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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

KMI

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

Research Detail

KMI

KMI

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
-0.138
Correlation To Benchmark 1y
-0.088
Inverse To Benchmark 1y
0.912
Drawdown Score 1m
0.819
Drawdown Score 3m
0.748
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
0.817
Drawdown Score 1y
0.845
Drawdown Score 2y
0.770
Drawdown Score 5y
0.797
Return 1w
0.007
Return 1m
0.007
Return 3m
0.040
Return 6m
0.168
Return 1y
0.265
Return 2y
0.698
Return 5y
1.419
Sharpe 1m
0.550
Sharpe 3m
0.814
Sharpe 6m
1.625
Sharpe 1y
1.275
Sharpe 2y
1.257
Sharpe 5y
0.900
Trend 1w
0.001
Trend 1m
-0.000
Trend 3m
0.000
Trend 6m
0.000
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.124
Volatility 1m
0.183
Volatility 3m
0.221
Volatility 6m
0.204
Volatility 1y
0.200
Volatility 2y
0.233
Volatility 5y
0.224
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
KMI
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:39 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
0.127
Aptet Fit Raw Score
0.209
Aptet Fit Confidence
0.218
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.282
Force Fit Raw Score
0.300
Force Fit Confidence
0.879
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:39 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "KMI"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "KMI",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "KMI",
    "hitRates": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 1,
    "comboQuality": 0.5718467589668264,
    "eligibleDays": 352,
    "fitnessScore": 0.41366577366270174,
    "lookbackDays": 14,
    "returnLift1D": 0.0016731484650689323,
    "hitRateLift1D": 0.42307692307692313,
    "activationRate": 0.008522727272727272,
    "activationCount": 3,
    "baselineHitRates": {
      "1": 0.5769230769230769,
      "5": 0.7777777777777778,
      "10": 1
    },
    "sampleConfidence": 0.5074585284858524,
    "shadowSharpeLike": 0.9694268775572823,
    "avgForwardReturns": {
      "1": 0.004979064017181956,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": -0.000500000000000056,
    "shadowTotalReturn": 0.008967652222417799,
    "avgForwardReturn1D": 0.004979064017181956,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-05-18",
      "2026-05-19",
      "2026-05-20"
    ],
    "horizonObservationCounts": {
      "1": 2,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.0033059155521130233,
      "5": 0.01980349506700007,
      "10": 0.025919134166769386
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5718467589668264,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08293265256729049,
    "bestRawFitnessScore": 0.41366577366270174,
    "upperQuartileComboQuality": 0.08293265256729049
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1273739209715928,
    "rawScore": 0.2091542437416538,
    "confidence": 0.21799030890259521,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 14
    },
    "profileBreadth": 0.26373467265243505,
    "recommendedRegion": {
      "topNs": [
        3,
        4,
        5
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.34735502863945517,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "KMI",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.5718467589668264,
      "eligibleDays": 352,
      "fitnessScore": 0.41366577366270174,
      "lookbackDays": 14,
      "returnLift1D": 0.0016731484650689323,
      "hitRateLift1D": 0.42307692307692313,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.5769230769230769,
        "5": 0.7777777777777778,
        "10": 1
      },
      "sampleConfidence": 0.5074585284858524,
      "shadowSharpeLike": 0.9694268775572823,
      "avgForwardReturns": {
        "1": 0.004979064017181956,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.000500000000000056,
      "shadowTotalReturn": 0.008967652222417799,
      "avgForwardReturn1D": 0.004979064017181956,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-18",
        "2026-05-19",
        "2026-05-20"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0033059155521130233,
        "5": 0.01980349506700007,
        "10": 0.025919134166769386
      }
    },
    {
      "topN": 4,
      "ticker": "KMI",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.5718467589668264,
      "eligibleDays": 352,
      "fitnessScore": 0.41366577366270174,
      "lookbackDays": 14,
      "returnLift1D": 0.0016731484650689323,
      "hitRateLift1D": 0.42307692307692313,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.5769230769230769,
        "5": 0.7777777777777778,
        "10": 1
      },
      "sampleConfidence": 0.5074585284858524,
      "shadowSharpeLike": 0.9694268775572823,
      "avgForwardReturns": {
        "1": 0.004979064017181956,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.000500000000000056,
      "shadowTotalReturn": 0.008967652222417799,
      "avgForwardReturn1D": 0.004979064017181956,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-18",
        "2026-05-19",
        "2026-05-20"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0033059155521130233,
        "5": 0.01980349506700007,
        "10": 0.025919134166769386
      }
    },
    {
      "topN": 5,
      "ticker": "KMI",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.5718467589668264,
      "eligibleDays": 352,
      "fitnessScore": 0.41366577366270174,
      "lookbackDays": 14,
      "returnLift1D": 0.0016731484650689323,
      "hitRateLift1D": 0.42307692307692313,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.5769230769230769,
        "5": 0.7777777777777778,
        "10": 1
      },
      "sampleConfidence": 0.5074585284858524,
      "shadowSharpeLike": 0.9694268775572823,
      "avgForwardReturns": {
        "1": 0.004979064017181956,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.000500000000000056,
      "shadowTotalReturn": 0.008967652222417799,
      "avgForwardReturn1D": 0.004979064017181956,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-18",
        "2026-05-19",
        "2026-05-20"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0033059155521130233,
        "5": 0.01980349506700007,
        "10": 0.025919134166769386
      }
    },
    {
      "topN": 2,
      "ticker": "KMI",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08293265256729049,
      "eligibleDays": 352,
      "fitnessScore": -0.1786934508262331,
      "lookbackDays": 14,
      "returnLift1D": -0.0033059155521130233,
      "hitRateLift1D": -0.5769230769230769,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5769230769230769,
        "5": 0.7777777777777778,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0033059155521130233,
        "5": 0.01980349506700007,
        "10": 0.025919134166769386
      }
    },
    {
      "topN": 2,
      "ticker": "KMI",
      "hitRates": {
        "1": 0,
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08293265256729049,
      "eligibleDays": 339,
      "fitnessScore": -0.1786934508262331,
      "lookbackDays": 21,
      "returnLift1D": -0.0033059155521130233,
      "hitRateLift1D": -0.5769230769230769,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0033059155521130233,
        "5": 0.01980349506700007,
        "10": 0.025919134166769386
      }
    },
    {
      "topN": 3,
      "ticker": "KMI",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08293265256729049,
      "eligibleDays": 339,
      "fitnessScore": -0.1786934508262331,
      "lookbackDays": 21,
      "returnLift1D": -0.0033059155521130233,
      "hitRateLift1D": -0.5769230769230769,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5769230769230769,
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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": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0033059155521130233,
        "5": 0.01980349506700007,
        "10": 0.025919134166769386
      }
    },
    {
      "topN": 4,
      "ticker": "KMI",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08293265256729049,
      "eligibleDays": 339,
      "fitnessScore": -0.1786934508262331,
      "lookbackDays": 21,
      "returnLift1D": -0.0033059155521130233,
      "hitRateLift1D": -0.5769230769230769,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5769230769230769,
        "5": 0.7777777777777778,
        "10": 1
      },
      "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": 0.0033059155521130233,
        "5": 0.01980349506700007,
        "10": 0.025919134166769386
      }
    },
    {
      "topN": 5,
      "ticker": "KMI",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08293265256729049,
      "eligibleDays": 339,
      "fitnessScore": -0.1786934508262331,
      "lookbackDays": 21,
      "returnLift1D": -0.0033059155521130233,
      "hitRateLift1D": -0.5769230769230769,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5769230769230769,
        "5": 0.7777777777777778,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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      "shadowMaxDrawdown": 0,
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    },
    {
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 3,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 5,
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      "sampleConfidence": 0.25,
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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": 3,
      "comboQuality": 0.5718467589668264,
      "fitnessScore": 0.41366577366270174,
      "lookbackDays": 14,
      "returnLift1D": 0.0016731484650689323,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "sampleConfidence": 0.5074585284858524,
      "shadowTotalReturn": 0.008967652222417799,
      "avgForwardReturn1D": 0.004979064017181956
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08293265256729049,
      "fitnessScore": -0.1786934508262331,
      "lookbackDays": 21,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.1786934508262331,
      "lookbackDays": 30,
      "returnLift1D": -0.0033059155521130233,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.1786934508262331,
      "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,
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    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "b4e69445208dd17412c87024eabad41e4dafe5f23b59707213cbefd1d1982995",
    "size": 13,
    "members": [
      "KMI",
      "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",
      "KMI"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "KMI",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "KMI",
    "hitRates": {
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    "hitRate1D": 0.5826086956521739,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.5545099410139991,
    "eligibleDays": 368,
    "fitnessScore": 0.3981601564710374,
    "lookbackDays": 21,
    "returnLift1D": 0.0005334654999274868,
    "hitRateLift1D": 0.04999999999999993,
    "portfolioSize": 4,
    "activationRate": 0.3125,
    "activationCount": 115,
    "baselineHitRates": {
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      "10": 0.5877437325905293
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    "sampleConfidence": 0.998840579710145,
    "shadowSharpeLike": 0.6207814644136925,
    "avgForwardReturns": {
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      "5": -0.0008105313334613222,
      "10": -0.003822656755975149
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    "shadowMaxDrawdown": -0.13043302627266296,
    "shadowTotalReturn": 0.12045633366317698,
    "avgForwardReturn1D": 0.0012407549692529435,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-14",
      "2025-03-17",
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    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
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    "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": "b4e69445208dd17412c87024eabad41e4dafe5f23b59707213cbefd1d1982995",
    "size": 13,
    "members": [
      "KMI",
      "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
0.640
Liquidity
0.835
Momentum
0.543
Relative strength
0.552
Trend quality
0.405
Stability
0.762
Aggression
0.301
Downside risk
0.661
Drawdown state
0.938
Quality momentum
0.534
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.912
Benchmark Independence 3m Score
0.657
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.279
Correlation Change Score
0.372
Current Drawdown Score
0.931
Days Since 52w High Score
0.175
Distance From 52w High Score
0.931
Distance From Sma 20 Score
0.520
Distance From Sma 200 Score
0.654
Distance From Sma 50 Score
0.524
Downside Volatility 1m Score
0.178
Downside Volatility 1y Score
0.210
Downside Volatility 2y Score
0.267
Downside Volatility 3m Score
0.218
Downside Volatility 5y Score
0.242
Downside Volatility 6m Score
0.197
Drawdown Recovery Score
1
Excess Return 1m Score
0.501
Excess Return 1y Score
0.631
Excess Return 3m Score
0.499
Excess Return 6m Score
0.643
Expected Shortfall 95 1y Score
0.716
Log Avg Dollar Volume 20d Score
0.835
Log Market Cap Score
0.640
Drawdown Score 1m
0.819
Drawdown Score 1y
0.845
Drawdown Score 2y
0.770
Drawdown Score 3m
0.748
Drawdown Score 5y
0.797
Drawdown Score 6m
0.817
Momentum Acceleration 1m Vs 3m Score
0.479
Momentum Acceleration 3m Vs 6m Score
0.451
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.497
Relative Strength Slope 3m Score
0.469
Relative Volume 20d Score
0.252
Return 1m Score
0.512
Return 1w Score
0.524
Return 1y Score
0.666
Return 2y Score
0.485
Return 3m Score
0.550
Return 5y Score
0.186
Return 6m Score
0.640
Return Skewness 1y Score
0.432
Sector Excess Return 1y Score
0.221
Sharpe 1m Score
0.510
Sharpe 1y Score
0.655
Sharpe 2y Score
0.651
Sharpe 3m Score
0.563
Sharpe 5y Score
0.580
Sharpe 6m Score
0.725
Sortino 1m Score
0.444
Sortino 1y Score
0.529
Sortino 2y Score
0.521
Sortino 3m Score
0.480
Sortino 5y Score
0.484
Sortino 6m Score
0.585
Trend R2 1m Score
0.000
Trend R2 1w Score
0.244
Trend R2 1y Score
0.750
Trend R2 2y Score
0.764
Trend R2 3m Score
0.013
Trend R2 5y Score
0.875
Trend R2 6m Score
0.107
Trend Slope 1m Score
0.499
Trend Slope 1w Score
0.583
Trend Slope 1y Score
0.575
Trend Slope 2y Score
0.553
Trend Slope 3m Score
0.509
Trend Slope 5y Score
0.550
Trend Slope 6m Score
0.521
Volatility 1m Score
0.177
Volatility 1w Score
0.098
Volatility 1y Score
0.201
Volatility 2y Score
0.243
Volatility 3m Score
0.228
Volatility 5y Score
0.232
Volatility 6m Score
0.206
Worst Day 1y Score
0.762
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
320,107,260.117
Best Day 1y
0.039
Beta To Benchmark 1y
-0.138
Beta 3m
-0.579
Beta Change
-0.441
Beta To Sector 1y
0.486
Correlation To Benchmark 1y
-0.088
Correlation 3m
-0.343
Correlation Change
-0.255
Correlation To Sector 1y
0.508
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.912
Benchmark Independence 3m Score
0.657
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.279
Correlation Change Score
0.372
Current Drawdown Score
0.931
Distance From Sma 20 Score
0.520
Distance From Sma 200 Score
0.654
Current Drawdown
-0.045
Days Since 52w High
44
Distance From 52w High
-0.045
Distance From Sma 20
0.012
Distance From Sma 200
0.092
Distance From Sma 50
0.015
Downside Capture 1y
2.537
Downside Volatility 1m
0.183
Downside Volatility 1w
-
Downside Volatility 1y
0.207
Downside Volatility 2y
0.250
Downside Volatility 3m
0.214
Downside Volatility 5y
0.231
Downside Volatility 6m
0.198
Drawdown Recovery
1
Excess Return 1m
0.001
Excess Return 1y
0.079
Excess Return 3m
-0.001
Excess Return 6m
0.086
Expected Shortfall 95 1y
-0.028
Market Cap
73,107,774,375.02
Max Drawdown 1m
-0.045
Max Drawdown 1w
-0.007
Max Drawdown 1y
-0.101
Max Drawdown 2y
-0.184
Max Drawdown 3m
-0.101
Max Drawdown 5y
-0.203
Max Drawdown 6m
-0.101
Momentum Acceleration 1m Vs 3m
-0.006
Momentum Acceleration 3m Vs 6m
-0.015
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.000
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.980
Return 1m
0.007
Return 1w
0.007
Return 1y
0.265
Return 2y
0.698
Return 3m
0.040
Return 5y
1.419
Return 6m
0.168
Return Skewness 1y
-0.408
Sector Excess Return 1y
-0.167
Sharpe 1m
0.550
Sharpe 1y
1.275
Sharpe 2y
1.257
Sharpe 3m
0.814
Sharpe 5y
0.900
Sharpe 6m
1.625
Sortino 1m
0.549
Sortino 1y
1.232
Sortino 2y
1.166
Sortino 3m
0.841
Sortino 5y
0.874
Sortino 6m
1.681
Trend R2 1m
0.000
Trend R2 1w
0.244
Trend R2 1y
0.750
Trend R2 2y
0.764
Trend R2 3m
0.013
Trend R2 5y
0.875
Trend R2 6m
0.107
Trend 1m
-0.000
Trend 1w
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.000
Trend 5y
0.001
Trend 6m
0.000
Upside Capture 1y
0.420
Value At Risk 95 1y
-0.020
Volatility 1m
0.183
Volatility 1w
0.124
Volatility 1y
0.200
Volatility 2y
0.233
Volatility 3m
0.221
Volatility 5y
0.224
Volatility 6m
0.204
Worst Day 1y
-0.048
Distance From Sma 50 Score
0.524
Downside Volatility 1y Score
0.210
Downside Volatility 3m Score
0.218
Drawdown Recovery Score
1
Excess Return 1m Score
0.501
Excess Return 1y Score
0.631
Excess Return 3m Score
0.499
Excess Return 6m Score
0.643
Expected Shortfall 95 1y Score
0.716
Log Avg Dollar Volume 20d Score
0.835
Log Market Cap Score
0.640
Drawdown Score 1y
0.845
Drawdown Score 5y
0.797
Momentum Acceleration 1m Vs 3m Score
0.479
Momentum Acceleration 3m Vs 6m Score
0.451
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.497
Relative Volume 20d Score
0.252
Return 1m Score
0.512
Return 1y Score
0.666
Return 3m Score
0.550
Return 6m Score
0.640
Return Skewness 1y Score
0.432
Sortino 1y Score
0.529
Sortino 3m Score
0.480
Trend R2 1y Score
0.750
Trend R2 3m Score
0.013
Trend Slope 1y Score
0.575
Trend Slope 3m Score
0.509
Volatility 1y Score
0.201
Volatility 3m Score
0.228