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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

NVDL

Unknown sector | v2 | as of 2026-07-23
Close

Research Detail

NVDL

GraniteShares 2x Long NVDA Daily ETF

Category

Sector: Technology

Industry / Category: Single-Stock Leveraged ETF

Market Cap / ETF Type: 2x Leveraged Single-Stock ETF

Type: Leveraged ETF

Preview Performance

Sample layoutNot live data
3M Return: Unavailable
1Y Return: Unavailable

Description

Single-stock leveraged ETF tied to NVIDIA momentum and AI sentiment.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
3.714
Correlation To Benchmark 1y
0.660
Inverse To Benchmark 1y
0.340
Drawdown Score 1m
0.630
Drawdown Score 3m
0.103
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
0.348
Drawdown Score 1y
0.350
Drawdown Score 2y
0.158
Drawdown Score 5y
0.324
Return 1w
0.008
Return 1m
0.066
Return 3m
-0.008
Return 6m
0.141
Return 1y
0.234
Return 2y
0.465
Return 5y
23.545
Sharpe 1m
1.419
Sharpe 3m
0.371
Sharpe 6m
0.723
Sharpe 1y
0.649
Sharpe 2y
0.678
Sharpe 5y
1.439
Trend 1w
0.010
Trend 1m
0.006
Trend 3m
-0.003
Trend 6m
0.002
Trend 1y
0.000
Trend 2y
0.001
Trend 5y
0.003
Volatility 1w
0.655
Volatility 1m
0.709
Volatility 3m
0.832
Volatility 6m
0.774
Volatility 1y
0.715
Volatility 2y
0.940
Volatility 5y
0.900
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
NVDL
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:48 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
98%
History Coverage Days
904
Data Start Date
2022-12-13
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
log_market_cap_score
Aptet Fit Score
0.154
Aptet Fit Raw Score
0.242
Aptet Fit Confidence
0.268
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.696
Force Fit Raw Score
0.723
Force Fit Confidence
0.926
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:48 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "NVDL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "NVDL",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "NVDL",
    "hitRates": {
      "1": 0.6666666666666666,
      "5": 0.5,
      "10": 0
    },
    "hitRate1D": 0.6666666666666666,
    "comboQuality": 0.44089191708826686,
    "eligibleDays": 352,
    "fitnessScore": 0.297740529991584,
    "lookbackDays": 14,
    "returnLift1D": 0.02854737177317087,
    "hitRateLift1D": 0.10144927536231885,
    "activationRate": 0.017045454545454544,
    "activationCount": 6,
    "baselineHitRates": {
      "1": 0.5652173913043478,
      "5": 0.5263157894736842,
      "10": 0.6428571428571429
    },
    "sampleConfidence": 0.6401362955167303,
    "shadowSharpeLike": 0.03789317518181429,
    "avgForwardReturns": {
      "1": 0.0006733375349440666,
      "5": 0.018881131116198324,
      "10": 0
    },
    "shadowMaxDrawdown": -0.0419306184012066,
    "shadowTotalReturn": 0.0004234326067018568,
    "avgForwardReturn1D": 0.0006733375349440666,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-07-17",
      "2026-07-20",
      "2026-07-21",
      "2026-07-22",
      "2026-07-23",
      "2026-07-24"
    ],
    "horizonObservationCounts": {
      "1": 6,
      "5": 2,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": -0.027874034238226802,
      "5": -0.11293104115817086,
      "10": -0.12527797906419866
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.44089191708826686,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.10804768454202095,
    "bestRawFitnessScore": 0.297740529991584,
    "upperQuartileComboQuality": 0.10804768454202095
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.15372057277011367,
    "rawScore": 0.24237052428702538,
    "confidence": 0.26847580350217254,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.5300287088573588,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "NVDL",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.5,
        "10": 0
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.44089191708826686,
      "eligibleDays": 352,
      "fitnessScore": 0.297740529991584,
      "lookbackDays": 14,
      "returnLift1D": 0.02854737177317087,
      "hitRateLift1D": 0.10144927536231885,
      "activationRate": 0.017045454545454544,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5652173913043478,
        "5": 0.5263157894736842,
        "10": 0.6428571428571429
      },
      "sampleConfidence": 0.6401362955167303,
      "shadowSharpeLike": 0.03789317518181429,
      "avgForwardReturns": {
        "1": 0.0006733375349440666,
        "5": 0.018881131116198324,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0419306184012066,
      "shadowTotalReturn": 0.0004234326067018568,
      "avgForwardReturn1D": 0.0006733375349440666,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.027874034238226802,
        "5": -0.11293104115817086,
        "10": -0.12527797906419866
      }
    },
    {
      "topN": 3,
      "ticker": "NVDL",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.5,
        "10": 0
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.44089191708826686,
      "eligibleDays": 352,
      "fitnessScore": 0.297740529991584,
      "lookbackDays": 14,
      "returnLift1D": 0.02854737177317087,
      "hitRateLift1D": 0.10144927536231885,
      "activationRate": 0.017045454545454544,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5652173913043478,
        "5": 0.5263157894736842,
        "10": 0.6428571428571429
      },
      "sampleConfidence": 0.6401362955167303,
      "shadowSharpeLike": 0.03789317518181429,
      "avgForwardReturns": {
        "1": 0.0006733375349440666,
        "5": 0.018881131116198324,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0419306184012066,
      "shadowTotalReturn": 0.0004234326067018568,
      "avgForwardReturn1D": 0.0006733375349440666,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.027874034238226802,
        "5": -0.11293104115817086,
        "10": -0.12527797906419866
      }
    },
    {
      "topN": 4,
      "ticker": "NVDL",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.5,
        "10": 0
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.44089191708826686,
      "eligibleDays": 352,
      "fitnessScore": 0.297740529991584,
      "lookbackDays": 14,
      "returnLift1D": 0.02854737177317087,
      "hitRateLift1D": 0.10144927536231885,
      "activationRate": 0.017045454545454544,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5652173913043478,
        "5": 0.5263157894736842,
        "10": 0.6428571428571429
      },
      "sampleConfidence": 0.6401362955167303,
      "shadowSharpeLike": 0.03789317518181429,
      "avgForwardReturns": {
        "1": 0.0006733375349440666,
        "5": 0.018881131116198324,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0419306184012066,
      "shadowTotalReturn": 0.0004234326067018568,
      "avgForwardReturn1D": 0.0006733375349440666,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.027874034238226802,
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      }
    },
    {
      "topN": 5,
      "ticker": "NVDL",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.5,
        "10": 0
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.44089191708826686,
      "eligibleDays": 352,
      "fitnessScore": 0.297740529991584,
      "lookbackDays": 14,
      "returnLift1D": 0.02854737177317087,
      "hitRateLift1D": 0.10144927536231885,
      "activationRate": 0.017045454545454544,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5652173913043478,
        "5": 0.5263157894736842,
        "10": 0.6428571428571429
      },
      "sampleConfidence": 0.6401362955167303,
      "shadowSharpeLike": 0.03789317518181429,
      "avgForwardReturns": {
        "1": 0.0006733375349440666,
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      },
      "shadowMaxDrawdown": -0.0419306184012066,
      "shadowTotalReturn": 0.0004234326067018568,
      "avgForwardReturn1D": 0.0006733375349440666,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.027874034238226802,
        "5": -0.11293104115817086,
        "10": -0.12527797906419866
      }
    },
    {
      "topN": 2,
      "ticker": "NVDL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.10804768454202095,
      "eligibleDays": 339,
      "fitnessScore": -0.11438480438365724,
      "lookbackDays": 21,
      "returnLift1D": 0.027874034238226802,
      "hitRateLift1D": -0.5652173913043478,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5652173913043478,
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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,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.027874034238226802,
        "5": -0.11293104115817086,
        "10": -0.12527797906419866
      }
    },
    {
      "topN": 3,
      "ticker": "NVDL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.10804768454202095,
      "eligibleDays": 339,
      "fitnessScore": -0.11438480438365724,
      "lookbackDays": 21,
      "returnLift1D": 0.027874034238226802,
      "hitRateLift1D": -0.5652173913043478,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5652173913043478,
        "5": 0.5263157894736842,
        "10": 0.6428571428571429
      },
      "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": -0.027874034238226802,
        "5": -0.11293104115817086,
        "10": -0.12527797906419866
      }
    },
    {
      "topN": 4,
      "ticker": "NVDL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.10804768454202095,
      "eligibleDays": 339,
      "fitnessScore": -0.11438480438365724,
      "lookbackDays": 21,
      "returnLift1D": 0.027874034238226802,
      "hitRateLift1D": -0.5652173913043478,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5652173913043478,
        "5": 0.5263157894736842,
        "10": 0.6428571428571429
      },
      "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": {
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    {
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    },
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    },
    {
      "topN": 4,
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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    {
      "topN": 5,
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      "hitRate1D": 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": 2,
      "comboQuality": 0.44089191708826686,
      "fitnessScore": 0.297740529991584,
      "lookbackDays": 14,
      "returnLift1D": 0.02854737177317087,
      "activationRate": 0.017045454545454544,
      "activationCount": 6,
      "sampleConfidence": 0.6401362955167303,
      "shadowTotalReturn": 0.0004234326067018568,
      "avgForwardReturn1D": 0.0006733375349440666
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.10804768454202095,
      "fitnessScore": -0.11438480438365724,
      "lookbackDays": 21,
      "returnLift1D": 0.027874034238226802,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.10804768454202095,
      "fitnessScore": -0.11438480438365724,
      "lookbackDays": 30,
      "returnLift1D": 0.027874034238226802,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.10804768454202095,
      "fitnessScore": -0.11438480438365724,
      "lookbackDays": 45,
      "returnLift1D": 0.027874034238226802,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.10804768454202095,
      "fitnessScore": -0.11438480438365724,
      "lookbackDays": 63,
      "returnLift1D": 0.027874034238226802,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "85698edcb6d8b9c5cdbed6ae0cdbaf03cc161bdadcb87d397b35663dba092dde",
    "size": 13,
    "members": [
      "NVDL",
      "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",
      "NVDL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "NVDL",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "NVDL",
    "hitRates": {
      "1": 0.5333333333333333,
      "5": 0.5609756097560976,
      "10": 0.5679012345679012
    },
    "hitRate1D": 0.5333333333333333,
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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.",
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      "activationCount": 129,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.800862070778011,
      "avgForwardReturn1D": 0.005545259903159238
    },
    {
      "comboQuality": 0.7117048325370164,
      "fitnessScore": 0.5488092528602875,
      "lookbackDays": 45,
      "returnLift1D": -0.0010132335452211999,
      "activationRate": 0.45348837209302323,
      "activationCount": 156,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.366590764961525,
      "avgForwardReturn1D": 0.0030543148429087483
    },
    {
      "comboQuality": 0.5675285213509579,
      "fitnessScore": 0.4097904179625524,
      "lookbackDays": 63,
      "returnLift1D": -0.0022000383460212603,
      "activationRate": 0.5,
      "activationCount": 163,
      "sampleConfidence": 0.9995910020449899,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.24895632625395625,
      "avgForwardReturn1D": 0.002368433906248081
    }
  ],
  "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": "85698edcb6d8b9c5cdbed6ae0cdbaf03cc161bdadcb87d397b35663dba092dde",
    "size": 13,
    "members": [
      "NVDL",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
Inverse To Benchmark 1y
-
Return 1m
-
Return 1w
-
Return 1y
-
Return 2w
-
Return 2y
-
Return 3m
-
Return 5y
-
Return 6m
-
Sharpe 1m
-
Sharpe 1w
-
Sharpe 1y
-
Sharpe 2w
-
Sharpe 2y
-
Sharpe 3m
-
Sharpe 5y
-
Sharpe 6m
-
Sharpe Score
-
Trend 1m
-
Trend 1w
-
Trend 1y
-
Trend 2w
-
Trend 2y
-
Trend 3m
-
Trend 5y
-
Trend 6m
-
Volatility 1m
-
Volatility 1w
-
Volatility 1y
-
Volatility 2w
-
Volatility 2y
-
Volatility 3m
-
Volatility 5y
-
Volatility 6m
-
Composite scores
Top-level ranking signals surfaced on the page.
9 fields
Liquidity
0.875
Momentum
0.561
Relative strength
0.530
Trend quality
0.328
Stability
0.283
Aggression
0.754
Downside risk
0.421
Drawdown state
0.726
Quality momentum
0.467
Vector snapshot
Feature coverage: 98%
Normalized features
Bounded [0,1] features used for ranking and clustering.
79 fields
Inverse To Benchmark 1y
0.340
Benchmark Independence 3m Score
0.361
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.676
Correlation Change Score
0.489
Current Drawdown Score
0.607
Days Since 52w High Score
0.187
Distance From 52w High Score
0.607
Distance From Sma 20 Score
0.582
Distance From Sma 200 Score
0.598
Distance From Sma 50 Score
0.441
Downside Volatility 1m Score
0.750
Downside Volatility 1y Score
0.869
Downside Volatility 2y Score
1
Downside Volatility 3m Score
0.954
Downside Volatility 5y Score
1
Downside Volatility 6m Score
0.949
Drawdown Recovery Score
1
Excess Return 1m Score
0.600
Excess Return 1y Score
0.578
Excess Return 3m Score
0.419
Excess Return 6m Score
0.597
Expected Shortfall 95 1y Score
0.099
Log Avg Dollar Volume 20d Score
0.875
Drawdown Score 1m
0.630
Drawdown Score 1y
0.350
Drawdown Score 2y
0.158
Drawdown Score 3m
0.103
Drawdown Score 5y
0.324
Drawdown Score 6m
0.348
Momentum Acceleration 1m Vs 3m Score
0.729
Momentum Acceleration 3m Vs 6m Score
0.413
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.808
Relative Strength Slope 3m Score
0.292
Relative Volume 20d Score
0.123
Return 1m Score
0.610
Return 1w Score
0.525
Return 1y Score
0.646
Return 2y Score
0.419
Return 3m Score
0.490
Return 5y Score
1
Return 6m Score
0.618
Return Skewness 1y Score
0.514
Sharpe 1m Score
0.684
Sharpe 1y Score
0.530
Sharpe 2y Score
0.536
Sharpe 3m Score
0.474
Sharpe 5y Score
0.688
Sharpe 6m Score
0.545
Sortino 1m Score
0.580
Sortino 1y Score
0.458
Sortino 2y Score
0.458
Sortino 3m Score
0.425
Sortino 5y Score
0.564
Sortino 6m Score
0.467
Trend R2 1m Score
0.513
Trend R2 1w Score
0.307
Trend R2 1y Score
0.068
Trend R2 2y Score
0.382
Trend R2 3m Score
0.263
Trend R2 5y Score
0.808
Trend R2 6m Score
0.230
Trend Slope 1m Score
0.897
Trend Slope 1w Score
1
Trend Slope 1y Score
0.524
Trend Slope 2y Score
0.580
Trend Slope 3m Score
0.332
Trend Slope 5y Score
0.714
Trend Slope 6m Score
0.608
Volatility 1m Score
0.879
Volatility 1w Score
0.806
Volatility 1y Score
0.886
Volatility 2y Score
1
Volatility 3m Score
1
Volatility 5y Score
1
Volatility 6m Score
0.965
Worst Day 1y Score
0.381
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
420,411,970.125
Best Day 1y
0.155
Beta To Benchmark 1y
3.714
Beta 3m
4.066
Beta Change
0.352
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.660
Correlation 3m
0.639
Correlation Change
-0.022
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
39 fields
Inverse To Benchmark 1y
0.340
Benchmark Independence 3m Score
0.361
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.676
Correlation Change Score
0.489
Current Drawdown Score
0.607
Distance From Sma 20 Score
0.582
Distance From Sma 200 Score
0.598
Current Drawdown
-0.255
Days Since 52w High
47
Distance From 52w High
-0.255
Distance From Sma 20
0.049
Distance From Sma 200
0.059
Distance From Sma 50
-0.035
Downside Capture 1y
0.126
Downside Volatility 1m
0.612
Downside Volatility 1w
-
Downside Volatility 1y
0.702
Downside Volatility 2y
0.956
Downside Volatility 3m
0.765
Downside Volatility 5y
0.855
Downside Volatility 6m
0.762
Drawdown Recovery
1
Excess Return 1m
0.060
Excess Return 1y
0.047
Excess Return 3m
-0.048
Excess Return 6m
0.058
Expected Shortfall 95 1y
-0.090
Market Cap
-
Max Drawdown 1m
-0.093
Max Drawdown 1w
-0.047
Max Drawdown 1y
-0.422
Max Drawdown 2y
-0.673
Max Drawdown 3m
-0.359
Max Drawdown 5y
-0.676
Max Drawdown 6m
-0.359
Momentum Acceleration 1m Vs 3m
0.069
Momentum Acceleration 3m Vs 6m
-0.026
Moving Average Alignment
0.500
Relative Strength Acceleration
0.005
Relative Strength Slope 3m
-0.003
Relative Volume 20d
0.633
Return 1m
0.066
Return 1w
0.008
Return 1y
0.234
Return 2y
0.465
Return 3m
-0.008
Return 5y
23.545
Return 6m
0.141
Return Skewness 1y
0.085
Sector Excess Return 1y
-
Sharpe 1m
1.419
Sharpe 1y
0.649
Sharpe 2y
0.678
Sharpe 3m
0.371
Sharpe 5y
1.439
Sharpe 6m
0.723
Sortino 1m
1.643
Sortino 1y
0.661
Sortino 2y
0.666
Sortino 3m
0.404
Sortino 5y
1.516
Sortino 6m
0.735
Trend R2 1m
0.513
Trend R2 1w
0.307
Trend R2 1y
0.068
Trend R2 2y
0.382
Trend R2 3m
0.263
Trend R2 5y
0.808
Trend R2 6m
0.230
Trend 1m
0.006
Trend 1w
0.010
Trend 1y
0.000
Trend 2y
0.001
Trend 3m
-0.003
Trend 5y
0.003
Trend 6m
0.002
Upside Capture 1y
8.217
Value At Risk 95 1y
-0.073
Volatility 1m
0.709
Volatility 1w
0.655
Volatility 1y
0.715
Volatility 2y
0.940
Volatility 3m
0.832
Volatility 5y
0.900
Volatility 6m
0.774
Worst Day 1y
-0.124
Distance From Sma 50 Score
0.441
Downside Volatility 1y Score
0.869
Downside Volatility 3m Score
0.954
Drawdown Recovery Score
1
Excess Return 1m Score
0.600
Excess Return 1y Score
0.578
Excess Return 3m Score
0.419
Excess Return 6m Score
0.597
Expected Shortfall 95 1y Score
0.099
Log Avg Dollar Volume 20d Score
0.875
Drawdown Score 1y
0.350
Drawdown Score 5y
0.324
Momentum Acceleration 1m Vs 3m Score
0.729
Momentum Acceleration 3m Vs 6m Score
0.413
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.808
Relative Volume 20d Score
0.123
Return 1m Score
0.610
Return 1y Score
0.646
Return 3m Score
0.490
Return 6m Score
0.618
Return Skewness 1y Score
0.514
Sortino 1y Score
0.458
Sortino 3m Score
0.425
Trend R2 1y Score
0.068
Trend R2 3m Score
0.263
Trend Slope 1y Score
0.524
Trend Slope 3m Score
0.332
Volatility 1y Score
0.886
Volatility 3m Score
1