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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

NLR

Unknown sector | v2 | as of 2026-07-23
Close

Research Detail

NLR

NLR

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
1.980
Correlation To Benchmark 1y
0.582
Inverse To Benchmark 1y
0.418
Drawdown Score 1m
0.405
Drawdown Score 3m
0.245
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
0.334
Drawdown Score 1y
0.437
Drawdown Score 2y
0.542
Drawdown Score 5y
0.634
Return 1w
0.064
Return 1m
-0.090
Return 3m
-0.248
Return 6m
-0.262
Return 1y
-0.009
Return 2y
0.446
Return 5y
1.383
Sharpe 1m
-2.964
Sharpe 3m
-2.443
Sharpe 6m
-1.090
Sharpe 1y
0.194
Sharpe 2y
0.661
Sharpe 5y
0.730
Trend 1w
0.016
Trend 1m
-0.005
Trend 3m
-0.005
Trend 6m
-0.002
Trend 1y
0.000
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.274
Volatility 1m
0.359
Volatility 3m
0.429
Volatility 6m
0.461
Volatility 1y
0.433
Volatility 2y
0.399
Volatility 5y
0.299
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
NLR
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:47 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
98%
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
log_market_cap_score
Aptet Fit Score
0.165
Aptet Fit Raw Score
0.274
Aptet Fit Confidence
0.203
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.643
Force Fit Raw Score
0.661
Force Fit Confidence
0.946
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:47 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "NLR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "NLR",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "NLR",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.09222736423849896,
    "eligibleDays": 352,
    "fitnessScore": -0.15308215482775778,
    "lookbackDays": 14,
    "returnLift1D": 0.009111682507753807,
    "hitRateLift1D": -0.125,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.125,
      "5": 0,
      "10": 0
    },
    "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": -0.009111682507753807,
      "5": -0.04344893169848402,
      "10": 0
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.09222736423849896,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.09222736423849896,
    "bestRawFitnessScore": -0.15308215482775778,
    "upperQuartileComboQuality": 0.09222736423849896
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.16469691903977762,
    "rawScore": 0.27378189139079917,
    "confidence": 0.203125,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 1,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "NLR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09222736423849896,
      "eligibleDays": 352,
      "fitnessScore": -0.15308215482775778,
      "lookbackDays": 14,
      "returnLift1D": 0.009111682507753807,
      "hitRateLift1D": -0.125,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.125,
        "5": 0,
        "10": 0
      },
      "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": -0.009111682507753807,
        "5": -0.04344893169848402,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "NLR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09222736423849896,
      "eligibleDays": 352,
      "fitnessScore": -0.15308215482775778,
      "lookbackDays": 14,
      "returnLift1D": 0.009111682507753807,
      "hitRateLift1D": -0.125,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.125,
        "5": 0,
        "10": 0
      },
      "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": -0.009111682507753807,
        "5": -0.04344893169848402,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "NLR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09222736423849896,
      "eligibleDays": 352,
      "fitnessScore": -0.15308215482775778,
      "lookbackDays": 14,
      "returnLift1D": 0.009111682507753807,
      "hitRateLift1D": -0.125,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.125,
        "5": 0,
        "10": 0
      },
      "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": -0.009111682507753807,
        "5": -0.04344893169848402,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "NLR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09222736423849896,
      "eligibleDays": 352,
      "fitnessScore": -0.15308215482775778,
      "lookbackDays": 14,
      "returnLift1D": 0.009111682507753807,
      "hitRateLift1D": -0.125,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.125,
        "5": 0,
        "10": 0
      },
      "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": -0.009111682507753807,
        "5": -0.04344893169848402,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "NLR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09222736423849896,
      "eligibleDays": 339,
      "fitnessScore": -0.15308215482775778,
      "lookbackDays": 21,
      "returnLift1D": 0.009111682507753807,
      "hitRateLift1D": -0.125,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.125,
        "5": 0,
        "10": 0
      },
      "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": -0.009111682507753807,
        "5": -0.04344893169848402,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "NLR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09222736423849896,
      "eligibleDays": 339,
      "fitnessScore": -0.15308215482775778,
      "lookbackDays": 21,
      "returnLift1D": 0.009111682507753807,
      "hitRateLift1D": -0.125,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.125,
        "5": 0,
        "10": 0
      },
      "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": -0.009111682507753807,
        "5": -0.04344893169848402,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "NLR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09222736423849896,
      "eligibleDays": 339,
      "fitnessScore": -0.15308215482775778,
      "lookbackDays": 21,
      "returnLift1D": 0.009111682507753807,
      "hitRateLift1D": -0.125,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.125,
        "5": 0,
        "10": 0
      },
      "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": -0.009111682507753807,
        "5": -0.04344893169848402,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "NLR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09222736423849896,
      "eligibleDays": 339,
      "fitnessScore": -0.15308215482775778,
      "lookbackDays": 21,
      "returnLift1D": 0.009111682507753807,
      "hitRateLift1D": -0.125,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.125,
        "5": 0,
        "10": 0
      },
      "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": -0.009111682507753807,
        "5": -0.04344893169848402,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "NLR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09222736423849896,
      "eligibleDays": 330,
      "fitnessScore": -0.15308215482775778,
      "lookbackDays": 30,
      "returnLift1D": 0.009111682507753807,
      "hitRateLift1D": -0.125,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.125,
        "5": 0,
        "10": 0
      },
      "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": -0.009111682507753807,
        "5": -0.04344893169848402,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "NLR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09222736423849896,
      "eligibleDays": 330,
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      "returnLift1D": 0.009111682507753807,
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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        "10": 0
      },
      "hitRate1D": 0,
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      "lookbackDays": 30,
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      "hitRateLift1D": -0.125,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      },
      "hitRate1D": 0,
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      "hitRateLift1D": -0.125,
      "activationRate": 0,
      "activationCount": 0,
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      },
      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09222736423849896,
      "eligibleDays": 315,
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      "lookbackDays": 45,
      "returnLift1D": 0.009111682507753807,
      "hitRateLift1D": -0.125,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
        "1": -0.009111682507753807,
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        "10": 0
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    },
    {
      "topN": 4,
      "ticker": "NLR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09222736423849896,
      "eligibleDays": 315,
      "fitnessScore": -0.15308215482775778,
      "lookbackDays": 45,
      "returnLift1D": 0.009111682507753807,
      "hitRateLift1D": -0.125,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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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": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
      "ticker": "NLR",
      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09222736423849896,
      "eligibleDays": 315,
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      "lookbackDays": 45,
      "returnLift1D": 0.009111682507753807,
      "hitRateLift1D": -0.125,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.125,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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        "1": 0,
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      "baselineAvgForwardReturns": {
        "1": -0.009111682507753807,
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        "10": 0
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    },
    {
      "topN": 2,
      "ticker": "NLR",
      "hitRates": {
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        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09222736423849896,
      "eligibleDays": 297,
      "fitnessScore": -0.15308215482775778,
      "lookbackDays": 63,
      "returnLift1D": 0.009111682507753807,
      "hitRateLift1D": -0.125,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.125,
        "5": 0,
        "10": 0
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
        "1": -0.009111682507753807,
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        "10": 0
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    },
    {
      "topN": 3,
      "ticker": "NLR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "eligibleDays": 297,
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      "lookbackDays": 63,
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      "hitRateLift1D": -0.125,
      "activationRate": 0,
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        "1": 0.125,
        "5": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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        "1": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
      "ticker": "NLR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "lookbackDays": 63,
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      "hitRateLift1D": -0.125,
      "activationRate": 0,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
      "ticker": "NLR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "eligibleDays": 297,
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      "activationRate": 0,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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        "1": 0,
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      },
      "shadowMaxDrawdown": 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": 0.09222736423849896,
      "fitnessScore": -0.15308215482775778,
      "lookbackDays": 14,
      "returnLift1D": 0.009111682507753807,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.09222736423849896,
      "fitnessScore": -0.15308215482775778,
      "lookbackDays": 21,
      "returnLift1D": 0.009111682507753807,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.09222736423849896,
      "fitnessScore": -0.15308215482775778,
      "lookbackDays": 30,
      "returnLift1D": 0.009111682507753807,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.09222736423849896,
      "fitnessScore": -0.15308215482775778,
      "lookbackDays": 45,
      "returnLift1D": 0.009111682507753807,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.09222736423849896,
      "fitnessScore": -0.15308215482775778,
      "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": "6662a451a0b40a1aa85caeea39cc7791559dfcf8fa1c3b9757f9291747b35166",
    "size": 13,
    "members": [
      "NLR",
      "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",
      "NLR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "NLR",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "hitRates": {
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    "hitRate1D": 0.5304347826086957,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.8200647915358941,
    "eligibleDays": 368,
    "fitnessScore": 0.6836930339799357,
    "lookbackDays": 21,
    "returnLift1D": 0.0024570039442374115,
    "hitRateLift1D": 0.011413043478260887,
    "portfolioSize": 2,
    "activationRate": 0.3125,
    "activationCount": 115,
    "baselineHitRates": {
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.1625173816723409,
    "avgForwardReturns": {
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      "5": 0.010808192963863959,
      "10": 0.023837835232172123
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    "shadowMaxDrawdown": -0.18061589574630266,
    "shadowTotalReturn": 0.41713773732206794,
    "avgForwardReturn1D": 0.003469122711161453,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-02-14",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02"
    ],
    "horizonObservationCounts": {
      "1": 115,
      "5": 115,
      "10": 115
    },
    "baselineAvgForwardReturns": {
      "1": 0.0010121187669240416,
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8200647915358941,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5998583004192795,
    "bestRawFitnessScore": 0.6836930339799357,
    "upperQuartileComboQuality": 0.6489909512013876
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  "algorithmFit": {
    "label": "moderate",
    "score": 0.6427668700286411,
    "rawScore": 0.6606706476470582,
    "confidence": 0.9458012016057308,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0.6,
    "recommendedRegion": {
      "lookbackDays": [
        21,
        30,
        45
      ],
      "portfolioSizes": [
        2,
        4,
        5
      ]
    },
    "parameterStability": 0.677349354743077,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
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      "hitRates": {
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      "rankWeights": [
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      "comboQuality": 0.8200647915358941,
      "eligibleDays": 368,
      "fitnessScore": 0.6836930339799357,
      "lookbackDays": 21,
      "returnLift1D": 0.0024570039442374115,
      "hitRateLift1D": 0.011413043478260887,
      "portfolioSize": 2,
      "activationRate": 0.3125,
      "activationCount": 115,
      "baselineHitRates": {
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.18061589574630266,
      "shadowTotalReturn": 0.41713773732206794,
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  ],
  "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": [
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      "lookbackDays": 21,
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      "lookbackDays": 30,
      "returnLift1D": 0.001955321126082901,
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      "sampleConfidence": 1,
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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."
  },
  "backendAlgorithm": "alpha1",
  "universeIdentity": {
    "hash": "6662a451a0b40a1aa85caeea39cc7791559dfcf8fa1c3b9757f9291747b35166",
    "size": 13,
    "members": [
      "NLR",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
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  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
Inverse To Benchmark 1y
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Return 1m
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Return 1w
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Return 1y
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Return 2w
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Return 2y
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Return 3m
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Return 5y
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Return 6m
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Sharpe 1m
-
Sharpe 1w
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Sharpe 1y
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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.
9 fields
Liquidity
0.567
Momentum
0.326
Relative strength
0.129
Trend quality
0.406
Stability
0.449
Aggression
0.557
Downside risk
0.483
Drawdown state
0.528
Quality momentum
0.328
Vector snapshot
Feature coverage: 98%
Normalized features
Bounded [0,1] features used for ranking and clustering.
79 fields
Inverse To Benchmark 1y
0.418
Benchmark Independence 3m Score
0.360
Beta 1y Profile Score
0.792
Beta 3m Profile Score
0.840
Beta Change Score
0.559
Correlation Change Score
0.529
Current Drawdown Score
0.504
Days Since 52w High Score
0.480
Distance From 52w High Score
0.504
Distance From Sma 20 Score
0.492
Distance From Sma 200 Score
0.211
Distance From Sma 50 Score
0.361
Downside Volatility 1m Score
0.518
Downside Volatility 1y Score
0.507
Downside Volatility 2y Score
0.460
Downside Volatility 3m Score
0.515
Downside Volatility 5y Score
0.329
Downside Volatility 6m Score
0.563
Drawdown Recovery Score
0.595
Excess Return 1m Score
0.340
Excess Return 1y Score
0.173
Excess Return 3m Score
0.019
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.450
Log Avg Dollar Volume 20d Score
0.567
Drawdown Score 1m
0.405
Drawdown Score 1y
0.437
Drawdown Score 2y
0.542
Drawdown Score 3m
0.245
Drawdown Score 5y
0.634
Drawdown Score 6m
0.334
Momentum Acceleration 1m Vs 3m Score
0.476
Momentum Acceleration 3m Vs 6m Score
0.370
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.327
Relative Strength Slope 3m Score
0.138
Relative Volume 20d Score
0.224
Return 1m Score
0.350
Return 1w Score
0.715
Return 1y Score
0.494
Return 2y Score
0.413
Return 3m Score
0.190
Return 5y Score
0.183
Return 6m Score
0.281
Return Skewness 1y Score
0.502
Sharpe 1m Score
0
Sharpe 1y Score
0.439
Sharpe 2y Score
0.532
Sharpe 3m Score
0
Sharpe 5y Score
0.546
Sharpe 6m Score
0.182
Sortino 1m Score
0.072
Sortino 1y Score
0.399
Sortino 2y Score
0.459
Sortino 3m Score
0.075
Sortino 5y Score
0.467
Sortino 6m Score
0.242
Trend R2 1m Score
0.690
Trend R2 1w Score
0.871
Trend R2 1y Score
0.009
Trend R2 2y Score
0.719
Trend R2 3m Score
0.903
Trend R2 5y Score
0.887
Trend R2 6m Score
0.712
Trend Slope 1m Score
0.163
Trend Slope 1w Score
1
Trend Slope 1y Score
0.508
Trend Slope 2y Score
0.592
Trend Slope 3m Score
0.178
Trend Slope 5y Score
0.560
Trend Slope 6m Score
0.355
Volatility 1m Score
0.412
Volatility 1w Score
0.299
Volatility 1y Score
0.510
Volatility 2y Score
0.466
Volatility 3m Score
0.505
Volatility 5y Score
0.332
Volatility 6m Score
0.548
Worst Day 1y Score
0.640
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
50,130,510.389
Best Day 1y
0.071
Beta To Benchmark 1y
1.980
Beta 3m
2.099
Beta Change
0.119
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.582
Correlation 3m
0.640
Correlation Change
0.058
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
39 fields
Inverse To Benchmark 1y
0.418
Benchmark Independence 3m Score
0.360
Beta 1y Profile Score
0.792
Beta 3m Profile Score
0.840
Beta Change Score
0.559
Correlation Change Score
0.529
Current Drawdown Score
0.504
Distance From Sma 20 Score
0.492
Distance From Sma 200 Score
0.211
Current Drawdown
-0.322
Days Since 52w High
121
Distance From 52w High
-0.322
Distance From Sma 20
-0.005
Distance From Sma 200
-0.173
Distance From Sma 50
-0.084
Downside Capture 1y
0.322
Downside Volatility 1m
0.439
Downside Volatility 1w
-
Downside Volatility 1y
0.430
Downside Volatility 2y
0.395
Downside Volatility 3m
0.436
Downside Volatility 5y
0.296
Downside Volatility 6m
0.473
Drawdown Recovery
0.189
Excess Return 1m
-0.096
Excess Return 1y
-0.196
Excess Return 3m
-0.289
Excess Return 6m
-0.345
Expected Shortfall 95 1y
-0.055
Market Cap
-
Max Drawdown 1m
-0.149
Max Drawdown 1w
-0.004
Max Drawdown 1y
-0.366
Max Drawdown 2y
-0.366
Max Drawdown 3m
-0.302
Max Drawdown 5y
-0.366
Max Drawdown 6m
-0.366
Momentum Acceleration 1m Vs 3m
-0.007
Momentum Acceleration 3m Vs 6m
-0.039
Moving Average Alignment
-1
Relative Strength Acceleration
-0.003
Relative Strength Slope 3m
-0.006
Relative Volume 20d
0.905
Return 1m
-0.090
Return 1w
0.064
Return 1y
-0.009
Return 2y
0.446
Return 3m
-0.248
Return 5y
1.383
Return 6m
-0.262
Return Skewness 1y
0.011
Sector Excess Return 1y
-
Sharpe 1m
-2.964
Sharpe 1y
0.194
Sharpe 2y
0.661
Sharpe 3m
-2.443
Sharpe 5y
0.730
Sharpe 6m
-1.090
Sortino 1m
-2.426
Sortino 1y
0.195
Sortino 2y
0.669
Sortino 3m
-2.403
Sortino 5y
0.737
Sortino 6m
-1.063
Trend R2 1m
0.690
Trend R2 1w
0.871
Trend R2 1y
0.009
Trend R2 2y
0.719
Trend R2 3m
0.903
Trend R2 5y
0.887
Trend R2 6m
0.712
Trend 1m
-0.005
Trend 1w
0.016
Trend 1y
0.000
Trend 2y
0.001
Trend 3m
-0.005
Trend 5y
0.001
Trend 6m
-0.002
Upside Capture 1y
2.592
Value At Risk 95 1y
-0.046
Volatility 1m
0.359
Volatility 1w
0.274
Volatility 1y
0.433
Volatility 2y
0.399
Volatility 3m
0.429
Volatility 5y
0.299
Volatility 6m
0.461
Worst Day 1y
-0.072
Distance From Sma 50 Score
0.361
Downside Volatility 1y Score
0.507
Downside Volatility 3m Score
0.515
Drawdown Recovery Score
0.595
Excess Return 1m Score
0.340
Excess Return 1y Score
0.173
Excess Return 3m Score
0.019
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.450
Log Avg Dollar Volume 20d Score
0.567
Drawdown Score 1y
0.437
Drawdown Score 5y
0.634
Momentum Acceleration 1m Vs 3m Score
0.476
Momentum Acceleration 3m Vs 6m Score
0.370
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.327
Relative Volume 20d Score
0.224
Return 1m Score
0.350
Return 1y Score
0.494
Return 3m Score
0.190
Return 6m Score
0.281
Return Skewness 1y Score
0.502
Sortino 1y Score
0.399
Sortino 3m Score
0.075
Trend R2 1y Score
0.009
Trend R2 3m Score
0.903
Trend Slope 1y Score
0.508
Trend Slope 3m Score
0.178
Volatility 1y Score
0.510
Volatility 3m Score
0.505