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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

SO

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

Research Detail

SO

Southern Company

Category

Sector: Utilities

Industry / Category: Electric Utilities

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Regulated utility with income-heavy exposure to power demand and grid investment.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-0.237
Correlation To Benchmark 1y
-0.178
Inverse To Benchmark 1y
0.822
Drawdown Score 1m
0.831
Drawdown Score 3m
0.821
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
0.829
Drawdown Score 1y
0.769
Drawdown Score 2y
0.813
Drawdown Score 5y
0.767
Return 1w
0.006
Return 1m
0.018
Return 3m
0.060
Return 6m
0.101
Return 1y
0.041
Return 2y
0.268
Return 5y
0.854
Sharpe 1m
1.108
Sharpe 3m
1.242
Sharpe 6m
1.079
Sharpe 1y
0.320
Sharpe 2y
0.754
Sharpe 5y
0.754
Trend 1w
0.001
Trend 1m
-0.000
Trend 3m
0.001
Trend 6m
0.000
Trend 1y
0.000
Trend 2y
0.000
Trend 5y
0.000
Volatility 1w
0.207
Volatility 1m
0.207
Volatility 3m
0.205
Volatility 6m
0.196
Volatility 1y
0.169
Volatility 2y
0.179
Volatility 5y
0.187
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
SO
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:02 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Utilities
Sector Benchmark Ticker
XLU
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
0.283
Aptet Fit Raw Score
0.425
Aptet Fit Confidence
0.333
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.200
Force Fit Raw Score
0.213
Force Fit Confidence
0.881
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:02 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "SO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "SO",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "SO",
    "hitRates": {
      "1": 0.8888888888888888,
      "5": 0.5,
      "10": 1
    },
    "hitRate1D": 0.8888888888888888,
    "comboQuality": 0.7369890918146044,
    "eligibleDays": 352,
    "fitnessScore": 0.5766830684751053,
    "lookbackDays": 14,
    "returnLift1D": 0.0042983516237741016,
    "hitRateLift1D": 0.2759856630824372,
    "activationRate": 0.028409090909090908,
    "activationCount": 10,
    "baselineHitRates": {
      "1": 0.6129032258064516,
      "5": 0.5925925925925926,
      "10": 0.6521739130434783
    },
    "sampleConfidence": 0.745575396319268,
    "shadowSharpeLike": 1.3624409852961186,
    "avgForwardReturns": {
      "1": 0.006436481397369779,
      "5": 0.009042986926886617,
      "10": 0.0555050045495904
    },
    "shadowMaxDrawdown": -0.015723422867140013,
    "shadowTotalReturn": 0.05688568488094736,
    "avgForwardReturn1D": 0.006436481397369779,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-23",
      "2026-06-24",
      "2026-06-25",
      "2026-06-26",
      "2026-06-29",
      "2026-06-30",
      "2026-07-02",
      "2026-07-06",
      "2026-07-07",
      "2026-07-08"
    ],
    "horizonObservationCounts": {
      "1": 9,
      "5": 6,
      "10": 1
    },
    "baselineAvgForwardReturns": {
      "1": 0.002138129773595678,
      "5": 0.006053182701523235,
      "10": 0.011715930324124059
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7369890918146044,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08376911114459841,
    "bestRawFitnessScore": 0.5766830684751053,
    "upperQuartileComboQuality": 0.4042597945272827
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2830578995860586,
    "rawScore": 0.4248513023387116,
    "confidence": 0.3325033866102707,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 14
    },
    "profileBreadth": 0.4264571164586591,
    "recommendedRegion": {
      "topNs": [
        2,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21
      ]
    },
    "parameterStability": 0.8986517273843044,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "SO",
      "hitRates": {
        "1": 0.8888888888888888,
        "5": 0.5,
        "10": 1
      },
      "hitRate1D": 0.8888888888888888,
      "comboQuality": 0.7369890918146044,
      "eligibleDays": 352,
      "fitnessScore": 0.5766830684751053,
      "lookbackDays": 14,
      "returnLift1D": 0.0042983516237741016,
      "hitRateLift1D": 0.2759856630824372,
      "activationRate": 0.028409090909090908,
      "activationCount": 10,
      "baselineHitRates": {
        "1": 0.6129032258064516,
        "5": 0.5925925925925926,
        "10": 0.6521739130434783
      },
      "sampleConfidence": 0.745575396319268,
      "shadowSharpeLike": 1.3624409852961186,
      "avgForwardReturns": {
        "1": 0.006436481397369779,
        "5": 0.009042986926886617,
        "10": 0.0555050045495904
      },
      "shadowMaxDrawdown": -0.015723422867140013,
      "shadowTotalReturn": 0.05688568488094736,
      "avgForwardReturn1D": 0.006436481397369779,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-23",
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 9,
        "5": 6,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.002138129773595678,
        "5": 0.006053182701523235,
        "10": 0.011715930324124059
      }
    },
    {
      "topN": 4,
      "ticker": "SO",
      "hitRates": {
        "1": 0.875,
        "5": 0.5,
        "10": 1
      },
      "hitRate1D": 0.875,
      "comboQuality": 0.7002458655959793,
      "eligibleDays": 352,
      "fitnessScore": 0.5366631631230727,
      "lookbackDays": 14,
      "returnLift1D": 0.004248801637794368,
      "hitRateLift1D": 0.2620967741935484,
      "activationRate": 0.02556818181818182,
      "activationCount": 9,
      "baselineHitRates": {
        "1": 0.6129032258064516,
        "5": 0.5925925925925926,
        "10": 0.6521739130434783
      },
      "sampleConfidence": 0.7300623273985765,
      "shadowSharpeLike": 1.2048773944654598,
      "avgForwardReturns": {
        "1": 0.0063869314113900455,
        "5": 0.009042986926886617,
        "10": 0.0555050045495904
      },
      "shadowMaxDrawdown": -0.015723422867140013,
      "shadowTotalReturn": 0.04867476214961597,
      "avgForwardReturn1D": 0.0063869314113900455,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-23",
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-02",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 8,
        "5": 6,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.002138129773595678,
        "5": 0.006053182701523235,
        "10": 0.011715930324124059
      }
    },
    {
      "topN": 4,
      "ticker": "SO",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.69704113932548,
      "eligibleDays": 339,
      "fitnessScore": 0.5333144300902842,
      "lookbackDays": 21,
      "returnLift1D": 0.009035513887619785,
      "hitRateLift1D": 0.3870967741935484,
      "activationRate": 0.011799410029498525,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.6129032258064516,
        "5": 0.5925925925925926,
        "10": 0.6521739130434783
      },
      "sampleConfidence": 0.5459674775249769,
      "shadowSharpeLike": 1.2143940821499415,
      "avgForwardReturns": {
        "1": 0.011173643661215463,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0004999999999999449,
      "shadowTotalReturn": 0.03278295105370188,
      "avgForwardReturn1D": 0.011173643661215463,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 0,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.002138129773595678,
        "5": 0.006053182701523235,
        "10": 0.011715930324124059
      }
    },
    {
      "topN": 5,
      "ticker": "SO",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.69704113932548,
      "eligibleDays": 339,
      "fitnessScore": 0.5333144300902842,
      "lookbackDays": 21,
      "returnLift1D": 0.009035513887619785,
      "hitRateLift1D": 0.3870967741935484,
      "activationRate": 0.011799410029498525,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.6129032258064516,
        "5": 0.5925925925925926,
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      },
      "sampleConfidence": 0.5459674775249769,
      "shadowSharpeLike": 1.2143940821499415,
      "avgForwardReturns": {
        "1": 0.011173643661215463,
        "5": 0,
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      },
      "shadowMaxDrawdown": -0.0004999999999999449,
      "shadowTotalReturn": 0.03278295105370188,
      "avgForwardReturn1D": 0.011173643661215463,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002138129773595678,
        "5": 0.006053182701523235,
        "10": 0.011715930324124059
      }
    },
    {
      "topN": 2,
      "ticker": "SO",
      "hitRates": {
        "1": 1,
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        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.6480679532999594,
      "eligibleDays": 352,
      "fitnessScore": 0.48432263883362264,
      "lookbackDays": 14,
      "returnLift1D": 0.0021427557912796656,
      "hitRateLift1D": 0.3870967741935484,
      "activationRate": 0.011363636363636364,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.6129032258064516,
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        "10": 0.6521739130434783
      },
      "sampleConfidence": 0.5959674775249769,
      "shadowSharpeLike": 0.9414662223524423,
      "avgForwardReturns": {
        "1": 0.0042808855648753434,
        "5": -0.00006210363287928455,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0014992501249999624,
      "shadowTotalReturn": 0.009851923479612168,
      "avgForwardReturn1D": 0.0042808855648753434,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25",
        "2026-06-29",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002138129773595678,
        "5": 0.006053182701523235,
        "10": 0.011715930324124059
      }
    },
    {
      "topN": 3,
      "ticker": "SO",
      "hitRates": {
        "1": 0.75,
        "5": 0.5,
        "10": 0
      },
      "hitRate1D": 0.75,
      "comboQuality": 0.32299040826972386,
      "eligibleDays": 352,
      "fitnessScore": 0.187186180968159,
      "lookbackDays": 14,
      "returnLift1D": -0.0027352251965224745,
      "hitRateLift1D": 0.13709677419354838,
      "activationRate": 0.014204545454545454,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.6129032258064516,
        "5": 0.5925925925925926,
        "10": 0.6521739130434783
      },
      "sampleConfidence": 0.6316666666666667,
      "shadowSharpeLike": -0.2584916762845439,
      "avgForwardReturns": {
        "1": -0.0005970954229267966,
        "5": 0.0036325413450122024,
        "10": 0
      },
      "shadowMaxDrawdown": -0.016707453375128467,
      "shadowTotalReturn": -0.005529169931418165,
      "avgForwardReturn1D": -0.0005970954229267966,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25",
        "2026-06-29",
        "2026-06-30",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 4,
        "5": 4,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002138129773595678,
        "5": 0.006053182701523235,
        "10": 0.011715930324124059
      }
    },
    {
      "topN": 2,
      "ticker": "SO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08376911114459841,
      "eligibleDays": 339,
      "fitnessScore": -0.1762848926580411,
      "lookbackDays": 21,
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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": [
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      "fitnessScore": 0.5766830684751053,
      "lookbackDays": 14,
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      "activationRate": 0.028409090909090908,
      "activationCount": 10,
      "sampleConfidence": 0.745575396319268,
      "shadowTotalReturn": 0.05688568488094736,
      "avgForwardReturn1D": 0.006436481397369779
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    {
      "bestTopN": 4,
      "comboQuality": 0.69704113932548,
      "fitnessScore": 0.5333144300902842,
      "lookbackDays": 21,
      "returnLift1D": 0.009035513887619785,
      "activationRate": 0.011799410029498525,
      "activationCount": 4,
      "sampleConfidence": 0.5459674775249769,
      "shadowTotalReturn": 0.03278295105370188,
      "avgForwardReturn1D": 0.011173643661215463
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    {
      "bestTopN": 2,
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      "lookbackDays": 30,
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      "activationRate": 0,
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    {
      "bestTopN": 2,
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      "lookbackDays": 45,
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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": "82e70af84e293dd75e7b04252c9cd04b3a0936b2e2567cdac5c0108a2acf496f",
    "size": 13,
    "members": [
      "SMH",
      "SO",
      "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",
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  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
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    {
      "comboQuality": 0.12702363047547913,
      "fitnessScore": -0.07405777732101919,
      "lookbackDays": 14,
      "returnLift1D": -0.0012315280797088103,
      "activationRate": 0.30133333333333334,
      "activationCount": 113,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.09558494245869298,
      "avgForwardReturn1D": -0.0006081384285960254
    },
    {
      "comboQuality": 0.2185149434172966,
      "fitnessScore": 0.06964484247788881,
      "lookbackDays": 21,
      "returnLift1D": -0.0004714310443974643,
      "activationRate": 0.21195652173913043,
      "activationCount": 78,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.013242981334473325,
      "avgForwardReturn1D": 0.00010310679396681917
    },
    {
      "comboQuality": 0.18615541982733988,
      "fitnessScore": 0.02545875020851532,
      "lookbackDays": 30,
      "returnLift1D": -0.0006122738591366574,
      "activationRate": 0.20612813370473537,
      "activationCount": 74,
      "sampleConfidence": 0.9990990990990991,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.020528666989237276,
      "avgForwardReturn1D": -0.00007719421072361088
    },
    {
      "comboQuality": 0.17295603579927554,
      "fitnessScore": 0.005739507423595531,
      "lookbackDays": 45,
      "returnLift1D": -0.000730945158033363,
      "activationRate": 0.23546511627906977,
      "activationCount": 81,
      "sampleConfidence": 0.9991769547325103,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.048466833229035,
      "avgForwardReturn1D": -0.000441491333043739
    },
    {
      "comboQuality": 0.11129005203548079,
      "fitnessScore": -0.10707882879313257,
      "lookbackDays": 63,
      "returnLift1D": -0.0016816939529955342,
      "activationRate": 0.20245398773006135,
      "activationCount": 66,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.09535320043820561,
      "avgForwardReturn1D": -0.0013668994952615932
    }
  ],
  "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": "82e70af84e293dd75e7b04252c9cd04b3a0936b2e2567cdac5c0108a2acf496f",
    "size": 13,
    "members": [
      "SMH",
      "SO",
      "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
0.679
Liquidity
0.891
Momentum
0.540
Relative strength
0.481
Trend quality
0.345
Stability
0.718
Aggression
0.310
Downside risk
0.655
Drawdown state
0.947
Quality momentum
0.499
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.822
Benchmark Independence 3m Score
0.734
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.410
Correlation Change Score
0.456
Current Drawdown Score
0.973
Days Since 52w High Score
0.353
Distance From 52w High Score
0.973
Distance From Sma 20 Score
0.512
Distance From Sma 200 Score
0.586
Distance From Sma 50 Score
0.543
Downside Volatility 1m Score
0.158
Downside Volatility 1y Score
0.150
Downside Volatility 2y Score
0.171
Downside Volatility 3m Score
0.184
Downside Volatility 5y Score
0.181
Downside Volatility 6m Score
0.180
Drawdown Recovery Score
1
Excess Return 1m Score
0.519
Excess Return 1y Score
0.257
Excess Return 3m Score
0.533
Excess Return 6m Score
0.531
Expected Shortfall 95 1y Score
0.782
Log Avg Dollar Volume 20d Score
0.891
Log Market Cap Score
0.679
Drawdown Score 1m
0.831
Drawdown Score 1y
0.769
Drawdown Score 2y
0.813
Drawdown Score 3m
0.821
Drawdown Score 5y
0.767
Drawdown Score 6m
0.829
Momentum Acceleration 1m Vs 3m Score
0.492
Momentum Acceleration 3m Vs 6m Score
0.511
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.468
Relative Strength Slope 3m Score
0.496
Relative Volume 20d Score
0.198
Return 1m Score
0.529
Return 1w Score
0.518
Return 1y Score
0.525
Return 2y Score
0.362
Return 3m Score
0.575
Return 5y Score
0.143
Return 6m Score
0.584
Return Skewness 1y Score
0.543
Sector Excess Return 1y Score
0.374
Sharpe 1m Score
0.622
Sharpe 1y Score
0.464
Sharpe 2y Score
0.551
Sharpe 3m Score
0.648
Sharpe 5y Score
0.551
Sharpe 6m Score
0.616
Sortino 1m Score
0.545
Sortino 1y Score
0.417
Sortino 2y Score
0.469
Sortino 3m Score
0.545
Sortino 5y Score
0.470
Sortino 6m Score
0.518
Trend R2 1m Score
0.085
Trend R2 1w Score
0.033
Trend R2 1y Score
0.152
Trend R2 2y Score
0.638
Trend R2 3m Score
0.291
Trend R2 5y Score
0.874
Trend R2 6m Score
0.186
Trend Slope 1m Score
0.471
Trend Slope 1w Score
0.566
Trend Slope 1y Score
0.513
Trend Slope 2y Score
0.521
Trend Slope 3m Score
0.536
Trend Slope 5y Score
0.530
Trend Slope 6m Score
0.523
Volatility 1m Score
0.210
Volatility 1w Score
0.209
Volatility 1y Score
0.159
Volatility 2y Score
0.172
Volatility 3m Score
0.207
Volatility 5y Score
0.183
Volatility 6m Score
0.195
Worst Day 1y Score
0.836
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
471,272,566.259
Best Day 1y
0.044
Beta To Benchmark 1y
-0.237
Beta 3m
-0.417
Beta Change
-0.180
Beta To Sector 1y
0.859
Correlation To Benchmark 1y
-0.178
Correlation 3m
-0.266
Correlation Change
-0.088
Correlation To Sector 1y
0.759
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.822
Benchmark Independence 3m Score
0.734
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.410
Correlation Change Score
0.456
Current Drawdown Score
0.973
Distance From Sma 20 Score
0.512
Distance From Sma 200 Score
0.586
Current Drawdown
-0.017
Days Since 52w High
89
Distance From 52w High
-0.017
Distance From Sma 20
0.007
Distance From Sma 200
0.052
Distance From Sma 50
0.026
Downside Capture 1y
2.579
Downside Volatility 1m
0.169
Downside Volatility 1w
-
Downside Volatility 1y
0.163
Downside Volatility 2y
0.179
Downside Volatility 3m
0.188
Downside Volatility 5y
0.186
Downside Volatility 6m
0.185
Drawdown Recovery
1
Excess Return 1m
0.011
Excess Return 1y
-0.146
Excess Return 3m
0.020
Excess Return 6m
0.018
Expected Shortfall 95 1y
-0.022
Market Cap
109,630,031,780.5
Max Drawdown 1m
-0.042
Max Drawdown 1w
-0.023
Max Drawdown 1y
-0.150
Max Drawdown 2y
-0.150
Max Drawdown 3m
-0.072
Max Drawdown 5y
-0.233
Max Drawdown 6m
-0.094
Momentum Acceleration 1m Vs 3m
-0.002
Momentum Acceleration 3m Vs 6m
0.003
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.001
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.834
Return 1m
0.018
Return 1w
0.006
Return 1y
0.041
Return 2y
0.268
Return 3m
0.060
Return 5y
0.854
Return 6m
0.101
Return Skewness 1y
0.260
Sector Excess Return 1y
-0.076
Sharpe 1m
1.108
Sharpe 1y
0.320
Sharpe 2y
0.754
Sharpe 3m
1.242
Sharpe 5y
0.754
Sharpe 6m
1.079
Sortino 1m
1.362
Sortino 1y
0.333
Sortino 2y
0.755
Sortino 3m
1.356
Sortino 5y
0.758
Sortino 6m
1.145
Trend R2 1m
0.085
Trend R2 1w
0.033
Trend R2 1y
0.152
Trend R2 2y
0.638
Trend R2 3m
0.291
Trend R2 5y
0.874
Trend R2 6m
0.186
Trend 1m
-0.000
Trend 1w
0.001
Trend 1y
0.000
Trend 2y
0.000
Trend 3m
0.001
Trend 5y
0.000
Trend 6m
0.000
Upside Capture 1y
0.340
Value At Risk 95 1y
-0.017
Volatility 1m
0.207
Volatility 1w
0.207
Volatility 1y
0.169
Volatility 2y
0.179
Volatility 3m
0.205
Volatility 5y
0.187
Volatility 6m
0.196
Worst Day 1y
-0.033
Distance From Sma 50 Score
0.543
Downside Volatility 1y Score
0.150
Downside Volatility 3m Score
0.184
Drawdown Recovery Score
1
Excess Return 1m Score
0.519
Excess Return 1y Score
0.257
Excess Return 3m Score
0.533
Excess Return 6m Score
0.531
Expected Shortfall 95 1y Score
0.782
Log Avg Dollar Volume 20d Score
0.891
Log Market Cap Score
0.679
Drawdown Score 1y
0.769
Drawdown Score 5y
0.767
Momentum Acceleration 1m Vs 3m Score
0.492
Momentum Acceleration 3m Vs 6m Score
0.511
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.468
Relative Volume 20d Score
0.198
Return 1m Score
0.529
Return 1y Score
0.525
Return 3m Score
0.575
Return 6m Score
0.584
Return Skewness 1y Score
0.543
Sortino 1y Score
0.417
Sortino 3m Score
0.545
Trend R2 1y Score
0.152
Trend R2 3m Score
0.291
Trend Slope 1y Score
0.513
Trend Slope 3m Score
0.536
Volatility 1y Score
0.159
Volatility 3m Score
0.207