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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 1-50 of 355
Page 1 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
ZIMIndustrials0.5470.5260.5310.4770.115 poor0.396 weak100%Jul 26, 2:12 AM
XOMEnergy0.6500.5800.7131.0000.522 moderate0.389 weak100%Jul 26, 2:11 AM
XAR-0.5080.4690.6960.5800.170 poor
Ticker detail

CVS

Health Care | v2 | as of 2026-07-23
Close

Research Detail

CVS

CVS

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
0.117
Correlation To Benchmark 1y
0.048
Inverse To Benchmark 1y
0.952
Drawdown Score 1m
0.890
Drawdown Score 3m
0.781
0.683 good
98%
Jul 26, 2:11 AM
WMTConsumer Staples0.3750.4180.6751.0000.385 weak0.365 weak98%Jul 26, 2:11 AM
WMBEnergy0.5450.5800.7510.9140.129 poor0.228 poor100%Jul 26, 2:11 AM
WELLReal Estate0.7320.7430.7700.9470.660 good0.596 moderate100%Jul 26, 2:11 AM
VSTUtilities0.5530.4710.4800.9340.398 weak0.383 weak100%Jul 26, 2:10 AM
VSATInformation Technology0.7650.7050.3910.7810.532 moderate0.998 strong100%Jul 26, 2:10 AM
VRTXHealth Care0.5430.5250.6070.9910.124 poor0.113 poor100%Jul 26, 2:10 AM
VOO-0.5350.5830.8091.0000.488 weak0.330 poor98%Jul 26, 2:10 AM
VLOEnergy0.8820.8390.7000.9810.152 poor0.759 good100%Jul 26, 2:09 AM
VEEV-0.6280.5100.5020.8800.231 poor0.237 poor100%Jul 26, 2:09 AM
VFinancials0.6030.5490.6801.0000.171 poor0.210 poor100%Jul 26, 2:09 AM
USBFinancials0.6340.6600.7440.9150.124 poor0.719 good100%Jul 26, 2:09 AM
URIIndustrials0.6990.6680.5490.9110.747 good0.787 good100%Jul 26, 2:08 AM
UNPIndustrials0.7480.7420.7660.9790.159 poor0.476 weak100%Jul 26, 2:08 AM
UNHHealth Care0.6370.6700.5131.0000.518 moderate0.327 poor100%Jul 26, 2:08 AM
UMCInformation Technology0.6610.6810.5070.8620.154 poor0.996 strong100%Jul 26, 2:08 AM
UECEnergy0.2510.2790.1830.6410.064 poor0.600 moderate98%Jul 26, 2:08 AM
UBERInformation Technology0.4410.3890.5781.0000.162 poor0.178 poor100%Jul 26, 2:07 AM
TXTIndustrials0.5770.5040.6950.7080.160 poor0.279 poor100%Jul 26, 2:07 AM
TTIndustrials0.5320.5270.6610.9230.294 poor0.353 weak100%Jul 26, 2:07 AM
TSNConsumer Staples0.4530.4310.6300.7380.313 poor0.415 weak100%Jul 26, 2:07 AM
TSMInformation Technology0.5540.6140.6421.0000.952 strong0.933 strong100%Jul 26, 2:06 AM
TSLAConsumer Discretionary0.3060.2470.3941.0000.271 poor0.262 poor100%Jul 26, 2:06 AM
TRGPEnergy0.6910.7420.7310.8460.175 poor0.663 good100%Jul 26, 2:06 AM
TQQQ-0.4920.5000.4181.0000.107 poor0.932 strong98%Jul 26, 2:06 AM
TNA-0.5740.5960.4250.8380.133 poor0.827 strong98%Jul 26, 2:05 AM
TMUSCommunication Services0.3930.3700.5910.9940.104 poor0.137 poor100%Jul 26, 2:05 AM
TMOHealth Care0.7200.5730.5681.0000.177 poor0.567 moderate100%Jul 26, 2:05 AM
THG-0.6910.7000.7400.6230.446 weak0.482 weak100%Jul 26, 2:05 AM
TECL-0.6070.5720.2830.7330.167 poor0.999 strong98%Jul 26, 2:05 AM
TDGIndustrials0.4380.4030.6030.8930.142 poor0.225 poor100%Jul 26, 2:04 AM
SYKHealth Care0.5060.4490.6600.9750.118 poor0.123 poor100%Jul 26, 2:04 AM
SUEnergy0.7070.6380.7160.7950.153 poor0.862 strong100%Jul 26, 2:04 AM
STEMUtilities0.1040.2370.1640.0000.167 poor0.245 poor100%Jul 26, 2:04 AM
SSO-0.5530.5760.6950.7650.163 poor0.756 good98%Jul 26, 2:03 AM
SQQQ-0.4520.4000.2971.0000.125 poor0.078 poor98%Jul 26, 2:03 AM
SQMMaterials0.3890.4110.5120.6110.162 poor0.877 strong100%Jul 26, 2:03 AM
SPXL-0.5720.5620.5860.8790.162 poor0.782 good98%Jul 26, 2:03 AM
SOXL-0.5550.5600.2481.0000.139 poor0.999 strong98%Jul 26, 2:02 AM
SOUtilities0.5400.4990.7180.8910.283 poor0.200 poor100%Jul 26, 2:02 AM
SNOWInformation Technology0.7590.6550.3061.0000.859 strong0.823 strong100%Jul 26, 2:02 AM
SMCIInformation Technology0.4210.3330.1501.0000.156 poor0.110 poor100%Jul 26, 2:02 AM
SLBEnergy0.4670.4970.6410.9210.152 poor0.408 weak100%Jul 26, 2:01 AM
SIFYCommunication Services0.4290.3920.2520.0000.153 poor0.964 strong100%Jul 26, 2:01 AM
SHGFinancials0.6520.6370.6990.4180.120 poor0.824 strong100%Jul 26, 2:01 AM
SHELEnergy0.6420.5640.7290.9050.133 poor0.417 weak100%Jul 26, 2:01 AM
SCHWFinancials0.6160.5290.6400.9940.134 poor0.532 moderate100%Jul 26, 2:01 AM
SBLKIndustrials0.5850.6250.7030.4920.108 poor0.668 good100%Jul 26, 2:00 AM
PreviousPage 1 of 8Next
Drawdown Score 6m
0.701
Drawdown Score 1y
0.747
Drawdown Score 2y
0.570
Drawdown Score 5y
0.432
Return 1w
0.010
Return 1m
0.059
Return 3m
0.420
Return 6m
0.342
Return 1y
0.806
Return 2y
0.947
Return 5y
0.547
Sharpe 1m
3.133
Sharpe 3m
4.710
Sharpe 6m
1.814
Sharpe 1y
2.061
Sharpe 2y
1.138
Sharpe 5y
0.442
Trend 1w
0.003
Trend 1m
0.003
Trend 3m
0.005
Trend 6m
0.003
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
-0.000
Volatility 1w
0.295
Volatility 1m
0.227
Volatility 3m
0.308
Volatility 6m
0.362
Volatility 1y
0.311
Volatility 2y
0.345
Volatility 5y
0.300
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
CVS
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:14 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
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
0.256
Aptet Fit Raw Score
0.324
Aptet Fit Confidence
0.581
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.747
Force Fit Raw Score
0.767
Force Fit Confidence
0.948
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:14 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "CVS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "CVS",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "CVS",
    "hitRates": {
      "1": 0.6,
      "5": 0.9166666666666666,
      "10": 1
    },
    "hitRate1D": 0.6,
    "comboQuality": 0.5151936772717732,
    "eligibleDays": 330,
    "fitnessScore": 0.3633745536622282,
    "lookbackDays": 30,
    "returnLift1D": 0.001373893004244264,
    "hitRateLift1D": 0.024657534246575352,
    "activationRate": 0.048484848484848485,
    "activationCount": 16,
    "baselineHitRates": {
      "1": 0.5753424657534246,
      "5": 0.7424242424242424,
      "10": 0.8032786885245902
    },
    "sampleConfidence": 0.9044349550499537,
    "shadowSharpeLike": 1.2846831341202263,
    "avgForwardReturns": {
      "1": 0.006736905542934853,
      "5": 0.037800291821870585,
      "10": 0.06015444402105019
    },
    "shadowMaxDrawdown": -0.0345336481700117,
    "shadowTotalReturn": 0.10270803090375424,
    "avgForwardReturn1D": 0.006736905542934853,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-01",
      "2026-06-02",
      "2026-06-03",
      "2026-06-04",
      "2026-06-05",
      "2026-06-08",
      "2026-06-09",
      "2026-06-10",
      "2026-06-11",
      "2026-06-12"
    ],
    "horizonObservationCounts": {
      "1": 15,
      "5": 12,
      "10": 12
    },
    "baselineAvgForwardReturns": {
      "1": 0.005363012538690589,
      "5": 0.029220223750259375,
      "10": 0.05348124772082614
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5151936772717732,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.13198473493117874,
    "bestRawFitnessScore": 0.3633745536622282,
    "upperQuartileComboQuality": 0.44561462238024263
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.25570565365930353,
    "rawScore": 0.3235554204048305,
    "confidence": 0.580598794106841,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.41039409623266176,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "CVS",
      "hitRates": {
        "1": 0.6,
        "5": 0.9166666666666666,
        "10": 1
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.5151936772717732,
      "eligibleDays": 330,
      "fitnessScore": 0.3633745536622282,
      "lookbackDays": 30,
      "returnLift1D": 0.001373893004244264,
      "hitRateLift1D": 0.024657534246575352,
      "activationRate": 0.048484848484848485,
      "activationCount": 16,
      "baselineHitRates": {
        "1": 0.5753424657534246,
        "5": 0.7424242424242424,
        "10": 0.8032786885245902
      },
      "sampleConfidence": 0.9044349550499537,
      "shadowSharpeLike": 1.2846831341202263,
      "avgForwardReturns": {
        "1": 0.006736905542934853,
        "5": 0.037800291821870585,
        "10": 0.06015444402105019
      },
      "shadowMaxDrawdown": -0.0345336481700117,
      "shadowTotalReturn": 0.10270803090375424,
      "avgForwardReturn1D": 0.006736905542934853,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12"
      ],
      "horizonObservationCounts": {
        "1": 15,
        "5": 12,
        "10": 12
      },
      "baselineAvgForwardReturns": {
        "1": 0.005363012538690589,
        "5": 0.029220223750259375,
        "10": 0.05348124772082614
      }
    },
    {
      "topN": 4,
      "ticker": "CVS",
      "hitRates": {
        "1": 0.6,
        "5": 0.9166666666666666,
        "10": 1
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.5151936772717732,
      "eligibleDays": 330,
      "fitnessScore": 0.3633745536622282,
      "lookbackDays": 30,
      "returnLift1D": 0.001373893004244264,
      "hitRateLift1D": 0.024657534246575352,
      "activationRate": 0.048484848484848485,
      "activationCount": 16,
      "baselineHitRates": {
        "1": 0.5753424657534246,
        "5": 0.7424242424242424,
        "10": 0.8032786885245902
      },
      "sampleConfidence": 0.9044349550499537,
      "shadowSharpeLike": 1.2846831341202263,
      "avgForwardReturns": {
        "1": 0.006736905542934853,
        "5": 0.037800291821870585,
        "10": 0.06015444402105019
      },
      "shadowMaxDrawdown": -0.0345336481700117,
      "shadowTotalReturn": 0.10270803090375424,
      "avgForwardReturn1D": 0.006736905542934853,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12"
      ],
      "horizonObservationCounts": {
        "1": 15,
        "5": 12,
        "10": 12
      },
      "baselineAvgForwardReturns": {
        "1": 0.005363012538690589,
        "5": 0.029220223750259375,
        "10": 0.05348124772082614
      }
    },
    {
      "topN": 5,
      "ticker": "CVS",
      "hitRates": {
        "1": 0.6,
        "5": 0.9166666666666666,
        "10": 1
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.5151936772717732,
      "eligibleDays": 330,
      "fitnessScore": 0.3633745536622282,
      "lookbackDays": 30,
      "returnLift1D": 0.001373893004244264,
      "hitRateLift1D": 0.024657534246575352,
      "activationRate": 0.048484848484848485,
      "activationCount": 16,
      "baselineHitRates": {
        "1": 0.5753424657534246,
        "5": 0.7424242424242424,
        "10": 0.8032786885245902
      },
      "sampleConfidence": 0.9044349550499537,
      "shadowSharpeLike": 1.2846831341202263,
      "avgForwardReturns": {
        "1": 0.006736905542934853,
        "5": 0.037800291821870585,
        "10": 0.06015444402105019
      },
      "shadowMaxDrawdown": -0.0345336481700117,
      "shadowTotalReturn": 0.10270803090375424,
      "avgForwardReturn1D": 0.006736905542934853,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
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      ],
      "horizonObservationCounts": {
        "1": 15,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.005363012538690589,
        "5": 0.029220223750259375,
        "10": 0.05348124772082614
      }
    },
    {
      "topN": 3,
      "ticker": "CVS",
      "hitRates": {
        "1": 0.5925925925925926,
        "5": 0.4,
        "10": 0.6190476190476191
      },
      "hitRate1D": 0.5925925925925926,
      "comboQuality": 0.49737088520303635,
      "eligibleDays": 352,
      "fitnessScore": 0.34768635765523226,
      "lookbackDays": 14,
      "returnLift1D": -0.0008248205271561178,
      "hitRateLift1D": 0.017250126839167934,
      "activationRate": 0.07954545454545454,
      "activationCount": 28,
      "baselineHitRates": {
        "1": 0.5753424657534246,
        "5": 0.7424242424242424,
        "10": 0.8032786885245902
      },
      "sampleConfidence": 0.961904761904762,
      "shadowSharpeLike": 1.0173655482876436,
      "avgForwardReturns": {
        "1": 0.004538192011534471,
        "5": 0.009088508317004062,
        "10": 0.015543616172080063
      },
      "shadowMaxDrawdown": -0.0648394354673758,
      "shadowTotalReturn": 0.12197854856087442,
      "avgForwardReturn1D": 0.004538192011534471,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15",
        "2026-05-18",
        "2026-05-19",
        "2026-05-20"
      ],
      "horizonObservationCounts": {
        "1": 27,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.005363012538690589,
        "5": 0.029220223750259375,
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      }
    },
    {
      "topN": 2,
      "ticker": "CVS",
      "hitRates": {
        "1": 0.6086956521739131,
        "5": 0.47058823529411764,
        "10": 0.5789473684210527
      },
      "hitRate1D": 0.6086956521739131,
      "comboQuality": 0.4626519204966278,
      "eligibleDays": 352,
      "fitnessScore": 0.3170723585497524,
      "lookbackDays": 14,
      "returnLift1D": -0.0012056728991502704,
      "hitRateLift1D": 0.033353186420488456,
      "activationRate": 0.06818181818181818,
      "activationCount": 24,
      "baselineHitRates": {
        "1": 0.5753424657534246,
        "5": 0.7424242424242424,
        "10": 0.8032786885245902
      },
      "sampleConfidence": 0.963888888888889,
      "shadowSharpeLike": 0.8067646251609204,
      "avgForwardReturns": {
        "1": 0.004157339639540319,
        "5": 0.011515752484538636,
        "10": 0.011272388554071247
      },
      "shadowMaxDrawdown": -0.06408038453671505,
      "shadowTotalReturn": 0.09242564901605932,
      "avgForwardReturn1D": 0.004157339639540319,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15",
        "2026-05-18",
        "2026-05-19",
        "2026-05-20"
      ],
      "horizonObservationCounts": {
        "1": 23,
        "5": 17,
        "10": 19
      },
      "baselineAvgForwardReturns": {
        "1": 0.005363012538690589,
        "5": 0.029220223750259375,
        "10": 0.05348124772082614
      }
    },
    {
      "topN": 4,
      "ticker": "CVS",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 0.42857142857142855,
        "10": 0.6363636363636364
      },
      "hitRate1D": 0.5714285714285714,
      "comboQuality": 0.4399355230081143,
      "eligibleDays": 352,
      "fitnessScore": 0.29688677785332496,
      "lookbackDays": 14,
      "returnLift1D": -0.0013395516102237158,
      "hitRateLift1D": -0.003913894324853229,
      "activationRate": 0.08238636363636363,
      "activationCount": 29,
      "baselineHitRates": {
        "1": 0.5753424657534246,
        "5": 0.7424242424242424,
        "10": 0.8032786885245902
      },
      "sampleConfidence": 0.9632183908045977,
      "shadowSharpeLike": 0.9288267784329794,
      "avgForwardReturns": {
        "1": 0.004023460928466873,
        "5": 0.009495922313044488,
        "10": 0.017507999511584625
      },
      "shadowMaxDrawdown": -0.0648394354673758,
      "shadowTotalReturn": 0.11089982010964494,
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        "5": 0.023253517649962863,
        "10": 0.030066650209824575
      },
      "shadowMaxDrawdown": -0.000999749999999855,
      "shadowTotalReturn": -0.000999749999999855,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-23"
      ],
      "horizonObservationCounts": {
        "1": 0,
        "5": 1,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.005363012538690589,
        "5": 0.029220223750259375,
        "10": 0.05348124772082614
      }
    }
  ],
  "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": 3,
      "comboQuality": 0.49737088520303635,
      "fitnessScore": 0.34768635765523226,
      "lookbackDays": 14,
      "returnLift1D": -0.0008248205271561178,
      "activationRate": 0.07954545454545454,
      "activationCount": 28,
      "sampleConfidence": 0.961904761904762,
      "shadowTotalReturn": 0.12197854856087442,
      "avgForwardReturn1D": 0.004538192011534471
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.15208803971784823,
      "fitnessScore": -0.02802979459090276,
      "lookbackDays": 21,
      "returnLift1D": -0.004923466494172033,
      "activationRate": 0.05604719764011799,
      "activationCount": 19,
      "sampleConfidence": 0.9720386012451948,
      "shadowTotalReturn": 0.003925961560450775,
      "avgForwardReturn1D": 0.000439546044518556
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.5151936772717732,
      "fitnessScore": 0.3633745536622282,
      "lookbackDays": 30,
      "returnLift1D": 0.001373893004244264,
      "activationRate": 0.048484848484848485,
      "activationCount": 16,
      "sampleConfidence": 0.9044349550499537,
      "shadowTotalReturn": 0.10270803090375424,
      "avgForwardReturn1D": 0.006736905542934853
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.031443909813072324,
      "fitnessScore": -0.40407223714068297,
      "lookbackDays": 45,
      "returnLift1D": -0.005363012538690589,
      "activationRate": 0.0031746031746031746,
      "activationCount": 1,
      "sampleConfidence": 0.5063170720958218,
      "shadowTotalReturn": -0.000999749999999855,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08147766156581307,
      "fitnessScore": -0.18293621336104937,
      "lookbackDays": 63,
      "returnLift1D": -0.005363012538690589,
      "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": "c3546de8554c1a7c75775c0afbba7011cd21d81c41dda8b939dac3eb5cef2aee",
    "size": 13,
    "members": [
      "CVS",
      "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",
      "CVS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "CVS",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "CVS",
    "hitRates": {
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      "5": 0.6264367816091954,
      "10": 0.6627218934911243
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    "hitRate1D": 0.5730337078651685,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9093247874039924,
    "eligibleDays": 326,
    "fitnessScore": 0.8571920265445695,
    "lookbackDays": 63,
    "returnLift1D": 0.00037191985842749517,
    "hitRateLift1D": 0.005549045288481325,
    "portfolioSize": 4,
    "activationRate": 0.5460122699386503,
    "activationCount": 178,
    "baselineHitRates": {
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      "5": 0.6024844720496895,
      "10": 0.6624605678233438
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    "sampleConfidence": 0.9951310861423222,
    "shadowSharpeLike": 1.3755614927816777,
    "avgForwardReturns": {
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      "5": 0.008601485762191781,
      "10": 0.015889386728728177
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    "shadowMaxDrawdown": -0.1294792082761944,
    "shadowTotalReturn": 0.41163751454744224,
    "avgForwardReturn1D": 0.002139879893132689,
    "riskOffActivations": 0,
    "activationDatesSample": [
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      "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": {
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      "5": 174,
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    "baselineAvgForwardReturns": {
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9093247874039924,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.6687343607284547,
    "bestRawFitnessScore": 0.8571920265445695,
    "upperQuartileComboQuality": 0.786910420032704
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  "algorithmFit": {
    "label": "good",
    "score": 0.7465238682482032,
    "rawScore": 0.7666011567847439,
    "confidence": 0.9476199889372765,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0.5501612669700013,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
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        4,
        5
      ]
    },
    "parameterStability": 0.8299054468729358,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "CVS",
      "hitRates": {
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      "comboQuality": 0.9093247874039924,
      "eligibleDays": 326,
      "fitnessScore": 0.8571920265445695,
      "lookbackDays": 63,
      "returnLift1D": 0.00037191985842749517,
      "hitRateLift1D": 0.005549045288481325,
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      "activationRate": 0.5460122699386503,
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      "riskOffActivations": 0,
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        "2025-04-09",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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      "comboQuality": 0.9093247874039924,
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      "returnLift1D": 0.00037191985842749517,
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      "shadowMaxDrawdown": -0.1294792082761944,
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      "riskOffActivations": 0,
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        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
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        "1": 0.0008063499086704948,
        "5": 0.008922036772839323,
        "10": 0.019086398648968775
      },
      "shadowMaxDrawdown": -0.1650934732457131,
      "shadowTotalReturn": 0.06845392267312822,
      "avgForwardReturn1D": 0.0008063499086704948,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 136,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.002182647199911621,
        "5": 0.010634611103681779,
        "10": 0.020794514490938686
      }
    },
    {
      "topN": 2,
      "ticker": "CVS",
      "hitRates": {
        "1": 0.549618320610687,
        "5": 0.5905511811023622,
        "10": 0.6721311475409836
      },
      "hitRate1D": 0.549618320610687,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.3928344284663441,
      "eligibleDays": 359,
      "fitnessScore": 0.2542090734243304,
      "lookbackDays": 30,
      "returnLift1D": -0.0011752330263830608,
      "hitRateLift1D": -0.015841289417168114,
      "portfolioSize": 2,
      "activationRate": 0.3649025069637883,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.5654596100278552,
        "5": 0.6028169014084507,
        "10": 0.6742857142857143
      },
      "sampleConfidence": 0.9933842239185751,
      "shadowSharpeLike": 0.22732531641318487,
      "avgForwardReturns": {
        "1": 0.0005080064308759602,
        "5": 0.0032542517899322373,
        "10": 0.010685430861323305
      },
      "shadowMaxDrawdown": -0.11057061233985421,
      "shadowTotalReturn": 0.03359480386387537,
      "avgForwardReturn1D": 0.0005080064308759602,
      "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": 131,
        "5": 127,
        "10": 122
      },
      "baselineAvgForwardReturns": {
        "1": 0.001683239457259021,
        "5": 0.008622857476906066,
        "10": 0.017264995732124335
      }
    },
    {
      "topN": 2,
      "ticker": "CVS",
      "hitRates": {
        "1": 0.5321100917431193,
        "5": 0.6190476190476191,
        "10": 0.56
      },
      "hitRate1D": 0.5321100917431193,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.26141590629835143,
      "eligibleDays": 326,
      "fitnessScore": 0.12150309032771936,
      "lookbackDays": 63,
      "returnLift1D": -0.0016450947523481874,
      "hitRateLift1D": -0.035374570833567875,
      "portfolioSize": 2,
      "activationRate": 0.3343558282208589,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.5674846625766872,
        "5": 0.6024844720496895,
        "10": 0.6624605678233438
      },
      "sampleConfidence": 0.9920489296636086,
      "shadowSharpeLike": -0.005013198505888645,
      "avgForwardReturns": {
        "1": 0.00012286528235700632,
        "5": 0.002259530849232218,
        "10": 0.002209178192296272
      },
      "shadowMaxDrawdown": -0.1517814636384892,
      "shadowTotalReturn": -0.01985161907132571,
      "avgForwardReturn1D": 0.00012286528235700632,
      "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": 109,
        "5": 105,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017679600347051936,
        "5": 0.009174667682855249,
        "10": 0.017561262536728697
      }
    }
  ],
  "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": 0.8013112255032506,
      "fitnessScore": 0.6567921482054613,
      "lookbackDays": 14,
      "returnLift1D": -0.00009421803154782563,
      "activationRate": 0.45066666666666666,
      "activationCount": 169,
      "sampleConfidence": 0.996449704142012,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.33513841304758496,
      "avgForwardReturn1D": 0.0020884291683637953
    },
    {
      "comboQuality": 0.819018345110368,
      "fitnessScore": 0.6821363784367532,
      "lookbackDays": 21,
      "returnLift1D": -0.00027846564695403015,
      "activationRate": 0.49184782608695654,
      "activationCount": 181,
      "sampleConfidence": 0.9955801104972376,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.3164938585659707,
      "avgForwardReturn1D": 0.0018379711338871066
    },
    {
      "comboQuality": 0.7519426608990634,
      "fitnessScore": 0.5939800322839371,
      "lookbackDays": 30,
      "returnLift1D": -0.0003460472831395471,
      "activationRate": 0.5487465181058496,
      "activationCount": 197,
      "sampleConfidence": 0.995600676818951,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.24032389091089712,
      "avgForwardReturn1D": 0.001337192174119474
    },
    {
      "comboQuality": 0.6687343607284547,
      "fitnessScore": 0.5045425910663766,
      "lookbackDays": 45,
      "returnLift1D": -0.0006535265252965012,
      "activationRate": 0.5261627906976745,
      "activationCount": 181,
      "sampleConfidence": 0.9952117863720075,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.16938663129850462,
      "avgForwardReturn1D": 0.0011246836876968415
    },
    {
      "comboQuality": 0.9093247874039924,
      "fitnessScore": 0.8571920265445695,
      "lookbackDays": 63,
      "returnLift1D": 0.00037191985842749517,
      "activationRate": 0.5460122699386503,
      "activationCount": 178,
      "sampleConfidence": 0.9951310861423222,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.41163751454744224,
      "avgForwardReturn1D": 0.002139879893132689
    }
  ],
  "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": "c3546de8554c1a7c75775c0afbba7011cd21d81c41dda8b939dac3eb5cef2aee",
    "size": 13,
    "members": [
      "CVS",
      "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
0.701
Liquidity
0.967
Momentum
0.729
Relative strength
0.851
Trend quality
0.821
Stability
0.679
Aggression
0.297
Downside risk
0.693
Drawdown state
0.972
Quality momentum
0.775
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.952
Benchmark Independence 3m Score
0.991
Beta 1y Profile Score
0.047
Beta 3m Profile Score
0
Beta Change Score
0.431
Correlation Change Score
0.472
Current Drawdown Score
0.958
Days Since 52w High Score
0.008
Distance From 52w High Score
0.958
Distance From Sma 20 Score
0.533
Distance From Sma 200 Score
0.994
Distance From Sma 50 Score
0.628
Downside Volatility 1m Score
0.207
Downside Volatility 1y Score
0.386
Downside Volatility 2y Score
0.394
Downside Volatility 3m Score
0.213
Downside Volatility 5y Score
0.353
Downside Volatility 6m Score
0.443
Drawdown Recovery Score
1
Excess Return 1m Score
0.588
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
0.933
Expected Shortfall 95 1y Score
0.569
Log Avg Dollar Volume 20d Score
0.967
Log Market Cap Score
0.701
Drawdown Score 1m
0.890
Drawdown Score 1y
0.747
Drawdown Score 2y
0.570
Drawdown Score 3m
0.781
Drawdown Score 5y
0.432
Drawdown Score 6m
0.701
Momentum Acceleration 1m Vs 3m Score
0.230
Momentum Acceleration 3m Vs 6m Score
0.776
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.484
Relative Strength Slope 3m Score
0.756
Relative Volume 20d Score
0.223
Return 1m Score
0.598
Return 1w Score
0.533
Return 1y Score
1
Return 2y Score
0.556
Return 3m Score
1
Return 5y Score
0.119
Return 6m Score
0.785
Return Skewness 1y Score
0.268
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.812
Sharpe 2y Score
0.628
Sharpe 3m Score
1
Sharpe 5y Score
0.488
Sharpe 6m Score
0.763
Sortino 1m Score
0.809
Sortino 1y Score
0.611
Sortino 2y Score
0.517
Sortino 3m Score
1
Sortino 5y Score
0.428
Sortino 6m Score
0.589
Trend R2 1m Score
0.703
Trend R2 1w Score
0.153
Trend R2 1y Score
0.668
Trend R2 2y Score
0.801
Trend R2 3m Score
0.852
Trend R2 5y Score
0.058
Trend R2 6m Score
0.763
Trend Slope 1m Score
0.672
Trend Slope 1w Score
0.667
Trend Slope 1y Score
0.596
Trend Slope 2y Score
0.580
Trend Slope 3m Score
0.797
Trend Slope 5y Score
0.492
Trend Slope 6m Score
0.707
Volatility 1m Score
0.236
Volatility 1w Score
0.326
Volatility 1y Score
0.348
Volatility 2y Score
0.394
Volatility 3m Score
0.344
Volatility 5y Score
0.334
Volatility 6m Score
0.415
Worst Day 1y Score
0.292
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
794,976,395.579
Best Day 1y
0.076
Beta To Benchmark 1y
0.117
Beta 3m
-0.020
Beta Change
-0.137
Beta To Sector 1y
0.563
Correlation To Benchmark 1y
0.048
Correlation 3m
-0.009
Correlation Change
-0.056
Correlation To Sector 1y
0.286
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.952
Benchmark Independence 3m Score
0.991
Beta 1y Profile Score
0.047
Beta 3m Profile Score
0
Beta Change Score
0.431
Correlation Change Score
0.472
Current Drawdown Score
0.958
Distance From Sma 20 Score
0.533
Distance From Sma 200 Score
0.994
Current Drawdown
-0.028
Days Since 52w High
2
Distance From 52w High
-0.028
Distance From Sma 20
0.020
Distance From Sma 200
0.296
Distance From Sma 50
0.077
Downside Capture 1y
2.607
Downside Volatility 1m
0.205
Downside Volatility 1w
-
Downside Volatility 1y
0.339
Downside Volatility 2y
0.346
Downside Volatility 3m
0.209
Downside Volatility 5y
0.315
Downside Volatility 6m
0.382
Drawdown Recovery
1
Excess Return 1m
0.053
Excess Return 1y
0.619
Excess Return 3m
0.379
Excess Return 6m
0.260
Expected Shortfall 95 1y
-0.043
Market Cap
137,468,408,056.18
Max Drawdown 1m
-0.028
Max Drawdown 1w
-0.028
Max Drawdown 1y
-0.164
Max Drawdown 2y
-0.344
Max Drawdown 3m
-0.088
Max Drawdown 5y
-0.568
Max Drawdown 6m
-0.164
Momentum Acceleration 1m Vs 3m
-0.081
Momentum Acceleration 3m Vs 6m
0.083
Moving Average Alignment
1
Relative Strength Acceleration
-0.000
Relative Strength Slope 3m
0.004
Relative Volume 20d
0.903
Return 1m
0.059
Return 1w
0.010
Return 1y
0.806
Return 2y
0.947
Return 3m
0.420
Return 5y
0.547
Return 6m
0.342
Return Skewness 1y
-1.389
Sector Excess Return 1y
0.575
Sharpe 1m
3.133
Sharpe 1y
2.061
Sharpe 2y
1.138
Sharpe 3m
4.710
Sharpe 5y
0.442
Sharpe 6m
1.814
Sortino 1m
3.472
Sortino 1y
1.888
Sortino 2y
1.136
Sortino 3m
6.927
Sortino 5y
0.422
Sortino 6m
1.716
Trend R2 1m
0.703
Trend R2 1w
0.153
Trend R2 1y
0.668
Trend R2 2y
0.801
Trend R2 3m
0.852
Trend R2 5y
0.058
Trend R2 6m
0.763
Trend 1m
0.003
Trend 1w
0.003
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
0.005
Trend 5y
-0.000
Trend 6m
0.003
Upside Capture 1y
0.584
Value At Risk 95 1y
-0.024
Volatility 1m
0.227
Volatility 1w
0.295
Volatility 1y
0.311
Volatility 2y
0.345
Volatility 3m
0.308
Volatility 5y
0.300
Volatility 6m
0.362
Worst Day 1y
-0.142
Distance From Sma 50 Score
0.628
Downside Volatility 1y Score
0.386
Downside Volatility 3m Score
0.213
Drawdown Recovery Score
1
Excess Return 1m Score
0.588
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
0.933
Expected Shortfall 95 1y Score
0.569
Log Avg Dollar Volume 20d Score
0.967
Log Market Cap Score
0.701
Drawdown Score 1y
0.747
Drawdown Score 5y
0.432
Momentum Acceleration 1m Vs 3m Score
0.230
Momentum Acceleration 3m Vs 6m Score
0.776
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.484
Relative Volume 20d Score
0.223
Return 1m Score
0.598
Return 1y Score
1
Return 3m Score
1
Return 6m Score
0.785
Return Skewness 1y Score
0.268
Sortino 1y Score
0.611
Sortino 3m Score
1
Trend R2 1y Score
0.668
Trend R2 3m Score
0.852
Trend Slope 1y Score
0.596
Trend Slope 3m Score
0.797
Volatility 1y Score
0.348
Volatility 3m Score
0.344