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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

ARM

Information Technology | v2 | as of 2026-07-23
Close

Research Detail

ARM

ARM

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.
35 fields
Beta To Benchmark 1y
3.151
Correlation To Benchmark 1y
0.549
Inverse To Benchmark 1y
0.451
Drawdown Score 1m
0
Drawdown Score 3m
0
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
0.266
Drawdown Score 1y
0.362
Drawdown Score 2y
0.346
Drawdown Score 5y
0.460
Return 1w
0.080
Return 1m
-0.227
Return 3m
0.440
Return 6m
1.485
Return 1y
0.809
Return 2y
0.788
Return 5y
3.451
Sharpe 1m
-3.923
Sharpe 3m
1.856
Sharpe 6m
2.451
Sharpe 1y
1.168
Sharpe 2y
0.758
Trend 1w
0.018
Trend 1m
-0.014
Trend 3m
0.008
Trend 6m
0.011
Trend 1y
0.003
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.574
Volatility 1m
0.722
Volatility 3m
1.104
Volatility 6m
0.907
Volatility 1y
0.730
Volatility 2y
0.702
Volatility 5y
0.765
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
ARM
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:38 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
716
Data Start Date
2023-09-14
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.190
Aptet Fit Raw Score
0.255
Aptet Fit Confidence
0.484
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.994
Force Fit Raw Score
0.999
Force Fit Confidence
0.990
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:38 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ARM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ARM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "ARM",
    "hitRates": {
      "1": 0.6,
      "5": 0.4666666666666667,
      "10": 0.6363636363636364
    },
    "hitRate1D": 0.6,
    "comboQuality": 0.5907055420028279,
    "eligibleDays": 352,
    "fitnessScore": 0.43071421889383654,
    "lookbackDays": 14,
    "returnLift1D": 0.0009869170179250195,
    "hitRateLift1D": 0.024242424242424176,
    "activationRate": 0.04261363636363636,
    "activationCount": 15,
    "baselineHitRates": {
      "1": 0.5757575757575758,
      "5": 0.6896551724137931,
      "10": 0.8333333333333334
    },
    "sampleConfidence": 0.9085361943036636,
    "shadowSharpeLike": 0.6929438664361737,
    "avgForwardReturns": {
      "1": 0.015452727485340056,
      "5": -0.005490310469847063,
      "10": 0.039740828284450795
    },
    "shadowMaxDrawdown": -0.2538052581749326,
    "shadowTotalReturn": 0.212664136797313,
    "avgForwardReturn1D": 0.015452727485340056,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-01",
      "2026-06-02",
      "2026-06-03",
      "2026-06-04",
      "2026-06-05",
      "2026-06-08",
      "2026-06-09",
      "2026-06-10",
      "2026-06-11",
      "2026-06-12"
    ],
    "horizonObservationCounts": {
      "1": 15,
      "5": 15,
      "10": 11
    },
    "baselineAvgForwardReturns": {
      "1": 0.014465810467415036,
      "5": 0.10670620402225618,
      "10": 0.2540100743624698
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5907055420028279,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.0753148437762853,
    "bestRawFitnessScore": 0.43071421889383654,
    "upperQuartileComboQuality": 0.12817374052370728
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.18956733725125943,
    "rawScore": 0.2554834161204745,
    "confidence": 0.48398937300781986,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0.16177239551188752,
    "recommendedRegion": {
      "topNs": [
        2,
        3
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.5235410608930468,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ARM",
      "hitRates": {
        "1": 0.6,
        "5": 0.4666666666666667,
        "10": 0.6363636363636364
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.5907055420028279,
      "eligibleDays": 352,
      "fitnessScore": 0.43071421889383654,
      "lookbackDays": 14,
      "returnLift1D": 0.0009869170179250195,
      "hitRateLift1D": 0.024242424242424176,
      "activationRate": 0.04261363636363636,
      "activationCount": 15,
      "baselineHitRates": {
        "1": 0.5757575757575758,
        "5": 0.6896551724137931,
        "10": 0.8333333333333334
      },
      "sampleConfidence": 0.9085361943036636,
      "shadowSharpeLike": 0.6929438664361737,
      "avgForwardReturns": {
        "1": 0.015452727485340056,
        "5": -0.005490310469847063,
        "10": 0.039740828284450795
      },
      "shadowMaxDrawdown": -0.2538052581749326,
      "shadowTotalReturn": 0.212664136797313,
      "avgForwardReturn1D": 0.015452727485340056,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12"
      ],
      "horizonObservationCounts": {
        "1": 15,
        "5": 15,
        "10": 11
      },
      "baselineAvgForwardReturns": {
        "1": 0.014465810467415036,
        "5": 0.10670620402225618,
        "10": 0.2540100743624698
      }
    },
    {
      "topN": 3,
      "ticker": "ARM",
      "hitRates": {
        "1": 0.6,
        "5": 0.4666666666666667,
        "10": 0.6363636363636364
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.5907055420028279,
      "eligibleDays": 352,
      "fitnessScore": 0.43071421889383654,
      "lookbackDays": 14,
      "returnLift1D": 0.0009869170179250195,
      "hitRateLift1D": 0.024242424242424176,
      "activationRate": 0.04261363636363636,
      "activationCount": 15,
      "baselineHitRates": {
        "1": 0.5757575757575758,
        "5": 0.6896551724137931,
        "10": 0.8333333333333334
      },
      "sampleConfidence": 0.9085361943036636,
      "shadowSharpeLike": 0.6929438664361737,
      "avgForwardReturns": {
        "1": 0.015452727485340056,
        "5": -0.005490310469847063,
        "10": 0.039740828284450795
      },
      "shadowMaxDrawdown": -0.2538052581749326,
      "shadowTotalReturn": 0.212664136797313,
      "avgForwardReturn1D": 0.015452727485340056,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12"
      ],
      "horizonObservationCounts": {
        "1": 15,
        "5": 15,
        "10": 11
      },
      "baselineAvgForwardReturns": {
        "1": 0.014465810467415036,
        "5": 0.10670620402225618,
        "10": 0.2540100743624698
      }
    },
    {
      "topN": 4,
      "ticker": "ARM",
      "hitRates": {
        "1": 0.5625,
        "5": 0.4375,
        "10": 0.6363636363636364
      },
      "hitRate1D": 0.5625,
      "comboQuality": 0.2193701859899701,
      "eligibleDays": 352,
      "fitnessScore": 0.07074511245032457,
      "lookbackDays": 14,
      "returnLift1D": -0.007975175716315053,
      "hitRateLift1D": -0.013257575757575801,
      "activationRate": 0.045454545454545456,
      "activationCount": 16,
      "baselineHitRates": {
        "1": 0.5757575757575758,
        "5": 0.6896551724137931,
        "10": 0.8333333333333334
      },
      "sampleConfidence": 0.9211016217166205,
      "shadowSharpeLike": 0.28093644156495484,
      "avgForwardReturns": {
        "1": 0.006490634751099983,
        "5": -0.02078556019825617,
        "10": 0.039740828284450795
      },
      "shadowMaxDrawdown": -0.2538052581749326,
      "shadowTotalReturn": 0.05751497004305173,
      "avgForwardReturn1D": 0.006490634751099983,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12"
      ],
      "horizonObservationCounts": {
        "1": 16,
        "5": 16,
        "10": 11
      },
      "baselineAvgForwardReturns": {
        "1": 0.014465810467415036,
        "5": 0.10670620402225618,
        "10": 0.2540100743624698
      }
    },
    {
      "topN": 5,
      "ticker": "ARM",
      "hitRates": {
        "1": 0.5625,
        "5": 0.4375,
        "10": 0.6363636363636364
      },
      "hitRate1D": 0.5625,
      "comboQuality": 0.2193701859899701,
      "eligibleDays": 352,
      "fitnessScore": 0.07074511245032457,
      "lookbackDays": 14,
      "returnLift1D": -0.007975175716315053,
      "hitRateLift1D": -0.013257575757575801,
      "activationRate": 0.045454545454545456,
      "activationCount": 16,
      "baselineHitRates": {
        "1": 0.5757575757575758,
        "5": 0.6896551724137931,
        "10": 0.8333333333333334
      },
      "sampleConfidence": 0.9211016217166205,
      "shadowSharpeLike": 0.28093644156495484,
      "avgForwardReturns": {
        "1": 0.006490634751099983,
        "5": -0.02078556019825617,
        "10": 0.039740828284450795
      },
      "shadowMaxDrawdown": -0.2538052581749326,
      "shadowTotalReturn": 0.05751497004305173,
      "avgForwardReturn1D": 0.006490634751099983,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12"
      ],
      "horizonObservationCounts": {
        "1": 16,
        "5": 16,
        "10": 11
      },
      "baselineAvgForwardReturns": {
        "1": 0.014465810467415036,
        "5": 0.10670620402225618,
        "10": 0.2540100743624698
      }
    },
    {
      "topN": 2,
      "ticker": "ARM",
      "hitRates": {
        "1": 0.5,
        "5": 0.4444444444444444,
        "10": 0.5
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.12817374052370728,
      "eligibleDays": 339,
      "fitnessScore": -0.07178476316684937,
      "lookbackDays": 21,
      "returnLift1D": -0.009898944340688894,
      "hitRateLift1D": -0.0757575757575758,
      "activationRate": 0.035398230088495575,
      "activationCount": 12,
      "baselineHitRates": {
        "1": 0.5757575757575758,
        "5": 0.6896551724137931,
        "10": 0.8333333333333334
      },
      "sampleConfidence": 0.8149170569717049,
      "shadowSharpeLike": 0.19369873579610758,
      "avgForwardReturns": {
        "1": 0.004566866126726142,
        "5": 0.02045425650096846,
        "10": 0.012990387763136602
      },
      "shadowMaxDrawdown": -0.2550515432202346,
      "shadowTotalReturn": 0.025461220060320144,
      "avgForwardReturn1D": 0.004566866126726142,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-10",
        "2026-06-11",
        "2026-06-12",
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 12,
        "5": 9,
        "10": 4
      },
      "baselineAvgForwardReturns": {
        "1": 0.014465810467415036,
        "5": 0.10670620402225618,
        "10": 0.2540100743624698
      }
    },
    {
      "topN": 3,
      "ticker": "ARM",
      "hitRates": {
        "1": 0.5,
        "5": 0.4444444444444444,
        "10": 0.5
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.12817374052370728,
      "eligibleDays": 339,
      "fitnessScore": -0.07178476316684937,
      "lookbackDays": 21,
      "returnLift1D": -0.009898944340688894,
      "hitRateLift1D": -0.0757575757575758,
      "activationRate": 0.035398230088495575,
      "activationCount": 12,
      "baselineHitRates": {
        "1": 0.5757575757575758,
        "5": 0.6896551724137931,
        "10": 0.8333333333333334
      },
      "sampleConfidence": 0.8149170569717049,
      "shadowSharpeLike": 0.19369873579610758,
      "avgForwardReturns": {
        "1": 0.004566866126726142,
        "5": 0.02045425650096846,
        "10": 0.012990387763136602
      },
      "shadowMaxDrawdown": -0.2550515432202346,
      "shadowTotalReturn": 0.025461220060320144,
      "avgForwardReturn1D": 0.004566866126726142,
      "riskOffActivations": 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."
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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": "5c53e55337129721cabe2c8e584b38574e0a494bbc1d44c4ec8fc86146d82575",
    "size": 13,
    "members": [
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      "XLF",
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      "XLP",
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      "XLU",
      "XLV",
      "XLY"
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    "version": 1
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  "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
{
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        "1": 155,
        "5": 151,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.0042560441412291755,
        "5": 0.02266613783177631,
        "10": 0.04513283690959478
      }
    },
    {
      "topN": 5,
      "ticker": "ARM",
      "hitRates": {
        "1": 0.4967741935483871,
        "5": 0.543046357615894,
        "10": 0.547945205479452
      },
      "hitRate1D": 0.4967741935483871,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.6223114353411361,
      "eligibleDays": 326,
      "fitnessScore": 0.4598615571526211,
      "lookbackDays": 63,
      "returnLift1D": -0.0008739885206798118,
      "hitRateLift1D": -0.02163071442707304,
      "portfolioSize": 5,
      "activationRate": 0.4754601226993865,
      "activationCount": 155,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.5714285714285714,
        "10": 0.61198738170347
      },
      "sampleConfidence": 0.9944086021505377,
      "shadowSharpeLike": 0.6690920519701717,
      "avgForwardReturns": {
        "1": 0.0033820556205493638,
        "5": 0.02507421445583597,
        "10": 0.05320870380435226
      },
      "shadowMaxDrawdown": -0.4729253052160943,
      "shadowTotalReturn": 0.33761481282819217,
      "avgForwardReturn1D": 0.0033820556205493638,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-29",
        "2025-06-05",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18"
      ],
      "horizonObservationCounts": {
        "1": 155,
        "5": 151,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.0042560441412291755,
        "5": 0.02266613783177631,
        "10": 0.04513283690959478
      }
    }
  ],
  "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": 0.999835256907856,
      "fitnessScore": 2.2664108827863467,
      "lookbackDays": 14,
      "returnLift1D": 0.0050828638168180255,
      "activationRate": 0.45866666666666667,
      "activationCount": 172,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.8076952823265433,
      "avgForwardReturn1D": 0.007475456643808093
    },
    {
      "comboQuality": 0.9994377233879335,
      "fitnessScore": 1.9962499244663183,
      "lookbackDays": 21,
      "returnLift1D": 0.003605805679374372,
      "activationRate": 0.5135869565217391,
      "activationCount": 189,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.5541502048947158,
      "avgForwardReturn1D": 0.006206053315952639
    },
    {
      "comboQuality": 0.9994841769759593,
      "fitnessScore": 2.015230791811734,
      "lookbackDays": 30,
      "returnLift1D": 0.003718819254677432,
      "activationRate": 0.520891364902507,
      "activationCount": 187,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 1.565711581581691,
      "avgForwardReturn1D": 0.006296697817957297
    },
    {
      "comboQuality": 0.9987455911500379,
      "fitnessScore": 1.8195638445351663,
      "lookbackDays": 45,
      "returnLift1D": 0.003246239781735243,
      "activationRate": 0.4796511627906977,
      "activationCount": 165,
      "sampleConfidence": 0.9947474747474748,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 1.4362952828900322,
      "avgForwardReturn1D": 0.006810267309588133
    },
    {
      "comboQuality": 0.9690342274075299,
      "fitnessScore": 1.1075518387981487,
      "lookbackDays": 63,
      "returnLift1D": 0.0020439257030678915,
      "activationRate": 0.40797546012269936,
      "activationCount": 133,
      "sampleConfidence": 0.993483709273183,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.8633710289200518,
      "avgForwardReturn1D": 0.006299969844297067
    }
  ],
  "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": "5c53e55337129721cabe2c8e584b38574e0a494bbc1d44c4ec8fc86146d82575",
    "size": 13,
    "members": [
      "ARM",
      "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
0.769
Liquidity
1
Momentum
0.587
Relative strength
0.765
Trend quality
0.518
Stability
0.322
Aggression
0.668
Downside risk
0.413
Drawdown state
0.635
Quality momentum
0.580
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
79 fields
Inverse To Benchmark 1y
0.451
Benchmark Independence 3m Score
0.384
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.534
Current Drawdown Score
0.452
Days Since 52w High Score
0.091
Distance From 52w High Score
0.452
Distance From Sma 20 Score
0.375
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.302
Downside Volatility 1m Score
0.866
Downside Volatility 1y Score
0.768
Downside Volatility 2y Score
0.785
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.804
Downside Volatility 6m Score
0.917
Drawdown Recovery Score
1
Excess Return 1m Score
0.110
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.113
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.769
Drawdown Score 1m
0
Drawdown Score 1y
0.362
Drawdown Score 2y
0.346
Drawdown Score 3m
0
Drawdown Score 5y
0.460
Drawdown Score 6m
0.266
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.164
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.929
Relative Volume 20d Score
0.109
Return 1m Score
0.121
Return 1w Score
0.768
Return 1y Score
1
Return 2y Score
0.511
Return 3m Score
1
Return 5y Score
0.342
Return 6m Score
1
Return Skewness 1y Score
0.624
Sector Excess Return 1y Score
1
Sharpe 1m Score
0
Sharpe 1y Score
0.634
Sharpe 2y Score
0.552
Sharpe 3m Score
0.771
Sharpe 6m Score
0.890
Sortino 1m Score
0
Sortino 1y Score
0.545
Sortino 2y Score
0.479
Sortino 3m Score
0.652
Sortino 6m Score
0.752
Trend R2 1m Score
0.807
Trend R2 1w Score
0.720
Trend R2 1y Score
0.382
Trend R2 2y Score
0.232
Trend R2 3m Score
0.340
Trend R2 5y Score
0.493
Trend R2 6m Score
0.851
Trend Slope 1m Score
0
Trend Slope 1w Score
1
Trend Slope 1y Score
0.694
Trend Slope 2y Score
0.561
Trend Slope 3m Score
0.969
Trend Slope 5y Score
0.586
Trend Slope 6m Score
1
Volatility 1m Score
0.896
Volatility 1w Score
0.699
Volatility 1y Score
0.907
Volatility 2y Score
0.869
Volatility 3m Score
1
Volatility 5y Score
0.954
Volatility 6m Score
1
Worst Day 1y Score
0.328
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
1,905,444,595.833
Best Day 1y
0.164
Beta To Benchmark 1y
3.151
Beta 3m
5.205
Beta Change
2.054
Beta To Sector 1y
1.887
Correlation To Benchmark 1y
0.549
Correlation 3m
0.616
Correlation Change
0.068
Correlation To Sector 1y
0.639
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.451
Benchmark Independence 3m Score
0.384
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.534
Current Drawdown Score
0.452
Distance From Sma 20 Score
0.375
Distance From Sma 200 Score
1
Current Drawdown
-0.356
Days Since 52w High
23
Distance From 52w High
-0.356
Distance From Sma 20
-0.075
Distance From Sma 200
0.510
Distance From Sma 50
-0.119
Downside Capture 1y
0.204
Downside Volatility 1m
0.700
Downside Volatility 1w
-
Downside Volatility 1y
0.626
Downside Volatility 2y
0.639
Downside Volatility 3m
0.925
Downside Volatility 5y
0.653
Downside Volatility 6m
0.738
Drawdown Recovery
1
Excess Return 1m
-0.234
Excess Return 1y
0.622
Excess Return 3m
0.399
Excess Return 6m
1.402
Expected Shortfall 95 1y
-0.089
Market Cap
276,664,633,998.21
Max Drawdown 1m
-0.285
Max Drawdown 1w
-0.023
Max Drawdown 1y
-0.415
Max Drawdown 2y
-0.523
Max Drawdown 3m
-0.404
Max Drawdown 5y
-0.540
Max Drawdown 6m
-0.404
Momentum Acceleration 1m Vs 3m
-0.374
Momentum Acceleration 3m Vs 6m
-0.101
Moving Average Alignment
0
Relative Strength Acceleration
-0.025
Relative Strength Slope 3m
0.007
Relative Volume 20d
0.594
Return 1m
-0.227
Return 1w
0.080
Return 1y
0.809
Return 2y
0.788
Return 3m
0.440
Return 5y
3.451
Return 6m
1.485
Return Skewness 1y
0.742
Sector Excess Return 1y
0.422
Sharpe 1m
-3.923
Sharpe 1y
1.168
Sharpe 2y
0.758
Sharpe 3m
1.856
Sharpe 5y
-
Sharpe 6m
2.451
Sortino 1m
-4.047
Sortino 1y
1.363
Sortino 2y
0.833
Sortino 3m
2.216
Sortino 5y
-
Sortino 6m
3.015
Trend R2 1m
0.807
Trend R2 1w
0.720
Trend R2 1y
0.382
Trend R2 2y
0.232
Trend R2 3m
0.340
Trend R2 5y
0.493
Trend R2 6m
0.851
Trend 1m
-0.014
Trend 1w
0.018
Trend 1y
0.003
Trend 2y
0.001
Trend 3m
0.008
Trend 5y
0.001
Trend 6m
0.011
Upside Capture 1y
7.479
Value At Risk 95 1y
-0.064
Volatility 1m
0.722
Volatility 1w
0.574
Volatility 1y
0.730
Volatility 2y
0.702
Volatility 3m
1.104
Volatility 5y
0.765
Volatility 6m
0.907
Worst Day 1y
-0.134
Distance From Sma 50 Score
0.302
Downside Volatility 1y Score
0.768
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.110
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.113
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.769
Drawdown Score 1y
0.362
Drawdown Score 5y
0.460
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.164
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.109
Return 1m Score
0.121
Return 1y Score
1
Return 3m Score
1
Return 6m Score
1
Return Skewness 1y Score
0.624
Sortino 1y Score
0.545
Sortino 3m Score
0.652
Trend R2 1y Score
0.382
Trend R2 3m Score
0.340
Trend Slope 1y Score
0.694
Trend Slope 3m Score
0.969
Volatility 1y Score
0.907
Volatility 3m Score
1