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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

ENPH

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

Research Detail

ENPH

Enphase Energy

Category

Sector: Technology

Industry / Category: Solar Inverters

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Solar inverter and home energy technology company tied to residential solar and storage adoption.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
2.349
Correlation To Benchmark 1y
0.357
Inverse To Benchmark 1y
0.643
Drawdown Score 1m
0.159
Drawdown Score 3m
0
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
0.159
Drawdown Score 1y
0.289
Drawdown Score 2y
0.014
Drawdown Score 5y
0.078
Return 1w
-0.053
Return 1m
-0.176
Return 3m
0.100
Return 6m
0.081
Return 1y
-0.085
Return 2y
-0.640
Return 5y
-0.765
Sharpe 1m
-3.913
Sharpe 3m
0.869
Sharpe 6m
0.629
Sharpe 1y
0.291
Sharpe 2y
-0.266
Sharpe 5y
-0.060
Trend 1w
-0.012
Trend 1m
-0.010
Trend 3m
0.002
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
-0.002
Trend 5y
-0.002
Volatility 1w
0.411
Volatility 1m
0.554
Volatility 3m
1.021
Volatility 6m
1.026
Volatility 1y
0.835
Volatility 2y
0.781
Volatility 5y
0.705
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
ENPH
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
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
0.164
Aptet Fit Raw Score
0.273
Aptet Fit Confidence
0.203
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.202
Force Fit Raw Score
0.217
Force Fit Confidence
0.865
Force Fit Label
poor
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",
      "ENPH"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ENPH",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "ENPH",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.09134680528242474,
    "eligibleDays": 352,
    "fitnessScore": -0.1554060412458069,
    "lookbackDays": 14,
    "returnLift1D": 0.007984949699002724,
    "hitRateLift1D": -0.4117647058823529,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.4117647058823529,
      "5": 0.3076923076923077,
      "10": 0
    },
    "sampleConfidence": 0.25,
    "shadowSharpeLike": 0,
    "avgForwardReturns": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": 0,
    "shadowTotalReturn": 0,
    "avgForwardReturn1D": 0,
    "riskOffActivations": 0,
    "activationDatesSample": [],
    "horizonObservationCounts": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": -0.007984949699002724,
      "5": -0.037281672649169435,
      "10": -0.09369285960179687
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.09134680528242474,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.09134680528242474,
    "bestRawFitnessScore": -0.1554060412458069,
    "upperQuartileComboQuality": 0.09134680528242474
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.16427315004216692,
    "rawScore": 0.2730774442259398,
    "confidence": 0.203125,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 1,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ENPH",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09134680528242474,
      "eligibleDays": 352,
      "fitnessScore": -0.1554060412458069,
      "lookbackDays": 14,
      "returnLift1D": 0.007984949699002724,
      "hitRateLift1D": -0.4117647058823529,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4117647058823529,
        "5": 0.3076923076923077,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.007984949699002724,
        "5": -0.037281672649169435,
        "10": -0.09369285960179687
      }
    },
    {
      "topN": 3,
      "ticker": "ENPH",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09134680528242474,
      "eligibleDays": 352,
      "fitnessScore": -0.1554060412458069,
      "lookbackDays": 14,
      "returnLift1D": 0.007984949699002724,
      "hitRateLift1D": -0.4117647058823529,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4117647058823529,
        "5": 0.3076923076923077,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.007984949699002724,
        "5": -0.037281672649169435,
        "10": -0.09369285960179687
      }
    },
    {
      "topN": 4,
      "ticker": "ENPH",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09134680528242474,
      "eligibleDays": 352,
      "fitnessScore": -0.1554060412458069,
      "lookbackDays": 14,
      "returnLift1D": 0.007984949699002724,
      "hitRateLift1D": -0.4117647058823529,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4117647058823529,
        "5": 0.3076923076923077,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.007984949699002724,
        "5": -0.037281672649169435,
        "10": -0.09369285960179687
      }
    },
    {
      "topN": 5,
      "ticker": "ENPH",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09134680528242474,
      "eligibleDays": 352,
      "fitnessScore": -0.1554060412458069,
      "lookbackDays": 14,
      "returnLift1D": 0.007984949699002724,
      "hitRateLift1D": -0.4117647058823529,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4117647058823529,
        "5": 0.3076923076923077,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.007984949699002724,
        "5": -0.037281672649169435,
        "10": -0.09369285960179687
      }
    },
    {
      "topN": 2,
      "ticker": "ENPH",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09134680528242474,
      "eligibleDays": 339,
      "fitnessScore": -0.1554060412458069,
      "lookbackDays": 21,
      "returnLift1D": 0.007984949699002724,
      "hitRateLift1D": -0.4117647058823529,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4117647058823529,
        "5": 0.3076923076923077,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.007984949699002724,
        "5": -0.037281672649169435,
        "10": -0.09369285960179687
      }
    },
    {
      "topN": 3,
      "ticker": "ENPH",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09134680528242474,
      "eligibleDays": 339,
      "fitnessScore": -0.1554060412458069,
      "lookbackDays": 21,
      "returnLift1D": 0.007984949699002724,
      "hitRateLift1D": -0.4117647058823529,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4117647058823529,
        "5": 0.3076923076923077,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.007984949699002724,
        "5": -0.037281672649169435,
        "10": -0.09369285960179687
      }
    },
    {
      "topN": 4,
      "ticker": "ENPH",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09134680528242474,
      "eligibleDays": 339,
      "fitnessScore": -0.1554060412458069,
      "lookbackDays": 21,
      "returnLift1D": 0.007984949699002724,
      "hitRateLift1D": -0.4117647058823529,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4117647058823529,
        "5": 0.3076923076923077,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.007984949699002724,
        "5": -0.037281672649169435,
        "10": -0.09369285960179687
      }
    },
    {
      "topN": 5,
      "ticker": "ENPH",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09134680528242474,
      "eligibleDays": 339,
      "fitnessScore": -0.1554060412458069,
      "lookbackDays": 21,
      "returnLift1D": 0.007984949699002724,
      "hitRateLift1D": -0.4117647058823529,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4117647058823529,
        "5": 0.3076923076923077,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.007984949699002724,
        "5": -0.037281672649169435,
        "10": -0.09369285960179687
      }
    },
    {
      "topN": 2,
      "ticker": "ENPH",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09134680528242474,
      "eligibleDays": 330,
      "fitnessScore": -0.1554060412458069,
      "lookbackDays": 30,
      "returnLift1D": 0.007984949699002724,
      "hitRateLift1D": -0.4117647058823529,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4117647058823529,
        "5": 0.3076923076923077,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    {
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      "sampleConfidence": 0.25,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
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      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
        "1": -0.007984949699002724,
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    },
    {
      "topN": 5,
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      "hitRates": {
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      },
      "hitRate1D": 0,
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      "activationCount": 0,
      "baselineHitRates": {
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      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      },
      "hitRate1D": 0,
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      "activationRate": 0,
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      "baselineHitRates": {
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        "10": 0
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      },
      "baselineAvgForwardReturns": {
        "1": -0.007984949699002724,
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    },
    {
      "topN": 4,
      "ticker": "ENPH",
      "hitRates": {
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        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09134680528242474,
      "eligibleDays": 315,
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      "lookbackDays": 45,
      "returnLift1D": 0.007984949699002724,
      "hitRateLift1D": -0.4117647058823529,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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        "10": 0
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
        "1": -0.007984949699002724,
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    },
    {
      "topN": 5,
      "ticker": "ENPH",
      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
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        "10": 0
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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        "1": 0,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
        "1": -0.007984949699002724,
        "5": -0.037281672649169435,
        "10": -0.09369285960179687
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    },
    {
      "topN": 2,
      "ticker": "ENPH",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09134680528242474,
      "eligibleDays": 297,
      "fitnessScore": -0.1554060412458069,
      "lookbackDays": 63,
      "returnLift1D": 0.007984949699002724,
      "hitRateLift1D": -0.4117647058823529,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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        "10": 0
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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        "1": 0,
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      "baselineAvgForwardReturns": {
        "1": -0.007984949699002724,
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    },
    {
      "topN": 3,
      "ticker": "ENPH",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "eligibleDays": 297,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "hitRateLift1D": -0.4117647058823529,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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        "1": 0,
        "5": 0,
        "10": 0
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.09134680528242474,
      "fitnessScore": -0.1554060412458069,
      "lookbackDays": 14,
      "returnLift1D": 0.007984949699002724,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.09134680528242474,
      "fitnessScore": -0.1554060412458069,
      "lookbackDays": 21,
      "returnLift1D": 0.007984949699002724,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.09134680528242474,
      "fitnessScore": -0.1554060412458069,
      "lookbackDays": 30,
      "returnLift1D": 0.007984949699002724,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.09134680528242474,
      "fitnessScore": -0.1554060412458069,
      "lookbackDays": 45,
      "returnLift1D": 0.007984949699002724,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.1554060412458069,
      "lookbackDays": 63,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "d93fb93b514d26d8229c74bf9fbd3a10111f17a044dc93af257ed127697f884c",
    "size": 13,
    "members": [
      "ENPH",
      "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",
      "ENPH"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ENPH",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "ENPH",
    "hitRates": {
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      "5": 0.44537815126050423,
      "10": 0.48739495798319327
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    "hitRate1D": 0.46218487394957986,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.5618128059054505,
    "eligibleDays": 368,
    "fitnessScore": 0.4046749513154582,
    "lookbackDays": 21,
    "returnLift1D": 0.004000927498555662,
    "hitRateLift1D": -0.02151077822433317,
    "portfolioSize": 3,
    "activationRate": 0.3233695652173913,
    "activationCount": 119,
    "baselineHitRates": {
      "1": 0.483695652173913,
      "5": 0.4725274725274725,
      "10": 0.4596100278551532
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.577155746439495,
    "avgForwardReturns": {
      "1": 0.004001101385689474,
      "5": 0.01326649607592081,
      "10": 0.02846697148525722
    },
    "shadowMaxDrawdown": -0.30084337875528544,
    "shadowTotalReturn": 0.2955587759079923,
    "avgForwardReturn1D": 0.004001101385689474,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-20",
      "2025-02-21",
      "2025-02-25",
      "2025-03-28",
      "2025-03-31",
      "2025-04-01",
      "2025-04-02",
      "2025-04-03",
      "2025-04-04",
      "2025-06-27"
    ],
    "horizonObservationCounts": {
      "1": 119,
      "5": 119,
      "10": 119
    },
    "baselineAvgForwardReturns": {
      "1": 1.7388713381301923e-7,
      "5": -0.0009373413726222468,
      "10": 0.00032508343980125926
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5618128059054505,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.05600680867330942,
    "bestRawFitnessScore": 0.4046749513154582,
    "upperQuartileComboQuality": 0.28491566705182836
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.20238900244755276,
    "rawScore": 0.216988686070745,
    "confidence": 0.865433687925717,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 3
    },
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        "2025-03-26",
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        "2025-10-29",
        "2026-01-23",
        "2026-01-26",
        "2026-01-27",
        "2026-01-28",
        "2026-01-29",
        "2026-01-30",
        "2026-02-02",
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    },
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
  },
  "lookbackSummary": [
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  ],
  "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": "d93fb93b514d26d8229c74bf9fbd3a10111f17a044dc93af257ed127697f884c",
    "size": 13,
    "members": [
      "ENPH",
      "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
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Return 1m
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Return 1w
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Return 1y
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Return 2w
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Return 2y
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Return 3m
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Return 5y
-
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
0.376
Liquidity
0.792
Momentum
0.417
Relative strength
0.381
Trend quality
0.227
Stability
0.197
Aggression
0.641
Downside risk
0.360
Drawdown state
0.423
Quality momentum
0.349
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.643
Benchmark Independence 3m Score
0.479
Beta 1y Profile Score
0.939
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.582
Current Drawdown Score
0
Days Since 52w High Score
0.139
Distance From 52w High Score
0.289
Distance From Sma 20 Score
0.315
Distance From Sma 200 Score
0.454
Distance From Sma 50 Score
0.101
Downside Volatility 1m Score
0.830
Downside Volatility 1y Score
0.864
Downside Volatility 2y Score
0.926
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.832
Downside Volatility 6m Score
0.978
Drawdown Recovery Score
1
Excess Return 1m Score
0.196
Excess Return 1y Score
0.047
Excess Return 3m Score
0.599
Excess Return 6m Score
0.497
Expected Shortfall 95 1y Score
0.001
Log Avg Dollar Volume 20d Score
0.792
Log Market Cap Score
0.376
Drawdown Score 1m
0.159
Drawdown Score 1y
0.289
Drawdown Score 2y
0.014
Drawdown Score 3m
0
Drawdown Score 5y
0.078
Drawdown Score 6m
0.159
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.566
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.607
Relative Volume 20d Score
0.146
Return 1m Score
0.206
Return 1w Score
0.322
Return 1y Score
0.447
Return 2y Score
0.103
Return 3m Score
0.625
Return 5y Score
0.018
Return 6m Score
0.568
Return Skewness 1y Score
0.781
Sector Excess Return 1y Score
0
Sharpe 1m Score
0
Sharpe 1y Score
0.458
Sharpe 2y Score
0.347
Sharpe 3m Score
0.574
Sharpe 5y Score
0.388
Sharpe 6m Score
0.526
Sortino 1m Score
0
Sortino 1y Score
0.419
Sortino 2y Score
0.340
Sortino 3m Score
0.504
Sortino 5y Score
0.367
Sortino 6m Score
0.478
Trend R2 1m Score
0.807
Trend R2 1w Score
0.733
Trend R2 1y Score
0.300
Trend R2 2y Score
0.565
Trend R2 3m Score
0.039
Trend R2 5y Score
0.788
Trend R2 6m Score
0.067
Trend Slope 1m Score
0
Trend Slope 1w Score
0
Trend Slope 1y Score
0.593
Trend Slope 2y Score
0.370
Trend Slope 3m Score
0.647
Trend Slope 5y Score
0.395
Trend Slope 6m Score
0.587
Volatility 1m Score
0.672
Volatility 1w Score
0.482
Volatility 1y Score
1
Volatility 2y Score
0.975
Volatility 3m Score
1
Volatility 5y Score
0.873
Volatility 6m Score
1
Worst Day 1y Score
0.099
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
238,111,727.153
Best Day 1y
0.386
Beta To Benchmark 1y
2.349
Beta 3m
4.069
Beta Change
1.720
Beta To Sector 1y
1.174
Correlation To Benchmark 1y
0.357
Correlation 3m
0.521
Correlation Change
0.163
Correlation To Sector 1y
0.348
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.643
Benchmark Independence 3m Score
0.479
Beta 1y Profile Score
0.939
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.582
Current Drawdown Score
0
Distance From Sma 20 Score
0.315
Distance From Sma 200 Score
0.454
Current Drawdown
-0.884
Days Since 52w High
35
Distance From 52w High
-0.462
Distance From Sma 20
-0.111
Distance From Sma 200
-0.028
Distance From Sma 50
-0.239
Downside Capture 1y
0.374
Downside Volatility 1m
0.673
Downside Volatility 1w
-
Downside Volatility 1y
0.698
Downside Volatility 2y
0.744
Downside Volatility 3m
0.859
Downside Volatility 5y
0.674
Downside Volatility 6m
0.783
Drawdown Recovery
1
Excess Return 1m
-0.183
Excess Return 1y
-0.272
Excess Return 3m
0.059
Excess Return 6m
-0.002
Expected Shortfall 95 1y
-0.100
Market Cap
4,836,994,674
Max Drawdown 1m
-0.210
Max Drawdown 1w
-0.064
Max Drawdown 1y
-0.462
Max Drawdown 2y
-0.789
Max Drawdown 3m
-0.462
Max Drawdown 5y
-0.922
Max Drawdown 6m
-0.462
Momentum Acceleration 1m Vs 3m
-0.210
Momentum Acceleration 3m Vs 6m
0.020
Moving Average Alignment
0
Relative Strength Acceleration
-0.011
Relative Strength Slope 3m
0.002
Relative Volume 20d
0.694
Return 1m
-0.176
Return 1w
-0.053
Return 1y
-0.085
Return 2y
-0.640
Return 3m
0.100
Return 5y
-0.765
Return 6m
0.081
Return Skewness 1y
1.686
Sector Excess Return 1y
-0.471
Sharpe 1m
-3.913
Sharpe 1y
0.291
Sharpe 2y
-0.266
Sharpe 3m
0.869
Sharpe 5y
-0.060
Sharpe 6m
0.629
Sortino 1m
-3.225
Sortino 1y
0.348
Sortino 2y
-0.279
Sortino 3m
1.033
Sortino 5y
-0.063
Sortino 6m
0.824
Trend R2 1m
0.807
Trend R2 1w
0.733
Trend R2 1y
0.300
Trend R2 2y
0.565
Trend R2 3m
0.039
Trend R2 5y
0.788
Trend R2 6m
0.067
Trend 1m
-0.010
Trend 1w
-0.012
Trend 1y
0.001
Trend 2y
-0.002
Trend 3m
0.002
Trend 5y
-0.002
Trend 6m
0.001
Upside Capture 1y
2.064
Value At Risk 95 1y
-0.067
Volatility 1m
0.554
Volatility 1w
0.411
Volatility 1y
0.835
Volatility 2y
0.781
Volatility 3m
1.021
Volatility 5y
0.705
Volatility 6m
1.026
Worst Day 1y
-0.180
Distance From Sma 50 Score
0.101
Downside Volatility 1y Score
0.864
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.196
Excess Return 1y Score
0.047
Excess Return 3m Score
0.599
Excess Return 6m Score
0.497
Expected Shortfall 95 1y Score
0.001
Log Avg Dollar Volume 20d Score
0.792
Log Market Cap Score
0.376
Drawdown Score 1y
0.289
Drawdown Score 5y
0.078
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.566
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.146
Return 1m Score
0.206
Return 1y Score
0.447
Return 3m Score
0.625
Return 6m Score
0.568
Return Skewness 1y Score
0.781
Sortino 1y Score
0.419
Sortino 3m Score
0.504
Trend R2 1y Score
0.300
Trend R2 3m Score
0.039
Trend Slope 1y Score
0.593
Trend Slope 3m Score
0.647
Volatility 1y Score
1
Volatility 3m Score
1