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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

NXPI

Information Technology | v2 | as of 2026-07-23
Close

Research Detail

NXPI

NXPI

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
1.804
Correlation To Benchmark 1y
0.476
Inverse To Benchmark 1y
0.524
Drawdown Score 1m
0.567
Drawdown Score 3m
0.510
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
0.553
Drawdown Score 1y
0.622
Drawdown Score 2y
0.435
Drawdown Score 5y
0.535
Return 1w
0.024
Return 1m
-0.072
Return 3m
0.232
Return 6m
0.197
Return 1y
0.238
Return 2y
0.029
Return 5y
0.561
Sharpe 1m
-1.887
Sharpe 3m
1.484
Sharpe 6m
0.895
Sharpe 1y
0.673
Sharpe 2y
0.264
Sharpe 5y
0.419
Trend 1w
0.008
Trend 1m
-0.003
Trend 3m
0.000
Trend 6m
0.003
Trend 1y
0.001
Trend 2y
0.000
Trend 5y
0.000
Volatility 1w
0.260
Volatility 1m
0.430
Volatility 3m
0.729
Volatility 6m
0.574
Volatility 1y
0.482
Volatility 2y
0.481
Volatility 5y
0.418
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
NXPI
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:49 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
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
0.094
Aptet Fit Raw Score
0.145
Aptet Fit Confidence
0.295
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.218
Force Fit Raw Score
0.234
Force Fit Confidence
0.868
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:49 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "NXPI"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "NXPI",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "NXPI",
    "hitRates": {
      "1": 0.5,
      "5": 1,
      "10": 0
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.14043252780007273,
    "eligibleDays": 339,
    "fitnessScore": -0.048574479420235836,
    "lookbackDays": 21,
    "returnLift1D": -0.005077844955719176,
    "hitRateLift1D": 0.0357142857142857,
    "activationRate": 0.008849557522123894,
    "activationCount": 3,
    "baselineHitRates": {
      "1": 0.4642857142857143,
      "5": 0.5416666666666666,
      "10": 0.5789473684210527
    },
    "sampleConfidence": 0.5296807507080746,
    "shadowSharpeLike": -0.09727721560262248,
    "avgForwardReturns": {
      "1": -0.0022412564651293487,
      "5": 0.06921335039873999,
      "10": 0
    },
    "shadowMaxDrawdown": -0.0444129468709864,
    "shadowTotalReturn": -0.008104825484343658,
    "avgForwardReturn1D": -0.0022412564651293487,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-15",
      "2026-06-16",
      "2026-06-23"
    ],
    "horizonObservationCounts": {
      "1": 2,
      "5": 1,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.0028365884905898276,
      "5": 0.01198291476246171,
      "10": 0.013380404312190114
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.14043252780007273,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08326790400691302,
    "bestRawFitnessScore": -0.048574479420235836,
    "upperQuartileComboQuality": 0.08326790400691302
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.09363532657048847,
    "rawScore": 0.1446392491138283,
    "confidence": 0.29474298496667756,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        4
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.34725116169661974,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "NXPI",
      "hitRates": {
        "1": 0.5,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.14043252780007273,
      "eligibleDays": 339,
      "fitnessScore": -0.048574479420235836,
      "lookbackDays": 21,
      "returnLift1D": -0.005077844955719176,
      "hitRateLift1D": 0.0357142857142857,
      "activationRate": 0.008849557522123894,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.4642857142857143,
        "5": 0.5416666666666666,
        "10": 0.5789473684210527
      },
      "sampleConfidence": 0.5296807507080746,
      "shadowSharpeLike": -0.09727721560262248,
      "avgForwardReturns": {
        "1": -0.0022412564651293487,
        "5": 0.06921335039873999,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0444129468709864,
      "shadowTotalReturn": -0.008104825484343658,
      "avgForwardReturn1D": -0.0022412564651293487,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-15",
        "2026-06-16",
        "2026-06-23"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 1,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028365884905898276,
        "5": 0.01198291476246171,
        "10": 0.013380404312190114
      }
    },
    {
      "topN": 5,
      "ticker": "NXPI",
      "hitRates": {
        "1": 0.5,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.14043252780007273,
      "eligibleDays": 339,
      "fitnessScore": -0.048574479420235836,
      "lookbackDays": 21,
      "returnLift1D": -0.005077844955719176,
      "hitRateLift1D": 0.0357142857142857,
      "activationRate": 0.008849557522123894,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.4642857142857143,
        "5": 0.5416666666666666,
        "10": 0.5789473684210527
      },
      "sampleConfidence": 0.5296807507080746,
      "shadowSharpeLike": -0.09727721560262248,
      "avgForwardReturns": {
        "1": -0.0022412564651293487,
        "5": 0.06921335039873999,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0444129468709864,
      "shadowTotalReturn": -0.008104825484343658,
      "avgForwardReturn1D": -0.0022412564651293487,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-15",
        "2026-06-16",
        "2026-06-23"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 1,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028365884905898276,
        "5": 0.01198291476246171,
        "10": 0.013380404312190114
      }
    },
    {
      "topN": 2,
      "ticker": "NXPI",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08326790400691302,
      "eligibleDays": 330,
      "fitnessScore": -0.17772546376184153,
      "lookbackDays": 30,
      "returnLift1D": -0.0028365884905898276,
      "hitRateLift1D": -0.4642857142857143,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4642857142857143,
        "5": 0.5416666666666666,
        "10": 0.5789473684210527
      },
      "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": 0.0028365884905898276,
        "5": 0.01198291476246171,
        "10": 0.013380404312190114
      }
    },
    {
      "topN": 3,
      "ticker": "NXPI",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08326790400691302,
      "eligibleDays": 330,
      "fitnessScore": -0.17772546376184153,
      "lookbackDays": 30,
      "returnLift1D": -0.0028365884905898276,
      "hitRateLift1D": -0.4642857142857143,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4642857142857143,
        "5": 0.5416666666666666,
        "10": 0.5789473684210527
      },
      "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": 0.0028365884905898276,
        "5": 0.01198291476246171,
        "10": 0.013380404312190114
      }
    },
    {
      "topN": 4,
      "ticker": "NXPI",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08326790400691302,
      "eligibleDays": 330,
      "fitnessScore": -0.17772546376184153,
      "lookbackDays": 30,
      "returnLift1D": -0.0028365884905898276,
      "hitRateLift1D": -0.4642857142857143,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4642857142857143,
        "5": 0.5416666666666666,
        "10": 0.5789473684210527
      },
      "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": 0.0028365884905898276,
        "5": 0.01198291476246171,
        "10": 0.013380404312190114
      }
    },
    {
      "topN": 5,
      "ticker": "NXPI",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08326790400691302,
      "eligibleDays": 330,
      "fitnessScore": -0.17772546376184153,
      "lookbackDays": 30,
      "returnLift1D": -0.0028365884905898276,
      "hitRateLift1D": -0.4642857142857143,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4642857142857143,
        "5": 0.5416666666666666,
        "10": 0.5789473684210527
      },
      "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": 0.0028365884905898276,
        "5": 0.01198291476246171,
        "10": 0.013380404312190114
      }
    },
    {
      "topN": 2,
      "ticker": "NXPI",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08326790400691302,
      "eligibleDays": 315,
      "fitnessScore": -0.17772546376184153,
      "lookbackDays": 45,
      "returnLift1D": -0.0028365884905898276,
      "hitRateLift1D": -0.4642857142857143,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4642857142857143,
        "5": 0.5416666666666666,
        "10": 0.5789473684210527
      },
      "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": 0.0028365884905898276,
        "5": 0.01198291476246171,
        "10": 0.013380404312190114
      }
    },
    {
      "topN": 3,
      "ticker": "NXPI",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08326790400691302,
      "eligibleDays": 315,
      "fitnessScore": -0.17772546376184153,
      "lookbackDays": 45,
      "returnLift1D": -0.0028365884905898276,
      "hitRateLift1D": -0.4642857142857143,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4642857142857143,
        "5": 0.5416666666666666,
        "10": 0.5789473684210527
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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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": [
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      "lookbackDays": 14,
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      "activationCount": 8,
      "sampleConfidence": 0.7728505426185218,
      "shadowTotalReturn": -0.052725890679749865,
      "avgForwardReturn1D": -0.0060112587727980255
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    {
      "bestTopN": 4,
      "comboQuality": 0.14043252780007273,
      "fitnessScore": -0.048574479420235836,
      "lookbackDays": 21,
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    {
      "bestTopN": 2,
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      "lookbackDays": 30,
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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": "0d153dd471f85fe113394eed54d68b7e83f15e46b25238f366e9e15152e41560",
    "size": 13,
    "members": [
      "NXPI",
      "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
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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."
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    {
      "comboQuality": 0.35886047578259583,
      "fitnessScore": 0.22233104460355946,
      "lookbackDays": 14,
      "returnLift1D": 0.0006167008446580728,
      "activationRate": 0.328,
      "activationCount": 123,
      "sampleConfidence": 0.9989159891598917,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.1374013664397271,
      "avgForwardReturn1D": 0.0018039224923205165
    },
    {
      "comboQuality": 0.28854623393753487,
      "fitnessScore": 0.15145987688036672,
      "lookbackDays": 21,
      "returnLift1D": -0.0001654793036922693,
      "activationRate": 0.375,
      "activationCount": 138,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.07468308466815965,
      "avgForwardReturn1D": 0.0012361731481427426
    },
    {
      "comboQuality": 0.22809493572734904,
      "fitnessScore": 0.0817980788340602,
      "lookbackDays": 30,
      "returnLift1D": -0.00012058423240359005,
      "activationRate": 0.35097493036211697,
      "activationCount": 126,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.04587539938031404,
      "avgForwardReturn1D": 0.0010557732664016385
    },
    {
      "comboQuality": 0.05925634195250051,
      "fitnessScore": -0.2582555328545143,
      "lookbackDays": 45,
      "returnLift1D": -0.002913834896752565,
      "activationRate": 0.26453488372093026,
      "activationCount": 91,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.16989858894489185,
      "avgForwardReturn1D": -0.001506156022882621
    },
    {
      "comboQuality": 0.08572138113874601,
      "fitnessScore": -0.17074727693010752,
      "lookbackDays": 63,
      "returnLift1D": -0.0035036036862035698,
      "activationRate": 0.2392638036809816,
      "activationCount": 78,
      "sampleConfidence": 0.9888888888888889,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.14979900335054008,
      "avgForwardReturn1D": -0.0014713023584907647
    }
  ],
  "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": "0d153dd471f85fe113394eed54d68b7e83f15e46b25238f366e9e15152e41560",
    "size": 13,
    "members": [
      "NXPI",
      "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
0.633
Liquidity
1
Momentum
0.515
Relative strength
0.593
Trend quality
0.340
Stability
0.527
Aggression
0.583
Downside risk
0.528
Drawdown state
0.820
Quality momentum
0.493
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.524
Benchmark Independence 3m Score
0.555
Beta 1y Profile Score
0.722
Beta 3m Profile Score
0.993
Beta Change Score
0.839
Correlation Change Score
0.485
Current Drawdown Score
0.748
Days Since 52w High Score
0.159
Distance From 52w High Score
0.748
Distance From Sma 20 Score
0.489
Distance From Sma 200 Score
0.768
Distance From Sma 50 Score
0.398
Downside Volatility 1m Score
0.615
Downside Volatility 1y Score
0.452
Downside Volatility 2y Score
0.507
Downside Volatility 3m Score
0.676
Downside Volatility 5y Score
0.465
Downside Volatility 6m Score
0.546
Drawdown Recovery Score
1
Excess Return 1m Score
0.369
Excess Return 1y Score
0.585
Excess Return 3m Score
0.820
Excess Return 6m Score
0.690
Expected Shortfall 95 1y Score
0.466
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.633
Drawdown Score 1m
0.567
Drawdown Score 1y
0.622
Drawdown Score 2y
0.435
Drawdown Score 3m
0.510
Drawdown Score 5y
0.535
Drawdown Score 6m
0.553
Momentum Acceleration 1m Vs 3m Score
0.000
Momentum Acceleration 3m Vs 6m Score
0.649
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.131
Relative Strength Slope 3m Score
0.478
Relative Volume 20d Score
0.233
Return 1m Score
0.379
Return 1w Score
0.582
Return 1y Score
0.649
Return 2y Score
0.294
Return 3m Score
0.791
Return 5y Score
0.120
Return 6m Score
0.664
Return Skewness 1y Score
0.912
Sector Excess Return 1y Score
0.253
Sharpe 1m Score
0.023
Sharpe 1y Score
0.535
Sharpe 2y Score
0.453
Sharpe 3m Score
0.697
Sharpe 5y Score
0.484
Sharpe 6m Score
0.579
Sortino 1m Score
0.177
Sortino 1y Score
0.479
Sortino 2y Score
0.412
Sortino 3m Score
0.618
Sortino 5y Score
0.430
Sortino 6m Score
0.515
Trend R2 1m Score
0.341
Trend R2 1w Score
0.631
Trend R2 1y Score
0.375
Trend R2 2y Score
0.119
Trend R2 3m Score
0.004
Trend R2 5y Score
0.417
Trend R2 6m Score
0.482
Trend Slope 1m Score
0.317
Trend Slope 1w Score
0.997
Trend Slope 1y Score
0.577
Trend Slope 2y Score
0.520
Trend Slope 3m Score
0.518
Trend Slope 5y Score
0.520
Trend Slope 6m Score
0.705
Volatility 1m Score
0.506
Volatility 1w Score
0.280
Volatility 1y Score
0.576
Volatility 2y Score
0.575
Volatility 3m Score
0.905
Volatility 5y Score
0.491
Volatility 6m Score
0.699
Worst Day 1y Score
0.593
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
1,089,205,171.016
Best Day 1y
0.255
Beta To Benchmark 1y
1.804
Beta 3m
2.483
Beta Change
0.678
Beta To Sector 1y
1.002
Correlation To Benchmark 1y
0.476
Correlation 3m
0.445
Correlation Change
-0.031
Correlation To Sector 1y
0.514
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.524
Benchmark Independence 3m Score
0.555
Beta 1y Profile Score
0.722
Beta 3m Profile Score
0.993
Beta Change Score
0.839
Correlation Change Score
0.485
Current Drawdown Score
0.748
Distance From Sma 20 Score
0.489
Distance From Sma 200 Score
0.768
Current Drawdown
-0.164
Days Since 52w High
40
Distance From 52w High
-0.164
Distance From Sma 20
-0.007
Distance From Sma 200
0.161
Distance From Sma 50
-0.061
Downside Capture 1y
0.668
Downside Volatility 1m
0.511
Downside Volatility 1w
-
Downside Volatility 1y
0.389
Downside Volatility 2y
0.430
Downside Volatility 3m
0.557
Downside Volatility 5y
0.399
Downside Volatility 6m
0.459
Drawdown Recovery
1
Excess Return 1m
-0.079
Excess Return 1y
0.051
Excess Return 3m
0.192
Excess Return 6m
0.114
Expected Shortfall 95 1y
-0.053
Market Cap
67,975,313,309.96
Max Drawdown 1m
-0.108
Max Drawdown 1w
-0.015
Max Drawdown 1y
-0.246
Max Drawdown 2y
-0.452
Max Drawdown 3m
-0.196
Max Drawdown 5y
-0.465
Max Drawdown 6m
-0.246
Momentum Acceleration 1m Vs 3m
-0.150
Momentum Acceleration 3m Vs 6m
0.045
Moving Average Alignment
0
Relative Strength Acceleration
-0.006
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.929
Return 1m
-0.072
Return 1w
0.024
Return 1y
0.238
Return 2y
0.029
Return 3m
0.232
Return 5y
0.561
Return 6m
0.197
Return Skewness 1y
2.471
Sector Excess Return 1y
-0.148
Sharpe 1m
-1.887
Sharpe 1y
0.673
Sharpe 2y
0.264
Sharpe 3m
1.484
Sharpe 5y
0.419
Sharpe 6m
0.895
Sortino 1m
-1.585
Sortino 1y
0.833
Sortino 2y
0.295
Sortino 3m
1.943
Sortino 5y
0.439
Sortino 6m
1.119
Trend R2 1m
0.341
Trend R2 1w
0.631
Trend R2 1y
0.375
Trend R2 2y
0.119
Trend R2 3m
0.004
Trend R2 5y
0.417
Trend R2 6m
0.482
Trend 1m
-0.003
Trend 1w
0.008
Trend 1y
0.001
Trend 2y
0.000
Trend 3m
0.000
Trend 5y
0.000
Trend 6m
0.003
Upside Capture 1y
1.560
Value At Risk 95 1y
-0.039
Volatility 1m
0.430
Volatility 1w
0.260
Volatility 1y
0.482
Volatility 2y
0.481
Volatility 3m
0.729
Volatility 5y
0.418
Volatility 6m
0.574
Worst Day 1y
-0.081
Distance From Sma 50 Score
0.398
Downside Volatility 1y Score
0.452
Downside Volatility 3m Score
0.676
Drawdown Recovery Score
1
Excess Return 1m Score
0.369
Excess Return 1y Score
0.585
Excess Return 3m Score
0.820
Excess Return 6m Score
0.690
Expected Shortfall 95 1y Score
0.466
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.633
Drawdown Score 1y
0.622
Drawdown Score 5y
0.535
Momentum Acceleration 1m Vs 3m Score
0.000
Momentum Acceleration 3m Vs 6m Score
0.649
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.131
Relative Volume 20d Score
0.233
Return 1m Score
0.379
Return 1y Score
0.649
Return 3m Score
0.791
Return 6m Score
0.664
Return Skewness 1y Score
0.912
Sortino 1y Score
0.479
Sortino 3m Score
0.618
Trend R2 1y Score
0.375
Trend R2 3m Score
0.004
Trend Slope 1y Score
0.577
Trend Slope 3m Score
0.518
Volatility 1y Score
0.576
Volatility 3m Score
0.905