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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

KO

Consumer Staples | v2 | as of 2026-07-23
Close

Research Detail

KO

KO

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
-0.279
Correlation To Benchmark 1y
-0.197
Inverse To Benchmark 1y
0.803
Drawdown Score 1m
0.823
Drawdown Score 3m
0.844
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
0.857
Drawdown Score 1y
0.879
Drawdown Score 2y
0.806
Drawdown Score 5y
0.827
Return 1w
-0.044
Return 1m
0.011
Return 3m
0.095
Return 6m
0.142
Return 1y
0.198
Return 2y
0.318
Return 5y
0.667
Sharpe 1m
0.598
Sharpe 3m
1.665
Sharpe 6m
1.425
Sharpe 1y
1.095
Sharpe 2y
0.874
Sharpe 5y
0.704
Trend 1w
-0.006
Trend 1m
0.001
Trend 3m
0.001
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.000
Trend 5y
0.000
Volatility 1w
0.296
Volatility 1m
0.273
Volatility 3m
0.233
Volatility 6m
0.201
Volatility 1y
0.180
Volatility 2y
0.176
Volatility 5y
0.164
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
KO
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:39 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Staples
Sector Benchmark Ticker
XLP
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
0.163
Aptet Fit Raw Score
0.271
Aptet Fit Confidence
0.203
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.309
Force Fit Raw Score
0.328
Force Fit Confidence
0.887
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:39 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "KO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "KO",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "KO",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08857710286512838,
    "eligibleDays": 352,
    "fitnessScore": -0.16284939420263755,
    "lookbackDays": 14,
    "returnLift1D": 0.00437605129569089,
    "hitRateLift1D": -0.3333333333333333,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.3333333333333333,
      "5": 0,
      "10": 0
    },
    "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": -0.00437605129569089,
      "5": -0.03287119674231287,
      "10": 0
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08857710286512838,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08857710286512838,
    "bestRawFitnessScore": -0.16284939420263755,
    "upperQuartileComboQuality": 0.08857710286512838
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.16294023075384304,
    "rawScore": 0.2708616822921027,
    "confidence": 0.203125,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 1,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "KO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08857710286512838,
      "eligibleDays": 352,
      "fitnessScore": -0.16284939420263755,
      "lookbackDays": 14,
      "returnLift1D": 0.00437605129569089,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "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": -0.00437605129569089,
        "5": -0.03287119674231287,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "KO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08857710286512838,
      "eligibleDays": 352,
      "fitnessScore": -0.16284939420263755,
      "lookbackDays": 14,
      "returnLift1D": 0.00437605129569089,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "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": -0.00437605129569089,
        "5": -0.03287119674231287,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "KO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08857710286512838,
      "eligibleDays": 352,
      "fitnessScore": -0.16284939420263755,
      "lookbackDays": 14,
      "returnLift1D": 0.00437605129569089,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "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": -0.00437605129569089,
        "5": -0.03287119674231287,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "KO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08857710286512838,
      "eligibleDays": 352,
      "fitnessScore": -0.16284939420263755,
      "lookbackDays": 14,
      "returnLift1D": 0.00437605129569089,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "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": -0.00437605129569089,
        "5": -0.03287119674231287,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "KO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08857710286512838,
      "eligibleDays": 339,
      "fitnessScore": -0.16284939420263755,
      "lookbackDays": 21,
      "returnLift1D": 0.00437605129569089,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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      },
      "baselineAvgForwardReturns": {
        "1": -0.00437605129569089,
        "5": -0.03287119674231287,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "KO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08857710286512838,
      "eligibleDays": 339,
      "fitnessScore": -0.16284939420263755,
      "lookbackDays": 21,
      "returnLift1D": 0.00437605129569089,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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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,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.00437605129569089,
        "5": -0.03287119674231287,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "KO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08857710286512838,
      "eligibleDays": 339,
      "fitnessScore": -0.16284939420263755,
      "lookbackDays": 21,
      "returnLift1D": 0.00437605129569089,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
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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,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.00437605129569089,
        "5": -0.03287119674231287,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "KO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08857710286512838,
      "eligibleDays": 339,
      "fitnessScore": -0.16284939420263755,
      "lookbackDays": 21,
      "returnLift1D": 0.00437605129569089,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "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": -0.00437605129569089,
        "5": -0.03287119674231287,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "KO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08857710286512838,
      "eligibleDays": 330,
      "fitnessScore": -0.16284939420263755,
      "lookbackDays": 30,
      "returnLift1D": 0.00437605129569089,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "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": -0.00437605129569089,
        "5": -0.03287119674231287,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "KO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0,
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      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      },
      "hitRate1D": 0,
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      "eligibleDays": 330,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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    },
    {
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      },
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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        "10": 0
      },
      "hitRate1D": 0,
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      "eligibleDays": 315,
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      "lookbackDays": 45,
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      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
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      "baselineHitRates": {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
        "1": -0.00437605129569089,
        "5": -0.03287119674231287,
        "10": 0
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    },
    {
      "topN": 4,
      "ticker": "KO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08857710286512838,
      "eligibleDays": 315,
      "fitnessScore": -0.16284939420263755,
      "lookbackDays": 45,
      "returnLift1D": 0.00437605129569089,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
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      "baselineHitRates": {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
        "1": -0.00437605129569089,
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    },
    {
      "topN": 5,
      "ticker": "KO",
      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
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      "eligibleDays": 315,
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      "lookbackDays": 45,
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        "5": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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        "1": 0,
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      "baselineAvgForwardReturns": {
        "1": -0.00437605129569089,
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    },
    {
      "topN": 2,
      "ticker": "KO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "eligibleDays": 297,
      "fitnessScore": -0.16284939420263755,
      "lookbackDays": 63,
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      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
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        "5": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
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      "baselineAvgForwardReturns": {
        "1": -0.00437605129569089,
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    },
    {
      "topN": 3,
      "ticker": "KO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "eligibleDays": 297,
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      "lookbackDays": 63,
      "returnLift1D": 0.00437605129569089,
      "hitRateLift1D": -0.3333333333333333,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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        "1": 0,
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      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
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      "riskOffActivations": 0,
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        "1": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
      "ticker": "KO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "eligibleDays": 297,
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      "lookbackDays": 63,
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      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
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      "baselineHitRates": {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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        "1": 0,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
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      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
      "ticker": "KO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "eligibleDays": 297,
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      "lookbackDays": 63,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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      },
      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
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      "baselineAvgForwardReturns": {
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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": 0.08857710286512838,
      "fitnessScore": -0.16284939420263755,
      "lookbackDays": 14,
      "returnLift1D": 0.00437605129569089,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08857710286512838,
      "fitnessScore": -0.16284939420263755,
      "lookbackDays": 21,
      "returnLift1D": 0.00437605129569089,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08857710286512838,
      "fitnessScore": -0.16284939420263755,
      "lookbackDays": 30,
      "returnLift1D": 0.00437605129569089,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08857710286512838,
      "fitnessScore": -0.16284939420263755,
      "lookbackDays": 45,
      "returnLift1D": 0.00437605129569089,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08857710286512838,
      "fitnessScore": -0.16284939420263755,
      "lookbackDays": 63,
      "returnLift1D": 0.00437605129569089,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "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": "69e464c53cfc8de3c6ba85c41bc50e2819fa87f11952addf2325634fd9b56121",
    "size": 13,
    "members": [
      "KO",
      "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",
      "KO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "KO",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "KO",
    "hitRates": {
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      "5": 0.4397163120567376,
      "10": 0.4460431654676259
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    "hitRate1D": 0.5104895104895105,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.4658249904555502,
    "eligibleDays": 368,
    "fitnessScore": 0.31987902738803503,
    "lookbackDays": 21,
    "returnLift1D": -0.00004934794226652353,
    "hitRateLift1D": 0.005054727880814847,
    "portfolioSize": 4,
    "activationRate": 0.38858695652173914,
    "activationCount": 143,
    "baselineHitRates": {
      "1": 0.5054347826086957,
      "5": 0.5274725274725275,
      "10": 0.5431754874651811
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    "sampleConfidence": 0.9972027972027973,
    "shadowSharpeLike": 0.5248347394742899,
    "avgForwardReturns": {
      "1": 0.0008063828246668835,
      "5": -0.001759581313366463,
      "10": -0.001765836314112866
    },
    "shadowMaxDrawdown": -0.06226250828848756,
    "shadowTotalReturn": 0.08891946179377741,
    "avgForwardReturn1D": 0.0008063828246668835,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-12",
      "2025-02-13",
      "2025-02-14",
      "2025-02-18",
      "2025-02-19",
      "2025-02-20",
      "2025-02-21",
      "2025-02-24",
      "2025-02-25",
      "2025-02-26"
    ],
    "horizonObservationCounts": {
      "1": 143,
      "5": 141,
      "10": 139
    },
    "baselineAvgForwardReturns": {
      "1": 0.000855730766933407,
      "5": 0.004416652314847147,
      "10": 0.008173783437877035
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.4658249904555502,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.1735524229681032,
    "bestRawFitnessScore": 0.31987902738803503,
    "upperQuartileComboQuality": 0.3162882941288927
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.3093764519811963,
    "rawScore": 0.3278256700644514,
    "confidence": 0.8874449454819817,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.5472943938832718,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "KO",
      "hitRates": {
        "1": 0.5104895104895105,
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      "hitRate1D": 0.5104895104895105,
      "rankWeights": [
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        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.4658249904555502,
      "eligibleDays": 368,
      "fitnessScore": 0.31987902738803503,
      "lookbackDays": 21,
      "returnLift1D": -0.00004934794226652353,
      "hitRateLift1D": 0.005054727880814847,
      "portfolioSize": 4,
      "activationRate": 0.38858695652173914,
      "activationCount": 143,
      "baselineHitRates": {
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        "5": 0.5274725274725275,
        "10": 0.5431754874651811
      },
      "sampleConfidence": 0.9972027972027973,
      "shadowSharpeLike": 0.5248347394742899,
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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": "69e464c53cfc8de3c6ba85c41bc50e2819fa87f11952addf2325634fd9b56121",
    "size": 13,
    "members": [
      "KO",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
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  "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
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Sharpe 5y
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Sharpe 6m
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Sharpe Score
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Trend 1m
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Trend 1w
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Trend 1y
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Trend 2w
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Trend 2y
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Trend 3m
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Trend 5y
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Trend 6m
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Volatility 1m
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Volatility 1w
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Volatility 1y
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Volatility 2w
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Volatility 2y
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Volatility 3m
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Volatility 5y
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Volatility 6m
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Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.793
Liquidity
1
Momentum
0.557
Relative strength
0.556
Trend quality
0.704
Stability
0.796
Aggression
0.302
Downside risk
0.662
Drawdown state
0.954
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
0.803
Benchmark Independence 3m Score
0.604
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.286
Correlation Change Score
0.401
Current Drawdown Score
0.932
Days Since 52w High Score
0.020
Distance From 52w High Score
0.932
Distance From Sma 20 Score
0.471
Distance From Sma 200 Score
0.644
Distance From Sma 50 Score
0.502
Downside Volatility 1m Score
0.275
Downside Volatility 1y Score
0.142
Downside Volatility 2y Score
0.149
Downside Volatility 3m Score
0.206
Downside Volatility 5y Score
0.153
Downside Volatility 6m Score
0.173
Drawdown Recovery Score
1
Excess Return 1m Score
0.507
Excess Return 1y Score
0.519
Excess Return 3m Score
0.590
Excess Return 6m Score
0.599
Expected Shortfall 95 1y Score
0.799
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.793
Drawdown Score 1m
0.823
Drawdown Score 1y
0.879
Drawdown Score 2y
0.806
Drawdown Score 3m
0.844
Drawdown Score 5y
0.827
Drawdown Score 6m
0.857
Momentum Acceleration 1m Vs 3m Score
0.431
Momentum Acceleration 3m Vs 6m Score
0.526
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.511
Relative Strength Slope 3m Score
0.538
Relative Volume 20d Score
0.276
Return 1m Score
0.518
Return 1w Score
0.353
Return 1y Score
0.624
Return 2y Score
0.377
Return 3m Score
0.618
Return 5y Score
0.128
Return 6m Score
0.619
Return Skewness 1y Score
0.583
Sector Excess Return 1y Score
0.751
Sharpe 1m Score
0.520
Sharpe 1y Score
0.619
Sharpe 2y Score
0.575
Sharpe 3m Score
0.733
Sharpe 5y Score
0.541
Sharpe 6m Score
0.685
Sortino 1m Score
0.455
Sortino 1y Score
0.532
Sortino 2y Score
0.493
Sortino 3m Score
0.612
Sortino 5y Score
0.463
Sortino 6m Score
0.574
Trend R2 1m Score
0.082
Trend R2 1w Score
0.466
Trend R2 1y Score
0.855
Trend R2 2y Score
0.663
Trend R2 3m Score
0.632
Trend R2 5y Score
0.818
Trend R2 6m Score
0.581
Trend Slope 1m Score
0.543
Trend Slope 1w Score
0.135
Trend Slope 1y Score
0.562
Trend Slope 2y Score
0.530
Trend Slope 3m Score
0.578
Trend Slope 5y Score
0.522
Trend Slope 6m Score
0.551
Volatility 1m Score
0.297
Volatility 1w Score
0.328
Volatility 1y Score
0.173
Volatility 2y Score
0.167
Volatility 3m Score
0.245
Volatility 5y Score
0.152
Volatility 6m Score
0.201
Worst Day 1y Score
0.802
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
1,514,156,506.106
Best Day 1y
0.041
Beta To Benchmark 1y
-0.279
Beta 3m
-0.707
Beta Change
-0.428
Beta To Sector 1y
0.916
Correlation To Benchmark 1y
-0.197
Correlation 3m
-0.396
Correlation Change
-0.199
Correlation To Sector 1y
0.703
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.803
Benchmark Independence 3m Score
0.604
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.286
Correlation Change Score
0.401
Current Drawdown Score
0.932
Distance From Sma 20 Score
0.471
Distance From Sma 200 Score
0.644
Current Drawdown
-0.044
Days Since 52w High
5
Distance From 52w High
-0.044
Distance From Sma 20
-0.018
Distance From Sma 200
0.087
Distance From Sma 50
0.001
Downside Capture 1y
3.129
Downside Volatility 1m
0.256
Downside Volatility 1w
-
Downside Volatility 1y
0.157
Downside Volatility 2y
0.162
Downside Volatility 3m
0.205
Downside Volatility 5y
0.165
Downside Volatility 6m
0.180
Drawdown Recovery
1
Excess Return 1m
0.004
Excess Return 1y
0.011
Excess Return 3m
0.054
Excess Return 6m
0.060
Expected Shortfall 95 1y
-0.020
Market Cap
353,879,178,880.5
Max Drawdown 1m
-0.044
Max Drawdown 1w
-0.044
Max Drawdown 1y
-0.079
Max Drawdown 2y
-0.155
Max Drawdown 3m
-0.062
Max Drawdown 5y
-0.173
Max Drawdown 6m
-0.079
Momentum Acceleration 1m Vs 3m
-0.021
Momentum Acceleration 3m Vs 6m
0.008
Moving Average Alignment
0.500
Relative Strength Acceleration
0.000
Relative Strength Slope 3m
0.001
Relative Volume 20d
1.046
Return 1m
0.011
Return 1w
-0.044
Return 1y
0.198
Return 2y
0.318
Return 3m
0.095
Return 5y
0.667
Return 6m
0.142
Return Skewness 1y
0.495
Sector Excess Return 1y
0.150
Sharpe 1m
0.598
Sharpe 1y
1.095
Sharpe 2y
0.874
Sharpe 3m
1.665
Sharpe 5y
0.704
Sharpe 6m
1.425
Sortino 1m
0.638
Sortino 1y
1.257
Sortino 2y
0.947
Sortino 3m
1.898
Sortino 5y
0.702
Sortino 6m
1.593
Trend R2 1m
0.082
Trend R2 1w
0.466
Trend R2 1y
0.855
Trend R2 2y
0.663
Trend R2 3m
0.632
Trend R2 5y
0.818
Trend R2 6m
0.581
Trend 1m
0.001
Trend 1w
-0.006
Trend 1y
0.001
Trend 2y
0.000
Trend 3m
0.001
Trend 5y
0.000
Trend 6m
0.001
Upside Capture 1y
0.323
Value At Risk 95 1y
-0.016
Volatility 1m
0.273
Volatility 1w
0.296
Volatility 1y
0.180
Volatility 2y
0.176
Volatility 3m
0.233
Volatility 5y
0.164
Volatility 6m
0.201
Worst Day 1y
-0.040
Distance From Sma 50 Score
0.502
Downside Volatility 1y Score
0.142
Downside Volatility 3m Score
0.206
Drawdown Recovery Score
1
Excess Return 1m Score
0.507
Excess Return 1y Score
0.519
Excess Return 3m Score
0.590
Excess Return 6m Score
0.599
Expected Shortfall 95 1y Score
0.799
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.793
Drawdown Score 1y
0.879
Drawdown Score 5y
0.827
Momentum Acceleration 1m Vs 3m Score
0.431
Momentum Acceleration 3m Vs 6m Score
0.526
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.511
Relative Volume 20d Score
0.276
Return 1m Score
0.518
Return 1y Score
0.624
Return 3m Score
0.618
Return 6m Score
0.619
Return Skewness 1y Score
0.583
Sortino 1y Score
0.532
Sortino 3m Score
0.612
Trend R2 1y Score
0.855
Trend R2 3m Score
0.632
Trend Slope 1y Score
0.562
Trend Slope 3m Score
0.578
Volatility 1y Score
0.173
Volatility 3m Score
0.245