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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

TNA

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

Research Detail

TNA

TNA

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
3.738
Correlation To Benchmark 1y
0.821
Inverse To Benchmark 1y
0.179
Drawdown Score 1m
0.646
Drawdown Score 3m
0.643
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
0.409
Drawdown Score 1y
0.500
Drawdown Score 2y
0.178
Drawdown Score 5y
0.176
Return 1w
-0.039
Return 1m
-0.041
Return 3m
0.132
Return 6m
0.183
Return 1y
0.873
Return 2y
0.552
Return 5y
-0.144
Sharpe 1m
-1.321
Sharpe 3m
1.176
Sharpe 6m
0.858
Sharpe 1y
1.373
Sharpe 2y
0.662
Sharpe 5y
0.290
Trend 1w
-0.005
Trend 1m
-0.003
Trend 3m
0.003
Trend 6m
0.003
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
-0.000
Volatility 1w
0.451
Volatility 1m
0.341
Volatility 3m
0.550
Volatility 6m
0.596
Volatility 1y
0.579
Volatility 2y
0.654
Volatility 5y
0.673
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
TNA
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:05 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
0.133
Aptet Fit Raw Score
0.208
Aptet Fit Confidence
0.282
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.827
Force Fit Raw Score
0.848
Force Fit Confidence
0.951
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:05 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "TNA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "TNA",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "TNA",
    "hitRates": {
      "1": 1,
      "5": 0.5,
      "10": 0.5
    },
    "hitRate1D": 1,
    "comboQuality": 0.8715881042454022,
    "eligibleDays": 352,
    "fitnessScore": 0.7713162627889508,
    "lookbackDays": 14,
    "returnLift1D": 0.024586745906753683,
    "hitRateLift1D": 0.5,
    "activationRate": 0.005681818181818182,
    "activationCount": 2,
    "baselineHitRates": {
      "1": 0.5,
      "5": 0.375,
      "10": 0.3684210526315789
    },
    "sampleConfidence": 0.6239252713092609,
    "shadowSharpeLike": 0.9957783766410016,
    "avgForwardReturns": {
      "1": 0.02438515192939339,
      "5": -0.00012475047949683793,
      "10": -0.018338144588444072
    },
    "shadowMaxDrawdown": -0.0004999999999999449,
    "shadowTotalReturn": 0.04707316701906561,
    "avgForwardReturn1D": 0.02438515192939339,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-07-06",
      "2026-07-09"
    ],
    "horizonObservationCounts": {
      "1": 2,
      "5": 2,
      "10": 2
    },
    "baselineAvgForwardReturns": {
      "1": -0.0002015939773602918,
      "5": 0.00005714943673446974,
      "10": -0.009717342764660583
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8715881042454022,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08546809963982538,
    "bestRawFitnessScore": 0.7713162627889508,
    "upperQuartileComboQuality": 0.08546809963982538
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.13309339423372404,
    "rawScore": 0.20757181808217176,
    "confidence": 0.28238404869620753,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0.08320371420804254,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.1063966883973747,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "TNA",
      "hitRates": {
        "1": 1,
        "5": 0.5,
        "10": 0.5
      },
      "hitRate1D": 1,
      "comboQuality": 0.8715881042454022,
      "eligibleDays": 352,
      "fitnessScore": 0.7713162627889508,
      "lookbackDays": 14,
      "returnLift1D": 0.024586745906753683,
      "hitRateLift1D": 0.5,
      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.375,
        "10": 0.3684210526315789
      },
      "sampleConfidence": 0.6239252713092609,
      "shadowSharpeLike": 0.9957783766410016,
      "avgForwardReturns": {
        "1": 0.02438515192939339,
        "5": -0.00012475047949683793,
        "10": -0.018338144588444072
      },
      "shadowMaxDrawdown": -0.0004999999999999449,
      "shadowTotalReturn": 0.04707316701906561,
      "avgForwardReturn1D": 0.02438515192939339,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-06",
        "2026-07-09"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 2
      },
      "baselineAvgForwardReturns": {
        "1": -0.0002015939773602918,
        "5": 0.00005714943673446974,
        "10": -0.009717342764660583
      }
    },
    {
      "topN": 3,
      "ticker": "TNA",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.3333333333333333,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.3928702836230043,
      "eligibleDays": 352,
      "fitnessScore": 0.2542421446757746,
      "lookbackDays": 14,
      "returnLift1D": 0.007093503330381896,
      "hitRateLift1D": 0.16666666666666663,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.375,
        "10": 0.3684210526315789
      },
      "sampleConfidence": 0.663014084041408,
      "shadowSharpeLike": 0.3196610785432239,
      "avgForwardReturns": {
        "1": 0.006891909353021604,
        "5": -0.004904678344699358,
        "10": -0.021126681464155122
      },
      "shadowMaxDrawdown": -0.029080278511821822,
      "shadowTotalReturn": 0.017622167286234003,
      "avgForwardReturn1D": 0.006891909353021604,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-06",
        "2026-07-08",
        "2026-07-09"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 3,
        "10": 3
      },
      "baselineAvgForwardReturns": {
        "1": -0.0002015939773602918,
        "5": 0.00005714943673446974,
        "10": -0.009717342764660583
      }
    },
    {
      "topN": 4,
      "ticker": "TNA",
      "hitRates": {
        "1": 0.5,
        "5": 0.25,
        "10": 0.25
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.1437516740128907,
      "eligibleDays": 352,
      "fitnessScore": -0.04258408411337574,
      "lookbackDays": 14,
      "returnLift1D": -0.0014611839645834576,
      "hitRateLift1D": 0,
      "activationRate": 0.011363636363636364,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.375,
        "10": 0.3684210526315789
      },
      "sampleConfidence": 0.6959674775249769,
      "shadowSharpeLike": -0.11507750027387237,
      "avgForwardReturns": {
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        "5": -0.014906863736879522,
        "10": -0.026498420189025457
      },
      "shadowMaxDrawdown": -0.05465367965367973,
      "shadowTotalReturn": -0.009181346247273514,
      "avgForwardReturn1D": -0.0016627779419437494,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-06",
        "2026-07-07",
        "2026-07-08",
        "2026-07-09"
      ],
      "horizonObservationCounts": {
        "1": 4,
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      "baselineAvgForwardReturns": {
        "1": -0.0002015939773602918,
        "5": 0.00005714943673446974,
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      }
    },
    {
      "topN": 5,
      "ticker": "TNA",
      "hitRates": {
        "1": 0.5,
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        "10": 0.25
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.1437516740128907,
      "eligibleDays": 352,
      "fitnessScore": -0.04258408411337574,
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      "returnLift1D": -0.0014611839645834576,
      "hitRateLift1D": 0,
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      "baselineHitRates": {
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      "sampleConfidence": 0.6959674775249769,
      "shadowSharpeLike": -0.11507750027387237,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": -0.05465367965367973,
      "shadowTotalReturn": -0.009181346247273514,
      "avgForwardReturn1D": -0.0016627779419437494,
      "riskOffActivations": 0,
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      ],
      "horizonObservationCounts": {
        "1": 4,
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      "baselineAvgForwardReturns": {
        "1": -0.0002015939773602918,
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      }
    },
    {
      "topN": 2,
      "ticker": "TNA",
      "hitRates": {
        "1": 0,
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08546809963982538,
      "eligibleDays": 339,
      "fitnessScore": -0.17145921242169443,
      "lookbackDays": 21,
      "returnLift1D": 0.0002015939773602918,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
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        "1": 0.5,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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      "baselineAvgForwardReturns": {
        "1": -0.0002015939773602918,
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    },
    {
      "topN": 2,
      "ticker": "TNA",
      "hitRates": {
        "1": 0,
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      },
      "hitRate1D": 0,
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      "fitnessScore": -0.17145921242169443,
      "lookbackDays": 30,
      "returnLift1D": 0.0002015939773602918,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
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        "1": 0.5,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0002015939773602918,
        "5": 0.00005714943673446974,
        "10": -0.009717342764660583
      }
    },
    {
      "topN": 3,
      "ticker": "TNA",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08546809963982538,
      "eligibleDays": 330,
      "fitnessScore": -0.17145921242169443,
      "lookbackDays": 30,
      "returnLift1D": 0.0002015939773602918,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.375,
        "10": 0.3684210526315789
      },
      "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": -0.0002015939773602918,
        "5": 0.00005714943673446974,
        "10": -0.009717342764660583
      }
    },
    {
      "topN": 4,
      "ticker": "TNA",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08546809963982538,
      "eligibleDays": 330,
      "fitnessScore": -0.17145921242169443,
      "lookbackDays": 30,
      "returnLift1D": 0.0002015939773602918,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      "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": 0.8715881042454022,
      "fitnessScore": 0.7713162627889508,
      "lookbackDays": 14,
      "returnLift1D": 0.024586745906753683,
      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "sampleConfidence": 0.6239252713092609,
      "shadowTotalReturn": 0.04707316701906561,
      "avgForwardReturn1D": 0.02438515192939339
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08546809963982538,
      "fitnessScore": -0.17145921242169443,
      "lookbackDays": 21,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08546809963982538,
      "fitnessScore": -0.17145921242169443,
      "lookbackDays": 30,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.17145921242169443,
      "lookbackDays": 45,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "lookbackDays": 63,
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      "activationRate": 0,
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      "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": "a5219534f1490951c43cfda35af8970b65bf22fbfb1352ded0aa9eb1b82c3283",
    "size": 13,
    "members": [
      "SMH",
      "TNA",
      "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",
      "TNA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "TNA",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "TNA",
    "hitRates": {
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      "5": 0.5808080808080808,
      "10": 0.6192893401015228
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    "hitRate1D": 0.5454545454545454,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.9860532832530521,
    "eligibleDays": 368,
    "fitnessScore": 1.286862579626264,
    "lookbackDays": 21,
    "returnLift1D": 0.0014692898868957599,
    "hitRateLift1D": 0.012845849802371467,
    "portfolioSize": 3,
    "activationRate": 0.5380434782608695,
    "activationCount": 198,
    "baselineHitRates": {
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      "activationCount": 212,
      "sampleConfidence": 0.9962264150943397,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.48802441082024317,
      "avgForwardReturn1D": 0.0025100333822023688
    },
    {
      "comboQuality": 0.5163079912180077,
      "fitnessScore": 0.3643561244095541,
      "lookbackDays": 63,
      "returnLift1D": -0.0028333868173949636,
      "activationRate": 0.6656441717791411,
      "activationCount": 217,
      "sampleConfidence": 0.9960061443932412,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.1174269524581566,
      "avgForwardReturn1D": 0.0011259133715511539
    }
  ],
  "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": "a5219534f1490951c43cfda35af8970b65bf22fbfb1352ded0aa9eb1b82c3283",
    "size": 13,
    "members": [
      "SMH",
      "TNA",
      "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
0.838
Momentum
0.574
Relative strength
0.636
Trend quality
0.684
Stability
0.425
Aggression
0.588
Downside risk
0.472
Drawdown state
0.757
Quality momentum
0.596
Vector snapshot
Feature coverage: 98%
Normalized features
Bounded [0,1] features used for ranking and clustering.
79 fields
Inverse To Benchmark 1y
0.179
Benchmark Independence 3m Score
0.194
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.327
Correlation Change Score
0.493
Current Drawdown Score
0.441
Days Since 52w High Score
0.063
Distance From 52w High Score
0.864
Distance From Sma 20 Score
0.424
Distance From Sma 200 Score
0.914
Distance From Sma 50 Score
0.496
Downside Volatility 1m Score
0.349
Downside Volatility 1y Score
0.679
Downside Volatility 2y Score
0.805
Downside Volatility 3m Score
0.635
Downside Volatility 5y Score
0.825
Downside Volatility 6m Score
0.731
Drawdown Recovery Score
1
Excess Return 1m Score
0.421
Excess Return 1y Score
1
Excess Return 3m Score
0.653
Excess Return 6m Score
0.667
Expected Shortfall 95 1y Score
0.299
Log Avg Dollar Volume 20d Score
0.838
Drawdown Score 1m
0.646
Drawdown Score 1y
0.500
Drawdown Score 2y
0.178
Drawdown Score 3m
0.643
Drawdown Score 5y
0.176
Drawdown Score 6m
0.409
Momentum Acceleration 1m Vs 3m Score
0.215
Momentum Acceleration 3m Vs 6m Score
0.546
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.121
Relative Strength Slope 3m Score
0.655
Relative Volume 20d Score
0.155
Return 1m Score
0.431
Return 1w Score
0.370
Return 1y Score
1
Return 2y Score
0.444
Return 3m Score
0.665
Return 5y Score
0.066
Return 6m Score
0.652
Return Skewness 1y Score
0.523
Sharpe 1m Score
0.136
Sharpe 1y Score
0.675
Sharpe 2y Score
0.532
Sharpe 3m Score
0.635
Sharpe 5y Score
0.458
Sharpe 6m Score
0.572
Sortino 1m Score
0.194
Sortino 1y Score
0.553
Sortino 2y Score
0.458
Sortino 3m Score
0.529
Sortino 5y Score
0.411
Sortino 6m Score
0.482
Trend R2 1m Score
0.548
Trend R2 1w Score
0.244
Trend R2 1y Score
0.776
Trend R2 2y Score
0.286
Trend R2 3m Score
0.636
Trend R2 5y Score
0.031
Trend R2 6m Score
0.574
Trend Slope 1m Score
0.313
Trend Slope 1w Score
0.195
Trend Slope 1y Score
0.652
Trend Slope 2y Score
0.561
Trend Slope 3m Score
0.695
Trend Slope 5y Score
0.490
Trend Slope 6m Score
0.712
Volatility 1m Score
0.388
Volatility 1w Score
0.535
Volatility 1y Score
0.705
Volatility 2y Score
0.805
Volatility 3m Score
0.667
Volatility 5y Score
0.831
Volatility 6m Score
0.728
Worst Day 1y Score
0.468
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
327,510,622.713
Best Day 1y
0.116
Beta To Benchmark 1y
3.738
Beta 3m
3.392
Beta Change
-0.347
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.821
Correlation 3m
0.806
Correlation Change
-0.015
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
39 fields
Inverse To Benchmark 1y
0.179
Benchmark Independence 3m Score
0.194
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.327
Correlation Change Score
0.493
Current Drawdown Score
0.441
Distance From Sma 20 Score
0.424
Distance From Sma 200 Score
0.914
Current Drawdown
-0.363
Days Since 52w High
16
Distance From 52w High
-0.088
Distance From Sma 20
-0.045
Distance From Sma 200
0.248
Distance From Sma 50
-0.003
Downside Capture 1y
0.149
Downside Volatility 1m
0.312
Downside Volatility 1w
-
Downside Volatility 1y
0.559
Downside Volatility 2y
0.654
Downside Volatility 3m
0.527
Downside Volatility 5y
0.669
Downside Volatility 6m
0.598
Drawdown Recovery
1
Excess Return 1m
-0.048
Excess Return 1y
0.686
Excess Return 3m
0.092
Excess Return 6m
0.100
Expected Shortfall 95 1y
-0.070
Market Cap
-
Max Drawdown 1m
-0.088
Max Drawdown 1w
-0.045
Max Drawdown 1y
-0.325
Max Drawdown 2y
-0.658
Max Drawdown 3m
-0.143
Max Drawdown 5y
-0.824
Max Drawdown 6m
-0.325
Momentum Acceleration 1m Vs 3m
-0.085
Momentum Acceleration 3m Vs 6m
0.014
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.006
Relative Strength Slope 3m
0.002
Relative Volume 20d
0.719
Return 1m
-0.041
Return 1w
-0.039
Return 1y
0.873
Return 2y
0.552
Return 3m
0.132
Return 5y
-0.144
Return 6m
0.183
Return Skewness 1y
0.136
Sector Excess Return 1y
-
Sharpe 1m
-1.321
Sharpe 1y
1.373
Sharpe 2y
0.662
Sharpe 3m
1.176
Sharpe 5y
0.290
Sharpe 6m
0.858
Sortino 1m
-1.446
Sortino 1y
1.421
Sortino 2y
0.661
Sortino 3m
1.228
Sortino 5y
0.292
Sortino 6m
0.855
Trend R2 1m
0.548
Trend R2 1w
0.244
Trend R2 1y
0.776
Trend R2 2y
0.286
Trend R2 3m
0.636
Trend R2 5y
0.031
Trend R2 6m
0.574
Trend 1m
-0.003
Trend 1w
-0.005
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
0.003
Trend 5y
-0.000
Trend 6m
0.003
Upside Capture 1y
10.612
Value At Risk 95 1y
-0.056
Volatility 1m
0.341
Volatility 1w
0.451
Volatility 1y
0.579
Volatility 2y
0.654
Volatility 3m
0.550
Volatility 5y
0.673
Volatility 6m
0.596
Worst Day 1y
-0.106
Distance From Sma 50 Score
0.496
Downside Volatility 1y Score
0.679
Downside Volatility 3m Score
0.635
Drawdown Recovery Score
1
Excess Return 1m Score
0.421
Excess Return 1y Score
1
Excess Return 3m Score
0.653
Excess Return 6m Score
0.667
Expected Shortfall 95 1y Score
0.299
Log Avg Dollar Volume 20d Score
0.838
Drawdown Score 1y
0.500
Drawdown Score 5y
0.176
Momentum Acceleration 1m Vs 3m Score
0.215
Momentum Acceleration 3m Vs 6m Score
0.546
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.121
Relative Volume 20d Score
0.155
Return 1m Score
0.431
Return 1y Score
1
Return 3m Score
0.665
Return 6m Score
0.652
Return Skewness 1y Score
0.523
Sortino 1y Score
0.553
Sortino 3m Score
0.529
Trend R2 1y Score
0.776
Trend R2 3m Score
0.636
Trend Slope 1y Score
0.652
Trend Slope 3m Score
0.695
Volatility 1y Score
0.705
Volatility 3m Score
0.667