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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

REGN

Health Care | v2 | as of 2026-07-23
Close

Research Detail

REGN

Regeneron Pharmaceuticals

Category

Sector: Healthcare

Industry / Category: Biotechnology

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Biotechnology company with biologics scale and pipeline-driven growth optionality.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.402
Correlation To Benchmark 1y
0.155
Inverse To Benchmark 1y
0.845
Drawdown Score 1m
0.836
Drawdown Score 3m
0.463
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
0.545
Drawdown Score 1y
0.602
Drawdown Score 2y
0.254
Drawdown Score 5y
0.403
Return 1w
-0.040
Return 1m
0.055
Return 3m
-0.126
Return 6m
-0.128
Return 1y
0.169
Return 2y
-0.384
Return 5y
0.115
Sharpe 1m
2.291
Sharpe 3m
-1.339
Sharpe 6m
-0.727
Sharpe 1y
0.636
Sharpe 2y
-0.496
Sharpe 5y
0.226
Trend 1w
-0.009
Trend 1m
0.004
Trend 3m
-0.002
Trend 6m
-0.002
Trend 1y
0.001
Trend 2y
-0.001
Trend 5y
0.000
Volatility 1w
0.254
Volatility 1m
0.298
Volatility 3m
0.353
Volatility 6m
0.309
Volatility 1y
0.329
Volatility 2y
0.357
Volatility 5y
0.308
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
REGN
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:59 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
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
0.131
Aptet Fit Raw Score
0.206
Aptet Fit Confidence
0.266
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.246
Force Fit Raw Score
0.262
Force Fit Confidence
0.878
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:59 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "REGN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "REGN",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "REGN",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08315042991862011,
    "eligibleDays": 339,
    "fitnessScore": -0.17806424815382177,
    "lookbackDays": 21,
    "returnLift1D": -0.0030008475897317644,
    "hitRateLift1D": -0.5714285714285714,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.5714285714285714,
      "5": 0.7,
      "10": 0.8
    },
    "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": 0.0030008475897317644,
      "5": 0.017535519084213563,
      "10": 0.02683627600669002
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08315042991862011,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08315042991862011,
    "bestRawFitnessScore": -0.17806424815382177,
    "upperQuartileComboQuality": 0.08315042991862011
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.13065340507141276,
    "rawScore": 0.2063356636614075,
    "confidence": 0.2664161178245198,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.699076598632557,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "REGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08315042991862011,
      "eligibleDays": 339,
      "fitnessScore": -0.17806424815382177,
      "lookbackDays": 21,
      "returnLift1D": -0.0030008475897317644,
      "hitRateLift1D": -0.5714285714285714,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5714285714285714,
        "5": 0.7,
        "10": 0.8
      },
      "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": 0.0030008475897317644,
        "5": 0.017535519084213563,
        "10": 0.02683627600669002
      }
    },
    {
      "topN": 3,
      "ticker": "REGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08315042991862011,
      "eligibleDays": 339,
      "fitnessScore": -0.17806424815382177,
      "lookbackDays": 21,
      "returnLift1D": -0.0030008475897317644,
      "hitRateLift1D": -0.5714285714285714,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5714285714285714,
        "5": 0.7,
        "10": 0.8
      },
      "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": 0.0030008475897317644,
        "5": 0.017535519084213563,
        "10": 0.02683627600669002
      }
    },
    {
      "topN": 4,
      "ticker": "REGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08315042991862011,
      "eligibleDays": 339,
      "fitnessScore": -0.17806424815382177,
      "lookbackDays": 21,
      "returnLift1D": -0.0030008475897317644,
      "hitRateLift1D": -0.5714285714285714,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5714285714285714,
        "5": 0.7,
        "10": 0.8
      },
      "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": 0.0030008475897317644,
        "5": 0.017535519084213563,
        "10": 0.02683627600669002
      }
    },
    {
      "topN": 5,
      "ticker": "REGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08315042991862011,
      "eligibleDays": 339,
      "fitnessScore": -0.17806424815382177,
      "lookbackDays": 21,
      "returnLift1D": -0.0030008475897317644,
      "hitRateLift1D": -0.5714285714285714,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5714285714285714,
        "5": 0.7,
        "10": 0.8
      },
      "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": 0.0030008475897317644,
        "5": 0.017535519084213563,
        "10": 0.02683627600669002
      }
    },
    {
      "topN": 2,
      "ticker": "REGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08315042991862011,
      "eligibleDays": 330,
      "fitnessScore": -0.17806424815382177,
      "lookbackDays": 30,
      "returnLift1D": -0.0030008475897317644,
      "hitRateLift1D": -0.5714285714285714,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5714285714285714,
        "5": 0.7,
        "10": 0.8
      },
      "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": 0.0030008475897317644,
        "5": 0.017535519084213563,
        "10": 0.02683627600669002
      }
    },
    {
      "topN": 3,
      "ticker": "REGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08315042991862011,
      "eligibleDays": 330,
      "fitnessScore": -0.17806424815382177,
      "lookbackDays": 30,
      "returnLift1D": -0.0030008475897317644,
      "hitRateLift1D": -0.5714285714285714,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5714285714285714,
        "5": 0.7,
        "10": 0.8
      },
      "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": 0.0030008475897317644,
        "5": 0.017535519084213563,
        "10": 0.02683627600669002
      }
    },
    {
      "topN": 4,
      "ticker": "REGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08315042991862011,
      "eligibleDays": 330,
      "fitnessScore": -0.17806424815382177,
      "lookbackDays": 30,
      "returnLift1D": -0.0030008475897317644,
      "hitRateLift1D": -0.5714285714285714,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5714285714285714,
        "5": 0.7,
        "10": 0.8
      },
      "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": 0.0030008475897317644,
        "5": 0.017535519084213563,
        "10": 0.02683627600669002
      }
    },
    {
      "topN": 5,
      "ticker": "REGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08315042991862011,
      "eligibleDays": 330,
      "fitnessScore": -0.17806424815382177,
      "lookbackDays": 30,
      "returnLift1D": -0.0030008475897317644,
      "hitRateLift1D": -0.5714285714285714,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5714285714285714,
        "5": 0.7,
        "10": 0.8
      },
      "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": 0.0030008475897317644,
        "5": 0.017535519084213563,
        "10": 0.02683627600669002
      }
    },
    {
      "topN": 2,
      "ticker": "REGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08315042991862011,
      "eligibleDays": 315,
      "fitnessScore": -0.17806424815382177,
      "lookbackDays": 45,
      "returnLift1D": -0.0030008475897317644,
      "hitRateLift1D": -0.5714285714285714,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5714285714285714,
        "5": 0.7,
        "10": 0.8
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
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    {
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      "shadowMaxDrawdown": 0,
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    },
    {
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      "shadowMaxDrawdown": -0.0591630159335369,
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        "2026-07-21",
        "2026-07-22",
        "2026-07-23"
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      "horizonObservationCounts": {
        "1": 4,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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    },
    {
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      "hitRate1D": 0.25,
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      "riskOffActivations": 0,
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        "2026-07-21",
        "2026-07-22",
        "2026-07-23"
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      "horizonObservationCounts": {
        "1": 4,
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    },
    {
      "topN": 5,
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      "hitRate1D": 0.25,
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      "riskOffActivations": 0,
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        "2026-07-21",
        "2026-07-22",
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      "horizonObservationCounts": {
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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,
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      "fitnessScore": -0.4477580994186697,
      "lookbackDays": 14,
      "returnLift1D": -0.017711624342337334,
      "activationRate": 0.011363636363636364,
      "activationCount": 4,
      "sampleConfidence": 0.5793008108583102,
      "shadowTotalReturn": -0.0591630159335369,
      "avgForwardReturn1D": -0.01471077675260557
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08315042991862011,
      "fitnessScore": -0.17806424815382177,
      "lookbackDays": 21,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.17806424815382177,
      "lookbackDays": 30,
      "returnLift1D": -0.0030008475897317644,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.17806424815382177,
      "lookbackDays": 45,
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      "activationRate": 0,
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      "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": "107d86e8fa3f33c7424d67de511907d949ff3549523ca6ebebd63aae5e851705",
    "size": 13,
    "members": [
      "REGN",
      "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",
      "REGN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "REGN",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
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    "hitRates": {
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    "hitRate1D": 0.4857142857142857,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.38678486504350634,
    "eligibleDays": 326,
    "fitnessScore": 0.24861361722301575,
    "lookbackDays": 63,
    "returnLift1D": 0.0014691191563189802,
    "hitRateLift1D": -0.005083260297984227,
    "portfolioSize": 2,
    "activationRate": 0.2147239263803681,
    "activationCount": 70,
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      "1": 0.49079754601226994,
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.738237708379302,
    "avgForwardReturns": {
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      "10": 0.023563942511933295
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    "shadowMaxDrawdown": -0.12033226016728826,
    "shadowTotalReturn": 0.12895478987414388,
    "avgForwardReturn1D": 0.001998557594853001,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-08-29",
      "2025-09-02",
      "2025-09-03",
      "2025-09-04",
      "2025-09-05",
      "2025-09-08",
      "2025-09-19",
      "2025-09-22",
      "2025-10-29",
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    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
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    "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": "107d86e8fa3f33c7424d67de511907d949ff3549523ca6ebebd63aae5e851705",
    "size": 13,
    "members": [
      "REGN",
      "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
0.634
Liquidity
0.901
Momentum
0.512
Relative strength
0.359
Trend quality
0.352
Stability
0.513
Aggression
0.438
Downside risk
0.513
Drawdown state
0.612
Quality momentum
0.434
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.845
Benchmark Independence 3m Score
0.946
Beta 1y Profile Score
0.161
Beta 3m Profile Score
0.058
Beta Change Score
0.372
Correlation Change Score
0.449
Current Drawdown Score
0.303
Days Since 52w High Score
0.536
Distance From 52w High Score
0.700
Distance From Sma 20 Score
0.492
Distance From Sma 200 Score
0.376
Distance From Sma 50 Score
0.527
Downside Volatility 1m Score
0.226
Downside Volatility 1y Score
0.336
Downside Volatility 2y Score
0.439
Downside Volatility 3m Score
0.453
Downside Volatility 5y Score
0.350
Downside Volatility 6m Score
0.375
Drawdown Recovery Score
1
Excess Return 1m Score
0.581
Excess Return 1y Score
0.470
Excess Return 3m Score
0.223
Excess Return 6m Score
0.149
Expected Shortfall 95 1y Score
0.573
Log Avg Dollar Volume 20d Score
0.901
Log Market Cap Score
0.634
Drawdown Score 1m
0.836
Drawdown Score 1y
0.602
Drawdown Score 2y
0.254
Drawdown Score 3m
0.463
Drawdown Score 5y
0.403
Drawdown Score 6m
0.545
Momentum Acceleration 1m Vs 3m Score
0.822
Momentum Acceleration 3m Vs 6m Score
0.431
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.883
Relative Strength Slope 3m Score
0.349
Relative Volume 20d Score
0.172
Return 1m Score
0.591
Return 1w Score
0.367
Return 1y Score
0.605
Return 2y Score
0.176
Return 3m Score
0.343
Return 5y Score
0.086
Return 6m Score
0.394
Return Skewness 1y Score
0.562
Sector Excess Return 1y Score
0.397
Sharpe 1m Score
0.858
Sharpe 1y Score
0.527
Sharpe 2y Score
0.301
Sharpe 3m Score
0.132
Sharpe 5y Score
0.445
Sharpe 6m Score
0.255
Sortino 1m Score
0.764
Sortino 1y Score
0.462
Sortino 2y Score
0.317
Sortino 3m Score
0.223
Sortino 5y Score
0.403
Sortino 6m Score
0.290
Trend R2 1m Score
0.600
Trend R2 1w Score
0.771
Trend R2 1y Score
0.210
Trend R2 2y Score
0.191
Trend R2 3m Score
0.251
Trend R2 5y Score
0.016
Trend R2 6m Score
0.697
Trend Slope 1m Score
0.738
Trend Slope 1w Score
0
Trend Slope 1y Score
0.549
Trend Slope 2y Score
0.460
Trend Slope 3m Score
0.389
Trend Slope 5y Score
0.504
Trend Slope 6m Score
0.374
Volatility 1m Score
0.331
Volatility 1w Score
0.272
Volatility 1y Score
0.373
Volatility 2y Score
0.410
Volatility 3m Score
0.404
Volatility 5y Score
0.344
Volatility 6m Score
0.346
Worst Day 1y Score
0.509
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
506,269,664.055
Best Day 1y
0.118
Beta To Benchmark 1y
0.402
Beta 3m
0.145
Beta Change
-0.257
Beta To Sector 1y
1.061
Correlation To Benchmark 1y
0.155
Correlation 3m
0.054
Correlation Change
-0.101
Correlation To Sector 1y
0.508
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.845
Benchmark Independence 3m Score
0.946
Beta 1y Profile Score
0.161
Beta 3m Profile Score
0.058
Beta Change Score
0.372
Correlation Change Score
0.449
Current Drawdown Score
0.303
Distance From Sma 20 Score
0.492
Distance From Sma 200 Score
0.376
Current Drawdown
-0.453
Days Since 52w High
135
Distance From 52w High
-0.195
Distance From Sma 20
-0.005
Distance From Sma 200
-0.075
Distance From Sma 50
0.016
Downside Capture 1y
1.451
Downside Volatility 1m
0.219
Downside Volatility 1w
-
Downside Volatility 1y
0.302
Downside Volatility 2y
0.379
Downside Volatility 3m
0.390
Downside Volatility 5y
0.312
Downside Volatility 6m
0.331
Drawdown Recovery
1
Excess Return 1m
0.049
Excess Return 1y
-0.018
Excess Return 3m
-0.166
Excess Return 6m
-0.210
Expected Shortfall 95 1y
-0.043
Market Cap
68,775,453,382.32
Max Drawdown 1m
-0.041
Max Drawdown 1w
-0.041
Max Drawdown 1y
-0.259
Max Drawdown 2y
-0.597
Max Drawdown 3m
-0.215
Max Drawdown 5y
-0.597
Max Drawdown 6m
-0.250
Momentum Acceleration 1m Vs 3m
0.097
Momentum Acceleration 3m Vs 6m
-0.021
Moving Average Alignment
-0.500
Relative Strength Acceleration
0.006
Relative Strength Slope 3m
-0.002
Relative Volume 20d
0.764
Return 1m
0.055
Return 1w
-0.040
Return 1y
0.169
Return 2y
-0.384
Return 3m
-0.126
Return 5y
0.115
Return 6m
-0.128
Return Skewness 1y
0.373
Sector Excess Return 1y
-0.062
Sharpe 1m
2.291
Sharpe 1y
0.636
Sharpe 2y
-0.496
Sharpe 3m
-1.339
Sharpe 5y
0.226
Sharpe 6m
-0.727
Sortino 1m
3.114
Sortino 1y
0.694
Sortino 2y
-0.467
Sortino 3m
-1.214
Sortino 5y
0.223
Sortino 6m
-0.679
Trend R2 1m
0.600
Trend R2 1w
0.771
Trend R2 1y
0.210
Trend R2 2y
0.191
Trend R2 3m
0.251
Trend R2 5y
0.016
Trend R2 6m
0.697
Trend 1m
0.004
Trend 1w
-0.009
Trend 1y
0.001
Trend 2y
-0.001
Trend 3m
-0.002
Trend 5y
0.000
Trend 6m
-0.002
Upside Capture 1y
0.679
Value At Risk 95 1y
-0.030
Volatility 1m
0.298
Volatility 1w
0.254
Volatility 1y
0.329
Volatility 2y
0.357
Volatility 3m
0.353
Volatility 5y
0.308
Volatility 6m
0.309
Worst Day 1y
-0.098
Distance From Sma 50 Score
0.527
Downside Volatility 1y Score
0.336
Downside Volatility 3m Score
0.453
Drawdown Recovery Score
1
Excess Return 1m Score
0.581
Excess Return 1y Score
0.470
Excess Return 3m Score
0.223
Excess Return 6m Score
0.149
Expected Shortfall 95 1y Score
0.573
Log Avg Dollar Volume 20d Score
0.901
Log Market Cap Score
0.634
Drawdown Score 1y
0.602
Drawdown Score 5y
0.403
Momentum Acceleration 1m Vs 3m Score
0.822
Momentum Acceleration 3m Vs 6m Score
0.431
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.883
Relative Volume 20d Score
0.172
Return 1m Score
0.591
Return 1y Score
0.605
Return 3m Score
0.343
Return 6m Score
0.394
Return Skewness 1y Score
0.562
Sortino 1y Score
0.462
Sortino 3m Score
0.223
Trend R2 1y Score
0.210
Trend R2 3m Score
0.251
Trend Slope 1y Score
0.549
Trend Slope 3m Score
0.389
Volatility 1y Score
0.373
Volatility 3m Score
0.404