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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

JEF

Unknown sector | v2 | as of 2026-07-10
Close

Research Detail

JEF

JEF

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
1.826
Correlation To Benchmark 1y
0.533
Inverse To Benchmark 1y
0.467
Drawdown Score 1m
0.107
Drawdown Score 3m
0.442
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
0.202
Drawdown Score 1y
0.261
Drawdown Score 2y
0.320
Drawdown Score 5y
0.456
Return 1w
-0.010
Return 1m
-0.118
Return 3m
0.164
Return 6m
-0.182
Return 1y
-0.020
Return 2y
0.084
Return 5y
0.872
Sharpe 1m
-2.393
Sharpe 3m
1.702
Sharpe 6m
-0.622
Sharpe 1y
0.173
Sharpe 2y
0.312
Sharpe 5y
0.529
Trend 1w
-0.006
Trend 1m
-0.010
Trend 3m
0.003
Trend 6m
-0.000
Trend 1y
-0.001
Trend 2y
-0.000
Trend 5y
0.001
Volatility 1w
0.558
Volatility 1m
0.561
Volatility 3m
0.405
Volatility 6m
0.467
Volatility 1y
0.430
Volatility 2y
0.430
Volatility 5y
0.363
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
JEF
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:37 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.746
Aptet Fit Raw Score
0.767
Aptet Fit Confidence
0.947
Aptet Fit Label
good
Aptet Fitness Error
-
Force Fit Score
0.717
Force Fit Raw Score
0.738
Force Fit Confidence
0.943
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:37 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "JEF"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "JEF",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
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    "ticker": "JEF",
    "hitRates": {
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      "5": 0.6626506024096386,
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    },
    "hitRate1D": 0.572289156626506,
    "comboQuality": 0.9520784447752462,
    "eligibleDays": 339,
    "fitnessScore": 1.007598045166348,
    "lookbackDays": 21,
    "returnLift1D": 0.002619019218024065,
    "hitRateLift1D": 0.02791045840165396,
    "activationRate": 0.4896755162241888,
    "activationCount": 166,
    "baselineHitRates": {
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      "5": 0.5808383233532934,
      "10": 0.6291793313069909
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.452659936127898,
    "avgForwardReturns": {
      "1": 0.0030250139934362356,
      "5": 0.014219379459068626,
      "10": 0.02177055835846408
    },
    "shadowMaxDrawdown": -0.16233596179593823,
    "shadowTotalReturn": 0.5633168752486335,
    "avgForwardReturn1D": 0.0030250139934362356,
    "riskOffActivations": 0,
    "activationDatesSample": [
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    "horizonObservationCounts": {
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    "baselineAvgForwardReturns": {
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9520784447752462,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.6116915224481403,
    "bestRawFitnessScore": 1.007598045166348,
    "upperQuartileComboQuality": 0.8403747754079295
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.7463799517461253,
    "rawScore": 0.7668462229504938,
    "confidence": 0.9466222285724428,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 21
    },
    "profileBreadth": 0.5010667823068604,
    "recommendedRegion": {
      "topNs": [
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30
      ]
    },
    "parameterStability": 0.8463207670148413,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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        "5": 0.6626506024096386,
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      },
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      "comboQuality": 0.9520784447752462,
      "eligibleDays": 339,
      "fitnessScore": 1.007598045166348,
      "lookbackDays": 21,
      "returnLift1D": 0.002619019218024065,
      "hitRateLift1D": 0.02791045840165396,
      "activationRate": 0.4896755162241888,
      "activationCount": 166,
      "baselineHitRates": {
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      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.452659936127898,
      "avgForwardReturns": {
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        "5": 0.014219379459068626,
        "10": 0.02177055835846408
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      "shadowMaxDrawdown": -0.16233596179593823,
      "shadowTotalReturn": 0.5633168752486335,
      "avgForwardReturn1D": 0.0030250139934362356,
      "riskOffActivations": 0,
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    },
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      "comboQuality": 0.9305008043666989,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
      "ticker": "JEF",
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      "eligibleDays": 339,
      "fitnessScore": 0.636185457383748,
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      "returnLift1D": 0.0023565927728839567,
      "hitRateLift1D": 0.030842540713201028,
      "activationRate": 0.3333333333333333,
      "activationCount": 113,
      "baselineHitRates": {
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.0343206900752364,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.16233596179593823,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-13",
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        "2025-05-19",
        "2025-06-23",
        "2025-06-24",
        "2025-06-25",
        "2025-06-26"
      ],
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        "2025-08-25"
      ],
      "horizonObservationCounts": {
        "1": 75,
        "5": 71,
        "10": 69
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006540174585710583,
        "5": 0.0041765678190743925,
        "10": 0.009039298029747405
      }
    }
  ],
  "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": 0.8603659187268168,
      "fitnessScore": 0.7500331477820646,
      "lookbackDays": 14,
      "returnLift1D": 0.0014412639280343123,
      "activationRate": 0.5710227272727273,
      "activationCount": 201,
      "sampleConfidence": 0.9956882255389718,
      "shadowTotalReturn": 0.3505895994606272,
      "avgForwardReturn1D": 0.001844633853349862
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9520784447752462,
      "fitnessScore": 1.007598045166348,
      "lookbackDays": 21,
      "returnLift1D": 0.002619019218024065,
      "activationRate": 0.4896755162241888,
      "activationCount": 166,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.5633168752486335,
      "avgForwardReturn1D": 0.0030250139934362356
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8570647991176193,
      "fitnessScore": 0.7440468708954503,
      "lookbackDays": 30,
      "returnLift1D": 0.0012192983531272785,
      "activationRate": 0.5727272727272728,
      "activationCount": 189,
      "sampleConfidence": 0.999294532627866,
      "shadowTotalReturn": 0.3595888950430344,
      "avgForwardReturn1D": 0.0018782135704779376
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.5541217893818943,
      "fitnessScore": 0.3978145040229201,
      "lookbackDays": 45,
      "returnLift1D": -0.00027183976446466785,
      "activationRate": 0.5301587301587302,
      "activationCount": 167,
      "sampleConfidence": 0.994810379241517,
      "shadowTotalReturn": 0.12573612884497232,
      "avgForwardReturn1D": 0.0009822186876467895
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.3400352866440676,
      "fitnessScore": 0.20410986604852335,
      "lookbackDays": 63,
      "returnLift1D": 0.000025962515057497337,
      "activationRate": 0.4107744107744108,
      "activationCount": 122,
      "sampleConfidence": 0.9912568306010929,
      "shadowTotalReturn": 0.04319845751575113,
      "avgForwardReturn1D": 0.0006799799736285556
    }
  ],
  "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": "a2fa3f9fe824adf41c152076d9ae2faa0cf9d61f77f4020169348e80b7e86c9e",
    "size": 13,
    "members": [
      "JEF",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "JEF"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "JEF",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "JEF",
    "hitRates": {
      "1": 0.572289156626506,
      "5": 0.6626506024096386,
      "10": 0.6987951807228916
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    "hitRate1D": 0.572289156626506,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9482160211886195,
    "eligibleDays": 368,
    "fitnessScore": 0.9896503376292902,
    "lookbackDays": 21,
    "returnLift1D": 0.0032727909136917514,
    "hitRateLift1D": 0.03424567836563652,
    "portfolioSize": 4,
    "activationRate": 0.45108695652173914,
    "activationCount": 166,
    "baselineHitRates": {
      "1": 0.5380434782608695,
      "5": 0.554945054945055,
      "10": 0.5933147632311978
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.3939488850320885,
    "avgForwardReturns": {
      "1": 0.0030250139934362356,
      "5": 0.014219379459068626,
      "10": 0.02177055835846408
    },
    "shadowMaxDrawdown": -0.16233596179593823,
    "shadowTotalReturn": 0.5633168752486335,
    "avgForwardReturn1D": 0.0030250139934362356,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19"
    ],
    "horizonObservationCounts": {
      "1": 166,
      "5": 166,
      "10": 166
    },
    "baselineAvgForwardReturns": {
      "1": -0.0002477769202555158,
      "5": -0.0011702497001536297,
      "10": -0.0013742185373211042
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9482160211886195,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5799417354070644,
    "bestRawFitnessScore": 0.9896503376292902,
    "upperQuartileComboQuality": 0.7890320781838575
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.7166529816749758,
    "rawScore": 0.7378532138136122,
    "confidence": 0.942535366813509,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 4
    },
    "profileBreadth": 0.4507415149194405,
    "recommendedRegion": {
      "lookbackDays": [
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        30
      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.8319304846326461,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "JEF",
      "hitRates": {
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        "5": 0.6626506024096386,
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      "hitRate1D": 0.572289156626506,
      "rankWeights": [
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      "comboQuality": 0.9482160211886195,
      "eligibleDays": 368,
      "fitnessScore": 0.9896503376292902,
      "lookbackDays": 21,
      "returnLift1D": 0.0032727909136917514,
      "hitRateLift1D": 0.03424567836563652,
      "portfolioSize": 4,
      "activationRate": 0.45108695652173914,
      "activationCount": 166,
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      "sampleConfidence": 1,
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      "shadowTotalReturn": 0.5633168752486335,
      "avgForwardReturn1D": 0.0030250139934362356,
      "riskOffActivations": 0,
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        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.9482160211886195,
      "eligibleDays": 368,
      "fitnessScore": 0.9896503376292902,
      "lookbackDays": 21,
      "returnLift1D": 0.0032727909136917514,
      "hitRateLift1D": 0.03424567836563652,
      "portfolioSize": 5,
      "activationRate": 0.45108695652173914,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.16233596179593823,
      "shadowTotalReturn": 0.5633168752486335,
      "avgForwardReturn1D": 0.0030250139934362356,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
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      "horizonObservationCounts": {
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      "comboQuality": 0.9223224267875442,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18"
      ],
      "horizonObservationCounts": {
        "1": 129,
        "5": 125,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009750129377546303,
        "5": 0.006136688119534369,
        "10": 0.012883759844296705
      }
    },
    {
      "topN": 5,
      "ticker": "JEF",
      "hitRates": {
        "1": 0.5038759689922481,
        "5": 0.56,
        "10": 0.575
      },
      "hitRate1D": 0.5038759689922481,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.19062326443605201,
      "eligibleDays": 326,
      "fitnessScore": 0.031887601772365465,
      "lookbackDays": 63,
      "returnLift1D": -0.0009538561711523867,
      "hitRateLift1D": -0.045203785608978975,
      "portfolioSize": 5,
      "activationRate": 0.39570552147239263,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.549079754601227,
        "5": 0.5962732919254659,
        "10": 0.6529968454258676
      },
      "sampleConfidence": 0.9932816537467701,
      "shadowSharpeLike": -0.0025026285646449807,
      "avgForwardReturns": {
        "1": 0.000021156766602243567,
        "5": 0.000371942119972303,
        "10": -0.005881673973829797
      },
      "shadowMaxDrawdown": -0.32013277209346214,
      "shadowTotalReturn": -0.03688053304201411,
      "avgForwardReturn1D": 0.000021156766602243567,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18"
      ],
      "horizonObservationCounts": {
        "1": 129,
        "5": 125,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009750129377546303,
        "5": 0.006136688119534369,
        "10": 0.012883759844296705
      }
    },
    {
      "topN": 2,
      "ticker": "JEF",
      "hitRates": {
        "1": 0.4266666666666667,
        "5": 0.43661971830985913,
        "10": 0.4057971014492754
      },
      "hitRate1D": 0.4266666666666667,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.01842558037064152,
      "eligibleDays": 326,
      "fitnessScore": -0.5245919372345121,
      "lookbackDays": 63,
      "returnLift1D": -0.004629606079690565,
      "hitRateLift1D": -0.12241308793456035,
      "portfolioSize": 2,
      "activationRate": 0.23006134969325154,
      "activationCount": 75,
      "baselineHitRates": {
        "1": 0.549079754601227,
        "5": 0.5962732919254659,
        "10": 0.6529968454258676
      },
      "sampleConfidence": 0.9911111111111112,
      "shadowSharpeLike": -1.1916648987762108,
      "avgForwardReturns": {
        "1": -0.003654593141935935,
        "5": -0.017859940277998455,
        "10": -0.04357903068486033
      },
      "shadowMaxDrawdown": -0.3272336664952602,
      "shadowTotalReturn": -0.26178133670227655,
      "avgForwardReturn1D": -0.003654593141935935,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-15",
        "2025-07-31",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25"
      ],
      "horizonObservationCounts": {
        "1": 75,
        "5": 71,
        "10": 69
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009750129377546303,
        "5": 0.006136688119534369,
        "10": 0.012883759844296705
      }
    }
  ],
  "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": 0.7517939149048843,
      "fitnessScore": 0.5938046264919581,
      "lookbackDays": 14,
      "returnLift1D": 0.0018263826946696869,
      "activationRate": 0.5093333333333333,
      "activationCount": 191,
      "sampleConfidence": 0.9965095986038395,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.25422060453477724,
      "avgForwardReturn1D": 0.0015415720161835276
    },
    {
      "comboQuality": 0.9482160211886195,
      "fitnessScore": 0.9896503376292902,
      "lookbackDays": 21,
      "returnLift1D": 0.0032727909136917514,
      "activationRate": 0.45108695652173914,
      "activationCount": 166,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.5633168752486335,
      "avgForwardReturn1D": 0.0030250139934362356
    },
    {
      "comboQuality": 0.8228084562462007,
      "fitnessScore": 0.6878082663065445,
      "lookbackDays": 30,
      "returnLift1D": 0.002011277496977099,
      "activationRate": 0.5013927576601671,
      "activationCount": 180,
      "sampleConfidence": 0.9992592592592593,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.32838946113321343,
      "avgForwardReturn1D": 0.0018565750743430316
    },
    {
      "comboQuality": 0.42426616356506247,
      "fitnessScore": 0.28283741839590915,
      "lookbackDays": 45,
      "returnLift1D": 0.0001158179562125597,
      "activationRate": 0.4476744186046512,
      "activationCount": 154,
      "sampleConfidence": 0.9956709956709957,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.08061338886787373,
      "avgForwardReturn1D": 0.000770825618849712
    },
    {
      "comboQuality": 0.31640354809549043,
      "fitnessScore": 0.18052315155083679,
      "lookbackDays": 63,
      "returnLift1D": -0.00029503296412607463,
      "activationRate": 0.37116564417177916,
      "activationCount": 121,
      "sampleConfidence": 0.9928374655647384,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.04319845751575113,
      "avgForwardReturn1D": 0.0006799799736285556
    }
  ],
  "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": "a2fa3f9fe824adf41c152076d9ae2faa0cf9d61f77f4020169348e80b7e86c9e",
    "size": 13,
    "members": [
      "JEF",
      "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
0.464
Liquidity
0.727
Momentum
0.452
Relative strength
0.283
Trend quality
0.286
Stability
0.437
Aggression
0.475
Downside risk
0.497
Drawdown state
0.621
Quality momentum
0.377
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.467
Benchmark Independence 3m Score
0.586
Beta 1y Profile Score
0.731
Beta 3m Profile Score
0.513
Beta Change Score
0.228
Correlation Change Score
0.441
Current Drawdown Score
0.484
Days Since 52w High Score
0.802
Distance From 52w High Score
0.626
Distance From Sma 20 Score
0.386
Distance From Sma 200 Score
0.460
Distance From Sma 50 Score
0.447
Downside Volatility 1m Score
0.854
Downside Volatility 1y Score
0.599
Downside Volatility 2y Score
0.588
Downside Volatility 3m Score
0.559
Downside Volatility 5y Score
0.450
Downside Volatility 6m Score
0.698
Drawdown Recovery Score
0.976
Excess Return 1m Score
0.259
Excess Return 1y Score
0.095
Excess Return 3m Score
0.584
Excess Return 6m Score
0.029
Expected Shortfall 95 1y Score
0.253
Log Avg Dollar Volume 20d Score
0.727
Log Market Cap Score
0.464
Drawdown Score 1m
0.107
Drawdown Score 1y
0.261
Drawdown Score 2y
0.320
Drawdown Score 3m
0.442
Drawdown Score 5y
0.456
Drawdown Score 6m
0.202
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.783
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.633
Relative Volume 20d Score
0.346
Return 1m Score
0.304
Return 1w Score
0.466
Return 1y Score
0.488
Return 2y Score
0.310
Return 3m Score
0.705
Return 5y Score
0.144
Return 6m Score
0.348
Return Skewness 1y Score
0.301
Sharpe 1m Score
0
Sharpe 1y Score
0.435
Sharpe 2y Score
0.462
Sharpe 3m Score
0.740
Sharpe 5y Score
0.506
Sharpe 6m Score
0.276
Sortino 1m Score
0.132
Sortino 1y Score
0.394
Sortino 2y Score
0.409
Sortino 3m Score
0.559
Sortino 5y Score
0.437
Sortino 6m Score
0.312
Trend R2 1m Score
0.556
Trend R2 1w Score
0.249
Trend R2 1y Score
0.174
Trend R2 2y Score
0.125
Trend R2 3m Score
0.472
Trend R2 5y Score
0.673
Trend R2 6m Score
0.000
Trend Slope 1m Score
0
Trend Slope 1w Score
0.113
Trend Slope 1y Score
0.450
Trend Slope 2y Score
0.476
Trend Slope 3m Score
0.708
Trend Slope 5y Score
0.545
Trend Slope 6m Score
0.495
Volatility 1m Score
0.682
Volatility 1w Score
0.678
Volatility 1y Score
0.506
Volatility 2y Score
0.507
Volatility 3m Score
0.473
Volatility 5y Score
0.417
Volatility 6m Score
0.556
Worst Day 1y Score
0.324
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
152,118,627.914
Best Day 1y
0.059
Beta To Benchmark 1y
1.826
Beta 3m
1.283
Beta Change
-0.544
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.533
Correlation 3m
0.414
Correlation Change
-0.119
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.467
Benchmark Independence 3m Score
0.586
Beta 1y Profile Score
0.731
Beta 3m Profile Score
0.513
Beta Change Score
0.228
Correlation Change Score
0.441
Current Drawdown Score
0.484
Distance From Sma 20 Score
0.386
Distance From Sma 200 Score
0.460
Current Drawdown
-0.335
Days Since 52w High
202
Distance From 52w High
-0.243
Distance From Sma 20
-0.068
Distance From Sma 200
-0.024
Distance From Sma 50
-0.032
Downside Capture 1y
0.395
Downside Volatility 1m
0.690
Downside Volatility 1w
-
Downside Volatility 1y
0.499
Downside Volatility 2y
0.491
Downside Volatility 3m
0.469
Downside Volatility 5y
0.388
Downside Volatility 6m
0.573
Drawdown Recovery
0.952
Excess Return 1m
-0.144
Excess Return 1y
-0.243
Excess Return 3m
0.050
Excess Return 6m
-0.283
Expected Shortfall 95 1y
-0.075
Market Cap
11,949,524,628.084
Max Drawdown 1m
-0.223
Max Drawdown 1w
-0.068
Max Drawdown 1y
-0.480
Max Drawdown 2y
-0.544
Max Drawdown 3m
-0.223
Max Drawdown 5y
-0.544
Max Drawdown 6m
-0.439
Momentum Acceleration 1m Vs 3m
-0.172
Momentum Acceleration 3m Vs 6m
0.085
Moving Average Alignment
0
Relative Strength Acceleration
-0.010
Relative Strength Slope 3m
0.002
Relative Volume 20d
1.234
Return 1m
-0.118
Return 1w
-0.010
Return 1y
-0.020
Return 2y
0.084
Return 3m
0.164
Return 5y
0.872
Return 6m
-0.182
Return Skewness 1y
-1.192
Sector Excess Return 1y
-
Sharpe 1m
-2.393
Sharpe 1y
0.173
Sharpe 2y
0.312
Sharpe 3m
1.702
Sharpe 5y
0.529
Sharpe 6m
-0.622
Sortino 1m
-1.945
Sortino 1y
0.149
Sortino 2y
0.273
Sortino 3m
1.469
Sortino 5y
0.494
Sortino 6m
-0.507
Trend R2 1m
0.556
Trend R2 1w
0.249
Trend R2 1y
0.174
Trend R2 2y
0.125
Trend R2 3m
0.472
Trend R2 5y
0.673
Trend R2 6m
0.000
Trend 1m
-0.010
Trend 1w
-0.006
Trend 1y
-0.001
Trend 2y
-0.000
Trend 3m
0.003
Trend 5y
0.001
Trend 6m
-0.000
Upside Capture 1y
2.030
Value At Risk 95 1y
-0.044
Volatility 1m
0.561
Volatility 1w
0.558
Volatility 1y
0.430
Volatility 2y
0.430
Volatility 3m
0.405
Volatility 5y
0.363
Volatility 6m
0.467
Worst Day 1y
-0.135
Distance From Sma 50 Score
0.447
Downside Volatility 1y Score
0.599
Downside Volatility 3m Score
0.559
Drawdown Recovery Score
0.976
Excess Return 1m Score
0.259
Excess Return 1y Score
0.095
Excess Return 3m Score
0.584
Excess Return 6m Score
0.029
Expected Shortfall 95 1y Score
0.253
Log Avg Dollar Volume 20d Score
0.727
Log Market Cap Score
0.464
Drawdown Score 1y
0.261
Drawdown Score 5y
0.456
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.783
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.346
Return 1m Score
0.304
Return 1y Score
0.488
Return 3m Score
0.705
Return 6m Score
0.348
Return Skewness 1y Score
0.301
Sortino 1y Score
0.394
Sortino 3m Score
0.559
Trend R2 1y Score
0.174
Trend R2 3m Score
0.472
Trend Slope 1y Score
0.450
Trend Slope 3m Score
0.708
Volatility 1y Score
0.506
Volatility 3m Score
0.473