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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

STEM

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

Research Detail

STEM

Stem

Category

Sector: Technology

Industry / Category: Energy Software

Market Cap / ETF Type: Small Cap

Type: Stock

Preview Performance

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

Description

Energy storage software and services company tied to battery optimization and distributed energy assets.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
4.030
Correlation To Benchmark 1y
0.491
Inverse To Benchmark 1y
0.509
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
Drawdown Score 1y
0
Drawdown Score 2y
0
Drawdown Score 5y
0.010
Return 1w
-0.081
Return 1m
-0.239
Return 3m
-0.508
Return 6m
-0.689
Return 1y
-0.625
Return 2y
-0.775
Return 5y
-0.989
Sharpe 1m
-6.113
Sharpe 3m
-3.245
Sharpe 6m
-2.396
Sharpe 1y
-0.417
Sharpe 2y
0.155
Sharpe 5y
-0.239
Trend 1w
-0.015
Trend 1m
-0.013
Trend 3m
-0.009
Trend 6m
-0.006
Trend 1y
-0.004
Trend 2y
0.000
Trend 5y
-0.004
Volatility 1w
0.480
Volatility 1m
0.511
Volatility 3m
0.773
Volatility 6m
0.826
Volatility 1y
1.042
Volatility 2y
1.424
Volatility 5y
1.138
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
STEM
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:04 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Utilities
Sector Benchmark Ticker
XLU
Feature Coverage Ratio
100%
History Coverage Days
1,453
Data Start Date
2020-10-08
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.167
Aptet Fit Raw Score
0.278
Aptet Fit Confidence
0.203
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.245
Force Fit Raw Score
0.263
Force Fit Confidence
0.866
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:04 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "STEM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "STEM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "STEM",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.09710359889703989,
    "eligibleDays": 352,
    "fitnessScore": -0.14056246380744003,
    "lookbackDays": 14,
    "returnLift1D": 0.015181835729726046,
    "hitRateLift1D": -0.30434782608695654,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.30434782608695654,
      "5": 0.21052631578947367,
      "10": 0
    },
    "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": -0.015181835729726046,
      "5": -0.05335426700201572,
      "10": -0.13402062125550002
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.09710359889703989,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.09710359889703989,
    "bestRawFitnessScore": -0.14056246380744003,
    "upperQuartileComboQuality": 0.09710359889703989
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.16704360696920048,
    "rawScore": 0.27768287911763195,
    "confidence": 0.203125,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 1,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "STEM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09710359889703989,
      "eligibleDays": 352,
      "fitnessScore": -0.14056246380744003,
      "lookbackDays": 14,
      "returnLift1D": 0.015181835729726046,
      "hitRateLift1D": -0.30434782608695654,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.30434782608695654,
        "5": 0.21052631578947367,
        "10": 0
      },
      "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": -0.015181835729726046,
        "5": -0.05335426700201572,
        "10": -0.13402062125550002
      }
    },
    {
      "topN": 3,
      "ticker": "STEM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09710359889703989,
      "eligibleDays": 352,
      "fitnessScore": -0.14056246380744003,
      "lookbackDays": 14,
      "returnLift1D": 0.015181835729726046,
      "hitRateLift1D": -0.30434782608695654,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.30434782608695654,
        "5": 0.21052631578947367,
        "10": 0
      },
      "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": -0.015181835729726046,
        "5": -0.05335426700201572,
        "10": -0.13402062125550002
      }
    },
    {
      "topN": 4,
      "ticker": "STEM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09710359889703989,
      "eligibleDays": 352,
      "fitnessScore": -0.14056246380744003,
      "lookbackDays": 14,
      "returnLift1D": 0.015181835729726046,
      "hitRateLift1D": -0.30434782608695654,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.30434782608695654,
        "5": 0.21052631578947367,
        "10": 0
      },
      "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": -0.015181835729726046,
        "5": -0.05335426700201572,
        "10": -0.13402062125550002
      }
    },
    {
      "topN": 5,
      "ticker": "STEM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09710359889703989,
      "eligibleDays": 352,
      "fitnessScore": -0.14056246380744003,
      "lookbackDays": 14,
      "returnLift1D": 0.015181835729726046,
      "hitRateLift1D": -0.30434782608695654,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.30434782608695654,
        "5": 0.21052631578947367,
        "10": 0
      },
      "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": -0.015181835729726046,
        "5": -0.05335426700201572,
        "10": -0.13402062125550002
      }
    },
    {
      "topN": 2,
      "ticker": "STEM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09710359889703989,
      "eligibleDays": 339,
      "fitnessScore": -0.14056246380744003,
      "lookbackDays": 21,
      "returnLift1D": 0.015181835729726046,
      "hitRateLift1D": -0.30434782608695654,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.30434782608695654,
        "5": 0.21052631578947367,
        "10": 0
      },
      "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": -0.015181835729726046,
        "5": -0.05335426700201572,
        "10": -0.13402062125550002
      }
    },
    {
      "topN": 3,
      "ticker": "STEM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09710359889703989,
      "eligibleDays": 339,
      "fitnessScore": -0.14056246380744003,
      "lookbackDays": 21,
      "returnLift1D": 0.015181835729726046,
      "hitRateLift1D": -0.30434782608695654,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.30434782608695654,
        "5": 0.21052631578947367,
        "10": 0
      },
      "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": -0.015181835729726046,
        "5": -0.05335426700201572,
        "10": -0.13402062125550002
      }
    },
    {
      "topN": 4,
      "ticker": "STEM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09710359889703989,
      "eligibleDays": 339,
      "fitnessScore": -0.14056246380744003,
      "lookbackDays": 21,
      "returnLift1D": 0.015181835729726046,
      "hitRateLift1D": -0.30434782608695654,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.30434782608695654,
        "5": 0.21052631578947367,
        "10": 0
      },
      "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": -0.015181835729726046,
        "5": -0.05335426700201572,
        "10": -0.13402062125550002
      }
    },
    {
      "topN": 5,
      "ticker": "STEM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09710359889703989,
      "eligibleDays": 339,
      "fitnessScore": -0.14056246380744003,
      "lookbackDays": 21,
      "returnLift1D": 0.015181835729726046,
      "hitRateLift1D": -0.30434782608695654,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.30434782608695654,
        "5": 0.21052631578947367,
        "10": 0
      },
      "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": -0.015181835729726046,
        "5": -0.05335426700201572,
        "10": -0.13402062125550002
      }
    },
    {
      "topN": 2,
      "ticker": "STEM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09710359889703989,
      "eligibleDays": 330,
      "fitnessScore": -0.14056246380744003,
      "lookbackDays": 30,
      "returnLift1D": 0.015181835729726046,
      "hitRateLift1D": -0.30434782608695654,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.30434782608695654,
        "5": 0.21052631578947367,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
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      "shadowMaxDrawdown": 0,
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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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    },
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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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      },
      "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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    },
    {
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
        "1": -0.015181835729726046,
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    },
    {
      "topN": 2,
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      "hitRates": {
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      "hitRate1D": 0,
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      "lookbackDays": 63,
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      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "shadowMaxDrawdown": 0,
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    },
    {
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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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  ],
  "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": 0.09710359889703989,
      "fitnessScore": -0.14056246380744003,
      "lookbackDays": 14,
      "returnLift1D": 0.015181835729726046,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.09710359889703989,
      "fitnessScore": -0.14056246380744003,
      "lookbackDays": 21,
      "returnLift1D": 0.015181835729726046,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.09710359889703989,
      "fitnessScore": -0.14056246380744003,
      "lookbackDays": 30,
      "returnLift1D": 0.015181835729726046,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.09710359889703989,
      "fitnessScore": -0.14056246380744003,
      "lookbackDays": 45,
      "returnLift1D": 0.015181835729726046,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.14056246380744003,
      "lookbackDays": 63,
      "returnLift1D": 0.015181835729726046,
      "activationRate": 0,
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      "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": "841909b8c94fc907247dd9d87c92e8187eca6688c56856789d89d628aba652a7",
    "size": 13,
    "members": [
      "SMH",
      "STEM",
      "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",
      "STEM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "STEM",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "STEM",
    "hitRates": {
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      "5": 0.5283018867924528,
      "10": 0.49056603773584906
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    "hitRate1D": 0.49056603773584906,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.9316773428972175,
    "eligibleDays": 359,
    "fitnessScore": 0.9248039253865021,
    "lookbackDays": 30,
    "returnLift1D": 0.007749817003764229,
    "hitRateLift1D": 0.039312555841698626,
    "portfolioSize": 2,
    "activationRate": 0.29526462395543174,
    "activationCount": 106,
    "baselineHitRates": {
      "1": 0.45125348189415043,
      "5": 0.4394366197183099,
      "10": 0.44571428571428573
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.8993587042485157,
    "avgForwardReturns": {
      "1": 0.008893848943249646,
      "5": 0.01196744050938865,
      "10": -0.006851740714786948
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    "shadowMaxDrawdown": -0.5028030957351354,
    "shadowTotalReturn": 0.7568929231805634,
    "avgForwardReturn1D": 0.008893848943249646,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13"
    ],
    "horizonObservationCounts": {
      "1": 106,
      "5": 106,
      "10": 106
    },
    "baselineAvgForwardReturns": {
      "1": 0.0011440319394854165,
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      "10": 0.010389906659537509
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9316773428972175,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.012821086975976805,
    "bestRawFitnessScore": 0.9248039253865021,
    "upperQuartileComboQuality": 0.4178405953127733
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  "algorithmFit": {
    "label": "poor",
    "score": 0.2449590989251033,
    "rawScore": 0.2625227287299376,
    "confidence": 0.8661934538787891,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 2
    },
    "profileBreadth": 0.15,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        2
      ]
    },
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  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
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  "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": "841909b8c94fc907247dd9d87c92e8187eca6688c56856789d89d628aba652a7",
    "size": 13,
    "members": [
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      "STEM",
      "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
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Return 1m
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Return 1w
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Return 1y
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Return 2w
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Return 2y
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Return 3m
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Return 5y
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Return 6m
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Sharpe 1m
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Sharpe 1w
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Sharpe 1y
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Sharpe 2w
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Sharpe 2y
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Sharpe 3m
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Sharpe 5y
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Sharpe 6m
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Sharpe Score
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Trend 1m
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Trend 1w
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Trend 1y
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Trend 2w
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Trend 2y
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Trend 3m
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Trend 5y
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Trend 6m
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Volatility 1m
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Volatility 1w
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Volatility 1y
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Volatility 2w
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Volatility 2y
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Volatility 3m
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Volatility 5y
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Volatility 6m
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Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0
Liquidity
0
Momentum
0.104
Relative strength
0.021
Trend quality
0.564
Stability
0.164
Aggression
0.693
Downside risk
0.300
Drawdown state
0.149
Quality momentum
0.237
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.509
Benchmark Independence 3m Score
0.319
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.498
Correlation Change Score
0.595
Current Drawdown Score
0
Days Since 52w High Score
0.762
Distance From 52w High Score
0
Distance From Sma 20 Score
0.235
Distance From Sma 200 Score
0
Distance From Sma 50 Score
0.050
Downside Volatility 1m Score
0.750
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
0.500
Excess Return 1m Score
0.092
Excess Return 1y Score
0
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0
Log Market Cap Score
0
Drawdown Score 1m
0
Drawdown Score 1y
0
Drawdown Score 2y
0
Drawdown Score 3m
0
Drawdown Score 5y
0.010
Drawdown Score 6m
0
Momentum Acceleration 1m Vs 3m Score
0.269
Momentum Acceleration 3m Vs 6m Score
0.319
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.061
Relative Strength Slope 3m Score
0
Relative Volume 20d Score
0.149
Return 1m Score
0.102
Return 1w Score
0.231
Return 1y Score
0.109
Return 2y Score
0.064
Return 3m Score
0
Return 5y Score
0.001
Return 6m Score
0
Return Skewness 1y Score
0.519
Sector Excess Return 1y Score
0
Sharpe 1m Score
0
Sharpe 1y Score
0.317
Sharpe 2y Score
0.431
Sharpe 3m Score
0
Sharpe 5y Score
0.352
Sharpe 6m Score
0
Sortino 1m Score
0
Sortino 1y Score
0.320
Sortino 2y Score
0.398
Sortino 3m Score
0.035
Sortino 5y Score
0.341
Sortino 6m Score
0.087
Trend R2 1m Score
0.803
Trend R2 1w Score
0.697
Trend R2 1y Score
0.636
Trend R2 2y Score
0.003
Trend R2 3m Score
0.855
Trend R2 5y Score
0.877
Trend R2 6m Score
0.764
Trend Slope 1m Score
0
Trend Slope 1w Score
0
Trend Slope 1y Score
0.254
Trend Slope 2y Score
0.509
Trend Slope 3m Score
0
Trend Slope 5y Score
0.272
Trend Slope 6m Score
0.131
Volatility 1m Score
0.614
Volatility 1w Score
0.574
Volatility 1y Score
1
Volatility 2y Score
1
Volatility 3m Score
0.963
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
714,445.654
Best Day 1y
0.262
Beta To Benchmark 1y
4.030
Beta 3m
4.027
Beta Change
-0.003
Beta To Sector 1y
0.810
Correlation To Benchmark 1y
0.491
Correlation 3m
0.681
Correlation Change
0.190
Correlation To Sector 1y
0.116
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.509
Benchmark Independence 3m Score
0.319
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.498
Correlation Change Score
0.595
Current Drawdown Score
0
Distance From Sma 20 Score
0.235
Distance From Sma 200 Score
0
Current Drawdown
-0.994
Days Since 52w High
192
Distance From 52w High
-0.805
Distance From Sma 20
-0.159
Distance From Sma 200
-0.564
Distance From Sma 50
-0.270
Downside Capture 1y
0.052
Downside Volatility 1m
0.613
Downside Volatility 1w
-
Downside Volatility 1y
0.997
Downside Volatility 2y
1.180
Downside Volatility 3m
0.922
Downside Volatility 5y
1.008
Downside Volatility 6m
0.858
Drawdown Recovery
0
Excess Return 1m
-0.245
Excess Return 1y
-0.812
Excess Return 3m
-0.548
Excess Return 6m
-0.772
Expected Shortfall 95 1y
-0.148
Market Cap
49,173,671.97
Max Drawdown 1m
-0.266
Max Drawdown 1w
-0.081
Max Drawdown 1y
-0.805
Max Drawdown 2y
-0.805
Max Drawdown 3m
-0.508
Max Drawdown 5y
-0.990
Max Drawdown 6m
-0.694
Momentum Acceleration 1m Vs 3m
-0.069
Momentum Acceleration 3m Vs 6m
-0.054
Moving Average Alignment
-1
Relative Strength Acceleration
-0.007
Relative Strength Slope 3m
-0.010
Relative Volume 20d
0.703
Return 1m
-0.239
Return 1w
-0.081
Return 1y
-0.625
Return 2y
-0.775
Return 3m
-0.508
Return 5y
-0.989
Return 6m
-0.689
Return Skewness 1y
0.116
Sector Excess Return 1y
-0.742
Sharpe 1m
-6.113
Sharpe 1y
-0.417
Sharpe 2y
0.155
Sharpe 3m
-3.245
Sharpe 5y
-0.239
Sharpe 6m
-2.396
Sortino 1m
-5.096
Sortino 1y
-0.436
Sortino 2y
0.187
Sortino 3m
-2.719
Sortino 5y
-0.270
Sortino 6m
-2.308
Trend R2 1m
0.803
Trend R2 1w
0.697
Trend R2 1y
0.636
Trend R2 2y
0.003
Trend R2 3m
0.855
Trend R2 5y
0.877
Trend R2 6m
0.764
Trend 1m
-0.013
Trend 1w
-0.015
Trend 1y
-0.004
Trend 2y
0.000
Trend 3m
-0.009
Trend 5y
-0.004
Trend 6m
-0.006
Upside Capture 1y
6.068
Value At Risk 95 1y
-0.099
Volatility 1m
0.511
Volatility 1w
0.480
Volatility 1y
1.042
Volatility 2y
1.424
Volatility 3m
0.773
Volatility 5y
1.138
Volatility 6m
0.826
Worst Day 1y
-0.267
Distance From Sma 50 Score
0.050
Downside Volatility 1y Score
1
Downside Volatility 3m Score
1
Drawdown Recovery Score
0.500
Excess Return 1m Score
0.092
Excess Return 1y Score
0
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0
Log Market Cap Score
0
Drawdown Score 1y
0
Drawdown Score 5y
0.010
Momentum Acceleration 1m Vs 3m Score
0.269
Momentum Acceleration 3m Vs 6m Score
0.319
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.061
Relative Volume 20d Score
0.149
Return 1m Score
0.102
Return 1y Score
0.109
Return 3m Score
0
Return 6m Score
0
Return Skewness 1y Score
0.519
Sortino 1y Score
0.320
Sortino 3m Score
0.035
Trend R2 1y Score
0.636
Trend R2 3m Score
0.855
Trend Slope 1y Score
0.254
Trend Slope 3m Score
0
Volatility 1y Score
1
Volatility 3m Score
0.963