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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

USB

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

Research Detail

USB

USB

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
0.764
Correlation To Benchmark 1y
0.432
Inverse To Benchmark 1y
0.568
Drawdown Score 1m
0.880
Drawdown Score 3m
0.827
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
0.705
Drawdown Score 1y
0.751
Drawdown Score 2y
0.617
Drawdown Score 5y
0.479
Return 1w
-0.011
Return 1m
0.064
Return 3m
0.128
Return 6m
0.163
Return 1y
0.427
Return 2y
0.550
Return 5y
0.339
Sharpe 1m
3.580
Sharpe 3m
2.179
Sharpe 6m
1.363
Sharpe 1y
1.694
Sharpe 2y
0.971
Sharpe 5y
0.346
Trend 1w
0.001
Trend 1m
0.003
Trend 3m
0.003
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.210
Volatility 1m
0.213
Volatility 3m
0.235
Volatility 6m
0.244
Volatility 1y
0.225
Volatility 2y
0.261
Volatility 5y
0.297
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
USB
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:09 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.124
Aptet Fit Raw Score
0.206
Aptet Fit Confidence
0.205
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.719
Force Fit Raw Score
0.744
Force Fit Confidence
0.933
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:09 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "USB"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "USB",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "USB",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08325659591169901,
    "eligibleDays": 352,
    "fitnessScore": -0.17775805635234648,
    "lookbackDays": 14,
    "returnLift1D": -0.0028523909587134287,
    "hitRateLift1D": -0.5384615384615384,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.5384615384615384,
      "5": 0.7777777777777778,
      "10": 1
    },
    "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": 0.0028523909587134287,
      "5": 0.012647521094658744,
      "10": 0.030791762388283905
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08325659591169901,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08325659591169901,
    "bestRawFitnessScore": -0.17775805635234648,
    "upperQuartileComboQuality": 0.08325659591169901
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.12392383528971118,
    "rawScore": 0.20562292079446892,
    "confidence": 0.20535040365057028,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.6950882203255485,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "USB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08325659591169901,
      "eligibleDays": 352,
      "fitnessScore": -0.17775805635234648,
      "lookbackDays": 14,
      "returnLift1D": -0.0028523909587134287,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.7777777777777778,
        "10": 1
      },
      "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": 0.0028523909587134287,
        "5": 0.012647521094658744,
        "10": 0.030791762388283905
      }
    },
    {
      "topN": 2,
      "ticker": "USB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08325659591169901,
      "eligibleDays": 339,
      "fitnessScore": -0.17775805635234648,
      "lookbackDays": 21,
      "returnLift1D": -0.0028523909587134287,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.7777777777777778,
        "10": 1
      },
      "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": 0.0028523909587134287,
        "5": 0.012647521094658744,
        "10": 0.030791762388283905
      }
    },
    {
      "topN": 3,
      "ticker": "USB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08325659591169901,
      "eligibleDays": 339,
      "fitnessScore": -0.17775805635234648,
      "lookbackDays": 21,
      "returnLift1D": -0.0028523909587134287,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.7777777777777778,
        "10": 1
      },
      "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": 0.0028523909587134287,
        "5": 0.012647521094658744,
        "10": 0.030791762388283905
      }
    },
    {
      "topN": 4,
      "ticker": "USB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08325659591169901,
      "eligibleDays": 339,
      "fitnessScore": -0.17775805635234648,
      "lookbackDays": 21,
      "returnLift1D": -0.0028523909587134287,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.7777777777777778,
        "10": 1
      },
      "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": 0.0028523909587134287,
        "5": 0.012647521094658744,
        "10": 0.030791762388283905
      }
    },
    {
      "topN": 5,
      "ticker": "USB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08325659591169901,
      "eligibleDays": 339,
      "fitnessScore": -0.17775805635234648,
      "lookbackDays": 21,
      "returnLift1D": -0.0028523909587134287,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.7777777777777778,
        "10": 1
      },
      "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": 0.0028523909587134287,
        "5": 0.012647521094658744,
        "10": 0.030791762388283905
      }
    },
    {
      "topN": 2,
      "ticker": "USB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08325659591169901,
      "eligibleDays": 330,
      "fitnessScore": -0.17775805635234648,
      "lookbackDays": 30,
      "returnLift1D": -0.0028523909587134287,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.7777777777777778,
        "10": 1
      },
      "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": 0.0028523909587134287,
        "5": 0.012647521094658744,
        "10": 0.030791762388283905
      }
    },
    {
      "topN": 3,
      "ticker": "USB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08325659591169901,
      "eligibleDays": 330,
      "fitnessScore": -0.17775805635234648,
      "lookbackDays": 30,
      "returnLift1D": -0.0028523909587134287,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.7777777777777778,
        "10": 1
      },
      "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": 0.0028523909587134287,
        "5": 0.012647521094658744,
        "10": 0.030791762388283905
      }
    },
    {
      "topN": 4,
      "ticker": "USB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08325659591169901,
      "eligibleDays": 330,
      "fitnessScore": -0.17775805635234648,
      "lookbackDays": 30,
      "returnLift1D": -0.0028523909587134287,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.7777777777777778,
        "10": 1
      },
      "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": 0.0028523909587134287,
        "5": 0.012647521094658744,
        "10": 0.030791762388283905
      }
    },
    {
      "topN": 5,
      "ticker": "USB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08325659591169901,
      "eligibleDays": 330,
      "fitnessScore": -0.17775805635234648,
      "lookbackDays": 30,
      "returnLift1D": -0.0028523909587134287,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.7777777777777778,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
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    },
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    },
    {
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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    },
    {
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    },
    {
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      "hitRate1D": 0,
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    },
    {
      "topN": 4,
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      "hitRate1D": 0,
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    {
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      "horizonObservationCounts": {
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.08325659591169901,
      "fitnessScore": -0.17775805635234648,
      "lookbackDays": 14,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.17775805635234648,
      "lookbackDays": 21,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08325659591169901,
      "fitnessScore": -0.17775805635234648,
      "lookbackDays": 30,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.17775805635234648,
      "lookbackDays": 45,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "lookbackDays": 63,
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      "activationRate": 0,
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      "shadowTotalReturn": 0,
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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": "563592dc39fab478c89c58c5512847e49c61bb1a75122c495904ceae7fd99d72",
    "size": 13,
    "members": [
      "SMH",
      "USB",
      "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",
      "USB"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "USB",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "hitRates": {
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    "hitRate1D": 0.5806451612903226,
    "rankWeights": [
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    "comboQuality": 0.9539440580528283,
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    "fitnessScore": 1.016764613566062,
    "lookbackDays": 21,
    "returnLift1D": 0.001860846089937376,
    "hitRateLift1D": 0.039884291725105214,
    "portfolioSize": 4,
    "activationRate": 0.421195652173913,
    "activationCount": 155,
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    "sampleConfidence": 0.9944086021505377,
    "shadowSharpeLike": 2.160386868285576,
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    "shadowMaxDrawdown": -0.07817467680660661,
    "shadowTotalReturn": 0.5381295056814392,
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    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-05",
      "2025-05-06",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19"
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    "horizonObservationCounts": {
      "1": 155,
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    "baselineAvgForwardReturns": {
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9539440580528283,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.6766100810563334,
    "bestRawFitnessScore": 1.016764613566062,
    "upperQuartileComboQuality": 0.7473383402592948
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    },
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        "2025-06-11",
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        "2025-06-16",
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        "2025-07-02",
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        "2025-06-16",
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        "2025-09-05",
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  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
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  "lookbackSummary": [
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  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "backendAlgorithm": "alpha1",
  "universeIdentity": {
    "hash": "563592dc39fab478c89c58c5512847e49c61bb1a75122c495904ceae7fd99d72",
    "size": 13,
    "members": [
      "SMH",
      "USB",
      "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
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Return 1m
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Return 1w
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Return 1y
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Return 2w
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Return 2y
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Return 3m
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Return 5y
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Return 6m
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Sharpe 1m
-
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
0.670
Liquidity
0.915
Momentum
0.634
Relative strength
0.671
Trend quality
0.693
Stability
0.744
Aggression
0.388
Downside risk
0.646
Drawdown state
0.982
Quality momentum
0.660
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.568
Benchmark Independence 3m Score
0.864
Beta 1y Profile Score
0.305
Beta 3m Profile Score
0.098
Beta Change Score
0.240
Correlation Change Score
0.352
Current Drawdown Score
0.973
Days Since 52w High Score
0.004
Distance From 52w High Score
0.973
Distance From Sma 20 Score
0.527
Distance From Sma 200 Score
0.814
Distance From Sma 50 Score
0.650
Downside Volatility 1m Score
0.222
Downside Volatility 1y Score
0.230
Downside Volatility 2y Score
0.291
Downside Volatility 3m Score
0.260
Downside Volatility 5y Score
0.336
Downside Volatility 6m Score
0.272
Drawdown Recovery Score
1
Excess Return 1m Score
0.596
Excess Return 1y Score
0.900
Excess Return 3m Score
0.646
Excess Return 6m Score
0.634
Expected Shortfall 95 1y Score
0.693
Log Avg Dollar Volume 20d Score
0.915
Log Market Cap Score
0.670
Drawdown Score 1m
0.880
Drawdown Score 1y
0.751
Drawdown Score 2y
0.617
Drawdown Score 3m
0.827
Drawdown Score 5y
0.479
Drawdown Score 6m
0.705
Momentum Acceleration 1m Vs 3m Score
0.569
Momentum Acceleration 3m Vs 6m Score
0.552
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.658
Relative Strength Slope 3m Score
0.638
Relative Volume 20d Score
0.255
Return 1m Score
0.606
Return 1w Score
0.465
Return 1y Score
0.767
Return 2y Score
0.443
Return 3m Score
0.661
Return 5y Score
0.103
Return 6m Score
0.636
Return Skewness 1y Score
0.476
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.739
Sharpe 2y Score
0.594
Sharpe 3m Score
0.836
Sharpe 5y Score
0.469
Sharpe 6m Score
0.673
Sortino 1m Score
0.816
Sortino 1y Score
0.589
Sortino 2y Score
0.493
Sortino 3m Score
0.636
Sortino 5y Score
0.418
Sortino 6m Score
0.538
Trend R2 1m Score
0.809
Trend R2 1w Score
0.013
Trend R2 1y Score
0.781
Trend R2 2y Score
0.617
Trend R2 3m Score
0.713
Trend R2 5y Score
0.125
Trend R2 6m Score
0.278
Trend Slope 1m Score
0.697
Trend Slope 1w Score
0.532
Trend Slope 1y Score
0.579
Trend Slope 2y Score
0.544
Trend Slope 3m Score
0.678
Trend Slope 5y Score
0.511
Trend Slope 6m Score
0.558
Volatility 1m Score
0.218
Volatility 1w Score
0.213
Volatility 1y Score
0.233
Volatility 2y Score
0.281
Volatility 3m Score
0.246
Volatility 5y Score
0.329
Volatility 6m Score
0.258
Worst Day 1y Score
0.757
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
557,510,109.834
Best Day 1y
0.046
Beta To Benchmark 1y
0.764
Beta 3m
0.244
Beta Change
-0.520
Beta To Sector 1y
1.155
Correlation To Benchmark 1y
0.432
Correlation 3m
0.136
Correlation Change
-0.296
Correlation To Sector 1y
0.752
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.568
Benchmark Independence 3m Score
0.864
Beta 1y Profile Score
0.305
Beta 3m Profile Score
0.098
Beta Change Score
0.240
Correlation Change Score
0.352
Current Drawdown Score
0.973
Distance From Sma 20 Score
0.527
Distance From Sma 200 Score
0.814
Current Drawdown
-0.018
Days Since 52w High
1
Distance From 52w High
-0.018
Distance From Sma 20
0.016
Distance From Sma 200
0.188
Distance From Sma 50
0.090
Downside Capture 1y
1.291
Downside Volatility 1m
0.216
Downside Volatility 1w
-
Downside Volatility 1y
0.223
Downside Volatility 2y
0.268
Downside Volatility 3m
0.245
Downside Volatility 5y
0.302
Downside Volatility 6m
0.254
Drawdown Recovery
1
Excess Return 1m
0.057
Excess Return 1y
0.240
Excess Return 3m
0.088
Excess Return 6m
0.081
Expected Shortfall 95 1y
-0.031
Market Cap
99,648,098,640.16
Max Drawdown 1m
-0.030
Max Drawdown 1w
-0.018
Max Drawdown 1y
-0.162
Max Drawdown 2y
-0.306
Max Drawdown 3m
-0.069
Max Drawdown 5y
-0.521
Max Drawdown 6m
-0.162
Momentum Acceleration 1m Vs 3m
0.021
Momentum Acceleration 3m Vs 6m
0.016
Moving Average Alignment
1
Relative Strength Acceleration
0.003
Relative Strength Slope 3m
0.002
Relative Volume 20d
0.989
Return 1m
0.064
Return 1w
-0.011
Return 1y
0.427
Return 2y
0.550
Return 3m
0.128
Return 5y
0.339
Return 6m
0.163
Return Skewness 1y
-0.146
Sector Excess Return 1y
0.350
Sharpe 1m
3.580
Sharpe 1y
1.694
Sharpe 2y
0.971
Sharpe 3m
2.179
Sharpe 5y
0.346
Sharpe 6m
1.363
Sortino 1m
3.529
Sortino 1y
1.711
Sortino 2y
0.944
Sortino 3m
2.087
Sortino 5y
0.340
Sortino 6m
1.307
Trend R2 1m
0.809
Trend R2 1w
0.013
Trend R2 1y
0.781
Trend R2 2y
0.617
Trend R2 3m
0.713
Trend R2 5y
0.125
Trend R2 6m
0.278
Trend 1m
0.003
Trend 1w
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.003
Trend 5y
0.000
Trend 6m
0.001
Upside Capture 1y
0.931
Value At Risk 95 1y
-0.020
Volatility 1m
0.213
Volatility 1w
0.210
Volatility 1y
0.225
Volatility 2y
0.261
Volatility 3m
0.235
Volatility 5y
0.297
Volatility 6m
0.244
Worst Day 1y
-0.049
Distance From Sma 50 Score
0.650
Downside Volatility 1y Score
0.230
Downside Volatility 3m Score
0.260
Drawdown Recovery Score
1
Excess Return 1m Score
0.596
Excess Return 1y Score
0.900
Excess Return 3m Score
0.646
Excess Return 6m Score
0.634
Expected Shortfall 95 1y Score
0.693
Log Avg Dollar Volume 20d Score
0.915
Log Market Cap Score
0.670
Drawdown Score 1y
0.751
Drawdown Score 5y
0.479
Momentum Acceleration 1m Vs 3m Score
0.569
Momentum Acceleration 3m Vs 6m Score
0.552
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.658
Relative Volume 20d Score
0.255
Return 1m Score
0.606
Return 1y Score
0.767
Return 3m Score
0.661
Return 6m Score
0.636
Return Skewness 1y Score
0.476
Sortino 1y Score
0.589
Sortino 3m Score
0.636
Trend R2 1y Score
0.781
Trend R2 3m Score
0.713
Trend Slope 1y Score
0.579
Trend Slope 3m Score
0.678
Volatility 1y Score
0.233
Volatility 3m Score
0.246