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Vectors

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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

KB

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

Research Detail

KB

KB

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
1.397
Correlation To Benchmark 1y
0.469
Inverse To Benchmark 1y
0.531
Drawdown Score 1m
0.740
Drawdown Score 3m
0.653
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
0.682
Drawdown Score 1y
0.731
Drawdown Score 2y
0.570
Drawdown Score 5y
0.571
Return 1w
0.005
Return 1m
0.178
Return 3m
0.132
Return 6m
0.271
Return 1y
0.469
Return 2y
1.105
Return 5y
2.147
Sharpe 1m
4.438
Sharpe 3m
1.366
Sharpe 6m
1.362
Sharpe 1y
1.204
Sharpe 2y
1.170
Sharpe 5y
0.842
Trend 1w
0.002
Trend 1m
0.011
Trend 3m
0.002
Trend 6m
0.001
Trend 1y
0.002
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.461
Volatility 1m
0.468
Volatility 3m
0.430
Volatility 6m
0.415
Volatility 1y
0.379
Volatility 2y
0.380
Volatility 5y
0.341
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
KB
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:38 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
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
0.118
Aptet Fit Raw Score
0.198
Aptet Fit Confidence
0.190
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.709
Force Fit Raw Score
0.732
Force Fit Confidence
0.938
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:38 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "KB"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "KB",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "KB",
    "hitRates": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 1,
    "comboQuality": 0.49542772858224243,
    "eligibleDays": 352,
    "fitnessScore": 0.3459762889920614,
    "lookbackDays": 14,
    "returnLift1D": 0.00005049056702218901,
    "hitRateLift1D": 0.5,
    "activationRate": 0.002840909090909091,
    "activationCount": 1,
    "baselineHitRates": {
      "1": 0.5,
      "5": 0.5,
      "10": 0.6
    },
    "sampleConfidence": 0.4396504054291551,
    "shadowSharpeLike": 0.7556156736757337,
    "avgForwardReturns": {
      "1": 0.0053990610328638056,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": -0.0004999999999999449,
    "shadowTotalReturn": 0.004396611502347492,
    "avgForwardReturn1D": 0.0053990610328638056,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-27"
    ],
    "horizonObservationCounts": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.0053485704658416166,
      "5": 0.006632499240763934,
      "10": 0.012525185814487161
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.49542772858224243,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08148779493105084,
    "bestRawFitnessScore": 0.3459762889920614,
    "upperQuartileComboQuality": 0.08148779493105084
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.11751852918606201,
    "rawScore": 0.19755503473628633,
    "confidence": 0.18972952871523605,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        4
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.35136904371883465,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "KB",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.49542772858224243,
      "eligibleDays": 352,
      "fitnessScore": 0.3459762889920614,
      "lookbackDays": 14,
      "returnLift1D": 0.00005049056702218901,
      "hitRateLift1D": 0.5,
      "activationRate": 0.002840909090909091,
      "activationCount": 1,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0.6
      },
      "sampleConfidence": 0.4396504054291551,
      "shadowSharpeLike": 0.7556156736757337,
      "avgForwardReturns": {
        "1": 0.0053990610328638056,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0004999999999999449,
      "shadowTotalReturn": 0.004396611502347492,
      "avgForwardReturn1D": 0.0053990610328638056,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-27"
      ],
      "horizonObservationCounts": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0053485704658416166,
        "5": 0.006632499240763934,
        "10": 0.012525185814487161
      }
    },
    {
      "topN": 5,
      "ticker": "KB",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.49542772858224243,
      "eligibleDays": 352,
      "fitnessScore": 0.3459762889920614,
      "lookbackDays": 14,
      "returnLift1D": 0.00005049056702218901,
      "hitRateLift1D": 0.5,
      "activationRate": 0.002840909090909091,
      "activationCount": 1,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0.6
      },
      "sampleConfidence": 0.4396504054291551,
      "shadowSharpeLike": 0.7556156736757337,
      "avgForwardReturns": {
        "1": 0.0053990610328638056,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0004999999999999449,
      "shadowTotalReturn": 0.004396611502347492,
      "avgForwardReturn1D": 0.0053990610328638056,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-27"
      ],
      "horizonObservationCounts": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0053485704658416166,
        "5": 0.006632499240763934,
        "10": 0.012525185814487161
      }
    },
    {
      "topN": 2,
      "ticker": "KB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08148779493105084,
      "eligibleDays": 352,
      "fitnessScore": -0.18290642658579834,
      "lookbackDays": 14,
      "returnLift1D": -0.0053485704658416166,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0.6
      },
      "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": 0.0053485704658416166,
        "5": 0.006632499240763934,
        "10": 0.012525185814487161
      }
    },
    {
      "topN": 3,
      "ticker": "KB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08148779493105084,
      "eligibleDays": 352,
      "fitnessScore": -0.18290642658579834,
      "lookbackDays": 14,
      "returnLift1D": -0.0053485704658416166,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0.6
      },
      "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": 0.0053485704658416166,
        "5": 0.006632499240763934,
        "10": 0.012525185814487161
      }
    },
    {
      "topN": 2,
      "ticker": "KB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08148779493105084,
      "eligibleDays": 339,
      "fitnessScore": -0.18290642658579834,
      "lookbackDays": 21,
      "returnLift1D": -0.0053485704658416166,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0.6
      },
      "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": 0.0053485704658416166,
        "5": 0.006632499240763934,
        "10": 0.012525185814487161
      }
    },
    {
      "topN": 3,
      "ticker": "KB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08148779493105084,
      "eligibleDays": 339,
      "fitnessScore": -0.18290642658579834,
      "lookbackDays": 21,
      "returnLift1D": -0.0053485704658416166,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0.6
      },
      "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": 0.0053485704658416166,
        "5": 0.006632499240763934,
        "10": 0.012525185814487161
      }
    },
    {
      "topN": 4,
      "ticker": "KB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08148779493105084,
      "eligibleDays": 339,
      "fitnessScore": -0.18290642658579834,
      "lookbackDays": 21,
      "returnLift1D": -0.0053485704658416166,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0.6
      },
      "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": 0.0053485704658416166,
        "5": 0.006632499240763934,
        "10": 0.012525185814487161
      }
    },
    {
      "topN": 5,
      "ticker": "KB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08148779493105084,
      "eligibleDays": 339,
      "fitnessScore": -0.18290642658579834,
      "lookbackDays": 21,
      "returnLift1D": -0.0053485704658416166,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0.6
      },
      "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": 0.0053485704658416166,
        "5": 0.006632499240763934,
        "10": 0.012525185814487161
      }
    },
    {
      "topN": 2,
      "ticker": "KB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08148779493105084,
      "eligibleDays": 330,
      "fitnessScore": -0.18290642658579834,
      "lookbackDays": 30,
      "returnLift1D": -0.0053485704658416166,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0.6
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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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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      "sampleConfidence": 0.25,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRates": {
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        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "hitRateLift1D": -0.5,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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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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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
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      "eligibleDays": 297,
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      "lookbackDays": 63,
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      "hitRateLift1D": -0.5,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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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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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRate1D": 0,
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      "activationRate": 0,
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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,
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      },
      "hitRate1D": 0,
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      "hitRateLift1D": -0.5,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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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": 4,
      "comboQuality": 0.49542772858224243,
      "fitnessScore": 0.3459762889920614,
      "lookbackDays": 14,
      "returnLift1D": 0.00005049056702218901,
      "activationRate": 0.002840909090909091,
      "activationCount": 1,
      "sampleConfidence": 0.4396504054291551,
      "shadowTotalReturn": 0.004396611502347492,
      "avgForwardReturn1D": 0.0053990610328638056
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08148779493105084,
      "fitnessScore": -0.18290642658579834,
      "lookbackDays": 21,
      "returnLift1D": -0.0053485704658416166,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08148779493105084,
      "fitnessScore": -0.18290642658579834,
      "lookbackDays": 30,
      "returnLift1D": -0.0053485704658416166,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.18290642658579834,
      "lookbackDays": 45,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "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": "624f5ade328aef92fc9cc06f53b44704cf40ba3bcd8bcc85ad0694ed94822e6d",
    "size": 13,
    "members": [
      "KB",
      "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",
      "KB"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "KB",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "KB",
    "hitRates": {
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      "5": 0.5804597701149425,
      "10": 0.5562130177514792
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    "hitRate1D": 0.5898876404494382,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.8895786691720317,
    "eligibleDays": 368,
    "fitnessScore": 0.8090178155219255,
    "lookbackDays": 21,
    "returnLift1D": 0.00028516807523485364,
    "hitRateLift1D": 0.05184416218856869,
    "portfolioSize": 4,
    "activationRate": 0.483695652173913,
    "activationCount": 178,
    "baselineHitRates": {
      "1": 0.5380434782608695,
      "5": 0.5631868131868132,
      "10": 0.5654596100278552
    },
    "sampleConfidence": 0.9951310861423222,
    "shadowSharpeLike": 1.037211718252447,
    "avgForwardReturns": {
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      "5": 0.010317928257492597,
      "10": 0.02031846657259018
    },
    "shadowMaxDrawdown": -0.26872197641249795,
    "shadowTotalReturn": 0.4445476267103785,
    "avgForwardReturn1D": 0.0024972094402130568,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-04",
      "2025-02-05",
      "2025-03-17",
      "2025-03-18",
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-03-27",
      "2025-03-28",
      "2025-03-31"
    ],
    "horizonObservationCounts": {
      "1": 178,
      "5": 174,
      "10": 169
    },
    "baselineAvgForwardReturns": {
      "1": 0.002212041364978203,
      "5": 0.011018859751961438,
      "10": 0.023378188983173002
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8895786691720317,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.7058588177628098,
    "bestRawFitnessScore": 0.8090178155219255,
    "upperQuartileComboQuality": 0.7879113301568399
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.7093801427630121,
    "rawScore": 0.7322265136202529,
    "confidence": 0.9375975318230845,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 4
    },
    "profileBreadth": 0.6498288548689489,
    "recommendedRegion": {
      "lookbackDays": [
        21,
        30,
        45,
        63
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.5973417680005716,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
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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": "624f5ade328aef92fc9cc06f53b44704cf40ba3bcd8bcc85ad0694ed94822e6d",
    "size": 13,
    "members": [
      "KB",
      "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
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Sharpe 1m
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Sharpe 1w
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Sharpe 1y
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Sharpe 2w
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Sharpe 2y
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Sharpe 3m
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Sharpe 5y
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Sharpe 6m
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Sharpe Score
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Trend 1m
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Trend 1w
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Trend 1y
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Trend 2w
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Trend 2y
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Trend 3m
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Trend 5y
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Trend 6m
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Volatility 1m
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Volatility 1w
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Volatility 1y
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Volatility 2w
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Volatility 2y
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Volatility 3m
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Volatility 5y
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Volatility 6m
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Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.584
Liquidity
0.526
Momentum
0.732
Relative strength
0.775
Trend quality
0.558
Stability
0.669
Aggression
0.542
Downside risk
0.619
Drawdown state
0.977
Quality momentum
0.676
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.531
Benchmark Independence 3m Score
0.555
Beta 1y Profile Score
0.559
Beta 3m Profile Score
0.585
Beta Change Score
0.533
Correlation Change Score
0.488
Current Drawdown Score
0.970
Days Since 52w High Score
0.032
Distance From 52w High Score
0.970
Distance From Sma 20 Score
0.599
Distance From Sma 200 Score
0.879
Distance From Sma 50 Score
0.691
Downside Volatility 1m Score
0.351
Downside Volatility 1y Score
0.416
Downside Volatility 2y Score
0.416
Downside Volatility 3m Score
0.478
Downside Volatility 5y Score
0.364
Downside Volatility 6m Score
0.446
Drawdown Recovery Score
1
Excess Return 1m Score
0.786
Excess Return 1y Score
0.970
Excess Return 3m Score
0.652
Excess Return 6m Score
0.814
Expected Shortfall 95 1y Score
0.504
Log Avg Dollar Volume 20d Score
0.526
Log Market Cap Score
0.584
Drawdown Score 1m
0.740
Drawdown Score 1y
0.731
Drawdown Score 2y
0.570
Drawdown Score 3m
0.653
Drawdown Score 5y
0.571
Drawdown Score 6m
0.682
Momentum Acceleration 1m Vs 3m Score
0.947
Momentum Acceleration 3m Vs 6m Score
0.496
Moving Average Alignment Score
1
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.556
Relative Volume 20d Score
0.331
Return 1m Score
0.797
Return 1w Score
0.517
Return 1y Score
0.793
Return 2y Score
0.602
Return 3m Score
0.665
Return 5y Score
0.242
Return 6m Score
0.726
Return Skewness 1y Score
0.533
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.641
Sharpe 2y Score
0.634
Sharpe 3m Score
0.673
Sharpe 5y Score
0.568
Sharpe 6m Score
0.672
Sortino 1m Score
1
Sortino 1y Score
0.532
Sortino 2y Score
0.528
Sortino 3m Score
0.555
Sortino 5y Score
0.486
Sortino 6m Score
0.559
Trend R2 1m Score
0.751
Trend R2 1w Score
0.030
Trend R2 1y Score
0.804
Trend R2 2y Score
0.818
Trend R2 3m Score
0.232
Trend R2 5y Score
0.758
Trend R2 6m Score
0.195
Trend Slope 1m Score
1
Trend Slope 1w Score
0.599
Trend Slope 1y Score
0.602
Trend Slope 2y Score
0.594
Trend Slope 3m Score
0.596
Trend Slope 5y Score
0.559
Trend Slope 6m Score
0.549
Volatility 1m Score
0.557
Volatility 1w Score
0.548
Volatility 1y Score
0.438
Volatility 2y Score
0.440
Volatility 3m Score
0.507
Volatility 5y Score
0.388
Volatility 6m Score
0.486
Worst Day 1y Score
0.563
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
37,762,772.266
Best Day 1y
0.088
Beta To Benchmark 1y
1.397
Beta 3m
1.462
Beta Change
0.065
Beta To Sector 1y
0.790
Correlation To Benchmark 1y
0.469
Correlation 3m
0.445
Correlation Change
-0.024
Correlation To Sector 1y
0.305
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.531
Benchmark Independence 3m Score
0.555
Beta 1y Profile Score
0.559
Beta 3m Profile Score
0.585
Beta Change Score
0.533
Correlation Change Score
0.488
Current Drawdown Score
0.970
Distance From Sma 20 Score
0.599
Distance From Sma 200 Score
0.879
Current Drawdown
-0.019
Days Since 52w High
8
Distance From 52w High
-0.019
Distance From Sma 20
0.059
Distance From Sma 200
0.227
Distance From Sma 50
0.115
Downside Capture 1y
0.743
Downside Volatility 1m
0.313
Downside Volatility 1w
-
Downside Volatility 1y
0.362
Downside Volatility 2y
0.362
Downside Volatility 3m
0.409
Downside Volatility 5y
0.323
Downside Volatility 6m
0.384
Drawdown Recovery
1
Excess Return 1m
0.172
Excess Return 1y
0.282
Excess Return 3m
0.091
Excess Return 6m
0.188
Expected Shortfall 95 1y
-0.050
Market Cap
41,230,390,614.73
Max Drawdown 1m
-0.065
Max Drawdown 1w
-0.042
Max Drawdown 1y
-0.175
Max Drawdown 2y
-0.344
Max Drawdown 3m
-0.139
Max Drawdown 5y
-0.429
Max Drawdown 6m
-0.175
Momentum Acceleration 1m Vs 3m
0.134
Momentum Acceleration 3m Vs 6m
-0.001
Moving Average Alignment
1
Relative Strength Acceleration
0.010
Relative Strength Slope 3m
0.001
Relative Volume 20d
1.194
Return 1m
0.178
Return 1w
0.005
Return 1y
0.469
Return 2y
1.105
Return 3m
0.132
Return 5y
2.147
Return 6m
0.271
Return Skewness 1y
0.200
Sector Excess Return 1y
0.392
Sharpe 1m
4.438
Sharpe 1y
1.204
Sharpe 2y
1.170
Sharpe 3m
1.366
Sharpe 5y
0.842
Sharpe 6m
1.362
Sortino 1m
6.635
Sortino 1y
1.258
Sortino 2y
1.228
Sortino 3m
1.437
Sortino 5y
0.889
Sortino 6m
1.469
Trend R2 1m
0.751
Trend R2 1w
0.030
Trend R2 1y
0.804
Trend R2 2y
0.818
Trend R2 3m
0.232
Trend R2 5y
0.758
Trend R2 6m
0.195
Trend 1m
0.011
Trend 1w
0.002
Trend 1y
0.002
Trend 2y
0.002
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
1.666
Value At Risk 95 1y
-0.033
Volatility 1m
0.468
Volatility 1w
0.461
Volatility 1y
0.379
Volatility 2y
0.380
Volatility 3m
0.430
Volatility 5y
0.341
Volatility 6m
0.415
Worst Day 1y
-0.087
Distance From Sma 50 Score
0.691
Downside Volatility 1y Score
0.416
Downside Volatility 3m Score
0.478
Drawdown Recovery Score
1
Excess Return 1m Score
0.786
Excess Return 1y Score
0.970
Excess Return 3m Score
0.652
Excess Return 6m Score
0.814
Expected Shortfall 95 1y Score
0.504
Log Avg Dollar Volume 20d Score
0.526
Log Market Cap Score
0.584
Drawdown Score 1y
0.731
Drawdown Score 5y
0.571
Momentum Acceleration 1m Vs 3m Score
0.947
Momentum Acceleration 3m Vs 6m Score
0.496
Moving Average Alignment Score
1
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.331
Return 1m Score
0.797
Return 1y Score
0.793
Return 3m Score
0.665
Return 6m Score
0.726
Return Skewness 1y Score
0.533
Sortino 1y Score
0.532
Sortino 3m Score
0.555
Trend R2 1y Score
0.804
Trend R2 3m Score
0.232
Trend Slope 1y Score
0.602
Trend Slope 3m Score
0.596
Volatility 1y Score
0.438
Volatility 3m Score
0.507