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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 151-200 of 355
Page 4 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
GSFinancials0.5790.6550.6871.0000.161 poor0.914 strong100%Jul 26, 1:28 AM
GOOGLCommunication Services0.4500.4770.6521.0000.957 strong0.950 strong100%Jul 26, 1:27 AM
GILDHealth Care0.5520.5170.6530.997
Ticker detail

ENB

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

Research Detail

ENB

ENB

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-0.117
Correlation To Benchmark 1y
-0.089
Inverse To Benchmark 1y
0.911
Drawdown Score 1m
0.790
Drawdown Score 3m
0.795
0.138 poor
0.244 poor
100%
Jul 26, 1:27 AM
GEVIndustrials0.5670.5770.5531.0000.978 strong0.977 strong100%Jul 26, 1:27 AM
GEHCHealth Care0.4230.3640.5300.8330.160 poor0.119 poor100%Jul 26, 1:26 AM
GEIndustrials0.5930.6020.6421.0000.163 poor0.795 good98%Jul 26, 1:26 AM
GDIndustrials0.6530.6280.7350.8730.312 poor0.348 poor100%Jul 26, 1:26 AM
GBTC-0.4160.3950.4380.6320.165 poor0.269 poor98%Jul 26, 1:26 AM
FSLRInformation Technology0.4040.3290.3890.8650.162 poor0.464 weak100%Jul 26, 1:25 AM
FROEnergy0.5550.6350.6090.6560.100 poor0.716 good100%Jul 26, 1:25 AM
FNGU-0.5380.4130.2470.7040.130 poor0.866 strong98%Jul 26, 1:25 AM
FLNCUtilities0.3510.2820.1400.7120.159 poor0.855 strong100%Jul 26, 1:24 AM
FDXIndustrials0.5680.5990.7230.9280.160 poor0.785 good100%Jul 26, 1:24 AM
FCXMaterials0.5020.4780.5610.9940.483 weak0.443 weak100%Jul 26, 1:24 AM
FANUYIndustrials0.4520.4480.5590.3640.160 poor0.414 weak100%Jul 26, 1:23 AM
FANGEnergy0.6380.6350.6890.8640.162 poor0.258 poor100%Jul 26, 1:23 AM
EXCUtilities0.5350.4930.7200.8820.125 poor0.290 poor100%Jul 26, 1:22 AM
ETNIndustrials0.5450.5300.6170.9850.244 poor0.242 poor100%Jul 26, 1:22 AM
ERX-0.7370.6210.5790.4420.137 poor0.461 weak98%Jul 26, 1:22 AM
EQIXReal Estate0.4630.5580.7370.9230.683 good0.599 moderate100%Jul 26, 1:21 AM
EOGEnergy0.6350.5990.6950.8840.136 poor0.413 weak100%Jul 26, 1:21 AM
ENPHInformation Technology0.4170.3490.1970.7920.164 poor0.202 poor100%Jul 26, 1:20 AM
ENBEnergy0.5680.6060.7900.7690.104 poor0.568 moderate100%Jul 26, 1:20 AM
EGLE-0.5310.5600.7830.0000.163 poor0.276 poor98%Jul 26, 1:20 AM
EACommunication Services0.5550.6040.7580.8820.161 poor0.649 moderate100%Jul 26, 1:19 AM
DXCMHealth Care0.5510.4640.3850.8360.159 poor0.149 poor100%Jul 26, 1:19 AM
DVNEnergy0.5560.5360.5950.9030.161 poor0.291 poor100%Jul 26, 1:19 AM
DUKUtilities0.5510.4950.7490.8920.081 poor0.317 poor100%Jul 26, 1:18 AM
DRIP-0.2450.2820.3080.6880.091 poor0.082 poor98%Jul 26, 1:18 AM
DHTEnergy0.5330.5730.6650.5930.153 poor0.360 weak100%Jul 26, 1:17 AM
DHRHealth Care0.5760.4590.5351.0000.101 poor0.166 poor100%Jul 26, 1:17 AM
DHLGYIndustrials0.6840.7120.7130.3440.157 poor0.734 good100%Jul 26, 1:17 AM
DEIndustrials0.5710.5550.6770.9550.265 poor0.268 poor100%Jul 26, 1:16 AM
DARConsumer Staples0.7380.6670.6110.7140.908 strong0.925 strong100%Jul 26, 1:16 AM
DACIndustrials0.6740.6930.7670.3630.187 poor0.533 moderate100%Jul 26, 1:15 AM
CWENUtilities0.3950.4050.6500.5390.100 poor0.316 poor100%Jul 26, 1:15 AM
CWIndustrials0.5450.6150.7050.7620.106 poor0.780 good100%Jul 26, 1:15 AM
CVXEnergy0.6270.5520.7121.0000.483 weak0.426 weak100%Jul 26, 1:14 AM
CVSHealth Care0.7290.7750.6790.9670.256 poor0.747 good100%Jul 26, 1:14 AM
CRWDInformation Technology0.7570.7230.4901.0000.898 strong0.834 strong100%Jul 26, 1:13 AM
CRSPHealth Care0.3430.2740.3030.6640.137 poor0.183 poor100%Jul 26, 1:13 AM
CRMInformation Technology0.4280.3760.4751.0000.165 poor0.132 poor100%Jul 26, 1:13 AM
COSTConsumer Staples0.4420.4070.6701.0000.339 poor0.328 poor100%Jul 26, 1:12 AM
CORHealth Care0.5700.4580.5590.8890.521 moderate0.629 moderate100%Jul 26, 1:12 AM
COPEnergy0.6020.5540.6610.9570.132 poor0.435 weak100%Jul 26, 1:11 AM
COINFinancials0.3870.3520.2421.0000.127 poor0.162 poor100%Jul 26, 1:11 AM
CNIIndustrials0.7100.7520.7730.7570.159 poor0.326 poor100%Jul 26, 1:11 AM
CMBTEnergy0.6230.6720.6250.3930.149 poor0.296 poor100%Jul 26, 1:10 AM
CLSKFinancials0.5330.4390.1110.8380.126 poor0.364 weak100%Jul 26, 1:10 AM
CIFRInformation Technology0.6220.5970.3090.9230.146 poor0.991 strong100%Jul 26, 1:09 AM
PreviousPage 4 of 8Next
Drawdown Score 6m
0.851
Drawdown Score 1y
0.841
Drawdown Score 2y
0.870
Drawdown Score 5y
0.717
Return 1w
-0.001
Return 1m
0.012
Return 3m
0.103
Return 6m
0.224
Return 1y
0.299
Return 2y
0.723
Return 5y
0.953
Sharpe 1m
0.775
Sharpe 3m
1.979
Sharpe 6m
2.210
Sharpe 1y
1.656
Sharpe 2y
1.693
Sharpe 5y
0.808
Trend 1w
-0.001
Trend 1m
0.001
Trend 3m
0.001
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.186
Volatility 1m
0.209
Volatility 3m
0.209
Volatility 6m
0.191
Volatility 1y
0.166
Volatility 2y
0.169
Volatility 5y
0.187
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
ENB
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:20 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Energy
Sector Benchmark Ticker
XLE
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
0.104
Aptet Fit Raw Score
0.170
Aptet Fit Confidence
0.225
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.568
Force Fit Raw Score
0.592
Force Fit Confidence
0.919
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:20 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ENB"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ENB",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "ENB",
    "hitRates": {
      "1": 0.5,
      "5": 0.5,
      "10": 0
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.14412348467491976,
    "eligibleDays": 352,
    "fitnessScore": -0.041920241540951364,
    "lookbackDays": 14,
    "returnLift1D": -0.0014908654539984882,
    "hitRateLift1D": 0.04545454545454547,
    "activationRate": 0.005681818181818182,
    "activationCount": 2,
    "baselineHitRates": {
      "1": 0.45454545454545453,
      "5": 0.5,
      "10": 0.5384615384615384
    },
    "sampleConfidence": 0.5572586046425942,
    "shadowSharpeLike": -0.3598104510645929,
    "avgForwardReturns": {
      "1": -0.0032601475481419673,
      "5": -0.009227967064495579,
      "10": 0
    },
    "shadowMaxDrawdown": -0.015984002853697166,
    "shadowTotalReturn": -0.007647956960945113,
    "avgForwardReturn1D": -0.0032601475481419673,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-07",
      "2026-04-08"
    ],
    "horizonObservationCounts": {
      "1": 2,
      "5": 2,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": -0.001769282094143479,
      "5": -0.0035751040114422625,
      "10": -0.00614061224615527
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.14412348467491976,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08662389241569919,
    "bestRawFitnessScore": -0.041920241540951364,
    "upperQuartileComboQuality": 0.08662389241569919
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.10399652267528575,
    "rawScore": 0.1698320047194155,
    "confidence": 0.2246987586009066,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        4
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.45953975973986533,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "ENB",
      "hitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.14412348467491976,
      "eligibleDays": 352,
      "fitnessScore": -0.041920241540951364,
      "lookbackDays": 14,
      "returnLift1D": -0.0014908654539984882,
      "hitRateLift1D": 0.04545454545454547,
      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.45454545454545453,
        "5": 0.5,
        "10": 0.5384615384615384
      },
      "sampleConfidence": 0.5572586046425942,
      "shadowSharpeLike": -0.3598104510645929,
      "avgForwardReturns": {
        "1": -0.0032601475481419673,
        "5": -0.009227967064495579,
        "10": 0
      },
      "shadowMaxDrawdown": -0.015984002853697166,
      "shadowTotalReturn": -0.007647956960945113,
      "avgForwardReturn1D": -0.0032601475481419673,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-07",
        "2026-04-08"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.001769282094143479,
        "5": -0.0035751040114422625,
        "10": -0.00614061224615527
      }
    },
    {
      "topN": 5,
      "ticker": "ENB",
      "hitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.14412348467491976,
      "eligibleDays": 352,
      "fitnessScore": -0.041920241540951364,
      "lookbackDays": 14,
      "returnLift1D": -0.0014908654539984882,
      "hitRateLift1D": 0.04545454545454547,
      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.45454545454545453,
        "5": 0.5,
        "10": 0.5384615384615384
      },
      "sampleConfidence": 0.5572586046425942,
      "shadowSharpeLike": -0.3598104510645929,
      "avgForwardReturns": {
        "1": -0.0032601475481419673,
        "5": -0.009227967064495579,
        "10": 0
      },
      "shadowMaxDrawdown": -0.015984002853697166,
      "shadowTotalReturn": -0.007647956960945113,
      "avgForwardReturn1D": -0.0032601475481419673,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-07",
        "2026-04-08"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.001769282094143479,
        "5": -0.0035751040114422625,
        "10": -0.00614061224615527
      }
    },
    {
      "topN": 2,
      "ticker": "ENB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08662389241569919,
      "eligibleDays": 352,
      "fitnessScore": -0.1682258556808291,
      "lookbackDays": 14,
      "returnLift1D": 0.001769282094143479,
      "hitRateLift1D": -0.45454545454545453,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.45454545454545453,
        "5": 0.5,
        "10": 0.5384615384615384
      },
      "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": -0.001769282094143479,
        "5": -0.0035751040114422625,
        "10": -0.00614061224615527
      }
    },
    {
      "topN": 2,
      "ticker": "ENB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08662389241569919,
      "eligibleDays": 339,
      "fitnessScore": -0.1682258556808291,
      "lookbackDays": 21,
      "returnLift1D": 0.001769282094143479,
      "hitRateLift1D": -0.45454545454545453,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.45454545454545453,
        "5": 0.5,
        "10": 0.5384615384615384
      },
      "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": -0.001769282094143479,
        "5": -0.0035751040114422625,
        "10": -0.00614061224615527
      }
    },
    {
      "topN": 3,
      "ticker": "ENB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08662389241569919,
      "eligibleDays": 339,
      "fitnessScore": -0.1682258556808291,
      "lookbackDays": 21,
      "returnLift1D": 0.001769282094143479,
      "hitRateLift1D": -0.45454545454545453,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.45454545454545453,
        "5": 0.5,
        "10": 0.5384615384615384
      },
      "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": -0.001769282094143479,
        "5": -0.0035751040114422625,
        "10": -0.00614061224615527
      }
    },
    {
      "topN": 4,
      "ticker": "ENB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08662389241569919,
      "eligibleDays": 339,
      "fitnessScore": -0.1682258556808291,
      "lookbackDays": 21,
      "returnLift1D": 0.001769282094143479,
      "hitRateLift1D": -0.45454545454545453,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.45454545454545453,
        "5": 0.5,
        "10": 0.5384615384615384
      },
      "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": -0.001769282094143479,
        "5": -0.0035751040114422625,
        "10": -0.00614061224615527
      }
    },
    {
      "topN": 5,
      "ticker": "ENB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08662389241569919,
      "eligibleDays": 339,
      "fitnessScore": -0.1682258556808291,
      "lookbackDays": 21,
      "returnLift1D": 0.001769282094143479,
      "hitRateLift1D": -0.45454545454545453,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.45454545454545453,
        "5": 0.5,
        "10": 0.5384615384615384
      },
      "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": -0.001769282094143479,
        "5": -0.0035751040114422625,
        "10": -0.00614061224615527
      }
    },
    {
      "topN": 2,
      "ticker": "ENB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08662389241569919,
      "eligibleDays": 330,
      "fitnessScore": -0.1682258556808291,
      "lookbackDays": 30,
      "returnLift1D": 0.001769282094143479,
      "hitRateLift1D": -0.45454545454545453,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.45454545454545453,
        "5": 0.5,
        "10": 0.5384615384615384
      },
      "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": {
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    },
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    },
    {
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    },
    {
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    },
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      "hitRate1D": 0,
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      "riskOffActivations": 0,
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        "2026-04-08"
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      "horizonObservationCounts": {
        "1": 1,
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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": 4,
      "comboQuality": 0.14412348467491976,
      "fitnessScore": -0.041920241540951364,
      "lookbackDays": 14,
      "returnLift1D": -0.0014908654539984882,
      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "sampleConfidence": 0.5572586046425942,
      "shadowTotalReturn": -0.007647956960945113,
      "avgForwardReturn1D": -0.0032601475481419673
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08662389241569919,
      "fitnessScore": -0.1682258556808291,
      "lookbackDays": 21,
      "returnLift1D": 0.001769282094143479,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08662389241569919,
      "fitnessScore": -0.1682258556808291,
      "lookbackDays": 30,
      "returnLift1D": 0.001769282094143479,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.1682258556808291,
      "lookbackDays": 45,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "lookbackDays": 63,
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      "activationRate": 0,
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      "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": "618eb675714bbff97b19c2313ae9eb590c891c14b94941f4634dcb1cddd1a839",
    "size": 13,
    "members": [
      "ENB",
      "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",
      "ENB"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ENB",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "ENB",
    "hitRates": {
      "1": 0.5923076923076923,
      "5": 0.65625,
      "10": 0.671875
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    "hitRate1D": 0.5923076923076923,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.8356954339836495,
    "eligibleDays": 375,
    "fitnessScore": 0.7078393319393804,
    "lookbackDays": 14,
    "returnLift1D": 0.001272949907898469,
    "hitRateLift1D": 0.02697435897435896,
    "portfolioSize": 3,
    "activationRate": 0.3466666666666667,
    "activationCount": 130,
    "baselineHitRates": {
      "1": 0.5653333333333334,
      "5": 0.5876010781671159,
      "10": 0.6065573770491803
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    "sampleConfidence": 0.997948717948718,
    "shadowSharpeLike": 1.6785372850179143,
    "avgForwardReturns": {
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      "5": 0.007118889948915767,
      "10": 0.010964908133999784
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    "shadowMaxDrawdown": -0.045100324910128275,
    "shadowTotalReturn": 0.28528764097373793,
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    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
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      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.033562266101787364,
      "avgForwardReturn1D": -0.00010972927163057863
    }
  ],
  "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": "618eb675714bbff97b19c2313ae9eb590c891c14b94941f4634dcb1cddd1a839",
    "size": 13,
    "members": [
      "ENB",
      "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
0.691
Liquidity
0.769
Momentum
0.568
Relative strength
0.615
Trend quality
0.602
Stability
0.790
Aggression
0.303
Downside risk
0.656
Drawdown state
0.955
Quality momentum
0.606
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.911
Benchmark Independence 3m Score
0.890
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.471
Correlation Change Score
0.490
Current Drawdown Score
0.957
Days Since 52w High Score
0.163
Distance From 52w High Score
0.957
Distance From Sma 20 Score
0.533
Distance From Sma 200 Score
0.687
Distance From Sma 50 Score
0.523
Downside Volatility 1m Score
0.229
Downside Volatility 1y Score
0.155
Downside Volatility 2y Score
0.168
Downside Volatility 3m Score
0.204
Downside Volatility 5y Score
0.195
Downside Volatility 6m Score
0.169
Drawdown Recovery Score
1
Excess Return 1m Score
0.509
Excess Return 1y Score
0.687
Excess Return 3m Score
0.603
Excess Return 6m Score
0.735
Expected Shortfall 95 1y Score
0.791
Log Avg Dollar Volume 20d Score
0.769
Log Market Cap Score
0.691
Drawdown Score 1m
0.790
Drawdown Score 1y
0.841
Drawdown Score 2y
0.870
Drawdown Score 3m
0.795
Drawdown Score 5y
0.717
Drawdown Score 6m
0.851
Momentum Acceleration 1m Vs 3m Score
0.425
Momentum Acceleration 3m Vs 6m Score
0.490
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.511
Relative Strength Slope 3m Score
0.501
Relative Volume 20d Score
0.219
Return 1m Score
0.520
Return 1w Score
0.496
Return 1y Score
0.687
Return 2y Score
0.492
Return 3m Score
0.628
Return 5y Score
0.150
Return 6m Score
0.687
Return Skewness 1y Score
0.514
Sector Excess Return 1y Score
0.277
Sharpe 1m Score
0.555
Sharpe 1y Score
0.731
Sharpe 2y Score
0.739
Sharpe 3m Score
0.796
Sharpe 5y Score
0.562
Sharpe 6m Score
0.842
Sortino 1m Score
0.466
Sortino 1y Score
0.582
Sortino 2y Score
0.579
Sortino 3m Score
0.629
Sortino 5y Score
0.472
Sortino 6m Score
0.674
Trend R2 1m Score
0.138
Trend R2 1w Score
0.047
Trend R2 1y Score
0.781
Trend R2 2y Score
0.935
Trend R2 3m Score
0.209
Trend R2 5y Score
0.687
Trend R2 6m Score
0.667
Trend Slope 1m Score
0.563
Trend Slope 1w Score
0.438
Trend Slope 1y Score
0.561
Trend Slope 2y Score
0.556
Trend Slope 3m Score
0.541
Trend Slope 5y Score
0.528
Trend Slope 6m Score
0.571
Volatility 1m Score
0.212
Volatility 1w Score
0.182
Volatility 1y Score
0.155
Volatility 2y Score
0.159
Volatility 3m Score
0.211
Volatility 5y Score
0.183
Volatility 6m Score
0.188
Worst Day 1y Score
0.837
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
202,535,918.395
Best Day 1y
0.039
Beta To Benchmark 1y
-0.117
Beta 3m
-0.175
Beta Change
-0.058
Beta To Sector 1y
0.274
Correlation To Benchmark 1y
-0.089
Correlation 3m
-0.110
Correlation Change
-0.021
Correlation To Sector 1y
0.345
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.911
Benchmark Independence 3m Score
0.890
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.471
Correlation Change Score
0.490
Current Drawdown Score
0.957
Distance From Sma 20 Score
0.533
Distance From Sma 200 Score
0.687
Current Drawdown
-0.028
Days Since 52w High
41
Distance From 52w High
-0.028
Distance From Sma 20
0.020
Distance From Sma 200
0.112
Distance From Sma 50
0.014
Downside Capture 1y
2.462
Downside Volatility 1m
0.222
Downside Volatility 1w
-
Downside Volatility 1y
0.166
Downside Volatility 2y
0.176
Downside Volatility 3m
0.203
Downside Volatility 5y
0.196
Downside Volatility 6m
0.177
Drawdown Recovery
1
Excess Return 1m
0.006
Excess Return 1y
0.112
Excess Return 3m
0.062
Excess Return 6m
0.141
Expected Shortfall 95 1y
-0.021
Market Cap
124,164,978,156.9
Max Drawdown 1m
-0.052
Max Drawdown 1w
-0.022
Max Drawdown 1y
-0.104
Max Drawdown 2y
-0.104
Max Drawdown 3m
-0.082
Max Drawdown 5y
-0.283
Max Drawdown 6m
-0.082
Momentum Acceleration 1m Vs 3m
-0.022
Momentum Acceleration 3m Vs 6m
-0.003
Moving Average Alignment
0.500
Relative Strength Acceleration
0.000
Relative Strength Slope 3m
0.000
Relative Volume 20d
0.891
Return 1m
0.012
Return 1w
-0.001
Return 1y
0.299
Return 2y
0.723
Return 3m
0.103
Return 5y
0.953
Return 6m
0.224
Return Skewness 1y
0.082
Sector Excess Return 1y
-0.134
Sharpe 1m
0.775
Sharpe 1y
1.656
Sharpe 2y
1.693
Sharpe 3m
1.979
Sharpe 5y
0.808
Sharpe 6m
2.210
Sortino 1m
0.731
Sortino 1y
1.655
Sortino 2y
1.630
Sortino 3m
2.032
Sortino 5y
0.772
Sortino 6m
2.389
Trend R2 1m
0.138
Trend R2 1w
0.047
Trend R2 1y
0.781
Trend R2 2y
0.935
Trend R2 3m
0.209
Trend R2 5y
0.687
Trend R2 6m
0.667
Trend 1m
0.001
Trend 1w
-0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.001
Trend 5y
0.000
Trend 6m
0.001
Upside Capture 1y
0.445
Value At Risk 95 1y
-0.016
Volatility 1m
0.209
Volatility 1w
0.186
Volatility 1y
0.166
Volatility 2y
0.169
Volatility 3m
0.209
Volatility 5y
0.187
Volatility 6m
0.191
Worst Day 1y
-0.033
Distance From Sma 50 Score
0.523
Downside Volatility 1y Score
0.155
Downside Volatility 3m Score
0.204
Drawdown Recovery Score
1
Excess Return 1m Score
0.509
Excess Return 1y Score
0.687
Excess Return 3m Score
0.603
Excess Return 6m Score
0.735
Expected Shortfall 95 1y Score
0.791
Log Avg Dollar Volume 20d Score
0.769
Log Market Cap Score
0.691
Drawdown Score 1y
0.841
Drawdown Score 5y
0.717
Momentum Acceleration 1m Vs 3m Score
0.425
Momentum Acceleration 3m Vs 6m Score
0.490
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.511
Relative Volume 20d Score
0.219
Return 1m Score
0.520
Return 1y Score
0.687
Return 3m Score
0.628
Return 6m Score
0.687
Return Skewness 1y Score
0.514
Sortino 1y Score
0.582
Sortino 3m Score
0.629
Trend R2 1y Score
0.781
Trend R2 3m Score
0.209
Trend Slope 1y Score
0.561
Trend Slope 3m Score
0.541
Volatility 1y Score
0.155
Volatility 3m Score
0.211