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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

LRCX

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

Research Detail

LRCX

Lam Research

Category

Sector: Technology

Industry / Category: Semiconductor Equipment

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Etch and deposition equipment provider linked to chip manufacturing upgrades.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
3.055
Correlation To Benchmark 1y
0.655
Inverse To Benchmark 1y
0.345
Drawdown Score 1m
0
Drawdown Score 3m
0.270
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
0.469
Drawdown Score 1y
0.551
Drawdown Score 2y
0.513
Drawdown Score 5y
0.436
Return 1w
-0.004
Return 1m
-0.139
Return 3m
0.205
Return 6m
0.403
Return 1y
2.292
Return 2y
2.415
Return 5y
4.516
Sharpe 1m
-1.665
Sharpe 3m
1.353
Sharpe 6m
1.326
Sharpe 1y
2.311
Sharpe 2y
1.386
Sharpe 5y
0.951
Trend 1w
0.002
Trend 1m
-0.012
Trend 3m
0.005
Trend 6m
0.005
Trend 1y
0.005
Trend 2y
0.003
Trend 5y
0.001
Volatility 1w
0.473
Volatility 1m
0.860
Volatility 3m
0.766
Volatility 6m
0.690
Volatility 1y
0.593
Volatility 2y
0.554
Volatility 5y
0.481
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
LRCX
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:43 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
0.259
Aptet Fit Raw Score
0.368
Aptet Fit Confidence
0.405
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.999
Force Fit Raw Score
1.000
Force Fit Confidence
0.998
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:43 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "LRCX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "LRCX",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "LRCX",
    "hitRates": {
      "1": 0.7142857142857143,
      "5": 0.7,
      "10": 1
    },
    "hitRate1D": 0.7142857142857143,
    "comboQuality": 0.7893294826475451,
    "eligibleDays": 352,
    "fitnessScore": 0.6405954579083176,
    "lookbackDays": 14,
    "returnLift1D": 0.0017030393723485998,
    "hitRateLift1D": 0.08465608465608465,
    "activationRate": 0.04261363636363636,
    "activationCount": 15,
    "baselineHitRates": {
      "1": 0.6296296296296297,
      "5": 0.782608695652174,
      "10": 1
    },
    "sampleConfidence": 0.8552028609703303,
    "shadowSharpeLike": 0.9627354668072399,
    "avgForwardReturns": {
      "1": 0.015971412993199603,
      "5": 0.06732040246945101,
      "10": 0.13486271549115955
    },
    "shadowMaxDrawdown": -0.06771997689080911,
    "shadowTotalReturn": 0.22645088369262178,
    "avgForwardReturn1D": 0.015971412993199603,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-09",
      "2026-06-10",
      "2026-06-11",
      "2026-06-12",
      "2026-06-15",
      "2026-06-16",
      "2026-06-17",
      "2026-06-18",
      "2026-06-22",
      "2026-06-23"
    ],
    "horizonObservationCounts": {
      "1": 14,
      "5": 10,
      "10": 5
    },
    "baselineAvgForwardReturns": {
      "1": 0.014268373620851003,
      "5": 0.05838271192466844,
      "10": 0.13024052617199106
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7893294826475451,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.07544385139181446,
    "bestRawFitnessScore": 0.6405954579083176,
    "upperQuartileComboQuality": 0.3832167529368169
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2585250673873498,
    "rawScore": 0.36795184270710796,
    "confidence": 0.405211429220304,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0.37404120972183375,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.6178534575952309,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "LRCX",
      "hitRates": {
        "1": 0.7142857142857143,
        "5": 0.7,
        "10": 1
      },
      "hitRate1D": 0.7142857142857143,
      "comboQuality": 0.7893294826475451,
      "eligibleDays": 352,
      "fitnessScore": 0.6405954579083176,
      "lookbackDays": 14,
      "returnLift1D": 0.0017030393723485998,
      "hitRateLift1D": 0.08465608465608465,
      "activationRate": 0.04261363636363636,
      "activationCount": 15,
      "baselineHitRates": {
        "1": 0.6296296296296297,
        "5": 0.782608695652174,
        "10": 1
      },
      "sampleConfidence": 0.8552028609703303,
      "shadowSharpeLike": 0.9627354668072399,
      "avgForwardReturns": {
        "1": 0.015971412993199603,
        "5": 0.06732040246945101,
        "10": 0.13486271549115955
      },
      "shadowMaxDrawdown": -0.06771997689080911,
      "shadowTotalReturn": 0.22645088369262178,
      "avgForwardReturn1D": 0.015971412993199603,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12",
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23"
      ],
      "horizonObservationCounts": {
        "1": 14,
        "5": 10,
        "10": 5
      },
      "baselineAvgForwardReturns": {
        "1": 0.014268373620851003,
        "5": 0.05838271192466844,
        "10": 0.13024052617199106
      }
    },
    {
      "topN": 3,
      "ticker": "LRCX",
      "hitRates": {
        "1": 0.7142857142857143,
        "5": 0.7,
        "10": 1
      },
      "hitRate1D": 0.7142857142857143,
      "comboQuality": 0.7893294826475451,
      "eligibleDays": 352,
      "fitnessScore": 0.6405954579083176,
      "lookbackDays": 14,
      "returnLift1D": 0.0017030393723485998,
      "hitRateLift1D": 0.08465608465608465,
      "activationRate": 0.04261363636363636,
      "activationCount": 15,
      "baselineHitRates": {
        "1": 0.6296296296296297,
        "5": 0.782608695652174,
        "10": 1
      },
      "sampleConfidence": 0.8552028609703303,
      "shadowSharpeLike": 0.9627354668072399,
      "avgForwardReturns": {
        "1": 0.015971412993199603,
        "5": 0.06732040246945101,
        "10": 0.13486271549115955
      },
      "shadowMaxDrawdown": -0.06771997689080911,
      "shadowTotalReturn": 0.22645088369262178,
      "avgForwardReturn1D": 0.015971412993199603,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12",
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23"
      ],
      "horizonObservationCounts": {
        "1": 14,
        "5": 10,
        "10": 5
      },
      "baselineAvgForwardReturns": {
        "1": 0.014268373620851003,
        "5": 0.05838271192466844,
        "10": 0.13024052617199106
      }
    },
    {
      "topN": 4,
      "ticker": "LRCX",
      "hitRates": {
        "1": 0.7142857142857143,
        "5": 0.7,
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      },
      "hitRate1D": 0.7142857142857143,
      "comboQuality": 0.7893294826475451,
      "eligibleDays": 352,
      "fitnessScore": 0.6405954579083176,
      "lookbackDays": 14,
      "returnLift1D": 0.0017030393723485998,
      "hitRateLift1D": 0.08465608465608465,
      "activationRate": 0.04261363636363636,
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      "baselineHitRates": {
        "1": 0.6296296296296297,
        "5": 0.782608695652174,
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      },
      "sampleConfidence": 0.8552028609703303,
      "shadowSharpeLike": 0.9627354668072399,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": -0.06771997689080911,
      "shadowTotalReturn": 0.22645088369262178,
      "avgForwardReturn1D": 0.015971412993199603,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2026-06-11",
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        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
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      ],
      "horizonObservationCounts": {
        "1": 14,
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      },
      "baselineAvgForwardReturns": {
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        "5": 0.05838271192466844,
        "10": 0.13024052617199106
      }
    },
    {
      "topN": 5,
      "ticker": "LRCX",
      "hitRates": {
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        "5": 0.7,
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      },
      "hitRate1D": 0.7142857142857143,
      "comboQuality": 0.7893294826475451,
      "eligibleDays": 352,
      "fitnessScore": 0.6405954579083176,
      "lookbackDays": 14,
      "returnLift1D": 0.0017030393723485998,
      "hitRateLift1D": 0.08465608465608465,
      "activationRate": 0.04261363636363636,
      "activationCount": 15,
      "baselineHitRates": {
        "1": 0.6296296296296297,
        "5": 0.782608695652174,
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      },
      "sampleConfidence": 0.8552028609703303,
      "shadowSharpeLike": 0.9627354668072399,
      "avgForwardReturns": {
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        "10": 0.13486271549115955
      },
      "shadowMaxDrawdown": -0.06771997689080911,
      "shadowTotalReturn": 0.22645088369262178,
      "avgForwardReturn1D": 0.015971412993199603,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12",
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23"
      ],
      "horizonObservationCounts": {
        "1": 14,
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      },
      "baselineAvgForwardReturns": {
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      }
    },
    {
      "topN": 2,
      "ticker": "LRCX",
      "hitRates": {
        "1": 0.7142857142857143,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.7142857142857143,
      "comboQuality": 0.3832167529368169,
      "eligibleDays": 339,
      "fitnessScore": 0.24529828262317468,
      "lookbackDays": 21,
      "returnLift1D": -0.006807570041469516,
      "hitRateLift1D": 0.08465608465608465,
      "activationRate": 0.02359882005899705,
      "activationCount": 8,
      "baselineHitRates": {
        "1": 0.6296296296296297,
        "5": 0.782608695652174,
        "10": 1
      },
      "sampleConfidence": 0.6811838759518551,
      "shadowSharpeLike": 0.340019950659386,
      "avgForwardReturns": {
        "1": 0.0074608035793814875,
        "5": 0.005337323015449906,
        "10": 0
      },
      "shadowMaxDrawdown": -0.06771997689080911,
      "shadowTotalReturn": 0.043776599124117244,
      "avgForwardReturn1D": 0.0074608035793814875,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.014268373620851003,
        "5": 0.05838271192466844,
        "10": 0.13024052617199106
      }
    },
    {
      "topN": 3,
      "ticker": "LRCX",
      "hitRates": {
        "1": 0.7142857142857143,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.7142857142857143,
      "comboQuality": 0.3832167529368169,
      "eligibleDays": 339,
      "fitnessScore": 0.24529828262317468,
      "lookbackDays": 21,
      "returnLift1D": -0.006807570041469516,
      "hitRateLift1D": 0.08465608465608465,
      "activationRate": 0.02359882005899705,
      "activationCount": 8,
      "baselineHitRates": {
        "1": 0.6296296296296297,
        "5": 0.782608695652174,
        "10": 1
      },
      "sampleConfidence": 0.6811838759518551,
      "shadowSharpeLike": 0.340019950659386,
      "avgForwardReturns": {
        "1": 0.0074608035793814875,
        "5": 0.005337323015449906,
        "10": 0
      },
      "shadowMaxDrawdown": -0.06771997689080911,
      "shadowTotalReturn": 0.043776599124117244,
      "avgForwardReturn1D": 0.0074608035793814875,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
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  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
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  "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": "e1867b01a7ab43dcf03c9da7a73a7b2b4f68f04feaa9ac733cd54dfb3915a3e3",
    "size": 13,
    "members": [
      "LRCX",
      "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
{
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      0.4,
      0.3,
      0.2,
      0.1
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    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "LRCX"
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    "lookbacks": [
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    "forwardDays": [
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    "portfolioSizes": [
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    "safetyNetEquity": "VOO"
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    "profileBreadth": 1,
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    "parameterStability": 0.9999780990131485,
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        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-27",
        "2025-03-13",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 216,
        "5": 216,
        "10": 214
      },
      "baselineAvgForwardReturns": {
        "1": 0.00446463367501005,
        "5": 0.02143836571420598,
        "10": 0.04516480663718201
      }
    }
  ],
  "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": [
    {
      "comboQuality": 0.9982033056887685,
      "fitnessScore": 1.740401866911208,
      "lookbackDays": 14,
      "returnLift1D": -0.000056020175374396804,
      "activationRate": 0.616,
      "activationCount": 231,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 1.277959840205121,
      "avgForwardReturn1D": 0.004281887728554091
    },
    {
      "comboQuality": 0.9995324457952737,
      "fitnessScore": 2.0368560734246604,
      "lookbackDays": 21,
      "returnLift1D": 0.00010850416820078982,
      "activationRate": 0.6494565217391305,
      "activationCount": 239,
      "sampleConfidence": 0.999721059972106,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 1.5132651193432785,
      "avgForwardReturn1D": 0.004552092390416053
    },
    {
      "comboQuality": 0.9999216215508068,
      "fitnessScore": 2.4298542973148036,
      "lookbackDays": 30,
      "returnLift1D": 0.00017416535121209196,
      "activationRate": 0.7270194986072424,
      "activationCount": 261,
      "sampleConfidence": 0.9992337164750958,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.810769219943663,
      "avgForwardReturn1D": 0.004638799026222142
    },
    {
      "comboQuality": 0.9999692081334401,
      "fitnessScore": 2.635410420314422,
      "lookbackDays": 45,
      "returnLift1D": -0.0002971615478798298,
      "activationRate": 0.7965116279069767,
      "activationCount": 274,
      "sampleConfidence": 0.997323600973236,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 1.993156338191982,
      "avgForwardReturn1D": 0.004658629972770919
    },
    {
      "comboQuality": 0.9999990017553391,
      "fitnessScore": 3.3897986170611523,
      "lookbackDays": 63,
      "returnLift1D": -0.0005137104567413979,
      "activationRate": 0.8987730061349694,
      "activationCount": 293,
      "sampleConfidence": 0.9970420932878271,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 2.6446095000103362,
      "avgForwardReturn1D": 0.005061274653872934
    }
  ],
  "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": "e1867b01a7ab43dcf03c9da7a73a7b2b4f68f04feaa9ac733cd54dfb3915a3e3",
    "size": 13,
    "members": [
      "LRCX",
      "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
0.800
Liquidity
1
Momentum
0.563
Relative strength
0.724
Trend quality
0.743
Stability
0.492
Aggression
0.640
Downside risk
0.453
Drawdown state
0.732
Quality momentum
0.626
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.345
Benchmark Independence 3m Score
0.304
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.520
Current Drawdown Score
0.597
Days Since 52w High Score
0.063
Distance From 52w High Score
0.597
Distance From Sma 20 Score
0.357
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.410
Downside Volatility 1m Score
1
Downside Volatility 1y Score
0.733
Downside Volatility 2y Score
0.666
Downside Volatility 3m Score
0.916
Downside Volatility 5y Score
0.556
Downside Volatility 6m Score
0.846
Drawdown Recovery Score
1
Excess Return 1m Score
0.258
Excess Return 1y Score
1
Excess Return 3m Score
0.774
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.204
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.800
Drawdown Score 1m
0
Drawdown Score 1y
0.551
Drawdown Score 2y
0.513
Drawdown Score 3m
0.270
Drawdown Score 5y
0.436
Drawdown Score 6m
0.469
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.504
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.787
Relative Volume 20d Score
0.299
Return 1m Score
0.269
Return 1w Score
0.488
Return 1y Score
1
Return 2y Score
0.976
Return 3m Score
0.756
Return 5y Score
0.424
Return 6m Score
0.836
Return Skewness 1y Score
0.470
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.067
Sharpe 1y Score
0.862
Sharpe 2y Score
0.677
Sharpe 3m Score
0.671
Sharpe 5y Score
0.590
Sharpe 6m Score
0.665
Sortino 1m Score
0.167
Sortino 1y Score
0.661
Sortino 2y Score
0.550
Sortino 3m Score
0.551
Sortino 5y Score
0.497
Sortino 6m Score
0.542
Trend R2 1m Score
0.681
Trend R2 1w Score
0.062
Trend R2 1y Score
0.952
Trend R2 2y Score
0.843
Trend R2 3m Score
0.512
Trend R2 5y Score
0.691
Trend R2 6m Score
0.759
Trend Slope 1m Score
0
Trend Slope 1w Score
0.655
Trend Slope 1y Score
0.840
Trend Slope 2y Score
0.712
Trend Slope 3m Score
0.827
Trend Slope 5y Score
0.578
Trend Slope 6m Score
0.790
Volatility 1m Score
1
Volatility 1w Score
0.564
Volatility 1y Score
0.723
Volatility 2y Score
0.672
Volatility 3m Score
0.955
Volatility 5y Score
0.574
Volatility 6m Score
0.853
Worst Day 1y Score
0.491
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
4,461,602,914.741
Best Day 1y
0.127
Beta To Benchmark 1y
3.055
Beta 3m
4.078
Beta Change
1.024
Beta To Sector 1y
1.819
Correlation To Benchmark 1y
0.655
Correlation 3m
0.696
Correlation Change
0.040
Correlation To Sector 1y
0.759
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.345
Benchmark Independence 3m Score
0.304
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.520
Current Drawdown Score
0.597
Distance From Sma 20 Score
0.357
Distance From Sma 200 Score
1
Current Drawdown
-0.262
Days Since 52w High
16
Distance From 52w High
-0.262
Distance From Sma 20
-0.086
Distance From Sma 200
0.352
Distance From Sma 50
-0.054
Downside Capture 1y
0.258
Downside Volatility 1m
0.858
Downside Volatility 1w
-
Downside Volatility 1y
0.599
Downside Volatility 2y
0.549
Downside Volatility 3m
0.737
Downside Volatility 5y
0.467
Downside Volatility 6m
0.684
Drawdown Recovery
1
Excess Return 1m
-0.145
Excess Return 1y
2.105
Excess Return 3m
0.164
Excess Return 6m
0.320
Expected Shortfall 95 1y
-0.080
Market Cap
381,677,008,190
Max Drawdown 1m
-0.292
Max Drawdown 1w
-0.044
Max Drawdown 1y
-0.292
Max Drawdown 2y
-0.390
Max Drawdown 3m
-0.292
Max Drawdown 5y
-0.564
Max Drawdown 6m
-0.292
Momentum Acceleration 1m Vs 3m
-0.207
Momentum Acceleration 3m Vs 6m
0.001
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.016
Relative Strength Slope 3m
0.005
Relative Volume 20d
1.106
Return 1m
-0.139
Return 1w
-0.004
Return 1y
2.292
Return 2y
2.415
Return 3m
0.205
Return 5y
4.516
Return 6m
0.403
Return Skewness 1y
-0.180
Sector Excess Return 1y
1.905
Sharpe 1m
-1.665
Sharpe 1y
2.311
Sharpe 2y
1.386
Sharpe 3m
1.353
Sharpe 5y
0.951
Sharpe 6m
1.326
Sortino 1m
-1.668
Sortino 1y
2.284
Sortino 2y
1.398
Sortino 3m
1.407
Sortino 5y
0.979
Sortino 6m
1.336
Trend R2 1m
0.681
Trend R2 1w
0.062
Trend R2 1y
0.952
Trend R2 2y
0.843
Trend R2 3m
0.512
Trend R2 5y
0.691
Trend R2 6m
0.759
Trend 1m
-0.012
Trend 1w
0.002
Trend 1y
0.005
Trend 2y
0.003
Trend 3m
0.005
Trend 5y
0.001
Trend 6m
0.005
Upside Capture 1y
10.760
Value At Risk 95 1y
-0.059
Volatility 1m
0.860
Volatility 1w
0.473
Volatility 1y
0.593
Volatility 2y
0.554
Volatility 3m
0.766
Volatility 5y
0.481
Volatility 6m
0.690
Worst Day 1y
-0.102
Distance From Sma 50 Score
0.410
Downside Volatility 1y Score
0.733
Downside Volatility 3m Score
0.916
Drawdown Recovery Score
1
Excess Return 1m Score
0.258
Excess Return 1y Score
1
Excess Return 3m Score
0.774
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.204
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.800
Drawdown Score 1y
0.551
Drawdown Score 5y
0.436
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.504
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.299
Return 1m Score
0.269
Return 1y Score
1
Return 3m Score
0.756
Return 6m Score
0.836
Return Skewness 1y Score
0.470
Sortino 1y Score
0.661
Sortino 3m Score
0.551
Trend R2 1y Score
0.952
Trend R2 3m Score
0.512
Trend Slope 1y Score
0.840
Trend Slope 3m Score
0.827
Volatility 1y Score
0.723
Volatility 3m Score
0.955