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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

FNGU

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

Research Detail

FNGU

MicroSectors FANG+ 3X Leveraged ETN

Category

Sector: Technology

Industry / Category: Leveraged Growth ETN

Market Cap / ETF Type: 3x Leveraged Mega-Cap Growth ETN

Type: Leveraged ETF

Preview Performance

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

Description

Triple-leveraged basket tied to concentrated mega-cap growth and internet leaders.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
34 fields
Beta To Benchmark 1y
4.251
Correlation To Benchmark 1y
0.831
Inverse To Benchmark 1y
0.169
Drawdown Score 1m
0.417
Drawdown Score 3m
0.152
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
0.211
Drawdown Score 1y
0.084
Drawdown Score 2y
0.240
Drawdown Score 5y
0.392
Return 1w
-0.106
Return 1m
0.018
Return 3m
0.033
Return 6m
0.179
Return 1y
0.052
Return 2y
0.050
Return 5y
0.050
Sharpe 1m
0.648
Sharpe 3m
0.554
Sharpe 6m
0.813
Sharpe 1y
0.404
Sharpe 2y
0.434
Trend 1w
-0.014
Trend 1m
0.006
Trend 3m
0.000
Trend 6m
0.004
Trend 1y
-0.000
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.703
Volatility 1m
0.537
Volatility 3m
0.778
Volatility 6m
0.747
Volatility 1y
0.650
Volatility 2y
0.799
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
FNGU
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:25 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
98%
History Coverage Days
357
Data Start Date
2025-02-20
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
log_market_cap_score
Aptet Fit Score
0.130
Aptet Fit Raw Score
0.202
Aptet Fit Confidence
0.289
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.866
Force Fit Raw Score
0.881
Force Fit Confidence
0.965
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:25 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "FNGU"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "FNGU",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "FNGU",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08351821154182665,
    "eligibleDays": 339,
    "fitnessScore": -0.1770050469111221,
    "lookbackDays": 21,
    "returnLift1D": -0.002487295472059184,
    "hitRateLift1D": -0.475,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.475,
      "5": 0.5625,
      "10": 0.5
    },
    "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": 0.002487295472059184,
      "5": 0.00572244260171717,
      "10": -0.002915705210119878
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08351821154182665,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08351821154182665,
    "bestRawFitnessScore": -0.1770050469111221,
    "upperQuartileComboQuality": 0.08351821154182665
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1299099876920125,
    "rawScore": 0.201559025212212,
    "confidence": 0.2890515575299734,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.6737222798937533,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "FNGU",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08351821154182665,
      "eligibleDays": 339,
      "fitnessScore": -0.1770050469111221,
      "lookbackDays": 21,
      "returnLift1D": -0.002487295472059184,
      "hitRateLift1D": -0.475,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.475,
        "5": 0.5625,
        "10": 0.5
      },
      "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": 0.002487295472059184,
        "5": 0.00572244260171717,
        "10": -0.002915705210119878
      }
    },
    {
      "topN": 3,
      "ticker": "FNGU",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08351821154182665,
      "eligibleDays": 339,
      "fitnessScore": -0.1770050469111221,
      "lookbackDays": 21,
      "returnLift1D": -0.002487295472059184,
      "hitRateLift1D": -0.475,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.475,
        "5": 0.5625,
        "10": 0.5
      },
      "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": 0.002487295472059184,
        "5": 0.00572244260171717,
        "10": -0.002915705210119878
      }
    },
    {
      "topN": 4,
      "ticker": "FNGU",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08351821154182665,
      "eligibleDays": 339,
      "fitnessScore": -0.1770050469111221,
      "lookbackDays": 21,
      "returnLift1D": -0.002487295472059184,
      "hitRateLift1D": -0.475,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.475,
        "5": 0.5625,
        "10": 0.5
      },
      "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": 0.002487295472059184,
        "5": 0.00572244260171717,
        "10": -0.002915705210119878
      }
    },
    {
      "topN": 5,
      "ticker": "FNGU",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08351821154182665,
      "eligibleDays": 339,
      "fitnessScore": -0.1770050469111221,
      "lookbackDays": 21,
      "returnLift1D": -0.002487295472059184,
      "hitRateLift1D": -0.475,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.475,
        "5": 0.5625,
        "10": 0.5
      },
      "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": 0.002487295472059184,
        "5": 0.00572244260171717,
        "10": -0.002915705210119878
      }
    },
    {
      "topN": 2,
      "ticker": "FNGU",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08351821154182665,
      "eligibleDays": 330,
      "fitnessScore": -0.1770050469111221,
      "lookbackDays": 30,
      "returnLift1D": -0.002487295472059184,
      "hitRateLift1D": -0.475,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.475,
        "5": 0.5625,
        "10": 0.5
      },
      "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": 0.002487295472059184,
        "5": 0.00572244260171717,
        "10": -0.002915705210119878
      }
    },
    {
      "topN": 3,
      "ticker": "FNGU",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08351821154182665,
      "eligibleDays": 330,
      "fitnessScore": -0.1770050469111221,
      "lookbackDays": 30,
      "returnLift1D": -0.002487295472059184,
      "hitRateLift1D": -0.475,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.475,
        "5": 0.5625,
        "10": 0.5
      },
      "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": 0.002487295472059184,
        "5": 0.00572244260171717,
        "10": -0.002915705210119878
      }
    },
    {
      "topN": 4,
      "ticker": "FNGU",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08351821154182665,
      "eligibleDays": 330,
      "fitnessScore": -0.1770050469111221,
      "lookbackDays": 30,
      "returnLift1D": -0.002487295472059184,
      "hitRateLift1D": -0.475,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.475,
        "5": 0.5625,
        "10": 0.5
      },
      "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": 0.002487295472059184,
        "5": 0.00572244260171717,
        "10": -0.002915705210119878
      }
    },
    {
      "topN": 5,
      "ticker": "FNGU",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08351821154182665,
      "eligibleDays": 330,
      "fitnessScore": -0.1770050469111221,
      "lookbackDays": 30,
      "returnLift1D": -0.002487295472059184,
      "hitRateLift1D": -0.475,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.475,
        "5": 0.5625,
        "10": 0.5
      },
      "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": 0.002487295472059184,
        "5": 0.00572244260171717,
        "10": -0.002915705210119878
      }
    },
    {
      "topN": 2,
      "ticker": "FNGU",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08351821154182665,
      "eligibleDays": 315,
      "fitnessScore": -0.1770050469111221,
      "lookbackDays": 45,
      "returnLift1D": -0.002487295472059184,
      "hitRateLift1D": -0.475,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.475,
        "5": 0.5625,
        "10": 0.5
      },
      "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": 0.002487295472059184,
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    },
    {
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    {
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        "2026-07-21",
        "2026-07-22"
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    },
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        "2026-07-21",
        "2026-07-22"
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    {
      "topN": 5,
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      "hitRate1D": 0.25,
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        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22"
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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": 0.012150920964238018,
      "fitnessScore": -0.617587492438098,
      "lookbackDays": 14,
      "returnLift1D": -0.02387135528475529,
      "activationRate": 0.019886363636363636,
      "activationCount": 7,
      "sampleConfidence": 0.6991939118800028,
      "shadowTotalReturn": -0.12837536418523188,
      "avgForwardReturn1D": -0.021384059812696105
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08351821154182665,
      "fitnessScore": -0.1770050469111221,
      "lookbackDays": 21,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08351821154182665,
      "fitnessScore": -0.1770050469111221,
      "lookbackDays": 30,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08351821154182665,
      "fitnessScore": -0.1770050469111221,
      "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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      "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": "eee29122f14cb5e8eb55e0054aa80b049b9bc395abc39de1166fe91eeddcd2f7",
    "size": 13,
    "members": [
      "FNGU",
      "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",
      "FNGU"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "FNGU",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "FNGU",
    "hitRates": {
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      "5": 0.6095890410958904,
      "10": 0.6643835616438356
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    "hitRate1D": 0.547945205479452,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.9944106143933362,
    "eligibleDays": 359,
    "fitnessScore": 1.4898817853597155,
    "lookbackDays": 30,
    "returnLift1D": 0.004463454531354173,
    "hitRateLift1D": 0.008619362782822826,
    "portfolioSize": 2,
    "activationRate": 0.40668523676880225,
    "activationCount": 146,
    "baselineHitRates": {
      "1": 0.5393258426966292,
      "5": 0.5426136363636364,
      "10": 0.5331412103746398
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.539164664083424,
    "avgForwardReturns": {
      "1": 0.005839331130288694,
      "5": 0.022772988331966677,
      "10": 0.04489241528859991
    },
    "shadowMaxDrawdown": -0.2537620018654555,
    "shadowTotalReturn": 1.0872270441594565,
    "avgForwardReturn1D": 0.005839331130288694,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-02",
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    "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.",
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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": "eee29122f14cb5e8eb55e0054aa80b049b9bc395abc39de1166fe91eeddcd2f7",
    "size": 13,
    "members": [
      "FNGU",
      "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.
9 fields
Liquidity
0.704
Momentum
0.538
Relative strength
0.511
Trend quality
0.193
Stability
0.247
Aggression
0.749
Downside risk
0.378
Drawdown state
0.690
Quality momentum
0.413
Vector snapshot
Feature coverage: 98%
Normalized features
Bounded [0,1] features used for ranking and clustering.
75 fields
Inverse To Benchmark 1y
0.169
Benchmark Independence 3m Score
0.177
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.826
Correlation Change Score
0.496
Current Drawdown Score
0.545
Days Since 52w High Score
0.143
Distance From 52w High Score
0.545
Distance From Sma 20 Score
0.403
Distance From Sma 200 Score
0.508
Distance From Sma 50 Score
0.326
Downside Volatility 1m Score
0.772
Downside Volatility 1y Score
0.845
Downside Volatility 2y Score
1
Downside Volatility 3m Score
1
Downside Volatility 6m Score
0.967
Drawdown Recovery Score
1
Excess Return 1m Score
0.519
Excess Return 1y Score
0.275
Excess Return 3m Score
0.487
Excess Return 6m Score
0.660
Expected Shortfall 95 1y Score
0.138
Log Avg Dollar Volume 20d Score
0.704
Drawdown Score 1m
0.417
Drawdown Score 1y
0.084
Drawdown Score 2y
0.240
Drawdown Score 3m
0.152
Drawdown Score 5y
0.392
Drawdown Score 6m
0.211
Momentum Acceleration 1m Vs 3m Score
0.522
Momentum Acceleration 3m Vs 6m Score
0.437
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.632
Relative Strength Slope 3m Score
0.472
Relative Volume 20d Score
0.203
Return 1m Score
0.529
Return 1w Score
0.146
Return 1y Score
0.533
Return 2y Score
0.300
Return 3m Score
0.541
Return 5y Score
0.081
Return 6m Score
0.649
Return Skewness 1y Score
0.477
Sharpe 1m Score
0.530
Sharpe 1y Score
0.481
Sharpe 2y Score
0.487
Sharpe 3m Score
0.511
Sharpe 6m Score
0.563
Sortino 1m Score
0.444
Sortino 1y Score
0.423
Sortino 2y Score
0.429
Sortino 3m Score
0.440
Sortino 6m Score
0.473
Trend R2 1m Score
0.375
Trend R2 1w Score
0.432
Trend R2 1y Score
0.034
Trend R2 2y Score
0.224
Trend R2 3m Score
0.001
Trend R2 5y Score
0.224
Trend R2 6m Score
0.487
Trend Slope 1m Score
0.866
Trend Slope 1w Score
0
Trend Slope 1y Score
0.471
Trend Slope 2y Score
0.576
Trend Slope 3m Score
0.512
Trend Slope 5y Score
0.576
Trend Slope 6m Score
0.753
Volatility 1m Score
0.649
Volatility 1w Score
0.871
Volatility 1y Score
0.800
Volatility 2y Score
0.998
Volatility 3m Score
0.971
Volatility 6m Score
0.930
Worst Day 1y Score
0.196
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
129,241,241.485
Best Day 1y
0.138
Beta To Benchmark 1y
4.251
Beta 3m
4.902
Beta Change
0.651
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.831
Correlation 3m
0.823
Correlation Change
-0.008
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
39 fields
Inverse To Benchmark 1y
0.169
Benchmark Independence 3m Score
0.177
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.826
Correlation Change Score
0.496
Current Drawdown Score
0.545
Distance From Sma 20 Score
0.403
Distance From Sma 200 Score
0.508
Current Drawdown
-0.296
Days Since 52w High
36
Distance From 52w High
-0.296
Distance From Sma 20
-0.058
Distance From Sma 200
0.005
Distance From Sma 50
-0.105
Downside Capture 1y
0.072
Downside Volatility 1m
0.629
Downside Volatility 1w
-
Downside Volatility 1y
0.684
Downside Volatility 2y
0.801
Downside Volatility 3m
0.829
Downside Volatility 5y
-
Downside Volatility 6m
0.775
Drawdown Recovery
1
Excess Return 1m
0.011
Excess Return 1y
-0.135
Excess Return 3m
-0.008
Excess Return 6m
0.096
Expected Shortfall 95 1y
-0.086
Market Cap
-
Max Drawdown 1m
-0.146
Max Drawdown 1w
-0.106
Max Drawdown 1y
-0.595
Max Drawdown 2y
-0.608
Max Drawdown 3m
-0.339
Max Drawdown 5y
-0.608
Max Drawdown 6m
-0.434
Momentum Acceleration 1m Vs 3m
0.007
Momentum Acceleration 3m Vs 6m
-0.019
Moving Average Alignment
-0.500
Relative Strength Acceleration
0.002
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.848
Return 1m
0.018
Return 1w
-0.106
Return 1y
0.052
Return 2y
0.050
Return 3m
0.033
Return 5y
0.050
Return 6m
0.179
Return Skewness 1y
-0.136
Sector Excess Return 1y
-
Sharpe 1m
0.648
Sharpe 1y
0.404
Sharpe 2y
0.434
Sharpe 3m
0.554
Sharpe 5y
-
Sharpe 6m
0.813
Sortino 1m
0.553
Sortino 1y
0.384
Sortino 2y
0.433
Sortino 3m
0.520
Sortino 5y
-
Sortino 6m
0.783
Trend R2 1m
0.375
Trend R2 1w
0.432
Trend R2 1y
0.034
Trend R2 2y
0.224
Trend R2 3m
0.001
Trend R2 5y
0.224
Trend R2 6m
0.487
Trend 1m
0.006
Trend 1w
-0.014
Trend 1y
-0.000
Trend 2y
0.001
Trend 3m
0.000
Trend 5y
0.001
Trend 6m
0.004
Upside Capture 1y
12.311
Value At Risk 95 1y
-0.071
Volatility 1m
0.537
Volatility 1w
0.703
Volatility 1y
0.650
Volatility 2y
0.799
Volatility 3m
0.778
Volatility 5y
-
Volatility 6m
0.747
Worst Day 1y
-0.161
Distance From Sma 50 Score
0.326
Downside Volatility 1y Score
0.845
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.519
Excess Return 1y Score
0.275
Excess Return 3m Score
0.487
Excess Return 6m Score
0.660
Expected Shortfall 95 1y Score
0.138
Log Avg Dollar Volume 20d Score
0.704
Drawdown Score 1y
0.084
Drawdown Score 5y
0.392
Momentum Acceleration 1m Vs 3m Score
0.522
Momentum Acceleration 3m Vs 6m Score
0.437
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.632
Relative Volume 20d Score
0.203
Return 1m Score
0.529
Return 1y Score
0.533
Return 3m Score
0.541
Return 6m Score
0.649
Return Skewness 1y Score
0.477
Sortino 1y Score
0.423
Sortino 3m Score
0.440
Trend R2 1y Score
0.034
Trend R2 3m Score
0.001
Trend Slope 1y Score
0.471
Trend Slope 3m Score
0.512
Volatility 1y Score
0.800
Volatility 3m Score
0.971