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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

SQQQ

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

Research Detail

SQQQ

SQQQ

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-4.156
Correlation To Benchmark 1y
-0.933
Inverse To Benchmark 1y
0.067
Drawdown Score 1m
0.516
Drawdown Score 3m
0.131
0.683 good
98%
Jul 26, 2:11 AM
WMTConsumer Staples0.3750.4180.6751.0000.385 weak0.365 weak98%Jul 26, 2:11 AM
WMBEnergy0.5450.5800.7510.9140.129 poor0.228 poor100%Jul 26, 2:11 AM
WELLReal Estate0.7320.7430.7700.9470.660 good0.596 moderate100%Jul 26, 2:11 AM
VSTUtilities0.5530.4710.4800.9340.398 weak0.383 weak100%Jul 26, 2:10 AM
VSATInformation Technology0.7650.7050.3910.7810.532 moderate0.998 strong100%Jul 26, 2:10 AM
VRTXHealth Care0.5430.5250.6070.9910.124 poor0.113 poor100%Jul 26, 2:10 AM
VOO-0.5350.5830.8091.0000.488 weak0.330 poor98%Jul 26, 2:10 AM
VLOEnergy0.8820.8390.7000.9810.152 poor0.759 good100%Jul 26, 2:09 AM
VEEV-0.6280.5100.5020.8800.231 poor0.237 poor100%Jul 26, 2:09 AM
VFinancials0.6030.5490.6801.0000.171 poor0.210 poor100%Jul 26, 2:09 AM
USBFinancials0.6340.6600.7440.9150.124 poor0.719 good100%Jul 26, 2:09 AM
URIIndustrials0.6990.6680.5490.9110.747 good0.787 good100%Jul 26, 2:08 AM
UNPIndustrials0.7480.7420.7660.9790.159 poor0.476 weak100%Jul 26, 2:08 AM
UNHHealth Care0.6370.6700.5131.0000.518 moderate0.327 poor100%Jul 26, 2:08 AM
UMCInformation Technology0.6610.6810.5070.8620.154 poor0.996 strong100%Jul 26, 2:08 AM
UECEnergy0.2510.2790.1830.6410.064 poor0.600 moderate98%Jul 26, 2:08 AM
UBERInformation Technology0.4410.3890.5781.0000.162 poor0.178 poor100%Jul 26, 2:07 AM
TXTIndustrials0.5770.5040.6950.7080.160 poor0.279 poor100%Jul 26, 2:07 AM
TTIndustrials0.5320.5270.6610.9230.294 poor0.353 weak100%Jul 26, 2:07 AM
TSNConsumer Staples0.4530.4310.6300.7380.313 poor0.415 weak100%Jul 26, 2:07 AM
TSMInformation Technology0.5540.6140.6421.0000.952 strong0.933 strong100%Jul 26, 2:06 AM
TSLAConsumer Discretionary0.3060.2470.3941.0000.271 poor0.262 poor100%Jul 26, 2:06 AM
TRGPEnergy0.6910.7420.7310.8460.175 poor0.663 good100%Jul 26, 2:06 AM
TQQQ-0.4920.5000.4181.0000.107 poor0.932 strong98%Jul 26, 2:06 AM
TNA-0.5740.5960.4250.8380.133 poor0.827 strong98%Jul 26, 2:05 AM
TMUSCommunication Services0.3930.3700.5910.9940.104 poor0.137 poor100%Jul 26, 2:05 AM
TMOHealth Care0.7200.5730.5681.0000.177 poor0.567 moderate100%Jul 26, 2:05 AM
THG-0.6910.7000.7400.6230.446 weak0.482 weak100%Jul 26, 2:05 AM
TECL-0.6070.5720.2830.7330.167 poor0.999 strong98%Jul 26, 2:05 AM
TDGIndustrials0.4380.4030.6030.8930.142 poor0.225 poor100%Jul 26, 2:04 AM
SYKHealth Care0.5060.4490.6600.9750.118 poor0.123 poor100%Jul 26, 2:04 AM
SUEnergy0.7070.6380.7160.7950.153 poor0.862 strong100%Jul 26, 2:04 AM
STEMUtilities0.1040.2370.1640.0000.167 poor0.245 poor100%Jul 26, 2:04 AM
SSO-0.5530.5760.6950.7650.163 poor0.756 good98%Jul 26, 2:03 AM
SQQQ-0.4520.4000.2971.0000.125 poor0.078 poor98%Jul 26, 2:03 AM
SQMMaterials0.3890.4110.5120.6110.162 poor0.877 strong100%Jul 26, 2:03 AM
SPXL-0.5720.5620.5860.8790.162 poor0.782 good98%Jul 26, 2:03 AM
SOXL-0.5550.5600.2481.0000.139 poor0.999 strong98%Jul 26, 2:02 AM
SOUtilities0.5400.4990.7180.8910.283 poor0.200 poor100%Jul 26, 2:02 AM
SNOWInformation Technology0.7590.6550.3061.0000.859 strong0.823 strong100%Jul 26, 2:02 AM
SMCIInformation Technology0.4210.3330.1501.0000.156 poor0.110 poor100%Jul 26, 2:02 AM
SLBEnergy0.4670.4970.6410.9210.152 poor0.408 weak100%Jul 26, 2:01 AM
SIFYCommunication Services0.4290.3920.2520.0000.153 poor0.964 strong100%Jul 26, 2:01 AM
SHGFinancials0.6520.6370.6990.4180.120 poor0.824 strong100%Jul 26, 2:01 AM
SHELEnergy0.6420.5640.7290.9050.133 poor0.417 weak100%Jul 26, 2:01 AM
SCHWFinancials0.6160.5290.6400.9940.134 poor0.532 moderate100%Jul 26, 2:01 AM
SBLKIndustrials0.5850.6250.7030.4920.108 poor0.668 good100%Jul 26, 2:00 AM
PreviousPage 1 of 8Next
Drawdown Score 6m
0
Drawdown Score 1y
0.061
Drawdown Score 2y
0
Drawdown Score 5y
0.027
Return 1w
0.058
Return 1m
0.084
Return 3m
-0.197
Return 6m
-0.348
Return 1y
-0.508
Return 2y
-0.759
Return 5y
-0.950
Sharpe 1m
1.723
Sharpe 3m
-0.839
Sharpe 6m
-0.975
Sharpe 1y
-0.970
Sharpe 2y
-0.729
Sharpe 5y
-0.536
Trend 1w
0.003
Trend 1m
0.003
Trend 3m
-0.004
Trend 6m
-0.006
Trend 1y
-0.003
Trend 2y
-0.003
Trend 5y
-0.003
Volatility 1w
0.710
Volatility 1m
0.696
Volatility 3m
0.731
Volatility 6m
0.657
Volatility 1y
0.566
Volatility 2y
0.664
Volatility 5y
0.679
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
SQQQ
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:03 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
0.125
Aptet Fit Raw Score
0.198
Aptet Fit Confidence
0.264
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.078
Force Fit Raw Score
0.083
Force Fit Confidence
0.874
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:03 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "SQQQ"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "SQQQ",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "SQQQ",
    "hitRates": {
      "1": 0.6,
      "5": 1,
      "10": 0
    },
    "hitRate1D": 0.6,
    "comboQuality": 0.24601602090219407,
    "eligibleDays": 352,
    "fitnessScore": 0.1036056186964095,
    "lookbackDays": 14,
    "returnLift1D": -0.0041090786867588065,
    "hitRateLift1D": -0.011111111111111183,
    "activationRate": 0.014204545454545454,
    "activationCount": 5,
    "baselineHitRates": {
      "1": 0.6111111111111112,
      "5": 0.7857142857142857,
      "10": 0.7777777777777778
    },
    "sampleConfidence": 0.605,
    "shadowSharpeLike": 0.25263735207623866,
    "avgForwardReturns": {
      "1": 0.005528224501545576,
      "5": 0.02383134738771764,
      "10": 0
    },
    "shadowMaxDrawdown": -0.07679593459354273,
    "shadowTotalReturn": 0.023288455528665652,
    "avgForwardReturn1D": 0.005528224501545576,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-07-20",
      "2026-07-21",
      "2026-07-22",
      "2026-07-23",
      "2026-07-24"
    ],
    "horizonObservationCounts": {
      "1": 5,
      "5": 1,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.009637303188304382,
      "5": 0.037296422234616024,
      "10": 0.06349151723276819
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.24601602090219407,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.07852860306300304,
    "bestRawFitnessScore": 0.1036056186964095,
    "upperQuartileComboQuality": 0.07852860306300304
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1251902202807455,
    "rawScore": 0.19813493417012912,
    "confidence": 0.26368649531788835,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.55094469521924,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "SQQQ",
      "hitRates": {
        "1": 0.6,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.24601602090219407,
      "eligibleDays": 352,
      "fitnessScore": 0.1036056186964095,
      "lookbackDays": 14,
      "returnLift1D": -0.0041090786867588065,
      "hitRateLift1D": -0.011111111111111183,
      "activationRate": 0.014204545454545454,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.6111111111111112,
        "5": 0.7857142857142857,
        "10": 0.7777777777777778
      },
      "sampleConfidence": 0.605,
      "shadowSharpeLike": 0.25263735207623866,
      "avgForwardReturns": {
        "1": 0.005528224501545576,
        "5": 0.02383134738771764,
        "10": 0
      },
      "shadowMaxDrawdown": -0.07679593459354273,
      "shadowTotalReturn": 0.023288455528665652,
      "avgForwardReturn1D": 0.005528224501545576,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 1,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.009637303188304382,
        "5": 0.037296422234616024,
        "10": 0.06349151723276819
      }
    },
    {
      "topN": 3,
      "ticker": "SQQQ",
      "hitRates": {
        "1": 0.6,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.24601602090219407,
      "eligibleDays": 352,
      "fitnessScore": 0.1036056186964095,
      "lookbackDays": 14,
      "returnLift1D": -0.0041090786867588065,
      "hitRateLift1D": -0.011111111111111183,
      "activationRate": 0.014204545454545454,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.6111111111111112,
        "5": 0.7857142857142857,
        "10": 0.7777777777777778
      },
      "sampleConfidence": 0.605,
      "shadowSharpeLike": 0.25263735207623866,
      "avgForwardReturns": {
        "1": 0.005528224501545576,
        "5": 0.02383134738771764,
        "10": 0
      },
      "shadowMaxDrawdown": -0.07679593459354273,
      "shadowTotalReturn": 0.023288455528665652,
      "avgForwardReturn1D": 0.005528224501545576,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 1,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.009637303188304382,
        "5": 0.037296422234616024,
        "10": 0.06349151723276819
      }
    },
    {
      "topN": 4,
      "ticker": "SQQQ",
      "hitRates": {
        "1": 0.6,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.24601602090219407,
      "eligibleDays": 352,
      "fitnessScore": 0.1036056186964095,
      "lookbackDays": 14,
      "returnLift1D": -0.0041090786867588065,
      "hitRateLift1D": -0.011111111111111183,
      "activationRate": 0.014204545454545454,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.6111111111111112,
        "5": 0.7857142857142857,
        "10": 0.7777777777777778
      },
      "sampleConfidence": 0.605,
      "shadowSharpeLike": 0.25263735207623866,
      "avgForwardReturns": {
        "1": 0.005528224501545576,
        "5": 0.02383134738771764,
        "10": 0
      },
      "shadowMaxDrawdown": -0.07679593459354273,
      "shadowTotalReturn": 0.023288455528665652,
      "avgForwardReturn1D": 0.005528224501545576,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 1,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.009637303188304382,
        "5": 0.037296422234616024,
        "10": 0.06349151723276819
      }
    },
    {
      "topN": 5,
      "ticker": "SQQQ",
      "hitRates": {
        "1": 0.6,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.24601602090219407,
      "eligibleDays": 352,
      "fitnessScore": 0.1036056186964095,
      "lookbackDays": 14,
      "returnLift1D": -0.0041090786867588065,
      "hitRateLift1D": -0.011111111111111183,
      "activationRate": 0.014204545454545454,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.6111111111111112,
        "5": 0.7857142857142857,
        "10": 0.7777777777777778
      },
      "sampleConfidence": 0.605,
      "shadowSharpeLike": 0.25263735207623866,
      "avgForwardReturns": {
        "1": 0.005528224501545576,
        "5": 0.02383134738771764,
        "10": 0
      },
      "shadowMaxDrawdown": -0.07679593459354273,
      "shadowTotalReturn": 0.023288455528665652,
      "avgForwardReturn1D": 0.005528224501545576,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 1,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.009637303188304382,
        "5": 0.037296422234616024,
        "10": 0.06349151723276819
      }
    },
    {
      "topN": 2,
      "ticker": "SQQQ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07852860306300304,
      "eligibleDays": 339,
      "fitnessScore": -0.19175193782587782,
      "lookbackDays": 21,
      "returnLift1D": -0.009637303188304382,
      "hitRateLift1D": -0.6111111111111112,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6111111111111112,
        "5": 0.7857142857142857,
        "10": 0.7777777777777778
      },
      "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": 0.009637303188304382,
        "5": 0.037296422234616024,
        "10": 0.06349151723276819
      }
    },
    {
      "topN": 3,
      "ticker": "SQQQ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07852860306300304,
      "eligibleDays": 339,
      "fitnessScore": -0.19175193782587782,
      "lookbackDays": 21,
      "returnLift1D": -0.009637303188304382,
      "hitRateLift1D": -0.6111111111111112,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6111111111111112,
        "5": 0.7857142857142857,
        "10": 0.7777777777777778
      },
      "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": 0.009637303188304382,
        "5": 0.037296422234616024,
        "10": 0.06349151723276819
      }
    },
    {
      "topN": 4,
      "ticker": "SQQQ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07852860306300304,
      "eligibleDays": 339,
      "fitnessScore": -0.19175193782587782,
      "lookbackDays": 21,
      "returnLift1D": -0.009637303188304382,
      "hitRateLift1D": -0.6111111111111112,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6111111111111112,
        "5": 0.7857142857142857,
        "10": 0.7777777777777778
      },
      "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": 0.009637303188304382,
        "5": 0.037296422234616024,
        "10": 0.06349151723276819
      }
    },
    {
      "topN": 5,
      "ticker": "SQQQ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "baselineHitRates": {
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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    },
    {
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
        "1": 0.009637303188304382,
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    },
    {
      "topN": 2,
      "ticker": "SQQQ",
      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
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      "eligibleDays": 297,
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      "lookbackDays": 63,
      "returnLift1D": -0.009637303188304382,
      "hitRateLift1D": -0.6111111111111112,
      "activationRate": 0,
      "activationCount": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
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      "baselineAvgForwardReturns": {
        "1": 0.009637303188304382,
        "5": 0.037296422234616024,
        "10": 0.06349151723276819
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    },
    {
      "topN": 3,
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        "10": 0
      },
      "hitRate1D": 0,
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      "lookbackDays": 63,
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      "hitRateLift1D": -0.6111111111111112,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "eligibleDays": 297,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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        "1": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.24601602090219407,
      "fitnessScore": 0.1036056186964095,
      "lookbackDays": 14,
      "returnLift1D": -0.0041090786867588065,
      "activationRate": 0.014204545454545454,
      "activationCount": 5,
      "sampleConfidence": 0.605,
      "shadowTotalReturn": 0.023288455528665652,
      "avgForwardReturn1D": 0.005528224501545576
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.07852860306300304,
      "fitnessScore": -0.19175193782587782,
      "lookbackDays": 21,
      "returnLift1D": -0.009637303188304382,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.07852860306300304,
      "fitnessScore": -0.19175193782587782,
      "lookbackDays": 30,
      "returnLift1D": -0.009637303188304382,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.07852860306300304,
      "fitnessScore": -0.19175193782587782,
      "lookbackDays": 45,
      "returnLift1D": -0.009637303188304382,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.07852860306300304,
      "fitnessScore": -0.19175193782587782,
      "lookbackDays": 63,
      "returnLift1D": -0.009637303188304382,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "f4aab92383a1709a4f3e40e4f6c1b4fc6647ba27f33861bc38109b22ff8e69cb",
    "size": 13,
    "members": [
      "SMH",
      "SQQQ",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-25
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "SQQQ"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "SQQQ",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "SQQQ",
    "hitRates": {
      "1": 0.4266666666666667,
      "5": 0.5,
      "10": 0.38028169014084506
    },
    "hitRate1D": 0.4266666666666667,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.028583808108149457,
    "eligibleDays": 359,
    "fitnessScore": -0.4257012100088463,
    "lookbackDays": 30,
    "returnLift1D": 0.0014788081218170552,
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    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
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      "comboQuality": 0.028583808108149457,
      "fitnessScore": -0.4257012100088463,
      "lookbackDays": 30,
      "returnLift1D": 0.0014788081218170552,
      "activationRate": 0.20891364902506965,
      "activationCount": 75,
      "sampleConfidence": 0.9955555555555556,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.20895775102677616,
      "avgForwardReturn1D": -0.00041646856964765443
    },
    {
      "comboQuality": 0.00994427932480983,
      "fitnessScore": -0.6621680319206279,
      "lookbackDays": 45,
      "returnLift1D": -0.0009573579561731305,
      "activationRate": 0.17151162790697674,
      "activationCount": 59,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.3404970186832402,
      "avgForwardReturn1D": -0.004059278806516007
    },
    {
      "comboQuality": 0.0007480415230308582,
      "fitnessScore": -1.2334068245625298,
      "lookbackDays": 63,
      "returnLift1D": -0.010807155974099087,
      "activationRate": 0.12269938650306748,
      "activationCount": 40,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.5213831466829393,
      "avgForwardReturn1D": -0.01452097821078995
    }
  ],
  "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": "f4aab92383a1709a4f3e40e4f6c1b4fc6647ba27f33861bc38109b22ff8e69cb",
    "size": 13,
    "members": [
      "SMH",
      "SQQQ",
      "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
0.452
Relative strength
0.225
Trend quality
0.585
Stability
0.297
Aggression
0.607
Downside risk
0.308
Drawdown state
0.228
Quality momentum
0.400
Vector snapshot
Feature coverage: 98%
Normalized features
Bounded [0,1] features used for ranking and clustering.
79 fields
Inverse To Benchmark 1y
0.067
Benchmark Independence 3m Score
0.078
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0
Correlation Change Score
0.505
Current Drawdown Score
0
Days Since 52w High Score
0.968
Distance From 52w High Score
0.187
Distance From Sma 20 Score
0.645
Distance From Sma 200 Score
0.042
Distance From Sma 50 Score
0.648
Downside Volatility 1m Score
0.812
Downside Volatility 1y Score
0.646
Downside Volatility 2y Score
0.781
Downside Volatility 3m Score
0.865
Downside Volatility 5y Score
0.813
Downside Volatility 6m Score
0.781
Drawdown Recovery Score
0.673
Excess Return 1m Score
0.629
Excess Return 1y Score
0
Excess Return 3m Score
0.104
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.246
Log Avg Dollar Volume 20d Score
1
Drawdown Score 1m
0.516
Drawdown Score 1y
0.061
Drawdown Score 2y
0
Drawdown Score 3m
0.131
Drawdown Score 5y
0.027
Drawdown Score 6m
0
Momentum Acceleration 1m Vs 3m Score
0.998
Momentum Acceleration 3m Vs 6m Score
0.475
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.227
Relative Volume 20d Score
0.211
Return 1m Score
0.640
Return 1w Score
0.694
Return 1y Score
0.183
Return 2y Score
0.069
Return 3m Score
0.254
Return 5y Score
0.004
Return 6m Score
0.210
Return Skewness 1y Score
0.556
Sharpe 1m Score
0.745
Sharpe 1y Score
0.206
Sharpe 2y Score
0.254
Sharpe 3m Score
0.232
Sharpe 5y Score
0.293
Sharpe 6m Score
0.205
Sortino 1m Score
0.603
Sortino 1y Score
0.247
Sortino 2y Score
0.280
Sortino 3m Score
0.265
Sortino 5y Score
0.306
Sortino 6m Score
0.249
Trend R2 1m Score
0.211
Trend R2 1w Score
0.028
Trend R2 1y Score
0.694
Trend R2 2y Score
0.897
Trend R2 3m Score
0.404
Trend R2 5y Score
0.917
Trend R2 6m Score
0.742
Trend Slope 1m Score
0.695
Trend Slope 1w Score
0.666
Trend Slope 1y Score
0.316
Trend Slope 2y Score
0.301
Trend Slope 3m Score
0.268
Trend Slope 5y Score
0.334
Trend Slope 6m Score
0.100
Volatility 1m Score
0.862
Volatility 1w Score
0.879
Volatility 1y Score
0.688
Volatility 2y Score
0.818
Volatility 3m Score
0.908
Volatility 5y Score
0.839
Volatility 6m Score
0.809
Worst Day 1y Score
0.501
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
2,215,349,633.582
Best Day 1y
0.144
Beta To Benchmark 1y
-4.156
Beta 3m
-5.158
Beta Change
-1.002
Beta To Sector 1y
-
Correlation To Benchmark 1y
-0.933
Correlation 3m
-0.922
Correlation Change
0.011
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
39 fields
Inverse To Benchmark 1y
0.067
Benchmark Independence 3m Score
0.078
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0
Correlation Change Score
0.505
Current Drawdown Score
0
Distance From Sma 20 Score
0.645
Distance From Sma 200 Score
0.042
Current Drawdown
-0.987
Days Since 52w High
244
Distance From 52w High
-0.528
Distance From Sma 20
0.087
Distance From Sma 200
-0.275
Distance From Sma 50
0.089
Downside Capture 1y
36.295
Downside Volatility 1m
0.659
Downside Volatility 1w
-
Downside Volatility 1y
0.534
Downside Volatility 2y
0.636
Downside Volatility 3m
0.699
Downside Volatility 5y
0.660
Downside Volatility 6m
0.635
Drawdown Recovery
0.345
Excess Return 1m
0.078
Excess Return 1y
-0.695
Excess Return 3m
-0.237
Excess Return 6m
-0.431
Expected Shortfall 95 1y
-0.075
Market Cap
-
Max Drawdown 1m
-0.121
Max Drawdown 1w
-0.058
Max Drawdown 1y
-0.610
Max Drawdown 2y
-0.855
Max Drawdown 3m
-0.348
Max Drawdown 5y
-0.973
Max Drawdown 6m
-0.594
Momentum Acceleration 1m Vs 3m
0.149
Momentum Acceleration 3m Vs 6m
-0.008
Moving Average Alignment
0
Relative Strength Acceleration
0.010
Relative Strength Slope 3m
-0.004
Relative Volume 20d
0.869
Return 1m
0.084
Return 1w
0.058
Return 1y
-0.508
Return 2y
-0.759
Return 3m
-0.197
Return 5y
-0.950
Return 6m
-0.348
Return Skewness 1y
0.334
Sector Excess Return 1y
-
Sharpe 1m
1.723
Sharpe 1y
-0.970
Sharpe 2y
-0.729
Sharpe 3m
-0.839
Sharpe 5y
-0.536
Sharpe 6m
-0.975
Sortino 1m
1.820
Sortino 1y
-1.027
Sortino 2y
-0.761
Sortino 3m
-0.878
Sortino 5y
-0.551
Sortino 6m
-1.007
Trend R2 1m
0.211
Trend R2 1w
0.028
Trend R2 1y
0.694
Trend R2 2y
0.897
Trend R2 3m
0.404
Trend R2 5y
0.917
Trend R2 6m
0.742
Trend 1m
0.003
Trend 1w
0.003
Trend 1y
-0.003
Trend 2y
-0.003
Trend 3m
-0.004
Trend 5y
-0.003
Trend 6m
-0.006
Upside Capture 1y
0.011
Value At Risk 95 1y
-0.056
Volatility 1m
0.696
Volatility 1w
0.710
Volatility 1y
0.566
Volatility 2y
0.664
Volatility 3m
0.731
Volatility 5y
0.679
Volatility 6m
0.657
Worst Day 1y
-0.100
Distance From Sma 50 Score
0.648
Downside Volatility 1y Score
0.646
Downside Volatility 3m Score
0.865
Drawdown Recovery Score
0.673
Excess Return 1m Score
0.629
Excess Return 1y Score
0
Excess Return 3m Score
0.104
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.246
Log Avg Dollar Volume 20d Score
1
Drawdown Score 1y
0.061
Drawdown Score 5y
0.027
Momentum Acceleration 1m Vs 3m Score
0.998
Momentum Acceleration 3m Vs 6m Score
0.475
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.211
Return 1m Score
0.640
Return 1y Score
0.183
Return 3m Score
0.254
Return 6m Score
0.210
Return Skewness 1y Score
0.556
Sortino 1y Score
0.247
Sortino 3m Score
0.265
Trend R2 1y Score
0.694
Trend R2 3m Score
0.404
Trend Slope 1y Score
0.316
Trend Slope 3m Score
0.268
Volatility 1y Score
0.688
Volatility 3m Score
0.908