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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

CW

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

Research Detail

CW

CW

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.351
Correlation To Benchmark 1y
0.508
Inverse To Benchmark 1y
0.492
Drawdown Score 1m
0.571
Drawdown Score 3m
0.732
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
0.764
Drawdown Score 1y
0.801
Drawdown Score 2y
0.660
Drawdown Score 5y
0.728
Return 1w
0.048
Return 1m
-0.020
Return 3m
0.055
Return 6m
0.133
Return 1y
0.583
Return 2y
1.683
Return 5y
5.498
Sharpe 1m
-0.553
Sharpe 3m
0.840
Sharpe 6m
0.867
Sharpe 1y
1.529
Sharpe 2y
1.636
Sharpe 5y
1.479
Trend 1w
0.010
Trend 1m
-0.003
Trend 3m
0.001
Trend 6m
0.001
Trend 1y
0.002
Trend 2y
0.002
Trend 5y
0.002
Volatility 1w
0.223
Volatility 1m
0.335
Volatility 3m
0.315
Volatility 6m
0.365
Volatility 1y
0.338
Volatility 2y
0.337
Volatility 5y
0.280
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
CW
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:15 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
0.106
Aptet Fit Raw Score
0.154
Aptet Fit Confidence
0.373
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.780
Force Fit Raw Score
0.799
Force Fit Confidence
0.952
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:15 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "CW"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "CW",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "CW",
    "hitRates": {
      "1": 0.5,
      "5": 1,
      "10": 0.25
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.16880226594057063,
    "eligibleDays": 339,
    "fitnessScore": -0.0007107357123650112,
    "lookbackDays": 21,
    "returnLift1D": -0.0004858272679197012,
    "hitRateLift1D": -0.013513513513513487,
    "activationRate": 0.02064896755162242,
    "activationCount": 7,
    "baselineHitRates": {
      "1": 0.5135135135135135,
      "5": 0.6206896551724138,
      "10": 0.72
    },
    "sampleConfidence": 0.6896701023561933,
    "shadowSharpeLike": -0.04309868359988808,
    "avgForwardReturns": {
      "1": 0.00006093307120426846,
      "5": 0.004548679082381768,
      "10": -0.007577798015422077
    },
    "shadowMaxDrawdown": -0.012984607879635846,
    "shadowTotalReturn": -0.0007144749371605918,
    "avgForwardReturn1D": 0.00006093307120426846,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-16",
      "2026-06-17",
      "2026-06-18",
      "2026-06-22",
      "2026-06-23",
      "2026-06-24",
      "2026-06-25"
    ],
    "horizonObservationCounts": {
      "1": 6,
      "5": 2,
      "10": 4
    },
    "baselineAvgForwardReturns": {
      "1": 0.0005467603391239697,
      "5": 0.006611884198200178,
      "10": 0.01916412009097563
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.16880226594057063,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08492131229163699,
    "bestRawFitnessScore": -0.0007107357123650112,
    "upperQuartileComboQuality": 0.08751587873717138
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.10597837641011486,
    "rawScore": 0.15441054446976424,
    "confidence": 0.3726831515818781,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.3662135498886549,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "CW",
      "hitRates": {
        "1": 0.5,
        "5": 1,
        "10": 0.25
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.16880226594057063,
      "eligibleDays": 339,
      "fitnessScore": -0.0007107357123650112,
      "lookbackDays": 21,
      "returnLift1D": -0.0004858272679197012,
      "hitRateLift1D": -0.013513513513513487,
      "activationRate": 0.02064896755162242,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.5135135135135135,
        "5": 0.6206896551724138,
        "10": 0.72
      },
      "sampleConfidence": 0.6896701023561933,
      "shadowSharpeLike": -0.04309868359988808,
      "avgForwardReturns": {
        "1": 0.00006093307120426846,
        "5": 0.004548679082381768,
        "10": -0.007577798015422077
      },
      "shadowMaxDrawdown": -0.012984607879635846,
      "shadowTotalReturn": -0.0007144749371605918,
      "avgForwardReturn1D": 0.00006093307120426846,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 2,
        "10": 4
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005467603391239697,
        "5": 0.006611884198200178,
        "10": 0.01916412009097563
      }
    },
    {
      "topN": 3,
      "ticker": "CW",
      "hitRates": {
        "1": 0.5,
        "5": 1,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.1681487469727876,
      "eligibleDays": 339,
      "fitnessScore": -0.0017370243424134704,
      "lookbackDays": 21,
      "returnLift1D": -0.0004858272679197012,
      "hitRateLift1D": -0.013513513513513487,
      "activationRate": 0.017699115044247787,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5135135135135135,
        "5": 0.6206896551724138,
        "10": 0.72
      },
      "sampleConfidence": 0.6734696288500637,
      "shadowSharpeLike": -0.04309868359988808,
      "avgForwardReturns": {
        "1": 0.00006093307120426846,
        "5": 0.004548679082381768,
        "10": -0.006179944439331046
      },
      "shadowMaxDrawdown": -0.012984607879635846,
      "shadowTotalReturn": -0.0007144749371605918,
      "avgForwardReturn1D": 0.00006093307120426846,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 2,
        "10": 3
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005467603391239697,
        "5": 0.006611884198200178,
        "10": 0.01916412009097563
      }
    },
    {
      "topN": 4,
      "ticker": "CW",
      "hitRates": {
        "1": 0.5,
        "5": 1,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.1681487469727876,
      "eligibleDays": 339,
      "fitnessScore": -0.0017370243424134704,
      "lookbackDays": 21,
      "returnLift1D": -0.0004858272679197012,
      "hitRateLift1D": -0.013513513513513487,
      "activationRate": 0.017699115044247787,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5135135135135135,
        "5": 0.6206896551724138,
        "10": 0.72
      },
      "sampleConfidence": 0.6734696288500637,
      "shadowSharpeLike": -0.04309868359988808,
      "avgForwardReturns": {
        "1": 0.00006093307120426846,
        "5": 0.004548679082381768,
        "10": -0.006179944439331046
      },
      "shadowMaxDrawdown": -0.012984607879635846,
      "shadowTotalReturn": -0.0007144749371605918,
      "avgForwardReturn1D": 0.00006093307120426846,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 2,
        "10": 3
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005467603391239697,
        "5": 0.006611884198200178,
        "10": 0.01916412009097563
      }
    },
    {
      "topN": 2,
      "ticker": "CW",
      "hitRates": {
        "1": 0.5,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.16255801406354597,
      "eligibleDays": 339,
      "fitnessScore": -0.010649749481434365,
      "lookbackDays": 21,
      "returnLift1D": -0.0006486456416409771,
      "hitRateLift1D": -0.013513513513513487,
      "activationRate": 0.011799410029498525,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.5135135135135135,
        "5": 0.6206896551724138,
        "10": 0.72
      },
      "sampleConfidence": 0.6126341441916435,
      "shadowSharpeLike": -0.16653564043560953,
      "avgForwardReturns": {
        "1": -0.00010188530251700745,
        "5": 0.0013212275049627742,
        "10": -0.018127697037485846
      },
      "shadowMaxDrawdown": -0.013973903286863765,
      "shadowTotalReturn": -0.0024819786960739165,
      "avgForwardReturn1D": -0.00010188530251700745,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-17",
        "2026-06-18",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 4,
        "5": 1,
        "10": 2
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005467603391239697,
        "5": 0.006611884198200178,
        "10": 0.01916412009097563
      }
    },
    {
      "topN": 2,
      "ticker": "CW",
      "hitRates": {
        "1": 0.4,
        "5": 1,
        "10": 0.25
      },
      "hitRate1D": 0.4,
      "comboQuality": 0.09529957807377455,
      "eligibleDays": 352,
      "fitnessScore": -0.1451272656220539,
      "lookbackDays": 14,
      "returnLift1D": -0.002218634354655408,
      "hitRateLift1D": -0.11351351351351346,
      "activationRate": 0.017045454545454544,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5135135135135135,
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        "10": 0.72
      },
      "sampleConfidence": 0.6623585177389526,
      "shadowSharpeLike": -0.7496098858846045,
      "avgForwardReturns": {
        "1": -0.0016718740155314382,
        "5": 0.05279219629160359,
        "10": -0.007577798015422077
      },
      "shadowMaxDrawdown": -0.012984607879635846,
      "shadowTotalReturn": -0.010373655962432449,
      "avgForwardReturn1D": -0.0016718740155314382,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-11",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 1,
        "10": 4
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005467603391239697,
        "5": 0.006611884198200178,
        "10": 0.01916412009097563
      }
    },
    {
      "topN": 2,
      "ticker": "CW",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08492131229163699,
      "eligibleDays": 330,
      "fitnessScore": -0.1730026931994432,
      "lookbackDays": 30,
      "returnLift1D": -0.0005467603391239697,
      "hitRateLift1D": -0.5135135135135135,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5135135135135135,
        "5": 0.6206896551724138,
        "10": 0.72
      },
      "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": 0.0005467603391239697,
        "5": 0.006611884198200178,
        "10": 0.01916412009097563
      }
    },
    {
      "topN": 2,
      "ticker": "CW",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08492131229163699,
      "eligibleDays": 315,
      "fitnessScore": -0.1730026931994432,
      "lookbackDays": 45,
      "returnLift1D": -0.0005467603391239697,
      "hitRateLift1D": -0.5135135135135135,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5135135135135135,
        "5": 0.6206896551724138,
        "10": 0.72
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 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": "8627fd05e79ee2ab4e40333c90bc7f6ad3b4d5b4ed1a9472cd040caa50755dc6",
    "size": 13,
    "members": [
      "CW",
      "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": {
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      0.4,
      0.3,
      0.2,
      0.1
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    "universe": [
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      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
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      "CW"
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    "lookbacks": [
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    "forwardDays": [
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    "portfolioSizes": [
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    "safetyNetEquity": "VOO"
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    "profileBreadth": 0.4499980988192965,
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        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 200,
        "5": 200,
        "10": 200
      },
      "baselineAvgForwardReturns": {
        "1": 0.002345738851381919,
        "5": 0.01090085600649819,
        "10": 0.022891765643018723
      }
    }
  ],
  "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": 0.666880242835448,
      "fitnessScore": 0.5027038540209651,
      "lookbackDays": 14,
      "returnLift1D": -0.0003898888813879055,
      "activationRate": 0.3626666666666667,
      "activationCount": 136,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.18044709227565048,
      "avgForwardReturn1D": 0.0016444369704944535
    },
    {
      "comboQuality": 0.6307933370844753,
      "fitnessScore": 0.4678367834651954,
      "lookbackDays": 21,
      "returnLift1D": -0.0007393962024495296,
      "activationRate": 0.35597826086956524,
      "activationCount": 131,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.17271131207702295,
      "avgForwardReturn1D": 0.0016063426489323893
    },
    {
      "comboQuality": 0.7504023687009342,
      "fitnessScore": 0.5921670697179598,
      "lookbackDays": 30,
      "returnLift1D": -0.0007281973264392026,
      "activationRate": 0.37047353760445684,
      "activationCount": 133,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.22613226222490135,
      "avgForwardReturn1D": 0.0018532105031970416
    },
    {
      "comboQuality": 0.8599740334744634,
      "fitnessScore": 0.7493163492040926,
      "lookbackDays": 45,
      "returnLift1D": -0.0013739609973895982,
      "activationRate": 0.6656976744186046,
      "activationCount": 229,
      "sampleConfidence": 0.9997088791848618,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.30850794509997015,
      "avgForwardReturn1D": 0.001479083774426056
    },
    {
      "comboQuality": 0.9566900367919516,
      "fitnessScore": 1.0309212834084884,
      "lookbackDays": 63,
      "returnLift1D": -0.001189721170467654,
      "activationRate": 0.7760736196319018,
      "activationCount": 253,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.48434680152666143,
      "avgForwardReturn1D": 0.0018215644444294053
    }
  ],
  "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": "8627fd05e79ee2ab4e40333c90bc7f6ad3b4d5b4ed1a9472cd040caa50755dc6",
    "size": 13,
    "members": [
      "CW",
      "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
0.546
Liquidity
0.762
Momentum
0.545
Relative strength
0.583
Trend quality
0.707
Stability
0.705
Aggression
0.417
Downside risk
0.643
Drawdown state
0.941
Quality momentum
0.615
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.492
Benchmark Independence 3m Score
0.552
Beta 1y Profile Score
0.540
Beta 3m Profile Score
0.432
Beta Change Score
0.365
Correlation Change Score
0.470
Current Drawdown Score
0.917
Days Since 52w High Score
0.052
Distance From 52w High Score
0.917
Distance From Sma 20 Score
0.506
Distance From Sma 200 Score
0.728
Distance From Sma 50 Score
0.513
Downside Volatility 1m Score
0.379
Downside Volatility 1y Score
0.386
Downside Volatility 2y Score
0.412
Downside Volatility 3m Score
0.352
Downside Volatility 5y Score
0.313
Downside Volatility 6m Score
0.416
Drawdown Recovery Score
1
Excess Return 1m Score
0.457
Excess Return 1y Score
1
Excess Return 3m Score
0.525
Excess Return 6m Score
0.584
Expected Shortfall 95 1y Score
0.519
Log Avg Dollar Volume 20d Score
0.762
Log Market Cap Score
0.546
Drawdown Score 1m
0.571
Drawdown Score 1y
0.801
Drawdown Score 2y
0.660
Drawdown Score 3m
0.732
Drawdown Score 5y
0.728
Drawdown Score 6m
0.764
Momentum Acceleration 1m Vs 3m Score
0.373
Momentum Acceleration 3m Vs 6m Score
0.487
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.279
Relative Strength Slope 3m Score
0.508
Relative Volume 20d Score
0.231
Return 1m Score
0.467
Return 1w Score
0.660
Return 1y Score
0.865
Return 2y Score
0.766
Return 3m Score
0.569
Return 5y Score
0.500
Return 6m Score
0.611
Return Skewness 1y Score
0.463
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.289
Sharpe 1y Score
0.706
Sharpe 2y Score
0.727
Sharpe 3m Score
0.568
Sharpe 5y Score
0.696
Sharpe 6m Score
0.573
Sortino 1m Score
0.306
Sortino 1y Score
0.565
Sortino 2y Score
0.567
Sortino 3m Score
0.480
Sortino 5y Score
0.557
Sortino 6m Score
0.484
Trend R2 1m Score
0.377
Trend R2 1w Score
0.737
Trend R2 1y Score
0.917
Trend R2 2y Score
0.923
Trend R2 3m Score
0.235
Trend R2 5y Score
0.955
Trend R2 6m Score
0.674
Trend Slope 1m Score
0.333
Trend Slope 1w Score
1
Trend Slope 1y Score
0.628
Trend Slope 2y Score
0.632
Trend Slope 3m Score
0.548
Trend Slope 5y Score
0.596
Trend Slope 6m Score
0.573
Volatility 1m Score
0.380
Volatility 1w Score
0.231
Volatility 1y Score
0.384
Volatility 2y Score
0.382
Volatility 3m Score
0.353
Volatility 5y Score
0.306
Volatility 6m Score
0.420
Worst Day 1y Score
0.631
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
192,687,848.553
Best Day 1y
0.078
Beta To Benchmark 1y
1.351
Beta 3m
1.080
Beta Change
-0.271
Beta To Sector 1y
1.313
Correlation To Benchmark 1y
0.508
Correlation 3m
0.448
Correlation Change
-0.060
Correlation To Sector 1y
0.649
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.492
Benchmark Independence 3m Score
0.552
Beta 1y Profile Score
0.540
Beta 3m Profile Score
0.432
Beta Change Score
0.365
Correlation Change Score
0.470
Current Drawdown Score
0.917
Distance From Sma 20 Score
0.506
Distance From Sma 200 Score
0.728
Current Drawdown
-0.054
Days Since 52w High
13
Distance From 52w High
-0.054
Distance From Sma 20
0.004
Distance From Sma 200
0.137
Distance From Sma 50
0.008
Downside Capture 1y
0.751
Downside Volatility 1m
0.335
Downside Volatility 1w
-
Downside Volatility 1y
0.339
Downside Volatility 2y
0.359
Downside Volatility 3m
0.314
Downside Volatility 5y
0.285
Downside Volatility 6m
0.362
Drawdown Recovery
1
Excess Return 1m
-0.026
Excess Return 1y
0.396
Excess Return 3m
0.015
Excess Return 6m
0.051
Expected Shortfall 95 1y
-0.048
Market Cap
27,712,891,821.16
Max Drawdown 1m
-0.107
Max Drawdown 1w
-0.011
Max Drawdown 1y
-0.130
Max Drawdown 2y
-0.272
Max Drawdown 3m
-0.107
Max Drawdown 5y
-0.272
Max Drawdown 6m
-0.130
Momentum Acceleration 1m Vs 3m
-0.038
Momentum Acceleration 3m Vs 6m
-0.004
Moving Average Alignment
1
Relative Strength Acceleration
-0.004
Relative Strength Slope 3m
0.000
Relative Volume 20d
0.925
Return 1m
-0.020
Return 1w
0.048
Return 1y
0.583
Return 2y
1.683
Return 3m
0.055
Return 5y
5.498
Return 6m
0.133
Return Skewness 1y
-0.224
Sector Excess Return 1y
0.363
Sharpe 1m
-0.553
Sharpe 1y
1.529
Sharpe 2y
1.636
Sharpe 3m
0.840
Sharpe 5y
1.479
Sharpe 6m
0.867
Sortino 1m
-0.554
Sortino 1y
1.523
Sortino 2y
1.535
Sortino 3m
0.842
Sortino 5y
1.454
Sortino 6m
0.875
Trend R2 1m
0.377
Trend R2 1w
0.737
Trend R2 1y
0.917
Trend R2 2y
0.923
Trend R2 3m
0.235
Trend R2 5y
0.955
Trend R2 6m
0.674
Trend 1m
-0.003
Trend 1w
0.010
Trend 1y
0.002
Trend 2y
0.002
Trend 3m
0.001
Trend 5y
0.002
Trend 6m
0.001
Upside Capture 1y
1.776
Value At Risk 95 1y
-0.033
Volatility 1m
0.335
Volatility 1w
0.223
Volatility 1y
0.338
Volatility 2y
0.337
Volatility 3m
0.315
Volatility 5y
0.280
Volatility 6m
0.365
Worst Day 1y
-0.074
Distance From Sma 50 Score
0.513
Downside Volatility 1y Score
0.386
Downside Volatility 3m Score
0.352
Drawdown Recovery Score
1
Excess Return 1m Score
0.457
Excess Return 1y Score
1
Excess Return 3m Score
0.525
Excess Return 6m Score
0.584
Expected Shortfall 95 1y Score
0.519
Log Avg Dollar Volume 20d Score
0.762
Log Market Cap Score
0.546
Drawdown Score 1y
0.801
Drawdown Score 5y
0.728
Momentum Acceleration 1m Vs 3m Score
0.373
Momentum Acceleration 3m Vs 6m Score
0.487
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.279
Relative Volume 20d Score
0.231
Return 1m Score
0.467
Return 1y Score
0.865
Return 3m Score
0.569
Return 6m Score
0.611
Return Skewness 1y Score
0.463
Sortino 1y Score
0.565
Sortino 3m Score
0.480
Trend R2 1y Score
0.917
Trend R2 3m Score
0.235
Trend Slope 1y Score
0.628
Trend Slope 3m Score
0.548
Volatility 1y Score
0.384
Volatility 3m Score
0.353