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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

PAYC

Information Technology | v2 | as of 2026-07-10
Close

Research Detail

PAYC

PAYC

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
0.263
Correlation To Benchmark 1y
0.085
Inverse To Benchmark 1y
0.915
Drawdown Score 1m
0.618
Drawdown Score 3m
0.581
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
0.485
Drawdown Score 1y
0.198
Drawdown Score 2y
0.288
Drawdown Score 5y
0.210
Return 1w
-0.001
Return 1m
0.022
Return 3m
0.214
Return 6m
-0.108
Return 1y
-0.400
Return 2y
-0.004
Return 5y
-0.618
Sharpe 1m
0.785
Sharpe 3m
1.936
Sharpe 6m
-0.292
Sharpe 1y
-1.120
Sharpe 2y
0.191
Sharpe 5y
-0.196
Trend 1w
-0.001
Trend 1m
0.003
Trend 3m
0.001
Trend 6m
-0.000
Trend 1y
-0.003
Trend 2y
-0.001
Trend 5y
-0.001
Volatility 1w
0.373
Volatility 1m
0.448
Volatility 3m
0.453
Volatility 6m
0.447
Volatility 1y
0.389
Volatility 2y
0.400
Volatility 5y
0.446
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
PAYC
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:55 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.147
Aptet Fit Raw Score
0.159
Aptet Fit Confidence
0.849
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.195
Force Fit Raw Score
0.207
Force Fit Confidence
0.876
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:55 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "PAYC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "PAYC",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "PAYC",
    "hitRates": {
      "1": 0.6176470588235294,
      "5": 0.6666666666666666,
      "10": 0.6363636363636364
    },
    "hitRate1D": 0.6176470588235294,
    "comboQuality": 0.702334414974232,
    "eligibleDays": 315,
    "fitnessScore": 0.5388565814812276,
    "lookbackDays": 45,
    "returnLift1D": 0.006080555230784743,
    "hitRateLift1D": 0.11446234544773326,
    "activationRate": 0.10793650793650794,
    "activationCount": 34,
    "baselineHitRates": {
      "1": 0.5031847133757962,
      "5": 0.43548387096774194,
      "10": 0.3737704918032787
    },
    "sampleConfidence": 0.996078431372549,
    "shadowSharpeLike": 1.2211355175553382,
    "avgForwardReturns": {
      "1": 0.0050591868938180354,
      "5": 0.02083667450054211,
      "10": 0.02959444435118176
    },
    "shadowMaxDrawdown": -0.06441440501172835,
    "shadowTotalReturn": 0.17641961530186934,
    "avgForwardReturn1D": 0.0050591868938180354,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06"
    ],
    "horizonObservationCounts": {
      "1": 34,
      "5": 33,
      "10": 33
    },
    "baselineAvgForwardReturns": {
      "1": -0.0010213683369667084,
      "5": -0.0055278845920588935,
      "10": -0.011522375554575125
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.702334414974232,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.0420706210070243,
    "bestRawFitnessScore": 0.5388565814812276,
    "upperQuartileComboQuality": 0.07697935287452919
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.14693569084597793,
    "rawScore": 0.1589107687803728,
    "confidence": 0.8492855075045875,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 45
    },
    "profileBreadth": 0.050275767483161295,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.0874375995639799,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "PAYC",
      "hitRates": {
        "1": 0.6176470588235294,
        "5": 0.6666666666666666,
        "10": 0.6363636363636364
      },
      "hitRate1D": 0.6176470588235294,
      "comboQuality": 0.702334414974232,
      "eligibleDays": 315,
      "fitnessScore": 0.5388565814812276,
      "lookbackDays": 45,
      "returnLift1D": 0.006080555230784743,
      "hitRateLift1D": 0.11446234544773326,
      "activationRate": 0.10793650793650794,
      "activationCount": 34,
      "baselineHitRates": {
        "1": 0.5031847133757962,
        "5": 0.43548387096774194,
        "10": 0.3737704918032787
      },
      "sampleConfidence": 0.996078431372549,
      "shadowSharpeLike": 1.2211355175553382,
      "avgForwardReturns": {
        "1": 0.0050591868938180354,
        "5": 0.02083667450054211,
        "10": 0.02959444435118176
      },
      "shadowMaxDrawdown": -0.06441440501172835,
      "shadowTotalReturn": 0.17641961530186934,
      "avgForwardReturn1D": 0.0050591868938180354,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 34,
        "5": 33,
        "10": 33
      },
      "baselineAvgForwardReturns": {
        "1": -0.0010213683369667084,
        "5": -0.0055278845920588935,
        "10": -0.011522375554575125
      }
    },
    {
      "topN": 4,
      "ticker": "PAYC",
      "hitRates": {
        "1": 0.5609756097560976,
        "5": 0.45569620253164556,
        "10": 0.5333333333333333
      },
      "hitRate1D": 0.5609756097560976,
      "comboQuality": 0.5292461920058884,
      "eligibleDays": 315,
      "fitnessScore": 0.37576606080432146,
      "lookbackDays": 45,
      "returnLift1D": 0.0030353363442773445,
      "hitRateLift1D": 0.05779089638030144,
      "activationRate": 0.26031746031746034,
      "activationCount": 82,
      "baselineHitRates": {
        "1": 0.5031847133757962,
        "5": 0.43548387096774194,
        "10": 0.3737704918032787
      },
      "sampleConfidence": 0.9918699186991871,
      "shadowSharpeLike": 0.6427748466712192,
      "avgForwardReturns": {
        "1": 0.002013968007310636,
        "5": -0.0014765923744553397,
        "10": 0.0075716658123699656
      },
      "shadowMaxDrawdown": -0.16773361356732042,
      "shadowTotalReturn": 0.14291486717820634,
      "avgForwardReturn1D": 0.002013968007310636,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 82,
        "5": 79,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": -0.0010213683369667084,
        "5": -0.0055278845920588935,
        "10": -0.011522375554575125
      }
    },
    {
      "topN": 3,
      "ticker": "PAYC",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.42028985507246375,
        "10": 0.4696969696969697
      },
      "hitRate1D": 0.5416666666666666,
      "comboQuality": 0.3485715845347648,
      "eligibleDays": 315,
      "fitnessScore": 0.21242874257902827,
      "lookbackDays": 45,
      "returnLift1D": 0.0021779355499204405,
      "hitRateLift1D": 0.03848195329087045,
      "activationRate": 0.22857142857142856,
      "activationCount": 72,
      "baselineHitRates": {
        "1": 0.5031847133757962,
        "5": 0.43548387096774194,
        "10": 0.3737704918032787
      },
      "sampleConfidence": 0.9916666666666667,
      "shadowSharpeLike": 0.3342769881935969,
      "avgForwardReturns": {
        "1": 0.0011565672129537322,
        "5": -0.0054645423923426,
        "10": 0.0006009576320272685
      },
      "shadowMaxDrawdown": -0.16855808772197023,
      "shadowTotalReturn": 0.057856250156378186,
      "avgForwardReturn1D": 0.0011565672129537322,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 72,
        "5": 69,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": -0.0010213683369667084,
        "5": -0.0055278845920588935,
        "10": -0.011522375554575125
      }
    },
    {
      "topN": 5,
      "ticker": "PAYC",
      "hitRates": {
        "1": 0.5287356321839081,
        "5": 0.47619047619047616,
        "10": 0.5063291139240507
      },
      "hitRate1D": 0.5287356321839081,
      "comboQuality": 0.32452437586570676,
      "eligibleDays": 315,
      "fitnessScore": 0.1887275877028502,
      "lookbackDays": 45,
      "returnLift1D": 0.0019177818172453798,
      "hitRateLift1D": 0.02555091880811189,
      "activationRate": 0.2761904761904762,
      "activationCount": 87,
      "baselineHitRates": {
        "1": 0.5031847133757962,
        "5": 0.43548387096774194,
        "10": 0.3737704918032787
      },
      "sampleConfidence": 0.9915708812260537,
      "shadowSharpeLike": 0.2759466155682336,
      "avgForwardReturns": {
        "1": 0.0008964134802786713,
        "5": 0.0006643282341436051,
        "10": 0.006122120242817575
      },
      "shadowMaxDrawdown": -0.19280475803615715,
      "shadowTotalReturn": 0.045347648956651776,
      "avgForwardReturn1D": 0.0008964134802786713,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 87,
        "5": 84,
        "10": 79
      },
      "baselineAvgForwardReturns": {
        "1": -0.0010213683369667084,
        "5": -0.0055278845920588935,
        "10": -0.011522375554575125
      }
    },
    {
      "topN": 5,
      "ticker": "PAYC",
      "hitRates": {
        "1": 0.49572649572649574,
        "5": 0.4778761061946903,
        "10": 0.44036697247706424
      },
      "hitRate1D": 0.49572649572649574,
      "comboQuality": 0.07975294328033025,
      "eligibleDays": 339,
      "fitnessScore": -0.18805587584870456,
      "lookbackDays": 21,
      "returnLift1D": -0.00043124917853410794,
      "hitRateLift1D": -0.004273504273504258,
      "activationRate": 0.3480825958702065,
      "activationCount": 118,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.44011976047904194,
        "10": 0.3890577507598784
      },
      "sampleConfidence": 0.9915254237288136,
      "shadowSharpeLike": -0.5573836545721079,
      "avgForwardReturns": {
        "1": -0.00141116991428864,
        "5": -0.0023688840081566307,
        "10": -0.002145891512545301
      },
      "shadowMaxDrawdown": -0.27450294455638513,
      "shadowTotalReturn": -0.194712589552007,
      "avgForwardReturn1D": -0.00141116991428864,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 113,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": -0.000979920735754532,
        "5": -0.004730354548883025,
        "10": -0.009895205801042082
      }
    },
    {
      "topN": 2,
      "ticker": "PAYC",
      "hitRates": {
        "1": 0.45454545454545453,
        "5": 0.2857142857142857,
        "10": 0.25
      },
      "hitRate1D": 0.45454545454545453,
      "comboQuality": 0.07605482273926216,
      "eligibleDays": 297,
      "fitnessScore": -0.19938362728546655,
      "lookbackDays": 63,
      "returnLift1D": -0.0007795523952956196,
      "hitRateLift1D": -0.03531941031941033,
      "activationRate": 0.07407407407407407,
      "activationCount": 22,
      "baselineHitRates": {
        "1": 0.48986486486486486,
        "5": 0.4075342465753425,
        "10": 0.34146341463414637
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      "hitRateLift1D": -0.10579831932773115,
      "activationRate": 0.19318181818181818,
      "activationCount": 68,
      "baselineHitRates": {
        "1": 0.5028571428571429,
        "5": 0.45375722543352603,
        "10": 0.41228070175438597
      },
      "sampleConfidence": 0.9892156862745098,
      "shadowSharpeLike": -1.7227496449361444,
      "avgForwardReturns": {
        "1": -0.004742062837813201,
        "5": -0.017050850504723946,
        "10": -0.019031271978846836
      },
      "shadowMaxDrawdown": -0.3161110994656715,
      "shadowTotalReturn": -0.3001259281995605,
      "avgForwardReturn1D": -0.004742062837813201,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-10",
        "2025-04-21",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 68,
        "5": 65,
        "10": 60
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007461989617957892,
        "5": -0.003425443407736504,
        "10": -0.007360368983205102
      }
    },
    {
      "topN": 4,
      "ticker": "PAYC",
      "hitRates": {
        "1": 0.4107142857142857,
        "5": 0.44036697247706424,
        "10": 0.46153846153846156
      },
      "hitRate1D": 0.4107142857142857,
      "comboQuality": 0.006805718453847222,
      "eligibleDays": 352,
      "fitnessScore": -0.7462958793895256,
      "lookbackDays": 14,
      "returnLift1D": -0.0036310973126957046,
      "hitRateLift1D": -0.09214285714285719,
      "activationRate": 0.3181818181818182,
      "activationCount": 112,
      "baselineHitRates": {
        "1": 0.5028571428571429,
        "5": 0.45375722543352603,
        "10": 0.41228070175438597
      },
      "sampleConfidence": 0.993452380952381,
      "shadowSharpeLike": -1.8738985057341753,
      "avgForwardReturns": {
        "1": -0.004377296274491494,
        "5": -0.0073274584110406184,
        "10": -0.006098578252219846
      },
      "shadowMaxDrawdown": -0.4346465750062154,
      "shadowTotalReturn": -0.4202563090113287,
      "avgForwardReturn1D": -0.004377296274491494,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 112,
        "5": 109,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007461989617957892,
        "5": -0.003425443407736504,
        "10": -0.007360368983205102
      }
    },
    {
      "topN": 3,
      "ticker": "PAYC",
      "hitRates": {
        "1": 0.3917525773195876,
        "5": 0.425531914893617,
        "10": 0.42696629213483145
      },
      "hitRate1D": 0.3917525773195876,
      "comboQuality": 0.004824360654061074,
      "eligibleDays": 352,
      "fitnessScore": -0.8224330253801792,
      "lookbackDays": 14,
      "returnLift1D": -0.004474998298918284,
      "hitRateLift1D": -0.11110456553755527,
      "activationRate": 0.2755681818181818,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.5028571428571429,
        "5": 0.45375722543352603,
        "10": 0.41228070175438597
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      "sampleConfidence": 0.9924398625429554,
      "shadowSharpeLike": -2.048147867012592,
      "avgForwardReturns": {
        "1": -0.005221197260714073,
        "5": -0.010524976836128179,
        "10": -0.01206645534170049
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      "shadowMaxDrawdown": -0.4296278701712868,
      "shadowTotalReturn": -0.42662012269989535,
      "avgForwardReturn1D": -0.005221197260714073,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 94,
        "10": 89
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007461989617957892,
        "5": -0.003425443407736504,
        "10": -0.007360368983205102
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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": 5,
      "comboQuality": 0.013840778330981239,
      "fitnessScore": -0.5885637002704143,
      "lookbackDays": 14,
      "returnLift1D": -0.002609000625958155,
      "activationRate": 0.3409090909090909,
      "activationCount": 120,
      "sampleConfidence": 0.9927777777777779,
      "shadowTotalReturn": -0.36877924803437834,
      "avgForwardReturn1D": -0.003355199587753944
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.07975294328033025,
      "fitnessScore": -0.18805587584870456,
      "lookbackDays": 21,
      "returnLift1D": -0.00043124917853410794,
      "activationRate": 0.3480825958702065,
      "activationCount": 118,
      "sampleConfidence": 0.9915254237288136,
      "shadowTotalReturn": -0.194712589552007,
      "avgForwardReturn1D": -0.00141116991428864
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.0458857376445411,
      "fitnessScore": -0.3176184006920501,
      "lookbackDays": 30,
      "returnLift1D": -0.002572500291411559,
      "activationRate": 0.1393939393939394,
      "activationCount": 46,
      "sampleConfidence": 0.991304347826087,
      "shadowTotalReturn": -0.1745217107486967,
      "avgForwardReturn1D": -0.0036026082836334377
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.702334414974232,
      "fitnessScore": 0.5388565814812276,
      "lookbackDays": 45,
      "returnLift1D": 0.006080555230784743,
      "activationRate": 0.10793650793650794,
      "activationCount": 34,
      "sampleConfidence": 0.996078431372549,
      "shadowTotalReturn": 0.17641961530186934,
      "avgForwardReturn1D": 0.0050591868938180354
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.07605482273926216,
      "fitnessScore": -0.19938362728546655,
      "lookbackDays": 63,
      "returnLift1D": -0.0007795523952956196,
      "activationRate": 0.07407407407407407,
      "activationCount": 22,
      "sampleConfidence": 0.990909090909091,
      "shadowTotalReturn": -0.058944669322996024,
      "avgForwardReturn1D": -0.002583954974830993
    }
  ],
  "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": "0e32d45e409e09e06157456c87db2fc526c67089f5533165e11252e5549b495b",
    "size": 13,
    "members": [
      "PAYC",
      "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
2026-07-13
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",
      "PAYC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "PAYC",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "PAYC",
    "hitRates": {
      "1": 0.5789473684210527,
      "5": 0.5892857142857143,
      "10": 0.625
    },
    "hitRate1D": 0.5789473684210527,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.3469042438974778,
    "eligibleDays": 344,
    "fitnessScore": 0.21081150635211368,
    "lookbackDays": 45,
    "returnLift1D": 0.0020412487903016985,
    "hitRateLift1D": 0.07894736842105265,
    "portfolioSize": 2,
    "activationRate": 0.16569767441860464,
    "activationCount": 57,
    "baselineHitRates": {
      "1": 0.5,
      "5": 0.4470588235294118,
      "10": 0.4
    },
    "sampleConfidence": 0.9976608187134504,
    "shadowSharpeLike": 0.26747996090066384,
    "avgForwardReturns": {
      "1": 0.001085525790899547,
      "5": 0.012363623295697315,
      "10": 0.01935558558858815
    },
    "shadowMaxDrawdown": -0.16462261387631105,
    "shadowTotalReturn": 0.04121301931562171,
    "avgForwardReturn1D": 0.001085525790899547,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-11",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-03-27"
    ],
    "horizonObservationCounts": {
      "1": 57,
      "5": 56,
      "10": 56
    },
    "baselineAvgForwardReturns": {
      "1": -0.0009557229994021514,
      "5": -0.0039251082765533,
      "10": -0.00862352630653627
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.3469042438974778,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.05619573935521748,
    "bestRawFitnessScore": 0.21081150635211368,
    "upperQuartileComboQuality": 0.17005147306443036
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.19459146593596766,
    "rawScore": 0.20743493555914644,
    "confidence": 0.8761686927174648,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        45
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.4520406748316508,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "PAYC",
      "hitRates": {
        "1": 0.5789473684210527,
        "5": 0.5892857142857143,
        "10": 0.625
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      "hitRate1D": 0.5789473684210527,
      "rankWeights": [
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      ],
      "comboQuality": 0.3469042438974778,
      "eligibleDays": 344,
      "fitnessScore": 0.21081150635211368,
      "lookbackDays": 45,
      "returnLift1D": 0.0020412487903016985,
      "hitRateLift1D": 0.07894736842105265,
      "portfolioSize": 2,
      "activationRate": 0.16569767441860464,
      "activationCount": 57,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.4470588235294118,
        "10": 0.4
      },
      "sampleConfidence": 0.9976608187134504,
      "shadowSharpeLike": 0.26747996090066384,
      "avgForwardReturns": {
        "1": 0.001085525790899547,
        "5": 0.012363623295697315,
        "10": 0.01935558558858815
      },
      "shadowMaxDrawdown": -0.16462261387631105,
      "shadowTotalReturn": 0.04121301931562171,
      "avgForwardReturn1D": 0.001085525790899547,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 57,
        "5": 56,
        "10": 56
      },
      "baselineAvgForwardReturns": {
        "1": -0.0009557229994021514,
        "5": -0.0039251082765533,
        "10": -0.00862352630653627
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    },
    {
      "topN": 2,
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      "hitRates": {
        "1": 0.5714285714285714,
        "5": 0.5416666666666666,
        "10": 0.6382978723404256
      },
      "hitRate1D": 0.5714285714285714,
      "rankWeights": [
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      ],
      "comboQuality": 0.34457667842853995,
      "eligibleDays": 326,
      "fitnessScore": 0.20854777154965365,
      "lookbackDays": 63,
      "returnLift1D": 0.002095803103029679,
      "hitRateLift1D": 0.06836108676599473,
      "portfolioSize": 2,
      "activationRate": 0.15030674846625766,
      "activationCount": 49,
      "baselineHitRates": {
        "1": 0.5030674846625767,
        "5": 0.4409937888198758,
        "10": 0.39747634069400634
      },
      "sampleConfidence": 0.9959183673469388,
      "shadowSharpeLike": 0.2811318534582277,
      "avgForwardReturns": {
        "1": 0.0011267460027524349,
        "5": 0.009134002668349543,
        "10": 0.020739536344999285
      },
      "shadowMaxDrawdown": -0.12539650401063662,
      "shadowTotalReturn": 0.03975151926000953,
      "avgForwardReturn1D": 0.0011267460027524349,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 49,
        "5": 48,
        "10": 47
      },
      "baselineAvgForwardReturns": {
        "1": -0.0009690571002772437,
        "5": -0.003897070920184022,
        "10": -0.008818529554212296
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    },
    {
      "topN": 4,
      "ticker": "PAYC",
      "hitRates": {
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        "5": 0.4563106796116505,
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      "hitRate1D": 0.5471698113207547,
      "rankWeights": [
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      "comboQuality": 0.31183273129295513,
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      "fitnessScore": 0.17585569887620328,
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      "sampleConfidence": 0.9937106918238995,
      "shadowSharpeLike": 0.11387206208402384,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.17293768129051124,
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      "avgForwardReturn1D": 0.0004155926470059847,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-17",
        "2025-03-18",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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        "5": -0.0039251082765533,
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    },
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      "comboQuality": 0.31183273129295513,
      "eligibleDays": 344,
      "fitnessScore": 0.17585569887620328,
      "lookbackDays": 45,
      "returnLift1D": 0.0013713156464081361,
      "hitRateLift1D": 0.047169811320754707,
      "portfolioSize": 5,
      "activationRate": 0.3081395348837209,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.5,
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        "10": 0.4
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      "sampleConfidence": 0.9937106918238995,
      "shadowSharpeLike": 0.11387206208402384,
      "avgForwardReturns": {
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        "10": 0.006746290135562431
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      "shadowMaxDrawdown": -0.17293768129051124,
      "shadowTotalReturn": 0.0014902712790192396,
      "avgForwardReturn1D": 0.0004155926470059847,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
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        "2025-03-25",
        "2025-03-26",
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      ],
      "horizonObservationCounts": {
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        "5": 103,
        "10": 99
      },
      "baselineAvgForwardReturns": {
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        "5": -0.0039251082765533,
        "10": -0.00862352630653627
      }
    },
    {
      "topN": 3,
      "ticker": "PAYC",
      "hitRates": {
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        "5": 0.43478260869565216,
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      "hitRate1D": 0.5368421052631579,
      "rankWeights": [
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      ],
      "comboQuality": 0.20645502685019174,
      "eligibleDays": 344,
      "fitnessScore": 0.05378592486142422,
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      "fitnessScore": -0.5335638453574243,
      "lookbackDays": 21,
      "returnLift1D": -0.003923390001641804,
      "hitRateLift1D": -0.005434782608695676,
      "portfolioSize": 2,
      "activationRate": 0.20652173913043478,
      "activationCount": 76,
      "baselineHitRates": {
        "1": 0.5054347826086957,
        "5": 0.4532967032967033,
        "10": 0.4178272980501393
      },
      "sampleConfidence": 0.9894736842105264,
      "shadowSharpeLike": -1.5694669451331136,
      "avgForwardReturns": {
        "1": -0.004645063737433939,
        "5": -0.008091027092209995,
        "10": -0.001150929332827148
      },
      "shadowMaxDrawdown": -0.3534924555154866,
      "shadowTotalReturn": -0.3223295476872309,
      "avgForwardReturn1D": -0.004645063737433939,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-10",
        "2025-03-11"
      ],
      "horizonObservationCounts": {
        "1": 76,
        "5": 72,
        "10": 68
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007216737357921353,
        "5": -0.0033496328151319857,
        "10": -0.007030936861035358
      }
    },
    {
      "topN": 2,
      "ticker": "PAYC",
      "hitRates": {
        "1": 0.41025641025641024,
        "5": 0.38666666666666666,
        "10": 0.34285714285714286
      },
      "hitRate1D": 0.41025641025641024,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.008938928070681378,
      "eligibleDays": 375,
      "fitnessScore": -0.6858393055145081,
      "lookbackDays": 14,
      "returnLift1D": -0.0040785212470500105,
      "hitRateLift1D": -0.09641025641025647,
      "portfolioSize": 2,
      "activationRate": 0.208,
      "activationCount": 78,
      "baselineHitRates": {
        "1": 0.5066666666666667,
        "5": 0.4501347708894879,
        "10": 0.4180327868852459
      },
      "sampleConfidence": 0.9905982905982906,
      "shadowSharpeLike": -1.762987108983364,
      "avgForwardReturns": {
        "1": -0.004783817747242325,
        "5": -0.016963316996747788,
        "10": -0.019768827531331117
      },
      "shadowMaxDrawdown": -0.3565691877392647,
      "shadowTotalReturn": -0.33793109673992205,
      "avgForwardReturn1D": -0.004783817747242325,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-20",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06"
      ],
      "horizonObservationCounts": {
        "1": 78,
        "5": 75,
        "10": 70
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007052965001923145,
        "5": -0.0035986864816625577,
        "10": -0.0071198612482207945
      }
    },
    {
      "topN": 4,
      "ticker": "PAYC",
      "hitRates": {
        "1": 0.416,
        "5": 0.4344262295081967,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.416,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.005233501347780018,
      "eligibleDays": 375,
      "fitnessScore": -0.8044340515520199,
      "lookbackDays": 14,
      "returnLift1D": -0.0038472561187474674,
      "hitRateLift1D": -0.09066666666666673,
      "portfolioSize": 4,
      "activationRate": 0.3333333333333333,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.5066666666666667,
        "5": 0.4501347708894879,
        "10": 0.4180327868852459
      },
      "sampleConfidence": 0.9941333333333334,
      "shadowSharpeLike": -1.980293877522454,
      "avgForwardReturns": {
        "1": -0.004552552618939782,
        "5": -0.00793077435595387,
        "10": -0.008187960550033957
      },
      "shadowMaxDrawdown": -0.46995952741201874,
      "shadowTotalReturn": -0.46716446116002597,
      "avgForwardReturn1D": -0.004552552618939782,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 125,
        "5": 122,
        "10": 117
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007052965001923145,
        "5": -0.0035986864816625577,
        "10": -0.0071198612482207945
      }
    },
    {
      "topN": 5,
      "ticker": "PAYC",
      "hitRates": {
        "1": 0.416,
        "5": 0.4344262295081967,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.416,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.005233501347780018,
      "eligibleDays": 375,
      "fitnessScore": -0.8044340515520199,
      "lookbackDays": 14,
      "returnLift1D": -0.0038472561187474674,
      "hitRateLift1D": -0.09066666666666673,
      "portfolioSize": 5,
      "activationRate": 0.3333333333333333,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.5066666666666667,
        "5": 0.4501347708894879,
        "10": 0.4180327868852459
      },
      "sampleConfidence": 0.9941333333333334,
      "shadowSharpeLike": -1.980293877522454,
      "avgForwardReturns": {
        "1": -0.004552552618939782,
        "5": -0.00793077435595387,
        "10": -0.008187960550033957
      },
      "shadowMaxDrawdown": -0.46995952741201874,
      "shadowTotalReturn": -0.46716446116002597,
      "avgForwardReturn1D": -0.004552552618939782,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 125,
        "5": 122,
        "10": 117
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007052965001923145,
        "5": -0.0035986864816625577,
        "10": -0.0071198612482207945
      }
    },
    {
      "topN": 3,
      "ticker": "PAYC",
      "hitRates": {
        "1": 0.39814814814814814,
        "5": 0.4095238095238095,
        "10": 0.41
      },
      "hitRate1D": 0.39814814814814814,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.0035219231228656206,
      "eligibleDays": 375,
      "fitnessScore": -0.891948390571824,
      "lookbackDays": 14,
      "returnLift1D": -0.004768703837549356,
      "hitRateLift1D": -0.10851851851851857,
      "portfolioSize": 3,
      "activationRate": 0.288,
      "activationCount": 108,
      "baselineHitRates": {
        "1": 0.5066666666666667,
        "5": 0.4501347708894879,
        "10": 0.4180327868852459
      },
      "sampleConfidence": 0.9932098765432099,
      "shadowSharpeLike": -2.1697495100048396,
      "avgForwardReturns": {
        "1": -0.005474000337741671,
        "5": -0.011362449759812425,
        "10": -0.01364417506893822
      },
      "shadowMaxDrawdown": -0.47934458134914104,
      "shadowTotalReturn": -0.47659900536985245,
      "avgForwardReturn1D": -0.005474000337741671,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-02-20",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05"
      ],
      "horizonObservationCounts": {
        "1": 108,
        "5": 105,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007052965001923145,
        "5": -0.0035986864816625577,
        "10": -0.0071198612482207945
      }
    }
  ],
  "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": 0.008938928070681378,
      "fitnessScore": -0.6858393055145081,
      "lookbackDays": 14,
      "returnLift1D": -0.0040785212470500105,
      "activationRate": 0.208,
      "activationCount": 78,
      "sampleConfidence": 0.9905982905982906,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.33793109673992205,
      "avgForwardReturn1D": -0.004783817747242325
    },
    {
      "comboQuality": 0.06946802214551222,
      "fitnessScore": -0.22087577978925924,
      "lookbackDays": 21,
      "returnLift1D": -0.0007687823020224168,
      "activationRate": 0.3532608695652174,
      "activationCount": 130,
      "sampleConfidence": 0.9938461538461539,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.22301374405976937,
      "avgForwardReturn1D": -0.001490456037814552
    },
    {
      "comboQuality": 0.042923456564922746,
      "fitnessScore": -0.33298228269966834,
      "lookbackDays": 30,
      "returnLift1D": -0.0022392402680840168,
      "activationRate": 0.16991643454038996,
      "activationCount": 61,
      "sampleConfidence": 0.9934426229508198,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.19428744048553848,
      "avgForwardReturn1D": -0.003035874807596245
    },
    {
      "comboQuality": 0.3469042438974778,
      "fitnessScore": 0.21081150635211368,
      "lookbackDays": 45,
      "returnLift1D": 0.0020412487903016985,
      "activationRate": 0.16569767441860464,
      "activationCount": 57,
      "sampleConfidence": 0.9976608187134504,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.04121301931562171,
      "avgForwardReturn1D": 0.001085525790899547
    },
    {
      "comboQuality": 0.34457667842853995,
      "fitnessScore": 0.20854777154965365,
      "lookbackDays": 63,
      "returnLift1D": 0.002095803103029679,
      "activationRate": 0.15030674846625766,
      "activationCount": 49,
      "sampleConfidence": 0.9959183673469388,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.03975151926000953,
      "avgForwardReturn1D": 0.0011267460027524349
    }
  ],
  "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": "0e32d45e409e09e06157456c87db2fc526c67089f5533165e11252e5549b495b",
    "size": 13,
    "members": [
      "PAYC",
      "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
0.409
Liquidity
0.726
Momentum
0.536
Relative strength
0.389
Trend quality
0.383
Stability
0.435
Aggression
0.435
Downside risk
0.410
Drawdown state
0.294
Quality momentum
0.436
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.915
Benchmark Independence 3m Score
0.922
Beta 1y Profile Score
0.105
Beta 3m Profile Score
0
Beta Change Score
0.233
Correlation Change Score
0.419
Current Drawdown Score
0
Days Since 52w High Score
0.952
Distance From 52w High Score
0.366
Distance From Sma 20 Score
0.593
Distance From Sma 200 Score
0.393
Distance From Sma 50 Score
0.561
Downside Volatility 1m Score
0.516
Downside Volatility 1y Score
0.477
Downside Volatility 2y Score
0.439
Downside Volatility 3m Score
0.442
Downside Volatility 5y Score
0.580
Downside Volatility 6m Score
0.515
Drawdown Recovery Score
0.718
Excess Return 1m Score
0.491
Excess Return 1y Score
0
Excess Return 3m Score
0.669
Excess Return 6m Score
0.152
Expected Shortfall 95 1y Score
0.448
Log Avg Dollar Volume 20d Score
0.726
Log Market Cap Score
0.409
Drawdown Score 1m
0.618
Drawdown Score 1y
0.198
Drawdown Score 2y
0.288
Drawdown Score 3m
0.581
Drawdown Score 5y
0.210
Drawdown Score 6m
0.485
Momentum Acceleration 1m Vs 3m Score
0.334
Momentum Acceleration 3m Vs 6m Score
0.798
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.691
Relative Strength Slope 3m Score
0.509
Relative Volume 20d Score
0.319
Return 1m Score
0.536
Return 1w Score
0.497
Return 1y Score
0.250
Return 2y Score
0.285
Return 3m Score
0.768
Return 5y Score
0.029
Return 6m Score
0.410
Return Skewness 1y Score
0.486
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.557
Sharpe 1y Score
0.176
Sharpe 2y Score
0.438
Sharpe 3m Score
0.787
Sharpe 5y Score
0.361
Sharpe 6m Score
0.342
Sortino 1m Score
0.476
Sortino 1y Score
0.242
Sortino 2y Score
0.400
Sortino 3m Score
0.663
Sortino 5y Score
0.352
Sortino 6m Score
0.338
Trend R2 1m Score
0.139
Trend R2 1w Score
0.038
Trend R2 1y Score
0.818
Trend R2 2y Score
0.229
Trend R2 3m Score
0.202
Trend R2 5y Score
0.736
Trend R2 6m Score
0.010
Trend Slope 1m Score
0.674
Trend Slope 1w Score
0.412
Trend Slope 1y Score
0.322
Trend Slope 2y Score
0.453
Trend Slope 3m Score
0.584
Trend Slope 5y Score
0.446
Trend Slope 6m Score
0.487
Volatility 1m Score
0.531
Volatility 1w Score
0.431
Volatility 1y Score
0.451
Volatility 2y Score
0.467
Volatility 3m Score
0.538
Volatility 5y Score
0.528
Volatility 6m Score
0.529
Worst Day 1y Score
0.464
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
150,762,097.486
Best Day 1y
0.096
Beta To Benchmark 1y
0.263
Beta 3m
-0.270
Beta Change
-0.533
Beta To Sector 1y
0.021
Correlation To Benchmark 1y
0.085
Correlation 3m
-0.078
Correlation Change
-0.163
Correlation To Sector 1y
0.013
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.915
Benchmark Independence 3m Score
0.922
Beta 1y Profile Score
0.105
Beta 3m Profile Score
0
Beta Change Score
0.233
Correlation Change Score
0.419
Current Drawdown Score
0
Distance From Sma 20 Score
0.593
Distance From Sma 200 Score
0.393
Current Drawdown
-0.742
Days Since 52w High
240
Distance From 52w High
-0.412
Distance From Sma 20
0.056
Distance From Sma 200
-0.064
Distance From Sma 50
0.037
Downside Capture 1y
1.185
Downside Volatility 1m
0.437
Downside Volatility 1w
-
Downside Volatility 1y
0.408
Downside Volatility 2y
0.379
Downside Volatility 3m
0.381
Downside Volatility 5y
0.485
Downside Volatility 6m
0.436
Drawdown Recovery
0.437
Excess Return 1m
-0.005
Excess Return 1y
-0.623
Excess Return 3m
0.101
Excess Return 6m
-0.209
Expected Shortfall 95 1y
-0.055
Market Cap
6,809,887,805.195
Max Drawdown 1m
-0.095
Max Drawdown 1w
-0.037
Max Drawdown 1y
-0.521
Max Drawdown 2y
-0.570
Max Drawdown 3m
-0.168
Max Drawdown 5y
-0.790
Max Drawdown 6m
-0.283
Momentum Acceleration 1m Vs 3m
-0.050
Momentum Acceleration 3m Vs 6m
0.090
Moving Average Alignment
0
Relative Strength Acceleration
0.003
Relative Strength Slope 3m
0.000
Relative Volume 20d
1.161
Return 1m
0.022
Return 1w
-0.001
Return 1y
-0.400
Return 2y
-0.004
Return 3m
0.214
Return 5y
-0.618
Return 6m
-0.108
Return Skewness 1y
-0.082
Sector Excess Return 1y
-0.849
Sharpe 1m
0.785
Sharpe 1y
-1.120
Sharpe 2y
0.191
Sharpe 3m
1.936
Sharpe 5y
-0.196
Sharpe 6m
-0.292
Sortino 1m
0.804
Sortino 1y
-1.067
Sortino 2y
0.202
Sortino 3m
2.303
Sortino 5y
-0.181
Sortino 6m
-0.299
Trend R2 1m
0.139
Trend R2 1w
0.038
Trend R2 1y
0.818
Trend R2 2y
0.229
Trend R2 3m
0.202
Trend R2 5y
0.736
Trend R2 6m
0.010
Trend 1m
0.003
Trend 1w
-0.001
Trend 1y
-0.003
Trend 2y
-0.001
Trend 3m
0.001
Trend 5y
-0.001
Trend 6m
-0.000
Upside Capture 1y
0.414
Value At Risk 95 1y
-0.042
Volatility 1m
0.448
Volatility 1w
0.373
Volatility 1y
0.389
Volatility 2y
0.400
Volatility 3m
0.453
Volatility 5y
0.446
Volatility 6m
0.447
Worst Day 1y
-0.107
Distance From Sma 50 Score
0.561
Downside Volatility 1y Score
0.477
Downside Volatility 3m Score
0.442
Drawdown Recovery Score
0.718
Excess Return 1m Score
0.491
Excess Return 1y Score
0
Excess Return 3m Score
0.669
Excess Return 6m Score
0.152
Expected Shortfall 95 1y Score
0.448
Log Avg Dollar Volume 20d Score
0.726
Log Market Cap Score
0.409
Drawdown Score 1y
0.198
Drawdown Score 5y
0.210
Momentum Acceleration 1m Vs 3m Score
0.334
Momentum Acceleration 3m Vs 6m Score
0.798
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.691
Relative Volume 20d Score
0.319
Return 1m Score
0.536
Return 1y Score
0.250
Return 3m Score
0.768
Return 6m Score
0.410
Return Skewness 1y Score
0.486
Sortino 1y Score
0.242
Sortino 3m Score
0.663
Trend R2 1y Score
0.818
Trend R2 3m Score
0.202
Trend Slope 1y Score
0.322
Trend Slope 3m Score
0.584
Volatility 1y Score
0.451
Volatility 3m Score
0.538