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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

SSO

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

Research Detail

SSO

ProShares Ultra S&P500

Category

Sector: Financials

Industry / Category: Leveraged Broad Market ETF

Market Cap / ETF Type: 2x Leveraged Broad Market ETF

Type: Leveraged ETF

Preview Performance

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

Description

Double-leveraged S&P 500 ETF for higher-beta broad market exposure.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.988
Correlation To Benchmark 1y
0.999
Inverse To Benchmark 1y
0.001
Drawdown Score 1m
0.819
Drawdown Score 3m
0.775
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
0.672
Drawdown Score 1y
0.721
Drawdown Score 2y
0.560
Drawdown Score 5y
0.533
Return 1w
-0.034
Return 1m
0.007
Return 3m
0.064
Return 6m
0.130
Return 1y
0.311
Return 2y
0.572
Return 5y
1.196
Sharpe 1m
0.487
Sharpe 3m
1.092
Sharpe 6m
1.019
Sharpe 1y
1.199
Sharpe 2y
0.850
Sharpe 5y
0.634
Trend 1w
-0.004
Trend 1m
0.001
Trend 3m
0.001
Trend 6m
0.002
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.264
Volatility 1m
0.220
Volatility 3m
0.258
Volatility 6m
0.278
Volatility 1y
0.253
Volatility 2y
0.329
Volatility 5y
0.338
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
SSO
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
0.163
Aptet Fit Raw Score
0.270
Aptet Fit Confidence
0.203
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.756
Force Fit Raw Score
0.771
Force Fit Confidence
0.960
Force Fit Label
good
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",
      "SSO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "SSO",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "SSO",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08797039244700139,
    "eligibleDays": 352,
    "fitnessScore": -0.16450787202518607,
    "lookbackDays": 14,
    "returnLift1D": 0.003571940836273429,
    "hitRateLift1D": -0.4444444444444444,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.4444444444444444,
      "5": 0.42857142857142855,
      "10": 0.3333333333333333
    },
    "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": -0.003571940836273429,
      "5": -0.013754119318061824,
      "10": -0.0007861852905268628
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08797039244700139,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08797039244700139,
    "bestRawFitnessScore": -0.16450787202518607,
    "upperQuartileComboQuality": 0.08797039244700139
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.16264825136511943,
    "rawScore": 0.27037631395760114,
    "confidence": 0.203125,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 1,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "SSO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08797039244700139,
      "eligibleDays": 352,
      "fitnessScore": -0.16450787202518607,
      "lookbackDays": 14,
      "returnLift1D": 0.003571940836273429,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 0.42857142857142855,
        "10": 0.3333333333333333
      },
      "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": -0.003571940836273429,
        "5": -0.013754119318061824,
        "10": -0.0007861852905268628
      }
    },
    {
      "topN": 3,
      "ticker": "SSO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08797039244700139,
      "eligibleDays": 352,
      "fitnessScore": -0.16450787202518607,
      "lookbackDays": 14,
      "returnLift1D": 0.003571940836273429,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 0.42857142857142855,
        "10": 0.3333333333333333
      },
      "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": -0.003571940836273429,
        "5": -0.013754119318061824,
        "10": -0.0007861852905268628
      }
    },
    {
      "topN": 4,
      "ticker": "SSO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08797039244700139,
      "eligibleDays": 352,
      "fitnessScore": -0.16450787202518607,
      "lookbackDays": 14,
      "returnLift1D": 0.003571940836273429,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 0.42857142857142855,
        "10": 0.3333333333333333
      },
      "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": -0.003571940836273429,
        "5": -0.013754119318061824,
        "10": -0.0007861852905268628
      }
    },
    {
      "topN": 5,
      "ticker": "SSO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08797039244700139,
      "eligibleDays": 352,
      "fitnessScore": -0.16450787202518607,
      "lookbackDays": 14,
      "returnLift1D": 0.003571940836273429,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 0.42857142857142855,
        "10": 0.3333333333333333
      },
      "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": -0.003571940836273429,
        "5": -0.013754119318061824,
        "10": -0.0007861852905268628
      }
    },
    {
      "topN": 2,
      "ticker": "SSO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08797039244700139,
      "eligibleDays": 339,
      "fitnessScore": -0.16450787202518607,
      "lookbackDays": 21,
      "returnLift1D": 0.003571940836273429,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 0.42857142857142855,
        "10": 0.3333333333333333
      },
      "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": -0.003571940836273429,
        "5": -0.013754119318061824,
        "10": -0.0007861852905268628
      }
    },
    {
      "topN": 3,
      "ticker": "SSO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08797039244700139,
      "eligibleDays": 339,
      "fitnessScore": -0.16450787202518607,
      "lookbackDays": 21,
      "returnLift1D": 0.003571940836273429,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 0.42857142857142855,
        "10": 0.3333333333333333
      },
      "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": -0.003571940836273429,
        "5": -0.013754119318061824,
        "10": -0.0007861852905268628
      }
    },
    {
      "topN": 4,
      "ticker": "SSO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08797039244700139,
      "eligibleDays": 339,
      "fitnessScore": -0.16450787202518607,
      "lookbackDays": 21,
      "returnLift1D": 0.003571940836273429,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 0.42857142857142855,
        "10": 0.3333333333333333
      },
      "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": -0.003571940836273429,
        "5": -0.013754119318061824,
        "10": -0.0007861852905268628
      }
    },
    {
      "topN": 5,
      "ticker": "SSO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08797039244700139,
      "eligibleDays": 339,
      "fitnessScore": -0.16450787202518607,
      "lookbackDays": 21,
      "returnLift1D": 0.003571940836273429,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 0.42857142857142855,
        "10": 0.3333333333333333
      },
      "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": -0.003571940836273429,
        "5": -0.013754119318061824,
        "10": -0.0007861852905268628
      }
    },
    {
      "topN": 2,
      "ticker": "SSO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08797039244700139,
      "eligibleDays": 330,
      "fitnessScore": -0.16450787202518607,
      "lookbackDays": 30,
      "returnLift1D": 0.003571940836273429,
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    },
    {
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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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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
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      "lookbackDays": 63,
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      "hitRateLift1D": -0.4444444444444444,
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 4,
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 5,
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        "10": 0
      },
      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.08797039244700139,
      "fitnessScore": -0.16450787202518607,
      "lookbackDays": 14,
      "returnLift1D": 0.003571940836273429,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08797039244700139,
      "fitnessScore": -0.16450787202518607,
      "lookbackDays": 21,
      "returnLift1D": 0.003571940836273429,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08797039244700139,
      "fitnessScore": -0.16450787202518607,
      "lookbackDays": 30,
      "returnLift1D": 0.003571940836273429,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08797039244700139,
      "fitnessScore": -0.16450787202518607,
      "lookbackDays": 45,
      "returnLift1D": 0.003571940836273429,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08797039244700139,
      "fitnessScore": -0.16450787202518607,
      "lookbackDays": 63,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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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": "a51899158c7499a05eb9a5e2719bff49c2f3e6f76417967b3cd2adf30b4c8e15",
    "size": 13,
    "members": [
      "SMH",
      "SSO",
      "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",
      "SSO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "SSO",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
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    "hitRates": {
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    "hitRate1D": 0.5502645502645502,
    "rankWeights": [
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      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.8714582555548975,
    "eligibleDays": 344,
    "fitnessScore": 0.771061135704581,
    "lookbackDays": 45,
    "returnLift1D": 0.00013160326450084125,
    "hitRateLift1D": 0.0008459456133874665,
    "portfolioSize": 4,
    "activationRate": 0.5494186046511628,
    "activationCount": 189,
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    "sampleConfidence": 0.9996472663139331,
    "shadowSharpeLike": 1.4084375966714167,
    "avgForwardReturns": {
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      "10": 0.01575321389892701
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    "shadowMaxDrawdown": -0.09003859337657916,
    "shadowTotalReturn": 0.3424326294545088,
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    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-16",
      "2025-06-03",
      "2025-06-04",
      "2025-06-05",
      "2025-06-06",
      "2025-06-09",
      "2025-06-10",
      "2025-06-11",
      "2025-06-12",
      "2025-06-13"
    ],
    "horizonObservationCounts": {
      "1": 189,
      "5": 189,
      "10": 188
    },
    "baselineAvgForwardReturns": {
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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.",
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    "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."
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      "SMH",
      "SSO",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
Inverse To Benchmark 1y
-
Return 1m
-
Return 1w
-
Return 1y
-
Return 2w
-
Return 2y
-
Return 3m
-
Return 5y
-
Return 6m
-
Sharpe 1m
-
Sharpe 1w
-
Sharpe 1y
-
Sharpe 2w
-
Sharpe 2y
-
Sharpe 3m
-
Sharpe 5y
-
Sharpe 6m
-
Sharpe Score
-
Trend 1m
-
Trend 1w
-
Trend 1y
-
Trend 2w
-
Trend 2y
-
Trend 3m
-
Trend 5y
-
Trend 6m
-
Volatility 1m
-
Volatility 1w
-
Volatility 1y
-
Volatility 2w
-
Volatility 2y
-
Volatility 3m
-
Volatility 5y
-
Volatility 6m
-
Composite scores
Top-level ranking signals surfaced on the page.
9 fields
Liquidity
0.765
Momentum
0.553
Relative strength
0.562
Trend quality
0.572
Stability
0.695
Aggression
0.472
Downside risk
0.632
Drawdown state
0.926
Quality momentum
0.576
Vector snapshot
Feature coverage: 98%
Normalized features
Bounded [0,1] features used for ranking and clustering.
79 fields
Inverse To Benchmark 1y
0.001
Benchmark Independence 3m Score
0.001
Beta 1y Profile Score
0.795
Beta 3m Profile Score
0.787
Beta Change Score
0.490
Correlation Change Score
0.500
Current Drawdown Score
0.907
Days Since 52w High Score
0.139
Distance From 52w High Score
0.907
Distance From Sma 20 Score
0.462
Distance From Sma 200 Score
0.658
Distance From Sma 50 Score
0.463
Downside Volatility 1m Score
0.173
Downside Volatility 1y Score
0.276
Downside Volatility 2y Score
0.386
Downside Volatility 3m Score
0.279
Downside Volatility 5y Score
0.398
Downside Volatility 6m Score
0.294
Drawdown Recovery Score
1
Excess Return 1m Score
0.501
Excess Return 1y Score
0.708
Excess Return 3m Score
0.539
Excess Return 6m Score
0.580
Expected Shortfall 95 1y Score
0.641
Log Avg Dollar Volume 20d Score
0.765
Drawdown Score 1m
0.819
Drawdown Score 1y
0.721
Drawdown Score 2y
0.560
Drawdown Score 3m
0.775
Drawdown Score 5y
0.533
Drawdown Score 6m
0.672
Momentum Acceleration 1m Vs 3m Score
0.452
Momentum Acceleration 3m Vs 6m Score
0.499
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.484
Relative Strength Slope 3m Score
0.522
Relative Volume 20d Score
0.207
Return 1m Score
0.512
Return 1w Score
0.385
Return 1y Score
0.695
Return 2y Score
0.449
Return 3m Score
0.580
Return 5y Score
0.169
Return 6m Score
0.609
Return Skewness 1y Score
0.459
Sharpe 1m Score
0.497
Sharpe 1y Score
0.640
Sharpe 2y Score
0.570
Sharpe 3m Score
0.618
Sharpe 5y Score
0.527
Sharpe 6m Score
0.604
Sortino 1m Score
0.450
Sortino 1y Score
0.522
Sortino 2y Score
0.478
Sortino 3m Score
0.511
Sortino 5y Score
0.452
Sortino 6m Score
0.506
Trend R2 1m Score
0.206
Trend R2 1w Score
0.273
Trend R2 1y Score
0.660
Trend R2 2y Score
0.742
Trend R2 3m Score
0.309
Trend R2 5y Score
0.699
Trend R2 6m Score
0.567
Trend Slope 1m Score
0.581
Trend Slope 1w Score
0.277
Trend Slope 1y Score
0.563
Trend Slope 2y Score
0.561
Trend Slope 3m Score
0.562
Trend Slope 5y Score
0.548
Trend Slope 6m Score
0.616
Volatility 1m Score
0.227
Volatility 1w Score
0.286
Volatility 1y Score
0.270
Volatility 2y Score
0.372
Volatility 3m Score
0.277
Volatility 5y Score
0.385
Volatility 6m Score
0.305
Worst Day 1y Score
0.728
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
197,688,195.476
Best Day 1y
0.057
Beta To Benchmark 1y
1.988
Beta 3m
1.969
Beta Change
-0.019
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.999
Correlation 3m
0.999
Correlation Change
-0.001
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
39 fields
Inverse To Benchmark 1y
0.001
Benchmark Independence 3m Score
0.001
Beta 1y Profile Score
0.795
Beta 3m Profile Score
0.787
Beta Change Score
0.490
Correlation Change Score
0.500
Current Drawdown Score
0.907
Distance From Sma 20 Score
0.462
Distance From Sma 200 Score
0.658
Current Drawdown
-0.060
Days Since 52w High
35
Distance From 52w High
-0.060
Distance From Sma 20
-0.023
Distance From Sma 200
0.095
Distance From Sma 50
-0.022
Downside Capture 1y
0.496
Downside Volatility 1m
0.179
Downside Volatility 1w
-
Downside Volatility 1y
0.257
Downside Volatility 2y
0.340
Downside Volatility 3m
0.259
Downside Volatility 5y
0.348
Downside Volatility 6m
0.270
Drawdown Recovery
1
Excess Return 1m
0.001
Excess Return 1y
0.125
Excess Return 3m
0.023
Excess Return 6m
0.048
Expected Shortfall 95 1y
-0.036
Market Cap
-
Max Drawdown 1m
-0.045
Max Drawdown 1w
-0.034
Max Drawdown 1y
-0.182
Max Drawdown 2y
-0.352
Max Drawdown 3m
-0.090
Max Drawdown 5y
-0.467
Max Drawdown 6m
-0.180
Momentum Acceleration 1m Vs 3m
-0.014
Momentum Acceleration 3m Vs 6m
-0.000
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.000
Relative Strength Slope 3m
0.000
Relative Volume 20d
0.858
Return 1m
0.007
Return 1w
-0.034
Return 1y
0.311
Return 2y
0.572
Return 3m
0.064
Return 5y
1.196
Return 6m
0.130
Return Skewness 1y
-0.248
Sector Excess Return 1y
-
Sharpe 1m
0.487
Sharpe 1y
1.199
Sharpe 2y
0.850
Sharpe 3m
1.092
Sharpe 5y
0.634
Sharpe 6m
1.019
Sortino 1m
0.596
Sortino 1y
1.178
Sortino 2y
0.824
Sortino 3m
1.086
Sortino 5y
0.616
Sortino 6m
1.050
Trend R2 1m
0.206
Trend R2 1w
0.273
Trend R2 1y
0.660
Trend R2 2y
0.742
Trend R2 3m
0.309
Trend R2 5y
0.699
Trend R2 6m
0.567
Trend 1m
0.001
Trend 1w
-0.004
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.001
Trend 5y
0.001
Trend 6m
0.002
Upside Capture 1y
2.228
Value At Risk 95 1y
-0.028
Volatility 1m
0.220
Volatility 1w
0.264
Volatility 1y
0.253
Volatility 2y
0.329
Volatility 3m
0.258
Volatility 5y
0.338
Volatility 6m
0.278
Worst Day 1y
-0.054
Distance From Sma 50 Score
0.463
Downside Volatility 1y Score
0.276
Downside Volatility 3m Score
0.279
Drawdown Recovery Score
1
Excess Return 1m Score
0.501
Excess Return 1y Score
0.708
Excess Return 3m Score
0.539
Excess Return 6m Score
0.580
Expected Shortfall 95 1y Score
0.641
Log Avg Dollar Volume 20d Score
0.765
Drawdown Score 1y
0.721
Drawdown Score 5y
0.533
Momentum Acceleration 1m Vs 3m Score
0.452
Momentum Acceleration 3m Vs 6m Score
0.499
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.484
Relative Volume 20d Score
0.207
Return 1m Score
0.512
Return 1y Score
0.695
Return 3m Score
0.580
Return 6m Score
0.609
Return Skewness 1y Score
0.459
Sortino 1y Score
0.522
Sortino 3m Score
0.511
Trend R2 1y Score
0.660
Trend R2 3m Score
0.309
Trend Slope 1y Score
0.563
Trend Slope 3m Score
0.562
Volatility 1y Score
0.270
Volatility 3m Score
0.277