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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

VEEV

Unknown sector | v2 | as of 2026-07-10
Close

Research Detail

VEEV

VEEV

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
0.613
Correlation To Benchmark 1y
0.202
Inverse To Benchmark 1y
0.798
Drawdown Score 1m
0.654
Drawdown Score 3m
0.530
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
0.323
Drawdown Score 1y
0.222
Drawdown Score 2y
0.368
Drawdown Score 5y
0.443
Return 1w
-0.014
Return 1m
0.134
Return 3m
0.210
Return 6m
-0.206
Return 1y
-0.331
Return 2y
0.036
Return 5y
-0.394
Sharpe 1m
3.433
Sharpe 3m
1.789
Sharpe 6m
-0.827
Sharpe 1y
-0.866
Sharpe 2y
0.230
Sharpe 5y
-0.071
Trend 1w
-0.004
Trend 1m
0.010
Trend 3m
0.002
Trend 6m
-0.002
Trend 1y
-0.003
Trend 2y
-0.000
Trend 5y
-0.000
Volatility 1w
0.180
Volatility 1m
0.470
Volatility 3m
0.493
Volatility 6m
0.441
Volatility 1y
0.381
Volatility 2y
0.370
Volatility 5y
0.383
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
VEEV
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 2:09 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.231
Aptet Fit Raw Score
0.247
Aptet Fit Confidence
0.872
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.237
Force Fit Raw Score
0.252
Force Fit Confidence
0.882
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:09 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "VEEV"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "VEEV",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "VEEV",
    "hitRates": {
      "1": 0.5061728395061729,
      "5": 0.4935064935064935,
      "10": 0.4861111111111111
    },
    "hitRate1D": 0.5061728395061729,
    "comboQuality": 0.49898999782239023,
    "eligibleDays": 297,
    "fitnessScore": 0.3491111968748061,
    "lookbackDays": 63,
    "returnLift1D": 0.002777110163673048,
    "hitRateLift1D": 0.01630797464130801,
    "activationRate": 0.2760942760942761,
    "activationCount": 82,
    "baselineHitRates": {
      "1": 0.48986486486486486,
      "5": 0.4657534246575342,
      "10": 0.43902439024390244
    },
    "sampleConfidence": 0.9869918699186992,
    "shadowSharpeLike": 0.6627302901860217,
    "avgForwardReturns": {
      "1": 0.0020748165517934045,
      "5": 0.009815798158530557,
      "10": 0.01757964187011847
    },
    "shadowMaxDrawdown": -0.09031964692920458,
    "shadowTotalReturn": 0.152346907052052,
    "avgForwardReturn1D": 0.0020748165517934045,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-19",
      "2025-05-20",
      "2025-05-21",
      "2025-05-22",
      "2025-05-23",
      "2025-05-27",
      "2025-05-28",
      "2025-05-29",
      "2025-05-30",
      "2025-06-02"
    ],
    "horizonObservationCounts": {
      "1": 81,
      "5": 77,
      "10": 72
    },
    "baselineAvgForwardReturns": {
      "1": -0.0007022936118796433,
      "5": -0.0021701677671587976,
      "10": -0.0053285611509886486
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.49898999782239023,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.051532583369027433,
    "bestRawFitnessScore": 0.3491111968748061,
    "upperQuartileComboQuality": 0.22281589779017905
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.23139779403345045,
    "rawScore": 0.24719636882633023,
    "confidence": 0.8721779379859808,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 63
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.48015430678907983,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "VEEV",
      "hitRates": {
        "1": 0.5061728395061729,
        "5": 0.4935064935064935,
        "10": 0.4861111111111111
      },
      "hitRate1D": 0.5061728395061729,
      "comboQuality": 0.49898999782239023,
      "eligibleDays": 297,
      "fitnessScore": 0.3491111968748061,
      "lookbackDays": 63,
      "returnLift1D": 0.002777110163673048,
      "hitRateLift1D": 0.01630797464130801,
      "activationRate": 0.2760942760942761,
      "activationCount": 82,
      "baselineHitRates": {
        "1": 0.48986486486486486,
        "5": 0.4657534246575342,
        "10": 0.43902439024390244
      },
      "sampleConfidence": 0.9869918699186992,
      "shadowSharpeLike": 0.6627302901860217,
      "avgForwardReturns": {
        "1": 0.0020748165517934045,
        "5": 0.009815798158530557,
        "10": 0.01757964187011847
      },
      "shadowMaxDrawdown": -0.09031964692920458,
      "shadowTotalReturn": 0.152346907052052,
      "avgForwardReturn1D": 0.0020748165517934045,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 81,
        "5": 77,
        "10": 72
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007022936118796433,
        "5": -0.0021701677671587976,
        "10": -0.0053285611509886486
      }
    },
    {
      "topN": 4,
      "ticker": "VEEV",
      "hitRates": {
        "1": 0.5060240963855421,
        "5": 0.4810126582278481,
        "10": 0.47297297297297297
      },
      "hitRate1D": 0.5060240963855421,
      "comboQuality": 0.4910069843186123,
      "eligibleDays": 297,
      "fitnessScore": 0.34208529266452664,
      "lookbackDays": 63,
      "returnLift1D": 0.0026772782573469497,
      "hitRateLift1D": 0.016159231520677275,
      "activationRate": 0.2828282828282828,
      "activationCount": 84,
      "baselineHitRates": {
        "1": 0.48986486486486486,
        "5": 0.4657534246575342,
        "10": 0.43902439024390244
      },
      "sampleConfidence": 0.9873015873015873,
      "shadowSharpeLike": 0.6378830079841464,
      "avgForwardReturns": {
        "1": 0.0019749846454673063,
        "5": 0.008428793919765348,
        "10": 0.012103907055854544
      },
      "shadowMaxDrawdown": -0.09031964692920458,
      "shadowTotalReturn": 0.14525964063385355,
      "avgForwardReturn1D": 0.0019749846454673063,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 83,
        "5": 79,
        "10": 74
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007022936118796433,
        "5": -0.0021701677671587976,
        "10": -0.0053285611509886486
      }
    },
    {
      "topN": 2,
      "ticker": "VEEV",
      "hitRates": {
        "1": 0.4791666666666667,
        "5": 0.45652173913043476,
        "10": 0.4888888888888889
      },
      "hitRate1D": 0.4791666666666667,
      "comboQuality": 0.31328757727431356,
      "eligibleDays": 297,
      "fitnessScore": 0.1773453068052845,
      "lookbackDays": 63,
      "returnLift1D": 0.0030283793579083717,
      "hitRateLift1D": -0.010698198198198172,
      "activationRate": 0.16498316498316498,
      "activationCount": 49,
      "baselineHitRates": {
        "1": 0.48986486486486486,
        "5": 0.4657534246575342,
        "10": 0.43902439024390244
      },
      "sampleConfidence": 0.9891156462585035,
      "shadowSharpeLike": 0.43917510562944195,
      "avgForwardReturns": {
        "1": 0.0023260857460287282,
        "5": 0.01356756031874092,
        "10": 0.02734597682496932
      },
      "shadowMaxDrawdown": -0.09191948785039084,
      "shadowTotalReturn": 0.08463202093745603,
      "avgForwardReturn1D": 0.0023260857460287282,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 48,
        "5": 46,
        "10": 45
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007022936118796433,
        "5": -0.0021701677671587976,
        "10": -0.0053285611509886486
      }
    },
    {
      "topN": 5,
      "ticker": "VEEV",
      "hitRates": {
        "1": 0.48314606741573035,
        "5": 0.4588235294117647,
        "10": 0.4375
      },
      "hitRate1D": 0.48314606741573035,
      "comboQuality": 0.3065884313136131,
      "eligibleDays": 297,
      "fitnessScore": 0.170454153615251,
      "lookbackDays": 63,
      "returnLift1D": 0.0016042518161792903,
      "hitRateLift1D": -0.006718797449134506,
      "activationRate": 0.30303030303030304,
      "activationCount": 90,
      "baselineHitRates": {
        "1": 0.48986486486486486,
        "5": 0.4657534246575342,
        "10": 0.43902439024390244
      },
      "sampleConfidence": 0.9881481481481482,
      "shadowSharpeLike": 0.2950527129783173,
      "avgForwardReturns": {
        "1": 0.000901958204299647,
        "5": 0.003576166040090636,
        "10": 0.003176433810450062
      },
      "shadowMaxDrawdown": -0.13035188118307772,
      "shadowTotalReturn": 0.05111894134930117,
      "avgForwardReturn1D": 0.000901958204299647,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 89,
        "5": 85,
        "10": 80
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007022936118796433,
        "5": -0.0021701677671587976,
        "10": -0.0053285611509886486
      }
    },
    {
      "topN": 4,
      "ticker": "VEEV",
      "hitRates": {
        "1": 0.5176470588235295,
        "5": 0.5679012345679012,
        "10": 0.4868421052631579
      },
      "hitRate1D": 0.5176470588235295,
      "comboQuality": 0.23349284504679552,
      "eligibleDays": 315,
      "fitnessScore": 0.08848762835120284,
      "lookbackDays": 45,
      "returnLift1D": 0.00037255222557421686,
      "hitRateLift1D": 0.020831772199325638,
      "activationRate": 0.273015873015873,
      "activationCount": 86,
      "baselineHitRates": {
        "1": 0.4968152866242038,
        "5": 0.4838709677419355,
        "10": 0.4557377049180328
      },
      "sampleConfidence": 0.9875968992248062,
      "shadowSharpeLike": -0.014725222091420255,
      "avgForwardReturns": {
        "1": 0.00009257009583045238,
        "5": 0.0005068253455430847,
        "10": -0.004821444927555622
      },
      "shadowMaxDrawdown": -0.15517787533407168,
      "shadowTotalReturn": -0.015277451694671429,
      "avgForwardReturn1D": 0.00009257009583045238,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 85,
        "5": 81,
        "10": 76
      },
      "baselineAvgForwardReturns": {
        "1": -0.00027998212974376447,
        "5": -0.0009464468351897995,
        "10": -0.002605181154024583
      }
    },
    {
      "topN": 5,
      "ticker": "VEEV",
      "hitRates": {
        "1": 0.5161290322580645,
        "5": 0.550561797752809,
        "10": 0.47619047619047616
      },
      "hitRate1D": 0.5161290322580645,
      "comboQuality": 0.2192569153713069,
      "eligibleDays": 315,
      "fitnessScore": 0.07059956726155812,
      "lookbackDays": 45,
      "returnLift1D": 0.00024112166318655326,
      "hitRateLift1D": 0.01931374563386068,
      "activationRate": 0.2984126984126984,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.4968152866242038,
        "5": 0.4838709677419355,
        "10": 0.4557377049180328
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      "hitRate1D": 0.4222222222222222,
      "comboQuality": 0.009362311246322533,
      "eligibleDays": 330,
      "fitnessScore": -0.6755644691130142,
      "lookbackDays": 30,
      "returnLift1D": -0.004164845841758341,
      "hitRateLift1D": -0.06713947990543734,
      "activationRate": 0.27575757575757576,
      "activationCount": 91,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.48615384615384616,
        "10": 0.465625
      },
      "sampleConfidence": 0.989010989010989,
      "shadowSharpeLike": -1.8857975228413433,
      "avgForwardReturns": {
        "1": -0.004634106605153005,
        "5": -0.013163661197796148,
        "10": -0.01357919410435742
      },
      "shadowMaxDrawdown": -0.37030869989345705,
      "shadowTotalReturn": -0.36774034888608276,
      "avgForwardReturn1D": -0.004634106605153005,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-02",
        "2025-04-04",
        "2025-04-15",
        "2025-04-16",
        "2025-05-08",
        "2025-05-15",
        "2025-05-22",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03"
      ],
      "horizonObservationCounts": {
        "1": 90,
        "5": 86,
        "10": 82
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004692607633946631,
        "5": -0.0008992099922340386,
        "10": -0.0010518807991722029
      }
    },
    {
      "topN": 4,
      "ticker": "VEEV",
      "hitRates": {
        "1": 0.4423076923076923,
        "5": 0.37,
        "10": 0.2631578947368421
      },
      "hitRate1D": 0.4423076923076923,
      "comboQuality": 0.009166131002734728,
      "eligibleDays": 339,
      "fitnessScore": -0.680266952502619,
      "lookbackDays": 21,
      "returnLift1D": -0.0039710807130023985,
      "hitRateLift1D": -0.048816568047337305,
      "activationRate": 0.30973451327433627,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.4911242603550296,
        "5": 0.47904191616766467,
        "10": 0.45288753799392095
      },
      "sampleConfidence": 0.98984126984127,
      "shadowSharpeLike": -1.9707604137286594,
      "avgForwardReturns": {
        "1": -0.004487043431325015,
        "5": -0.017594964952787215,
        "10": -0.03181995370440254
      },
      "shadowMaxDrawdown": -0.4085366408434197,
      "shadowTotalReturn": -0.39837977569805505,
      "avgForwardReturn1D": -0.004487043431325015,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 104,
        "5": 100,
        "10": 95
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005159627183226167,
        "5": -0.00168368093617507,
        "10": -0.0032473120829592398
      }
    },
    {
      "topN": 3,
      "ticker": "VEEV",
      "hitRates": {
        "1": 0.4065934065934066,
        "5": 0.3448275862068966,
        "10": 0.23170731707317074
      },
      "hitRate1D": 0.4065934065934066,
      "comboQuality": 0.007529917011202032,
      "eligibleDays": 339,
      "fitnessScore": -0.723888826639274,
      "lookbackDays": 21,
      "returnLift1D": -0.004273137735326137,
      "hitRateLift1D": -0.084530853761623,
      "activationRate": 0.2713864306784661,
      "activationCount": 92,
      "baselineHitRates": {
        "1": 0.4911242603550296,
        "5": 0.47904191616766467,
        "10": 0.45288753799392095
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      "sampleConfidence": 0.9884057971014494,
      "shadowSharpeLike": -2.04553844043548,
      "avgForwardReturns": {
        "1": -0.004789100453648754,
        "5": -0.019785938362554045,
        "10": -0.0387309490355476
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      "shadowMaxDrawdown": -0.3860126477408602,
      "shadowTotalReturn": -0.37546899082397467,
      "avgForwardReturn1D": -0.004789100453648754,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 91,
        "5": 87,
        "10": 82
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005159627183226167,
        "5": -0.00168368093617507,
        "10": -0.0032473120829592398
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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": 0.1356477021137111,
      "fitnessScore": -0.05742225452176632,
      "lookbackDays": 14,
      "returnLift1D": -0.00020204062358019682,
      "activationRate": 0.2471590909090909,
      "activationCount": 87,
      "sampleConfidence": 0.9908045977011495,
      "shadowTotalReturn": -0.10140638136754809,
      "avgForwardReturn1D": -0.0008563452694940641
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.03832033917435644,
      "fitnessScore": -0.3589941315902935,
      "lookbackDays": 21,
      "returnLift1D": -0.0026310805415787385,
      "activationRate": 0.20058997050147492,
      "activationCount": 68,
      "sampleConfidence": 0.9843137254901961,
      "shadowTotalReturn": -0.20728776460582332,
      "avgForwardReturn1D": -0.003147043259901355
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.03502351429885833,
      "fitnessScore": -0.379538493392477,
      "lookbackDays": 30,
      "returnLift1D": -0.0030294310772643798,
      "activationRate": 0.15454545454545454,
      "activationCount": 51,
      "sampleConfidence": 0.9816993464052288,
      "shadowTotalReturn": -0.1763233234433269,
      "avgForwardReturn1D": -0.0034986918406590428
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.23349284504679552,
      "fitnessScore": 0.08848762835120284,
      "lookbackDays": 45,
      "returnLift1D": 0.00037255222557421686,
      "activationRate": 0.273015873015873,
      "activationCount": 86,
      "sampleConfidence": 0.9875968992248062,
      "shadowTotalReturn": -0.015277451694671429,
      "avgForwardReturn1D": 0.00009257009583045238
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.49898999782239023,
      "fitnessScore": 0.3491111968748061,
      "lookbackDays": 63,
      "returnLift1D": 0.002777110163673048,
      "activationRate": 0.2760942760942761,
      "activationCount": 82,
      "sampleConfidence": 0.9869918699186992,
      "shadowTotalReturn": 0.152346907052052,
      "avgForwardReturn1D": 0.0020748165517934045
    }
  ],
  "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": "f6ce8484acf0d87608a94e8c680fc34b0f55ac10bd9480c698c5d489989ab09a",
    "size": 13,
    "members": [
      "SMH",
      "VEEV",
      "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
2026-07-13
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",
      "VEEV"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "VEEV",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "VEEV",
    "hitRates": {
      "1": 0.4954128440366973,
      "5": 0.5333333333333333,
      "10": 0.54
    },
    "hitRate1D": 0.4954128440366973,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.4314765281352462,
    "eligibleDays": 326,
    "fitnessScore": 0.2893175129405332,
    "lookbackDays": 63,
    "returnLift1D": 0.0016643058848470576,
    "hitRateLift1D": 0.0015478133618506695,
    "portfolioSize": 4,
    "activationRate": 0.3343558282208589,
    "activationCount": 109,
    "baselineHitRates": {
      "1": 0.4938650306748466,
      "5": 0.4906832298136646,
      "10": 0.47003154574132494
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    "sampleConfidence": 0.9920489296636086,
    "shadowSharpeLike": 0.4829796052803857,
    "avgForwardReturns": {
      "1": 0.0013268085605991715,
      "5": 0.009571283126705575,
      "10": 0.01924886812471632
    },
    "shadowMaxDrawdown": -0.11806607957950876,
    "shadowTotalReturn": 0.11406881849925332,
    "avgForwardReturn1D": 0.0013268085605991715,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-04",
      "2025-04-07",
      "2025-04-08",
      "2025-04-10",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21",
      "2025-04-22"
    ],
    "horizonObservationCounts": {
      "1": 109,
      "5": 105,
      "10": 100
    },
    "baselineAvgForwardReturns": {
      "1": -0.00033749732424788605,
      "5": -0.00029866529251709186,
      "10": -0.0007997118479315438
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.4314765281352462,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.09834560696846592,
    "bestRawFitnessScore": 0.2893175129405332,
    "upperQuartileComboQuality": 0.1513769903662999
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2372192801027432,
    "rawScore": 0.2521480722855579,
    "confidence": 0.881587100408939,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.5512205134315481,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "VEEV",
      "hitRates": {
        "1": 0.4954128440366973,
        "5": 0.5333333333333333,
        "10": 0.54
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      "hitRate1D": 0.4954128440366973,
      "rankWeights": [
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        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.4314765281352462,
      "eligibleDays": 326,
      "fitnessScore": 0.2893175129405332,
      "lookbackDays": 63,
      "returnLift1D": 0.0016643058848470576,
      "hitRateLift1D": 0.0015478133618506695,
      "portfolioSize": 4,
      "activationRate": 0.3343558282208589,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.4938650306748466,
        "5": 0.4906832298136646,
        "10": 0.47003154574132494
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      "sampleConfidence": 0.9920489296636086,
      "shadowSharpeLike": 0.4829796052803857,
      "avgForwardReturns": {
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        "10": 0.01924886812471632
      },
      "shadowMaxDrawdown": -0.11806607957950876,
      "shadowTotalReturn": 0.11406881849925332,
      "avgForwardReturn1D": 0.0013268085605991715,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 105,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": -0.00033749732424788605,
        "5": -0.00029866529251709186,
        "10": -0.0007997118479315438
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    },
    {
      "topN": 5,
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      "hitRates": {
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        "5": 0.5333333333333333,
        "10": 0.54
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      "hitRate1D": 0.4954128440366973,
      "rankWeights": [
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        0.20000000000000004,
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      ],
      "comboQuality": 0.4314765281352462,
      "eligibleDays": 326,
      "fitnessScore": 0.2893175129405332,
      "lookbackDays": 63,
      "returnLift1D": 0.0016643058848470576,
      "hitRateLift1D": 0.0015478133618506695,
      "portfolioSize": 5,
      "activationRate": 0.3343558282208589,
      "activationCount": 109,
      "baselineHitRates": {
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        "5": 0.4906832298136646,
        "10": 0.47003154574132494
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      "sampleConfidence": 0.9920489296636086,
      "shadowSharpeLike": 0.4829796052803857,
      "avgForwardReturns": {
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        "10": 0.01924886812471632
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      "shadowMaxDrawdown": -0.11806607957950876,
      "shadowTotalReturn": 0.11406881849925332,
      "avgForwardReturn1D": 0.0013268085605991715,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 105,
        "10": 100
      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0.5104166666666666,
        "10": 0.5164835164835165
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      "hitRate1D": 0.48,
      "rankWeights": [
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      "comboQuality": 0.31429043791084477,
      "eligibleDays": 326,
      "fitnessScore": 0.1783699393534528,
      "lookbackDays": 63,
      "returnLift1D": 0.0012393585695518448,
      "hitRateLift1D": -0.013865030674846623,
      "portfolioSize": 3,
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      "activationCount": 100,
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      "sampleConfidence": 0.9913333333333334,
      "shadowSharpeLike": 0.30383150498641853,
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      "shadowMaxDrawdown": -0.11901366579825667,
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      "riskOffActivations": 0,
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        "2025-04-10",
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        "2025-04-17",
        "2025-04-21",
        "2025-04-24"
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      "horizonObservationCounts": {
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    },
    {
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      "hitRates": {
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      "hitRate1D": 0.5263157894736842,
      "rankWeights": [
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      "comboQuality": 0.17061707762257527,
      "eligibleDays": 375,
      "fitnessScore": 0.0021227507372419394,
      "lookbackDays": 14,
      "returnLift1D": -0.00026757770335852297,
      "hitRateLift1D": 0.030315789473684185,
      "portfolioSize": 2,
      "activationRate": 0.25333333333333335,
      "activationCount": 95,
      "baselineHitRates": {
        "1": 0.496,
        "5": 0.48247978436657685,
        "10": 0.46174863387978143
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      "sampleConfidence": 0.992280701754386,
      "shadowSharpeLike": -0.2899597686779617,
      "avgForwardReturns": {
        "1": -0.000554441579279468,
        "5": -0.014861403923815433,
        "10": -0.033819899112933496
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      "shadowMaxDrawdown": -0.13761608211013765,
      "shadowTotalReturn": -0.08221601537147794,
      "avgForwardReturn1D": -0.000554441579279468,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11"
      ],
      "horizonObservationCounts": {
        "1": 95,
        "5": 92,
        "10": 87
      },
      "baselineAvgForwardReturns": {
        "1": -0.000286863875920945,
        "5": -0.0008747870129064363,
        "10": -0.002194417181142763
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    },
    {
      "topN": 4,
      "ticker": "VEEV",
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        "5": 0.3504273504273504,
        "10": 0.23214285714285715
      },
      "hitRate1D": 0.4380165289256198,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.008544265662159064,
      "eligibleDays": 368,
      "fitnessScore": -0.6958610638663848,
      "lookbackDays": 21,
      "returnLift1D": -0.003654103461818301,
      "hitRateLift1D": -0.051113905856988884,
      "portfolioSize": 4,
      "activationRate": 0.328804347826087,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.4891304347826087,
        "5": 0.4725274725274725,
        "10": 0.45403899721448465
      },
      "sampleConfidence": 0.9928374655647384,
      "shadowSharpeLike": -1.8920347263972874,
      "avgForwardReturns": {
        "1": -0.004071544341018662,
        "5": -0.0176414681700719,
        "10": -0.03230753066472587
      },
      "shadowMaxDrawdown": -0.4312255122652806,
      "shadowTotalReturn": -0.4165475983722402,
      "avgForwardReturn1D": -0.004071544341018662,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 117,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": -0.00041744087920036094,
        "5": -0.0014480010733153176,
        "10": -0.0027755181889910826
      }
    },
    {
      "topN": 5,
      "ticker": "VEEV",
      "hitRates": {
        "1": 0.4380165289256198,
        "5": 0.3504273504273504,
        "10": 0.23214285714285715
      },
      "hitRate1D": 0.4380165289256198,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.008544265662159064,
      "eligibleDays": 368,
      "fitnessScore": -0.6958610638663848,
      "lookbackDays": 21,
      "returnLift1D": -0.003654103461818301,
      "hitRateLift1D": -0.051113905856988884,
      "portfolioSize": 5,
      "activationRate": 0.328804347826087,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.4891304347826087,
        "5": 0.4725274725274725,
        "10": 0.45403899721448465
      },
      "sampleConfidence": 0.9928374655647384,
      "shadowSharpeLike": -1.8920347263972874,
      "avgForwardReturns": {
        "1": -0.004071544341018662,
        "5": -0.0176414681700719,
        "10": -0.03230753066472587
      },
      "shadowMaxDrawdown": -0.4312255122652806,
      "shadowTotalReturn": -0.4165475983722402,
      "avgForwardReturn1D": -0.004071544341018662,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 117,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": -0.00041744087920036094,
        "5": -0.0014480010733153176,
        "10": -0.0027755181889910826
      }
    },
    {
      "topN": 3,
      "ticker": "VEEV",
      "hitRates": {
        "1": 0.4056603773584906,
        "5": 0.3333333333333333,
        "10": 0.20618556701030927
      },
      "hitRate1D": 0.4056603773584906,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.00553815398341052,
      "eligibleDays": 368,
      "fitnessScore": -0.7919189107320904,
      "lookbackDays": 21,
      "returnLift1D": -0.004346632650508487,
      "hitRateLift1D": -0.08347005742411812,
      "portfolioSize": 3,
      "activationRate": 0.28804347826086957,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.4891304347826087,
        "5": 0.4725274725274725,
        "10": 0.45403899721448465
      },
      "sampleConfidence": 0.9918238993710693,
      "shadowSharpeLike": -2.1775108078672787,
      "avgForwardReturns": {
        "1": -0.004764073529708848,
        "5": -0.019431980550604477,
        "10": -0.03845255742515624
      },
      "shadowMaxDrawdown": -0.4339774265580767,
      "shadowTotalReturn": -0.41937052914327455,
      "avgForwardReturn1D": -0.004764073529708848,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 102,
        "10": 97
      },
      "baselineAvgForwardReturns": {
        "1": -0.00041744087920036094,
        "5": -0.0014480010733153176,
        "10": -0.0027755181889910826
      }
    },
    {
      "topN": 4,
      "ticker": "VEEV",
      "hitRates": {
        "1": 0.4074074074074074,
        "5": 0.33653846153846156,
        "10": 0.36
      },
      "hitRate1D": 0.4074074074074074,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.005417021300253736,
      "eligibleDays": 359,
      "fitnessScore": -0.796811037600645,
      "lookbackDays": 30,
      "returnLift1D": -0.00438009487086857,
      "hitRateLift1D": -0.08005777365108846,
      "portfolioSize": 4,
      "activationRate": 0.3008356545961003,
      "activationCount": 108,
      "baselineHitRates": {
        "1": 0.48746518105849584,
        "5": 0.4788732394366197,
        "10": 0.4657142857142857
      },
      "sampleConfidence": 0.9925925925925927,
      "shadowSharpeLike": -2.089959385936531,
      "avgForwardReturns": {
        "1": -0.004817818777180006,
        "5": -0.014804768587340918,
        "10": -0.01700276173121741
      },
      "shadowMaxDrawdown": -0.4368964831907398,
      "shadowTotalReturn": -0.4345997268525017,
      "avgForwardReturn1D": -0.004817818777180006,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-27",
        "2025-02-28",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12"
      ],
      "horizonObservationCounts": {
        "1": 108,
        "5": 104,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": -0.00043772390631143573,
        "5": -0.0011037084508866135,
        "10": -0.0018100719383654569
      }
    },
    {
      "topN": 5,
      "ticker": "VEEV",
      "hitRates": {
        "1": 0.4074074074074074,
        "5": 0.33653846153846156,
        "10": 0.36
      },
      "hitRate1D": 0.4074074074074074,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.005417021300253736,
      "eligibleDays": 359,
      "fitnessScore": -0.796811037600645,
      "lookbackDays": 30,
      "returnLift1D": -0.00438009487086857,
      "hitRateLift1D": -0.08005777365108846,
      "portfolioSize": 5,
      "activationRate": 0.3008356545961003,
      "activationCount": 108,
      "baselineHitRates": {
        "1": 0.48746518105849584,
        "5": 0.4788732394366197,
        "10": 0.4657142857142857
      },
      "sampleConfidence": 0.9925925925925927,
      "shadowSharpeLike": -2.089959385936531,
      "avgForwardReturns": {
        "1": -0.004817818777180006,
        "5": -0.014804768587340918,
        "10": -0.01700276173121741
      },
      "shadowMaxDrawdown": -0.4368964831907398,
      "shadowTotalReturn": -0.4345997268525017,
      "avgForwardReturn1D": -0.004817818777180006,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-27",
        "2025-02-28",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12"
      ],
      "horizonObservationCounts": {
        "1": 108,
        "5": 104,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": -0.00043772390631143573,
        "5": -0.0011037084508866135,
        "10": -0.0018100719383654569
      }
    }
  ],
  "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": 0.17061707762257527,
      "fitnessScore": 0.0021227507372419394,
      "lookbackDays": 14,
      "returnLift1D": -0.00026757770335852297,
      "activationRate": 0.25333333333333335,
      "activationCount": 95,
      "sampleConfidence": 0.992280701754386,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.08221601537147794,
      "avgForwardReturn1D": -0.000554441579279468
    },
    {
      "comboQuality": 0.02353126245965878,
      "fitnessScore": -0.4696348337105395,
      "lookbackDays": 21,
      "returnLift1D": -0.0029976268193422253,
      "activationRate": 0.22282608695652173,
      "activationCount": 82,
      "sampleConfidence": 0.9894308943089432,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.2630116375072671,
      "avgForwardReturn1D": -0.003415067698542586
    },
    {
      "comboQuality": 0.013213083962711498,
      "fitnessScore": -0.5989142470766071,
      "lookbackDays": 30,
      "returnLift1D": -0.0041784731266004075,
      "activationRate": 0.16991643454038996,
      "activationCount": 61,
      "sampleConfidence": 0.9879781420765028,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.2647699413906601,
      "avgForwardReturn1D": -0.004616197032911843
    },
    {
      "comboQuality": 0.1513769903662999,
      "fitnessScore": -0.02924517330717314,
      "lookbackDays": 45,
      "returnLift1D": -0.00014687766965560615,
      "activationRate": 0.29941860465116277,
      "activationCount": 103,
      "sampleConfidence": 0.9915857605177995,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.09381979851663924,
      "avgForwardReturn1D": -0.0006891431370087624
    },
    {
      "comboQuality": 0.4314765281352462,
      "fitnessScore": 0.2893175129405332,
      "lookbackDays": 63,
      "returnLift1D": 0.0016643058848470576,
      "activationRate": 0.3343558282208589,
      "activationCount": 109,
      "sampleConfidence": 0.9920489296636086,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.11406881849925332,
      "avgForwardReturn1D": 0.0013268085605991715
    }
  ],
  "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": "f6ce8484acf0d87608a94e8c680fc34b0f55ac10bd9480c698c5d489989ab09a",
    "size": 13,
    "members": [
      "SMH",
      "VEEV",
      "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
0.560
Liquidity
0.880
Momentum
0.628
Relative strength
0.404
Trend quality
0.511
Stability
0.502
Aggression
0.517
Downside risk
0.463
Drawdown state
0.450
Quality momentum
0.510
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.798
Benchmark Independence 3m Score
0.884
Beta 1y Profile Score
0.245
Beta 3m Profile Score
0.175
Beta Change Score
0.412
Correlation Change Score
0.457
Current Drawdown Score
0.319
Days Since 52w High Score
0.750
Distance From 52w High Score
0.417
Distance From Sma 20 Score
0.675
Distance From Sma 200 Score
0.334
Distance From Sma 50 Score
0.713
Downside Volatility 1m Score
0.412
Downside Volatility 1y Score
0.445
Downside Volatility 2y Score
0.368
Downside Volatility 3m Score
0.434
Downside Volatility 5y Score
0.417
Downside Volatility 6m Score
0.485
Drawdown Recovery Score
0.753
Excess Return 1m Score
0.678
Excess Return 1y Score
0
Excess Return 3m Score
0.662
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.457
Log Avg Dollar Volume 20d Score
0.880
Log Market Cap Score
0.560
Drawdown Score 1m
0.654
Drawdown Score 1y
0.222
Drawdown Score 2y
0.368
Drawdown Score 3m
0.530
Drawdown Score 5y
0.443
Drawdown Score 6m
0.323
Momentum Acceleration 1m Vs 3m Score
0.712
Momentum Acceleration 3m Vs 6m Score
0.848
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.532
Relative Volume 20d Score
0.184
Return 1m Score
0.723
Return 1w Score
0.455
Return 1y Score
0.293
Return 2y Score
0.296
Return 3m Score
0.763
Return 5y Score
0.047
Return 6m Score
0.329
Return Skewness 1y Score
0.546
Sharpe 1m Score
1
Sharpe 1y Score
0.227
Sharpe 2y Score
0.446
Sharpe 3m Score
0.758
Sharpe 5y Score
0.386
Sharpe 6m Score
0.235
Sortino 1m Score
0.938
Sortino 1y Score
0.268
Sortino 2y Score
0.408
Sortino 3m Score
0.668
Sortino 5y Score
0.366
Sortino 6m Score
0.265
Trend R2 1m Score
0.659
Trend R2 1w Score
0.517
Trend R2 1y Score
0.851
Trend R2 2y Score
0.043
Trend R2 3m Score
0.245
Trend R2 5y Score
0.007
Trend R2 6m Score
0.449
Trend Slope 1m Score
1
Trend Slope 1w Score
0.274
Trend Slope 1y Score
0.317
Trend Slope 2y Score
0.484
Trend Slope 3m Score
0.606
Trend Slope 5y Score
0.497
Trend Slope 6m Score
0.375
Volatility 1m Score
0.561
Volatility 1w Score
0.173
Volatility 1y Score
0.441
Volatility 2y Score
0.427
Volatility 3m Score
0.590
Volatility 5y Score
0.444
Volatility 6m Score
0.521
Worst Day 1y Score
0.511
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
437,751,833.443
Best Day 1y
0.100
Beta To Benchmark 1y
0.613
Beta 3m
0.437
Beta Change
-0.176
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.202
Correlation 3m
0.116
Correlation Change
-0.086
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.798
Benchmark Independence 3m Score
0.884
Beta 1y Profile Score
0.245
Beta 3m Profile Score
0.175
Beta Change Score
0.412
Correlation Change Score
0.457
Current Drawdown Score
0.319
Distance From Sma 20 Score
0.675
Distance From Sma 200 Score
0.334
Current Drawdown
-0.442
Days Since 52w High
189
Distance From 52w High
-0.379
Distance From Sma 20
0.105
Distance From Sma 200
-0.100
Distance From Sma 50
0.128
Downside Capture 1y
0.952
Downside Volatility 1m
0.359
Downside Volatility 1w
-
Downside Volatility 1y
0.384
Downside Volatility 2y
0.326
Downside Volatility 3m
0.376
Downside Volatility 5y
0.363
Downside Volatility 6m
0.414
Drawdown Recovery
0.505
Excess Return 1m
0.107
Excess Return 1y
-0.555
Excess Return 3m
0.097
Excess Return 6m
-0.306
Expected Shortfall 95 1y
-0.054
Market Cap
32,184,890,039.01
Max Drawdown 1m
-0.087
Max Drawdown 1w
-0.024
Max Drawdown 1y
-0.505
Max Drawdown 2y
-0.505
Max Drawdown 3m
-0.188
Max Drawdown 5y
-0.557
Max Drawdown 6m
-0.372
Momentum Acceleration 1m Vs 3m
0.064
Momentum Acceleration 3m Vs 6m
0.104
Moving Average Alignment
0
Relative Strength Acceleration
0.012
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.797
Return 1m
0.134
Return 1w
-0.014
Return 1y
-0.331
Return 2y
0.036
Return 3m
0.210
Return 5y
-0.394
Return 6m
-0.206
Return Skewness 1y
0.275
Sector Excess Return 1y
-
Sharpe 1m
3.433
Sharpe 1y
-0.866
Sharpe 2y
0.230
Sharpe 3m
1.789
Sharpe 5y
-0.071
Sharpe 6m
-0.827
Sortino 1m
4.502
Sortino 1y
-0.859
Sortino 2y
0.260
Sortino 3m
2.347
Sortino 5y
-0.075
Sortino 6m
-0.881
Trend R2 1m
0.659
Trend R2 1w
0.517
Trend R2 1y
0.851
Trend R2 2y
0.043
Trend R2 3m
0.245
Trend R2 5y
0.007
Trend R2 6m
0.449
Trend 1m
0.010
Trend 1w
-0.004
Trend 1y
-0.003
Trend 2y
-0.000
Trend 3m
0.002
Trend 5y
-0.000
Trend 6m
-0.002
Upside Capture 1y
0.574
Value At Risk 95 1y
-0.038
Volatility 1m
0.470
Volatility 1w
0.180
Volatility 1y
0.381
Volatility 2y
0.370
Volatility 3m
0.493
Volatility 5y
0.383
Volatility 6m
0.441
Worst Day 1y
-0.098
Distance From Sma 50 Score
0.713
Downside Volatility 1y Score
0.445
Downside Volatility 3m Score
0.434
Drawdown Recovery Score
0.753
Excess Return 1m Score
0.678
Excess Return 1y Score
0
Excess Return 3m Score
0.662
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.457
Log Avg Dollar Volume 20d Score
0.880
Log Market Cap Score
0.560
Drawdown Score 1y
0.222
Drawdown Score 5y
0.443
Momentum Acceleration 1m Vs 3m Score
0.712
Momentum Acceleration 3m Vs 6m Score
0.848
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.184
Return 1m Score
0.723
Return 1y Score
0.293
Return 3m Score
0.763
Return 6m Score
0.329
Return Skewness 1y Score
0.546
Sortino 1y Score
0.268
Sortino 3m Score
0.668
Trend R2 1y Score
0.851
Trend R2 3m Score
0.245
Trend Slope 1y Score
0.317
Trend Slope 3m Score
0.606
Volatility 1y Score
0.441
Volatility 3m Score
0.590