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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

CWEN

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

Research Detail

CWEN

Clearway Energy

Category

Sector: Utilities

Industry / Category: Renewable Infrastructure

Market Cap / ETF Type: Mid Cap

Type: Stock

Preview Performance

Sample layoutNot live data
3M Return: Unavailable
1Y Return: Unavailable

Description

Renewable infrastructure owner with wind, solar, and contracted power generation assets.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.653
Correlation To Benchmark 1y
0.279
Inverse To Benchmark 1y
0.721
Drawdown Score 1m
0.555
Drawdown Score 3m
0.485
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
0.625
Drawdown Score 1y
0.683
Drawdown Score 2y
0.742
Drawdown Score 5y
0.479
Return 1w
-0.006
Return 1m
-0.082
Return 3m
-0.115
Return 6m
-0.040
Return 1y
0.085
Return 2y
0.488
Return 5y
0.660
Sharpe 1m
-3.561
Sharpe 3m
-1.273
Sharpe 6m
-0.115
Sharpe 1y
0.422
Sharpe 2y
0.820
Sharpe 5y
0.485
Trend 1w
0.000
Trend 1m
-0.004
Trend 3m
-0.003
Trend 6m
-0.000
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.112
Volatility 1m
0.277
Volatility 3m
0.340
Volatility 6m
0.306
Volatility 1y
0.298
Volatility 2y
0.295
Volatility 5y
0.304
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
CWEN
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
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
0.100
Aptet Fit Raw Score
0.166
Aptet Fit Confidence
0.208
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.316
Force Fit Raw Score
0.336
Force Fit Confidence
0.879
Force Fit Label
poor
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",
      "CWEN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "CWEN",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "CWEN",
    "hitRates": {
      "1": 0.5,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.17638039591897284,
    "eligibleDays": 352,
    "fitnessScore": 0.010965529580300996,
    "lookbackDays": 14,
    "returnLift1D": 0.001503798415251099,
    "hitRateLift1D": 0.02941176470588236,
    "activationRate": 0.005681818181818182,
    "activationCount": 2,
    "baselineHitRates": {
      "1": 0.47058823529411764,
      "5": 0.6153846153846154,
      "10": 0.75
    },
    "sampleConfidence": 0.49059193797592754,
    "shadowSharpeLike": 0.052662107937193676,
    "avgForwardReturns": {
      "1": 0.0009299402497418563,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": -0.01473276501111953,
    "shadowTotalReturn": 0.001122791334768669,
    "avgForwardReturn1D": 0.0009299402497418563,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-07-23",
      "2026-07-24"
    ],
    "horizonObservationCounts": {
      "1": 2,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": -0.0005738581655092426,
      "5": 0.0012058779022048327,
      "10": 0.011159387631893003
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.17638039591897284,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08574128269159415,
    "bestRawFitnessScore": 0.010965529580300996,
    "upperQuartileComboQuality": 0.08574128269159415
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1003501921297286,
    "rawScore": 0.1661104463377384,
    "confidence": 0.2082345733476027,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        4
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.41960776600178135,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "CWEN",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.17638039591897284,
      "eligibleDays": 352,
      "fitnessScore": 0.010965529580300996,
      "lookbackDays": 14,
      "returnLift1D": 0.001503798415251099,
      "hitRateLift1D": 0.02941176470588236,
      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.47058823529411764,
        "5": 0.6153846153846154,
        "10": 0.75
      },
      "sampleConfidence": 0.49059193797592754,
      "shadowSharpeLike": 0.052662107937193676,
      "avgForwardReturns": {
        "1": 0.0009299402497418563,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.01473276501111953,
      "shadowTotalReturn": 0.001122791334768669,
      "avgForwardReturn1D": 0.0009299402497418563,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005738581655092426,
        "5": 0.0012058779022048327,
        "10": 0.011159387631893003
      }
    },
    {
      "topN": 5,
      "ticker": "CWEN",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.17638039591897284,
      "eligibleDays": 352,
      "fitnessScore": 0.010965529580300996,
      "lookbackDays": 14,
      "returnLift1D": 0.001503798415251099,
      "hitRateLift1D": 0.02941176470588236,
      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.47058823529411764,
        "5": 0.6153846153846154,
        "10": 0.75
      },
      "sampleConfidence": 0.49059193797592754,
      "shadowSharpeLike": 0.052662107937193676,
      "avgForwardReturns": {
        "1": 0.0009299402497418563,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.01473276501111953,
      "shadowTotalReturn": 0.001122791334768669,
      "avgForwardReturn1D": 0.0009299402497418563,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005738581655092426,
        "5": 0.0012058779022048327,
        "10": 0.011159387631893003
      }
    },
    {
      "topN": 2,
      "ticker": "CWEN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08574128269159415,
      "eligibleDays": 339,
      "fitnessScore": -0.1706914175336372,
      "lookbackDays": 21,
      "returnLift1D": 0.0005738581655092426,
      "hitRateLift1D": -0.47058823529411764,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.47058823529411764,
        "5": 0.6153846153846154,
        "10": 0.75
      },
      "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": -0.0005738581655092426,
        "5": 0.0012058779022048327,
        "10": 0.011159387631893003
      }
    },
    {
      "topN": 3,
      "ticker": "CWEN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08574128269159415,
      "eligibleDays": 339,
      "fitnessScore": -0.1706914175336372,
      "lookbackDays": 21,
      "returnLift1D": 0.0005738581655092426,
      "hitRateLift1D": -0.47058823529411764,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.47058823529411764,
        "5": 0.6153846153846154,
        "10": 0.75
      },
      "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": -0.0005738581655092426,
        "5": 0.0012058779022048327,
        "10": 0.011159387631893003
      }
    },
    {
      "topN": 4,
      "ticker": "CWEN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08574128269159415,
      "eligibleDays": 339,
      "fitnessScore": -0.1706914175336372,
      "lookbackDays": 21,
      "returnLift1D": 0.0005738581655092426,
      "hitRateLift1D": -0.47058823529411764,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.47058823529411764,
        "5": 0.6153846153846154,
        "10": 0.75
      },
      "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": -0.0005738581655092426,
        "5": 0.0012058779022048327,
        "10": 0.011159387631893003
      }
    },
    {
      "topN": 5,
      "ticker": "CWEN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08574128269159415,
      "eligibleDays": 339,
      "fitnessScore": -0.1706914175336372,
      "lookbackDays": 21,
      "returnLift1D": 0.0005738581655092426,
      "hitRateLift1D": -0.47058823529411764,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.47058823529411764,
        "5": 0.6153846153846154,
        "10": 0.75
      },
      "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": -0.0005738581655092426,
        "5": 0.0012058779022048327,
        "10": 0.011159387631893003
      }
    },
    {
      "topN": 2,
      "ticker": "CWEN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08574128269159415,
      "eligibleDays": 330,
      "fitnessScore": -0.1706914175336372,
      "lookbackDays": 30,
      "returnLift1D": 0.0005738581655092426,
      "hitRateLift1D": -0.47058823529411764,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.47058823529411764,
        "5": 0.6153846153846154,
        "10": 0.75
      },
      "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": -0.0005738581655092426,
        "5": 0.0012058779022048327,
        "10": 0.011159387631893003
      }
    },
    {
      "topN": 3,
      "ticker": "CWEN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08574128269159415,
      "eligibleDays": 330,
      "fitnessScore": -0.1706914175336372,
      "lookbackDays": 30,
      "returnLift1D": 0.0005738581655092426,
      "hitRateLift1D": -0.47058823529411764,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.47058823529411764,
        "5": 0.6153846153846154,
        "10": 0.75
      },
      "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": -0.0005738581655092426,
        "5": 0.0012058779022048327,
        "10": 0.011159387631893003
      }
    },
    {
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    },
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      "baselineAvgForwardReturns": {
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    },
    {
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    },
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    },
    {
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    },
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      "hitRate1D": 0,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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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": 4,
      "comboQuality": 0.17638039591897284,
      "fitnessScore": 0.010965529580300996,
      "lookbackDays": 14,
      "returnLift1D": 0.001503798415251099,
      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "sampleConfidence": 0.49059193797592754,
      "shadowTotalReturn": 0.001122791334768669,
      "avgForwardReturn1D": 0.0009299402497418563
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08574128269159415,
      "fitnessScore": -0.1706914175336372,
      "lookbackDays": 21,
      "returnLift1D": 0.0005738581655092426,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08574128269159415,
      "fitnessScore": -0.1706914175336372,
      "lookbackDays": 30,
      "returnLift1D": 0.0005738581655092426,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.1706914175336372,
      "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,
      "avgForwardReturn1D": 0
    }
  ],
  "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": "a197969a5a31dedba86a9dd82e1875de78138929aade55788a71a777570d393f",
    "size": 13,
    "members": [
      "CWEN",
      "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",
      "CWEN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "CWEN",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "CWEN",
    "hitRates": {
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    "hitRate1D": 0.5420560747663551,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.3481778704216421,
    "eligibleDays": 368,
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    "lookbackDays": 21,
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    "hitRateLift1D": 0.009447379114181143,
    "portfolioSize": 2,
    "activationRate": 0.2907608695652174,
    "activationCount": 107,
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    "sampleConfidence": 1,
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    "shadowMaxDrawdown": -0.16858063228091902,
    "shadowTotalReturn": 0.04994646408202397,
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    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-21",
      "2025-02-24",
      "2025-02-25",
      "2025-02-26",
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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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    "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": "a197969a5a31dedba86a9dd82e1875de78138929aade55788a71a777570d393f",
    "size": 13,
    "members": [
      "CWEN",
      "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
0.379
Liquidity
0.539
Momentum
0.395
Relative strength
0.299
Trend quality
0.384
Stability
0.650
Aggression
0.392
Downside risk
0.577
Drawdown state
0.800
Quality momentum
0.405
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.721
Benchmark Independence 3m Score
0.617
Beta 1y Profile Score
0.261
Beta 3m Profile Score
0.398
Beta Change Score
0.671
Correlation Change Score
0.552
Current Drawdown Score
0.713
Days Since 52w High Score
0.139
Distance From 52w High Score
0.713
Distance From Sma 20 Score
0.480
Distance From Sma 200 Score
0.402
Distance From Sma 50 Score
0.365
Downside Volatility 1m Score
0.383
Downside Volatility 1y Score
0.323
Downside Volatility 2y Score
0.335
Downside Volatility 3m Score
0.400
Downside Volatility 5y Score
0.335
Downside Volatility 6m Score
0.384
Drawdown Recovery Score
1
Excess Return 1m Score
0.353
Excess Return 1y Score
0.330
Excess Return 3m Score
0.240
Excess Return 6m Score
0.295
Expected Shortfall 95 1y Score
0.582
Log Avg Dollar Volume 20d Score
0.539
Log Market Cap Score
0.379
Drawdown Score 1m
0.555
Drawdown Score 1y
0.683
Drawdown Score 2y
0.742
Drawdown Score 3m
0.485
Drawdown Score 5y
0.479
Drawdown Score 6m
0.625
Momentum Acceleration 1m Vs 3m Score
0.355
Momentum Acceleration 3m Vs 6m Score
0.394
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.313
Relative Strength Slope 3m Score
0.291
Relative Volume 20d Score
0.232
Return 1m Score
0.364
Return 1w Score
0.480
Return 1y Score
0.553
Return 2y Score
0.425
Return 3m Score
0.356
Return 5y Score
0.128
Return 6m Score
0.467
Return Skewness 1y Score
0.541
Sector Excess Return 1y Score
0.448
Sharpe 1m Score
0
Sharpe 1y Score
0.484
Sharpe 2y Score
0.564
Sharpe 3m Score
0.145
Sharpe 5y Score
0.497
Sharpe 6m Score
0.377
Sortino 1m Score
0.010
Sortino 1y Score
0.429
Sortino 2y Score
0.476
Sortino 3m Score
0.220
Sortino 5y Score
0.436
Sortino 6m Score
0.362
Trend R2 1m Score
0.420
Trend R2 1w Score
0.001
Trend R2 1y Score
0.627
Trend R2 2y Score
0.817
Trend R2 3m Score
0.559
Trend R2 5y Score
0.171
Trend R2 6m Score
0.101
Trend Slope 1m Score
0.263
Trend Slope 1w Score
0.505
Trend Slope 1y Score
0.582
Trend Slope 2y Score
0.564
Trend Slope 3m Score
0.332
Trend Slope 5y Score
0.513
Trend Slope 6m Score
0.469
Volatility 1m Score
0.302
Volatility 1w Score
0.082
Volatility 1y Score
0.330
Volatility 2y Score
0.327
Volatility 3m Score
0.386
Volatility 5y Score
0.338
Volatility 6m Score
0.341
Worst Day 1y Score
0.717
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
41,369,588.115
Best Day 1y
0.068
Beta To Benchmark 1y
0.653
Beta 3m
0.996
Beta Change
0.343
Beta To Sector 1y
0.969
Correlation To Benchmark 1y
0.279
Correlation 3m
0.383
Correlation Change
0.105
Correlation To Sector 1y
0.486
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.721
Benchmark Independence 3m Score
0.617
Beta 1y Profile Score
0.261
Beta 3m Profile Score
0.398
Beta Change Score
0.671
Correlation Change Score
0.552
Current Drawdown Score
0.713
Distance From Sma 20 Score
0.480
Distance From Sma 200 Score
0.402
Current Drawdown
-0.186
Days Since 52w High
35
Distance From 52w High
-0.186
Distance From Sma 20
-0.012
Distance From Sma 200
-0.059
Distance From Sma 50
-0.081
Downside Capture 1y
1.021
Downside Volatility 1m
0.337
Downside Volatility 1w
-
Downside Volatility 1y
0.292
Downside Volatility 2y
0.301
Downside Volatility 3m
0.350
Downside Volatility 5y
0.301
Downside Volatility 6m
0.338
Drawdown Recovery
1
Excess Return 1m
-0.088
Excess Return 1y
-0.102
Excess Return 3m
-0.156
Excess Return 6m
-0.123
Expected Shortfall 95 1y
-0.042
Market Cap
4,999,040,465.02
Max Drawdown 1m
-0.111
Max Drawdown 1w
-0.013
Max Drawdown 1y
-0.206
Max Drawdown 2y
-0.206
Max Drawdown 3m
-0.206
Max Drawdown 5y
-0.521
Max Drawdown 6m
-0.206
Momentum Acceleration 1m Vs 3m
-0.043
Momentum Acceleration 3m Vs 6m
-0.032
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.003
Relative Strength Slope 3m
-0.003
Relative Volume 20d
0.925
Return 1m
-0.082
Return 1w
-0.006
Return 1y
0.085
Return 2y
0.488
Return 3m
-0.115
Return 5y
0.660
Return 6m
-0.040
Return Skewness 1y
0.246
Sector Excess Return 1y
-0.031
Sharpe 1m
-3.561
Sharpe 1y
0.422
Sharpe 2y
0.820
Sharpe 3m
-1.273
Sharpe 5y
0.485
Sharpe 6m
-0.115
Sortino 1m
-2.920
Sortino 1y
0.430
Sortino 2y
0.804
Sortino 3m
-1.237
Sortino 5y
0.489
Sortino 6m
-0.104
Trend R2 1m
0.420
Trend R2 1w
0.001
Trend R2 1y
0.627
Trend R2 2y
0.817
Trend R2 3m
0.559
Trend R2 5y
0.171
Trend R2 6m
0.101
Trend 1m
-0.004
Trend 1w
0.000
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
-0.003
Trend 5y
0.000
Trend 6m
-0.000
Upside Capture 1y
0.896
Value At Risk 95 1y
-0.029
Volatility 1m
0.277
Volatility 1w
0.112
Volatility 1y
0.298
Volatility 2y
0.295
Volatility 3m
0.340
Volatility 5y
0.304
Volatility 6m
0.306
Worst Day 1y
-0.057
Distance From Sma 50 Score
0.365
Downside Volatility 1y Score
0.323
Downside Volatility 3m Score
0.400
Drawdown Recovery Score
1
Excess Return 1m Score
0.353
Excess Return 1y Score
0.330
Excess Return 3m Score
0.240
Excess Return 6m Score
0.295
Expected Shortfall 95 1y Score
0.582
Log Avg Dollar Volume 20d Score
0.539
Log Market Cap Score
0.379
Drawdown Score 1y
0.683
Drawdown Score 5y
0.479
Momentum Acceleration 1m Vs 3m Score
0.355
Momentum Acceleration 3m Vs 6m Score
0.394
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.313
Relative Volume 20d Score
0.232
Return 1m Score
0.364
Return 1y Score
0.553
Return 3m Score
0.356
Return 6m Score
0.467
Return Skewness 1y Score
0.541
Sortino 1y Score
0.429
Sortino 3m Score
0.220
Trend R2 1y Score
0.627
Trend R2 3m Score
0.559
Trend Slope 1y Score
0.582
Trend Slope 3m Score
0.332
Volatility 1y Score
0.330
Volatility 3m Score
0.386