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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

MARA

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

Research Detail

MARA

MARA

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
3.123
Correlation To Benchmark 1y
0.495
Inverse To Benchmark 1y
0.505
Drawdown Score 1m
0
Drawdown Score 3m
0.300
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
0.341
Drawdown Score 1y
0
Drawdown Score 2y
0.057
Drawdown Score 5y
0.041
Return 1w
0.118
Return 1m
-0.131
Return 3m
0.079
Return 6m
0.209
Return 1y
-0.358
Return 2y
-0.460
Return 5y
-0.478
Sharpe 1m
-1.672
Sharpe 3m
0.769
Sharpe 6m
0.865
Sharpe 1y
-0.155
Sharpe 2y
0.070
Sharpe 5y
0.396
Trend 1w
0.030
Trend 1m
-0.010
Trend 3m
0.001
Trend 6m
0.005
Trend 1y
-0.002
Trend 2y
-0.001
Trend 5y
-0.000
Volatility 1w
0.909
Volatility 1m
0.818
Volatility 3m
0.764
Volatility 6m
0.867
Volatility 1y
0.802
Volatility 2y
0.867
Volatility 5y
1.059
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
MARA
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:43 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
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
0.093
Aptet Fit Raw Score
0.140
Aptet Fit Confidence
0.319
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.172
Force Fit Raw Score
0.186
Force Fit Confidence
0.856
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:43 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "MARA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "MARA",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "MARA",
    "hitRates": {
      "1": 0.5,
      "5": 0.3333333333333333,
      "10": 0
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.17669341698114832,
    "eligibleDays": 339,
    "fitnessScore": 0.011439244087393306,
    "lookbackDays": 21,
    "returnLift1D": 0.0004757942073851341,
    "hitRateLift1D": -0.01851851851851849,
    "activationRate": 0.011799410029498525,
    "activationCount": 4,
    "baselineHitRates": {
      "1": 0.5185185185185185,
      "5": 0.5652173913043478,
      "10": 0.5555555555555556
    },
    "sampleConfidence": 0.6126341441916435,
    "shadowSharpeLike": 0.0987177688677074,
    "avgForwardReturns": {
      "1": 0.0054391186931656565,
      "5": -0.04880490079638985,
      "10": 0
    },
    "shadowMaxDrawdown": -0.1329414860681114,
    "shadowTotalReturn": 0.005102572571300534,
    "avgForwardReturn1D": 0.0054391186931656565,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-18",
      "2026-06-22",
      "2026-06-23",
      "2026-06-24"
    ],
    "horizonObservationCounts": {
      "1": 4,
      "5": 3,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.0049633244857805224,
      "5": 0.014078442118691123,
      "10": 0.024513907982066388
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.17669341698114832,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08175852928247486,
    "bestRawFitnessScore": 0.011439244087393306,
    "upperQuartileComboQuality": 0.08175852928247486
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.09266412313688197,
    "rawScore": 0.14049981390668118,
    "confidence": 0.31906399816911796,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.3042637866295014,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "MARA",
      "hitRates": {
        "1": 0.5,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.17669341698114832,
      "eligibleDays": 339,
      "fitnessScore": 0.011439244087393306,
      "lookbackDays": 21,
      "returnLift1D": 0.0004757942073851341,
      "hitRateLift1D": -0.01851851851851849,
      "activationRate": 0.011799410029498525,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.5185185185185185,
        "5": 0.5652173913043478,
        "10": 0.5555555555555556
      },
      "sampleConfidence": 0.6126341441916435,
      "shadowSharpeLike": 0.0987177688677074,
      "avgForwardReturns": {
        "1": 0.0054391186931656565,
        "5": -0.04880490079638985,
        "10": 0
      },
      "shadowMaxDrawdown": -0.1329414860681114,
      "shadowTotalReturn": 0.005102572571300534,
      "avgForwardReturn1D": 0.0054391186931656565,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 4,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0049633244857805224,
        "5": 0.014078442118691123,
        "10": 0.024513907982066388
      }
    },
    {
      "topN": 4,
      "ticker": "MARA",
      "hitRates": {
        "1": 0.5,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.17669341698114832,
      "eligibleDays": 339,
      "fitnessScore": 0.011439244087393306,
      "lookbackDays": 21,
      "returnLift1D": 0.0004757942073851341,
      "hitRateLift1D": -0.01851851851851849,
      "activationRate": 0.011799410029498525,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.5185185185185185,
        "5": 0.5652173913043478,
        "10": 0.5555555555555556
      },
      "sampleConfidence": 0.6126341441916435,
      "shadowSharpeLike": 0.0987177688677074,
      "avgForwardReturns": {
        "1": 0.0054391186931656565,
        "5": -0.04880490079638985,
        "10": 0
      },
      "shadowMaxDrawdown": -0.1329414860681114,
      "shadowTotalReturn": 0.005102572571300534,
      "avgForwardReturn1D": 0.0054391186931656565,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 4,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0049633244857805224,
        "5": 0.014078442118691123,
        "10": 0.024513907982066388
      }
    },
    {
      "topN": 5,
      "ticker": "MARA",
      "hitRates": {
        "1": 0.5,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.17669341698114832,
      "eligibleDays": 339,
      "fitnessScore": 0.011439244087393306,
      "lookbackDays": 21,
      "returnLift1D": 0.0004757942073851341,
      "hitRateLift1D": -0.01851851851851849,
      "activationRate": 0.011799410029498525,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.5185185185185185,
        "5": 0.5652173913043478,
        "10": 0.5555555555555556
      },
      "sampleConfidence": 0.6126341441916435,
      "shadowSharpeLike": 0.0987177688677074,
      "avgForwardReturns": {
        "1": 0.0054391186931656565,
        "5": -0.04880490079638985,
        "10": 0
      },
      "shadowMaxDrawdown": -0.1329414860681114,
      "shadowTotalReturn": 0.005102572571300534,
      "avgForwardReturn1D": 0.0054391186931656565,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 4,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0049633244857805224,
        "5": 0.014078442118691123,
        "10": 0.024513907982066388
      }
    },
    {
      "topN": 2,
      "ticker": "MARA",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08175852928247486,
      "eligibleDays": 330,
      "fitnessScore": -0.18211185675192235,
      "lookbackDays": 30,
      "returnLift1D": -0.0049633244857805224,
      "hitRateLift1D": -0.5185185185185185,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5185185185185185,
        "5": 0.5652173913043478,
        "10": 0.5555555555555556
      },
      "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": 0.0049633244857805224,
        "5": 0.014078442118691123,
        "10": 0.024513907982066388
      }
    },
    {
      "topN": 3,
      "ticker": "MARA",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08175852928247486,
      "eligibleDays": 330,
      "fitnessScore": -0.18211185675192235,
      "lookbackDays": 30,
      "returnLift1D": -0.0049633244857805224,
      "hitRateLift1D": -0.5185185185185185,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5185185185185185,
        "5": 0.5652173913043478,
        "10": 0.5555555555555556
      },
      "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": 0.0049633244857805224,
        "5": 0.014078442118691123,
        "10": 0.024513907982066388
      }
    },
    {
      "topN": 4,
      "ticker": "MARA",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08175852928247486,
      "eligibleDays": 330,
      "fitnessScore": -0.18211185675192235,
      "lookbackDays": 30,
      "returnLift1D": -0.0049633244857805224,
      "hitRateLift1D": -0.5185185185185185,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5185185185185185,
        "5": 0.5652173913043478,
        "10": 0.5555555555555556
      },
      "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": 0.0049633244857805224,
        "5": 0.014078442118691123,
        "10": 0.024513907982066388
      }
    },
    {
      "topN": 5,
      "ticker": "MARA",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08175852928247486,
      "eligibleDays": 330,
      "fitnessScore": -0.18211185675192235,
      "lookbackDays": 30,
      "returnLift1D": -0.0049633244857805224,
      "hitRateLift1D": -0.5185185185185185,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5185185185185185,
        "5": 0.5652173913043478,
        "10": 0.5555555555555556
      },
      "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": 0.0049633244857805224,
        "5": 0.014078442118691123,
        "10": 0.024513907982066388
      }
    },
    {
      "topN": 2,
      "ticker": "MARA",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08175852928247486,
      "eligibleDays": 315,
      "fitnessScore": -0.18211185675192235,
      "lookbackDays": 45,
      "returnLift1D": -0.0049633244857805224,
      "hitRateLift1D": -0.5185185185185185,
      "activationRate": 0,
      "activationCount": 0,
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
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      "lookbackDays": 14,
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      "activationCount": 5,
      "sampleConfidence": 0.6316666666666667,
      "shadowTotalReturn": -0.11400010952097495,
      "avgForwardReturn1D": -0.022348637908035297
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    {
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      "comboQuality": 0.17669341698114832,
      "fitnessScore": 0.011439244087393306,
      "lookbackDays": 21,
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      "activationCount": 4,
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    {
      "bestTopN": 2,
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      "lookbackDays": 30,
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    {
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    {
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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": "f4dca1471107a65418e5cc48155b9c9059ab33988adb032fc3ed26503550272e",
    "size": 13,
    "members": [
      "MARA",
      "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
{
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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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  "lookbackSummary": [
    {
      "comboQuality": 0.025118428098995463,
      "fitnessScore": -0.45491713168644066,
      "lookbackDays": 14,
      "returnLift1D": -0.0015330861453021676,
      "activationRate": 0.4026666666666667,
      "activationCount": 151,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.3386408971792886,
      "avgForwardReturn1D": -0.0014116777846257846
    },
    {
      "comboQuality": 0.6770222502421409,
      "fitnessScore": 0.5128265548056424,
      "lookbackDays": 21,
      "returnLift1D": 0.0028629703111022623,
      "activationRate": 0.375,
      "activationCount": 138,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.3143777693959071,
      "avgForwardReturn1D": 0.0032576569360175662
    },
    {
      "comboQuality": 0.14140126527060987,
      "fitnessScore": -0.04681399572265632,
      "lookbackDays": 30,
      "returnLift1D": 0.00013294185151600465,
      "activationRate": 0.45403899721448465,
      "activationCount": 163,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.06308775131951738,
      "avgForwardReturn1D": 0.0006976438835680183
    },
    {
      "comboQuality": 0.20124598247019387,
      "fitnessScore": 0.046724481908963694,
      "lookbackDays": 45,
      "returnLift1D": -0.0001988607758229439,
      "activationRate": 0.3546511627906977,
      "activationCount": 122,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.03414763501889817,
      "avgForwardReturn1D": 0.0009591246180834302
    },
    {
      "comboQuality": 0.005295149265302524,
      "fitnessScore": -0.8018440762866786,
      "lookbackDays": 63,
      "returnLift1D": -0.005896160093886166,
      "activationRate": 0.42024539877300615,
      "activationCount": 137,
      "sampleConfidence": 0.9970802919708031,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.5203566835019551,
      "avgForwardReturn1D": -0.004248587660363512
    }
  ],
  "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": "f4dca1471107a65418e5cc48155b9c9059ab33988adb032fc3ed26503550272e",
    "size": 13,
    "members": [
      "MARA",
      "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
0.372
Liquidity
0.933
Momentum
0.406
Relative strength
0.423
Trend quality
0.352
Stability
0.134
Aggression
0.668
Downside risk
0.341
Drawdown state
0.370
Quality momentum
0.384
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.505
Benchmark Independence 3m Score
0.463
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.509
Correlation Change Score
0.521
Current Drawdown Score
0
Days Since 52w High Score
0.762
Distance From 52w High Score
0.322
Distance From Sma 20 Score
0.517
Distance From Sma 200 Score
0.598
Distance From Sma 50 Score
0.437
Downside Volatility 1m Score
0.907
Downside Volatility 1y Score
0.925
Downside Volatility 2y Score
0.965
Downside Volatility 3m Score
0.837
Downside Volatility 5y Score
1
Downside Volatility 6m Score
0.973
Drawdown Recovery Score
1
Excess Return 1m Score
0.271
Excess Return 1y Score
0
Excess Return 3m Score
0.563
Excess Return 6m Score
0.711
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.933
Log Market Cap Score
0.372
Drawdown Score 1m
0
Drawdown Score 1y
0
Drawdown Score 2y
0.057
Drawdown Score 3m
0.300
Drawdown Score 5y
0.041
Drawdown Score 6m
0.341
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.471
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.507
Relative Volume 20d Score
0.300
Return 1m Score
0.281
Return 1w Score
0.894
Return 1y Score
0.276
Return 2y Score
0.154
Return 3m Score
0.598
Return 5y Score
0.040
Return 6m Score
0.674
Return Skewness 1y Score
0.561
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.066
Sharpe 1y Score
0.369
Sharpe 2y Score
0.414
Sharpe 3m Score
0.554
Sharpe 5y Score
0.479
Sharpe 6m Score
0.573
Sortino 1m Score
0.141
Sortino 1y Score
0.354
Sortino 2y Score
0.385
Sortino 3m Score
0.483
Sortino 5y Score
0.431
Sortino 6m Score
0.495
Trend R2 1m Score
0.604
Trend R2 1w Score
0.755
Trend R2 1y Score
0.227
Trend R2 2y Score
0.402
Trend R2 3m Score
0.027
Trend R2 5y Score
0.061
Trend R2 6m Score
0.654
Trend Slope 1m Score
0
Trend Slope 1w Score
1
Trend Slope 1y Score
0.388
Trend Slope 2y Score
0.424
Trend Slope 3m Score
0.547
Trend Slope 5y Score
0.478
Trend Slope 6m Score
0.794
Volatility 1m Score
1
Volatility 1w Score
1
Volatility 1y Score
1
Volatility 2y Score
1
Volatility 3m Score
0.952
Volatility 5y Score
1
Volatility 6m Score
1
Worst Day 1y Score
0.064
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
630,086,704.446
Best Day 1y
0.224
Beta To Benchmark 1y
3.123
Beta 3m
3.140
Beta Change
0.017
Beta To Sector 1y
1.392
Correlation To Benchmark 1y
0.495
Correlation 3m
0.537
Correlation Change
0.042
Correlation To Sector 1y
0.254
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.505
Benchmark Independence 3m Score
0.463
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.509
Correlation Change Score
0.521
Current Drawdown Score
0
Distance From Sma 20 Score
0.517
Distance From Sma 200 Score
0.598
Current Drawdown
-0.832
Days Since 52w High
192
Distance From 52w High
-0.441
Distance From Sma 20
0.010
Distance From Sma 200
0.059
Distance From Sma 50
-0.038
Downside Capture 1y
0.148
Downside Volatility 1m
0.731
Downside Volatility 1w
-
Downside Volatility 1y
0.743
Downside Volatility 2y
0.773
Downside Volatility 3m
0.678
Downside Volatility 5y
0.933
Downside Volatility 6m
0.780
Drawdown Recovery
1
Excess Return 1m
-0.138
Excess Return 1y
-0.544
Excess Return 3m
0.038
Excess Return 6m
0.127
Expected Shortfall 95 1y
-0.101
Market Cap
4,620,998,496.36
Max Drawdown 1m
-0.273
Max Drawdown 1w
-0.064
Max Drawdown 1y
-0.705
Max Drawdown 2y
-0.755
Max Drawdown 3m
-0.280
Max Drawdown 5y
-0.959
Max Drawdown 6m
-0.363
Momentum Acceleration 1m Vs 3m
-0.157
Momentum Acceleration 3m Vs 6m
-0.009
Moving Average Alignment
0
Relative Strength Acceleration
-0.014
Relative Strength Slope 3m
0.000
Relative Volume 20d
1.110
Return 1m
-0.131
Return 1w
0.118
Return 1y
-0.358
Return 2y
-0.460
Return 3m
0.079
Return 5y
-0.478
Return 6m
0.209
Return Skewness 1y
0.368
Sector Excess Return 1y
-0.434
Sharpe 1m
-1.672
Sharpe 1y
-0.155
Sharpe 2y
0.070
Sharpe 3m
0.769
Sharpe 5y
0.396
Sharpe 6m
0.865
Sortino 1m
-1.872
Sortino 1y
-0.167
Sortino 2y
0.079
Sortino 3m
0.866
Sortino 5y
0.449
Sortino 6m
0.962
Trend R2 1m
0.604
Trend R2 1w
0.755
Trend R2 1y
0.227
Trend R2 2y
0.402
Trend R2 3m
0.027
Trend R2 5y
0.061
Trend R2 6m
0.654
Trend 1m
-0.010
Trend 1w
0.030
Trend 1y
-0.002
Trend 2y
-0.001
Trend 3m
0.001
Trend 5y
-0.000
Trend 6m
0.005
Upside Capture 1y
3.668
Value At Risk 95 1y
-0.075
Volatility 1m
0.818
Volatility 1w
0.909
Volatility 1y
0.802
Volatility 2y
0.867
Volatility 3m
0.764
Volatility 5y
1.059
Volatility 6m
0.867
Worst Day 1y
-0.187
Distance From Sma 50 Score
0.437
Downside Volatility 1y Score
0.925
Downside Volatility 3m Score
0.837
Drawdown Recovery Score
1
Excess Return 1m Score
0.271
Excess Return 1y Score
0
Excess Return 3m Score
0.563
Excess Return 6m Score
0.711
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.933
Log Market Cap Score
0.372
Drawdown Score 1y
0
Drawdown Score 5y
0.041
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.471
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.300
Return 1m Score
0.281
Return 1y Score
0.276
Return 3m Score
0.598
Return 6m Score
0.674
Return Skewness 1y Score
0.561
Sortino 1y Score
0.354
Sortino 3m Score
0.483
Trend R2 1y Score
0.227
Trend R2 3m Score
0.027
Trend Slope 1y Score
0.388
Trend Slope 3m Score
0.547
Volatility 1y Score
1
Volatility 3m Score
0.952