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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 51-100 of 355
Page 2 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
RTXIndustrials0.6790.6390.7030.9860.559 moderate0.420 weak100%Jul 26, 2:00 AM
ROLConsumer Discretionary0.2730.3440.5530.7940.163 poor0.415 weak100%Jul 26, 2:00 AM
ROBO-0.4710.4860.7080.3950.162 poor
Ticker detail

AEP

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

Research Detail

AEP

AEP

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
-0.058
Correlation To Benchmark 1y
-0.039
Inverse To Benchmark 1y
0.961
Drawdown Score 1m
0.763
Drawdown Score 3m
0.774
0.526 moderate
98%
Jul 26, 2:00 AM
RIOTFinancials0.5540.5220.1720.8720.096 poor0.829 strong100%Jul 26, 1:59 AM
RIOMaterials0.4680.4940.6760.8060.161 poor0.817 strong100%Jul 26, 1:59 AM
REGNHealth Care0.5120.4340.5130.9010.131 poor0.246 poor100%Jul 26, 1:59 AM
RCLConsumer Discretionary0.4510.4140.4830.9570.462 weak0.423 weak100%Jul 26, 1:58 AM
QQQ-0.5150.5450.7471.0000.358 weak0.555 moderate98%Jul 26, 1:58 AM
QCOMInformation Technology0.4820.4260.4411.0000.115 poor0.502 moderate100%Jul 26, 1:58 AM
QCLN-0.3710.4200.5520.3760.165 poor0.848 strong98%Jul 26, 1:58 AM
PRCT-0.2170.2330.2800.5410.051 poor0.094 poor100%Jul 26, 1:57 AM
PODDHealth Care0.4770.4080.4420.7870.127 poor0.181 poor100%Jul 26, 1:57 AM
PMConsumer Staples0.6330.5940.6840.9970.165 poor0.627 moderate100%Jul 26, 1:57 AM
PLTRInformation Technology0.4690.3600.3851.0000.756 good0.681 good100%Jul 26, 1:56 AM
PLDReal Estate0.5400.5770.7650.9270.331 poor0.271 poor100%Jul 26, 1:56 AM
PHIndustrials0.5760.5410.7010.9120.653 good0.581 moderate100%Jul 26, 1:56 AM
PGRFinancials0.4780.4370.6320.9600.163 poor0.095 poor100%Jul 26, 1:55 AM
PBREnergy0.6210.5960.6440.8010.077 poor0.679 good100%Jul 26, 1:55 AM
PBF-0.8790.7530.4780.6990.942 strong0.934 strong100%Jul 26, 1:55 AM
PAYCInformation Technology0.5360.4360.4350.7260.147 poor0.195 poor100%Jul 26, 1:55 AM
PATKConsumer Discretionary0.3440.3220.4550.6320.539 moderate0.504 moderate100%Jul 26, 1:54 AM
PARREnergy0.7470.6700.5450.5760.996 strong0.997 strong100%Jul 26, 1:54 AM
PANWInformation Technology0.7770.7360.5361.0000.958 strong0.917 strong100%Jul 26, 1:54 AM
PAGPEnergy0.5790.6150.7630.4940.860 strong0.784 good100%Jul 26, 1:53 AM
PAGConsumer Discretionary0.6560.6130.6390.5770.537 moderate0.405 weak100%Jul 26, 1:53 AM
PACSHealth Care0.7990.6760.3930.5350.872 strong0.889 strong100%Jul 26, 1:53 AM
OXYEnergy0.6220.5620.5980.9000.067 poor0.205 poor100%Jul 26, 1:53 AM
OVVEnergy0.5430.5570.6370.7450.523 moderate0.460 weak100%Jul 26, 1:52 AM
OUTReal Estate0.6790.7270.7250.6120.782 good0.742 good100%Jul 26, 1:52 AM
OTISIndustrials0.4640.4540.6290.8120.049 poor0.131 poor100%Jul 26, 1:52 AM
ORLAMaterials0.2910.2950.2020.5120.173 poor0.331 poor100%Jul 26, 1:51 AM
ORCLInformation Technology0.1140.1810.2751.0000.677 good0.593 moderate100%Jul 26, 1:51 AM
OPYFinancials0.7370.6730.6660.3910.835 strong0.781 good100%Jul 26, 1:51 AM
ONInformation Technology0.3980.4730.4251.0000.070 poor0.878 strong100%Jul 26, 1:50 AM
OMFFinancials0.5660.4430.5690.6140.604 moderate0.537 moderate100%Jul 26, 1:50 AM
OMCCommunication Services0.6170.4890.5820.8640.088 poor0.080 poor100%Jul 26, 1:50 AM
OKEEnergy0.6020.6010.6780.8330.080 poor0.248 poor100%Jul 26, 1:49 AM
NXPIInformation Technology0.5150.4930.5271.0000.094 poor0.218 poor100%Jul 26, 1:49 AM
NVOHealth Care0.5490.4560.3340.8920.194 poor0.225 poor100%Jul 26, 1:49 AM
NVDL-0.5610.4670.2830.8750.154 poor0.696 good98%Jul 26, 1:48 AM
NVDAInformation Technology0.5630.5320.5921.0000.630 moderate0.530 moderate100%Jul 26, 1:48 AM
NSCIndustrials0.6950.6590.7570.8440.159 poor0.394 weak100%Jul 26, 1:48 AM
NOWInformation Technology0.4060.3390.3771.0000.073 poor0.068 poor100%Jul 26, 1:47 AM
NOCIndustrials0.4900.4270.5470.9170.166 poor0.410 weak100%Jul 26, 1:47 AM
NLR-0.3260.3280.4490.5670.165 poor0.643 moderate98%Jul 26, 1:47 AM
NFLXCommunication Services0.3340.3450.5121.0000.520 moderate0.551 moderate100%Jul 26, 1:46 AM
NEEUtilities0.5440.5260.7240.9940.205 poor0.198 poor100%Jul 26, 1:46 AM
MUInformation Technology0.7090.7080.4251.0000.293 poor0.999 strong100%Jul 26, 1:46 AM
MSTRInformation Technology0.2160.2690.2071.0000.170 poor0.164 poor100%Jul 26, 1:45 AM
MSFTInformation Technology0.4580.4090.6191.0000.450 weak0.533 moderate100%Jul 26, 1:45 AM
PreviousPage 2 of 8Next
Drawdown Score 6m
0.835
Drawdown Score 1y
0.860
Drawdown Score 2y
0.836
Drawdown Score 5y
0.704
Return 1w
0.013
Return 1m
0.009
Return 3m
0.033
Return 6m
0.151
Return 1y
0.264
Return 2y
0.545
Return 5y
0.854
Sharpe 1m
0.604
Sharpe 3m
0.678
Sharpe 6m
1.487
Sharpe 1y
1.326
Sharpe 2y
1.231
Sharpe 5y
0.715
Trend 1w
0.002
Trend 1m
-0.002
Trend 3m
0.000
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.209
Volatility 1m
0.209
Volatility 3m
0.226
Volatility 6m
0.203
Volatility 1y
0.190
Volatility 2y
0.192
Volatility 5y
0.201
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
AEP
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 25, 11:57 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Utilities
Sector Benchmark Ticker
XLU
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
0.161
Aptet Fit Raw Score
0.268
Aptet Fit Confidence
0.203
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.338
Force Fit Raw Score
0.358
Force Fit Confidence
0.891
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:57 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AEP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AEP",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "AEP",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08492241980408055,
    "eligibleDays": 352,
    "fitnessScore": -0.17299955779486056,
    "lookbackDays": 14,
    "returnLift1D": -0.0005452401429626954,
    "hitRateLift1D": -0.5384615384615384,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.5384615384615384,
      "5": 0.6666666666666666,
      "10": 0.6666666666666666
    },
    "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": 0.0005452401429626954,
      "5": -0.000673383532279174,
      "10": 0.01342349026800177
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08492241980408055,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08492241980408055,
    "bestRawFitnessScore": -0.17299955779486056,
    "upperQuartileComboQuality": 0.08492241980408055
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.16118141453071377,
    "rawScore": 0.2679379358432645,
    "confidence": 0.203125,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 1,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AEP",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08492241980408055,
      "eligibleDays": 352,
      "fitnessScore": -0.17299955779486056,
      "lookbackDays": 14,
      "returnLift1D": -0.0005452401429626954,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.6666666666666666,
        "10": 0.6666666666666666
      },
      "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": 0.0005452401429626954,
        "5": -0.000673383532279174,
        "10": 0.01342349026800177
      }
    },
    {
      "topN": 3,
      "ticker": "AEP",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08492241980408055,
      "eligibleDays": 352,
      "fitnessScore": -0.17299955779486056,
      "lookbackDays": 14,
      "returnLift1D": -0.0005452401429626954,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.6666666666666666,
        "10": 0.6666666666666666
      },
      "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": 0.0005452401429626954,
        "5": -0.000673383532279174,
        "10": 0.01342349026800177
      }
    },
    {
      "topN": 4,
      "ticker": "AEP",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08492241980408055,
      "eligibleDays": 352,
      "fitnessScore": -0.17299955779486056,
      "lookbackDays": 14,
      "returnLift1D": -0.0005452401429626954,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.6666666666666666,
        "10": 0.6666666666666666
      },
      "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": 0.0005452401429626954,
        "5": -0.000673383532279174,
        "10": 0.01342349026800177
      }
    },
    {
      "topN": 5,
      "ticker": "AEP",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08492241980408055,
      "eligibleDays": 352,
      "fitnessScore": -0.17299955779486056,
      "lookbackDays": 14,
      "returnLift1D": -0.0005452401429626954,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.6666666666666666,
        "10": 0.6666666666666666
      },
      "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": 0.0005452401429626954,
        "5": -0.000673383532279174,
        "10": 0.01342349026800177
      }
    },
    {
      "topN": 2,
      "ticker": "AEP",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08492241980408055,
      "eligibleDays": 339,
      "fitnessScore": -0.17299955779486056,
      "lookbackDays": 21,
      "returnLift1D": -0.0005452401429626954,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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        "5": 0.6666666666666666,
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      },
      "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,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0005452401429626954,
        "5": -0.000673383532279174,
        "10": 0.01342349026800177
      }
    },
    {
      "topN": 3,
      "ticker": "AEP",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08492241980408055,
      "eligibleDays": 339,
      "fitnessScore": -0.17299955779486056,
      "lookbackDays": 21,
      "returnLift1D": -0.0005452401429626954,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.6666666666666666,
        "10": 0.6666666666666666
      },
      "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": 0.0005452401429626954,
        "5": -0.000673383532279174,
        "10": 0.01342349026800177
      }
    },
    {
      "topN": 4,
      "ticker": "AEP",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08492241980408055,
      "eligibleDays": 339,
      "fitnessScore": -0.17299955779486056,
      "lookbackDays": 21,
      "returnLift1D": -0.0005452401429626954,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.6666666666666666,
        "10": 0.6666666666666666
      },
      "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": 0.0005452401429626954,
        "5": -0.000673383532279174,
        "10": 0.01342349026800177
      }
    },
    {
      "topN": 5,
      "ticker": "AEP",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08492241980408055,
      "eligibleDays": 339,
      "fitnessScore": -0.17299955779486056,
      "lookbackDays": 21,
      "returnLift1D": -0.0005452401429626954,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.6666666666666666,
        "10": 0.6666666666666666
      },
      "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": 0.0005452401429626954,
        "5": -0.000673383532279174,
        "10": 0.01342349026800177
      }
    },
    {
      "topN": 2,
      "ticker": "AEP",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08492241980408055,
      "eligibleDays": 330,
      "fitnessScore": -0.17299955779486056,
      "lookbackDays": 30,
      "returnLift1D": -0.0005452401429626954,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.6666666666666666,
        "10": 0.6666666666666666
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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    },
    {
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    },
    {
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 2,
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 4,
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 5,
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        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.08492241980408055,
      "fitnessScore": -0.17299955779486056,
      "lookbackDays": 14,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08492241980408055,
      "fitnessScore": -0.17299955779486056,
      "lookbackDays": 21,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.17299955779486056,
      "lookbackDays": 30,
      "returnLift1D": -0.0005452401429626954,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.17299955779486056,
      "lookbackDays": 45,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "lookbackDays": 63,
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      "activationRate": 0,
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      "shadowTotalReturn": 0,
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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": "be011ca6cba18d7cdfdb44340053bdb0bdcc8a2fccc873941477bee9285b4e34",
    "size": 13,
    "members": [
      "AEP",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-25
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AEP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AEP",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "AEP",
    "hitRates": {
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    "hitRate1D": 0.5314285714285715,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.7021300763363101,
    "eligibleDays": 368,
    "fitnessScore": 0.5386415932164965,
    "lookbackDays": 21,
    "returnLift1D": 0.00015084518409087203,
    "hitRateLift1D": -0.0011801242236024745,
    "portfolioSize": 4,
    "activationRate": 0.47554347826086957,
    "activationCount": 175,
    "baselineHitRates": {
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    "sampleConfidence": 0.9984761904761905,
    "shadowSharpeLike": 1.0117239437420664,
    "avgForwardReturns": {
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      "5": 0.0040979696448240665,
      "10": 0.005912554631288361
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    "shadowMaxDrawdown": -0.06328737002286611,
    "shadowTotalReturn": 0.1971655161645287,
    "avgForwardReturn1D": 0.0011904994806734624,
    "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": 175,
      "5": 175,
      "10": 171
    },
    "baselineAvgForwardReturns": {
      "1": 0.0010396542965825904,
      "5": 0.0049446140968845845,
      "10": 0.009747218467788308
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7021300763363101,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.21828759045015472,
    "bestRawFitnessScore": 0.5386415932164965,
    "upperQuartileComboQuality": 0.296750752503966
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.3382146562889614,
    "rawScore": 0.35777377418242634,
    "confidence": 0.8906620926133516,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 4
    },
    "profileBreadth": 0.0999261213303132,
    "recommendedRegion": {
      "lookbackDays": [
        21
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        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
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  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
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  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "backendAlgorithm": "alpha1",
  "universeIdentity": {
    "hash": "be011ca6cba18d7cdfdb44340053bdb0bdcc8a2fccc873941477bee9285b4e34",
    "size": 13,
    "members": [
      "AEP",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
Inverse To Benchmark 1y
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Return 1m
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Return 1w
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Return 1y
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Return 2w
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Return 2y
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Return 3m
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Return 5y
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Return 6m
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Sharpe 1m
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Sharpe 1w
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Sharpe 1y
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Sharpe 2w
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Sharpe 2y
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Sharpe 3m
-
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
0.641
Liquidity
0.938
Momentum
0.543
Relative strength
0.537
Trend quality
0.437
Stability
0.788
Aggression
0.310
Downside risk
0.657
Drawdown state
0.966
Quality momentum
0.538
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.961
Benchmark Independence 3m Score
0.771
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.331
Correlation Change Score
0.405
Current Drawdown Score
0.958
Days Since 52w High Score
0.071
Distance From 52w High Score
0.958
Distance From Sma 20 Score
0.499
Distance From Sma 200 Score
0.637
Distance From Sma 50 Score
0.546
Downside Volatility 1m Score
0.177
Downside Volatility 1y Score
0.162
Downside Volatility 2y Score
0.185
Downside Volatility 3m Score
0.228
Downside Volatility 5y Score
0.203
Downside Volatility 6m Score
0.197
Drawdown Recovery Score
1
Excess Return 1m Score
0.504
Excess Return 1y Score
0.628
Excess Return 3m Score
0.487
Excess Return 6m Score
0.614
Expected Shortfall 95 1y Score
0.771
Log Avg Dollar Volume 20d Score
0.938
Log Market Cap Score
0.641
Drawdown Score 1m
0.763
Drawdown Score 1y
0.860
Drawdown Score 2y
0.836
Drawdown Score 3m
0.774
Drawdown Score 5y
0.704
Drawdown Score 6m
0.835
Momentum Acceleration 1m Vs 3m Score
0.493
Momentum Acceleration 3m Vs 6m Score
0.452
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.367
Relative Strength Slope 3m Score
0.483
Relative Volume 20d Score
0.242
Return 1m Score
0.515
Return 1w Score
0.545
Return 1y Score
0.665
Return 2y Score
0.441
Return 3m Score
0.541
Return 5y Score
0.143
Return 6m Score
0.626
Return Skewness 1y Score
0.590
Sector Excess Return 1y Score
0.745
Sharpe 1m Score
0.521
Sharpe 1y Score
0.665
Sharpe 2y Score
0.646
Sharpe 3m Score
0.536
Sharpe 5y Score
0.543
Sharpe 6m Score
0.697
Sortino 1m Score
0.461
Sortino 1y Score
0.559
Sortino 2y Score
0.531
Sortino 3m Score
0.462
Sortino 5y Score
0.464
Sortino 6m Score
0.566
Trend R2 1m Score
0.429
Trend R2 1w Score
0.136
Trend R2 1y Score
0.820
Trend R2 2y Score
0.899
Trend R2 3m Score
0.063
Trend R2 5y Score
0.674
Trend R2 6m Score
0.365
Trend Slope 1m Score
0.392
Trend Slope 1w Score
0.649
Trend Slope 1y Score
0.564
Trend Slope 2y Score
0.554
Trend Slope 3m Score
0.523
Trend Slope 5y Score
0.527
Trend Slope 6m Score
0.544
Volatility 1m Score
0.212
Volatility 1w Score
0.212
Volatility 1y Score
0.187
Volatility 2y Score
0.189
Volatility 3m Score
0.234
Volatility 5y Score
0.201
Volatility 6m Score
0.204
Worst Day 1y Score
0.837
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
649,993,081.297
Best Day 1y
0.061
Beta To Benchmark 1y
-0.058
Beta 3m
-0.396
Beta Change
-0.338
Beta To Sector 1y
0.958
Correlation To Benchmark 1y
-0.039
Correlation 3m
-0.229
Correlation Change
-0.191
Correlation To Sector 1y
0.754
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.961
Benchmark Independence 3m Score
0.771
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.331
Correlation Change Score
0.405
Current Drawdown Score
0.958
Distance From Sma 20 Score
0.499
Distance From Sma 200 Score
0.637
Current Drawdown
-0.027
Days Since 52w High
18
Distance From 52w High
-0.027
Distance From Sma 20
-0.001
Distance From Sma 200
0.082
Distance From Sma 50
0.028
Downside Capture 1y
2.306
Downside Volatility 1m
0.183
Downside Volatility 1w
-
Downside Volatility 1y
0.172
Downside Volatility 2y
0.189
Downside Volatility 3m
0.221
Downside Volatility 5y
0.202
Downside Volatility 6m
0.198
Drawdown Recovery
1
Excess Return 1m
0.003
Excess Return 1y
0.077
Excess Return 3m
-0.008
Excess Return 6m
0.069
Expected Shortfall 95 1y
-0.023
Market Cap
73,747,996,037.28
Max Drawdown 1m
-0.059
Max Drawdown 1w
-0.020
Max Drawdown 1y
-0.091
Max Drawdown 2y
-0.131
Max Drawdown 3m
-0.091
Max Drawdown 5y
-0.296
Max Drawdown 6m
-0.091
Momentum Acceleration 1m Vs 3m
-0.002
Momentum Acceleration 3m Vs 6m
-0.014
Moving Average Alignment
0
Relative Strength Acceleration
-0.002
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.953
Return 1m
0.009
Return 1w
0.013
Return 1y
0.264
Return 2y
0.545
Return 3m
0.033
Return 5y
0.854
Return 6m
0.151
Return Skewness 1y
0.537
Sector Excess Return 1y
0.147
Sharpe 1m
0.604
Sharpe 1y
1.326
Sharpe 2y
1.231
Sharpe 3m
0.678
Sharpe 5y
0.715
Sharpe 6m
1.487
Sortino 1m
0.690
Sortino 1y
1.469
Sortino 2y
1.250
Sortino 3m
0.692
Sortino 5y
0.710
Sortino 6m
1.526
Trend R2 1m
0.429
Trend R2 1w
0.136
Trend R2 1y
0.820
Trend R2 2y
0.899
Trend R2 3m
0.063
Trend R2 5y
0.674
Trend R2 6m
0.365
Trend 1m
-0.002
Trend 1w
0.002
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.000
Trend 5y
0.000
Trend 6m
0.001
Upside Capture 1y
0.462
Value At Risk 95 1y
-0.017
Volatility 1m
0.209
Volatility 1w
0.209
Volatility 1y
0.190
Volatility 2y
0.192
Volatility 3m
0.226
Volatility 5y
0.201
Volatility 6m
0.203
Worst Day 1y
-0.033
Distance From Sma 50 Score
0.546
Downside Volatility 1y Score
0.162
Downside Volatility 3m Score
0.228
Drawdown Recovery Score
1
Excess Return 1m Score
0.504
Excess Return 1y Score
0.628
Excess Return 3m Score
0.487
Excess Return 6m Score
0.614
Expected Shortfall 95 1y Score
0.771
Log Avg Dollar Volume 20d Score
0.938
Log Market Cap Score
0.641
Drawdown Score 1y
0.860
Drawdown Score 5y
0.704
Momentum Acceleration 1m Vs 3m Score
0.493
Momentum Acceleration 3m Vs 6m Score
0.452
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.367
Relative Volume 20d Score
0.242
Return 1m Score
0.515
Return 1y Score
0.665
Return 3m Score
0.541
Return 6m Score
0.626
Return Skewness 1y Score
0.590
Sortino 1y Score
0.559
Sortino 3m Score
0.462
Trend R2 1y Score
0.820
Trend R2 3m Score
0.063
Trend Slope 1y Score
0.564
Trend Slope 3m Score
0.523
Volatility 1y Score
0.187
Volatility 3m Score
0.234