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Vectors

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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

PBR

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

Research Detail

PBR

PBR

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
-0.087
Correlation To Benchmark 1y
-0.035
Inverse To Benchmark 1y
0.965
Drawdown Score 1m
0.756
Drawdown Score 3m
0.329
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
0.512
Drawdown Score 1y
0.587
Drawdown Score 2y
0.664
Drawdown Score 5y
0.643
Return 1w
0.088
Return 1m
0.116
Return 3m
-0.091
Return 6m
0.426
Return 1y
0.603
Return 2y
0.530
Return 5y
4.641
Sharpe 1m
4.706
Sharpe 3m
-1.106
Sharpe 6m
2.168
Sharpe 1y
1.638
Sharpe 2y
0.832
Sharpe 5y
1.108
Trend 1w
0.017
Trend 1m
0.007
Trend 3m
-0.004
Trend 6m
0.001
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.135
Volatility 1m
0.288
Volatility 3m
0.303
Volatility 6m
0.357
Volatility 1y
0.319
Volatility 2y
0.315
Volatility 5y
0.377
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
PBR
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:55 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
0.077
Aptet Fit Raw Score
0.119
Aptet Fit Confidence
0.302
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.679
Force Fit Raw Score
0.703
Force Fit Confidence
0.931
Force Fit Label
good
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",
      "PBR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "PBR",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "PBR",
    "hitRates": {
      "1": 0.5,
      "5": 1,
      "10": 0
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.1963579777496928,
    "eligibleDays": 339,
    "fitnessScore": 0.039972807003367895,
    "lookbackDays": 21,
    "returnLift1D": 0.00026979277946826644,
    "hitRateLift1D": -0.1785714285714286,
    "activationRate": 0.0058997050147492625,
    "activationCount": 2,
    "baselineHitRates": {
      "1": 0.6785714285714286,
      "5": 0.75,
      "10": 0.7368421052631579
    },
    "sampleConfidence": 0.5239252713092609,
    "shadowSharpeLike": 0.4931548119703164,
    "avgForwardReturns": {
      "1": 0.004078985838123106,
      "5": 0.005026397924979831,
      "10": 0
    },
    "shadowMaxDrawdown": -0.0041093886129,
    "shadowTotalReturn": 0.006119127259536228,
    "avgForwardReturn1D": 0.004078985838123106,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-16",
      "2026-04-22"
    ],
    "horizonObservationCounts": {
      "1": 2,
      "5": 1,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.0038091930586548394,
      "5": 0.01805683841447935,
      "10": 0.02852145290969382
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.1963579777496928,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08257451407021131,
    "bestRawFitnessScore": 0.039972807003367895,
    "upperQuartileComboQuality": 0.08257451407021131
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.07744972908284191,
    "rawScore": 0.11898369825301999,
    "confidence": 0.30185445939231625,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.17928283722464353,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "PBR",
      "hitRates": {
        "1": 0.5,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.1963579777496928,
      "eligibleDays": 339,
      "fitnessScore": 0.039972807003367895,
      "lookbackDays": 21,
      "returnLift1D": 0.00026979277946826644,
      "hitRateLift1D": -0.1785714285714286,
      "activationRate": 0.0058997050147492625,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.6785714285714286,
        "5": 0.75,
        "10": 0.7368421052631579
      },
      "sampleConfidence": 0.5239252713092609,
      "shadowSharpeLike": 0.4931548119703164,
      "avgForwardReturns": {
        "1": 0.004078985838123106,
        "5": 0.005026397924979831,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0041093886129,
      "shadowTotalReturn": 0.006119127259536228,
      "avgForwardReturn1D": 0.004078985838123106,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-16",
        "2026-04-22"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 1,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0038091930586548394,
        "5": 0.01805683841447935,
        "10": 0.02852145290969382
      }
    },
    {
      "topN": 3,
      "ticker": "PBR",
      "hitRates": {
        "1": 0.6,
        "5": 0.6,
        "10": 0.6
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.11633284774693738,
      "eligibleDays": 352,
      "fitnessScore": -0.09607750169473439,
      "lookbackDays": 14,
      "returnLift1D": -0.011794423196026131,
      "hitRateLift1D": -0.07857142857142863,
      "activationRate": 0.017045454545454544,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.6785714285714286,
        "5": 0.75,
        "10": 0.7368421052631579
      },
      "sampleConfidence": 0.7179140732945082,
      "shadowSharpeLike": -0.381289699635877,
      "avgForwardReturns": {
        "1": -0.00798523013737129,
        "5": -0.0013460030145109104,
        "10": -0.001647360137074516
      },
      "shadowMaxDrawdown": -0.08345395938825817,
      "shadowTotalReturn": -0.04652515633275234,
      "avgForwardReturn1D": -0.00798523013737129,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-07",
        "2026-04-08",
        "2026-04-10",
        "2026-04-13",
        "2026-04-14",
        "2026-04-28"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 5,
        "10": 5
      },
      "baselineAvgForwardReturns": {
        "1": 0.0038091930586548394,
        "5": 0.01805683841447935,
        "10": 0.02852145290969382
      }
    },
    {
      "topN": 2,
      "ticker": "PBR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08257451407021131,
      "eligibleDays": 339,
      "fitnessScore": -0.17973146068347562,
      "lookbackDays": 21,
      "returnLift1D": -0.0038091930586548394,
      "hitRateLift1D": -0.6785714285714286,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6785714285714286,
        "5": 0.75,
        "10": 0.7368421052631579
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0038091930586548394,
        "5": 0.01805683841447935,
        "10": 0.02852145290969382
      }
    },
    {
      "topN": 2,
      "ticker": "PBR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08257451407021131,
      "eligibleDays": 330,
      "fitnessScore": -0.17973146068347562,
      "lookbackDays": 30,
      "returnLift1D": -0.0038091930586548394,
      "hitRateLift1D": -0.6785714285714286,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6785714285714286,
        "5": 0.75,
        "10": 0.7368421052631579
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0038091930586548394,
        "5": 0.01805683841447935,
        "10": 0.02852145290969382
      }
    },
    {
      "topN": 3,
      "ticker": "PBR",
      "hitRates": {
        "1": 0,
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08257451407021131,
      "eligibleDays": 330,
      "fitnessScore": -0.17973146068347562,
      "lookbackDays": 30,
      "returnLift1D": -0.0038091930586548394,
      "hitRateLift1D": -0.6785714285714286,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0038091930586548394,
        "5": 0.01805683841447935,
        "10": 0.02852145290969382
      }
    },
    {
      "topN": 4,
      "ticker": "PBR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08257451407021131,
      "eligibleDays": 330,
      "fitnessScore": -0.17973146068347562,
      "lookbackDays": 30,
      "returnLift1D": -0.0038091930586548394,
      "hitRateLift1D": -0.6785714285714286,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0038091930586548394,
        "5": 0.01805683841447935,
        "10": 0.02852145290969382
      }
    },
    {
      "topN": 5,
      "ticker": "PBR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08257451407021131,
      "eligibleDays": 330,
      "fitnessScore": -0.17973146068347562,
      "lookbackDays": 30,
      "returnLift1D": -0.0038091930586548394,
      "hitRateLift1D": -0.6785714285714286,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6785714285714286,
        "5": 0.75,
        "10": 0.7368421052631579
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0038091930586548394,
        "5": 0.01805683841447935,
        "10": 0.02852145290969382
      }
    },
    {
      "topN": 2,
      "ticker": "PBR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08257451407021131,
      "eligibleDays": 315,
      "fitnessScore": -0.17973146068347562,
      "lookbackDays": 45,
      "returnLift1D": -0.0038091930586548394,
      "hitRateLift1D": -0.6785714285714286,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6785714285714286,
        "5": 0.75,
        "10": 0.7368421052631579
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
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      "fitnessScore": -0.09607750169473439,
      "lookbackDays": 14,
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      "activationRate": 0.017045454545454544,
      "activationCount": 6,
      "sampleConfidence": 0.7179140732945082,
      "shadowTotalReturn": -0.04652515633275234,
      "avgForwardReturn1D": -0.00798523013737129
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.1963579777496928,
      "fitnessScore": 0.039972807003367895,
      "lookbackDays": 21,
      "returnLift1D": 0.00026979277946826644,
      "activationRate": 0.0058997050147492625,
      "activationCount": 2,
      "sampleConfidence": 0.5239252713092609,
      "shadowTotalReturn": 0.006119127259536228,
      "avgForwardReturn1D": 0.004078985838123106
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08257451407021131,
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      "lookbackDays": 30,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    {
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      "lookbackDays": 45,
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      "shadowTotalReturn": 0,
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    {
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  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "99ea3c99cff04e3d3650bdb9bf00ffb809063f0ac3acec71c9c547c70872e672",
    "size": 13,
    "members": [
      "PBR",
      "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",
      "PBR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
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    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
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      "lookbackDays": 21,
      "returnLift1D": 0.0010241237171947774,
      "activationRate": 0.3342391304347826,
      "activationCount": 123,
      "sampleConfidence": 0.9956639566395664,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.26269229878054445,
      "avgForwardReturn1D": 0.0022593496882963872
    },
    {
      "comboQuality": 0.8031636486695031,
      "fitnessScore": 0.6593608782388287,
      "lookbackDays": 30,
      "returnLift1D": 0.0009329756266916376,
      "activationRate": 0.4428969359331476,
      "activationCount": 159,
      "sampleConfidence": 0.9974842767295597,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.3490326066240592,
      "avgForwardReturn1D": 0.002175426533290615
    },
    {
      "comboQuality": 0.7054024081916493,
      "fitnessScore": 0.5420947824805276,
      "lookbackDays": 45,
      "returnLift1D": 0.0014463861588566715,
      "activationRate": 0.22965116279069767,
      "activationCount": 79,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.23775746041732626,
      "avgForwardReturn1D": 0.0030654313713376485
    },
    {
      "comboQuality": 0.4603701549675978,
      "fitnessScore": 0.3150524320166504,
      "lookbackDays": 63,
      "returnLift1D": 0.00042189878194912695,
      "activationRate": 0.25766871165644173,
      "activationCount": 84,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.12597609378222652,
      "avgForwardReturn1D": 0.0018392294047424622
    }
  ],
  "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": "99ea3c99cff04e3d3650bdb9bf00ffb809063f0ac3acec71c9c547c70872e672",
    "size": 13,
    "members": [
      "PBR",
      "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
0.689
Liquidity
0.801
Momentum
0.621
Relative strength
0.673
Trend quality
0.493
Stability
0.644
Aggression
0.413
Downside risk
0.589
Drawdown state
0.846
Quality momentum
0.596
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.965
Benchmark Independence 3m Score
0.784
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.293
Correlation Change Score
0.409
Current Drawdown Score
0.799
Days Since 52w High Score
0.226
Distance From 52w High Score
0.799
Distance From Sma 20 Score
0.666
Distance From Sma 200 Score
0.825
Distance From Sma 50 Score
0.592
Downside Volatility 1m Score
0.281
Downside Volatility 1y Score
0.354
Downside Volatility 2y Score
0.358
Downside Volatility 3m Score
0.377
Downside Volatility 5y Score
0.436
Downside Volatility 6m Score
0.404
Drawdown Recovery Score
1
Excess Return 1m Score
0.682
Excess Return 1y Score
1
Excess Return 3m Score
0.281
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.547
Log Avg Dollar Volume 20d Score
0.801
Log Market Cap Score
0.689
Drawdown Score 1m
0.756
Drawdown Score 1y
0.587
Drawdown Score 2y
0.664
Drawdown Score 3m
0.329
Drawdown Score 5y
0.643
Drawdown Score 6m
0.512
Momentum Acceleration 1m Vs 3m Score
0.986
Momentum Acceleration 3m Vs 6m Score
0.163
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.904
Relative Strength Slope 3m Score
0.215
Relative Volume 20d Score
0.230
Return 1m Score
0.693
Return 1w Score
0.792
Return 1y Score
0.877
Return 2y Score
0.437
Return 3m Score
0.387
Return 5y Score
0.434
Return 6m Score
0.855
Return Skewness 1y Score
0.469
Sector Excess Return 1y Score
0.784
Sharpe 1m Score
1
Sharpe 1y Score
0.728
Sharpe 2y Score
0.566
Sharpe 3m Score
0.179
Sharpe 5y Score
0.622
Sharpe 6m Score
0.834
Sortino 1m Score
1
Sortino 1y Score
0.582
Sortino 2y Score
0.478
Sortino 3m Score
0.249
Sortino 5y Score
0.513
Sortino 6m Score
0.649
Trend R2 1m Score
0.773
Trend R2 1w Score
0.973
Trend R2 1y Score
0.693
Trend R2 2y Score
0.463
Trend R2 3m Score
0.649
Trend R2 5y Score
0.843
Trend R2 6m Score
0.128
Trend Slope 1m Score
0.959
Trend Slope 1w Score
1
Trend Slope 1y Score
0.655
Trend Slope 2y Score
0.555
Trend Slope 3m Score
0.255
Trend Slope 5y Score
0.574
Trend Slope 6m Score
0.574
Volatility 1m Score
0.318
Volatility 1w Score
0.114
Volatility 1y Score
0.359
Volatility 2y Score
0.354
Volatility 3m Score
0.337
Volatility 5y Score
0.436
Volatility 6m Score
0.409
Worst Day 1y Score
0.633
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
253,752,807.339
Best Day 1y
0.059
Beta To Benchmark 1y
-0.087
Beta 3m
-0.501
Beta Change
-0.414
Beta To Sector 1y
0.897
Correlation To Benchmark 1y
-0.035
Correlation 3m
-0.216
Correlation Change
-0.182
Correlation To Sector 1y
0.588
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.965
Benchmark Independence 3m Score
0.784
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.293
Correlation Change Score
0.409
Current Drawdown Score
0.799
Distance From Sma 20 Score
0.666
Distance From Sma 200 Score
0.825
Current Drawdown
-0.131
Days Since 52w High
57
Distance From 52w High
-0.131
Distance From Sma 20
0.100
Distance From Sma 200
0.195
Distance From Sma 50
0.055
Downside Capture 1y
2.762
Downside Volatility 1m
0.261
Downside Volatility 1w
-
Downside Volatility 1y
0.316
Downside Volatility 2y
0.318
Downside Volatility 3m
0.333
Downside Volatility 5y
0.377
Downside Volatility 6m
0.353
Drawdown Recovery
1
Excess Return 1m
0.109
Excess Return 1y
0.416
Excess Return 3m
-0.131
Excess Return 6m
0.343
Expected Shortfall 95 1y
-0.045
Market Cap
120,960,756,971.37
Max Drawdown 1m
-0.061
Max Drawdown 1w
0
Max Drawdown 1y
-0.269
Max Drawdown 2y
-0.269
Max Drawdown 3m
-0.269
Max Drawdown 5y
-0.357
Max Drawdown 6m
-0.269
Momentum Acceleration 1m Vs 3m
0.146
Momentum Acceleration 3m Vs 6m
-0.101
Moving Average Alignment
0
Relative Strength Acceleration
0.006
Relative Strength Slope 3m
-0.005
Relative Volume 20d
0.922
Return 1m
0.116
Return 1w
0.088
Return 1y
0.603
Return 2y
0.530
Return 3m
-0.091
Return 5y
4.641
Return 6m
0.426
Return Skewness 1y
-0.189
Sector Excess Return 1y
0.170
Sharpe 1m
4.706
Sharpe 1y
1.638
Sharpe 2y
0.832
Sharpe 3m
-1.106
Sharpe 5y
1.108
Sharpe 6m
2.168
Sortino 1m
5.206
Sortino 1y
1.657
Sortino 2y
0.824
Sortino 3m
-1.006
Sortino 5y
1.108
Sortino 6m
2.189
Trend R2 1m
0.773
Trend R2 1w
0.973
Trend R2 1y
0.693
Trend R2 2y
0.463
Trend R2 3m
0.649
Trend R2 5y
0.843
Trend R2 6m
0.128
Trend 1m
0.007
Trend 1w
0.017
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
-0.004
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
0.489
Value At Risk 95 1y
-0.032
Volatility 1m
0.288
Volatility 1w
0.135
Volatility 1y
0.319
Volatility 2y
0.315
Volatility 3m
0.303
Volatility 5y
0.377
Volatility 6m
0.357
Worst Day 1y
-0.073
Distance From Sma 50 Score
0.592
Downside Volatility 1y Score
0.354
Downside Volatility 3m Score
0.377
Drawdown Recovery Score
1
Excess Return 1m Score
0.682
Excess Return 1y Score
1
Excess Return 3m Score
0.281
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.547
Log Avg Dollar Volume 20d Score
0.801
Log Market Cap Score
0.689
Drawdown Score 1y
0.587
Drawdown Score 5y
0.643
Momentum Acceleration 1m Vs 3m Score
0.986
Momentum Acceleration 3m Vs 6m Score
0.163
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.904
Relative Volume 20d Score
0.230
Return 1m Score
0.693
Return 1y Score
0.877
Return 3m Score
0.387
Return 6m Score
0.855
Return Skewness 1y Score
0.469
Sortino 1y Score
0.582
Sortino 3m Score
0.249
Trend R2 1y Score
0.693
Trend R2 3m Score
0.649
Trend Slope 1y Score
0.655
Trend Slope 3m Score
0.255
Volatility 1y Score
0.359
Volatility 3m Score
0.337