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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 101-150 of 355
Page 3 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
MRVLInformation Technology0.5460.5920.3381.0000.993 strong0.989 strong100%Jul 26, 1:45 AM
MRNAHealth Care0.5490.5400.3210.9130.169 poor0.632 moderate100%Jul 26, 1:45 AM
MPCEnergy0.8970.8380.6880.937
Ticker detail

AES

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

Research Detail

AES

AES Corporation

Category

Sector: Utilities

Industry / Category: Power Generation & Utilities

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Global utility and power company with increasing renewable generation and energy storage exposure.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.521
Correlation To Benchmark 1y
0.191
Inverse To Benchmark 1y
0.809
Drawdown Score 1m
0.965
Drawdown Score 3m
0.973
0.201 poor
0.817 strong
100%
Jul 26, 1:44 AM
METACommunication Services0.5330.4260.5611.0000.211 poor0.198 poor100%Jul 26, 1:44 AM
MDTHealth Care0.5100.4530.6150.9380.101 poor0.102 poor100%Jul 26, 1:44 AM
MCHPInformation Technology0.3940.4180.5011.0000.163 poor0.667 good100%Jul 26, 1:43 AM
MARAFinancials0.4060.3840.1340.9330.093 poor0.172 poor100%Jul 26, 1:43 AM
MAFinancials0.5860.5250.7091.0000.242 poor0.314 poor100%Jul 26, 1:43 AM
LRCXInformation Technology0.5630.6260.4921.0000.259 poor0.999 strong100%Jul 26, 1:43 AM
LMTIndustrials0.6390.5470.6330.9400.689 good0.636 moderate100%Jul 26, 1:42 AM
LLYHealth Care0.6860.6770.6281.0000.566 moderate0.551 moderate100%Jul 26, 1:42 AM
LINMaterials0.5170.5440.7141.0000.215 poor0.214 poor100%Jul 26, 1:42 AM
LHXIndustrials0.4890.4830.6180.8620.163 poor0.647 moderate100%Jul 26, 1:41 AM
LHHealth Care0.6450.5720.6750.7660.289 poor0.232 poor100%Jul 26, 1:41 AM
LEUEnergy0.3540.3210.1430.7160.142 poor0.755 good100%Jul 26, 1:40 AM
LDOSInformation Technology0.3970.4210.5130.7440.145 poor0.486 weak100%Jul 26, 1:40 AM
KTOSIndustrials0.3480.3300.1940.8120.123 poor0.945 strong100%Jul 26, 1:40 AM
KOConsumer Staples0.5570.6150.7961.0000.163 poor0.309 poor100%Jul 26, 1:39 AM
KMIEnergy0.5430.5340.7620.8350.127 poor0.282 poor100%Jul 26, 1:39 AM
KLACInformation Technology0.5810.6420.4951.0000.176 poor0.937 strong100%Jul 26, 1:39 AM
KBFinancials0.7320.6760.6690.5260.118 poor0.709 good100%Jul 26, 1:38 AM
JPMFinancials0.6070.6180.7001.0000.628 moderate0.595 moderate100%Jul 26, 1:38 AM
JNJHealth Care0.6670.6800.7911.0000.128 poor0.779 good100%Jul 26, 1:38 AM
JEF-0.4520.3770.4370.7270.746 good0.717 good100%Jul 26, 1:37 AM
JBHTIndustrials0.6910.7480.6900.8320.159 poor0.778 good100%Jul 26, 1:37 AM
IWM-0.5370.6170.7781.0000.161 poor0.521 moderate98%Jul 26, 1:36 AM
ITA-0.5510.5610.7320.7280.188 poor0.595 moderate98%Jul 26, 1:36 AM
ISRGHealth Care0.2220.2860.4631.0000.272 poor0.235 poor100%Jul 26, 1:36 AM
IRENFinancials0.2830.2570.1811.0000.110 poor1.000 strong100%Jul 26, 1:35 AM
INTCInformation Technology0.5990.6000.3891.0000.102 poor0.957 strong100%Jul 26, 1:35 AM
ILMNHealth Care0.8480.7810.4650.8450.660 good0.884 strong100%Jul 26, 1:35 AM
ICLN-0.4040.4400.6150.6580.163 poor0.610 moderate98%Jul 26, 1:34 AM
IBKRFinancials0.5730.6480.6400.8710.745 good0.551 moderate100%Jul 26, 1:34 AM
HUTFinancials0.6630.6580.3700.8950.105 poor0.972 strong100%Jul 26, 1:34 AM
HUM-0.7500.7150.3980.9210.970 strong0.939 strong100%Jul 26, 1:33 AM
HUBS-0.4530.4000.3010.8260.069 poor0.089 poor100%Jul 26, 1:33 AM
HUBG-0.5970.5410.5490.5100.301 poor0.304 poor100%Jul 26, 1:33 AM
HUBB-0.5000.4440.6630.8300.294 poor0.258 poor100%Jul 26, 1:32 AM
HIIIndustrials0.4290.4210.4720.7020.162 poor0.905 strong100%Jul 26, 1:32 AM
HEIIndustrials0.6020.5290.5840.7340.202 poor0.455 weak100%Jul 26, 1:32 AM
HDB-0.5770.4840.6160.7760.242 poor0.331 poor100%Jul 26, 1:31 AM
HDConsumer Discretionary0.4870.4290.6421.0000.349 poor0.279 poor100%Jul 26, 1:31 AM
HCSGHealth Care0.7160.6920.5840.4200.362 weak0.404 weak100%Jul 26, 1:31 AM
HCIFinancials0.7070.5760.5720.5130.507 moderate0.642 moderate100%Jul 26, 1:30 AM
HCCMaterials0.3880.3720.4900.6030.365 weak0.330 poor100%Jul 26, 1:30 AM
HCAHealth Care0.4160.3770.5310.9360.472 weak0.410 weak100%Jul 26, 1:29 AM
HAL-0.4060.4610.6260.8850.614 moderate0.546 moderate100%Jul 26, 1:29 AM
GUSH-0.7560.6170.4290.4970.157 poor0.641 moderate98%Jul 26, 1:29 AM
GSLIndustrials0.6710.6500.7250.3460.159 poor0.740 good100%Jul 26, 1:28 AM
GSKHealth Care0.4950.4770.6820.7710.162 poor0.606 moderate100%Jul 26, 1:28 AM
PreviousPage 3 of 8Next
Drawdown Score 6m
0.655
Drawdown Score 1y
0.708
Drawdown Score 2y
0.371
Drawdown Score 5y
0.366
Return 1w
0.002
Return 1m
0.009
Return 3m
0.039
Return 6m
0.067
Return 1y
0.129
Return 2y
-0.037
Return 5y
-0.266
Sharpe 1m
2.675
Sharpe 3m
3.547
Sharpe 6m
0.575
Sharpe 1y
0.524
Sharpe 2y
0.168
Sharpe 5y
0.023
Trend 1w
0.001
Trend 1m
0.001
Trend 3m
0.001
Trend 6m
-0.000
Trend 1y
0.001
Trend 2y
0.000
Trend 5y
-0.000
Volatility 1w
0.036
Volatility 1m
0.040
Volatility 3m
0.043
Volatility 6m
0.319
Volatility 1y
0.347
Volatility 2y
0.426
Volatility 5y
0.376
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
AES
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 25, 11:57 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Utilities
Sector Benchmark Ticker
XLU
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
0.090
Aptet Fit Raw Score
0.147
Aptet Fit Confidence
0.221
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.138
Force Fit Raw Score
0.147
Force Fit Confidence
0.887
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:57 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AES"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AES",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "AES",
    "hitRates": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 1,
    "comboQuality": 0.47815049994305264,
    "eligibleDays": 352,
    "fitnessScore": 0.33076018690813047,
    "lookbackDays": 14,
    "returnLift1D": 0.0017114509965731588,
    "hitRateLift1D": 0.48484848484848486,
    "activationRate": 0.002840909090909091,
    "activationCount": 1,
    "baselineHitRates": {
      "1": 0.5151515151515151,
      "5": 0.5517241379310345,
      "10": 0.5416666666666666
    },
    "sampleConfidence": 0.4396504054291551,
    "shadowSharpeLike": 0.5395095497423021,
    "avgForwardReturns": {
      "1": 0.0020229265003370855,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": -0.000500000000000056,
    "shadowTotalReturn": 0.001022165037086964,
    "avgForwardReturn1D": 0.0020229265003370855,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-07-23"
    ],
    "horizonObservationCounts": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.00031147550376392665,
      "5": 0.001826562500575714,
      "10": 0.003975803076746494
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.47815049994305264,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08509288096267811,
    "bestRawFitnessScore": 0.33076018690813047,
    "upperQuartileComboQuality": 0.10500369806640937
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.08992039455561737,
    "rawScore": 0.14726839258275315,
    "confidence": 0.2211771036353133,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.07628870344810822,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AES",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.47815049994305264,
      "eligibleDays": 352,
      "fitnessScore": 0.33076018690813047,
      "lookbackDays": 14,
      "returnLift1D": 0.0017114509965731588,
      "hitRateLift1D": 0.48484848484848486,
      "activationRate": 0.002840909090909091,
      "activationCount": 1,
      "baselineHitRates": {
        "1": 0.5151515151515151,
        "5": 0.5517241379310345,
        "10": 0.5416666666666666
      },
      "sampleConfidence": 0.4396504054291551,
      "shadowSharpeLike": 0.5395095497423021,
      "avgForwardReturns": {
        "1": 0.0020229265003370855,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.000500000000000056,
      "shadowTotalReturn": 0.001022165037086964,
      "avgForwardReturn1D": 0.0020229265003370855,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-23"
      ],
      "horizonObservationCounts": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.00031147550376392665,
        "5": 0.001826562500575714,
        "10": 0.003975803076746494
      }
    },
    {
      "topN": 4,
      "ticker": "AES",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.2720742366721795,
      "eligibleDays": 352,
      "fitnessScore": 0.1334926954597175,
      "lookbackDays": 14,
      "returnLift1D": 0.0001400321171342202,
      "hitRateLift1D": 0.1515151515151515,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.5151515151515151,
        "5": 0.5517241379310345,
        "10": 0.5416666666666666
      },
      "sampleConfidence": 0.5296807507080746,
      "shadowSharpeLike": 0.2421615882230779,
      "avgForwardReturns": {
        "1": 0.00045150762089814683,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0020188425302825053,
      "shadowTotalReturn": 0.0008504388926400264,
      "avgForwardReturn1D": 0.00045150762089814683,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.00031147550376392665,
        "5": 0.001826562500575714,
        "10": 0.003975803076746494
      }
    },
    {
      "topN": 5,
      "ticker": "AES",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.25337844278847044,
      "eligibleDays": 339,
      "fitnessScore": 0.11225166554833081,
      "lookbackDays": 21,
      "returnLift1D": -0.0004206360310680685,
      "hitRateLift1D": 0.1515151515151515,
      "activationRate": 0.008849557522123894,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.5151515151515151,
        "5": 0.5517241379310345,
        "10": 0.5416666666666666
      },
      "sampleConfidence": 0.574125195152519,
      "shadowSharpeLike": -0.5820127818780961,
      "avgForwardReturns": {
        "1": -0.00010916052730414183,
        "5": 0.0008453372597070352,
        "10": 0
      },
      "shadowMaxDrawdown": -0.003017583109017452,
      "shadowTotalReturn": -0.0018294698798397846,
      "avgForwardReturn1D": -0.00010916052730414183,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-14",
        "2026-07-15",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.00031147550376392665,
        "5": 0.001826562500575714,
        "10": 0.003975803076746494
      }
    },
    {
      "topN": 3,
      "ticker": "AES",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.16626080063112667,
      "eligibleDays": 352,
      "fitnessScore": -0.00471985983229343,
      "lookbackDays": 14,
      "returnLift1D": -0.000309433518736692,
      "hitRateLift1D": -0.015151515151515138,
      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.5151515151515151,
        "5": 0.5517241379310345,
        "10": 0.5416666666666666
      },
      "sampleConfidence": 0.49059193797592754,
      "shadowSharpeLike": -0.16569970455781774,
      "avgForwardReturns": {
        "1": 0.0000020419850272346274,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0020188425302826163,
      "shadowTotalReturn": -0.0004989905787348148,
      "avgForwardReturn1D": 0.0000020419850272346274,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.00031147550376392665,
        "5": 0.001826562500575714,
        "10": 0.003975803076746494
      }
    },
    {
      "topN": 5,
      "ticker": "AES",
      "hitRates": {
        "1": 0.5,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.16473614937760314,
      "eligibleDays": 352,
      "fitnessScore": -0.00714856416875299,
      "lookbackDays": 14,
      "returnLift1D": -0.00022630879620117063,
      "hitRateLift1D": -0.015151515151515138,
      "activationRate": 0.011363636363636364,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.5151515151515151,
        "5": 0.5517241379310345,
        "10": 0.5416666666666666
      },
      "sampleConfidence": 0.5793008108583102,
      "shadowSharpeLike": -0.2897427370395179,
      "avgForwardReturns": {
        "1": 0.00008516670756275602,
        "5": 0.002365664075701268,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0020188425302826163,
      "shadowTotalReturn": -0.0011643722295601178,
      "avgForwardReturn1D": 0.00008516670756275602,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-20",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 4,
        "5": 1,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.00031147550376392665,
        "5": 0.001826562500575714,
        "10": 0.003975803076746494
      }
    },
    {
      "topN": 2,
      "ticker": "AES",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08509288096267811,
      "eligibleDays": 339,
      "fitnessScore": -0.17251741822651312,
      "lookbackDays": 21,
      "returnLift1D": -0.00031147550376392665,
      "hitRateLift1D": -0.5151515151515151,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5151515151515151,
        "5": 0.5517241379310345,
        "10": 0.5416666666666666
      },
      "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": 0.00031147550376392665,
        "5": 0.001826562500575714,
        "10": 0.003975803076746494
      }
    },
    {
      "topN": 3,
      "ticker": "AES",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08509288096267811,
      "eligibleDays": 339,
      "fitnessScore": -0.17251741822651312,
      "lookbackDays": 21,
      "returnLift1D": -0.00031147550376392665,
      "hitRateLift1D": -0.5151515151515151,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5151515151515151,
        "5": 0.5517241379310345,
        "10": 0.5416666666666666
      },
      "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": 0.00031147550376392665,
        "5": 0.001826562500575714,
        "10": 0.003975803076746494
      }
    },
    {
      "topN": 4,
      "ticker": "AES",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08509288096267811,
      "eligibleDays": 339,
      "fitnessScore": -0.17251741822651312,
      "lookbackDays": 21,
      "returnLift1D": -0.00031147550376392665,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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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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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRate1D": 0,
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      "lookbackDays": 63,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 3,
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      },
      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 5,
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      },
      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.47815049994305264,
      "fitnessScore": 0.33076018690813047,
      "lookbackDays": 14,
      "returnLift1D": 0.0017114509965731588,
      "activationRate": 0.002840909090909091,
      "activationCount": 1,
      "sampleConfidence": 0.4396504054291551,
      "shadowTotalReturn": 0.001022165037086964,
      "avgForwardReturn1D": 0.0020229265003370855
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.25337844278847044,
      "fitnessScore": 0.11225166554833081,
      "lookbackDays": 21,
      "returnLift1D": -0.0004206360310680685,
      "activationRate": 0.008849557522123894,
      "activationCount": 3,
      "sampleConfidence": 0.574125195152519,
      "shadowTotalReturn": -0.0018294698798397846,
      "avgForwardReturn1D": -0.00010916052730414183
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08509288096267811,
      "fitnessScore": -0.17251741822651312,
      "lookbackDays": 30,
      "returnLift1D": -0.00031147550376392665,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08509288096267811,
      "fitnessScore": -0.17251741822651312,
      "lookbackDays": 45,
      "returnLift1D": -0.00031147550376392665,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08509288096267811,
      "fitnessScore": -0.17251741822651312,
      "lookbackDays": 63,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "6a3c0fc7a458c1b4fa1723ccf5bc29fa8c49d17399f41ecd47e814227f5590de",
    "size": 13,
    "members": [
      "AES",
      "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",
      "AES"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AES",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "AES",
    "hitRates": {
      "1": 0.46564885496183206,
      "5": 0.43410852713178294,
      "10": 0.4728682170542636
    },
    "hitRate1D": 0.46564885496183206,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.10356911632080439,
    "eligibleDays": 375,
    "fitnessScore": -0.12480004307399861,
    "lookbackDays": 14,
    "returnLift1D": -0.0014283679145638334,
    "hitRateLift1D": -0.05435114503816796,
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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.",
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    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
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    },
    {
      "comboQuality": 0.010293654127532711,
      "fitnessScore": -0.6544937490620708,
      "lookbackDays": 45,
      "returnLift1D": -0.004770719346744692,
      "activationRate": 0.4127906976744186,
      "activationCount": 142,
      "sampleConfidence": 0.9985915492957748,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.43710677676674925,
      "avgForwardReturn1D": -0.0035346458023209175
    },
    {
      "comboQuality": 0.09854520690610155,
      "fitnessScore": -0.1369687897392853,
      "lookbackDays": 63,
      "returnLift1D": -0.0021883599198464767,
      "activationRate": 0.40797546012269936,
      "activationCount": 133,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.182334106078338,
      "avgForwardReturn1D": -0.0009285730475198195
    }
  ],
  "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": "6a3c0fc7a458c1b4fa1723ccf5bc29fa8c49d17399f41ecd47e814227f5590de",
    "size": 13,
    "members": [
      "AES",
      "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
0.452
Liquidity
0.701
Momentum
0.531
Relative strength
0.482
Trend quality
0.567
Stability
0.543
Aggression
0.254
Downside risk
0.658
Drawdown state
0.680
Quality momentum
0.553
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.809
Benchmark Independence 3m Score
0.726
Beta 1y Profile Score
0.208
Beta 3m Profile Score
0.036
Beta Change Score
0.285
Correlation Change Score
0.542
Current Drawdown Score
0.373
Days Since 52w High Score
0.397
Distance From 52w High Score
0.798
Distance From Sma 20 Score
0.512
Distance From Sma 200 Score
0.561
Distance From Sma 50 Score
0.518
Downside Volatility 1m Score
0
Downside Volatility 1y Score
0.409
Downside Volatility 2y Score
0.504
Downside Volatility 3m Score
0
Downside Volatility 5y Score
0.435
Downside Volatility 6m Score
0.478
Drawdown Recovery Score
1
Excess Return 1m Score
0.504
Excess Return 1y Score
0.404
Excess Return 3m Score
0.497
Excess Return 6m Score
0.473
Expected Shortfall 95 1y Score
0.554
Log Avg Dollar Volume 20d Score
0.701
Log Market Cap Score
0.452
Drawdown Score 1m
0.965
Drawdown Score 1y
0.708
Drawdown Score 2y
0.371
Drawdown Score 3m
0.973
Drawdown Score 5y
0.366
Drawdown Score 6m
0.655
Momentum Acceleration 1m Vs 3m Score
0.486
Momentum Acceleration 3m Vs 6m Score
0.506
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.575
Relative Strength Slope 3m Score
0.494
Relative Volume 20d Score
0.217
Return 1m Score
0.515
Return 1w Score
0.507
Return 1y Score
0.581
Return 2y Score
0.275
Return 3m Score
0.549
Return 5y Score
0.056
Return 6m Score
0.556
Return Skewness 1y Score
0.483
Sector Excess Return 1y Score
0.521
Sharpe 1m Score
0.935
Sharpe 1y Score
0.505
Sharpe 2y Score
0.434
Sharpe 3m Score
1
Sharpe 5y Score
0.405
Sharpe 6m Score
0.515
Sortino 1m Score
0.790
Sortino 1y Score
0.439
Sortino 2y Score
0.396
Sortino 3m Score
0.931
Sortino 5y Score
0.378
Sortino 6m Score
0.431
Trend R2 1m Score
0.615
Trend R2 1w Score
0.584
Trend R2 1y Score
0.525
Trend R2 2y Score
0.030
Trend R2 3m Score
0.721
Trend R2 5y Score
0.530
Trend R2 6m Score
0.023
Trend Slope 1m Score
0.545
Trend Slope 1w Score
0.553
Trend Slope 1y Score
0.540
Trend Slope 2y Score
0.512
Trend Slope 3m Score
0.534
Trend Slope 5y Score
0.471
Trend Slope 6m Score
0.489
Volatility 1m Score
0
Volatility 1w Score
0
Volatility 1y Score
0.396
Volatility 2y Score
0.502
Volatility 3m Score
0
Volatility 5y Score
0.434
Volatility 6m Score
0.359
Worst Day 1y Score
0.112
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
126,761,672.927
Best Day 1y
0.168
Beta To Benchmark 1y
0.521
Beta 3m
0.091
Beta Change
-0.430
Beta To Sector 1y
0.626
Correlation To Benchmark 1y
0.191
Correlation 3m
0.274
Correlation Change
0.083
Correlation To Sector 1y
0.270
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.809
Benchmark Independence 3m Score
0.726
Beta 1y Profile Score
0.208
Beta 3m Profile Score
0.036
Beta Change Score
0.285
Correlation Change Score
0.542
Current Drawdown Score
0.373
Distance From Sma 20 Score
0.512
Distance From Sma 200 Score
0.561
Current Drawdown
-0.408
Days Since 52w High
100
Distance From 52w High
-0.131
Distance From Sma 20
0.007
Distance From Sma 200
0.037
Distance From Sma 50
0.011
Downside Capture 1y
1.491
Downside Volatility 1m
0.032
Downside Volatility 1w
-
Downside Volatility 1y
0.357
Downside Volatility 2y
0.428
Downside Volatility 3m
0.035
Downside Volatility 5y
0.377
Downside Volatility 6m
0.409
Drawdown Recovery
1
Excess Return 1m
0.003
Excess Return 1y
-0.058
Excess Return 3m
-0.002
Excess Return 6m
-0.016
Expected Shortfall 95 1y
-0.045
Market Cap
10,583,260,460.92
Max Drawdown 1m
-0.009
Max Drawdown 1w
-0.002
Max Drawdown 1y
-0.190
Max Drawdown 2y
-0.503
Max Drawdown 3m
-0.011
Max Drawdown 5y
-0.634
Max Drawdown 6m
-0.190
Momentum Acceleration 1m Vs 3m
-0.004
Momentum Acceleration 3m Vs 6m
0.002
Moving Average Alignment
1
Relative Strength Acceleration
0.001
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.886
Return 1m
0.009
Return 1w
0.002
Return 1y
0.129
Return 2y
-0.037
Return 3m
0.039
Return 5y
-0.266
Return 6m
0.067
Return Skewness 1y
-0.101
Sector Excess Return 1y
0.013
Sharpe 1m
2.675
Sharpe 1y
0.524
Sharpe 2y
0.168
Sharpe 3m
3.547
Sharpe 5y
0.023
Sharpe 6m
0.575
Sortino 1m
3.322
Sortino 1y
0.510
Sortino 2y
0.167
Sortino 3m
4.451
Sortino 5y
0.023
Sortino 6m
0.449
Trend R2 1m
0.615
Trend R2 1w
0.584
Trend R2 1y
0.525
Trend R2 2y
0.030
Trend R2 3m
0.721
Trend R2 5y
0.530
Trend R2 6m
0.023
Trend 1m
0.001
Trend 1w
0.001
Trend 1y
0.001
Trend 2y
0.000
Trend 3m
0.001
Trend 5y
-0.000
Trend 6m
-0.000
Upside Capture 1y
0.638
Value At Risk 95 1y
-0.024
Volatility 1m
0.040
Volatility 1w
0.036
Volatility 1y
0.347
Volatility 2y
0.426
Volatility 3m
0.043
Volatility 5y
0.376
Volatility 6m
0.319
Worst Day 1y
-0.178
Distance From Sma 50 Score
0.518
Downside Volatility 1y Score
0.409
Downside Volatility 3m Score
0
Drawdown Recovery Score
1
Excess Return 1m Score
0.504
Excess Return 1y Score
0.404
Excess Return 3m Score
0.497
Excess Return 6m Score
0.473
Expected Shortfall 95 1y Score
0.554
Log Avg Dollar Volume 20d Score
0.701
Log Market Cap Score
0.452
Drawdown Score 1y
0.708
Drawdown Score 5y
0.366
Momentum Acceleration 1m Vs 3m Score
0.486
Momentum Acceleration 3m Vs 6m Score
0.506
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.575
Relative Volume 20d Score
0.217
Return 1m Score
0.515
Return 1y Score
0.581
Return 3m Score
0.549
Return 6m Score
0.556
Return Skewness 1y Score
0.483
Sortino 1y Score
0.439
Sortino 3m Score
0.931
Trend R2 1y Score
0.525
Trend R2 3m Score
0.721
Trend Slope 1y Score
0.540
Trend Slope 3m Score
0.534
Volatility 1y Score
0.396
Volatility 3m Score
0