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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

SOXL

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

Research Detail

SOXL

Direxion Daily Semiconductor Bull 3X Shares

Category

Sector: Technology

Industry / Category: Leveraged Semiconductor ETF

Market Cap / ETF Type: 3x Leveraged Semiconductor ETF

Type: Leveraged ETF

Preview Performance

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

Description

Triple-leveraged semiconductor ETF for high-conviction chip momentum exposure.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
7.341
Correlation To Benchmark 1y
0.741
Inverse To Benchmark 1y
0.259
Drawdown Score 1m
0
Drawdown Score 3m
0
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
0.001
Drawdown Score 1y
0.154
Drawdown Score 2y
0
Drawdown Score 5y
0.095
Return 1w
0.105
Return 1m
-0.319
Return 3m
0.491
Return 6m
1.481
Return 1y
4.986
Return 2y
2.083
Return 5y
3.118
Sharpe 1m
-1.826
Sharpe 3m
1.807
Sharpe 6m
1.971
Sharpe 1y
2.068
Sharpe 2y
1.082
Sharpe 5y
0.814
Trend 1w
0.033
Trend 1m
-0.026
Trend 3m
0.005
Trend 6m
0.014
Trend 1y
0.009
Trend 2y
0.003
Trend 5y
0.001
Volatility 1w
1.277
Volatility 1m
1.714
Volatility 3m
1.837
Volatility 6m
1.527
Volatility 1y
1.258
Volatility 2y
1.267
Volatility 5y
1.120
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
SOXL
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
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
98%
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
log_market_cap_score
Aptet Fit Score
0.139
Aptet Fit Raw Score
0.180
Aptet Fit Confidence
0.542
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.999
Force Fit Raw Score
1.000
Force Fit Confidence
0.999
Force Fit Label
strong
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",
      "SOXL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "SOXL",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "SOXL",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08288080951565897,
    "eligibleDays": 315,
    "fitnessScore": -0.1788434572833014,
    "lookbackDays": 45,
    "returnLift1D": -0.003378645955540065,
    "hitRateLift1D": -0.48,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.48,
      "5": 0.43478260869565216,
      "10": 0.4634146341463415
    },
    "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": 0.003378645955540065,
      "5": 0.008471953685659294,
      "10": 0.0037971568405057686
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08288080951565897,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.0344888270874269,
    "bestRawFitnessScore": -0.1788434572833014,
    "upperQuartileComboQuality": 0.08288080951565897
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1390211715929258,
    "rawScore": 0.18029816514086372,
    "confidence": 0.5421251956092958,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 45
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.6667515524981468,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "SOXL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08288080951565897,
      "eligibleDays": 315,
      "fitnessScore": -0.1788434572833014,
      "lookbackDays": 45,
      "returnLift1D": -0.003378645955540065,
      "hitRateLift1D": -0.48,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.48,
        "5": 0.43478260869565216,
        "10": 0.4634146341463415
      },
      "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": 0.003378645955540065,
        "5": 0.008471953685659294,
        "10": 0.0037971568405057686
      }
    },
    {
      "topN": 3,
      "ticker": "SOXL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08288080951565897,
      "eligibleDays": 315,
      "fitnessScore": -0.1788434572833014,
      "lookbackDays": 45,
      "returnLift1D": -0.003378645955540065,
      "hitRateLift1D": -0.48,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.48,
        "5": 0.43478260869565216,
        "10": 0.4634146341463415
      },
      "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": 0.003378645955540065,
        "5": 0.008471953685659294,
        "10": 0.0037971568405057686
      }
    },
    {
      "topN": 4,
      "ticker": "SOXL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08288080951565897,
      "eligibleDays": 315,
      "fitnessScore": -0.1788434572833014,
      "lookbackDays": 45,
      "returnLift1D": -0.003378645955540065,
      "hitRateLift1D": -0.48,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.48,
        "5": 0.43478260869565216,
        "10": 0.4634146341463415
      },
      "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": 0.003378645955540065,
        "5": 0.008471953685659294,
        "10": 0.0037971568405057686
      }
    },
    {
      "topN": 5,
      "ticker": "SOXL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08288080951565897,
      "eligibleDays": 315,
      "fitnessScore": -0.1788434572833014,
      "lookbackDays": 45,
      "returnLift1D": -0.003378645955540065,
      "hitRateLift1D": -0.48,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.48,
        "5": 0.43478260869565216,
        "10": 0.4634146341463415
      },
      "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": 0.003378645955540065,
        "5": 0.008471953685659294,
        "10": 0.0037971568405057686
      }
    },
    {
      "topN": 2,
      "ticker": "SOXL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08288080951565897,
      "eligibleDays": 297,
      "fitnessScore": -0.1788434572833014,
      "lookbackDays": 63,
      "returnLift1D": -0.003378645955540065,
      "hitRateLift1D": -0.48,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.48,
        "5": 0.43478260869565216,
        "10": 0.4634146341463415
      },
      "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": 0.003378645955540065,
        "5": 0.008471953685659294,
        "10": 0.0037971568405057686
      }
    },
    {
      "topN": 3,
      "ticker": "SOXL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08288080951565897,
      "eligibleDays": 297,
      "fitnessScore": -0.1788434572833014,
      "lookbackDays": 63,
      "returnLift1D": -0.003378645955540065,
      "hitRateLift1D": -0.48,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.48,
        "5": 0.43478260869565216,
        "10": 0.4634146341463415
      },
      "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": 0.003378645955540065,
        "5": 0.008471953685659294,
        "10": 0.0037971568405057686
      }
    },
    {
      "topN": 4,
      "ticker": "SOXL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08288080951565897,
      "eligibleDays": 297,
      "fitnessScore": -0.1788434572833014,
      "lookbackDays": 63,
      "returnLift1D": -0.003378645955540065,
      "hitRateLift1D": -0.48,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.48,
        "5": 0.43478260869565216,
        "10": 0.4634146341463415
      },
      "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": 0.003378645955540065,
        "5": 0.008471953685659294,
        "10": 0.0037971568405057686
      }
    },
    {
      "topN": 5,
      "ticker": "SOXL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08288080951565897,
      "eligibleDays": 297,
      "fitnessScore": -0.1788434572833014,
      "lookbackDays": 63,
      "returnLift1D": -0.003378645955540065,
      "hitRateLift1D": -0.48,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.48,
        "5": 0.43478260869565216,
        "10": 0.4634146341463415
      },
      "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": 0.003378645955540065,
        "5": 0.008471953685659294,
        "10": 0.0037971568405057686
      }
    },
    {
      "topN": 2,
      "ticker": "SOXL",
      "hitRates": {
        "1": 0.36363636363636365,
        "5": 0.36363636363636365,
        "10": 0.18181818181818182
      },
      "hitRate1D": 0.36363636363636365,
      "comboQuality": 0.0344888270874269,
      "eligibleDays": 339,
      "fitnessScore": -0.38304489607932396,
      "lookbackDays": 21,
      "returnLift1D": -0.004744037357032423,
      "hitRateLift1D": -0.11636363636363634,
      "activationRate": 0.032448377581120944,
      "activationCount": 11,
      "baselineHitRates": {
        "1": 0.48,
        "5": 0.43478260869565216,
        "10": 0.4634146341463415
      },
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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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      "avgForwardReturn1D": -0.01000557325722875
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    {
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    {
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    {
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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": "a43a35e78664d977b4d2760d47bc89d2d4f7fe9a698ed64f5b8de6ee005b287b",
    "size": 13,
    "members": [
      "SMH",
      "SOXL",
      "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
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    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "SOXL"
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    "lookbacks": [
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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": "SOXL",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
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    "start": "2025-01-01"
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    "profileBreadth": 1,
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        "5": 0.044148801577819745,
        "10": 0.09629551136391377
      },
      "shadowMaxDrawdown": -0.5203889224281546,
      "shadowTotalReturn": 1.3531493163183859,
      "avgForwardReturn1D": 0.00728756746130301,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-03-26",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 212,
        "5": 212,
        "10": 212
      },
      "baselineAvgForwardReturns": {
        "1": 0.00746673467472771,
        "5": 0.03673472582526184,
        "10": 0.07818182463583882
      }
    },
    {
      "topN": 3,
      "ticker": "SOXL",
      "hitRates": {
        "1": 0.5586854460093896,
        "5": 0.6056338028169014,
        "10": 0.6572769953051644
      },
      "hitRate1D": 0.5586854460093896,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.9922873874899243,
      "eligibleDays": 375,
      "fitnessScore": 1.418574274529961,
      "lookbackDays": 14,
      "returnLift1D": -0.0006956461330161921,
      "hitRateLift1D": -0.011981220657277025,
      "portfolioSize": 3,
      "activationRate": 0.568,
      "activationCount": 213,
      "baselineHitRates": {
        "1": 0.5706666666666667,
        "5": 0.6091644204851752,
        "10": 0.6256830601092896
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.012901973469703,
      "avgForwardReturns": {
        "1": 0.006771088541711518,
        "5": 0.04310911251758234,
        "10": 0.09535793223276944
      },
      "shadowMaxDrawdown": -0.5701106014881889,
      "shadowTotalReturn": 1.109196370780352,
      "avgForwardReturn1D": 0.006771088541711518,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-03-26",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 213,
        "5": 213,
        "10": 213
      },
      "baselineAvgForwardReturns": {
        "1": 0.00746673467472771,
        "5": 0.03673472582526184,
        "10": 0.07818182463583882
      }
    }
  ],
  "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": 0.9996447082230596,
      "fitnessScore": 2.0972874857432005,
      "lookbackDays": 14,
      "returnLift1D": 0.00024355984630129984,
      "activationRate": 0.584,
      "activationCount": 219,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.660958293995472,
      "avgForwardReturn1D": 0.00771029452102901
    },
    {
      "comboQuality": 0.9999999607606671,
      "fitnessScore": 4.101788956373242,
      "lookbackDays": 21,
      "returnLift1D": 0.0015948197062848734,
      "activationRate": 0.6005434782608695,
      "activationCount": 221,
      "sampleConfidence": 0.9996983408748115,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 3.5310276662546194,
      "avgForwardReturn1D": 0.00994437394735588
    },
    {
      "comboQuality": 0.9999999999920277,
      "fitnessScore": 5.9721090517956,
      "lookbackDays": 30,
      "returnLift1D": 0.0031527150331361053,
      "activationRate": 0.6044568245125348,
      "activationCount": 217,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 5.250090314576083,
      "avgForwardReturn1D": 0.011396804735396253
    },
    {
      "comboQuality": 0.9999998681836816,
      "fitnessScore": 3.8352083813604776,
      "lookbackDays": 45,
      "returnLift1D": -0.0005918923613684127,
      "activationRate": 0.6802325581395349,
      "activationCount": 234,
      "sampleConfidence": 0.9997150997150998,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 3.238011126324335,
      "avgForwardReturn1D": 0.009179589831971098
    },
    {
      "comboQuality": 0.9999997019934412,
      "fitnessScore": 3.655753009603901,
      "lookbackDays": 63,
      "returnLift1D": -0.003375305544702346,
      "activationRate": 0.8251533742331288,
      "activationCount": 269,
      "sampleConfidence": 0.9967781908302356,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 3.062925765945862,
      "avgForwardReturn1D": 0.008078136974693385
    }
  ],
  "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": "a43a35e78664d977b4d2760d47bc89d2d4f7fe9a698ed64f5b8de6ee005b287b",
    "size": 13,
    "members": [
      "SMH",
      "SOXL",
      "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
1
Momentum
0.555
Relative strength
0.728
Trend quality
0.555
Stability
0.248
Aggression
0.660
Downside risk
0.363
Drawdown state
0.515
Quality momentum
0.560
Vector snapshot
Feature coverage: 98%
Normalized features
Bounded [0,1] features used for ranking and clustering.
79 fields
Inverse To Benchmark 1y
0.259
Benchmark Independence 3m Score
0.247
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.506
Current Drawdown Score
0.267
Days Since 52w High Score
0.087
Distance From 52w High Score
0.267
Distance From Sma 20 Score
0.256
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.123
Downside Volatility 1m Score
1
Downside Volatility 1y Score
1
Downside Volatility 2y Score
1
Downside Volatility 3m Score
1
Downside Volatility 5y Score
1
Downside Volatility 6m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
1
Drawdown Score 1m
0
Drawdown Score 1y
0.154
Drawdown Score 2y
0
Drawdown Score 3m
0
Drawdown Score 5y
0.095
Drawdown Score 6m
0.001
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.223
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.783
Relative Volume 20d Score
0.253
Return 1m Score
0
Return 1w Score
0.851
Return 1y Score
1
Return 2y Score
0.881
Return 3m Score
1
Return 5y Score
0.317
Return 6m Score
1
Return Skewness 1y Score
0.433
Sharpe 1m Score
0.035
Sharpe 1y Score
0.814
Sharpe 2y Score
0.616
Sharpe 3m Score
0.761
Sharpe 5y Score
0.563
Sharpe 6m Score
0.794
Sortino 1m Score
0.165
Sortino 1y Score
0.616
Sortino 2y Score
0.505
Sortino 3m Score
0.587
Sortino 5y Score
0.476
Sortino 6m Score
0.598
Trend R2 1m Score
0.756
Trend R2 1w Score
0.625
Trend R2 1y Score
0.849
Trend R2 2y Score
0.459
Trend R2 3m Score
0.141
Trend R2 5y Score
0.141
Trend R2 6m Score
0.731
Trend Slope 1m Score
0
Trend Slope 1w Score
1
Trend Slope 1y Score
1
Trend Slope 2y Score
0.710
Trend Slope 3m Score
0.823
Trend Slope 5y Score
0.543
Trend Slope 6m Score
1
Volatility 1m Score
1
Volatility 1w Score
1
Volatility 1y Score
1
Volatility 2y Score
1
Volatility 3m Score
1
Volatility 5y Score
1
Volatility 6m Score
1
Worst Day 1y Score
0
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
10,644,644,327.406
Best Day 1y
0.240
Beta To Benchmark 1y
7.341
Beta 3m
10.584
Beta Change
3.243
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.741
Correlation 3m
0.753
Correlation Change
0.012
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
39 fields
Inverse To Benchmark 1y
0.259
Benchmark Independence 3m Score
0.247
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.506
Current Drawdown Score
0.267
Distance From Sma 20 Score
0.256
Distance From Sma 200 Score
1
Current Drawdown
-0.476
Days Since 52w High
22
Distance From 52w High
-0.476
Distance From Sma 20
-0.146
Distance From Sma 200
0.636
Distance From Sma 50
-0.226
Downside Capture 1y
0.012
Downside Volatility 1m
1.864
Downside Volatility 1w
-
Downside Volatility 1y
1.350
Downside Volatility 2y
1.316
Downside Volatility 3m
1.956
Downside Volatility 5y
1.124
Downside Volatility 6m
1.686
Drawdown Recovery
1
Excess Return 1m
-0.326
Excess Return 1y
4.799
Excess Return 3m
0.450
Excess Return 6m
1.398
Expected Shortfall 95 1y
-0.174
Market Cap
-
Max Drawdown 1m
-0.492
Max Drawdown 1w
-0.049
Max Drawdown 1y
-0.550
Max Drawdown 2y
-0.843
Max Drawdown 3m
-0.550
Max Drawdown 5y
-0.905
Max Drawdown 6m
-0.550
Momentum Acceleration 1m Vs 3m
-0.483
Momentum Acceleration 3m Vs 6m
-0.083
Moving Average Alignment
0
Relative Strength Acceleration
-0.040
Relative Strength Slope 3m
0.005
Relative Volume 20d
0.983
Return 1m
-0.319
Return 1w
0.105
Return 1y
4.986
Return 2y
2.083
Return 3m
0.491
Return 5y
3.118
Return 6m
1.481
Return Skewness 1y
-0.402
Sector Excess Return 1y
-
Sharpe 1m
-1.826
Sharpe 1y
2.068
Sharpe 2y
1.082
Sharpe 3m
1.807
Sharpe 5y
0.814
Sharpe 6m
1.971
Sortino 1m
-1.680
Sortino 1y
1.927
Sortino 2y
1.042
Sortino 3m
1.697
Sortino 5y
0.811
Sortino 6m
1.785
Trend R2 1m
0.756
Trend R2 1w
0.625
Trend R2 1y
0.849
Trend R2 2y
0.459
Trend R2 3m
0.141
Trend R2 5y
0.141
Trend R2 6m
0.731
Trend 1m
-0.026
Trend 1w
0.033
Trend 1y
0.009
Trend 2y
0.003
Trend 3m
0.005
Trend 5y
0.001
Trend 6m
0.014
Upside Capture 1y
434.217
Value At Risk 95 1y
-0.140
Volatility 1m
1.714
Volatility 1w
1.277
Volatility 1y
1.258
Volatility 2y
1.267
Volatility 3m
1.837
Volatility 5y
1.120
Volatility 6m
1.527
Worst Day 1y
-0.305
Distance From Sma 50 Score
0.123
Downside Volatility 1y Score
1
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
1
Drawdown Score 1y
0.154
Drawdown Score 5y
0.095
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.223
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.253
Return 1m Score
0
Return 1y Score
1
Return 3m Score
1
Return 6m Score
1
Return Skewness 1y Score
0.433
Sortino 1y Score
0.616
Sortino 3m Score
0.587
Trend R2 1y Score
0.849
Trend R2 3m Score
0.141
Trend Slope 1y Score
1
Trend Slope 3m Score
0.823
Volatility 1y Score
1
Volatility 3m Score
1