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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

BA

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

Research Detail

BA

Boeing

Category

Sector: Defense

Industry / Category: Aerospace & Defense

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Commercial aerospace and defense manufacturer with aircraft, services, and defense systems exposure.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.100
Correlation To Benchmark 1y
0.433
Inverse To Benchmark 1y
0.567
Drawdown Score 1m
0.493
Drawdown Score 3m
0.628
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
0.546
Drawdown Score 1y
0.616
Drawdown Score 2y
0.646
Drawdown Score 5y
0.484
Return 1w
-0.024
Return 1m
-0.035
Return 3m
-0.095
Return 6m
-0.163
Return 1y
-0.084
Return 2y
0.161
Return 5y
-0.061
Sharpe 1m
-1.289
Sharpe 3m
-1.001
Sharpe 6m
-0.878
Sharpe 1y
-0.113
Sharpe 2y
0.386
Sharpe 5y
0.149
Trend 1w
-0.006
Trend 1m
-0.002
Trend 3m
-0.001
Trend 6m
-0.001
Trend 1y
0.000
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.275
Volatility 1m
0.295
Volatility 3m
0.343
Volatility 6m
0.341
Volatility 1y
0.323
Volatility 2y
0.359
Volatility 5y
0.366
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
BA
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:40 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
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
0.129
Aptet Fit Raw Score
0.174
Aptet Fit Confidence
0.482
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.514
Force Fit Raw Score
0.539
Force Fit Confidence
0.905
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:40 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "BA",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "BA",
    "hitRates": {
      "1": 0.5,
      "5": 0.5,
      "10": 0.875
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.21471400992652737,
    "eligibleDays": 352,
    "fitnessScore": 0.06471697697648089,
    "lookbackDays": 14,
    "returnLift1D": 0.0005952844598199501,
    "hitRateLift1D": 0.05555555555555558,
    "activationRate": 0.056818181818181816,
    "activationCount": 20,
    "baselineHitRates": {
      "1": 0.4444444444444444,
      "5": 0.53125,
      "10": 0.7407407407407407
    },
    "sampleConfidence": 0.9866666666666667,
    "shadowSharpeLike": 0.24819628416464962,
    "avgForwardReturns": {
      "1": 0.0018369269975801517,
      "5": 0.0024397800879614627,
      "10": 0.013173861269219586
    },
    "shadowMaxDrawdown": -0.06498647157714232,
    "shadowTotalReturn": 0.025646975561008034,
    "avgForwardReturn1D": 0.0018369269975801517,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-13",
      "2026-04-14",
      "2026-04-15",
      "2026-04-16",
      "2026-04-17",
      "2026-04-20",
      "2026-04-21",
      "2026-04-22",
      "2026-04-23",
      "2026-04-24"
    ],
    "horizonObservationCounts": {
      "1": 20,
      "5": 20,
      "10": 16
    },
    "baselineAvgForwardReturns": {
      "1": 0.0012416425377602017,
      "5": 0.01058731955052716,
      "10": 0.023535511553829363
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.21471400992652737,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08441643794518042,
    "bestRawFitnessScore": 0.06471697697648089,
    "upperQuartileComboQuality": 0.10377933181919158
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1289078976128009,
    "rawScore": 0.17394816491915452,
    "confidence": 0.48214150661161737,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        4
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.4101482764865268,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "BA",
      "hitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0.875
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.21471400992652737,
      "eligibleDays": 352,
      "fitnessScore": 0.06471697697648089,
      "lookbackDays": 14,
      "returnLift1D": 0.0005952844598199501,
      "hitRateLift1D": 0.05555555555555558,
      "activationRate": 0.056818181818181816,
      "activationCount": 20,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 0.53125,
        "10": 0.7407407407407407
      },
      "sampleConfidence": 0.9866666666666667,
      "shadowSharpeLike": 0.24819628416464962,
      "avgForwardReturns": {
        "1": 0.0018369269975801517,
        "5": 0.0024397800879614627,
        "10": 0.013173861269219586
      },
      "shadowMaxDrawdown": -0.06498647157714232,
      "shadowTotalReturn": 0.025646975561008034,
      "avgForwardReturn1D": 0.0018369269975801517,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-13",
        "2026-04-14",
        "2026-04-15",
        "2026-04-16",
        "2026-04-17",
        "2026-04-20",
        "2026-04-21",
        "2026-04-22",
        "2026-04-23",
        "2026-04-24"
      ],
      "horizonObservationCounts": {
        "1": 20,
        "5": 20,
        "10": 16
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012416425377602017,
        "5": 0.01058731955052716,
        "10": 0.023535511553829363
      }
    },
    {
      "topN": 5,
      "ticker": "BA",
      "hitRates": {
        "1": 0.5,
        "5": 0.52,
        "10": 0.7142857142857143
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.18345935867608656,
      "eligibleDays": 352,
      "fitnessScore": 0.021521625191636765,
      "lookbackDays": 14,
      "returnLift1D": -0.0005945054780162797,
      "hitRateLift1D": 0.05555555555555558,
      "activationRate": 0.07386363636363637,
      "activationCount": 26,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 0.53125,
        "10": 0.7407407407407407
      },
      "sampleConfidence": 0.9846153846153847,
      "shadowSharpeLike": 0.08776091308277476,
      "avgForwardReturns": {
        "1": 0.0006471370597439219,
        "5": 0.002511163497711024,
        "10": 0.0025434923286843645
      },
      "shadowMaxDrawdown": -0.0683697267223966,
      "shadowTotalReturn": 0.005414611507692735,
      "avgForwardReturn1D": 0.0006471370597439219,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-13",
        "2026-04-14",
        "2026-04-15",
        "2026-04-16",
        "2026-04-17",
        "2026-04-20",
        "2026-04-21",
        "2026-04-22",
        "2026-04-23",
        "2026-04-24"
      ],
      "horizonObservationCounts": {
        "1": 26,
        "5": 25,
        "10": 21
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012416425377602017,
        "5": 0.01058731955052716,
        "10": 0.023535511553829363
      }
    },
    {
      "topN": 3,
      "ticker": "BA",
      "hitRates": {
        "1": 0.5555555555555556,
        "5": 0.5,
        "10": 0
      },
      "hitRate1D": 0.5555555555555556,
      "comboQuality": 0.16390322365738166,
      "eligibleDays": 330,
      "fitnessScore": -0.008483006983972469,
      "lookbackDays": 30,
      "returnLift1D": -0.003058916798546796,
      "hitRateLift1D": 0.11111111111111116,
      "activationRate": 0.02727272727272727,
      "activationCount": 9,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 0.53125,
        "10": 0.7407407407407407
      },
      "sampleConfidence": 0.7374697348059838,
      "shadowSharpeLike": -0.22276785320193654,
      "avgForwardReturns": {
        "1": -0.0018172742607865944,
        "5": -0.0014816215591911448,
        "10": -0.0399718724591821
      },
      "shadowMaxDrawdown": -0.06385951392383837,
      "shadowTotalReturn": -0.019491941139318292,
      "avgForwardReturn1D": -0.0018172742607865944,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15"
      ],
      "horizonObservationCounts": {
        "1": 9,
        "5": 6,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012416425377602017,
        "5": 0.01058731955052716,
        "10": 0.023535511553829363
      }
    },
    {
      "topN": 3,
      "ticker": "BA",
      "hitRates": {
        "1": 0.4666666666666667,
        "5": 0.4,
        "10": 0.9166666666666666
      },
      "hitRate1D": 0.4666666666666667,
      "comboQuality": 0.1420490880557947,
      "eligibleDays": 352,
      "fitnessScore": -0.045642323398788764,
      "lookbackDays": 14,
      "returnLift1D": -0.000761915393001737,
      "hitRateLift1D": 0.022222222222222254,
      "activationRate": 0.04261363636363636,
      "activationCount": 15,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 0.53125,
        "10": 0.7407407407407407
      },
      "sampleConfidence": 0.912980638748108,
      "shadowSharpeLike": 0.019089261821201815,
      "avgForwardReturns": {
        "1": 0.00047972714475846465,
        "5": -0.002151409378338872,
        "10": 0.013710795259594769
      },
      "shadowMaxDrawdown": -0.05572652982619819,
      "shadowTotalReturn": -0.002468588823101525,
      "avgForwardReturn1D": 0.00047972714475846465,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-13",
        "2026-04-14",
        "2026-04-15",
        "2026-04-16",
        "2026-04-17",
        "2026-04-20",
        "2026-04-21",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27"
      ],
      "horizonObservationCounts": {
        "1": 15,
        "5": 15,
        "10": 12
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012416425377602017,
        "5": 0.01058731955052716,
        "10": 0.023535511553829363
      }
    },
    {
      "topN": 2,
      "ticker": "BA",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0.5
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.10573948310227826,
      "eligibleDays": 339,
      "fitnessScore": -0.11970413077225853,
      "lookbackDays": 21,
      "returnLift1D": -0.008424959960729329,
      "hitRateLift1D": 0.05555555555555558,
      "activationRate": 0.0058997050147492625,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 0.53125,
        "10": 0.7407407407407407
      },
      "sampleConfidence": 0.6239252713092609,
      "shadowSharpeLike": -0.4767847635682136,
      "avgForwardReturns": {
        "1": -0.0071833174229691266,
        "5": -0.0378465088017606,
        "10": -0.05886134892301975
      },
      "shadowMaxDrawdown": -0.028092782657144544,
      "shadowTotalReturn": -0.01666946031491079,
      "avgForwardReturn1D": -0.0071833174229691266,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-24",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 2
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012416425377602017,
        "5": 0.01058731955052716,
        "10": 0.023535511553829363
      }
    },
    {
      "topN": 4,
      "ticker": "BA",
      "hitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.10312594805816268,
      "eligibleDays": 330,
      "fitnessScore": -0.1258521688745509,
      "lookbackDays": 30,
      "returnLift1D": -0.005064584424522312,
      "hitRateLift1D": 0.05555555555555558,
      "activationRate": 0.030303030303030304,
      "activationCount": 10,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 0.53125,
        "10": 0.7407407407407407
      },
      "sampleConfidence": 0.7522420629859347,
      "shadowSharpeLike": -0.4795051939270466,
      "avgForwardReturns": {
        "1": -0.00382294188676211,
        "5": -0.0014816215591911448,
        "10": -0.0399718724591821
      },
      "shadowMaxDrawdown": -0.08433660459654424,
      "shadowTotalReturn": -0.04093952590382921,
      "avgForwardReturn1D": -0.00382294188676211,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15",
        "2026-05-18"
      ],
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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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    {
      "bestTopN": 2,
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    {
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    {
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  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "48a3aed7105c755ca9e35aab99fff13a69c72485205ab367707d0eff191755d4",
    "size": 13,
    "members": [
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      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
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      "XLP",
      "XLRE",
      "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
{
  "config": {
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      0.3,
      0.2,
      0.1
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    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
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    "lookbacks": [
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    "safetyNetEquity": "VOO"
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        "1": 0.0007382620780436456,
        "5": 0.0035363639056479323,
        "10": 0.007421477964175835
      }
    },
    {
      "topN": 5,
      "ticker": "BA",
      "hitRates": {
        "1": 0.5034013605442177,
        "5": 0.5374149659863946,
        "10": 0.4863013698630137
      },
      "hitRate1D": 0.5034013605442177,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.1092697844541468,
      "eligibleDays": 368,
      "fitnessScore": -0.11160877009512926,
      "lookbackDays": 21,
      "returnLift1D": -0.0016231497329838884,
      "hitRateLift1D": -0.0020334220644779855,
      "portfolioSize": 5,
      "activationRate": 0.39945652173913043,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5054347826086957,
        "5": 0.5192307692307693,
        "10": 0.532033426183844
      },
      "sampleConfidence": 0.9995464852607711,
      "shadowSharpeLike": -0.5031256003537373,
      "avgForwardReturns": {
        "1": -0.0008848876549402428,
        "5": -0.003616771913047874,
        "10": -0.0002343611485472737
      },
      "shadowMaxDrawdown": -0.25561935121692125,
      "shadowTotalReturn": -0.16202415174633522,
      "avgForwardReturn1D": -0.0008848876549402428,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-25",
        "2025-02-26"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 147,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007382620780436456,
        "5": 0.0035363639056479323,
        "10": 0.007421477964175835
      }
    }
  ],
  "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": 0.6539431956914195,
      "fitnessScore": 0.49001186211300873,
      "lookbackDays": 14,
      "returnLift1D": 0.0016153294422913394,
      "activationRate": 0.2853333333333333,
      "activationCount": 107,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.24254113462525728,
      "avgForwardReturn1D": 0.0023034240418005275
    },
    {
      "comboQuality": 0.1623972502144058,
      "fitnessScore": -0.010909658357183438,
      "lookbackDays": 21,
      "returnLift1D": -0.0010987359043251818,
      "activationRate": 0.35597826086956524,
      "activationCount": 131,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.08667802903742938,
      "avgForwardReturn1D": -0.00036047382628153624
    },
    {
      "comboQuality": 0.7045504816924899,
      "fitnessScore": 0.5411936394296666,
      "lookbackDays": 30,
      "returnLift1D": 0.00213258386380077,
      "activationRate": 0.2562674094707521,
      "activationCount": 92,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.2536152286176889,
      "avgForwardReturn1D": 0.0027533978566043277
    },
    {
      "comboQuality": 0.6546677598398547,
      "fitnessScore": 0.4907165983243905,
      "lookbackDays": 45,
      "returnLift1D": 0.0002784156115784456,
      "activationRate": 0.4273255813953488,
      "activationCount": 147,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.22084271526631905,
      "avgForwardReturn1D": 0.0015460260275888247
    },
    {
      "comboQuality": 0.6702304422334321,
      "fitnessScore": 0.506030049153342,
      "lookbackDays": 63,
      "returnLift1D": 0.0005830822055604759,
      "activationRate": 0.3834355828220859,
      "activationCount": 125,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.22637271931869574,
      "avgForwardReturn1D": 0.0018298817603925439
    }
  ],
  "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": "48a3aed7105c755ca9e35aab99fff13a69c72485205ab367707d0eff191755d4",
    "size": 13,
    "members": [
      "BA",
      "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
0.719
Liquidity
1
Momentum
0.429
Relative strength
0.243
Trend quality
0.246
Stability
0.546
Aggression
0.439
Downside risk
0.565
Drawdown state
0.713
Quality momentum
0.364
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.567
Benchmark Independence 3m Score
0.542
Beta 1y Profile Score
0.440
Beta 3m Profile Score
0.480
Beta Change Score
0.550
Correlation Change Score
0.513
Current Drawdown Score
0.657
Days Since 52w High Score
0.492
Distance From 52w High Score
0.738
Distance From Sma 20 Score
0.433
Distance From Sma 200 Score
0.430
Distance From Sma 50 Score
0.416
Downside Volatility 1m Score
0.295
Downside Volatility 1y Score
0.337
Downside Volatility 2y Score
0.395
Downside Volatility 3m Score
0.347
Downside Volatility 5y Score
0.418
Downside Volatility 6m Score
0.353
Drawdown Recovery Score
0.842
Excess Return 1m Score
0.432
Excess Return 1y Score
0.048
Excess Return 3m Score
0.273
Excess Return 6m Score
0.090
Expected Shortfall 95 1y Score
0.603
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.719
Drawdown Score 1m
0.493
Drawdown Score 1y
0.616
Drawdown Score 2y
0.646
Drawdown Score 3m
0.628
Drawdown Score 5y
0.484
Drawdown Score 6m
0.546
Momentum Acceleration 1m Vs 3m Score
0.491
Momentum Acceleration 3m Vs 6m Score
0.485
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.398
Relative Strength Slope 3m Score
0.387
Relative Volume 20d Score
0.218
Return 1m Score
0.442
Return 1w Score
0.421
Return 1y Score
0.447
Return 2y Score
0.332
Return 3m Score
0.381
Return 5y Score
0.072
Return 6m Score
0.364
Return Skewness 1y Score
0.593
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.142
Sharpe 1y Score
0.377
Sharpe 2y Score
0.477
Sharpe 3m Score
0.200
Sharpe 5y Score
0.430
Sharpe 6m Score
0.224
Sortino 1m Score
0.200
Sortino 1y Score
0.360
Sortino 2y Score
0.425
Sortino 3m Score
0.237
Sortino 5y Score
0.394
Sortino 6m Score
0.256
Trend R2 1m Score
0.241
Trend R2 1w Score
0.469
Trend R2 1y Score
0.001
Trend R2 2y Score
0.627
Trend R2 3m Score
0.361
Trend R2 5y Score
0.041
Trend R2 6m Score
0.122
Trend Slope 1m Score
0.345
Trend Slope 1w Score
0.108
Trend Slope 1y Score
0.501
Trend Slope 2y Score
0.552
Trend Slope 3m Score
0.427
Trend Slope 5y Score
0.506
Trend Slope 6m Score
0.466
Volatility 1m Score
0.326
Volatility 1w Score
0.301
Volatility 1y Score
0.364
Volatility 2y Score
0.412
Volatility 3m Score
0.390
Volatility 5y Score
0.421
Volatility 6m Score
0.388
Worst Day 1y Score
0.684
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
1,201,976,630.068
Best Day 1y
0.101
Beta To Benchmark 1y
1.100
Beta 3m
1.200
Beta Change
0.100
Beta To Sector 1y
0.946
Correlation To Benchmark 1y
0.433
Correlation 3m
0.458
Correlation Change
0.025
Correlation To Sector 1y
0.490
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.567
Benchmark Independence 3m Score
0.542
Beta 1y Profile Score
0.440
Beta 3m Profile Score
0.480
Beta Change Score
0.550
Correlation Change Score
0.513
Current Drawdown Score
0.657
Distance From Sma 20 Score
0.433
Distance From Sma 200 Score
0.430
Current Drawdown
-0.223
Days Since 52w High
124
Distance From 52w High
-0.170
Distance From Sma 20
-0.040
Distance From Sma 200
-0.042
Distance From Sma 50
-0.050
Downside Capture 1y
0.780
Downside Volatility 1m
0.271
Downside Volatility 1w
-
Downside Volatility 1y
0.303
Downside Volatility 2y
0.346
Downside Volatility 3m
0.310
Downside Volatility 5y
0.364
Downside Volatility 6m
0.315
Drawdown Recovery
0.685
Excess Return 1m
-0.041
Excess Return 1y
-0.271
Excess Return 3m
-0.136
Excess Return 6m
-0.246
Expected Shortfall 95 1y
-0.040
Market Cap
165,165,104,391.12
Max Drawdown 1m
-0.127
Max Drawdown 1w
-0.045
Max Drawdown 1y
-0.250
Max Drawdown 2y
-0.283
Max Drawdown 3m
-0.149
Max Drawdown 5y
-0.516
Max Drawdown 6m
-0.250
Momentum Acceleration 1m Vs 3m
-0.003
Momentum Acceleration 3m Vs 6m
-0.005
Moving Average Alignment
0
Relative Strength Acceleration
-0.002
Relative Strength Slope 3m
-0.002
Relative Volume 20d
0.888
Return 1m
-0.035
Return 1w
-0.024
Return 1y
-0.084
Return 2y
0.161
Return 3m
-0.095
Return 5y
-0.061
Return 6m
-0.163
Return Skewness 1y
0.559
Sector Excess Return 1y
-0.305
Sharpe 1m
-1.289
Sharpe 1y
-0.113
Sharpe 2y
0.386
Sharpe 3m
-1.001
Sharpe 5y
0.149
Sharpe 6m
-0.878
Sortino 1m
-1.401
Sortino 1y
-0.120
Sortino 2y
0.401
Sortino 3m
-1.106
Sortino 5y
0.149
Sortino 6m
-0.949
Trend R2 1m
0.241
Trend R2 1w
0.469
Trend R2 1y
0.001
Trend R2 2y
0.627
Trend R2 3m
0.361
Trend R2 5y
0.041
Trend R2 6m
0.122
Trend 1m
-0.002
Trend 1w
-0.006
Trend 1y
0.000
Trend 2y
0.001
Trend 3m
-0.001
Trend 5y
0.000
Trend 6m
-0.001
Upside Capture 1y
0.989
Value At Risk 95 1y
-0.031
Volatility 1m
0.295
Volatility 1w
0.275
Volatility 1y
0.323
Volatility 2y
0.359
Volatility 3m
0.343
Volatility 5y
0.366
Volatility 6m
0.341
Worst Day 1y
-0.063
Distance From Sma 50 Score
0.416
Downside Volatility 1y Score
0.337
Downside Volatility 3m Score
0.347
Drawdown Recovery Score
0.842
Excess Return 1m Score
0.432
Excess Return 1y Score
0.048
Excess Return 3m Score
0.273
Excess Return 6m Score
0.090
Expected Shortfall 95 1y Score
0.603
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.719
Drawdown Score 1y
0.616
Drawdown Score 5y
0.484
Momentum Acceleration 1m Vs 3m Score
0.491
Momentum Acceleration 3m Vs 6m Score
0.485
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.398
Relative Volume 20d Score
0.218
Return 1m Score
0.442
Return 1y Score
0.447
Return 3m Score
0.381
Return 6m Score
0.364
Return Skewness 1y Score
0.593
Sortino 1y Score
0.360
Sortino 3m Score
0.237
Trend R2 1y Score
0.001
Trend R2 3m Score
0.361
Trend Slope 1y Score
0.501
Trend Slope 3m Score
0.427
Volatility 1y Score
0.364
Volatility 3m Score
0.390