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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

GSL

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

Research Detail

GSL

GSL

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.873
Correlation To Benchmark 1y
0.393
Inverse To Benchmark 1y
0.607
Drawdown Score 1m
0.852
Drawdown Score 3m
0.687
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
0.772
Drawdown Score 1y
0.737
Drawdown Score 2y
0.637
Drawdown Score 5y
0.525
Return 1w
0.033
Return 1m
0.102
Return 3m
0.143
Return 6m
0.223
Return 1y
0.639
Return 2y
0.990
Return 5y
2.613
Sharpe 1m
4.829
Sharpe 3m
1.973
Sharpe 6m
1.518
Sharpe 1y
1.891
Sharpe 2y
1.300
Sharpe 5y
0.887
Trend 1w
0.009
Trend 1m
0.006
Trend 3m
0.000
Trend 6m
0.001
Trend 1y
0.002
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.406
Volatility 1m
0.248
Volatility 3m
0.293
Volatility 6m
0.294
Volatility 1y
0.282
Volatility 2y
0.299
Volatility 5y
0.365
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
GSL
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:28 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
0.159
Aptet Fit Raw Score
0.221
Aptet Fit Confidence
0.436
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.740
Force Fit Raw Score
0.764
Force Fit Confidence
0.939
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:28 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "GSL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "GSL",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "GSL",
    "hitRates": {
      "1": 0.56,
      "5": 0.5882352941176471,
      "10": 1
    },
    "hitRate1D": 0.56,
    "comboQuality": 0.4952106786379966,
    "eligibleDays": 352,
    "fitnessScore": 0.3457852682971815,
    "lookbackDays": 14,
    "returnLift1D": 0.0015891404779604726,
    "hitRateLift1D": -0.030163934426229444,
    "activationRate": 0.07670454545454546,
    "activationCount": 27,
    "baselineHitRates": {
      "1": 0.5901639344262295,
      "5": 0.6415094339622641,
      "10": 0.813953488372093
    },
    "sampleConfidence": 0.9209876543209877,
    "shadowSharpeLike": 1.344430042856821,
    "avgForwardReturns": {
      "1": 0.004994781041813128,
      "5": 0.01801616951302564,
      "10": 0.036321064283426505
    },
    "shadowMaxDrawdown": -0.031186112098791963,
    "shadowTotalReturn": 0.12632138533120885,
    "avgForwardReturn1D": 0.004994781041813128,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-29",
      "2026-04-30",
      "2026-05-01",
      "2026-05-04",
      "2026-05-05",
      "2026-05-06",
      "2026-05-07",
      "2026-05-08",
      "2026-05-11",
      "2026-05-12"
    ],
    "horizonObservationCounts": {
      "1": 25,
      "5": 17,
      "10": 7
    },
    "baselineAvgForwardReturns": {
      "1": 0.0034056405638526552,
      "5": 0.016457743453543804,
      "10": 0.030562633804402963
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.4952106786379966,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.13120603259989397,
    "bestRawFitnessScore": 0.3457852682971815,
    "upperQuartileComboQuality": 0.31097122162796365
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1587225170317879,
    "rawScore": 0.22103362496908263,
    "confidence": 0.4361843547920769,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.08263402363217308,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "GSL",
      "hitRates": {
        "1": 0.56,
        "5": 0.5882352941176471,
        "10": 1
      },
      "hitRate1D": 0.56,
      "comboQuality": 0.4952106786379966,
      "eligibleDays": 352,
      "fitnessScore": 0.3457852682971815,
      "lookbackDays": 14,
      "returnLift1D": 0.0015891404779604726,
      "hitRateLift1D": -0.030163934426229444,
      "activationRate": 0.07670454545454546,
      "activationCount": 27,
      "baselineHitRates": {
        "1": 0.5901639344262295,
        "5": 0.6415094339622641,
        "10": 0.813953488372093
      },
      "sampleConfidence": 0.9209876543209877,
      "shadowSharpeLike": 1.344430042856821,
      "avgForwardReturns": {
        "1": 0.004994781041813128,
        "5": 0.01801616951302564,
        "10": 0.036321064283426505
      },
      "shadowMaxDrawdown": -0.031186112098791963,
      "shadowTotalReturn": 0.12632138533120885,
      "avgForwardReturn1D": 0.004994781041813128,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-29",
        "2026-04-30",
        "2026-05-01",
        "2026-05-04",
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12"
      ],
      "horizonObservationCounts": {
        "1": 25,
        "5": 17,
        "10": 7
      },
      "baselineAvgForwardReturns": {
        "1": 0.0034056405638526552,
        "5": 0.016457743453543804,
        "10": 0.030562633804402963
      }
    },
    {
      "topN": 2,
      "ticker": "GSL",
      "hitRates": {
        "1": 0.625,
        "5": 0.5,
        "10": 0
      },
      "hitRate1D": 0.625,
      "comboQuality": 0.40236209183353816,
      "eligibleDays": 352,
      "fitnessScore": 0.2629608155353834,
      "lookbackDays": 14,
      "returnLift1D": 0.0030148961075752486,
      "hitRateLift1D": 0.0348360655737705,
      "activationRate": 0.02556818181818182,
      "activationCount": 9,
      "baselineHitRates": {
        "1": 0.5901639344262295,
        "5": 0.6415094339622641,
        "10": 0.813953488372093
      },
      "sampleConfidence": 0.7078401051763542,
      "shadowSharpeLike": 1.0218656523387886,
      "avgForwardReturns": {
        "1": 0.006420536671427904,
        "5": 0.01949372260518356,
        "10": 0
      },
      "shadowMaxDrawdown": -0.01929570670525793,
      "shadowTotalReturn": 0.04973259903737892,
      "avgForwardReturn1D": 0.006420536671427904,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-10",
        "2026-07-14",
        "2026-07-15",
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23"
      ],
      "horizonObservationCounts": {
        "1": 8,
        "5": 4,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0034056405638526552,
        "5": 0.016457743453543804,
        "10": 0.030562633804402963
      }
    },
    {
      "topN": 2,
      "ticker": "GSL",
      "hitRates": {
        "1": 0.6,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.31097122162796365,
      "eligibleDays": 330,
      "fitnessScore": 0.17497181358528135,
      "lookbackDays": 30,
      "returnLift1D": 0.002457391843088827,
      "hitRateLift1D": 0.00983606557377048,
      "activationRate": 0.01818181818181818,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5901639344262295,
        "5": 0.6415094339622641,
        "10": 0.813953488372093
      },
      "sampleConfidence": 0.6179140732945081,
      "shadowSharpeLike": 0.6939090714245485,
      "avgForwardReturns": {
        "1": 0.005863032406941482,
        "5": 0.029096664231799352,
        "10": 0
      },
      "shadowMaxDrawdown": -0.019295706705258153,
      "shadowTotalReturn": 0.028072662601323684,
      "avgForwardReturn1D": 0.005863032406941482,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 1,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0034056405638526552,
        "5": 0.016457743453543804,
        "10": 0.030562633804402963
      }
    },
    {
      "topN": 3,
      "ticker": "GSL",
      "hitRates": {
        "1": 0.6,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.31097122162796365,
      "eligibleDays": 330,
      "fitnessScore": 0.17497181358528135,
      "lookbackDays": 30,
      "returnLift1D": 0.002457391843088827,
      "hitRateLift1D": 0.00983606557377048,
      "activationRate": 0.01818181818181818,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5901639344262295,
        "5": 0.6415094339622641,
        "10": 0.813953488372093
      },
      "sampleConfidence": 0.6179140732945081,
      "shadowSharpeLike": 0.6939090714245485,
      "avgForwardReturns": {
        "1": 0.005863032406941482,
        "5": 0.029096664231799352,
        "10": 0
      },
      "shadowMaxDrawdown": -0.019295706705258153,
      "shadowTotalReturn": 0.028072662601323684,
      "avgForwardReturn1D": 0.005863032406941482,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 1,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0034056405638526552,
        "5": 0.016457743453543804,
        "10": 0.030562633804402963
      }
    },
    {
      "topN": 4,
      "ticker": "GSL",
      "hitRates": {
        "1": 0.6,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.31097122162796365,
      "eligibleDays": 330,
      "fitnessScore": 0.17497181358528135,
      "lookbackDays": 30,
      "returnLift1D": 0.002457391843088827,
      "hitRateLift1D": 0.00983606557377048,
      "activationRate": 0.01818181818181818,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5901639344262295,
        "5": 0.6415094339622641,
        "10": 0.813953488372093
      },
      "sampleConfidence": 0.6179140732945081,
      "shadowSharpeLike": 0.6939090714245485,
      "avgForwardReturns": {
        "1": 0.005863032406941482,
        "5": 0.029096664231799352,
        "10": 0
      },
      "shadowMaxDrawdown": -0.019295706705258153,
      "shadowTotalReturn": 0.028072662601323684,
      "avgForwardReturn1D": 0.005863032406941482,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 1,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0034056405638526552,
        "5": 0.016457743453543804,
        "10": 0.030562633804402963
      }
    },
    {
      "topN": 5,
      "ticker": "GSL",
      "hitRates": {
        "1": 0.6,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.31097122162796365,
      "eligibleDays": 330,
      "fitnessScore": 0.17497181358528135,
      "lookbackDays": 30,
      "returnLift1D": 0.002457391843088827,
      "hitRateLift1D": 0.00983606557377048,
      "activationRate": 0.01818181818181818,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5901639344262295,
        "5": 0.6415094339622641,
        "10": 0.813953488372093
      },
      "sampleConfidence": 0.6179140732945081,
      "shadowSharpeLike": 0.6939090714245485,
      "avgForwardReturns": {
        "1": 0.005863032406941482,
        "5": 0.029096664231799352,
        "10": 0
      },
      "shadowMaxDrawdown": -0.019295706705258153,
      "shadowTotalReturn": 0.028072662601323684,
      "avgForwardReturn1D": 0.005863032406941482,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 1,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0034056405638526552,
        "5": 0.016457743453543804,
        "10": 0.030562633804402963
      }
    },
    {
      "topN": 3,
      "ticker": "GSL",
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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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  "lookbackSummary": [
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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": "1825d1bd5fdbcda0e983ab42b24051abb9514ea43c2d10cefe8fdc2c9bfafe44",
    "size": 13,
    "members": [
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      "XLU",
      "XLV",
      "XLY"
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    "version": 1
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  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-25
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
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    "lookbacks": [
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        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
        "1": 148,
        "5": 145,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022881969333607395,
        "5": 0.01105687003471312,
        "10": 0.02246976029388678
      }
    },
    {
      "topN": 3,
      "ticker": "GSL",
      "hitRates": {
        "1": 0.572972972972973,
        "5": 0.574585635359116,
        "10": 0.5795454545454546
      },
      "hitRate1D": 0.572972972972973,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.33376269126626357,
      "eligibleDays": 359,
      "fitnessScore": 0.1979325479280167,
      "lookbackDays": 30,
      "returnLift1D": -0.0022304603687262462,
      "hitRateLift1D": 0.01029887826545206,
      "portfolioSize": 3,
      "activationRate": 0.5153203342618384,
      "activationCount": 185,
      "baselineHitRates": {
        "1": 0.5626740947075209,
        "5": 0.647887323943662,
        "10": 0.6885714285714286
      },
      "sampleConfidence": 0.9953153153153154,
      "shadowSharpeLike": -0.012996027188611805,
      "avgForwardReturns": {
        "1": 0.00005773656463449334,
        "5": -0.0013958498928415039,
        "10": -0.0003177341669771853
      },
      "shadowMaxDrawdown": -0.28073407083864477,
      "shadowTotalReturn": -0.03390146882182221,
      "avgForwardReturn1D": 0.00005773656463449334,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
        "1": 185,
        "5": 181,
        "10": 176
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022881969333607395,
        "5": 0.01105687003471312,
        "10": 0.02246976029388678
      }
    }
  ],
  "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": 0.8766461162377148,
      "fitnessScore": 0.7814301346268443,
      "lookbackDays": 14,
      "returnLift1D": -0.00039946667565501416,
      "activationRate": 0.544,
      "activationCount": 204,
      "sampleConfidence": 0.9957516339869281,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.40167201937672514,
      "avgForwardReturn1D": 0.0019385014731095982
    },
    {
      "comboQuality": 0.8088661414491822,
      "fitnessScore": 0.6673850743657882,
      "lookbackDays": 21,
      "returnLift1D": -0.0003095147456580287,
      "activationRate": 0.41032608695652173,
      "activationCount": 151,
      "sampleConfidence": 0.9960264900662252,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.315076063826601,
      "avgForwardReturn1D": 0.002101603221602796
    },
    {
      "comboQuality": 0.43942039996320165,
      "fitnessScore": 0.29642677418032165,
      "lookbackDays": 30,
      "returnLift1D": -0.002004559148493826,
      "activationRate": 0.5515320334261838,
      "activationCount": 198,
      "sampleConfidence": 0.9956228956228956,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.009381620738367236,
      "avgForwardReturn1D": 0.0002836377848669132
    },
    {
      "comboQuality": 0.5134769753090818,
      "fitnessScore": 0.36186261161899264,
      "lookbackDays": 45,
      "returnLift1D": -0.0018522847882401512,
      "activationRate": 0.5901162790697675,
      "activationCount": 203,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.048596742115156744,
      "avgForwardReturn1D": 0.0004424410186354482
    },
    {
      "comboQuality": 0.9520585516518871,
      "fitnessScore": 1.007502141230572,
      "lookbackDays": 63,
      "returnLift1D": -0.0007646310036282498,
      "activationRate": 0.7177914110429447,
      "activationCount": 234,
      "sampleConfidence": 0.998005698005698,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.48849910491575743,
      "avgForwardReturn1D": 0.001905536160171005
    }
  ],
  "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": "1825d1bd5fdbcda0e983ab42b24051abb9514ea43c2d10cefe8fdc2c9bfafe44",
    "size": 13,
    "members": [
      "GSL",
      "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
0.267
Liquidity
0.346
Momentum
0.671
Relative strength
0.723
Trend quality
0.558
Stability
0.725
Aggression
0.432
Downside risk
0.643
Drawdown state
1
Quality momentum
0.650
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.607
Benchmark Independence 3m Score
0.840
Beta 1y Profile Score
0.349
Beta 3m Profile Score
0.143
Beta Change Score
0.242
Correlation Change Score
0.383
Current Drawdown Score
1
Days Since 52w High Score
0
Distance From 52w High Score
1
Distance From Sma 20 Score
0.631
Distance From Sma 200 Score
0.827
Distance From Sma 50 Score
0.663
Downside Volatility 1m Score
0.229
Downside Volatility 1y Score
0.293
Downside Volatility 2y Score
0.327
Downside Volatility 3m Score
0.290
Downside Volatility 5y Score
0.421
Downside Volatility 6m Score
0.341
Drawdown Recovery Score
1
Excess Return 1m Score
0.659
Excess Return 1y Score
1
Excess Return 3m Score
0.671
Excess Return 6m Score
0.734
Expected Shortfall 95 1y Score
0.645
Log Avg Dollar Volume 20d Score
0.346
Log Market Cap Score
0.267
Drawdown Score 1m
0.852
Drawdown Score 1y
0.737
Drawdown Score 2y
0.637
Drawdown Score 3m
0.687
Drawdown Score 5y
0.525
Drawdown Score 6m
0.772
Momentum Acceleration 1m Vs 3m Score
0.681
Momentum Acceleration 3m Vs 6m Score
0.535
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.831
Relative Strength Slope 3m Score
0.484
Relative Volume 20d Score
0.200
Return 1m Score
0.670
Return 1w Score
0.611
Return 1y Score
0.899
Return 2y Score
0.569
Return 3m Score
0.679
Return 5y Score
0.278
Return 6m Score
0.686
Return Skewness 1y Score
0.545
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.778
Sharpe 2y Score
0.660
Sharpe 3m Score
0.795
Sharpe 5y Score
0.577
Sharpe 6m Score
0.704
Sortino 1m Score
1
Sortino 1y Score
0.623
Sortino 2y Score
0.540
Sortino 3m Score
0.645
Sortino 5y Score
0.486
Sortino 6m Score
0.558
Trend R2 1m Score
0.810
Trend R2 1w Score
0.554
Trend R2 1y Score
0.846
Trend R2 2y Score
0.832
Trend R2 3m Score
0.034
Trend R2 5y Score
0.695
Trend R2 6m Score
0.351
Trend Slope 1m Score
0.857
Trend Slope 1w Score
1
Trend Slope 1y Score
0.608
Trend Slope 2y Score
0.603
Trend Slope 3m Score
0.524
Trend Slope 5y Score
0.548
Trend Slope 6m Score
0.545
Volatility 1m Score
0.264
Volatility 1w Score
0.475
Volatility 1y Score
0.310
Volatility 2y Score
0.332
Volatility 3m Score
0.324
Volatility 5y Score
0.420
Volatility 6m Score
0.325
Worst Day 1y Score
0.715
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
10,914,950.103
Best Day 1y
0.094
Beta To Benchmark 1y
0.873
Beta 3m
0.358
Beta Change
-0.515
Beta To Sector 1y
0.464
Correlation To Benchmark 1y
0.393
Correlation 3m
0.160
Correlation Change
-0.233
Correlation To Sector 1y
0.275
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.607
Benchmark Independence 3m Score
0.840
Beta 1y Profile Score
0.349
Beta 3m Profile Score
0.143
Beta Change Score
0.242
Correlation Change Score
0.383
Current Drawdown Score
1
Distance From Sma 20 Score
0.631
Distance From Sma 200 Score
0.827
Current Drawdown
0
Days Since 52w High
0
Distance From 52w High
0
Distance From Sma 20
0.079
Distance From Sma 200
0.196
Distance From Sma 50
0.098
Downside Capture 1y
1.366
Downside Volatility 1m
0.222
Downside Volatility 1w
-
Downside Volatility 1y
0.270
Downside Volatility 2y
0.295
Downside Volatility 3m
0.267
Downside Volatility 5y
0.366
Downside Volatility 6m
0.306
Drawdown Recovery
1
Excess Return 1m
0.096
Excess Return 1y
0.452
Excess Return 3m
0.102
Excess Return 6m
0.140
Expected Shortfall 95 1y
-0.035
Market Cap
1,571,505,276.74
Max Drawdown 1m
-0.037
Max Drawdown 1w
-0.035
Max Drawdown 1y
-0.171
Max Drawdown 2y
-0.290
Max Drawdown 3m
-0.125
Max Drawdown 5y
-0.475
Max Drawdown 6m
-0.125
Momentum Acceleration 1m Vs 3m
0.054
Momentum Acceleration 3m Vs 6m
0.010
Moving Average Alignment
1
Relative Strength Acceleration
0.005
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.840
Return 1m
0.102
Return 1w
0.033
Return 1y
0.639
Return 2y
0.990
Return 3m
0.143
Return 5y
2.613
Return 6m
0.223
Return Skewness 1y
0.271
Sector Excess Return 1y
0.418
Sharpe 1m
4.829
Sharpe 1y
1.891
Sharpe 2y
1.300
Sharpe 3m
1.973
Sharpe 5y
0.887
Sharpe 6m
1.518
Sortino 1m
5.403
Sortino 1y
1.981
Sortino 2y
1.318
Sortino 3m
2.159
Sortino 5y
0.886
Sortino 6m
1.460
Trend R2 1m
0.810
Trend R2 1w
0.554
Trend R2 1y
0.846
Trend R2 2y
0.832
Trend R2 3m
0.034
Trend R2 5y
0.695
Trend R2 6m
0.351
Trend 1m
0.006
Trend 1w
0.009
Trend 1y
0.002
Trend 2y
0.002
Trend 3m
0.000
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
1.011
Value At Risk 95 1y
-0.026
Volatility 1m
0.248
Volatility 1w
0.406
Volatility 1y
0.282
Volatility 2y
0.299
Volatility 3m
0.293
Volatility 5y
0.365
Volatility 6m
0.294
Worst Day 1y
-0.057
Distance From Sma 50 Score
0.663
Downside Volatility 1y Score
0.293
Downside Volatility 3m Score
0.290
Drawdown Recovery Score
1
Excess Return 1m Score
0.659
Excess Return 1y Score
1
Excess Return 3m Score
0.671
Excess Return 6m Score
0.734
Expected Shortfall 95 1y Score
0.645
Log Avg Dollar Volume 20d Score
0.346
Log Market Cap Score
0.267
Drawdown Score 1y
0.737
Drawdown Score 5y
0.525
Momentum Acceleration 1m Vs 3m Score
0.681
Momentum Acceleration 3m Vs 6m Score
0.535
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.831
Relative Volume 20d Score
0.200
Return 1m Score
0.670
Return 1y Score
0.899
Return 3m Score
0.679
Return 6m Score
0.686
Return Skewness 1y Score
0.545
Sortino 1y Score
0.623
Sortino 3m Score
0.645
Trend R2 1y Score
0.846
Trend R2 3m Score
0.034
Trend Slope 1y Score
0.608
Trend Slope 3m Score
0.524
Volatility 1y Score
0.310
Volatility 3m Score
0.324