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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

ALL

Financials | v2 | as of 2026-07-10
Close

Research Detail

ALL

ALL

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
-0.224
Correlation To Benchmark 1y
-0.118
Inverse To Benchmark 1y
0.882
Drawdown Score 1m
0.932
Drawdown Score 3m
0.794
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
0.829
Drawdown Score 1y
0.823
Drawdown Score 2y
0.824
Drawdown Score 5y
0.727
Return 1w
0.005
Return 1m
0.159
Return 3m
0.179
Return 6m
0.226
Return 1y
0.322
Return 2y
0.651
Return 5y
1.137
Sharpe 1m
7.001
Sharpe 3m
2.717
Sharpe 6m
1.746
Sharpe 1y
1.292
Sharpe 2y
1.122
Sharpe 5y
0.724
Trend 1w
0.001
Trend 1m
0.008
Trend 3m
0.002
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.169
Volatility 1m
0.258
Volatility 3m
0.254
Volatility 6m
0.252
Volatility 1y
0.238
Volatility 2y
0.252
Volatility 5y
0.255
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
ALL
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:11 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.262
Aptet Fit Raw Score
0.281
Aptet Fit Confidence
0.865
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.265
Force Fit Raw Score
0.283
Force Fit Confidence
0.871
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:11 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ALL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ALL",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "ALL",
    "hitRates": {
      "1": 0.5740740740740741,
      "5": 0.625,
      "10": 0.6161616161616161
    },
    "hitRate1D": 0.5740740740740741,
    "comboQuality": 0.5903949518656132,
    "eligibleDays": 315,
    "fitnessScore": 0.43043163143188634,
    "lookbackDays": 45,
    "returnLift1D": 0.00031021965532745965,
    "hitRateLift1D": 0.029488086812927583,
    "activationRate": 0.346031746031746,
    "activationCount": 109,
    "baselineHitRates": {
      "1": 0.5445859872611465,
      "5": 0.535483870967742,
      "10": 0.5868852459016394
    },
    "sampleConfidence": 0.9902140672782875,
    "shadowSharpeLike": 0.7651312464017771,
    "avgForwardReturns": {
      "1": 0.001368610310502245,
      "5": 0.005937838682948764,
      "10": 0.0070356984747640145
    },
    "shadowMaxDrawdown": -0.08918386281595381,
    "shadowTotalReturn": 0.12604399337166017,
    "avgForwardReturn1D": 0.001368610310502245,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06"
    ],
    "horizonObservationCounts": {
      "1": 108,
      "5": 104,
      "10": 99
    },
    "baselineAvgForwardReturns": {
      "1": 0.0010583906551747853,
      "5": 0.005089913134686342,
      "10": 0.009622135023990397
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5903949518656132,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.1454108072686481,
    "bestRawFitnessScore": 0.43043163143188634,
    "upperQuartileComboQuality": 0.22898244989932193
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.26194919337927436,
    "rawScore": 0.28097914481911623,
    "confidence": 0.8645454526378272,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 45
    },
    "profileBreadth": 0.10116930956934303,
    "recommendedRegion": {
      "topNs": [
        4,
        5
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.38504983328492254,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "ALL",
      "hitRates": {
        "1": 0.5740740740740741,
        "5": 0.625,
        "10": 0.6161616161616161
      },
      "hitRate1D": 0.5740740740740741,
      "comboQuality": 0.5903949518656132,
      "eligibleDays": 315,
      "fitnessScore": 0.43043163143188634,
      "lookbackDays": 45,
      "returnLift1D": 0.00031021965532745965,
      "hitRateLift1D": 0.029488086812927583,
      "activationRate": 0.346031746031746,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.5445859872611465,
        "5": 0.535483870967742,
        "10": 0.5868852459016394
      },
      "sampleConfidence": 0.9902140672782875,
      "shadowSharpeLike": 0.7651312464017771,
      "avgForwardReturns": {
        "1": 0.001368610310502245,
        "5": 0.005937838682948764,
        "10": 0.0070356984747640145
      },
      "shadowMaxDrawdown": -0.08918386281595381,
      "shadowTotalReturn": 0.12604399337166017,
      "avgForwardReturn1D": 0.001368610310502245,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 108,
        "5": 104,
        "10": 99
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010583906551747853,
        "5": 0.005089913134686342,
        "10": 0.009622135023990397
      }
    },
    {
      "topN": 5,
      "ticker": "ALL",
      "hitRates": {
        "1": 0.56,
        "5": 0.6115702479338843,
        "10": 0.6293103448275862
      },
      "hitRate1D": 0.56,
      "comboQuality": 0.5593122535297183,
      "eligibleDays": 315,
      "fitnessScore": 0.4024416955725365,
      "lookbackDays": 45,
      "returnLift1D": -0.000005184023227877829,
      "hitRateLift1D": 0.015414012738853566,
      "activationRate": 0.4,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.5445859872611465,
        "5": 0.535483870967742,
        "10": 0.5868852459016394
      },
      "sampleConfidence": 0.9915343915343916,
      "shadowSharpeLike": 0.6339644675028067,
      "avgForwardReturns": {
        "1": 0.0010532066319469075,
        "5": 0.005572887844727056,
        "10": 0.008058023375137249
      },
      "shadowMaxDrawdown": -0.098079450648633,
      "shadowTotalReturn": 0.10562281381542538,
      "avgForwardReturn1D": 0.0010532066319469075,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 125,
        "5": 121,
        "10": 116
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010583906551747853,
        "5": 0.005089913134686342,
        "10": 0.009622135023990397
      }
    },
    {
      "topN": 3,
      "ticker": "ALL",
      "hitRates": {
        "1": 0.5662650602409639,
        "5": 0.5949367088607594,
        "10": 0.5945945945945946
      },
      "hitRate1D": 0.5662650602409639,
      "comboQuality": 0.442856830809249,
      "eligibleDays": 315,
      "fitnessScore": 0.29949334460193705,
      "lookbackDays": 45,
      "returnLift1D": 0.00005075303070444827,
      "hitRateLift1D": 0.021679072979817415,
      "activationRate": 0.26666666666666666,
      "activationCount": 84,
      "baselineHitRates": {
        "1": 0.5445859872611465,
        "5": 0.535483870967742,
        "10": 0.5868852459016394
      },
      "sampleConfidence": 0.9873015873015873,
      "shadowSharpeLike": 0.5159507940636812,
      "avgForwardReturns": {
        "1": 0.0011091436858792336,
        "5": 0.003962519196439504,
        "10": 0.004403873440169527
      },
      "shadowMaxDrawdown": -0.09900367231304397,
      "shadowTotalReturn": 0.07173883989753338,
      "avgForwardReturn1D": 0.0011091436858792336,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 83,
        "5": 79,
        "10": 74
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010583906551747853,
        "5": 0.005089913134686342,
        "10": 0.009622135023990397
      }
    },
    {
      "topN": 4,
      "ticker": "ALL",
      "hitRates": {
        "1": 0.5511811023622047,
        "5": 0.4634146341463415,
        "10": 0.4789915966386555
      },
      "hitRate1D": 0.5511811023622047,
      "comboQuality": 0.2860426417700131,
      "eligibleDays": 352,
      "fitnessScore": 0.14876988489524834,
      "lookbackDays": 14,
      "returnLift1D": -0.0007559490553837706,
      "hitRateLift1D": 0.008323959505061929,
      "activationRate": 0.36363636363636365,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5428571428571428,
        "5": 0.5260115606936416,
        "10": 0.5877192982456141
      },
      "sampleConfidence": 0.9921875,
      "shadowSharpeLike": -0.024737023006005034,
      "avgForwardReturns": {
        "1": 0.00010022099472133762,
        "5": 0.0005671446025011985,
        "10": -0.0007263034733000542
      },
      "shadowMaxDrawdown": -0.1865663908137002,
      "shadowTotalReturn": -0.025181748225363676,
      "avgForwardReturn1D": 0.00010022099472133762,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-02-13",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 123,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008561700501051082,
        "5": 0.004155243652566811,
        "10": 0.007853720295504527
      }
    },
    {
      "topN": 5,
      "ticker": "ALL",
      "hitRates": {
        "1": 0.5448275862068965,
        "5": 0.44680851063829785,
        "10": 0.5109489051094891
      },
      "hitRate1D": 0.5448275862068965,
      "comboQuality": 0.22910722833855104,
      "eligibleDays": 352,
      "fitnessScore": 0.0830609876716655,
      "lookbackDays": 14,
      "returnLift1D": -0.0010745689368511244,
      "hitRateLift1D": 0.0019704433497537144,
      "activationRate": 0.4147727272727273,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.5428571428571428,
        "5": 0.5260115606936416,
        "10": 0.5877192982456141
      },
      "sampleConfidence": 0.9931506849315069,
      "shadowSharpeLike": -0.22676523982330551,
      "avgForwardReturns": {
        "1": -0.00021839888674601618,
        "5": -0.0008812225535332904,
        "10": -0.0009447391073531663
      },
      "shadowMaxDrawdown": -0.2271001292184709,
      "shadowTotalReturn": -0.07375735115521409,
      "avgForwardReturn1D": -0.00021839888674601618,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-02-13",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 141,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008561700501051082,
        "5": 0.004155243652566811,
        "10": 0.007853720295504527
      }
    },
    {
      "topN": 3,
      "ticker": "ALL",
      "hitRates": {
        "1": 0.5283018867924528,
        "5": 0.4563106796116505,
        "10": 0.45
      },
      "hitRate1D": 0.5283018867924528,
      "comboQuality": 0.22894085708624556,
      "eligibleDays": 352,
      "fitnessScore": 0.08285369732866993,
      "lookbackDays": 14,
      "returnLift1D": -0.0007941350315438633,
      "hitRateLift1D": -0.014555256064689992,
      "activationRate": 0.3039772727272727,
      "activationCount": 107,
      "baselineHitRates": {
        "1": 0.5428571428571428,
        "5": 0.5260115606936416,
        "10": 0.5877192982456141
      },
      "sampleConfidence": 0.9925233644859813,
      "shadowSharpeLike": -0.08381274135208426,
      "avgForwardReturns": {
        "1": 0.0000620350185612449,
        "5": 0.00049942877898506,
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      "shadowSharpeLike": -0.8121586823173155,
      "avgForwardReturns": {
        "1": -0.001792181224991201,
        "5": -0.005319788499686979,
        "10": -0.00004083122359134017
      },
      "shadowMaxDrawdown": -0.2176431771118309,
      "shadowTotalReturn": -0.1416532971113479,
      "avgForwardReturn1D": -0.001792181224991201,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-17",
        "2025-08-07",
        "2025-08-08",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18"
      ],
      "horizonObservationCounts": {
        "1": 70,
        "5": 66,
        "10": 61
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008352772443552253,
        "5": 0.004331711779414865,
        "10": 0.009469193216922397
      }
    },
    {
      "topN": 3,
      "ticker": "ALL",
      "hitRates": {
        "1": 0.46464646464646464,
        "5": 0.3894736842105263,
        "10": 0.5
      },
      "hitRate1D": 0.46464646464646464,
      "comboQuality": 0.0545014503523713,
      "eligibleDays": 330,
      "fitnessScore": -0.2777667089890493,
      "lookbackDays": 30,
      "returnLift1D": -0.002614613277129591,
      "hitRateLift1D": -0.0763869700039913,
      "activationRate": 0.30303030303030304,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.541033434650456,
        "5": 0.5353846153846153,
        "10": 0.59375
      },
      "sampleConfidence": 0.9893333333333334,
      "shadowSharpeLike": -0.981503489380921,
      "avgForwardReturns": {
        "1": -0.0017793360327743658,
        "5": -0.003625604212953318,
        "10": 0.002728193739444281
      },
      "shadowMaxDrawdown": -0.2513571674907127,
      "shadowTotalReturn": -0.18567272998543816,
      "avgForwardReturn1D": -0.0017793360327743658,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-08-07",
        "2025-08-08"
      ],
      "horizonObservationCounts": {
        "1": 99,
        "5": 95,
        "10": 90
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008352772443552253,
        "5": 0.004331711779414865,
        "10": 0.009469193216922397
      }
    },
    {
      "topN": 4,
      "ticker": "ALL",
      "hitRates": {
        "1": 0.47368421052631576,
        "5": 0.43636363636363634,
        "10": 0.5047619047619047
      },
      "hitRate1D": 0.47368421052631576,
      "comboQuality": 0.0512748453818817,
      "eligibleDays": 330,
      "fitnessScore": -0.29194214752584247,
      "lookbackDays": 30,
      "returnLift1D": -0.0026425777592489026,
      "hitRateLift1D": -0.06734922412414018,
      "activationRate": 0.3484848484848485,
      "activationCount": 115,
      "baselineHitRates": {
        "1": 0.541033434650456,
        "5": 0.5353846153846153,
        "10": 0.59375
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      "sampleConfidence": 0.9907246376811595,
      "shadowSharpeLike": -1.1151244470668429,
      "avgForwardReturns": {
        "1": -0.0018073005148936774,
        "5": -0.002667135872988731,
        "10": 0.003894824537308835
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      "shadowMaxDrawdown": -0.2807656328043949,
      "shadowTotalReturn": -0.2145586308587598,
      "avgForwardReturn1D": -0.0018073005148936774,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-24",
        "2025-08-06"
      ],
      "horizonObservationCounts": {
        "1": 114,
        "5": 110,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008352772443552253,
        "5": 0.004331711779414865,
        "10": 0.009469193216922397
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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": 4,
      "comboQuality": 0.2860426417700131,
      "fitnessScore": 0.14876988489524834,
      "lookbackDays": 14,
      "returnLift1D": -0.0007559490553837706,
      "activationRate": 0.36363636363636365,
      "activationCount": 128,
      "sampleConfidence": 0.9921875,
      "shadowTotalReturn": -0.025181748225363676,
      "avgForwardReturn1D": 0.00010022099472133762
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.12656933806119128,
      "fitnessScore": -0.07496046161333723,
      "lookbackDays": 21,
      "returnLift1D": -0.0016588787113886257,
      "activationRate": 0.3392330383480826,
      "activationCount": 115,
      "sampleConfidence": 0.9907246376811595,
      "shadowTotalReturn": -0.12479154860399655,
      "avgForwardReturn1D": -0.0008191885959019593
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.08296873129760925,
      "fitnessScore": -0.17858910832767522,
      "lookbackDays": 30,
      "returnLift1D": -0.002160362117888072,
      "activationRate": 0.38484848484848483,
      "activationCount": 127,
      "sampleConfidence": 0.9916010498687665,
      "shadowTotalReturn": -0.18346551612350448,
      "avgForwardReturn1D": -0.0013250848735328468
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.5903949518656132,
      "fitnessScore": 0.43043163143188634,
      "lookbackDays": 45,
      "returnLift1D": 0.00031021965532745965,
      "activationRate": 0.346031746031746,
      "activationCount": 109,
      "sampleConfidence": 0.9902140672782875,
      "shadowTotalReturn": 0.12604399337166017,
      "avgForwardReturn1D": 0.001368610310502245
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.2266178554714357,
      "fitnessScore": 0.07994820719330675,
      "lookbackDays": 63,
      "returnLift1D": -0.001115993207720199,
      "activationRate": 0.2962962962962963,
      "activationCount": 88,
      "sampleConfidence": 0.9878787878787879,
      "shadowTotalReturn": -0.04727118246782036,
      "avgForwardReturn1D": -0.0002508537374148493
    }
  ],
  "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": "540c8365a14199ff713d1d78a8a4ceab268ed30459705826cdd2a1a54a1b9074",
    "size": 13,
    "members": [
      "ALL",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ALL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ALL",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "ALL",
    "hitRates": {
      "1": 0.5703703703703704,
      "5": 0.5801526717557252,
      "10": 0.5952380952380952
    },
    "hitRate1D": 0.5703703703703704,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.47602869521369356,
    "eligibleDays": 344,
    "fitnessScore": 0.328889067412954,
    "lookbackDays": 45,
    "returnLift1D": -0.000203091452229277,
    "hitRateLift1D": 0.0238587424633937,
    "portfolioSize": 4,
    "activationRate": 0.39244186046511625,
    "activationCount": 135,
    "baselineHitRates": {
      "1": 0.5465116279069767,
      "5": 0.5294117647058824,
      "10": 0.5850746268656717
    },
    "sampleConfidence": 0.9935802469135803,
    "shadowSharpeLike": 0.34273950791577623,
    "avgForwardReturns": {
      "1": 0.0007201716925577485,
      "5": 0.002264109167910857,
      "10": 0.001705707093558109
    },
    "shadowMaxDrawdown": -0.14102275910988826,
    "shadowTotalReturn": 0.060956571009756155,
    "avgForwardReturn1D": 0.0007201716925577485,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-24"
    ],
    "horizonObservationCounts": {
      "1": 135,
      "5": 131,
      "10": 126
    },
    "baselineAvgForwardReturns": {
      "1": 0.0009232631447870255,
      "5": 0.004212494198268522,
      "10": 0.007733149676277258
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.47602869521369356,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.16818223466712132,
    "bestRawFitnessScore": 0.328889067412954,
    "upperQuartileComboQuality": 0.2616521075025482
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2650905383768637,
    "rawScore": 0.28343176973731354,
    "confidence": 0.8705774488339919,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        45
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.39670772356386974,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "ALL",
      "hitRates": {
        "1": 0.5703703703703704,
        "5": 0.5801526717557252,
        "10": 0.5952380952380952
      },
      "hitRate1D": 0.5703703703703704,
      "rankWeights": [
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        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.47602869521369356,
      "eligibleDays": 344,
      "fitnessScore": 0.328889067412954,
      "lookbackDays": 45,
      "returnLift1D": -0.000203091452229277,
      "hitRateLift1D": 0.0238587424633937,
      "portfolioSize": 4,
      "activationRate": 0.39244186046511625,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5465116279069767,
        "5": 0.5294117647058824,
        "10": 0.5850746268656717
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      "sampleConfidence": 0.9935802469135803,
      "shadowSharpeLike": 0.34273950791577623,
      "avgForwardReturns": {
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        "5": 0.002264109167910857,
        "10": 0.001705707093558109
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      "shadowMaxDrawdown": -0.14102275910988826,
      "shadowTotalReturn": 0.060956571009756155,
      "avgForwardReturn1D": 0.0007201716925577485,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 131,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009232631447870255,
        "5": 0.004212494198268522,
        "10": 0.007733149676277258
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    },
    {
      "topN": 5,
      "ticker": "ALL",
      "hitRates": {
        "1": 0.5703703703703704,
        "5": 0.5801526717557252,
        "10": 0.5952380952380952
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      "hitRate1D": 0.5703703703703704,
      "rankWeights": [
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      ],
      "comboQuality": 0.47602869521369356,
      "eligibleDays": 344,
      "fitnessScore": 0.328889067412954,
      "lookbackDays": 45,
      "returnLift1D": -0.000203091452229277,
      "hitRateLift1D": 0.0238587424633937,
      "portfolioSize": 5,
      "activationRate": 0.39244186046511625,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5465116279069767,
        "5": 0.5294117647058824,
        "10": 0.5850746268656717
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      "sampleConfidence": 0.9935802469135803,
      "shadowSharpeLike": 0.34273950791577623,
      "avgForwardReturns": {
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        "5": 0.002264109167910857,
        "10": 0.001705707093558109
      },
      "shadowMaxDrawdown": -0.14102275910988826,
      "shadowTotalReturn": 0.060956571009756155,
      "avgForwardReturn1D": 0.0007201716925577485,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 135,
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        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009232631447870255,
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    },
    {
      "topN": 3,
      "ticker": "ALL",
      "hitRates": {
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        "10": 0.57
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      "hitRate1D": 0.5596330275229358,
      "rankWeights": [
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      "comboQuality": 0.3130304160972581,
      "eligibleDays": 344,
      "fitnessScore": 0.17708227576829633,
      "lookbackDays": 45,
      "returnLift1D": -0.0006738854439016445,
      "hitRateLift1D": 0.01312139961595904,
      "portfolioSize": 3,
      "activationRate": 0.3168604651162791,
      "activationCount": 109,
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      "sampleConfidence": 0.9920489296636086,
      "shadowSharpeLike": 0.05904144672039738,
      "avgForwardReturns": {
        "1": 0.000249377700885381,
        "5": -0.0006196014179449165,
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      "shadowMaxDrawdown": -0.1551912551558582,
      "shadowTotalReturn": -0.004451653298359726,
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      "riskOffActivations": 0,
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        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
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        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 109,
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    },
    {
      "topN": 4,
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      "hitRate1D": 0.5481481481481482,
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      ],
      "comboQuality": 0.30270718427855947,
      "eligibleDays": 375,
      "fitnessScore": 0.1664233140824611,
      "lookbackDays": 14,
      "returnLift1D": -0.0008258958763254266,
      "hitRateLift1D": 0.006814814814814829,
      "portfolioSize": 4,
      "activationRate": 0.36,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5413333333333333,
        "5": 0.5336927223719676,
        "10": 0.592896174863388
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      "sampleConfidence": 0.9940740740740741,
      "shadowSharpeLike": 0.05291646133959255,
      "avgForwardReturns": {
        "1": 0.0002404307224990862,
        "5": 0.0007876282057646054,
        "10": 0.0014113583231239793
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      "shadowMaxDrawdown": -0.18656639081369908,
      "shadowTotalReturn": -0.0074049062683535505,
      "avgForwardReturn1D": 0.0002404307224990862,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-31",
        "2025-02-03",
        "2025-02-12",
        "2025-02-13",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 131,
        "10": 127
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010663265988245128,
        "5": 0.004824275143094751,
        "10": 0.009180380526234664
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    },
    {
      "topN": 5,
      "ticker": "ALL",
      "hitRates": {
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      "hitRate1D": 0.5481481481481482,
      "rankWeights": [
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      "comboQuality": 0.30270718427855947,
      "eligibleDays": 375,
      "fitnessScore": 0.1664233140824611,
      "lookbackDays": 14,
      "returnLift1D": -0.0008258958763254266,
      "hitRateLift1D": 0.006814814814814829,
      "portfolioSize": 5,
      "activationRate": 0.36,
      "activationCount": 135,
      "baselineHitRates": {
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        "5": 0.5294117647058824,
        "10": 0.5850746268656717
      },
      "sampleConfidence": 0.9882882882882884,
      "shadowSharpeLike": -0.6071004339423809,
      "avgForwardReturns": {
        "1": -0.0013376311395933472,
        "5": -0.0036897793793735493,
        "10": -0.006398596655054861
      },
      "shadowMaxDrawdown": -0.20349702834090222,
      "shadowTotalReturn": -0.11780787172496443,
      "avgForwardReturn1D": -0.0013376311395933472,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 74,
        "5": 70,
        "10": 65
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009232631447870255,
        "5": 0.004212494198268522,
        "10": 0.007733149676277258
      }
    },
    {
      "topN": 2,
      "ticker": "ALL",
      "hitRates": {
        "1": 0.5,
        "5": 0.4069767441860465,
        "10": 0.5061728395061729
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.09681688431667819,
      "eligibleDays": 359,
      "fitnessScore": -0.14128286128781792,
      "lookbackDays": 30,
      "returnLift1D": -0.0021074190906182743,
      "hitRateLift1D": -0.04874651810584962,
      "portfolioSize": 2,
      "activationRate": 0.25069637883008355,
      "activationCount": 90,
      "baselineHitRates": {
        "1": 0.5487465181058496,
        "5": 0.5408450704225352,
        "10": 0.6028571428571429
      },
      "sampleConfidence": 0.9903703703703705,
      "shadowSharpeLike": -0.5558744790614603,
      "avgForwardReturns": {
        "1": -0.0010433815968282165,
        "5": -0.002962271740427396,
        "10": -0.002774788120395275
      },
      "shadowMaxDrawdown": -0.2276189545711439,
      "shadowTotalReturn": -0.11597441327283498,
      "avgForwardReturn1D": -0.0010433815968282165,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 90,
        "5": 86,
        "10": 81
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010640374937900576,
        "5": 0.005070348035261547,
        "10": 0.009632755942365644
      }
    },
    {
      "topN": 4,
      "ticker": "ALL",
      "hitRates": {
        "1": 0.4962962962962963,
        "5": 0.44274809160305345,
        "10": 0.5158730158730159
      },
      "hitRate1D": 0.4962962962962963,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0818811496919687,
      "eligibleDays": 359,
      "fitnessScore": -0.1817527703247216,
      "lookbackDays": 30,
      "returnLift1D": -0.0022011931776565346,
      "hitRateLift1D": -0.05245022180955333,
      "portfolioSize": 4,
      "activationRate": 0.37604456824512533,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5487465181058496,
        "5": 0.5408450704225352,
        "10": 0.6028571428571429
      },
      "sampleConfidence": 0.9935802469135803,
      "shadowSharpeLike": -0.7696148759794202,
      "avgForwardReturns": {
        "1": -0.001137155683866477,
        "5": -0.0014113296074905661,
        "10": 0.001805183948004684
      },
      "shadowMaxDrawdown": -0.28993654021943605,
      "shadowTotalReturn": -0.17491629535176179,
      "avgForwardReturn1D": -0.001137155683866477,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-28",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 131,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010640374937900576,
        "5": 0.005070348035261547,
        "10": 0.009632755942365644
      }
    },
    {
      "topN": 5,
      "ticker": "ALL",
      "hitRates": {
        "1": 0.4962962962962963,
        "5": 0.44274809160305345,
        "10": 0.5158730158730159
      },
      "hitRate1D": 0.4962962962962963,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0818811496919687,
      "eligibleDays": 359,
      "fitnessScore": -0.1817527703247216,
      "lookbackDays": 30,
      "returnLift1D": -0.0022011931776565346,
      "hitRateLift1D": -0.05245022180955333,
      "portfolioSize": 5,
      "activationRate": 0.37604456824512533,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5487465181058496,
        "5": 0.5408450704225352,
        "10": 0.6028571428571429
      },
      "sampleConfidence": 0.9935802469135803,
      "shadowSharpeLike": -0.7696148759794202,
      "avgForwardReturns": {
        "1": -0.001137155683866477,
        "5": -0.0014113296074905661,
        "10": 0.001805183948004684
      },
      "shadowMaxDrawdown": -0.28993654021943605,
      "shadowTotalReturn": -0.17491629535176179,
      "avgForwardReturn1D": -0.001137155683866477,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-28",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 131,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010640374937900576,
        "5": 0.005070348035261547,
        "10": 0.009632755942365644
      }
    },
    {
      "topN": 3,
      "ticker": "ALL",
      "hitRates": {
        "1": 0.48739495798319327,
        "5": 0.4,
        "10": 0.509090909090909
      },
      "hitRate1D": 0.48739495798319327,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.079034887601768,
      "eligibleDays": 359,
      "fitnessScore": -0.19021721274612255,
      "lookbackDays": 30,
      "returnLift1D": -0.0022792133358893654,
      "hitRateLift1D": -0.06135156012265636,
      "portfolioSize": 3,
      "activationRate": 0.33147632311977715,
      "activationCount": 119,
      "baselineHitRates": {
        "1": 0.5487465181058496,
        "5": 0.5408450704225352,
        "10": 0.6028571428571429
      },
      "sampleConfidence": 0.9927170868347339,
      "shadowSharpeLike": -0.7336478607745057,
      "avgForwardReturns": {
        "1": -0.0012151758420993078,
        "5": -0.002157232425460701,
        "10": 0.00021154821306399756
      },
      "shadowMaxDrawdown": -0.26090306020249643,
      "shadowTotalReturn": -0.1613107614442133,
      "avgForwardReturn1D": -0.0012151758420993078,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 119,
        "5": 115,
        "10": 110
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010640374937900576,
        "5": 0.005070348035261547,
        "10": 0.009632755942365644
      }
    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
  },
  "lookbackSummary": [
    {
      "comboQuality": 0.30270718427855947,
      "fitnessScore": 0.1664233140824611,
      "lookbackDays": 14,
      "returnLift1D": -0.0008258958763254266,
      "activationRate": 0.36,
      "activationCount": 135,
      "sampleConfidence": 0.9940740740740741,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.0074049062683535505,
      "avgForwardReturn1D": 0.0002404307224990862
    },
    {
      "comboQuality": 0.1805643739401798,
      "fitnessScore": 0.01724373310720762,
      "lookbackDays": 21,
      "returnLift1D": -0.0012560490749870508,
      "activationRate": 0.3451086956521739,
      "activationCount": 127,
      "sampleConfidence": 0.9931758530183727,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.07404311959445464,
      "avgForwardReturn1D": -0.00027770275962008727
    },
    {
      "comboQuality": 0.09681688431667819,
      "fitnessScore": -0.14128286128781792,
      "lookbackDays": 30,
      "returnLift1D": -0.0021074190906182743,
      "activationRate": 0.25069637883008355,
      "activationCount": 90,
      "sampleConfidence": 0.9903703703703705,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.11597441327283498,
      "avgForwardReturn1D": -0.0010433815968282165
    },
    {
      "comboQuality": 0.47602869521369356,
      "fitnessScore": 0.328889067412954,
      "lookbackDays": 45,
      "returnLift1D": -0.000203091452229277,
      "activationRate": 0.39244186046511625,
      "activationCount": 135,
      "sampleConfidence": 0.9935802469135803,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.060956571009756155,
      "avgForwardReturn1D": 0.0007201716925577485
    },
    {
      "comboQuality": 0.16818223466712132,
      "fitnessScore": -0.0016843578838311969,
      "lookbackDays": 63,
      "returnLift1D": -0.001624464999845667,
      "activationRate": 0.3128834355828221,
      "activationCount": 102,
      "sampleConfidence": 0.9915032679738562,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.10574014811322807,
      "avgForwardReturn1D": -0.0007556273418100318
    }
  ],
  "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": "540c8365a14199ff713d1d78a8a4ceab268ed30459705826cdd2a1a54a1b9074",
    "size": 13,
    "members": [
      "ALL",
      "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
0.629
Liquidity
0.884
Momentum
0.716
Relative strength
0.675
Trend quality
0.681
Stability
0.729
Aggression
0.352
Downside risk
0.668
Drawdown state
1
Quality momentum
0.688
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.882
Benchmark Independence 3m Score
0.569
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.192
Correlation Change Score
0.343
Current Drawdown Score
1
Days Since 52w High Score
0
Distance From 52w High Score
1
Distance From Sma 20 Score
0.613
Distance From Sma 200 Score
0.842
Distance From Sma 50 Score
0.715
Downside Volatility 1m Score
0.141
Downside Volatility 1y Score
0.252
Downside Volatility 2y Score
0.283
Downside Volatility 3m Score
0.228
Downside Volatility 5y Score
0.283
Downside Volatility 6m Score
0.279
Drawdown Recovery Score
1
Excess Return 1m Score
0.719
Excess Return 1y Score
0.666
Excess Return 3m Score
0.610
Excess Return 6m Score
0.710
Expected Shortfall 95 1y Score
0.677
Log Avg Dollar Volume 20d Score
0.884
Log Market Cap Score
0.629
Drawdown Score 1m
0.932
Drawdown Score 1y
0.823
Drawdown Score 2y
0.824
Drawdown Score 3m
0.794
Drawdown Score 5y
0.727
Drawdown Score 6m
0.829
Momentum Acceleration 1m Vs 3m Score
0.829
Momentum Acceleration 3m Vs 6m Score
0.573
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.910
Relative Strength Slope 3m Score
0.560
Relative Volume 20d Score
0.301
Return 1m Score
0.764
Return 1w Score
0.517
Return 1y Score
0.702
Return 2y Score
0.472
Return 3m Score
0.724
Return 5y Score
0.164
Return 6m Score
0.689
Return Skewness 1y Score
0.494
Sector Excess Return 1y Score
0.905
Sharpe 1m Score
1
Sharpe 1y Score
0.658
Sharpe 2y Score
0.624
Sharpe 3m Score
0.943
Sharpe 5y Score
0.545
Sharpe 6m Score
0.749
Sortino 1m Score
1
Sortino 1y Score
0.536
Sortino 2y Score
0.510
Sortino 3m Score
0.766
Sortino 5y Score
0.463
Sortino 6m Score
0.587
Trend R2 1m Score
0.920
Trend R2 1w Score
0.066
Trend R2 1y Score
0.517
Trend R2 2y Score
0.717
Trend R2 3m Score
0.536
Trend R2 5y Score
0.816
Trend R2 6m Score
0.672
Trend Slope 1m Score
0.990
Trend Slope 1w Score
0.549
Trend Slope 1y Score
0.535
Trend Slope 2y Score
0.529
Trend Slope 3m Score
0.634
Trend Slope 5y Score
0.542
Trend Slope 6m Score
0.583
Volatility 1m Score
0.277
Volatility 1w Score
0.159
Volatility 1y Score
0.251
Volatility 2y Score
0.269
Volatility 3m Score
0.273
Volatility 5y Score
0.273
Volatility 6m Score
0.270
Worst Day 1y Score
0.736
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
449,488,141.415
Best Day 1y
0.057
Beta To Benchmark 1y
-0.224
Beta 3m
-0.839
Beta Change
-0.615
Beta To Sector 1y
0.518
Correlation To Benchmark 1y
-0.118
Correlation 3m
-0.431
Correlation Change
-0.313
Correlation To Sector 1y
0.321
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.882
Benchmark Independence 3m Score
0.569
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.192
Correlation Change Score
0.343
Current Drawdown Score
1
Distance From Sma 20 Score
0.613
Distance From Sma 200 Score
0.842
Current Drawdown
0
Days Since 52w High
0
Distance From 52w High
0
Distance From Sma 20
0.068
Distance From Sma 200
0.205
Distance From Sma 50
0.129
Downside Capture 1y
2.491
Downside Volatility 1m
0.155
Downside Volatility 1w
-
Downside Volatility 1y
0.239
Downside Volatility 2y
0.262
Downside Volatility 3m
0.221
Downside Volatility 5y
0.262
Downside Volatility 6m
0.259
Drawdown Recovery
1
Excess Return 1m
0.132
Excess Return 1y
0.099
Excess Return 3m
0.066
Excess Return 6m
0.126
Expected Shortfall 95 1y
-0.032
Market Cap
65,741,442,793.995
Max Drawdown 1m
-0.017
Max Drawdown 1w
-0.011
Max Drawdown 1y
-0.115
Max Drawdown 2y
-0.141
Max Drawdown 3m
-0.082
Max Drawdown 5y
-0.273
Max Drawdown 6m
-0.094
Momentum Acceleration 1m Vs 3m
0.099
Momentum Acceleration 3m Vs 6m
0.022
Moving Average Alignment
1
Relative Strength Acceleration
0.007
Relative Strength Slope 3m
0.001
Relative Volume 20d
1.113
Return 1m
0.159
Return 1w
0.005
Return 1y
0.322
Return 2y
0.651
Return 3m
0.179
Return 5y
1.137
Return 6m
0.226
Return Skewness 1y
-0.036
Sector Excess Return 1y
0.243
Sharpe 1m
7.001
Sharpe 1y
1.292
Sharpe 2y
1.122
Sharpe 3m
2.717
Sharpe 5y
0.724
Sharpe 6m
1.746
Sortino 1m
11.600
Sortino 1y
1.288
Sortino 2y
1.078
Sortino 3m
3.126
Sortino 5y
0.704
Sortino 6m
1.697
Trend R2 1m
0.920
Trend R2 1w
0.066
Trend R2 1y
0.517
Trend R2 2y
0.717
Trend R2 3m
0.536
Trend R2 5y
0.816
Trend R2 6m
0.672
Trend 1m
0.008
Trend 1w
0.001
Trend 1y
0.001
Trend 2y
0.000
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
0.434
Value At Risk 95 1y
-0.021
Volatility 1m
0.258
Volatility 1w
0.169
Volatility 1y
0.238
Volatility 2y
0.252
Volatility 3m
0.254
Volatility 5y
0.255
Volatility 6m
0.252
Worst Day 1y
-0.053
Distance From Sma 50 Score
0.715
Downside Volatility 1y Score
0.252
Downside Volatility 3m Score
0.228
Drawdown Recovery Score
1
Excess Return 1m Score
0.719
Excess Return 1y Score
0.666
Excess Return 3m Score
0.610
Excess Return 6m Score
0.710
Expected Shortfall 95 1y Score
0.677
Log Avg Dollar Volume 20d Score
0.884
Log Market Cap Score
0.629
Drawdown Score 1y
0.823
Drawdown Score 5y
0.727
Momentum Acceleration 1m Vs 3m Score
0.829
Momentum Acceleration 3m Vs 6m Score
0.573
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.910
Relative Volume 20d Score
0.301
Return 1m Score
0.764
Return 1y Score
0.702
Return 3m Score
0.724
Return 6m Score
0.689
Return Skewness 1y Score
0.494
Sortino 1y Score
0.536
Sortino 3m Score
0.766
Trend R2 1y Score
0.517
Trend R2 3m Score
0.536
Trend Slope 1y Score
0.535
Trend Slope 3m Score
0.634
Volatility 1y Score
0.251
Volatility 3m Score
0.273