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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

OXY

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

Research Detail

OXY

Occidental Petroleum

Category

Sector: Energy

Industry / Category: Integrated Oil & Gas

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Integrated producer with upstream energy, chemicals, and carbon management exposure.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-0.495
Correlation To Benchmark 1y
-0.183
Inverse To Benchmark 1y
0.817
Drawdown Score 1m
0.671
Drawdown Score 3m
0.482
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
0.504
Drawdown Score 1y
0.580
Drawdown Score 2y
0.468
Drawdown Score 5y
0.492
Return 1w
0.074
Return 1m
0.103
Return 3m
0.014
Return 6m
0.336
Return 1y
0.350
Return 2y
-0.059
Return 5y
1.264
Sharpe 1m
3.471
Sharpe 3m
0.336
Sharpe 6m
1.681
Sharpe 1y
1.043
Sharpe 2y
0.087
Sharpe 5y
0.613
Trend 1w
0.015
Trend 1m
0.007
Trend 3m
-0.002
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.000
Trend 5y
0.000
Volatility 1w
0.158
Volatility 1m
0.356
Volatility 3m
0.371
Volatility 6m
0.390
Volatility 1y
0.344
Volatility 2y
0.349
Volatility 5y
0.390
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
OXY
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:53 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Energy
Sector Benchmark Ticker
XLE
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.067
Aptet Fit Raw Score
0.098
Aptet Fit Confidence
0.360
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.205
Force Fit Raw Score
0.219
Force Fit Confidence
0.873
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:53 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "OXY"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "OXY",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "OXY",
    "hitRates": {
      "1": 0.5555555555555556,
      "5": 0.25,
      "10": 0
    },
    "hitRate1D": 0.5555555555555556,
    "comboQuality": 0.15484532444917234,
    "eligibleDays": 352,
    "fitnessScore": -0.023360448273082524,
    "lookbackDays": 14,
    "returnLift1D": -0.0049774109066272445,
    "hitRateLift1D": -0.0500782472613458,
    "activationRate": 0.02556818181818182,
    "activationCount": 9,
    "baselineHitRates": {
      "1": 0.6056338028169014,
      "5": 0.7,
      "10": 0.56
    },
    "sampleConfidence": 0.7300623273985765,
    "shadowSharpeLike": -0.10891521094090138,
    "avgForwardReturns": {
      "1": -0.0013683363950302502,
      "5": -0.03299237573841837,
      "10": -0.12061884428255898
    },
    "shadowMaxDrawdown": -0.0974831172179973,
    "shadowTotalReturn": -0.019560893657722844,
    "avgForwardReturn1D": -0.0013683363950302502,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-02",
      "2026-04-06",
      "2026-04-07",
      "2026-04-08",
      "2026-07-20",
      "2026-07-21",
      "2026-07-22",
      "2026-07-23",
      "2026-07-24"
    ],
    "horizonObservationCounts": {
      "1": 9,
      "5": 4,
      "10": 2
    },
    "baselineAvgForwardReturns": {
      "1": 0.0036090745115969942,
      "5": 0.019165966247981184,
      "10": 0.022943438457894594
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.15484532444917234,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08271675204576243,
    "bestRawFitnessScore": -0.023360448273082524,
    "upperQuartileComboQuality": 0.08271675204576243
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.0665830446202542,
    "rawScore": 0.0979093426530104,
    "confidence": 0.36009583592494854,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.10458327577944487,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "OXY",
      "hitRates": {
        "1": 0.5555555555555556,
        "5": 0.25,
        "10": 0
      },
      "hitRate1D": 0.5555555555555556,
      "comboQuality": 0.15484532444917234,
      "eligibleDays": 352,
      "fitnessScore": -0.023360448273082524,
      "lookbackDays": 14,
      "returnLift1D": -0.0049774109066272445,
      "hitRateLift1D": -0.0500782472613458,
      "activationRate": 0.02556818181818182,
      "activationCount": 9,
      "baselineHitRates": {
        "1": 0.6056338028169014,
        "5": 0.7,
        "10": 0.56
      },
      "sampleConfidence": 0.7300623273985765,
      "shadowSharpeLike": -0.10891521094090138,
      "avgForwardReturns": {
        "1": -0.0013683363950302502,
        "5": -0.03299237573841837,
        "10": -0.12061884428255898
      },
      "shadowMaxDrawdown": -0.0974831172179973,
      "shadowTotalReturn": -0.019560893657722844,
      "avgForwardReturn1D": -0.0013683363950302502,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-02",
        "2026-04-06",
        "2026-04-07",
        "2026-04-08",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 9,
        "5": 4,
        "10": 2
      },
      "baselineAvgForwardReturns": {
        "1": 0.0036090745115969942,
        "5": 0.019165966247981184,
        "10": 0.022943438457894594
      }
    },
    {
      "topN": 5,
      "ticker": "OXY",
      "hitRates": {
        "1": 0.47368421052631576,
        "5": 0.45454545454545453,
        "10": 0.2
      },
      "hitRate1D": 0.47368421052631576,
      "comboQuality": 0.09515286438152161,
      "eligibleDays": 352,
      "fitnessScore": -0.14550189070205452,
      "lookbackDays": 14,
      "returnLift1D": -0.004811080048089436,
      "hitRateLift1D": -0.13194959229058562,
      "activationRate": 0.05397727272727273,
      "activationCount": 19,
      "baselineHitRates": {
        "1": 0.6056338028169014,
        "5": 0.7,
        "10": 0.56
      },
      "sampleConfidence": 0.9088807065083527,
      "shadowSharpeLike": -0.18094311053074366,
      "avgForwardReturns": {
        "1": -0.0012020055364924413,
        "5": -0.013771994753556737,
        "10": -0.05590991041477824
      },
      "shadowMaxDrawdown": -0.12945518277203805,
      "shadowTotalReturn": -0.035029522293519855,
      "avgForwardReturn1D": -0.0012020055364924413,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-02",
        "2026-04-06",
        "2026-04-07",
        "2026-04-08",
        "2026-05-18",
        "2026-05-20",
        "2026-05-21",
        "2026-05-27",
        "2026-05-28",
        "2026-05-29"
      ],
      "horizonObservationCounts": {
        "1": 19,
        "5": 11,
        "10": 5
      },
      "baselineAvgForwardReturns": {
        "1": 0.0036090745115969942,
        "5": 0.019165966247981184,
        "10": 0.022943438457894594
      }
    },
    {
      "topN": 2,
      "ticker": "OXY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08271675204576243,
      "eligibleDays": 330,
      "fitnessScore": -0.1793187161801688,
      "lookbackDays": 30,
      "returnLift1D": -0.0036090745115969942,
      "hitRateLift1D": -0.6056338028169014,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6056338028169014,
        "5": 0.7,
        "10": 0.56
      },
      "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": 0.0036090745115969942,
        "5": 0.019165966247981184,
        "10": 0.022943438457894594
      }
    },
    {
      "topN": 2,
      "ticker": "OXY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08271675204576243,
      "eligibleDays": 315,
      "fitnessScore": -0.1793187161801688,
      "lookbackDays": 45,
      "returnLift1D": -0.0036090745115969942,
      "hitRateLift1D": -0.6056338028169014,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6056338028169014,
        "5": 0.7,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0036090745115969942,
        "5": 0.019165966247981184,
        "10": 0.022943438457894594
      }
    },
    {
      "topN": 3,
      "ticker": "OXY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08271675204576243,
      "eligibleDays": 315,
      "fitnessScore": -0.1793187161801688,
      "lookbackDays": 45,
      "returnLift1D": -0.0036090745115969942,
      "hitRateLift1D": -0.6056338028169014,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6056338028169014,
        "5": 0.7,
        "10": 0.56
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0036090745115969942,
        "5": 0.019165966247981184,
        "10": 0.022943438457894594
      }
    },
    {
      "topN": 4,
      "ticker": "OXY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08271675204576243,
      "eligibleDays": 315,
      "fitnessScore": -0.1793187161801688,
      "lookbackDays": 45,
      "returnLift1D": -0.0036090745115969942,
      "hitRateLift1D": -0.6056338028169014,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6056338028169014,
        "5": 0.7,
        "10": 0.56
      },
      "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": 0.0036090745115969942,
        "5": 0.019165966247981184,
        "10": 0.022943438457894594
      }
    },
    {
      "topN": 5,
      "ticker": "OXY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08271675204576243,
      "eligibleDays": 315,
      "fitnessScore": -0.1793187161801688,
      "lookbackDays": 45,
      "returnLift1D": -0.0036090745115969942,
      "hitRateLift1D": -0.6056338028169014,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6056338028169014,
        "5": 0.7,
        "10": 0.56
      },
      "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": 0.0036090745115969942,
        "5": 0.019165966247981184,
        "10": 0.022943438457894594
      }
    },
    {
      "topN": 2,
      "ticker": "OXY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08271675204576243,
      "eligibleDays": 297,
      "fitnessScore": -0.1793187161801688,
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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."
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    {
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      "lookbackDays": 63,
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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": "56f1b71a0de75b9dccbbc24971437356a6a2f5c82a548bb93fca8c5ccba9a309",
    "size": 13,
    "members": [
      "OXY",
      "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": {
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      0.4,
      0.3,
      0.2,
      0.1
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    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "OXY"
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    "lookbacks": [
      14,
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      45,
      63
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    "forwardDays": [
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    "portfolioSizes": [
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      4,
      5
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    "safetyNetEquity": "VOO"
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  "ticker": "OXY",
  "fitScope": "universe_conditioned",
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    "profileBreadth": 0,
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    "parameterStability": 0.3395669958298688,
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        "10": 0.5601092896174863
      },
      "sampleConfidence": 0.9938461538461539,
      "shadowSharpeLike": -0.9108779088236885,
      "avgForwardReturns": {
        "1": -0.001991259837855473,
        "5": -0.006789768674354785,
        "10": -0.009794841969198222
      },
      "shadowMaxDrawdown": -0.4183040811481623,
      "shadowTotalReturn": -0.2758831417293124,
      "avgForwardReturn1D": -0.001991259837855473,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 130,
        "5": 126,
        "10": 122
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007272001973001044,
        "5": 0.0036520948951185494,
        "10": 0.007189551344703822
      }
    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
  },
  "lookbackSummary": [
    {
      "comboQuality": 0.0670283479532284,
      "fitnessScore": -0.22931702026881845,
      "lookbackDays": 14,
      "returnLift1D": -0.001885444747194722,
      "activationRate": 0.2773333333333333,
      "activationCount": 104,
      "sampleConfidence": 0.992948717948718,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.15919592640618452,
      "avgForwardReturn1D": -0.0011582445498946176
    },
    {
      "comboQuality": 0.08416424739841034,
      "fitnessScore": -0.1751547011384163,
      "lookbackDays": 21,
      "returnLift1D": -0.001974963047169529,
      "activationRate": 0.21739130434782608,
      "activationCount": 80,
      "sampleConfidence": 0.9966666666666667,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.11708460328897341,
      "avgForwardReturn1D": -0.0010146080062942986
    },
    {
      "comboQuality": 0.40078811985041507,
      "fitnessScore": 0.26151988290060807,
      "lookbackDays": 30,
      "returnLift1D": 0.0002793803518640109,
      "activationRate": 0.3147632311977716,
      "activationCount": 113,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.08488063935107437,
      "avgForwardReturn1D": 0.0011609926853240712
    },
    {
      "comboQuality": 0.23324157062248227,
      "fitnessScore": 0.08817863881066808,
      "lookbackDays": 45,
      "returnLift1D": -0.0005197943501543585,
      "activationRate": 0.1744186046511628,
      "activationCount": 60,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.0022931300388973064,
      "avgForwardReturn1D": 0.0004159427012601432
    },
    {
      "comboQuality": 0.33272713907860335,
      "fitnessScore": 0.19690721462029873,
      "lookbackDays": 63,
      "returnLift1D": -0.000030410859985984147,
      "activationRate": 0.18098159509202455,
      "activationCount": 59,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.0467861046969531,
      "avgForwardReturn1D": 0.0011654302939684035
    }
  ],
  "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": "56f1b71a0de75b9dccbbc24971437356a6a2f5c82a548bb93fca8c5ccba9a309",
    "size": 13,
    "members": [
      "OXY",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
Inverse To Benchmark 1y
-
Return 1m
-
Return 1w
-
Return 1y
-
Return 2w
-
Return 2y
-
Return 3m
-
Return 5y
-
Return 6m
-
Sharpe 1m
-
Sharpe 1w
-
Sharpe 1y
-
Sharpe 2w
-
Sharpe 2y
-
Sharpe 3m
-
Sharpe 5y
-
Sharpe 6m
-
Sharpe Score
-
Trend 1m
-
Trend 1w
-
Trend 1y
-
Trend 2w
-
Trend 2y
-
Trend 3m
-
Trend 5y
-
Trend 6m
-
Volatility 1m
-
Volatility 1w
-
Volatility 1y
-
Volatility 2w
-
Volatility 2y
-
Volatility 3m
-
Volatility 5y
-
Volatility 6m
-
Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.616
Liquidity
0.900
Momentum
0.622
Relative strength
0.672
Trend quality
0.375
Stability
0.598
Aggression
0.417
Downside risk
0.566
Drawdown state
0.806
Quality momentum
0.562
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.817
Benchmark Independence 3m Score
0.632
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.225
Correlation Change Score
0.408
Current Drawdown Score
0.701
Days Since 52w High Score
0.313
Distance From 52w High Score
0.806
Distance From Sma 20 Score
0.656
Distance From Sma 200 Score
0.772
Distance From Sma 50 Score
0.581
Downside Volatility 1m Score
0.266
Downside Volatility 1y Score
0.376
Downside Volatility 2y Score
0.403
Downside Volatility 3m Score
0.403
Downside Volatility 5y Score
0.412
Downside Volatility 6m Score
0.428
Drawdown Recovery Score
1
Excess Return 1m Score
0.661
Excess Return 1y Score
0.771
Excess Return 3m Score
0.456
Excess Return 6m Score
0.923
Expected Shortfall 95 1y Score
0.535
Log Avg Dollar Volume 20d Score
0.900
Log Market Cap Score
0.616
Drawdown Score 1m
0.671
Drawdown Score 1y
0.580
Drawdown Score 2y
0.468
Drawdown Score 3m
0.482
Drawdown Score 5y
0.492
Drawdown Score 6m
0.504
Momentum Acceleration 1m Vs 3m Score
0.827
Momentum Acceleration 3m Vs 6m Score
0.329
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.890
Relative Strength Slope 3m Score
0.348
Relative Volume 20d Score
0.216
Return 1m Score
0.671
Return 1w Score
0.745
Return 1y Score
0.719
Return 2y Score
0.269
Return 3m Score
0.518
Return 5y Score
0.174
Return 6m Score
0.780
Return Skewness 1y Score
0.507
Sector Excess Return 1y Score
0.361
Sharpe 1m Score
1
Sharpe 1y Score
0.609
Sharpe 2y Score
0.417
Sharpe 3m Score
0.467
Sharpe 5y Score
0.523
Sharpe 6m Score
0.736
Sortino 1m Score
0.994
Sortino 1y Score
0.510
Sortino 2y Score
0.386
Sortino 3m Score
0.419
Sortino 5y Score
0.458
Sortino 6m Score
0.596
Trend R2 1m Score
0.672
Trend R2 1w Score
0.962
Trend R2 1y Score
0.538
Trend R2 2y Score
0.010
Trend R2 3m Score
0.313
Trend R2 5y Score
0.043
Trend R2 6m Score
0.149
Trend Slope 1m Score
0.938
Trend Slope 1w Score
1
Trend Slope 1y Score
0.590
Trend Slope 2y Score
0.506
Trend Slope 3m Score
0.388
Trend Slope 5y Score
0.509
Trend Slope 6m Score
0.567
Volatility 1m Score
0.408
Volatility 1w Score
0.144
Volatility 1y Score
0.392
Volatility 2y Score
0.398
Volatility 3m Score
0.429
Volatility 5y Score
0.454
Volatility 6m Score
0.453
Worst Day 1y Score
0.634
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
501,394,001.605
Best Day 1y
0.094
Beta To Benchmark 1y
-0.495
Beta 3m
-1.044
Beta Change
-0.550
Beta To Sector 1y
1.301
Correlation To Benchmark 1y
-0.183
Correlation 3m
-0.368
Correlation Change
-0.185
Correlation To Sector 1y
0.792
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.817
Benchmark Independence 3m Score
0.632
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.225
Correlation Change Score
0.408
Current Drawdown Score
0.701
Distance From Sma 20 Score
0.656
Distance From Sma 200 Score
0.772
Current Drawdown
-0.194
Days Since 52w High
79
Distance From 52w High
-0.126
Distance From Sma 20
0.094
Distance From Sma 200
0.163
Distance From Sma 50
0.048
Downside Capture 1y
3.900
Downside Volatility 1m
0.250
Downside Volatility 1w
-
Downside Volatility 1y
0.332
Downside Volatility 2y
0.352
Downside Volatility 3m
0.352
Downside Volatility 5y
0.359
Downside Volatility 6m
0.371
Drawdown Recovery
1
Excess Return 1m
0.097
Excess Return 1y
0.163
Excess Return 3m
-0.026
Excess Return 6m
0.254
Expected Shortfall 95 1y
-0.047
Market Cap
56,992,568,367.3
Max Drawdown 1m
-0.082
Max Drawdown 1w
0
Max Drawdown 1y
-0.273
Max Drawdown 2y
-0.425
Max Drawdown 3m
-0.207
Max Drawdown 5y
-0.508
Max Drawdown 6m
-0.273
Momentum Acceleration 1m Vs 3m
0.098
Momentum Acceleration 3m Vs 6m
-0.051
Moving Average Alignment
0
Relative Strength Acceleration
0.006
Relative Strength Slope 3m
-0.002
Relative Volume 20d
0.883
Return 1m
0.103
Return 1w
0.074
Return 1y
0.350
Return 2y
-0.059
Return 3m
0.014
Return 5y
1.264
Return 6m
0.336
Return Skewness 1y
0.043
Sector Excess Return 1y
-0.083
Sharpe 1m
3.471
Sharpe 1y
1.043
Sharpe 2y
0.087
Sharpe 3m
0.336
Sharpe 5y
0.613
Sharpe 6m
1.681
Sortino 1m
4.956
Sortino 1y
1.081
Sortino 2y
0.086
Sortino 3m
0.354
Sortino 5y
0.666
Sortino 6m
1.766
Trend R2 1m
0.672
Trend R2 1w
0.962
Trend R2 1y
0.538
Trend R2 2y
0.010
Trend R2 3m
0.313
Trend R2 5y
0.043
Trend R2 6m
0.149
Trend 1m
0.007
Trend 1w
0.015
Trend 1y
0.001
Trend 2y
0.000
Trend 3m
-0.002
Trend 5y
0.000
Trend 6m
0.001
Upside Capture 1y
0.292
Value At Risk 95 1y
-0.033
Volatility 1m
0.356
Volatility 1w
0.158
Volatility 1y
0.344
Volatility 2y
0.349
Volatility 3m
0.371
Volatility 5y
0.390
Volatility 6m
0.390
Worst Day 1y
-0.073
Distance From Sma 50 Score
0.581
Downside Volatility 1y Score
0.376
Downside Volatility 3m Score
0.403
Drawdown Recovery Score
1
Excess Return 1m Score
0.661
Excess Return 1y Score
0.771
Excess Return 3m Score
0.456
Excess Return 6m Score
0.923
Expected Shortfall 95 1y Score
0.535
Log Avg Dollar Volume 20d Score
0.900
Log Market Cap Score
0.616
Drawdown Score 1y
0.580
Drawdown Score 5y
0.492
Momentum Acceleration 1m Vs 3m Score
0.827
Momentum Acceleration 3m Vs 6m Score
0.329
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.890
Relative Volume 20d Score
0.216
Return 1m Score
0.671
Return 1y Score
0.719
Return 3m Score
0.518
Return 6m Score
0.780
Return Skewness 1y Score
0.507
Sortino 1y Score
0.510
Sortino 3m Score
0.419
Trend R2 1y Score
0.538
Trend R2 3m Score
0.313
Trend Slope 1y Score
0.590
Trend Slope 3m Score
0.388
Volatility 1y Score
0.392
Volatility 3m Score
0.429