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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

COP

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

Research Detail

COP

ConocoPhillips

Category

Sector: Energy

Industry / Category: Exploration & Production

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Exploration and production company leveraged to crude, natural gas, and capital efficiency.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-0.360
Correlation To Benchmark 1y
-0.155
Inverse To Benchmark 1y
0.845
Drawdown Score 1m
0.754
Drawdown Score 3m
0.527
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
0.595
Drawdown Score 1y
0.657
Drawdown Score 2y
0.656
Drawdown Score 5y
0.637
Return 1w
0.065
Return 1m
0.093
Return 3m
-0.012
Return 6m
0.256
Return 1y
0.336
Return 2y
0.098
Return 5y
1.517
Sharpe 1m
3.815
Sharpe 3m
-0.004
Sharpe 6m
1.626
Sharpe 1y
1.125
Sharpe 2y
0.307
Sharpe 5y
0.729
Trend 1w
0.012
Trend 1m
0.006
Trend 3m
-0.002
Trend 6m
0.000
Trend 1y
0.001
Trend 2y
0.000
Trend 5y
0.000
Volatility 1w
0.054
Volatility 1m
0.291
Volatility 3m
0.312
Volatility 6m
0.310
Volatility 1y
0.296
Volatility 2y
0.317
Volatility 5y
0.327
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
COP
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:11 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Energy
Sector Benchmark Ticker
XLE
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
0.132
Aptet Fit Raw Score
0.206
Aptet Fit Confidence
0.284
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.435
Force Fit Raw Score
0.455
Force Fit Confidence
0.912
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:11 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "COP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "COP",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "COP",
    "hitRates": {
      "1": 0.6666666666666666,
      "5": 0.25,
      "10": 0
    },
    "hitRate1D": 0.6666666666666666,
    "comboQuality": 0.3098897284724244,
    "eligibleDays": 352,
    "fitnessScore": 0.17386032661167133,
    "lookbackDays": 14,
    "returnLift1D": -0.0029531053715312517,
    "hitRateLift1D": 0,
    "activationRate": 0.02556818181818182,
    "activationCount": 9,
    "baselineHitRates": {
      "1": 0.6666666666666666,
      "5": 0.7435897435897436,
      "10": 0.6153846153846154
    },
    "sampleConfidence": 0.7300623273985765,
    "shadowSharpeLike": 0.19148425945197853,
    "avgForwardReturns": {
      "1": 0.002321774238169125,
      "5": -0.017011300376970462,
      "10": -0.09858421527029776
    },
    "shadowMaxDrawdown": -0.07061601936548567,
    "shadowTotalReturn": 0.015750376139449518,
    "avgForwardReturn1D": 0.002321774238169125,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-02",
      "2026-04-06",
      "2026-04-07",
      "2026-04-08",
      "2026-07-20",
      "2026-07-21",
      "2026-07-22",
      "2026-07-23",
      "2026-07-24"
    ],
    "horizonObservationCounts": {
      "1": 9,
      "5": 4,
      "10": 2
    },
    "baselineAvgForwardReturns": {
      "1": 0.005274879609700377,
      "5": 0.02367449652432117,
      "10": 0.031060628599650274
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.3098897284724244,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08153951843576675,
    "bestRawFitnessScore": 0.17386032661167133,
    "upperQuartileComboQuality": 0.08153951843576675
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.13249809665495238,
    "rawScore": 0.20640758607328608,
    "confidence": 0.28384909852982076,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.5346171990958701,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "COP",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.25,
        "10": 0
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.3098897284724244,
      "eligibleDays": 352,
      "fitnessScore": 0.17386032661167133,
      "lookbackDays": 14,
      "returnLift1D": -0.0029531053715312517,
      "hitRateLift1D": 0,
      "activationRate": 0.02556818181818182,
      "activationCount": 9,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0.7435897435897436,
        "10": 0.6153846153846154
      },
      "sampleConfidence": 0.7300623273985765,
      "shadowSharpeLike": 0.19148425945197853,
      "avgForwardReturns": {
        "1": 0.002321774238169125,
        "5": -0.017011300376970462,
        "10": -0.09858421527029776
      },
      "shadowMaxDrawdown": -0.07061601936548567,
      "shadowTotalReturn": 0.015750376139449518,
      "avgForwardReturn1D": 0.002321774238169125,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-02",
        "2026-04-06",
        "2026-04-07",
        "2026-04-08",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 9,
        "5": 4,
        "10": 2
      },
      "baselineAvgForwardReturns": {
        "1": 0.005274879609700377,
        "5": 0.02367449652432117,
        "10": 0.031060628599650274
      }
    },
    {
      "topN": 3,
      "ticker": "COP",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.25,
        "10": 0
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.3098897284724244,
      "eligibleDays": 352,
      "fitnessScore": 0.17386032661167133,
      "lookbackDays": 14,
      "returnLift1D": -0.0029531053715312517,
      "hitRateLift1D": 0,
      "activationRate": 0.02556818181818182,
      "activationCount": 9,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0.7435897435897436,
        "10": 0.6153846153846154
      },
      "sampleConfidence": 0.7300623273985765,
      "shadowSharpeLike": 0.19148425945197853,
      "avgForwardReturns": {
        "1": 0.002321774238169125,
        "5": -0.017011300376970462,
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      },
      "shadowMaxDrawdown": -0.07061601936548567,
      "shadowTotalReturn": 0.015750376139449518,
      "avgForwardReturn1D": 0.002321774238169125,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-02",
        "2026-04-06",
        "2026-04-07",
        "2026-04-08",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 9,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.005274879609700377,
        "5": 0.02367449652432117,
        "10": 0.031060628599650274
      }
    },
    {
      "topN": 4,
      "ticker": "COP",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.25,
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      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.3098897284724244,
      "eligibleDays": 352,
      "fitnessScore": 0.17386032661167133,
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      "returnLift1D": -0.0029531053715312517,
      "hitRateLift1D": 0,
      "activationRate": 0.02556818181818182,
      "activationCount": 9,
      "baselineHitRates": {
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      },
      "sampleConfidence": 0.7300623273985765,
      "shadowSharpeLike": 0.19148425945197853,
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      },
      "shadowMaxDrawdown": -0.07061601936548567,
      "shadowTotalReturn": 0.015750376139449518,
      "avgForwardReturn1D": 0.002321774238169125,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-02",
        "2026-04-06",
        "2026-04-07",
        "2026-04-08",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
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      ],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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      }
    },
    {
      "topN": 5,
      "ticker": "COP",
      "hitRates": {
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      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.3098897284724244,
      "eligibleDays": 352,
      "fitnessScore": 0.17386032661167133,
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      "returnLift1D": -0.0029531053715312517,
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      "activationRate": 0.02556818181818182,
      "activationCount": 9,
      "baselineHitRates": {
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      },
      "sampleConfidence": 0.7300623273985765,
      "shadowSharpeLike": 0.19148425945197853,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": -0.07061601936548567,
      "shadowTotalReturn": 0.015750376139449518,
      "avgForwardReturn1D": 0.002321774238169125,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-02",
        "2026-04-06",
        "2026-04-07",
        "2026-04-08",
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        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 9,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.005274879609700377,
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      }
    },
    {
      "topN": 2,
      "ticker": "COP",
      "hitRates": {
        "1": 0,
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      },
      "hitRate1D": 0,
      "comboQuality": 0.08153951843576675,
      "eligibleDays": 339,
      "fitnessScore": -0.18275443919500706,
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      "returnLift1D": -0.005274879609700377,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
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      "baselineHitRates": {
        "1": 0.6666666666666666,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.005274879609700377,
        "5": 0.02367449652432117,
        "10": 0.031060628599650274
      }
    },
    {
      "topN": 3,
      "ticker": "COP",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08153951843576675,
      "eligibleDays": 339,
      "fitnessScore": -0.18275443919500706,
      "lookbackDays": 21,
      "returnLift1D": -0.005274879609700377,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0.7435897435897436,
        "10": 0.6153846153846154
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005274879609700377,
        "5": 0.02367449652432117,
        "10": 0.031060628599650274
      }
    },
    {
      "topN": 4,
      "ticker": "COP",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08153951843576675,
      "eligibleDays": 339,
      "fitnessScore": -0.18275443919500706,
      "lookbackDays": 21,
      "returnLift1D": -0.005274879609700377,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0.7435897435897436,
        "10": 0.6153846153846154
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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    },
    {
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      "baselineAvgForwardReturns": {
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    },
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    },
    {
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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    },
    {
      "topN": 2,
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      "hitRate1D": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 5,
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      },
      "hitRate1D": 0,
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.3098897284724244,
      "fitnessScore": 0.17386032661167133,
      "lookbackDays": 14,
      "returnLift1D": -0.0029531053715312517,
      "activationRate": 0.02556818181818182,
      "activationCount": 9,
      "sampleConfidence": 0.7300623273985765,
      "shadowTotalReturn": 0.015750376139449518,
      "avgForwardReturn1D": 0.002321774238169125
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08153951843576675,
      "fitnessScore": -0.18275443919500706,
      "lookbackDays": 21,
      "returnLift1D": -0.005274879609700377,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08153951843576675,
      "fitnessScore": -0.18275443919500706,
      "lookbackDays": 30,
      "returnLift1D": -0.005274879609700377,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08153951843576675,
      "fitnessScore": -0.18275443919500706,
      "lookbackDays": 45,
      "returnLift1D": -0.005274879609700377,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.18275443919500706,
      "lookbackDays": 63,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "131d441b624c459c7d402c54d9bb9b9a87773009d7850b64cce8de02d2706c55",
    "size": 13,
    "members": [
      "COP",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-25
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "COP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "COP",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "COP",
    "hitRates": {
      "1": 0.5517241379310345,
      "5": 0.5948275862068966,
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    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
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    },
    {
      "comboQuality": 0.3966167916768362,
      "fitnessScore": 0.2576919723990909,
      "lookbackDays": 45,
      "returnLift1D": -0.0002698447889353205,
      "activationRate": 0.3488372093023256,
      "activationCount": 120,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.06385354232181162,
      "avgForwardReturn1D": 0.0008246394686606993
    },
    {
      "comboQuality": 0.4501987080842054,
      "fitnessScore": 0.30602906932583784,
      "lookbackDays": 63,
      "returnLift1D": -0.00013564314533306835,
      "activationRate": 0.3558282208588957,
      "activationCount": 116,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.07906274268507318,
      "avgForwardReturn1D": 0.0009200386042939888
    }
  ],
  "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": "131d441b624c459c7d402c54d9bb9b9a87773009d7850b64cce8de02d2706c55",
    "size": 13,
    "members": [
      "COP",
      "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
0.707
Liquidity
0.957
Momentum
0.602
Relative strength
0.619
Trend quality
0.401
Stability
0.661
Aggression
0.395
Downside risk
0.595
Drawdown state
0.873
Quality momentum
0.554
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.845
Benchmark Independence 3m Score
0.505
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.088
Correlation Change Score
0.330
Current Drawdown Score
0.854
Days Since 52w High Score
0.317
Distance From 52w High Score
0.854
Distance From Sma 20 Score
0.651
Distance From Sma 200 Score
0.724
Distance From Sma 50 Score
0.591
Downside Volatility 1m Score
0.229
Downside Volatility 1y Score
0.328
Downside Volatility 2y Score
0.374
Downside Volatility 3m Score
0.347
Downside Volatility 5y Score
0.370
Downside Volatility 6m Score
0.366
Drawdown Recovery Score
1
Excess Return 1m Score
0.645
Excess Return 1y Score
0.748
Excess Return 3m Score
0.412
Excess Return 6m Score
0.789
Expected Shortfall 95 1y Score
0.610
Log Avg Dollar Volume 20d Score
0.957
Log Market Cap Score
0.707
Drawdown Score 1m
0.754
Drawdown Score 1y
0.657
Drawdown Score 2y
0.656
Drawdown Score 3m
0.527
Drawdown Score 5y
0.637
Drawdown Score 6m
0.595
Momentum Acceleration 1m Vs 3m Score
0.824
Momentum Acceleration 3m Vs 6m Score
0.344
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.870
Relative Strength Slope 3m Score
0.341
Relative Volume 20d Score
0.227
Return 1m Score
0.655
Return 1w Score
0.717
Return 1y Score
0.710
Return 2y Score
0.314
Return 3m Score
0.485
Return 5y Score
0.194
Return 6m Score
0.713
Return Skewness 1y Score
0.470
Sector Excess Return 1y Score
0.338
Sharpe 1m Score
1
Sharpe 1y Score
0.625
Sharpe 2y Score
0.461
Sharpe 3m Score
0.399
Sharpe 5y Score
0.546
Sharpe 6m Score
0.725
Sortino 1m Score
1
Sortino 1y Score
0.516
Sortino 2y Score
0.412
Sortino 3m Score
0.374
Sortino 5y Score
0.466
Sortino 6m Score
0.569
Trend R2 1m Score
0.715
Trend R2 1w Score
0.995
Trend R2 1y Score
0.637
Trend R2 2y Score
0.122
Trend R2 3m Score
0.434
Trend R2 5y Score
0.330
Trend R2 6m Score
0.032
Trend Slope 1m Score
0.874
Trend Slope 1w Score
1
Trend Slope 1y Score
0.590
Trend Slope 2y Score
0.517
Trend Slope 3m Score
0.381
Trend Slope 5y Score
0.521
Trend Slope 6m Score
0.523
Volatility 1m Score
0.321
Volatility 1w Score
0.005
Volatility 1y Score
0.328
Volatility 2y Score
0.356
Volatility 3m Score
0.350
Volatility 5y Score
0.370
Volatility 6m Score
0.347
Worst Day 1y Score
0.751
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
743,180,144.374
Best Day 1y
0.051
Beta To Benchmark 1y
-0.360
Beta 3m
-1.184
Beta Change
-0.823
Beta To Sector 1y
1.262
Correlation To Benchmark 1y
-0.155
Correlation 3m
-0.495
Correlation Change
-0.341
Correlation To Sector 1y
0.893
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.845
Benchmark Independence 3m Score
0.505
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.088
Correlation Change Score
0.330
Current Drawdown Score
0.854
Distance From Sma 20 Score
0.651
Distance From Sma 200 Score
0.724
Current Drawdown
-0.095
Days Since 52w High
80
Distance From 52w High
-0.095
Distance From Sma 20
0.091
Distance From Sma 200
0.135
Distance From Sma 50
0.054
Downside Capture 1y
3.320
Downside Volatility 1m
0.221
Downside Volatility 1w
-
Downside Volatility 1y
0.296
Downside Volatility 2y
0.331
Downside Volatility 3m
0.310
Downside Volatility 5y
0.327
Downside Volatility 6m
0.324
Drawdown Recovery
1
Excess Return 1m
0.087
Excess Return 1y
0.149
Excess Return 3m
-0.053
Excess Return 6m
0.173
Expected Shortfall 95 1y
-0.039
Market Cap
146,512,037,281.82
Max Drawdown 1m
-0.061
Max Drawdown 1w
0
Max Drawdown 1y
-0.223
Max Drawdown 2y
-0.275
Max Drawdown 3m
-0.189
Max Drawdown 5y
-0.363
Max Drawdown 6m
-0.223
Momentum Acceleration 1m Vs 3m
0.097
Momentum Acceleration 3m Vs 6m
-0.047
Moving Average Alignment
0
Relative Strength Acceleration
0.006
Relative Strength Slope 3m
-0.003
Relative Volume 20d
0.914
Return 1m
0.093
Return 1w
0.065
Return 1y
0.336
Return 2y
0.098
Return 3m
-0.012
Return 5y
1.517
Return 6m
0.256
Return Skewness 1y
-0.179
Sector Excess Return 1y
-0.097
Sharpe 1m
3.815
Sharpe 1y
1.125
Sharpe 2y
0.307
Sharpe 3m
-0.004
Sharpe 5y
0.729
Sharpe 6m
1.626
Sortino 1m
5.011
Sortino 1y
1.126
Sortino 2y
0.294
Sortino 3m
-0.004
Sortino 5y
0.728
Sortino 6m
1.555
Trend R2 1m
0.715
Trend R2 1w
0.995
Trend R2 1y
0.637
Trend R2 2y
0.122
Trend R2 3m
0.434
Trend R2 5y
0.330
Trend R2 6m
0.032
Trend 1m
0.006
Trend 1w
0.012
Trend 1y
0.001
Trend 2y
0.000
Trend 3m
-0.002
Trend 5y
0.000
Trend 6m
0.000
Upside Capture 1y
0.339
Value At Risk 95 1y
-0.030
Volatility 1m
0.291
Volatility 1w
0.054
Volatility 1y
0.296
Volatility 2y
0.317
Volatility 3m
0.312
Volatility 5y
0.327
Volatility 6m
0.310
Worst Day 1y
-0.050
Distance From Sma 50 Score
0.591
Downside Volatility 1y Score
0.328
Downside Volatility 3m Score
0.347
Drawdown Recovery Score
1
Excess Return 1m Score
0.645
Excess Return 1y Score
0.748
Excess Return 3m Score
0.412
Excess Return 6m Score
0.789
Expected Shortfall 95 1y Score
0.610
Log Avg Dollar Volume 20d Score
0.957
Log Market Cap Score
0.707
Drawdown Score 1y
0.657
Drawdown Score 5y
0.637
Momentum Acceleration 1m Vs 3m Score
0.824
Momentum Acceleration 3m Vs 6m Score
0.344
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.870
Relative Volume 20d Score
0.227
Return 1m Score
0.655
Return 1y Score
0.710
Return 3m Score
0.485
Return 6m Score
0.713
Return Skewness 1y Score
0.470
Sortino 1y Score
0.516
Sortino 3m Score
0.374
Trend R2 1y Score
0.637
Trend R2 3m Score
0.434
Trend Slope 1y Score
0.590
Trend Slope 3m Score
0.381
Volatility 1y Score
0.328
Volatility 3m Score
0.350