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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

ZIM

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

Research Detail

ZIM

ZIM

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
0.923
Correlation To Benchmark 1y
0.224
Inverse To Benchmark 1y
0.776
Drawdown Score 1m
0.648
Drawdown Score 3m
0.557
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
0.678
Drawdown Score 1y
0.536
Drawdown Score 2y
0.514
Drawdown Score 5y
0.153
Return 1w
0.044
Return 1m
0.006
Return 3m
-0.031
Return 6m
0.177
Return 1y
0.685
Return 2y
1.417
Return 5y
1.621
Sharpe 1m
0.385
Sharpe 3m
-0.117
Sharpe 6m
0.874
Sharpe 1y
1.245
Sharpe 2y
1.015
Sharpe 5y
0.620
Trend 1w
0.009
Trend 1m
-0.002
Trend 3m
-0.001
Trend 6m
0.000
Trend 1y
0.003
Trend 2y
0.002
Trend 5y
0.000
Volatility 1w
0.234
Volatility 1m
0.361
Volatility 3m
0.401
Volatility 6m
0.513
Volatility 1y
0.524
Volatility 2y
0.620
Volatility 5y
0.653
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
ZIM
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:12 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
Feature Coverage Ratio
100%
History Coverage Days
1,377
Data Start Date
2021-01-28
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.115
Aptet Fit Raw Score
0.174
Aptet Fit Confidence
0.326
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.396
Force Fit Raw Score
0.414
Force Fit Confidence
0.914
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:12 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ZIM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ZIM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "ZIM",
    "hitRates": {
      "1": 0.5,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.22873312653633504,
    "eligibleDays": 339,
    "fitnessScore": 0.0825947266133784,
    "lookbackDays": 21,
    "returnLift1D": 0.007167902065036161,
    "hitRateLift1D": 0.040540540540540515,
    "activationRate": 0.0058997050147492625,
    "activationCount": 2,
    "baselineHitRates": {
      "1": 0.4594594594594595,
      "5": 0.5862068965517241,
      "10": 0.4090909090909091
    },
    "sampleConfidence": 0.5572586046425942,
    "shadowSharpeLike": 0.31827959519812,
    "avgForwardReturns": {
      "1": 0.0064489021297963744,
      "5": -0.06266391560391726,
      "10": 0
    },
    "shadowMaxDrawdown": -0.015698752922837178,
    "shadowTotalReturn": 0.011450744988728223,
    "avgForwardReturn1D": 0.0064489021297963744,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-29",
      "2026-06-30"
    ],
    "horizonObservationCounts": {
      "1": 2,
      "5": 2,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": -0.000718999935239786,
      "5": -0.0011696120298022353,
      "10": 0.0008629566520525892
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.22873312653633504,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.0858480080405415,
    "bestRawFitnessScore": 0.0825947266133784,
    "upperQuartileComboQuality": 0.0858480080405415
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.11516749973602122,
    "rawScore": 0.17375550121014843,
    "confidence": 0.32562709018037933,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.418221635016731,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ZIM",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.22873312653633504,
      "eligibleDays": 339,
      "fitnessScore": 0.0825947266133784,
      "lookbackDays": 21,
      "returnLift1D": 0.007167902065036161,
      "hitRateLift1D": 0.040540540540540515,
      "activationRate": 0.0058997050147492625,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.4594594594594595,
        "5": 0.5862068965517241,
        "10": 0.4090909090909091
      },
      "sampleConfidence": 0.5572586046425942,
      "shadowSharpeLike": 0.31827959519812,
      "avgForwardReturns": {
        "1": 0.0064489021297963744,
        "5": -0.06266391560391726,
        "10": 0
      },
      "shadowMaxDrawdown": -0.015698752922837178,
      "shadowTotalReturn": 0.011450744988728223,
      "avgForwardReturn1D": 0.0064489021297963744,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-29",
        "2026-06-30"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.000718999935239786,
        "5": -0.0011696120298022353,
        "10": 0.0008629566520525892
      }
    },
    {
      "topN": 3,
      "ticker": "ZIM",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.22873312653633504,
      "eligibleDays": 339,
      "fitnessScore": 0.0825947266133784,
      "lookbackDays": 21,
      "returnLift1D": 0.007167902065036161,
      "hitRateLift1D": 0.040540540540540515,
      "activationRate": 0.0058997050147492625,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.4594594594594595,
        "5": 0.5862068965517241,
        "10": 0.4090909090909091
      },
      "sampleConfidence": 0.5572586046425942,
      "shadowSharpeLike": 0.31827959519812,
      "avgForwardReturns": {
        "1": 0.0064489021297963744,
        "5": -0.06266391560391726,
        "10": 0
      },
      "shadowMaxDrawdown": -0.015698752922837178,
      "shadowTotalReturn": 0.011450744988728223,
      "avgForwardReturn1D": 0.0064489021297963744,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-29",
        "2026-06-30"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.000718999935239786,
        "5": -0.0011696120298022353,
        "10": 0.0008629566520525892
      }
    },
    {
      "topN": 4,
      "ticker": "ZIM",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.22873312653633504,
      "eligibleDays": 339,
      "fitnessScore": 0.0825947266133784,
      "lookbackDays": 21,
      "returnLift1D": 0.007167902065036161,
      "hitRateLift1D": 0.040540540540540515,
      "activationRate": 0.0058997050147492625,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.4594594594594595,
        "5": 0.5862068965517241,
        "10": 0.4090909090909091
      },
      "sampleConfidence": 0.5572586046425942,
      "shadowSharpeLike": 0.31827959519812,
      "avgForwardReturns": {
        "1": 0.0064489021297963744,
        "5": -0.06266391560391726,
        "10": 0
      },
      "shadowMaxDrawdown": -0.015698752922837178,
      "shadowTotalReturn": 0.011450744988728223,
      "avgForwardReturn1D": 0.0064489021297963744,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-29",
        "2026-06-30"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.000718999935239786,
        "5": -0.0011696120298022353,
        "10": 0.0008629566520525892
      }
    },
    {
      "topN": 2,
      "ticker": "ZIM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.0858480080405415,
      "eligibleDays": 330,
      "fitnessScore": -0.17039206263356793,
      "lookbackDays": 30,
      "returnLift1D": 0.000718999935239786,
      "hitRateLift1D": -0.4594594594594595,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4594594594594595,
        "5": 0.5862068965517241,
        "10": 0.4090909090909091
      },
      "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": -0.000718999935239786,
        "5": -0.0011696120298022353,
        "10": 0.0008629566520525892
      }
    },
    {
      "topN": 3,
      "ticker": "ZIM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.0858480080405415,
      "eligibleDays": 330,
      "fitnessScore": -0.17039206263356793,
      "lookbackDays": 30,
      "returnLift1D": 0.000718999935239786,
      "hitRateLift1D": -0.4594594594594595,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4594594594594595,
        "5": 0.5862068965517241,
        "10": 0.4090909090909091
      },
      "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": -0.000718999935239786,
        "5": -0.0011696120298022353,
        "10": 0.0008629566520525892
      }
    },
    {
      "topN": 4,
      "ticker": "ZIM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.0858480080405415,
      "eligibleDays": 330,
      "fitnessScore": -0.17039206263356793,
      "lookbackDays": 30,
      "returnLift1D": 0.000718999935239786,
      "hitRateLift1D": -0.4594594594594595,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4594594594594595,
        "5": 0.5862068965517241,
        "10": 0.4090909090909091
      },
      "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": -0.000718999935239786,
        "5": -0.0011696120298022353,
        "10": 0.0008629566520525892
      }
    },
    {
      "topN": 5,
      "ticker": "ZIM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.0858480080405415,
      "eligibleDays": 330,
      "fitnessScore": -0.17039206263356793,
      "lookbackDays": 30,
      "returnLift1D": 0.000718999935239786,
      "hitRateLift1D": -0.4594594594594595,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4594594594594595,
        "5": 0.5862068965517241,
        "10": 0.4090909090909091
      },
      "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": -0.000718999935239786,
        "5": -0.0011696120298022353,
        "10": 0.0008629566520525892
      }
    },
    {
      "topN": 2,
      "ticker": "ZIM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.0858480080405415,
      "eligibleDays": 315,
      "fitnessScore": -0.17039206263356793,
      "lookbackDays": 45,
      "returnLift1D": 0.000718999935239786,
      "hitRateLift1D": -0.4594594594594595,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4594594594594595,
        "5": 0.5862068965517241,
        "10": 0.4090909090909091
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 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": [
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      "bestTopN": 2,
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      "lookbackDays": 14,
      "returnLift1D": -0.012500837142132168,
      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "sampleConfidence": 0.6239252713092609,
      "shadowTotalReturn": -0.028544823689785725,
      "avgForwardReturn1D": -0.013219837077371954
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    {
      "bestTopN": 2,
      "comboQuality": 0.22873312653633504,
      "fitnessScore": 0.0825947266133784,
      "lookbackDays": 21,
      "returnLift1D": 0.007167902065036161,
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    {
      "bestTopN": 2,
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      "lookbackDays": 30,
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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": 45,
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      "activationRate": 0,
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      "shadowTotalReturn": 0,
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    {
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      "lookbackDays": 63,
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      "activationRate": 0,
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  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "2587b19250dc0e2badf0ac471444bb7754390ff1a7be417d05437eeaaa3961f1",
    "size": 13,
    "members": [
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY",
      "ZIM"
    ],
    "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",
      "ZIM"
    ],
    "lookbacks": [
      14,
      21,
      30,
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    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
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      "sampleConfidence": 1,
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      "shadowTotalReturn": 0.05365975846559001,
      "avgForwardReturn1D": 0.0011734074079299782
    },
    {
      "comboQuality": 0.17519169296699846,
      "fitnessScore": 0.00916054688797871,
      "lookbackDays": 30,
      "returnLift1D": -0.0014598792887685862,
      "activationRate": 0.37604456824512533,
      "activationCount": 135,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.004571747085874822,
      "avgForwardReturn1D": 0.0006145624913507058
    },
    {
      "comboQuality": 0.12113603615013856,
      "fitnessScore": -0.08597750757454684,
      "lookbackDays": 45,
      "returnLift1D": -0.001945062541928766,
      "activationRate": 0.3953488372093023,
      "activationCount": 136,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.06388044775860724,
      "avgForwardReturn1D": 0.00012908742063215815
    },
    {
      "comboQuality": 0.9145751873138364,
      "fitnessScore": 0.8715810767278828,
      "lookbackDays": 63,
      "returnLift1D": 0.0005385892477978043,
      "activationRate": 0.5521472392638037,
      "activationCount": 180,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.6028743366478679,
      "avgForwardReturn1D": 0.0033432953815238494
    }
  ],
  "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": "2587b19250dc0e2badf0ac471444bb7754390ff1a7be417d05437eeaaa3961f1",
    "size": 13,
    "members": [
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY",
      "ZIM"
    ],
    "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
0.330
Liquidity
0.477
Momentum
0.547
Relative strength
0.566
Trend quality
0.420
Stability
0.531
Aggression
0.455
Downside risk
0.578
Drawdown state
0.875
Quality momentum
0.526
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.776
Benchmark Independence 3m Score
0.919
Beta 1y Profile Score
0.369
Beta 3m Profile Score
0.099
Beta Change Score
0.162
Correlation Change Score
0.428
Current Drawdown Score
0.840
Days Since 52w High Score
0.214
Distance From 52w High Score
0.840
Distance From Sma 20 Score
0.553
Distance From Sma 200 Score
0.743
Distance From Sma 50 Score
0.538
Downside Volatility 1m Score
0.555
Downside Volatility 1y Score
0.455
Downside Volatility 2y Score
0.636
Downside Volatility 3m Score
0.444
Downside Volatility 5y Score
0.754
Downside Volatility 6m Score
0.404
Drawdown Recovery Score
1
Excess Return 1m Score
0.500
Excess Return 1y Score
1
Excess Return 3m Score
0.381
Excess Return 6m Score
0.658
Expected Shortfall 95 1y Score
0.426
Log Avg Dollar Volume 20d Score
0.477
Log Market Cap Score
0.330
Drawdown Score 1m
0.648
Drawdown Score 1y
0.536
Drawdown Score 2y
0.514
Drawdown Score 3m
0.557
Drawdown Score 5y
0.153
Drawdown Score 6m
0.678
Momentum Acceleration 1m Vs 3m Score
0.555
Momentum Acceleration 3m Vs 6m Score
0.367
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.364
Relative Strength Slope 3m Score
0.384
Relative Volume 20d Score
0.214
Return 1m Score
0.510
Return 1w Score
0.647
Return 1y Score
0.928
Return 2y Score
0.691
Return 3m Score
0.461
Return 5y Score
0.202
Return 6m Score
0.648
Return Skewness 1y Score
0.899
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.477
Sharpe 1y Score
0.649
Sharpe 2y Score
0.603
Sharpe 3m Score
0.377
Sharpe 5y Score
0.524
Sharpe 6m Score
0.575
Sortino 1m Score
0.412
Sortino 1y Score
0.584
Sortino 2y Score
0.524
Sortino 3m Score
0.360
Sortino 5y Score
0.457
Sortino 6m Score
0.534
Trend R2 1m Score
0.197
Trend R2 1w Score
0.755
Trend R2 1y Score
0.762
Trend R2 2y Score
0.692
Trend R2 3m Score
0.382
Trend R2 5y Score
0.100
Trend R2 6m Score
0.038
Trend Slope 1m Score
0.373
Trend Slope 1w Score
1
Trend Slope 1y Score
0.702
Trend Slope 2y Score
0.598
Trend Slope 3m Score
0.425
Trend Slope 5y Score
0.524
Trend Slope 6m Score
0.528
Volatility 1m Score
0.414
Volatility 1w Score
0.246
Volatility 1y Score
0.632
Volatility 2y Score
0.760
Volatility 3m Score
0.469
Volatility 5y Score
0.804
Volatility 6m Score
0.617
Worst Day 1y Score
0.635
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
27,066,966.669
Best Day 1y
0.255
Beta To Benchmark 1y
0.923
Beta 3m
0.247
Beta Change
-0.676
Beta To Sector 1y
0.724
Correlation To Benchmark 1y
0.224
Correlation 3m
0.081
Correlation Change
-0.143
Correlation To Sector 1y
0.231
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.776
Benchmark Independence 3m Score
0.919
Beta 1y Profile Score
0.369
Beta 3m Profile Score
0.099
Beta Change Score
0.162
Correlation Change Score
0.428
Current Drawdown Score
0.840
Distance From Sma 20 Score
0.553
Distance From Sma 200 Score
0.743
Current Drawdown
-0.104
Days Since 52w High
54
Distance From 52w High
-0.104
Distance From Sma 20
0.032
Distance From Sma 200
0.146
Distance From Sma 50
0.023
Downside Capture 1y
0.869
Downside Volatility 1m
0.466
Downside Volatility 1w
-
Downside Volatility 1y
0.391
Downside Volatility 2y
0.527
Downside Volatility 3m
0.383
Downside Volatility 5y
0.615
Downside Volatility 6m
0.353
Drawdown Recovery
1
Excess Return 1m
0.000
Excess Return 1y
0.498
Excess Return 3m
-0.072
Excess Return 6m
0.095
Expected Shortfall 95 1y
-0.057
Market Cap
3,000,939,683.4
Max Drawdown 1m
-0.088
Max Drawdown 1w
-0.009
Max Drawdown 1y
-0.302
Max Drawdown 2y
-0.389
Max Drawdown 3m
-0.177
Max Drawdown 5y
-0.847
Max Drawdown 6m
-0.177
Momentum Acceleration 1m Vs 3m
0.017
Momentum Acceleration 3m Vs 6m
-0.040
Moving Average Alignment
0
Relative Strength Acceleration
-0.002
Relative Strength Slope 3m
-0.002
Relative Volume 20d
0.877
Return 1m
0.006
Return 1w
0.044
Return 1y
0.685
Return 2y
1.417
Return 3m
-0.031
Return 5y
1.621
Return 6m
0.177
Return Skewness 1y
2.397
Sector Excess Return 1y
0.465
Sharpe 1m
0.385
Sharpe 1y
1.245
Sharpe 2y
1.015
Sharpe 3m
-0.117
Sharpe 5y
0.620
Sharpe 6m
0.874
Sortino 1m
0.298
Sortino 1y
1.669
Sortino 2y
1.194
Sortino 3m
-0.123
Sortino 5y
0.658
Sortino 6m
1.268
Trend R2 1m
0.197
Trend R2 1w
0.755
Trend R2 1y
0.762
Trend R2 2y
0.692
Trend R2 3m
0.382
Trend R2 5y
0.100
Trend R2 6m
0.038
Trend 1m
-0.002
Trend 1w
0.009
Trend 1y
0.003
Trend 2y
0.002
Trend 3m
-0.001
Trend 5y
0.000
Trend 6m
0.000
Upside Capture 1y
1.634
Value At Risk 95 1y
-0.043
Volatility 1m
0.361
Volatility 1w
0.234
Volatility 1y
0.524
Volatility 2y
0.620
Volatility 3m
0.401
Volatility 5y
0.653
Volatility 6m
0.513
Worst Day 1y
-0.073
Distance From Sma 50 Score
0.538
Downside Volatility 1y Score
0.455
Downside Volatility 3m Score
0.444
Drawdown Recovery Score
1
Excess Return 1m Score
0.500
Excess Return 1y Score
1
Excess Return 3m Score
0.381
Excess Return 6m Score
0.658
Expected Shortfall 95 1y Score
0.426
Log Avg Dollar Volume 20d Score
0.477
Log Market Cap Score
0.330
Drawdown Score 1y
0.536
Drawdown Score 5y
0.153
Momentum Acceleration 1m Vs 3m Score
0.555
Momentum Acceleration 3m Vs 6m Score
0.367
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.364
Relative Volume 20d Score
0.214
Return 1m Score
0.510
Return 1y Score
0.928
Return 3m Score
0.461
Return 6m Score
0.648
Return Skewness 1y Score
0.899
Sortino 1y Score
0.584
Sortino 3m Score
0.360
Trend R2 1y Score
0.762
Trend R2 3m Score
0.382
Trend Slope 1y Score
0.702
Trend Slope 3m Score
0.425
Volatility 1y Score
0.632
Volatility 3m Score
0.469