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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

CW

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

Research Detail

CW

CW

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
1.351
Correlation To Benchmark 1y
0.508
Inverse To Benchmark 1y
0.492
Drawdown Score 1m
0.571
Drawdown Score 3m
0.732
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
0.764
Drawdown Score 1y
0.801
Drawdown Score 2y
0.660
Drawdown Score 5y
0.728
Return 1w
0.048
Return 1m
-0.020
Return 3m
0.055
Return 6m
0.133
Return 1y
0.583
Return 2y
1.683
Return 5y
5.498
Sharpe 1m
-0.553
Sharpe 3m
0.840
Sharpe 6m
0.867
Sharpe 1y
1.529
Sharpe 2y
1.636
Sharpe 5y
1.479
Trend 1w
0.010
Trend 1m
-0.003
Trend 3m
0.001
Trend 6m
0.001
Trend 1y
0.002
Trend 2y
0.002
Trend 5y
0.002
Volatility 1w
0.223
Volatility 1m
0.335
Volatility 3m
0.315
Volatility 6m
0.365
Volatility 1y
0.338
Volatility 2y
0.337
Volatility 5y
0.280
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
CW
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:15 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
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
0.106
Aptet Fit Raw Score
0.154
Aptet Fit Confidence
0.373
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.780
Force Fit Raw Score
0.799
Force Fit Confidence
0.952
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:15 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "CW"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "CW",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "CW",
    "hitRates": {
      "1": 0.5,
      "5": 1,
      "10": 0.25
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.16880226594057063,
    "eligibleDays": 339,
    "fitnessScore": -0.0007107357123650112,
    "lookbackDays": 21,
    "returnLift1D": -0.0004858272679197012,
    "hitRateLift1D": -0.013513513513513487,
    "activationRate": 0.02064896755162242,
    "activationCount": 7,
    "baselineHitRates": {
      "1": 0.5135135135135135,
      "5": 0.6206896551724138,
      "10": 0.72
    },
    "sampleConfidence": 0.6896701023561933,
    "shadowSharpeLike": -0.04309868359988808,
    "avgForwardReturns": {
      "1": 0.00006093307120426846,
      "5": 0.004548679082381768,
      "10": -0.007577798015422077
    },
    "shadowMaxDrawdown": -0.012984607879635846,
    "shadowTotalReturn": -0.0007144749371605918,
    "avgForwardReturn1D": 0.00006093307120426846,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-16",
      "2026-06-17",
      "2026-06-18",
      "2026-06-22",
      "2026-06-23",
      "2026-06-24",
      "2026-06-25"
    ],
    "horizonObservationCounts": {
      "1": 6,
      "5": 2,
      "10": 4
    },
    "baselineAvgForwardReturns": {
      "1": 0.0005467603391239697,
      "5": 0.006611884198200178,
      "10": 0.01916412009097563
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.16880226594057063,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08492131229163699,
    "bestRawFitnessScore": -0.0007107357123650112,
    "upperQuartileComboQuality": 0.08751587873717138
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.10597837641011486,
    "rawScore": 0.15441054446976424,
    "confidence": 0.3726831515818781,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.3662135498886549,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "CW",
      "hitRates": {
        "1": 0.5,
        "5": 1,
        "10": 0.25
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.16880226594057063,
      "eligibleDays": 339,
      "fitnessScore": -0.0007107357123650112,
      "lookbackDays": 21,
      "returnLift1D": -0.0004858272679197012,
      "hitRateLift1D": -0.013513513513513487,
      "activationRate": 0.02064896755162242,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.5135135135135135,
        "5": 0.6206896551724138,
        "10": 0.72
      },
      "sampleConfidence": 0.6896701023561933,
      "shadowSharpeLike": -0.04309868359988808,
      "avgForwardReturns": {
        "1": 0.00006093307120426846,
        "5": 0.004548679082381768,
        "10": -0.007577798015422077
      },
      "shadowMaxDrawdown": -0.012984607879635846,
      "shadowTotalReturn": -0.0007144749371605918,
      "avgForwardReturn1D": 0.00006093307120426846,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 2,
        "10": 4
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005467603391239697,
        "5": 0.006611884198200178,
        "10": 0.01916412009097563
      }
    },
    {
      "topN": 3,
      "ticker": "CW",
      "hitRates": {
        "1": 0.5,
        "5": 1,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.1681487469727876,
      "eligibleDays": 339,
      "fitnessScore": -0.0017370243424134704,
      "lookbackDays": 21,
      "returnLift1D": -0.0004858272679197012,
      "hitRateLift1D": -0.013513513513513487,
      "activationRate": 0.017699115044247787,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5135135135135135,
        "5": 0.6206896551724138,
        "10": 0.72
      },
      "sampleConfidence": 0.6734696288500637,
      "shadowSharpeLike": -0.04309868359988808,
      "avgForwardReturns": {
        "1": 0.00006093307120426846,
        "5": 0.004548679082381768,
        "10": -0.006179944439331046
      },
      "shadowMaxDrawdown": -0.012984607879635846,
      "shadowTotalReturn": -0.0007144749371605918,
      "avgForwardReturn1D": 0.00006093307120426846,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 2,
        "10": 3
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005467603391239697,
        "5": 0.006611884198200178,
        "10": 0.01916412009097563
      }
    },
    {
      "topN": 4,
      "ticker": "CW",
      "hitRates": {
        "1": 0.5,
        "5": 1,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.1681487469727876,
      "eligibleDays": 339,
      "fitnessScore": -0.0017370243424134704,
      "lookbackDays": 21,
      "returnLift1D": -0.0004858272679197012,
      "hitRateLift1D": -0.013513513513513487,
      "activationRate": 0.017699115044247787,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5135135135135135,
        "5": 0.6206896551724138,
        "10": 0.72
      },
      "sampleConfidence": 0.6734696288500637,
      "shadowSharpeLike": -0.04309868359988808,
      "avgForwardReturns": {
        "1": 0.00006093307120426846,
        "5": 0.004548679082381768,
        "10": -0.006179944439331046
      },
      "shadowMaxDrawdown": -0.012984607879635846,
      "shadowTotalReturn": -0.0007144749371605918,
      "avgForwardReturn1D": 0.00006093307120426846,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 2,
        "10": 3
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005467603391239697,
        "5": 0.006611884198200178,
        "10": 0.01916412009097563
      }
    },
    {
      "topN": 2,
      "ticker": "CW",
      "hitRates": {
        "1": 0.5,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.16255801406354597,
      "eligibleDays": 339,
      "fitnessScore": -0.010649749481434365,
      "lookbackDays": 21,
      "returnLift1D": -0.0006486456416409771,
      "hitRateLift1D": -0.013513513513513487,
      "activationRate": 0.011799410029498525,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.5135135135135135,
        "5": 0.6206896551724138,
        "10": 0.72
      },
      "sampleConfidence": 0.6126341441916435,
      "shadowSharpeLike": -0.16653564043560953,
      "avgForwardReturns": {
        "1": -0.00010188530251700745,
        "5": 0.0013212275049627742,
        "10": -0.018127697037485846
      },
      "shadowMaxDrawdown": -0.013973903286863765,
      "shadowTotalReturn": -0.0024819786960739165,
      "avgForwardReturn1D": -0.00010188530251700745,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-17",
        "2026-06-18",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 4,
        "5": 1,
        "10": 2
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005467603391239697,
        "5": 0.006611884198200178,
        "10": 0.01916412009097563
      }
    },
    {
      "topN": 2,
      "ticker": "CW",
      "hitRates": {
        "1": 0.4,
        "5": 1,
        "10": 0.25
      },
      "hitRate1D": 0.4,
      "comboQuality": 0.09529957807377455,
      "eligibleDays": 352,
      "fitnessScore": -0.1451272656220539,
      "lookbackDays": 14,
      "returnLift1D": -0.002218634354655408,
      "hitRateLift1D": -0.11351351351351346,
      "activationRate": 0.017045454545454544,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5135135135135135,
        "5": 0.6206896551724138,
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      },
      "sampleConfidence": 0.6623585177389526,
      "shadowSharpeLike": -0.7496098858846045,
      "avgForwardReturns": {
        "1": -0.0016718740155314382,
        "5": 0.05279219629160359,
        "10": -0.007577798015422077
      },
      "shadowMaxDrawdown": -0.012984607879635846,
      "shadowTotalReturn": -0.010373655962432449,
      "avgForwardReturn1D": -0.0016718740155314382,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-11",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 1,
        "10": 4
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005467603391239697,
        "5": 0.006611884198200178,
        "10": 0.01916412009097563
      }
    },
    {
      "topN": 2,
      "ticker": "CW",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08492131229163699,
      "eligibleDays": 330,
      "fitnessScore": -0.1730026931994432,
      "lookbackDays": 30,
      "returnLift1D": -0.0005467603391239697,
      "hitRateLift1D": -0.5135135135135135,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5135135135135135,
        "5": 0.6206896551724138,
        "10": 0.72
      },
      "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": 0.0005467603391239697,
        "5": 0.006611884198200178,
        "10": 0.01916412009097563
      }
    },
    {
      "topN": 2,
      "ticker": "CW",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08492131229163699,
      "eligibleDays": 315,
      "fitnessScore": -0.1730026931994432,
      "lookbackDays": 45,
      "returnLift1D": -0.0005467603391239697,
      "hitRateLift1D": -0.5135135135135135,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5135135135135135,
        "5": 0.6206896551724138,
        "10": 0.72
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 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."
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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": "8627fd05e79ee2ab4e40333c90bc7f6ad3b4d5b4ed1a9472cd040caa50755dc6",
    "size": 13,
    "members": [
      "CW",
      "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": {
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      0.3,
      0.2,
      0.1
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      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
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    "lookbacks": [
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    "forwardDays": [
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    "portfolioSizes": [
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    "safetyNetEquity": "VOO"
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  "algorithmFit": {
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    "profileBreadth": 0.4499980988192965,
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        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 200,
        "5": 200,
        "10": 200
      },
      "baselineAvgForwardReturns": {
        "1": 0.002345738851381919,
        "5": 0.01090085600649819,
        "10": 0.022891765643018723
      }
    }
  ],
  "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": 0.666880242835448,
      "fitnessScore": 0.5027038540209651,
      "lookbackDays": 14,
      "returnLift1D": -0.0003898888813879055,
      "activationRate": 0.3626666666666667,
      "activationCount": 136,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.18044709227565048,
      "avgForwardReturn1D": 0.0016444369704944535
    },
    {
      "comboQuality": 0.6307933370844753,
      "fitnessScore": 0.4678367834651954,
      "lookbackDays": 21,
      "returnLift1D": -0.0007393962024495296,
      "activationRate": 0.35597826086956524,
      "activationCount": 131,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.17271131207702295,
      "avgForwardReturn1D": 0.0016063426489323893
    },
    {
      "comboQuality": 0.7504023687009342,
      "fitnessScore": 0.5921670697179598,
      "lookbackDays": 30,
      "returnLift1D": -0.0007281973264392026,
      "activationRate": 0.37047353760445684,
      "activationCount": 133,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.22613226222490135,
      "avgForwardReturn1D": 0.0018532105031970416
    },
    {
      "comboQuality": 0.8599740334744634,
      "fitnessScore": 0.7493163492040926,
      "lookbackDays": 45,
      "returnLift1D": -0.0013739609973895982,
      "activationRate": 0.6656976744186046,
      "activationCount": 229,
      "sampleConfidence": 0.9997088791848618,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.30850794509997015,
      "avgForwardReturn1D": 0.001479083774426056
    },
    {
      "comboQuality": 0.9566900367919516,
      "fitnessScore": 1.0309212834084884,
      "lookbackDays": 63,
      "returnLift1D": -0.001189721170467654,
      "activationRate": 0.7760736196319018,
      "activationCount": 253,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.48434680152666143,
      "avgForwardReturn1D": 0.0018215644444294053
    }
  ],
  "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": "8627fd05e79ee2ab4e40333c90bc7f6ad3b4d5b4ed1a9472cd040caa50755dc6",
    "size": 13,
    "members": [
      "CW",
      "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
-
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
0.546
Liquidity
0.762
Momentum
0.545
Relative strength
0.583
Trend quality
0.707
Stability
0.705
Aggression
0.417
Downside risk
0.643
Drawdown state
0.941
Quality momentum
0.615
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.492
Benchmark Independence 3m Score
0.552
Beta 1y Profile Score
0.540
Beta 3m Profile Score
0.432
Beta Change Score
0.365
Correlation Change Score
0.470
Current Drawdown Score
0.917
Days Since 52w High Score
0.052
Distance From 52w High Score
0.917
Distance From Sma 20 Score
0.506
Distance From Sma 200 Score
0.728
Distance From Sma 50 Score
0.513
Downside Volatility 1m Score
0.379
Downside Volatility 1y Score
0.386
Downside Volatility 2y Score
0.412
Downside Volatility 3m Score
0.352
Downside Volatility 5y Score
0.313
Downside Volatility 6m Score
0.416
Drawdown Recovery Score
1
Excess Return 1m Score
0.457
Excess Return 1y Score
1
Excess Return 3m Score
0.525
Excess Return 6m Score
0.584
Expected Shortfall 95 1y Score
0.519
Log Avg Dollar Volume 20d Score
0.762
Log Market Cap Score
0.546
Drawdown Score 1m
0.571
Drawdown Score 1y
0.801
Drawdown Score 2y
0.660
Drawdown Score 3m
0.732
Drawdown Score 5y
0.728
Drawdown Score 6m
0.764
Momentum Acceleration 1m Vs 3m Score
0.373
Momentum Acceleration 3m Vs 6m Score
0.487
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.279
Relative Strength Slope 3m Score
0.508
Relative Volume 20d Score
0.231
Return 1m Score
0.467
Return 1w Score
0.660
Return 1y Score
0.865
Return 2y Score
0.766
Return 3m Score
0.569
Return 5y Score
0.500
Return 6m Score
0.611
Return Skewness 1y Score
0.463
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.289
Sharpe 1y Score
0.706
Sharpe 2y Score
0.727
Sharpe 3m Score
0.568
Sharpe 5y Score
0.696
Sharpe 6m Score
0.573
Sortino 1m Score
0.306
Sortino 1y Score
0.565
Sortino 2y Score
0.567
Sortino 3m Score
0.480
Sortino 5y Score
0.557
Sortino 6m Score
0.484
Trend R2 1m Score
0.377
Trend R2 1w Score
0.737
Trend R2 1y Score
0.917
Trend R2 2y Score
0.923
Trend R2 3m Score
0.235
Trend R2 5y Score
0.955
Trend R2 6m Score
0.674
Trend Slope 1m Score
0.333
Trend Slope 1w Score
1
Trend Slope 1y Score
0.628
Trend Slope 2y Score
0.632
Trend Slope 3m Score
0.548
Trend Slope 5y Score
0.596
Trend Slope 6m Score
0.573
Volatility 1m Score
0.380
Volatility 1w Score
0.231
Volatility 1y Score
0.384
Volatility 2y Score
0.382
Volatility 3m Score
0.353
Volatility 5y Score
0.306
Volatility 6m Score
0.420
Worst Day 1y Score
0.631
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
192,687,848.553
Best Day 1y
0.078
Beta To Benchmark 1y
1.351
Beta 3m
1.080
Beta Change
-0.271
Beta To Sector 1y
1.313
Correlation To Benchmark 1y
0.508
Correlation 3m
0.448
Correlation Change
-0.060
Correlation To Sector 1y
0.649
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.492
Benchmark Independence 3m Score
0.552
Beta 1y Profile Score
0.540
Beta 3m Profile Score
0.432
Beta Change Score
0.365
Correlation Change Score
0.470
Current Drawdown Score
0.917
Distance From Sma 20 Score
0.506
Distance From Sma 200 Score
0.728
Current Drawdown
-0.054
Days Since 52w High
13
Distance From 52w High
-0.054
Distance From Sma 20
0.004
Distance From Sma 200
0.137
Distance From Sma 50
0.008
Downside Capture 1y
0.751
Downside Volatility 1m
0.335
Downside Volatility 1w
-
Downside Volatility 1y
0.339
Downside Volatility 2y
0.359
Downside Volatility 3m
0.314
Downside Volatility 5y
0.285
Downside Volatility 6m
0.362
Drawdown Recovery
1
Excess Return 1m
-0.026
Excess Return 1y
0.396
Excess Return 3m
0.015
Excess Return 6m
0.051
Expected Shortfall 95 1y
-0.048
Market Cap
27,712,891,821.16
Max Drawdown 1m
-0.107
Max Drawdown 1w
-0.011
Max Drawdown 1y
-0.130
Max Drawdown 2y
-0.272
Max Drawdown 3m
-0.107
Max Drawdown 5y
-0.272
Max Drawdown 6m
-0.130
Momentum Acceleration 1m Vs 3m
-0.038
Momentum Acceleration 3m Vs 6m
-0.004
Moving Average Alignment
1
Relative Strength Acceleration
-0.004
Relative Strength Slope 3m
0.000
Relative Volume 20d
0.925
Return 1m
-0.020
Return 1w
0.048
Return 1y
0.583
Return 2y
1.683
Return 3m
0.055
Return 5y
5.498
Return 6m
0.133
Return Skewness 1y
-0.224
Sector Excess Return 1y
0.363
Sharpe 1m
-0.553
Sharpe 1y
1.529
Sharpe 2y
1.636
Sharpe 3m
0.840
Sharpe 5y
1.479
Sharpe 6m
0.867
Sortino 1m
-0.554
Sortino 1y
1.523
Sortino 2y
1.535
Sortino 3m
0.842
Sortino 5y
1.454
Sortino 6m
0.875
Trend R2 1m
0.377
Trend R2 1w
0.737
Trend R2 1y
0.917
Trend R2 2y
0.923
Trend R2 3m
0.235
Trend R2 5y
0.955
Trend R2 6m
0.674
Trend 1m
-0.003
Trend 1w
0.010
Trend 1y
0.002
Trend 2y
0.002
Trend 3m
0.001
Trend 5y
0.002
Trend 6m
0.001
Upside Capture 1y
1.776
Value At Risk 95 1y
-0.033
Volatility 1m
0.335
Volatility 1w
0.223
Volatility 1y
0.338
Volatility 2y
0.337
Volatility 3m
0.315
Volatility 5y
0.280
Volatility 6m
0.365
Worst Day 1y
-0.074
Distance From Sma 50 Score
0.513
Downside Volatility 1y Score
0.386
Downside Volatility 3m Score
0.352
Drawdown Recovery Score
1
Excess Return 1m Score
0.457
Excess Return 1y Score
1
Excess Return 3m Score
0.525
Excess Return 6m Score
0.584
Expected Shortfall 95 1y Score
0.519
Log Avg Dollar Volume 20d Score
0.762
Log Market Cap Score
0.546
Drawdown Score 1y
0.801
Drawdown Score 5y
0.728
Momentum Acceleration 1m Vs 3m Score
0.373
Momentum Acceleration 3m Vs 6m Score
0.487
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.279
Relative Volume 20d Score
0.231
Return 1m Score
0.467
Return 1y Score
0.865
Return 3m Score
0.569
Return 6m Score
0.611
Return Skewness 1y Score
0.463
Sortino 1y Score
0.565
Sortino 3m Score
0.480
Trend R2 1y Score
0.917
Trend R2 3m Score
0.235
Trend Slope 1y Score
0.628
Trend Slope 3m Score
0.548
Volatility 1y Score
0.384
Volatility 3m Score
0.353