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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

FANG

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

Research Detail

FANG

FANG

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
-0.202
Correlation To Benchmark 1y
-0.083
Inverse To Benchmark 1y
0.917
Drawdown Score 1m
0.660
Drawdown Score 3m
0.523
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
0.653
Drawdown Score 1y
0.706
Drawdown Score 2y
0.477
Drawdown Score 5y
0.579
Return 1w
0.081
Return 1m
0.094
Return 3m
0.066
Return 6m
0.359
Return 1y
0.486
Return 2y
0.035
Return 5y
2.108
Sharpe 1m
3.394
Sharpe 3m
0.897
Sharpe 6m
2.023
Sharpe 1y
1.431
Sharpe 2y
0.229
Sharpe 5y
0.793
Trend 1w
0.015
Trend 1m
0.006
Trend 3m
-0.001
Trend 6m
0.001
Trend 1y
0.002
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.177
Volatility 1m
0.332
Volatility 3m
0.352
Volatility 6m
0.330
Volatility 1y
0.311
Volatility 2y
0.359
Volatility 5y
0.375
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
FANG
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:23 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Energy
Sector Benchmark Ticker
XLE
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.162
Aptet Fit Raw Score
0.268
Aptet Fit Confidence
0.203
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.258
Force Fit Raw Score
0.273
Force Fit Confidence
0.888
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:23 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "FANG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "FANG",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "FANG",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08562038210831387,
    "eligibleDays": 352,
    "fitnessScore": -0.17103094087905926,
    "lookbackDays": 14,
    "returnLift1D": 0.00040924078591066435,
    "hitRateLift1D": -0.5384615384615384,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.5384615384615384,
      "5": 0.3333333333333333,
      "10": 0.5
    },
    "sampleConfidence": 0.25,
    "shadowSharpeLike": 0,
    "avgForwardReturns": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": 0,
    "shadowTotalReturn": 0,
    "avgForwardReturn1D": 0,
    "riskOffActivations": 0,
    "activationDatesSample": [],
    "horizonObservationCounts": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": -0.00040924078591066435,
      "5": -0.00847139485536551,
      "10": -0.013443633632621466
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08562038210831387,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08562038210831387,
    "bestRawFitnessScore": -0.17103094087905926,
    "upperQuartileComboQuality": 0.08562038210831387
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.16151730888962607,
    "rawScore": 0.2684963056866511,
    "confidence": 0.203125,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 1,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 352,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 14,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.00040924078591066435,
        "5": -0.00847139485536551,
        "10": -0.013443633632621466
      }
    },
    {
      "topN": 3,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 352,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 14,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.00040924078591066435,
        "5": -0.00847139485536551,
        "10": -0.013443633632621466
      }
    },
    {
      "topN": 4,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 352,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 14,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.00040924078591066435,
        "5": -0.00847139485536551,
        "10": -0.013443633632621466
      }
    },
    {
      "topN": 5,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 352,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 14,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.00040924078591066435,
        "5": -0.00847139485536551,
        "10": -0.013443633632621466
      }
    },
    {
      "topN": 2,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 339,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 21,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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      },
      "baselineAvgForwardReturns": {
        "1": -0.00040924078591066435,
        "5": -0.00847139485536551,
        "10": -0.013443633632621466
      }
    },
    {
      "topN": 3,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 339,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 21,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.00040924078591066435,
        "5": -0.00847139485536551,
        "10": -0.013443633632621466
      }
    },
    {
      "topN": 4,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 339,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 21,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.00040924078591066435,
        "5": -0.00847139485536551,
        "10": -0.013443633632621466
      }
    },
    {
      "topN": 5,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 339,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 21,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.00040924078591066435,
        "5": -0.00847139485536551,
        "10": -0.013443633632621466
      }
    },
    {
      "topN": 2,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 330,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 30,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
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    {
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "shadowMaxDrawdown": 0,
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    },
    {
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    },
    {
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
      "ticker": "FANG",
      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
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      "activationRate": 0,
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      "baselineHitRates": {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
      "ticker": "FANG",
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      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
      "ticker": "FANG",
      "hitRates": {
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        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "lookbackDays": 63,
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      "hitRateLift1D": -0.5384615384615384,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0,
        "10": 0
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      "hitRate1D": 0,
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      "hitRateLift1D": -0.5384615384615384,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRate1D": 0,
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      "hitRateLift1D": -0.5384615384615384,
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 5,
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      "hitRates": {
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        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.08562038210831387,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 14,
      "returnLift1D": 0.00040924078591066435,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08562038210831387,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 21,
      "returnLift1D": 0.00040924078591066435,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08562038210831387,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 30,
      "returnLift1D": 0.00040924078591066435,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08562038210831387,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 45,
      "returnLift1D": 0.00040924078591066435,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 63,
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      "activationRate": 0,
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      "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": "1a39e65824bd9357a19c6f72d8a2712fdb1b366318d10e6b3393609492d11181",
    "size": 13,
    "members": [
      "FANG",
      "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",
      "FANG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "FANG",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "FANG",
    "hitRates": {
      "1": 0.5217391304347826,
      "5": 0.5132743362831859,
      "10": 0.5132743362831859
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    "hitRate1D": 0.5217391304347826,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.353292855570251,
    "eligibleDays": 326,
    "fitnessScore": 0.21698883077706732,
    "lookbackDays": 63,
    "returnLift1D": -0.0008741236734744257,
    "hitRateLift1D": 0.0033342224593224667,
    "portfolioSize": 4,
    "activationRate": 0.35276073619631904,
    "activationCount": 115,
    "baselineHitRates": {
      "1": 0.5184049079754601,
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    "sampleConfidence": 0.9976811594202899,
    "shadowSharpeLike": 0.2448423604950528,
    "avgForwardReturns": {
      "1": 0.0006424941147500845,
      "5": 0.00033010408477189714,
      "10": 0.006325695445798071
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    "shadowMaxDrawdown": -0.11694515674961947,
    "shadowTotalReturn": 0.03763432607309802,
    "avgForwardReturn1D": 0.0006424941147500845,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-31",
      "2025-08-05",
      "2025-08-06",
      "2025-08-29",
      "2025-11-18",
      "2025-11-19",
      "2025-11-20",
      "2025-12-02",
      "2025-12-03",
      "2025-12-04"
    ],
    "horizonObservationCounts": {
      "1": 115,
      "5": 113,
      "10": 113
    },
    "baselineAvgForwardReturns": {
      "1": 0.0015166177882245102,
      "5": 0.00834938307361228,
      "10": 0.01581611900884058
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.353292855570251,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.12897413257186485,
    "bestRawFitnessScore": 0.21698883077706732,
    "upperQuartileComboQuality": 0.23707006067561048
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.25756223617116925,
    "rawScore": 0.2728016853026802,
    "confidence": 0.8882745235638672,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
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        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
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  "lookbackSummary": [
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  "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": "1a39e65824bd9357a19c6f72d8a2712fdb1b366318d10e6b3393609492d11181",
    "size": 13,
    "members": [
      "FANG",
      "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
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Return 1m
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Return 1w
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Return 1y
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Return 2w
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Return 2y
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Return 3m
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Return 5y
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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
0.617
Liquidity
0.864
Momentum
0.638
Relative strength
0.733
Trend quality
0.556
Stability
0.689
Aggression
0.402
Downside risk
0.606
Drawdown state
0.945
Quality momentum
0.635
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.917
Benchmark Independence 3m Score
0.784
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.310
Correlation Change Score
0.433
Current Drawdown Score
0.949
Days Since 52w High Score
0.218
Distance From 52w High Score
0.949
Distance From Sma 20 Score
0.669
Distance From Sma 200 Score
0.839
Distance From Sma 50 Score
0.615
Downside Volatility 1m Score
0.294
Downside Volatility 1y Score
0.336
Downside Volatility 2y Score
0.451
Downside Volatility 3m Score
0.415
Downside Volatility 5y Score
0.446
Downside Volatility 6m Score
0.365
Drawdown Recovery Score
1
Excess Return 1m Score
0.645
Excess Return 1y Score
0.999
Excess Return 3m Score
0.542
Excess Return 6m Score
0.960
Expected Shortfall 95 1y Score
0.595
Log Avg Dollar Volume 20d Score
0.864
Log Market Cap Score
0.617
Drawdown Score 1m
0.660
Drawdown Score 1y
0.706
Drawdown Score 2y
0.477
Drawdown Score 3m
0.523
Drawdown Score 5y
0.579
Drawdown Score 6m
0.653
Momentum Acceleration 1m Vs 3m Score
0.739
Momentum Acceleration 3m Vs 6m Score
0.374
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.806
Relative Strength Slope 3m Score
0.380
Relative Volume 20d Score
0.215
Return 1m Score
0.656
Return 1w Score
0.769
Return 1y Score
0.804
Return 2y Score
0.296
Return 3m Score
0.582
Return 5y Score
0.239
Return 6m Score
0.799
Return Skewness 1y Score
0.475
Sector Excess Return 1y Score
0.589
Sharpe 1m Score
1
Sharpe 1y Score
0.686
Sharpe 2y Score
0.446
Sharpe 3m Score
0.579
Sharpe 5y Score
0.559
Sharpe 6m Score
0.805
Sortino 1m Score
0.896
Sortino 1y Score
0.559
Sortino 2y Score
0.401
Sortino 3m Score
0.484
Sortino 5y Score
0.472
Sortino 6m Score
0.632
Trend R2 1m Score
0.583
Trend R2 1w Score
0.964
Trend R2 1y Score
0.824
Trend R2 2y Score
0.024
Trend R2 3m Score
0.234
Trend R2 5y Score
0.626
Trend R2 6m Score
0.416
Trend Slope 1m Score
0.874
Trend Slope 1w Score
1
Trend Slope 1y Score
0.610
Trend Slope 2y Score
0.509
Trend Slope 3m Score
0.420
Trend Slope 5y Score
0.536
Trend Slope 6m Score
0.587
Volatility 1m Score
0.376
Volatility 1w Score
0.169
Volatility 1y Score
0.348
Volatility 2y Score
0.412
Volatility 3m Score
0.403
Volatility 5y Score
0.433
Volatility 6m Score
0.373
Worst Day 1y Score
0.731
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
390,743,127.629
Best Day 1y
0.051
Beta To Benchmark 1y
-0.202
Beta 3m
-0.582
Beta Change
-0.379
Beta To Sector 1y
1.157
Correlation To Benchmark 1y
-0.083
Correlation 3m
-0.216
Correlation Change
-0.133
Correlation To Sector 1y
0.780
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.917
Benchmark Independence 3m Score
0.784
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.310
Correlation Change Score
0.433
Current Drawdown Score
0.949
Distance From Sma 20 Score
0.669
Distance From Sma 200 Score
0.839
Current Drawdown
-0.033
Days Since 52w High
55
Distance From 52w High
-0.033
Distance From Sma 20
0.102
Distance From Sma 200
0.203
Distance From Sma 50
0.069
Downside Capture 1y
3.143
Downside Volatility 1m
0.270
Downside Volatility 1w
-
Downside Volatility 1y
0.302
Downside Volatility 2y
0.388
Downside Volatility 3m
0.362
Downside Volatility 5y
0.384
Downside Volatility 6m
0.324
Drawdown Recovery
1
Excess Return 1m
0.087
Excess Return 1y
0.299
Excess Return 3m
0.025
Excess Return 6m
0.276
Expected Shortfall 95 1y
-0.040
Market Cap
57,579,205,629.96
Max Drawdown 1m
-0.085
Max Drawdown 1w
-0.001
Max Drawdown 1y
-0.191
Max Drawdown 2y
-0.418
Max Drawdown 3m
-0.191
Max Drawdown 5y
-0.421
Max Drawdown 6m
-0.191
Momentum Acceleration 1m Vs 3m
0.072
Momentum Acceleration 3m Vs 6m
-0.038
Moving Average Alignment
0.500
Relative Strength Acceleration
0.005
Relative Strength Slope 3m
-0.002
Relative Volume 20d
0.880
Return 1m
0.094
Return 1w
0.081
Return 1y
0.486
Return 2y
0.035
Return 3m
0.066
Return 5y
2.108
Return 6m
0.359
Return Skewness 1y
-0.148
Sector Excess Return 1y
0.054
Sharpe 1m
3.394
Sharpe 1y
1.431
Sharpe 2y
0.229
Sharpe 3m
0.897
Sharpe 5y
0.793
Sharpe 6m
2.023
Sortino 1m
4.169
Sortino 1y
1.474
Sortino 2y
0.212
Sortino 3m
0.874
Sortino 5y
0.774
Sortino 6m
2.060
Trend R2 1m
0.583
Trend R2 1w
0.964
Trend R2 1y
0.824
Trend R2 2y
0.024
Trend R2 3m
0.234
Trend R2 5y
0.626
Trend R2 6m
0.416
Trend 1m
0.006
Trend 1w
0.015
Trend 1y
0.002
Trend 2y
0.000
Trend 3m
-0.001
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
0.398
Value At Risk 95 1y
-0.032
Volatility 1m
0.332
Volatility 1w
0.177
Volatility 1y
0.311
Volatility 2y
0.359
Volatility 3m
0.352
Volatility 5y
0.375
Volatility 6m
0.330
Worst Day 1y
-0.054
Distance From Sma 50 Score
0.615
Downside Volatility 1y Score
0.336
Downside Volatility 3m Score
0.415
Drawdown Recovery Score
1
Excess Return 1m Score
0.645
Excess Return 1y Score
0.999
Excess Return 3m Score
0.542
Excess Return 6m Score
0.960
Expected Shortfall 95 1y Score
0.595
Log Avg Dollar Volume 20d Score
0.864
Log Market Cap Score
0.617
Drawdown Score 1y
0.706
Drawdown Score 5y
0.579
Momentum Acceleration 1m Vs 3m Score
0.739
Momentum Acceleration 3m Vs 6m Score
0.374
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.806
Relative Volume 20d Score
0.215
Return 1m Score
0.656
Return 1y Score
0.804
Return 3m Score
0.582
Return 6m Score
0.799
Return Skewness 1y Score
0.475
Sortino 1y Score
0.559
Sortino 3m Score
0.484
Trend R2 1y Score
0.824
Trend R2 3m Score
0.234
Trend Slope 1y Score
0.610
Trend Slope 3m Score
0.420
Volatility 1y Score
0.348
Volatility 3m Score
0.403