m
0.207
Drawdown Recovery
1
Excess Return 1m
0.008
Excess Return 1y
-0.085
Excess Return 3m
0.000
Excess Return 6m
-0.013
Expected Shortfall 95 1y
-0.024
Market Cap
48,633,082,989.26
Max Drawdown 1m
-0.045
Max Drawdown 1w
-0.019
Max Drawdown 1y
-0.137
Max Drawdown 2y
-0.137
Max Drawdown 3m
-0.078
Max Drawdown 5y
-0.291
Max Drawdown 6m
-0.137
Momentum Acceleration 1m Vs 3m
0.001
Momentum Acceleration 3m Vs 6m
0.002
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.000
Relative Strength Slope 3m
0.000
Relative Volume 20d
1.063
Return 1m
0.014
Return 1w
0.010
Return 1y
0.102
Return 2y
0.405
Return 3m
0.041
Return 5y
0.729
Return 6m
0.070
Return Skewness 1y
0.550
Sector Excess Return 1y
-0.014
Sharpe 1m
0.827
Sharpe 1y
0.603
Sharpe 2y
0.985
Sharpe 3m
0.841
Sharpe 5y
0.631
Sharpe 6m
0.719
Sortino 1m
1.020
Sortino 1y
0.626
Sortino 2y
0.993
Sortino 3m
0.828
Sortino 5y
0.610
Sortino 6m
0.767
Trend R2 1m
0.113
Trend R2 1w
0.133
Trend R2 1y
0.326
Trend R2 2y
0.777
Trend R2 3m
0.292
Trend R2 5y
0.498
Trend R2 6m
0.001
Trend 1m
-0.001
Trend 1w
0.002
Trend 1y
0.000
Trend 2y
0.001
Trend 3m
0.001
Trend 5y
0.000
Trend 6m
0.000
Upside Capture 1y
0.354
Value At Risk 95 1y
-0.019
Volatility 1m
0.236
Volatility 1w
0.197
Volatility 1y
0.191
Volatility 2y
0.191
Volatility 3m
0.217
Volatility 5y
0.208
Volatility 6m
0.220
Worst Day 1y
-0.033
Distance From Sma 50 Score
0.553
Downside Volatility 1y Score
0.179
Downside Volatility 3m Score
0.228
Drawdown Recovery Score
1
Excess Return 1m Score
0.513
Excess Return 1y Score
0.359
Excess Return 3m Score
0.500
Excess Return 6m Score
0.478
Expected Shortfall 95 1y Score
0.763
Log Avg Dollar Volume 20d Score
0.882
Log Market Cap Score
0.600
Drawdown Score 1y
0.789
Drawdown Score 5y
0.709
Momentum Acceleration 1m Vs 3m Score
0.502
Momentum Acceleration 3m Vs 6m Score
0.506
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.479
Relative Volume 20d Score
0.283
Return 1m Score
0.524
Return 1y Score
0.564
Return 3m Score
0.551
Return 6m Score
0.558
Return Skewness 1y Score
0.592
Sortino 1y Score
0.453
Sortino 3m Score
0.478
Trend R2 1y Score
0.326
Trend R2 3m Score
0.292
Trend Slope 1y Score
0.522
Trend Slope 3m Score
0.545
Volatility 1y Score
0.188
Volatility 3m Score
0.223