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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

TRGP

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

Research Detail

TRGP

TRGP

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
-0.028
Correlation To Benchmark 1y
-0.013
Inverse To Benchmark 1y
0.987
Drawdown Score 1m
0.771
Drawdown Score 3m
0.804
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
0.858
Drawdown Score 1y
0.754
Drawdown Score 2y
0.605
Drawdown Score 5y
0.684
Return 1w
0.019
Return 1m
0.063
Return 3m
0.212
Return 6m
0.518
Return 1y
0.797
Return 2y
1.187
Return 5y
6.542
Sharpe 1m
2.835
Sharpe 3m
2.785
Sharpe 6m
3.289
Sharpe 1y
2.302
Sharpe 2y
1.386
Sharpe 5y
1.436
Trend 1w
0.003
Trend 1m
0.003
Trend 3m
0.002
Trend 6m
0.002
Trend 1y
0.003
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.142
Volatility 1m
0.270
Volatility 3m
0.292
Volatility 6m
0.265
Volatility 1y
0.271
Volatility 2y
0.320
Volatility 5y
0.317
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
TRGP
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:06 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Energy
Sector Benchmark Ticker
XLE
Feature Coverage Ratio
100%
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
[]
Aptet Fit Score
0.175
Aptet Fit Raw Score
0.234
Aptet Fit Confidence
0.495
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.663
Force Fit Raw Score
0.685
Force Fit Confidence
0.937
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:06 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "TRGP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "TRGP",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "TRGP",
    "hitRates": {
      "1": 0.6,
      "5": 0.631578947368421,
      "10": 0.3888888888888889
    },
    "hitRate1D": 0.6,
    "comboQuality": 0.4114691548050995,
    "eligibleDays": 352,
    "fitnessScore": 0.2712630385736165,
    "lookbackDays": 14,
    "returnLift1D": 0.0005959499795529038,
    "hitRateLift1D": -0.020253164556962022,
    "activationRate": 0.056818181818181816,
    "activationCount": 20,
    "baselineHitRates": {
      "1": 0.620253164556962,
      "5": 0.6666666666666666,
      "10": 0.6865671641791045
    },
    "sampleConfidence": 0.9900000000000001,
    "shadowSharpeLike": 0.5553080350934056,
    "avgForwardReturns": {
      "1": 0.00321935794975447,
      "5": 0.011886075717034069,
      "10": -0.0020498886992000496
    },
    "shadowMaxDrawdown": -0.049666173677681,
    "shadowTotalReturn": 0.058658489409595616,
    "avgForwardReturn1D": 0.00321935794975447,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-02",
      "2026-04-06",
      "2026-04-07",
      "2026-04-08",
      "2026-05-08",
      "2026-05-11",
      "2026-05-12",
      "2026-05-13",
      "2026-05-14",
      "2026-05-15"
    ],
    "horizonObservationCounts": {
      "1": 20,
      "5": 19,
      "10": 18
    },
    "baselineAvgForwardReturns": {
      "1": 0.002623407970201566,
      "5": 0.014421880597338779,
      "10": 0.020962640852393518
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.4114691548050995,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.11869484737263478,
    "bestRawFitnessScore": 0.2712630385736165,
    "upperQuartileComboQuality": 0.23810891871072387
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.17488148699156492,
    "rawScore": 0.23400939122254003,
    "confidence": 0.49465357845621505,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.32641924687520096,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "TRGP",
      "hitRates": {
        "1": 0.6,
        "5": 0.631578947368421,
        "10": 0.3888888888888889
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.4114691548050995,
      "eligibleDays": 352,
      "fitnessScore": 0.2712630385736165,
      "lookbackDays": 14,
      "returnLift1D": 0.0005959499795529038,
      "hitRateLift1D": -0.020253164556962022,
      "activationRate": 0.056818181818181816,
      "activationCount": 20,
      "baselineHitRates": {
        "1": 0.620253164556962,
        "5": 0.6666666666666666,
        "10": 0.6865671641791045
      },
      "sampleConfidence": 0.9900000000000001,
      "shadowSharpeLike": 0.5553080350934056,
      "avgForwardReturns": {
        "1": 0.00321935794975447,
        "5": 0.011886075717034069,
        "10": -0.0020498886992000496
      },
      "shadowMaxDrawdown": -0.049666173677681,
      "shadowTotalReturn": 0.058658489409595616,
      "avgForwardReturn1D": 0.00321935794975447,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-02",
        "2026-04-06",
        "2026-04-07",
        "2026-04-08",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15"
      ],
      "horizonObservationCounts": {
        "1": 20,
        "5": 19,
        "10": 18
      },
      "baselineAvgForwardReturns": {
        "1": 0.002623407970201566,
        "5": 0.014421880597338779,
        "10": 0.020962640852393518
      }
    },
    {
      "topN": 2,
      "ticker": "TRGP",
      "hitRates": {
        "1": 0.625,
        "5": 0.2857142857142857,
        "10": 0.25
      },
      "hitRate1D": 0.625,
      "comboQuality": 0.3890380787151687,
      "eligibleDays": 339,
      "fitnessScore": 0.2507013703020801,
      "lookbackDays": 21,
      "returnLift1D": 0.0020601260202592203,
      "hitRateLift1D": 0.004746835443038,
      "activationRate": 0.02359882005899705,
      "activationCount": 8,
      "baselineHitRates": {
        "1": 0.620253164556962,
        "5": 0.6666666666666666,
        "10": 0.6865671641791045
      },
      "sampleConfidence": 0.7895172092851884,
      "shadowSharpeLike": 0.782261490817796,
      "avgForwardReturns": {
        "1": 0.0046835339904607864,
        "5": -0.0223767499642668,
        "10": -0.018230133829596165
      },
      "shadowMaxDrawdown": -0.014683266545545637,
      "shadowTotalReturn": 0.033341332973080506,
      "avgForwardReturn1D": 0.0046835339904607864,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-19",
        "2026-05-20",
        "2026-05-21",
        "2026-05-26",
        "2026-06-08",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12"
      ],
      "horizonObservationCounts": {
        "1": 8,
        "5": 7,
        "10": 8
      },
      "baselineAvgForwardReturns": {
        "1": 0.002623407970201566,
        "5": 0.014421880597338779,
        "10": 0.020962640852393518
      }
    },
    {
      "topN": 4,
      "ticker": "TRGP",
      "hitRates": {
        "1": 0.6086956521739131,
        "5": 0.6363636363636364,
        "10": 0.47619047619047616
      },
      "hitRate1D": 0.6086956521739131,
      "comboQuality": 0.3769354350317431,
      "eligibleDays": 352,
      "fitnessScore": 0.23943322806193393,
      "lookbackDays": 14,
      "returnLift1D": -0.0004489720661634551,
      "hitRateLift1D": -0.011557512383048918,
      "activationRate": 0.06534090909090909,
      "activationCount": 23,
      "baselineHitRates": {
        "1": 0.620253164556962,
        "5": 0.6666666666666666,
        "10": 0.6865671641791045
      },
      "sampleConfidence": 0.991304347826087,
      "shadowSharpeLike": 0.41249393459650385,
      "avgForwardReturns": {
        "1": 0.002174435904038111,
        "5": 0.012856581024165183,
        "10": 0.004572282222834255
      },
      "shadowMaxDrawdown": -0.06667391777246012,
      "shadowTotalReturn": 0.04409260811265869,
      "avgForwardReturn1D": 0.002174435904038111,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2026-04-06",
        "2026-04-07",
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        "2026-05-08",
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      ],
      "horizonObservationCounts": {
        "1": 23,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.002623407970201566,
        "5": 0.014421880597338779,
        "10": 0.020962640852393518
      }
    },
    {
      "topN": 5,
      "ticker": "TRGP",
      "hitRates": {
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      "comboQuality": 0.3769354350317431,
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      "fitnessScore": 0.23943322806193393,
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      "returnLift1D": -0.0004489720661634551,
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      "baselineHitRates": {
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      "sampleConfidence": 0.991304347826087,
      "shadowSharpeLike": 0.41249393459650385,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": -0.06667391777246012,
      "shadowTotalReturn": 0.04409260811265869,
      "avgForwardReturn1D": 0.002174435904038111,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-02",
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      "horizonObservationCounts": {
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      },
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    },
    {
      "topN": 4,
      "ticker": "TRGP",
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        "10": 0.5555555555555556
      },
      "hitRate1D": 0.6,
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      "eligibleDays": 330,
      "fitnessScore": 0.18021214989441117,
      "lookbackDays": 30,
      "returnLift1D": 0.00014186170805697553,
      "hitRateLift1D": -0.020253164556962022,
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      "activationCount": 10,
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        "1": 0.620253164556962,
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      },
      "sampleConfidence": 0.8255753963192679,
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      "avgForwardReturns": {
        "1": 0.0027652696782585417,
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      },
      "shadowMaxDrawdown": -0.035319538043478316,
      "shadowTotalReturn": 0.025706419247170986,
      "avgForwardReturn1D": 0.0027652696782585417,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12",
        "2026-06-15"
      ],
      "horizonObservationCounts": {
        "1": 10,
        "5": 9,
        "10": 9
      },
      "baselineAvgForwardReturns": {
        "1": 0.002623407970201566,
        "5": 0.014421880597338779,
        "10": 0.020962640852393518
      }
    },
    {
      "topN": 5,
      "ticker": "TRGP",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.7272727272727273,
        "10": 0.6
      },
      "hitRate1D": 0.5454545454545454,
      "comboQuality": 0.21211260256986583,
      "eligibleDays": 330,
      "fitnessScore": 0.061307660873034395,
      "lookbackDays": 30,
      "returnLift1D": -0.0016247632770527167,
      "hitRateLift1D": -0.07479861910241659,
      "activationRate": 0.03636363636363636,
      "activationCount": 12,
      "baselineHitRates": {
        "1": 0.620253164556962,
        "5": 0.6666666666666666,
        "10": 0.6865671641791045
      },
      "sampleConfidence": 0.8538059458605938,
      "shadowSharpeLike": 0.1473433007614261,
      "avgForwardReturns": {
        "1": 0.0009986446931488494,
        "5": 0.009472357527421947,
        "10": 0.0020619462334699025
      },
      "shadowMaxDrawdown": -0.052346815485482256,
      "shadowTotalReturn": 0.007601991446130718,
      "avgForwardReturn1D": 0.0009986446931488494,
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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."
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  "lookbackSummary": [
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    {
      "bestTopN": 2,
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      "lookbackDays": 21,
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    {
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    {
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  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "266de02a4a51ceadd3cc87eff594a152becb4bf02cee6523cca81767cc1b93b3",
    "size": 13,
    "members": [
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      "TRGP",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
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      "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
{
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      0.3,
      0.2,
      0.1
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      "XLF",
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      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
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    "lookbacks": [
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    "safetyNetEquity": "VOO"
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        "10": 0.0034039572128281713
      },
      "shadowMaxDrawdown": -0.20759794598313253,
      "shadowTotalReturn": -0.06210337139558131,
      "avgForwardReturn1D": -0.00026442281190972624,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 107,
        "5": 104,
        "10": 102
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012394043784274464,
        "5": 0.006131441458810224,
        "10": 0.01184338666423421
      }
    },
    {
      "topN": 3,
      "ticker": "TRGP",
      "hitRates": {
        "1": 0.5074626865671642,
        "5": 0.5692307692307692,
        "10": 0.5396825396825397
      },
      "hitRate1D": 0.5074626865671642,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.1086629308604586,
      "eligibleDays": 359,
      "fitnessScore": -0.11298382827798675,
      "lookbackDays": 30,
      "returnLift1D": -0.0019162543276223494,
      "hitRateLift1D": -0.04406934685901964,
      "portfolioSize": 3,
      "activationRate": 0.3732590529247911,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.5515320334261838,
        "5": 0.5915492957746479,
        "10": 0.6257142857142857
      },
      "sampleConfidence": 0.9940298507462687,
      "shadowSharpeLike": -0.40710143588346576,
      "avgForwardReturns": {
        "1": -0.0006992564936465479,
        "5": 0.0036196911303285214,
        "10": 0.0045271834161055916
      },
      "shadowMaxDrawdown": -0.3310515969374318,
      "shadowTotalReturn": -0.1302270219590319,
      "avgForwardReturn1D": -0.0006992564936465479,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-03-21",
        "2025-03-26",
        "2025-03-27",
        "2025-04-03",
        "2025-04-21",
        "2025-06-16"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 130,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012169978339758014,
        "5": 0.005953163897088722,
        "10": 0.012234768931006848
      }
    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
  },
  "lookbackSummary": [
    {
      "comboQuality": 0.4283647464248435,
      "fitnessScore": 0.28652426339464804,
      "lookbackDays": 14,
      "returnLift1D": -0.00029061081299955175,
      "activationRate": 0.43466666666666665,
      "activationCount": 163,
      "sampleConfidence": 0.9955010224948876,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.07643172840249712,
      "avgForwardReturn1D": 0.0008171483248935994
    },
    {
      "comboQuality": 0.4147564891374394,
      "fitnessScore": 0.27424598239564935,
      "lookbackDays": 21,
      "returnLift1D": -0.0002764861382385319,
      "activationRate": 0.358695652173913,
      "activationCount": 132,
      "sampleConfidence": 0.9944444444444445,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.0885084330906758,
      "avgForwardReturn1D": 0.0009629182401889145
    },
    {
      "comboQuality": 0.4214724536673891,
      "fitnessScore": 0.28031901717361396,
      "lookbackDays": 30,
      "returnLift1D": 0.0001452725617413005,
      "activationRate": 0.2479108635097493,
      "activationCount": 89,
      "sampleConfidence": 0.9940074906367042,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.10611507041108648,
      "avgForwardReturn1D": 0.001362270395717102
    },
    {
      "comboQuality": 0.7814310322870981,
      "fitnessScore": 0.6302855636013246,
      "lookbackDays": 45,
      "returnLift1D": 0.00023255688387133493,
      "activationRate": 0.4331395348837209,
      "activationCount": 149,
      "sampleConfidence": 0.9959731543624162,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2858862739957453,
      "avgForwardReturn1D": 0.0019014024337894936
    },
    {
      "comboQuality": 0.9399739693569295,
      "fitnessScore": 0.9552362515137351,
      "lookbackDays": 63,
      "returnLift1D": 0.0010945423169518309,
      "activationRate": 0.4601226993865031,
      "activationCount": 150,
      "sampleConfidence": 0.9942222222222222,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.47843024070877993,
      "avgForwardReturn1D": 0.0027799561827426354
    }
  ],
  "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": "266de02a4a51ceadd3cc87eff594a152becb4bf02cee6523cca81767cc1b93b3",
    "size": 13,
    "members": [
      "SMH",
      "TRGP",
      "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.
10 fields
Cap
0.621
Liquidity
0.846
Momentum
0.691
Relative strength
0.802
Trend quality
0.831
Stability
0.731
Aggression
0.341
Downside risk
0.634
Drawdown state
1
Quality momentum
0.742
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.987
Benchmark Independence 3m Score
0.691
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.169
Correlation Change Score
0.352
Current Drawdown Score
1
Days Since 52w High Score
0
Distance From 52w High Score
1
Distance From Sma 20 Score
0.565
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.599
Downside Volatility 1m Score
0.268
Downside Volatility 1y Score
0.299
Downside Volatility 2y Score
0.410
Downside Volatility 3m Score
0.338
Downside Volatility 5y Score
0.379
Downside Volatility 6m Score
0.276
Drawdown Recovery Score
1
Excess Return 1m Score
0.594
Excess Return 1y Score
1
Excess Return 3m Score
0.786
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.647
Log Avg Dollar Volume 20d Score
0.846
Log Market Cap Score
0.621
Drawdown Score 1m
0.771
Drawdown Score 1y
0.754
Drawdown Score 2y
0.605
Drawdown Score 3m
0.804
Drawdown Score 5y
0.684
Drawdown Score 6m
0.858
Momentum Acceleration 1m Vs 3m Score
0.473
Momentum Acceleration 3m Vs 6m Score
0.448
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.576
Relative Strength Slope 3m Score
0.575
Relative Volume 20d Score
0.271
Return 1m Score
0.605
Return 1w Score
0.563
Return 1y Score
0.998
Return 2y Score
0.625
Return 3m Score
0.766
Return 5y Score
0.580
Return 6m Score
0.931
Return Skewness 1y Score
0.459
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.967
Sharpe 1y Score
0.860
Sharpe 2y Score
0.677
Sharpe 3m Score
0.957
Sharpe 5y Score
0.687
Sharpe 6m Score
1
Sortino 1m Score
0.757
Sortino 1y Score
0.659
Sortino 2y Score
0.530
Sortino 3m Score
0.710
Sortino 5y Score
0.545
Sortino 6m Score
0.798
Trend R2 1m Score
0.578
Trend R2 1w Score
0.510
Trend R2 1y Score
0.901
Trend R2 2y Score
0.549
Trend R2 3m Score
0.590
Trend R2 5y Score
0.937
Trend R2 6m Score
0.835
Trend Slope 1m Score
0.713
Trend Slope 1w Score
0.683
Trend Slope 1y Score
0.673
Trend Slope 2y Score
0.564
Trend Slope 3m Score
0.615
Trend Slope 5y Score
0.591
Trend Slope 6m Score
0.656
Volatility 1m Score
0.294
Volatility 1w Score
0.123
Volatility 1y Score
0.294
Volatility 2y Score
0.360
Volatility 3m Score
0.323
Volatility 5y Score
0.356
Volatility 6m Score
0.286
Worst Day 1y Score
0.724
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
345,854,286.622
Best Day 1y
0.053
Beta To Benchmark 1y
-0.028
Beta 3m
-0.690
Beta Change
-0.662
Beta To Sector 1y
0.882
Correlation To Benchmark 1y
-0.013
Correlation 3m
-0.309
Correlation Change
-0.295
Correlation To Sector 1y
0.682
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.987
Benchmark Independence 3m Score
0.691
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.169
Correlation Change Score
0.352
Current Drawdown Score
1
Distance From Sma 20 Score
0.565
Distance From Sma 200 Score
1
Current Drawdown
0
Days Since 52w High
0
Distance From 52w High
0
Distance From Sma 20
0.039
Distance From Sma 200
0.309
Distance From Sma 50
0.060
Downside Capture 1y
2.724
Downside Volatility 1m
0.251
Downside Volatility 1w
-
Downside Volatility 1y
0.274
Downside Volatility 2y
0.358
Downside Volatility 3m
0.304
Downside Volatility 5y
0.334
Downside Volatility 6m
0.257
Drawdown Recovery
1
Excess Return 1m
0.056
Excess Return 1y
0.610
Excess Return 3m
0.172
Excess Return 6m
0.435
Expected Shortfall 95 1y
-0.035
Market Cap
60,385,769,230.99
Max Drawdown 1m
-0.057
Max Drawdown 1w
-0.010
Max Drawdown 1y
-0.160
Max Drawdown 2y
-0.316
Max Drawdown 3m
-0.078
Max Drawdown 5y
-0.316
Max Drawdown 6m
-0.078
Momentum Acceleration 1m Vs 3m
-0.008
Momentum Acceleration 3m Vs 6m
-0.015
Moving Average Alignment
1
Relative Strength Acceleration
0.001
Relative Strength Slope 3m
0.001
Relative Volume 20d
1.033
Return 1m
0.063
Return 1w
0.019
Return 1y
0.797
Return 2y
1.187
Return 3m
0.212
Return 5y
6.542
Return 6m
0.518
Return Skewness 1y
-0.246
Sector Excess Return 1y
0.364
Sharpe 1m
2.835
Sharpe 1y
2.302
Sharpe 2y
1.386
Sharpe 3m
2.785
Sharpe 5y
1.436
Sharpe 6m
3.289
Sortino 1m
3.053
Sortino 1y
2.272
Sortino 2y
1.240
Sortino 3m
2.680
Sortino 5y
1.361
Sortino 6m
3.383
Trend R2 1m
0.578
Trend R2 1w
0.510
Trend R2 1y
0.901
Trend R2 2y
0.549
Trend R2 3m
0.590
Trend R2 5y
0.937
Trend R2 6m
0.835
Trend 1m
0.003
Trend 1w
0.003
Trend 1y
0.003
Trend 2y
0.001
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
0.002
Upside Capture 1y
0.556
Value At Risk 95 1y
-0.028
Volatility 1m
0.270
Volatility 1w
0.142
Volatility 1y
0.271
Volatility 2y
0.320
Volatility 3m
0.292
Volatility 5y
0.317
Volatility 6m
0.265
Worst Day 1y
-0.055
Distance From Sma 50 Score
0.599
Downside Volatility 1y Score
0.299
Downside Volatility 3m Score
0.338
Drawdown Recovery Score
1
Excess Return 1m Score
0.594
Excess Return 1y Score
1
Excess Return 3m Score
0.786
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.647
Log Avg Dollar Volume 20d Score
0.846
Log Market Cap Score
0.621
Drawdown Score 1y
0.754
Drawdown Score 5y
0.684
Momentum Acceleration 1m Vs 3m Score
0.473
Momentum Acceleration 3m Vs 6m Score
0.448
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.576
Relative Volume 20d Score
0.271
Return 1m Score
0.605
Return 1y Score
0.998
Return 3m Score
0.766
Return 6m Score
0.931
Return Skewness 1y Score
0.459
Sortino 1y Score
0.659
Sortino 3m Score
0.710
Trend R2 1y Score
0.901
Trend R2 3m Score
0.590
Trend Slope 1y Score
0.673
Trend Slope 3m Score
0.615
Volatility 1y Score
0.294
Volatility 3m Score
0.323