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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

RIOT

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

Research Detail

RIOT

RIOT

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
3.751
Correlation To Benchmark 1y
0.558
Inverse To Benchmark 1y
0.442
Drawdown Score 1m
0
Drawdown Score 3m
0.091
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
0.339
Drawdown Score 1y
0.253
Drawdown Score 2y
0.275
Drawdown Score 5y
0.074
Return 1w
0.268
Return 1m
-0.168
Return 3m
0.291
Return 6m
0.383
Return 1y
0.672
Return 2y
1.179
Return 5y
-0.155
Sharpe 1m
-2.088
Sharpe 3m
1.657
Sharpe 6m
1.175
Sharpe 1y
1.026
Sharpe 2y
0.878
Sharpe 5y
0.427
Trend 1w
0.057
Trend 1m
-0.016
Trend 3m
0.002
Trend 6m
0.005
Trend 1y
0.002
Trend 2y
0.002
Trend 5y
0.000
Volatility 1w
0.838
Volatility 1m
0.878
Volatility 3m
0.813
Volatility 6m
0.870
Volatility 1y
0.854
Volatility 2y
0.865
Volatility 5y
0.938
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
RIOT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:59 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
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
0.096
Aptet Fit Raw Score
0.144
Aptet Fit Confidence
0.335
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.829
Force Fit Raw Score
0.846
Force Fit Confidence
0.958
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:59 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "RIOT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "RIOT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "RIOT",
    "hitRates": {
      "1": 0.6666666666666666,
      "5": 0.3333333333333333,
      "10": 0
    },
    "hitRate1D": 0.6666666666666666,
    "comboQuality": 0.309952612816238,
    "eligibleDays": 339,
    "fitnessScore": 0.17392501335210153,
    "lookbackDays": 21,
    "returnLift1D": -0.003747341071322345,
    "hitRateLift1D": 0.07407407407407407,
    "activationRate": 0.017699115044247787,
    "activationCount": 6,
    "baselineHitRates": {
      "1": 0.5925925925925926,
      "5": 0.6521739130434783,
      "10": 0.7222222222222222
    },
    "sampleConfidence": 0.6512474066278414,
    "shadowSharpeLike": 0.3343234670535981,
    "avgForwardReturns": {
      "1": 0.004166769935399495,
      "5": -0.015061712881498601,
      "10": 0
    },
    "shadowMaxDrawdown": -0.054100620261888444,
    "shadowTotalReturn": 0.022324325357755193,
    "avgForwardReturn1D": 0.004166769935399495,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-18",
      "2026-06-22",
      "2026-06-23",
      "2026-06-24",
      "2026-06-25",
      "2026-06-26"
    ],
    "horizonObservationCounts": {
      "1": 6,
      "5": 3,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.00791411100672184,
      "5": 0.034702833701028155,
      "10": 0.0491978102185944
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.309952612816238,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.07970559196356182,
    "bestRawFitnessScore": 0.17392501335210153,
    "upperQuartileComboQuality": 0.08310225190882971
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.09602454224458504,
    "rawScore": 0.14387775934597943,
    "confidence": 0.3348073069956157,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.22363533830455795,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "RIOT",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.309952612816238,
      "eligibleDays": 339,
      "fitnessScore": 0.17392501335210153,
      "lookbackDays": 21,
      "returnLift1D": -0.003747341071322345,
      "hitRateLift1D": 0.07407407407407407,
      "activationRate": 0.017699115044247787,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5925925925925926,
        "5": 0.6521739130434783,
        "10": 0.7222222222222222
      },
      "sampleConfidence": 0.6512474066278414,
      "shadowSharpeLike": 0.3343234670535981,
      "avgForwardReturns": {
        "1": 0.004166769935399495,
        "5": -0.015061712881498601,
        "10": 0
      },
      "shadowMaxDrawdown": -0.054100620261888444,
      "shadowTotalReturn": 0.022324325357755193,
      "avgForwardReturn1D": 0.004166769935399495,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25",
        "2026-06-26"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.00791411100672184,
        "5": 0.034702833701028155,
        "10": 0.0491978102185944
      }
    },
    {
      "topN": 2,
      "ticker": "RIOT",
      "hitRates": {
        "1": 0.6,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.2276281657958409,
      "eligibleDays": 339,
      "fitnessScore": 0.08121441948677584,
      "lookbackDays": 21,
      "returnLift1D": -0.005147416479055105,
      "hitRateLift1D": 0.007407407407407418,
      "activationRate": 0.014749262536873156,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.5925925925925926,
        "5": 0.6521739130434783,
        "10": 0.7222222222222222
      },
      "sampleConfidence": 0.6316666666666667,
      "shadowSharpeLike": 0.1817293257876351,
      "avgForwardReturns": {
        "1": 0.0027666945276667355,
        "5": -0.015061712881498601,
        "10": 0
      },
      "shadowMaxDrawdown": -0.054100620261888444,
      "shadowTotalReturn": 0.01103396052480532,
      "avgForwardReturn1D": 0.0027666945276667355,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.00791411100672184,
        "5": 0.034702833701028155,
        "10": 0.0491978102185944
      }
    },
    {
      "topN": 3,
      "ticker": "RIOT",
      "hitRates": {
        "1": 0.6,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.2276281657958409,
      "eligibleDays": 339,
      "fitnessScore": 0.08121441948677584,
      "lookbackDays": 21,
      "returnLift1D": -0.005147416479055105,
      "hitRateLift1D": 0.007407407407407418,
      "activationRate": 0.014749262536873156,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.5925925925925926,
        "5": 0.6521739130434783,
        "10": 0.7222222222222222
      },
      "sampleConfidence": 0.6316666666666667,
      "shadowSharpeLike": 0.1817293257876351,
      "avgForwardReturns": {
        "1": 0.0027666945276667355,
        "5": -0.015061712881498601,
        "10": 0
      },
      "shadowMaxDrawdown": -0.054100620261888444,
      "shadowTotalReturn": 0.01103396052480532,
      "avgForwardReturn1D": 0.0027666945276667355,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.00791411100672184,
        "5": 0.034702833701028155,
        "10": 0.0491978102185944
      }
    },
    {
      "topN": 4,
      "ticker": "RIOT",
      "hitRates": {
        "1": 0.6,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.2276281657958409,
      "eligibleDays": 339,
      "fitnessScore": 0.08121441948677584,
      "lookbackDays": 21,
      "returnLift1D": -0.005147416479055105,
      "hitRateLift1D": 0.007407407407407418,
      "activationRate": 0.014749262536873156,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.5925925925925926,
        "5": 0.6521739130434783,
        "10": 0.7222222222222222
      },
      "sampleConfidence": 0.6316666666666667,
      "shadowSharpeLike": 0.1817293257876351,
      "avgForwardReturns": {
        "1": 0.0027666945276667355,
        "5": -0.015061712881498601,
        "10": 0
      },
      "shadowMaxDrawdown": -0.054100620261888444,
      "shadowTotalReturn": 0.01103396052480532,
      "avgForwardReturn1D": 0.0027666945276667355,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.00791411100672184,
        "5": 0.034702833701028155,
        "10": 0.0491978102185944
      }
    },
    {
      "topN": 2,
      "ticker": "RIOT",
      "hitRates": {
        "1": 0.5,
        "5": 0.75,
        "10": 1
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.09329223174463337,
      "eligibleDays": 352,
      "fitnessScore": -0.15029833895485786,
      "lookbackDays": 14,
      "returnLift1D": -0.012405778093643953,
      "hitRateLift1D": -0.09259259259259256,
      "activationRate": 0.019886363636363636,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.5925925925925926,
        "5": 0.6521739130434783,
        "10": 0.7222222222222222
      },
      "sampleConfidence": 0.6991939118800028,
      "shadowSharpeLike": -0.4309968613803594,
      "avgForwardReturns": {
        "1": -0.004491667086922113,
        "5": 0.05570076088716158,
        "10": 0.10601241828309342
      },
      "shadowMaxDrawdown": -0.05249410922134479,
      "shadowTotalReturn": -0.03229500636792715,
      "avgForwardReturn1D": -0.004491667086922113,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-09",
        "2026-06-10",
        "2026-06-12",
        "2026-06-23",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 4,
        "10": 3
      },
      "baselineAvgForwardReturns": {
        "1": 0.00791411100672184,
        "5": 0.034702833701028155,
        "10": 0.0491978102185944
      }
    },
    {
      "topN": 2,
      "ticker": "RIOT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07970559196356182,
      "eligibleDays": 330,
      "fitnessScore": -0.1881978539513638,
      "lookbackDays": 30,
      "returnLift1D": -0.00791411100672184,
      "hitRateLift1D": -0.5925925925925926,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5925925925925926,
        "5": 0.6521739130434783,
        "10": 0.7222222222222222
      },
      "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": 0.00791411100672184,
        "5": 0.034702833701028155,
        "10": 0.0491978102185944
      }
    },
    {
      "topN": 3,
      "ticker": "RIOT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07970559196356182,
      "eligibleDays": 330,
      "fitnessScore": -0.1881978539513638,
      "lookbackDays": 30,
      "returnLift1D": -0.00791411100672184,
      "hitRateLift1D": -0.5925925925925926,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5925925925925926,
        "5": 0.6521739130434783,
        "10": 0.7222222222222222
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
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  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
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  "lookbackSummary": [
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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."
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  "universeIdentity": {
    "hash": "ce44db8c9310526cdd7f1f757d2481f72c3a47fa37109aedf803281a728655f8",
    "size": 13,
    "members": [
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      "XLC",
      "XLE",
      "XLF",
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      "XLK",
      "XLP",
      "XLRE",
      "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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      "XLI",
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    "lookbacks": [
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    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "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": 0.16375783166479868,
      "fitnessScore": -0.008716500086296644,
      "lookbackDays": 14,
      "returnLift1D": -0.0020533262476872694,
      "activationRate": 0.5173333333333333,
      "activationCount": 194,
      "sampleConfidence": 0.9993127147766323,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.09017213599948348,
      "avgForwardReturn1D": 0.0009641774229848959
    },
    {
      "comboQuality": 0.9381456246955291,
      "fitnessScore": 0.9482069170560143,
      "lookbackDays": 21,
      "returnLift1D": 0.0010672358062612792,
      "activationRate": 0.48641304347826086,
      "activationCount": 179,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.6969921342380891,
      "avgForwardReturn1D": 0.00431290704524951
    },
    {
      "comboQuality": 0.7547425908763586,
      "fitnessScore": 0.5972950575471911,
      "lookbackDays": 30,
      "returnLift1D": -0.00016015459046406612,
      "activationRate": 0.5459610027855153,
      "activationCount": 196,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.4103263211649315,
      "avgForwardReturn1D": 0.0030840644181443296
    },
    {
      "comboQuality": 0.9629618518750221,
      "fitnessScore": 1.066774384760345,
      "lookbackDays": 45,
      "returnLift1D": -0.0006374924375337704,
      "activationRate": 0.5988372093023255,
      "activationCount": 206,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.785480760561811,
      "avgForwardReturn1D": 0.0040762182334609705
    },
    {
      "comboQuality": 0.7870822956919914,
      "fitnessScore": 0.6376339588120258,
      "lookbackDays": 63,
      "returnLift1D": -0.001836880944422491,
      "activationRate": 0.5858895705521472,
      "activationCount": 191,
      "sampleConfidence": 0.9961605584642235,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.4233340490417328,
      "avgForwardReturn1D": 0.0031670839180508773
    }
  ],
  "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": "ce44db8c9310526cdd7f1f757d2481f72c3a47fa37109aedf803281a728655f8",
    "size": 13,
    "members": [
      "RIOT",
      "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
0.431
Liquidity
0.872
Momentum
0.554
Relative strength
0.729
Trend quality
0.429
Stability
0.172
Aggression
0.679
Downside risk
0.334
Drawdown state
0.564
Quality momentum
0.522
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.442
Benchmark Independence 3m Score
0.491
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.206
Correlation Change Score
0.475
Current Drawdown Score
0
Days Since 52w High Score
0.083
Distance From 52w High Score
0.741
Distance From Sma 20 Score
0.596
Distance From Sma 200 Score
0.977
Distance From Sma 50 Score
0.445
Downside Volatility 1m Score
1
Downside Volatility 1y Score
1
Downside Volatility 2y Score
1
Downside Volatility 3m Score
0.963
Downside Volatility 5y Score
1
Downside Volatility 6m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.209
Excess Return 1y Score
1
Excess Return 3m Score
0.918
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.872
Log Market Cap Score
0.431
Drawdown Score 1m
0
Drawdown Score 1y
0.253
Drawdown Score 2y
0.275
Drawdown Score 3m
0.091
Drawdown Score 5y
0.074
Drawdown Score 6m
0.339
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.611
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.575
Relative Volume 20d Score
0.270
Return 1m Score
0.219
Return 1w Score
1
Return 1y Score
0.920
Return 2y Score
0.623
Return 3m Score
0.864
Return 5y Score
0.065
Return 6m Score
0.819
Return Skewness 1y Score
0.527
Sector Excess Return 1y Score
1
Sharpe 1m Score
0
Sharpe 1y Score
0.605
Sharpe 2y Score
0.576
Sharpe 3m Score
0.731
Sharpe 5y Score
0.485
Sharpe 6m Score
0.635
Sortino 1m Score
0.115
Sortino 1y Score
0.509
Sortino 2y Score
0.492
Sortino 3m Score
0.593
Sortino 5y Score
0.434
Sortino 6m Score
0.529
Trend R2 1m Score
0.555
Trend R2 1w Score
0.919
Trend R2 1y Score
0.342
Trend R2 2y Score
0.628
Trend R2 3m Score
0.047
Trend R2 5y Score
0.000
Trend R2 6m Score
0.574
Trend Slope 1m Score
0
Trend Slope 1w Score
1
Trend Slope 1y Score
0.622
Trend Slope 2y Score
0.627
Trend Slope 3m Score
0.615
Trend Slope 5y Score
0.502
Trend Slope 6m Score
0.824
Volatility 1m Score
1
Volatility 1w Score
1
Volatility 1y Score
1
Volatility 2y Score
1
Volatility 3m Score
1
Volatility 5y Score
1
Volatility 6m Score
1
Worst Day 1y Score
0.113
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
411,869,421.577
Best Day 1y
0.198
Beta To Benchmark 1y
3.751
Beta 3m
3.164
Beta Change
-0.588
Beta To Sector 1y
1.528
Correlation To Benchmark 1y
0.558
Correlation 3m
0.509
Correlation Change
-0.049
Correlation To Sector 1y
0.262
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.442
Benchmark Independence 3m Score
0.491
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.206
Correlation Change Score
0.475
Current Drawdown Score
0
Distance From Sma 20 Score
0.596
Distance From Sma 200 Score
0.977
Current Drawdown
-0.694
Days Since 52w High
21
Distance From 52w High
-0.168
Distance From Sma 20
0.057
Distance From Sma 200
0.286
Distance From Sma 50
-0.033
Downside Capture 1y
0.131
Downside Volatility 1m
0.882
Downside Volatility 1w
-
Downside Volatility 1y
0.818
Downside Volatility 2y
0.809
Downside Volatility 3m
0.772
Downside Volatility 5y
0.850
Downside Volatility 6m
0.830
Drawdown Recovery
1
Excess Return 1m
-0.175
Excess Return 1y
0.485
Excess Return 3m
0.251
Excess Return 6m
0.300
Expected Shortfall 95 1y
-0.108
Market Cap
8,519,747,211.9
Max Drawdown 1m
-0.364
Max Drawdown 1w
-0.030
Max Drawdown 1y
-0.486
Max Drawdown 2y
-0.580
Max Drawdown 3m
-0.364
Max Drawdown 5y
-0.926
Max Drawdown 6m
-0.364
Momentum Acceleration 1m Vs 3m
-0.265
Momentum Acceleration 3m Vs 6m
0.033
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.021
Relative Strength Slope 3m
0.001
Relative Volume 20d
1.028
Return 1m
-0.168
Return 1w
0.268
Return 1y
0.672
Return 2y
1.179
Return 3m
0.291
Return 5y
-0.155
Return 6m
0.383
Return Skewness 1y
0.162
Sector Excess Return 1y
0.596
Sharpe 1m
-2.088
Sharpe 1y
1.026
Sharpe 2y
0.878
Sharpe 3m
1.657
Sharpe 5y
0.427
Sharpe 6m
1.175
Sortino 1m
-2.077
Sortino 1y
1.071
Sortino 2y
0.939
Sortino 3m
1.745
Sortino 5y
0.472
Sortino 6m
1.231
Trend R2 1m
0.555
Trend R2 1w
0.919
Trend R2 1y
0.342
Trend R2 2y
0.628
Trend R2 3m
0.047
Trend R2 5y
0.000
Trend R2 6m
0.574
Trend 1m
-0.016
Trend 1w
0.057
Trend 1y
0.002
Trend 2y
0.002
Trend 3m
0.002
Trend 5y
0.000
Trend 6m
0.005
Upside Capture 1y
10.783
Value At Risk 95 1y
-0.080
Volatility 1m
0.878
Volatility 1w
0.838
Volatility 1y
0.854
Volatility 2y
0.865
Volatility 3m
0.813
Volatility 5y
0.938
Volatility 6m
0.870
Worst Day 1y
-0.177
Distance From Sma 50 Score
0.445
Downside Volatility 1y Score
1
Downside Volatility 3m Score
0.963
Drawdown Recovery Score
1
Excess Return 1m Score
0.209
Excess Return 1y Score
1
Excess Return 3m Score
0.918
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.872
Log Market Cap Score
0.431
Drawdown Score 1y
0.253
Drawdown Score 5y
0.074
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.611
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.270
Return 1m Score
0.219
Return 1y Score
0.920
Return 3m Score
0.864
Return 6m Score
0.819
Return Skewness 1y Score
0.527
Sortino 1y Score
0.509
Sortino 3m Score
0.593
Trend R2 1y Score
0.342
Trend R2 3m Score
0.047
Trend Slope 1y Score
0.622
Trend Slope 3m Score
0.615
Volatility 1y Score
1
Volatility 3m Score
1