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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

KTOS

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

Research Detail

KTOS

KTOS

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
2.096
Correlation To Benchmark 1y
0.376
Inverse To Benchmark 1y
0.624
Drawdown Score 1m
0.320
Drawdown Score 3m
0.174
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
Drawdown Score 1y
0.002
Drawdown Score 2y
0.189
Drawdown Score 5y
0.330
Return 1w
0.053
Return 1m
-0.027
Return 3m
-0.279
Return 6m
-0.590
Return 1y
-0.108
Return 2y
1.321
Return 5y
0.893
Sharpe 1m
-0.197
Sharpe 3m
-1.524
Sharpe 6m
-1.962
Sharpe 1y
0.190
Sharpe 2y
0.992
Sharpe 5y
0.503
Trend 1w
0.012
Trend 1m
-0.002
Trend 3m
-0.004
Trend 6m
-0.007
Trend 1y
-0.001
Trend 2y
0.003
Trend 5y
0.001
Volatility 1w
0.460
Volatility 1m
0.647
Volatility 3m
0.701
Volatility 6m
0.760
Volatility 1y
0.708
Volatility 2y
0.612
Volatility 5y
0.527
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
KTOS
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:40 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
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
0.123
Aptet Fit Raw Score
0.202
Aptet Fit Confidence
0.216
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.945
Force Fit Raw Score
0.954
Force Fit Confidence
0.982
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:40 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "KTOS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "KTOS",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "KTOS",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08323008372027677,
    "eligibleDays": 339,
    "fitnessScore": -0.17783448650744874,
    "lookbackDays": 21,
    "returnLift1D": -0.0028894480036115128,
    "hitRateLift1D": -0.3333333333333333,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.3333333333333333,
      "5": 0.2727272727272727,
      "10": 0.16666666666666666
    },
    "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": 0.0028894480036115128,
      "5": -0.019964822293300575,
      "10": -0.04816096256489635
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08323008372027677,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08323008372027677,
    "bestRawFitnessScore": -0.17783448650744874,
    "upperQuartileComboQuality": 0.08323008372027677
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.12269516875947564,
    "rawScore": 0.2017720342811262,
    "confidence": 0.21617615837213747,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.6759398365245239,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "KTOS",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08323008372027677,
      "eligibleDays": 339,
      "fitnessScore": -0.17783448650744874,
      "lookbackDays": 21,
      "returnLift1D": -0.0028894480036115128,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0.2727272727272727,
        "10": 0.16666666666666666
      },
      "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": 0.0028894480036115128,
        "5": -0.019964822293300575,
        "10": -0.04816096256489635
      }
    },
    {
      "topN": 3,
      "ticker": "KTOS",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08323008372027677,
      "eligibleDays": 339,
      "fitnessScore": -0.17783448650744874,
      "lookbackDays": 21,
      "returnLift1D": -0.0028894480036115128,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0.2727272727272727,
        "10": 0.16666666666666666
      },
      "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": 0.0028894480036115128,
        "5": -0.019964822293300575,
        "10": -0.04816096256489635
      }
    },
    {
      "topN": 4,
      "ticker": "KTOS",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08323008372027677,
      "eligibleDays": 339,
      "fitnessScore": -0.17783448650744874,
      "lookbackDays": 21,
      "returnLift1D": -0.0028894480036115128,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0.2727272727272727,
        "10": 0.16666666666666666
      },
      "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": 0.0028894480036115128,
        "5": -0.019964822293300575,
        "10": -0.04816096256489635
      }
    },
    {
      "topN": 5,
      "ticker": "KTOS",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08323008372027677,
      "eligibleDays": 339,
      "fitnessScore": -0.17783448650744874,
      "lookbackDays": 21,
      "returnLift1D": -0.0028894480036115128,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0.2727272727272727,
        "10": 0.16666666666666666
      },
      "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": 0.0028894480036115128,
        "5": -0.019964822293300575,
        "10": -0.04816096256489635
      }
    },
    {
      "topN": 2,
      "ticker": "KTOS",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08323008372027677,
      "eligibleDays": 330,
      "fitnessScore": -0.17783448650744874,
      "lookbackDays": 30,
      "returnLift1D": -0.0028894480036115128,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0.2727272727272727,
        "10": 0.16666666666666666
      },
      "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": 0.0028894480036115128,
        "5": -0.019964822293300575,
        "10": -0.04816096256489635
      }
    },
    {
      "topN": 3,
      "ticker": "KTOS",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08323008372027677,
      "eligibleDays": 330,
      "fitnessScore": -0.17783448650744874,
      "lookbackDays": 30,
      "returnLift1D": -0.0028894480036115128,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0.2727272727272727,
        "10": 0.16666666666666666
      },
      "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": 0.0028894480036115128,
        "5": -0.019964822293300575,
        "10": -0.04816096256489635
      }
    },
    {
      "topN": 4,
      "ticker": "KTOS",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08323008372027677,
      "eligibleDays": 330,
      "fitnessScore": -0.17783448650744874,
      "lookbackDays": 30,
      "returnLift1D": -0.0028894480036115128,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0.2727272727272727,
        "10": 0.16666666666666666
      },
      "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": 0.0028894480036115128,
        "5": -0.019964822293300575,
        "10": -0.04816096256489635
      }
    },
    {
      "topN": 5,
      "ticker": "KTOS",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08323008372027677,
      "eligibleDays": 330,
      "fitnessScore": -0.17783448650744874,
      "lookbackDays": 30,
      "returnLift1D": -0.0028894480036115128,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0.2727272727272727,
        "10": 0.16666666666666666
      },
      "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": 0.0028894480036115128,
        "5": -0.019964822293300575,
        "10": -0.04816096256489635
      }
    },
    {
      "topN": 2,
      "ticker": "KTOS",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08323008372027677,
      "eligibleDays": 315,
      "fitnessScore": -0.17783448650744874,
      "lookbackDays": 45,
      "returnLift1D": -0.0028894480036115128,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0.2727272727272727,
        "10": 0.16666666666666666
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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    },
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    },
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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,
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      "lookbackDays": 14,
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      "activationRate": 0.002840909090909091,
      "activationCount": 1,
      "sampleConfidence": 0.4396504054291551,
      "shadowTotalReturn": -0.030584681046081363,
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    {
      "bestTopN": 2,
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      "fitnessScore": -0.17783448650744874,
      "lookbackDays": 21,
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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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      "fitnessScore": -0.17783448650744874,
      "lookbackDays": 30,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    {
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      "lookbackDays": 45,
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      "activationRate": 0,
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      "shadowTotalReturn": 0,
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    {
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      "lookbackDays": 63,
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      "activationRate": 0,
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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."
  },
  "universeIdentity": {
    "hash": "0c3ae5d6a8d9804a713c0484c8d26b4b375912eb10532ebe0de42b725da7de01",
    "size": 13,
    "members": [
      "KTOS",
      "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",
      "KTOS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "KTOS",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "hitRate1D": 0.5434782608695652,
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    "comboQuality": 0.9971336183601262,
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    "lookbackDays": 21,
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    "hitRateLift1D": 0.03804347826086951,
    "portfolioSize": 4,
    "activationRate": 0.5,
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    "sampleConfidence": 1,
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    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-02-07",
      "2025-02-10",
      "2025-02-11",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20"
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    "horizonObservationCounts": {
      "1": 184,
      "5": 184,
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    "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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    "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."
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    "size": 13,
    "members": [
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      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
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    "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
0.435
Liquidity
0.812
Momentum
0.348
Relative strength
0.150
Trend quality
0.484
Stability
0.194
Aggression
0.694
Downside risk
0.338
Drawdown state
0.217
Quality momentum
0.330
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.624
Benchmark Independence 3m Score
0.656
Beta 1y Profile Score
0.838
Beta 3m Profile Score
0.739
Beta Change Score
0.376
Correlation Change Score
0.484
Current Drawdown Score
0.043
Days Since 52w High Score
0.508
Distance From 52w High Score
0.043
Distance From Sma 20 Score
0.512
Distance From Sma 200 Score
0
Distance From Sma 50 Score
0.370
Downside Volatility 1m Score
0.637
Downside Volatility 1y Score
0.836
Downside Volatility 2y Score
0.706
Downside Volatility 3m Score
0.737
Downside Volatility 5y Score
0.594
Downside Volatility 6m Score
0.883
Drawdown Recovery Score
0.559
Excess Return 1m Score
0.445
Excess Return 1y Score
0.009
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.126
Log Avg Dollar Volume 20d Score
0.812
Log Market Cap Score
0.435
Drawdown Score 1m
0.320
Drawdown Score 1y
0.002
Drawdown Score 2y
0.189
Drawdown Score 3m
0.174
Drawdown Score 5y
0.330
Drawdown Score 6m
0
Momentum Acceleration 1m Vs 3m Score
0.721
Momentum Acceleration 3m Vs 6m Score
0.517
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.832
Relative Strength Slope 3m Score
0.180
Relative Volume 20d Score
0.314
Return 1m Score
0.455
Return 1w Score
0.676
Return 1y Score
0.433
Return 2y Score
0.663
Return 3m Score
0.151
Return 5y Score
0.146
Return 6m Score
0.008
Return Skewness 1y Score
0.531
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.361
Sharpe 1y Score
0.438
Sharpe 2y Score
0.598
Sharpe 3m Score
0.095
Sharpe 5y Score
0.501
Sharpe 6m Score
0.008
Sortino 1m Score
0.345
Sortino 1y Score
0.400
Sortino 2y Score
0.506
Sortino 3m Score
0.153
Sortino 5y Score
0.442
Sortino 6m Score
0.113
Trend R2 1m Score
0.059
Trend R2 1w Score
0.628
Trend R2 1y Score
0.132
Trend R2 2y Score
0.697
Trend R2 3m Score
0.633
Trend R2 5y Score
0.598
Trend R2 6m Score
0.921
Trend Slope 1m Score
0.383
Trend Slope 1w Score
1
Trend Slope 1y Score
0.427
Trend Slope 2y Score
0.686
Trend Slope 3m Score
0.220
Trend Slope 5y Score
0.586
Trend Slope 6m Score
0.070
Volatility 1m Score
0.796
Volatility 1w Score
0.547
Volatility 1y Score
0.877
Volatility 2y Score
0.750
Volatility 3m Score
0.868
Volatility 5y Score
0.637
Volatility 6m Score
0.947
Worst Day 1y Score
0.290
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
273,510,548.815
Best Day 1y
0.138
Beta To Benchmark 1y
2.096
Beta 3m
1.848
Beta Change
-0.248
Beta To Sector 1y
1.632
Correlation To Benchmark 1y
0.376
Correlation 3m
0.344
Correlation Change
-0.032
Correlation To Sector 1y
0.385
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.624
Benchmark Independence 3m Score
0.656
Beta 1y Profile Score
0.838
Beta 3m Profile Score
0.739
Beta Change Score
0.376
Correlation Change Score
0.484
Current Drawdown Score
0.043
Distance From Sma 20 Score
0.512
Distance From Sma 200 Score
0
Current Drawdown
-0.622
Days Since 52w High
128
Distance From 52w High
-0.622
Distance From Sma 20
0.007
Distance From Sma 200
-0.356
Distance From Sma 50
-0.078
Downside Capture 1y
0.338
Downside Volatility 1m
0.527
Downside Volatility 1w
-
Downside Volatility 1y
0.677
Downside Volatility 2y
0.580
Downside Volatility 3m
0.603
Downside Volatility 5y
0.495
Downside Volatility 6m
0.712
Drawdown Recovery
0.117
Excess Return 1m
-0.033
Excess Return 1y
-0.295
Excess Return 3m
-0.320
Excess Return 6m
-0.673
Expected Shortfall 95 1y
-0.087
Market Cap
8,879,071,242.4
Max Drawdown 1m
-0.170
Max Drawdown 1w
-0.022
Max Drawdown 1y
-0.649
Max Drawdown 2y
-0.649
Max Drawdown 3m
-0.330
Max Drawdown 5y
-0.670
Max Drawdown 6m
-0.619
Momentum Acceleration 1m Vs 3m
0.066
Momentum Acceleration 3m Vs 6m
0.005
Moving Average Alignment
-0.500
Relative Strength Acceleration
0.005
Relative Strength Slope 3m
-0.005
Relative Volume 20d
1.149
Return 1m
-0.027
Return 1w
0.053
Return 1y
-0.108
Return 2y
1.321
Return 3m
-0.279
Return 5y
0.893
Return 6m
-0.590
Return Skewness 1y
0.186
Sector Excess Return 1y
-0.328
Sharpe 1m
-0.197
Sharpe 1y
0.190
Sharpe 2y
0.992
Sharpe 3m
-1.524
Sharpe 5y
0.503
Sharpe 6m
-1.962
Sortino 1m
-0.242
Sortino 1y
0.199
Sortino 2y
1.048
Sortino 3m
-1.772
Sortino 5y
0.535
Sortino 6m
-2.095
Trend R2 1m
0.059
Trend R2 1w
0.628
Trend R2 1y
0.132
Trend R2 2y
0.697
Trend R2 3m
0.633
Trend R2 5y
0.598
Trend R2 6m
0.921
Trend 1m
-0.002
Trend 1w
0.012
Trend 1y
-0.001
Trend 2y
0.003
Trend 3m
-0.004
Trend 5y
0.001
Trend 6m
-0.007
Upside Capture 1y
2.223
Value At Risk 95 1y
-0.068
Volatility 1m
0.647
Volatility 1w
0.460
Volatility 1y
0.708
Volatility 2y
0.612
Volatility 3m
0.701
Volatility 5y
0.527
Volatility 6m
0.760
Worst Day 1y
-0.142
Distance From Sma 50 Score
0.370
Downside Volatility 1y Score
0.836
Downside Volatility 3m Score
0.737
Drawdown Recovery Score
0.559
Excess Return 1m Score
0.445
Excess Return 1y Score
0.009
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.126
Log Avg Dollar Volume 20d Score
0.812
Log Market Cap Score
0.435
Drawdown Score 1y
0.002
Drawdown Score 5y
0.330
Momentum Acceleration 1m Vs 3m Score
0.721
Momentum Acceleration 3m Vs 6m Score
0.517
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.832
Relative Volume 20d Score
0.314
Return 1m Score
0.455
Return 1y Score
0.433
Return 3m Score
0.151
Return 6m Score
0.008
Return Skewness 1y Score
0.531
Sortino 1y Score
0.400
Sortino 3m Score
0.153
Trend R2 1y Score
0.132
Trend R2 3m Score
0.633
Trend Slope 1y Score
0.427
Trend Slope 3m Score
0.220
Volatility 1y Score
0.877
Volatility 3m Score
0.868