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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

MPC

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

Research Detail

MPC

Marathon Petroleum

Category

Sector: Energy

Industry / Category: Refining & Marketing

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Downstream energy company with refining, marketing, and midstream cash flow exposure.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-0.040
Correlation To Benchmark 1y
-0.016
Inverse To Benchmark 1y
0.984
Drawdown Score 1m
0.906
Drawdown Score 3m
0.773
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
0.724
Drawdown Score 1y
0.718
Drawdown Score 2y
0.583
Drawdown Score 5y
0.553
Return 1w
0.021
Return 1m
0.257
Return 3m
0.412
Return 6m
0.775
Return 1y
0.817
Return 2y
0.978
Return 5y
5.481
Sharpe 1m
8.955
Sharpe 3m
4.136
Sharpe 6m
3.302
Sharpe 1y
1.981
Sharpe 2y
1.161
Sharpe 5y
1.296
Trend 1w
0.004
Trend 1m
0.013
Trend 3m
0.004
Trend 6m
0.004
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.245
Volatility 1m
0.313
Volatility 3m
0.349
Volatility 6m
0.369
Volatility 1y
0.329
Volatility 2y
0.345
Volatility 5y
0.331
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
MPC
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:44 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Energy
Sector Benchmark Ticker
XLE
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
0.201
Aptet Fit Raw Score
0.260
Aptet Fit Confidence
0.540
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.817
Force Fit Raw Score
0.839
Force Fit Confidence
0.947
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:44 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "MPC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "MPC",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "MPC",
    "hitRates": {
      "1": 0.7,
      "5": 0.68,
      "10": 0.6
    },
    "hitRate1D": 0.7,
    "comboQuality": 0.6611817490322648,
    "eligibleDays": 352,
    "fitnessScore": 0.49708428504001667,
    "lookbackDays": 14,
    "returnLift1D": -0.001978951706308421,
    "hitRateLift1D": 0.042857142857142816,
    "activationRate": 0.08522727272727272,
    "activationCount": 30,
    "baselineHitRates": {
      "1": 0.6571428571428571,
      "5": 0.7419354838709677,
      "10": 0.8181818181818182
    },
    "sampleConfidence": 0.9666666666666668,
    "shadowSharpeLike": 0.9605162243205879,
    "avgForwardReturns": {
      "1": 0.004554473663863657,
      "5": 0.017919398801237753,
      "10": 0.003728482142183137
    },
    "shadowMaxDrawdown": -0.05923851031009697,
    "shadowTotalReturn": 0.13349613250626247,
    "avgForwardReturn1D": 0.004554473663863657,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-05-08",
      "2026-05-11",
      "2026-05-12",
      "2026-05-13",
      "2026-05-14",
      "2026-05-15",
      "2026-05-18",
      "2026-05-19",
      "2026-05-20",
      "2026-05-21"
    ],
    "horizonObservationCounts": {
      "1": 30,
      "5": 25,
      "10": 20
    },
    "baselineAvgForwardReturns": {
      "1": 0.006533425370172078,
      "5": 0.03299172704850942,
      "10": 0.058683146417073735
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6611817490322648,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.10318207354973524,
    "bestRawFitnessScore": 0.49708428504001667,
    "upperQuartileComboQuality": 0.15070578235983106
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2005040261106092,
    "rawScore": 0.2604183814964605,
    "confidence": 0.5398607806287616,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 14
    },
    "profileBreadth": 0.15220041040982674,
    "recommendedRegion": {
      "topNs": [
        3,
        4
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.41145922065884477,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "MPC",
      "hitRates": {
        "1": 0.7,
        "5": 0.68,
        "10": 0.6
      },
      "hitRate1D": 0.7,
      "comboQuality": 0.6611817490322648,
      "eligibleDays": 352,
      "fitnessScore": 0.49708428504001667,
      "lookbackDays": 14,
      "returnLift1D": -0.001978951706308421,
      "hitRateLift1D": 0.042857142857142816,
      "activationRate": 0.08522727272727272,
      "activationCount": 30,
      "baselineHitRates": {
        "1": 0.6571428571428571,
        "5": 0.7419354838709677,
        "10": 0.8181818181818182
      },
      "sampleConfidence": 0.9666666666666668,
      "shadowSharpeLike": 0.9605162243205879,
      "avgForwardReturns": {
        "1": 0.004554473663863657,
        "5": 0.017919398801237753,
        "10": 0.003728482142183137
      },
      "shadowMaxDrawdown": -0.05923851031009697,
      "shadowTotalReturn": 0.13349613250626247,
      "avgForwardReturn1D": 0.004554473663863657,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15",
        "2026-05-18",
        "2026-05-19",
        "2026-05-20",
        "2026-05-21"
      ],
      "horizonObservationCounts": {
        "1": 30,
        "5": 25,
        "10": 20
      },
      "baselineAvgForwardReturns": {
        "1": 0.006533425370172078,
        "5": 0.03299172704850942,
        "10": 0.058683146417073735
      }
    },
    {
      "topN": 4,
      "ticker": "MPC",
      "hitRates": {
        "1": 0.6774193548387096,
        "5": 0.6538461538461539,
        "10": 0.6190476190476191
      },
      "hitRate1D": 0.6774193548387096,
      "comboQuality": 0.6020636129899964,
      "eligibleDays": 352,
      "fitnessScore": 0.4410956086189503,
      "lookbackDays": 14,
      "returnLift1D": -0.0024546228409855876,
      "hitRateLift1D": 0.02027649769585249,
      "activationRate": 0.08806818181818182,
      "activationCount": 31,
      "baselineHitRates": {
        "1": 0.6571428571428571,
        "5": 0.7419354838709677,
        "10": 0.8181818181818182
      },
      "sampleConfidence": 0.967741935483871,
      "shadowSharpeLike": 0.8828064674022167,
      "avgForwardReturns": {
        "1": 0.00407880252918649,
        "5": 0.016205951825447498,
        "10": 0.005660416416998939
      },
      "shadowMaxDrawdown": -0.0688261225244301,
      "shadowTotalReturn": 0.12194429765330783,
      "avgForwardReturn1D": 0.00407880252918649,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15",
        "2026-05-18",
        "2026-05-19",
        "2026-05-20",
        "2026-05-21"
      ],
      "horizonObservationCounts": {
        "1": 31,
        "5": 26,
        "10": 21
      },
      "baselineAvgForwardReturns": {
        "1": 0.006533425370172078,
        "5": 0.03299172704850942,
        "10": 0.058683146417073735
      }
    },
    {
      "topN": 5,
      "ticker": "MPC",
      "hitRates": {
        "1": 0.6176470588235294,
        "5": 0.6206896551724138,
        "10": 0.625
      },
      "hitRate1D": 0.6176470588235294,
      "comboQuality": 0.42742161648963944,
      "eligibleDays": 352,
      "fitnessScore": 0.28567668112477745,
      "lookbackDays": 14,
      "returnLift1D": -0.0037458638432360074,
      "hitRateLift1D": -0.0394957983193277,
      "activationRate": 0.09659090909090909,
      "activationCount": 34,
      "baselineHitRates": {
        "1": 0.6571428571428571,
        "5": 0.7419354838709677,
        "10": 0.8181818181818182
      },
      "sampleConfidence": 0.9705882352941178,
      "shadowSharpeLike": 0.6405720721319073,
      "avgForwardReturns": {
        "1": 0.0027875615269360703,
        "5": 0.014258166356376886,
        "10": 0.005774909531403125
      },
      "shadowMaxDrawdown": -0.09398927135833379,
      "shadowTotalReturn": 0.08667675701742428,
      "avgForwardReturn1D": 0.0027875615269360703,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-08",
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        "2026-05-15",
        "2026-05-18",
        "2026-05-19",
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        "2026-05-21"
      ],
      "horizonObservationCounts": {
        "1": 34,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.006533425370172078,
        "5": 0.03299172704850942,
        "10": 0.058683146417073735
      }
    },
    {
      "topN": 2,
      "ticker": "MPC",
      "hitRates": {
        "1": 0.6470588235294118,
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      },
      "hitRate1D": 0.6470588235294118,
      "comboQuality": 0.39297496480310484,
      "eligibleDays": 352,
      "fitnessScore": 0.2543386919926005,
      "lookbackDays": 14,
      "returnLift1D": -0.003160178649789857,
      "hitRateLift1D": -0.010084033613445342,
      "activationRate": 0.048295454545454544,
      "activationCount": 17,
      "baselineHitRates": {
        "1": 0.6571428571428571,
        "5": 0.7419354838709677,
        "10": 0.8181818181818182
      },
      "sampleConfidence": 0.9021729843667952,
      "shadowSharpeLike": 0.4871824516093261,
      "avgForwardReturns": {
        "1": 0.0033732467203822208,
        "5": 0.02726074606820546,
        "10": -0.003785046831404945
      },
      "shadowMaxDrawdown": -0.07341411390320274,
      "shadowTotalReturn": 0.04980005807070409,
      "avgForwardReturn1D": 0.0033732467203822208,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-08",
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        "2026-05-14",
        "2026-06-08",
        "2026-06-11",
        "2026-06-12",
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      ],
      "horizonObservationCounts": {
        "1": 17,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.006533425370172078,
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        "10": 0.058683146417073735
      }
    },
    {
      "topN": 3,
      "ticker": "MPC",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 0.35294117647058826,
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      },
      "hitRate1D": 0.5714285714285714,
      "comboQuality": 0.15070578235983106,
      "eligibleDays": 339,
      "fitnessScore": -0.030396763445106365,
      "lookbackDays": 21,
      "returnLift1D": -0.007778026172919906,
      "hitRateLift1D": -0.08571428571428574,
      "activationRate": 0.061946902654867256,
      "activationCount": 21,
      "baselineHitRates": {
        "1": 0.6571428571428571,
        "5": 0.7419354838709677,
        "10": 0.8181818181818182
      },
      "sampleConfidence": 0.9746031746031747,
      "shadowSharpeLike": -0.23545072453031687,
      "avgForwardReturns": {
        "1": -0.001244600802747829,
        "5": -0.008090831768272933,
        "10": -0.006092591744168828
      },
      "shadowMaxDrawdown": -0.08996106091636524,
      "shadowTotalReturn": -0.0336097129780194,
      "avgForwardReturn1D": -0.001244600802747829,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-19",
        "2026-05-20",
        "2026-05-21",
        "2026-05-22",
        "2026-05-26",
        "2026-05-27",
        "2026-05-28",
        "2026-06-01",
        "2026-06-02",
        "2026-06-03"
      ],
      "horizonObservationCounts": {
        "1": 21,
        "5": 17,
        "10": 17
      },
      "baselineAvgForwardReturns": {
        "1": 0.006533425370172078,
        "5": 0.03299172704850942,
        "10": 0.058683146417073735
      }
    },
    {
      "topN": 4,
      "ticker": "MPC",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 0.35294117647058826,
        "10": 0.47058823529411764
      },
      "hitRate1D": 0.5714285714285714,
      "comboQuality": 0.15070578235983106,
      "eligibleDays": 339,
      "fitnessScore": -0.030396763445106365,
      "lookbackDays": 21,
      "returnLift1D": -0.007778026172919906,
      "hitRateLift1D": -0.08571428571428574,
      "activationRate": 0.061946902654867256,
      "activationCount": 21,
      "baselineHitRates": {
        "1": 0.6571428571428571,
        "5": 0.7419354838709677,
        "10": 0.8181818181818182
      },
      "sampleConfidence": 0.9746031746031747,
      "shadowSharpeLike": -0.23545072453031687,
      "avgForwardReturns": {
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    "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": 3,
      "comboQuality": 0.6611817490322648,
      "fitnessScore": 0.49708428504001667,
      "lookbackDays": 14,
      "returnLift1D": -0.001978951706308421,
      "activationRate": 0.08522727272727272,
      "activationCount": 30,
      "sampleConfidence": 0.9666666666666668,
      "shadowTotalReturn": 0.13349613250626247,
      "avgForwardReturn1D": 0.004554473663863657
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.15070578235983106,
      "fitnessScore": -0.030396763445106365,
      "lookbackDays": 21,
      "returnLift1D": -0.007778026172919906,
      "activationRate": 0.061946902654867256,
      "activationCount": 21,
      "sampleConfidence": 0.9746031746031747,
      "shadowTotalReturn": -0.0336097129780194,
      "avgForwardReturn1D": -0.001244600802747829
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.15068868338324368,
      "fitnessScore": -0.030426155163775358,
      "lookbackDays": 30,
      "returnLift1D": -0.009490162247867875,
      "activationRate": 0.030303030303030304,
      "activationCount": 10,
      "sampleConfidence": 0.8255753963192679,
      "shadowTotalReturn": -0.032644745802651864,
      "avgForwardReturn1D": -0.002956736877695798
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08066024308376153,
      "fitnessScore": -0.18535018982597992,
      "lookbackDays": 45,
      "returnLift1D": -0.006533425370172078,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08066024308376153,
      "fitnessScore": -0.18535018982597992,
      "lookbackDays": 63,
      "returnLift1D": -0.006533425370172078,
      "activationRate": 0,
      "activationCount": 0,
      "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": "a9d6a076709bb44c9fc82420a01b6c39c1a8fde0fd72c562629f0519bd15266f",
    "size": 13,
    "members": [
      "MPC",
      "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",
      "MPC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "MPC",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "MPC",
    "hitRates": {
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      "10": 0.6275510204081632
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    "hitRate1D": 0.5707317073170731,
    "rankWeights": [
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    "comboQuality": 0.9477746110858126,
    "eligibleDays": 344,
    "fitnessScore": 0.9876805528844538,
    "lookbackDays": 45,
    "returnLift1D": -0.0003823663912232815,
    "hitRateLift1D": -0.013570618264322265,
    "portfolioSize": 4,
    "activationRate": 0.5959302325581395,
    "activationCount": 205,
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    "sampleConfidence": 0.9957723577235773,
    "shadowSharpeLike": 1.3598715085878434,
    "avgForwardReturns": {
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      "10": 0.023967523151306805
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    "shadowMaxDrawdown": -0.15657675171756658,
    "shadowTotalReturn": 0.529519257047635,
    "avgForwardReturn1D": 0.002351783369719643,
    "riskOffActivations": 0,
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      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
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    "horizonObservationCounts": {
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9477746110858126,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.7773325258836016,
    "bestRawFitnessScore": 0.9876805528844538,
    "upperQuartileComboQuality": 0.8769839966551332
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  "algorithmFit": {
    "label": "strong",
    "score": 0.8165331410625409,
    "rawScore": 0.8385720669614828,
    "confidence": 0.9474370140212313,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
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    "profileBreadth": 0.5501672256903188,
    "recommendedRegion": {
      "lookbackDays": [
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      "portfolioSizes": [
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        4,
        5
      ]
    },
    "parameterStability": 0.8311343289069346,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "comboQuality": 0.9477746110858126,
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      "comboQuality": 0.9477746110858126,
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      "riskOffActivations": 0,
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        "5": 0.0161058733315483,
        "10": 0.03237929525459002
      }
    },
    {
      "topN": 2,
      "ticker": "MPC",
      "hitRates": {
        "1": 0.5571428571428572,
        "5": 0.5220588235294118,
        "10": 0.5877862595419847
      },
      "hitRate1D": 0.5571428571428572,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.3161949414676516,
      "eligibleDays": 368,
      "fitnessScore": 0.18031093141862872,
      "lookbackDays": 21,
      "returnLift1D": -0.0020185625256625315,
      "hitRateLift1D": -0.018944099378881973,
      "portfolioSize": 2,
      "activationRate": 0.3804347826086957,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.5760869565217391,
        "5": 0.5631868131868132,
        "10": 0.6323119777158774
      },
      "sampleConfidence": 0.9938095238095239,
      "shadowSharpeLike": 0.09851368248277048,
      "avgForwardReturns": {
        "1": 0.0003692549627937723,
        "5": 0.0059399447673232015,
        "10": 0.010010681358669626
      },
      "shadowMaxDrawdown": -0.19615012282369793,
      "shadowTotalReturn": -0.006339994873628352,
      "avgForwardReturn1D": 0.0003692549627937723,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-11",
        "2025-02-21",
        "2025-03-27",
        "2025-04-02",
        "2025-04-03",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 136,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023878174884563036,
        "5": 0.01180618159643626,
        "10": 0.02348317623064506
      }
    },
    {
      "topN": 2,
      "ticker": "MPC",
      "hitRates": {
        "1": 0.5135135135135135,
        "5": 0.5069444444444444,
        "10": 0.539568345323741
      },
      "hitRate1D": 0.5135135135135135,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.24591457962390914,
      "eligibleDays": 375,
      "fitnessScore": 0.10348528916545728,
      "lookbackDays": 14,
      "returnLift1D": -0.001916397784632643,
      "hitRateLift1D": -0.059819819819819875,
      "portfolioSize": 2,
      "activationRate": 0.39466666666666667,
      "activationCount": 148,
      "baselineHitRates": {
        "1": 0.5733333333333334,
        "5": 0.5633423180592992,
        "10": 0.6311475409836066
      },
      "sampleConfidence": 0.9941441441441442,
      "shadowSharpeLike": 0.044842840797747266,
      "avgForwardReturns": {
        "1": 0.0002994707223047647,
        "5": 0.0037139175462554876,
        "10": 0.004015350314677173
      },
      "shadowMaxDrawdown": -0.2087877602339384,
      "shadowTotalReturn": -0.022384853074945643,
      "avgForwardReturn1D": 0.0002994707223047647,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-02-11",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-03-18"
      ],
      "horizonObservationCounts": {
        "1": 148,
        "5": 144,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022158685069374076,
        "5": 0.011638211638622746,
        "10": 0.02330067994444643
      }
    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
  },
  "lookbackSummary": [
    {
      "comboQuality": 0.8086038874490932,
      "fitnessScore": 0.6670120792549031,
      "lookbackDays": 14,
      "returnLift1D": -0.0005455482740753684,
      "activationRate": 0.5546666666666666,
      "activationCount": 208,
      "sampleConfidence": 0.9958333333333333,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.3171906565706135,
      "avgForwardReturn1D": 0.0016703202328620392
    },
    {
      "comboQuality": 0.5551644821516556,
      "fitnessScore": 0.39874316547105815,
      "lookbackDays": 21,
      "returnLift1D": -0.0013785118750401643,
      "activationRate": 0.4673913043478261,
      "activationCount": 172,
      "sampleConfidence": 0.9949612403100776,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.11882873481528056,
      "avgForwardReturn1D": 0.0010093056134161393
    },
    {
      "comboQuality": 0.8228825305631201,
      "fitnessScore": 0.6879200606530771,
      "lookbackDays": 30,
      "returnLift1D": -0.00044690364894021863,
      "activationRate": 0.5236768802228412,
      "activationCount": 188,
      "sampleConfidence": 0.9953900709219858,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.3359173776617661,
      "avgForwardReturn1D": 0.0018214116427494598
    },
    {
      "comboQuality": 0.9477746110858126,
      "fitnessScore": 0.9876805528844538,
      "lookbackDays": 45,
      "returnLift1D": -0.0003823663912232815,
      "activationRate": 0.5959302325581395,
      "activationCount": 205,
      "sampleConfidence": 0.9957723577235773,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.529519257047635,
      "avgForwardReturn1D": 0.002351783369719643
    },
    {
      "comboQuality": 0.9304850105409899,
      "fitnessScore": 0.9207159836246359,
      "lookbackDays": 63,
      "returnLift1D": -0.0007253056665682306,
      "activationRate": 0.5705521472392638,
      "activationCount": 186,
      "sampleConfidence": 0.9953405017921148,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.46647478832100986,
      "avgForwardReturn1D": 0.0023016724590813943
    }
  ],
  "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": "a9d6a076709bb44c9fc82420a01b6c39c1a8fde0fd72c562629f0519bd15266f",
    "size": 13,
    "members": [
      "MPC",
      "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
0.660
Liquidity
0.937
Momentum
0.897
Relative strength
0.953
Trend quality
0.820
Stability
0.688
Aggression
0.400
Downside risk
0.627
Drawdown state
0.976
Quality momentum
0.838
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.984
Benchmark Independence 3m Score
0.841
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.308
Correlation Change Score
0.428
Current Drawdown Score
0.964
Days Since 52w High Score
0.008
Distance From 52w High Score
0.964
Distance From Sma 20 Score
0.654
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.782
Downside Volatility 1m Score
0.181
Downside Volatility 1y Score
0.368
Downside Volatility 2y Score
0.412
Downside Volatility 3m Score
0.373
Downside Volatility 5y Score
0.388
Downside Volatility 6m Score
0.393
Drawdown Recovery Score
1
Excess Return 1m Score
0.917
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.539
Log Avg Dollar Volume 20d Score
0.937
Log Market Cap Score
0.660
Drawdown Score 1m
0.906
Drawdown Score 1y
0.718
Drawdown Score 2y
0.583
Drawdown Score 3m
0.773
Drawdown Score 5y
0.553
Drawdown Score 6m
0.724
Momentum Acceleration 1m Vs 3m Score
0.898
Momentum Acceleration 3m Vs 6m Score
0.527
Moving Average Alignment Score
1
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.697
Relative Volume 20d Score
0.247
Return 1m Score
0.928
Return 1w Score
0.570
Return 1y Score
1
Return 2y Score
0.565
Return 3m Score
1
Return 5y Score
0.499
Return 6m Score
1
Return Skewness 1y Score
0.476
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.796
Sharpe 2y Score
0.632
Sharpe 3m Score
1
Sharpe 5y Score
0.659
Sharpe 6m Score
1
Sortino 1m Score
1
Sortino 1y Score
0.625
Sortino 2y Score
0.515
Sortino 3m Score
0.922
Sortino 5y Score
0.532
Sortino 6m Score
0.816
Trend R2 1m Score
0.964
Trend R2 1w Score
0.284
Trend R2 1y Score
0.779
Trend R2 2y Score
0.656
Trend R2 3m Score
0.665
Trend R2 5y Score
0.850
Trend R2 6m Score
0.838
Trend Slope 1m Score
1
Trend Slope 1w Score
0.765
Trend Slope 1y Score
0.633
Trend Slope 2y Score
0.572
Trend Slope 3m Score
0.737
Trend Slope 5y Score
0.566
Trend Slope 6m Score
0.725
Volatility 1m Score
0.350
Volatility 1w Score
0.259
Volatility 1y Score
0.372
Volatility 2y Score
0.394
Volatility 3m Score
0.398
Volatility 5y Score
0.375
Volatility 6m Score
0.425
Worst Day 1y Score
0.693
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
649,051,745.605
Best Day 1y
0.060
Beta To Benchmark 1y
-0.040
Beta 3m
-0.424
Beta Change
-0.384
Beta To Sector 1y
1.106
Correlation To Benchmark 1y
-0.016
Correlation 3m
-0.159
Correlation Change
-0.144
Correlation To Sector 1y
0.704
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.984
Benchmark Independence 3m Score
0.841
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.308
Correlation Change Score
0.428
Current Drawdown Score
0.964
Distance From Sma 20 Score
0.654
Distance From Sma 200 Score
1
Current Drawdown
-0.023
Days Since 52w High
2
Distance From 52w High
-0.023
Distance From Sma 20
0.092
Distance From Sma 200
0.440
Distance From Sma 50
0.169
Downside Capture 1y
2.944
Downside Volatility 1m
0.186
Downside Volatility 1w
-
Downside Volatility 1y
0.326
Downside Volatility 2y
0.359
Downside Volatility 3m
0.329
Downside Volatility 5y
0.341
Downside Volatility 6m
0.345
Drawdown Recovery
1
Excess Return 1m
0.250
Excess Return 1y
0.630
Excess Return 3m
0.371
Excess Return 6m
0.692
Expected Shortfall 95 1y
-0.046
Market Cap
90,278,485,007.4
Max Drawdown 1m
-0.023
Max Drawdown 1w
-0.023
Max Drawdown 1y
-0.183
Max Drawdown 2y
-0.333
Max Drawdown 3m
-0.091
Max Drawdown 5y
-0.447
Max Drawdown 6m
-0.152
Momentum Acceleration 1m Vs 3m
0.119
Momentum Acceleration 3m Vs 6m
0.008
Moving Average Alignment
1
Relative Strength Acceleration
0.010
Relative Strength Slope 3m
0.003
Relative Volume 20d
0.967
Return 1m
0.257
Return 1w
0.021
Return 1y
0.817
Return 2y
0.978
Return 3m
0.412
Return 5y
5.481
Return 6m
0.775
Return Skewness 1y
-0.142
Sector Excess Return 1y
0.384
Sharpe 1m
8.955
Sharpe 1y
1.981
Sharpe 2y
1.161
Sharpe 3m
4.136
Sharpe 5y
1.296
Sharpe 6m
3.302
Sortino 1m
15.071
Sortino 1y
2.000
Sortino 2y
1.117
Sortino 3m
4.378
Sortino 5y
1.259
Sortino 6m
3.530
Trend R2 1m
0.964
Trend R2 1w
0.284
Trend R2 1y
0.779
Trend R2 2y
0.656
Trend R2 3m
0.665
Trend R2 5y
0.850
Trend R2 6m
0.838
Trend 1m
0.013
Trend 1w
0.004
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
0.004
Trend 5y
0.001
Trend 6m
0.004
Upside Capture 1y
0.520
Value At Risk 95 1y
-0.035
Volatility 1m
0.313
Volatility 1w
0.245
Volatility 1y
0.329
Volatility 2y
0.345
Volatility 3m
0.349
Volatility 5y
0.331
Volatility 6m
0.369
Worst Day 1y
-0.061
Distance From Sma 50 Score
0.782
Downside Volatility 1y Score
0.368
Downside Volatility 3m Score
0.373
Drawdown Recovery Score
1
Excess Return 1m Score
0.917
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.539
Log Avg Dollar Volume 20d Score
0.937
Log Market Cap Score
0.660
Drawdown Score 1y
0.718
Drawdown Score 5y
0.553
Momentum Acceleration 1m Vs 3m Score
0.898
Momentum Acceleration 3m Vs 6m Score
0.527
Moving Average Alignment Score
1
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.247
Return 1m Score
0.928
Return 1y Score
1
Return 3m Score
1
Return 6m Score
1
Return Skewness 1y Score
0.476
Sortino 1y Score
0.625
Sortino 3m Score
0.922
Trend R2 1y Score
0.779
Trend R2 3m Score
0.665
Trend Slope 1y Score
0.633
Trend Slope 3m Score
0.737
Volatility 1y Score
0.372
Volatility 3m Score
0.398