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Vectors

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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 201-250 of 355
Page 5 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
CHTRCommunication Services0.2960.3140.3440.8750.162 poor0.114 poor100%Jul 26, 1:09 AM
CFMaterials0.7130.6330.6040.8220.784 good0.729 good100%Jul 26, 1:09 AM
CEGUtilities0.4750.4230.4460.9760.359 weak
Ticker detail

MRNA

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

Research Detail

MRNA

MRNA

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
1.646
Correlation To Benchmark 1y
0.303
Inverse To Benchmark 1y
0.697
Drawdown Score 1m
0
Drawdown Score 3m
0.243
0.184 poor
100%
Jul 26, 1:08 AM
CCJEnergy0.2530.3300.4350.8460.092 poor0.858 strong100%Jul 26, 1:08 AM
CATIndustrials0.5340.6160.6551.0000.996 strong0.996 strong100%Jul 26, 1:08 AM
CALMConsumer Staples0.6350.5690.5720.6490.192 poor0.211 poor100%Jul 26, 1:07 AM
CACIInformation Technology0.4850.4140.5130.7090.132 poor0.407 weak100%Jul 26, 1:07 AM
BWXTIndustrials0.3170.3530.5090.7520.101 poor0.719 good98%Jul 26, 1:07 AM
BULZ-0.4640.4440.2190.5050.131 poor0.999 strong98%Jul 26, 12:49 AM
BTDRInformation Technology0.3020.2390.1310.6970.098 poor0.671 good100%Jul 26, 12:49 AM
BSXHealth Care0.2890.3740.4670.9750.162 poor0.166 poor100%Jul 26, 12:48 AM
BPEnergy0.6170.5790.6860.8570.136 poor0.443 weak100%Jul 26, 12:48 AM
BOTZ-0.4170.3920.6370.4920.164 poor0.224 poor98%Jul 26, 12:47 AM
BMYHealth Care0.6460.5750.7050.9380.431 weak0.295 poor100%Jul 26, 12:47 AM
BKNGConsumer Discretionary0.4950.4150.5941.0000.355 weak0.385 weak100%Jul 26, 12:46 AM
BITX-0.3240.3430.1890.6730.160 poor0.154 poor98%Jul 26, 12:46 AM
BGConsumer Staples0.6190.5600.6920.7290.526 moderate0.549 moderate100%Jul 26, 12:46 AM
BEPC-0.3760.3280.5630.5680.295 poor0.320 poor100%Jul 26, 12:45 AM
BEPUtilities0.4720.5110.6890.4970.323 poor0.359 weak100%Jul 26, 12:45 AM
BEN-0.6990.7240.6870.7300.921 strong0.917 strong100%Jul 26, 12:44 AM
BELFB-0.6220.6300.5420.6650.999 strong0.998 strong100%Jul 26, 12:44 AM
BEAM-0.6660.5600.2650.6550.103 poor0.081 poor100%Jul 26, 12:43 AM
BE-0.6490.6480.3141.0001.000 strong0.998 strong100%Jul 26, 12:43 AM
BDXHealth Care0.5590.4510.5880.8520.161 poor0.115 poor100%Jul 26, 12:43 AM
BDC-0.4200.3470.5040.6160.382 weak0.362 weak100%Jul 26, 12:42 AM
BCE-0.3680.3190.5740.6530.096 poor0.074 poor100%Jul 26, 12:42 AM
BAHIndustrials0.4280.4110.4550.7310.124 poor0.119 poor100%Jul 26, 12:41 AM
BACFinancials0.6330.6490.7051.0000.161 poor0.847 strong100%Jul 26, 12:41 AM
BAIndustrials0.4290.3640.5461.0000.129 poor0.514 moderate100%Jul 26, 12:40 AM
AZNHealth Care0.4160.4080.6450.8960.123 poor0.345 poor100%Jul 26, 12:40 AM
AXPFinancials0.5340.4690.6091.0000.160 poor0.422 weak100%Jul 26, 12:40 AM
AVGOInformation Technology0.5400.5350.5021.0000.942 strong0.917 strong98%Jul 26, 12:39 AM
AVAVIndustrials0.4210.3660.2270.8630.162 poor0.798 good100%Jul 26, 12:39 AM
ASMLInformation Technology0.6620.7140.6211.0000.937 strong0.870 strong100%Jul 26, 12:38 AM
ARMInformation Technology0.5870.5800.3221.0000.190 poor0.994 strong100%Jul 26, 12:38 AM
ARHS-0.6700.4680.3210.3460.159 poor0.129 poor100%Jul 26, 12:37 AM
ARES-0.4570.3920.4810.8260.442 weak0.428 weak100%Jul 26, 12:37 AM
ARDX-0.4100.3430.3300.4790.258 poor0.127 poor100%Jul 26, 12:37 AM
ARCO-0.5330.5050.6180.3680.074 poor0.096 poor100%Jul 26, 12:36 AM
ARCBIndustrials0.6170.6650.5400.6180.889 strong0.890 strong100%Jul 26, 12:36 AM
AREnergy0.4250.3740.5200.7480.093 poor0.116 poor100%Jul 26, 12:35 AM
AQNUtilities0.4320.4000.5250.4740.107 poor0.180 poor100%Jul 26, 12:35 AM
APTVConsumer Discretionary0.3860.3310.4190.7500.357 weak0.328 poor100%Jul 26, 12:34 AM
APPSInformation Technology0.7740.6390.1210.5920.968 strong0.966 strong100%Jul 26, 12:34 AM
APPNInformation Technology0.5620.4230.2800.4240.131 poor0.106 poor100%Jul 26, 12:34 AM
APPFInformation Technology0.5370.4360.4560.5930.135 poor0.112 poor100%Jul 26, 12:33 AM
APPCommunication Services0.3330.2550.2081.0000.164 poor0.342 poor100%Jul 26, 12:33 AM
APOFinancials0.4300.3320.5060.9270.218 poor0.241 poor100%Jul 26, 12:32 AM
APLEReal Estate0.6990.7510.7230.5720.605 moderate0.608 moderate100%Jul 26, 12:32 AM
APLDInformation Technology0.4930.4390.2600.9620.988 strong0.963 strong100%Jul 26, 12:31 AM
PreviousPage 5 of 8Next
Drawdown Score 6m
0.449
Drawdown Score 1y
0.454
Drawdown Score 2y
0
Drawdown Score 5y
0.046
Return 1w
-0.097
Return 1m
-0.065
Return 3m
0.026
Return 6m
0.145
Return 1y
0.742
Return 2y
-0.530
Return 5y
-0.780
Sharpe 1m
-0.546
Sharpe 3m
0.502
Sharpe 6m
0.728
Sharpe 1y
1.141
Sharpe 2y
-0.203
Sharpe 5y
-0.116
Trend 1w
-0.020
Trend 1m
-0.006
Trend 3m
0.007
Trend 6m
0.002
Trend 1y
0.004
Trend 2y
-0.000
Trend 5y
-0.002
Volatility 1w
0.236
Volatility 1m
0.852
Volatility 3m
0.764
Volatility 6m
0.690
Volatility 1y
0.690
Volatility 2y
0.689
Volatility 5y
0.672
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
MRNA
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:45 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
0.169
Aptet Fit Raw Score
0.220
Aptet Fit Confidence
0.532
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.632
Force Fit Raw Score
0.663
Force Fit Confidence
0.905
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:45 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "MRNA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "MRNA",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "MRNA",
    "hitRates": {
      "1": 0.5,
      "5": 0.5909090909090909,
      "10": 0.5263157894736842
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.70069584707789,
    "eligibleDays": 352,
    "fitnessScore": 0.5371349960321012,
    "lookbackDays": 14,
    "returnLift1D": 0.008737750918750672,
    "hitRateLift1D": 0.04411764705882354,
    "activationRate": 0.0625,
    "activationCount": 22,
    "baselineHitRates": {
      "1": 0.45588235294117646,
      "5": 0.65,
      "10": 0.5818181818181818
    },
    "sampleConfidence": 0.990909090909091,
    "shadowSharpeLike": 1.0295359572198794,
    "avgForwardReturns": {
      "1": 0.013575684440553671,
      "5": 0.03994547659627409,
      "10": 0.06867638788615471
    },
    "shadowMaxDrawdown": -0.17791335428606625,
    "shadowTotalReturn": 0.3080358000355481,
    "avgForwardReturn1D": 0.013575684440553671,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-15",
      "2026-06-16",
      "2026-06-17",
      "2026-06-18",
      "2026-06-22",
      "2026-06-23",
      "2026-06-24",
      "2026-06-25",
      "2026-06-26",
      "2026-06-29"
    ],
    "horizonObservationCounts": {
      "1": 22,
      "5": 22,
      "10": 19
    },
    "baselineAvgForwardReturns": {
      "1": 0.004837933521802998,
      "5": 0.031359308721743126,
      "10": 0.051343266664559906
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.70069584707789,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.0818468252802596,
    "bestRawFitnessScore": 0.5371349960321012,
    "upperQuartileComboQuality": 0.11087325050739663
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1687431659017983,
    "rawScore": 0.2203629615789518,
    "confidence": 0.5315020699732326,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0.0766985529367299,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.27400770889157655,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "MRNA",
      "hitRates": {
        "1": 0.5,
        "5": 0.5909090909090909,
        "10": 0.5263157894736842
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.70069584707789,
      "eligibleDays": 352,
      "fitnessScore": 0.5371349960321012,
      "lookbackDays": 14,
      "returnLift1D": 0.008737750918750672,
      "hitRateLift1D": 0.04411764705882354,
      "activationRate": 0.0625,
      "activationCount": 22,
      "baselineHitRates": {
        "1": 0.45588235294117646,
        "5": 0.65,
        "10": 0.5818181818181818
      },
      "sampleConfidence": 0.990909090909091,
      "shadowSharpeLike": 1.0295359572198794,
      "avgForwardReturns": {
        "1": 0.013575684440553671,
        "5": 0.03994547659627409,
        "10": 0.06867638788615471
      },
      "shadowMaxDrawdown": -0.17791335428606625,
      "shadowTotalReturn": 0.3080358000355481,
      "avgForwardReturn1D": 0.013575684440553671,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29"
      ],
      "horizonObservationCounts": {
        "1": 22,
        "5": 22,
        "10": 19
      },
      "baselineAvgForwardReturns": {
        "1": 0.004837933521802998,
        "5": 0.031359308721743126,
        "10": 0.051343266664559906
      }
    },
    {
      "topN": 3,
      "ticker": "MRNA",
      "hitRates": {
        "1": 0.4782608695652174,
        "5": 0.5652173913043478,
        "10": 0.5
      },
      "hitRate1D": 0.4782608695652174,
      "comboQuality": 0.5067236044279052,
      "eligibleDays": 352,
      "fitnessScore": 0.3559171285734663,
      "lookbackDays": 14,
      "returnLift1D": 0.005530443240978024,
      "hitRateLift1D": 0.022378516624040945,
      "activationRate": 0.06534090909090909,
      "activationCount": 23,
      "baselineHitRates": {
        "1": 0.45588235294117646,
        "5": 0.65,
        "10": 0.5818181818181818
      },
      "sampleConfidence": 0.991304347826087,
      "shadowSharpeLike": 0.7931756341191694,
      "avgForwardReturns": {
        "1": 0.010368376762781023,
        "5": 0.031297604679360685,
        "10": 0.05974096457156146
      },
      "shadowMaxDrawdown": -0.17791335428606647,
      "shadowTotalReturn": 0.2280336543267254,
      "avgForwardReturn1D": 0.010368376762781023,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-24",
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25",
        "2026-06-26"
      ],
      "horizonObservationCounts": {
        "1": 23,
        "5": 23,
        "10": 20
      },
      "baselineAvgForwardReturns": {
        "1": 0.004837933521802998,
        "5": 0.031359308721743126,
        "10": 0.051343266664559906
      }
    },
    {
      "topN": 4,
      "ticker": "MRNA",
      "hitRates": {
        "1": 0.4782608695652174,
        "5": 0.5652173913043478,
        "10": 0.47619047619047616
      },
      "hitRate1D": 0.4782608695652174,
      "comboQuality": 0.5046338037410327,
      "eligibleDays": 352,
      "fitnessScore": 0.35407786404205727,
      "lookbackDays": 14,
      "returnLift1D": 0.005530443240978024,
      "hitRateLift1D": 0.022378516624040945,
      "activationRate": 0.06818181818181818,
      "activationCount": 24,
      "baselineHitRates": {
        "1": 0.45588235294117646,
        "5": 0.65,
        "10": 0.5818181818181818
      },
      "sampleConfidence": 0.9861111111111112,
      "shadowSharpeLike": 0.789809982090093,
      "avgForwardReturns": {
        "1": 0.010368376762781023,
        "5": 0.031297604679360685,
        "10": 0.05469266664313159
      },
      "shadowMaxDrawdown": -0.17791335428606658,
      "shadowTotalReturn": 0.22680592768081187,
      "avgForwardReturn1D": 0.010368376762781023,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-24",
        "2026-05-18",
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
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      ],
      "horizonObservationCounts": {
        "1": 23,
        "5": 23,
        "10": 21
      },
      "baselineAvgForwardReturns": {
        "1": 0.004837933521802998,
        "5": 0.031359308721743126,
        "10": 0.051343266664559906
      }
    },
    {
      "topN": 5,
      "ticker": "MRNA",
      "hitRates": {
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        "5": 0.5652173913043478,
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      },
      "hitRate1D": 0.4782608695652174,
      "comboQuality": 0.5046338037410327,
      "eligibleDays": 352,
      "fitnessScore": 0.35407786404205727,
      "lookbackDays": 14,
      "returnLift1D": 0.005530443240978024,
      "hitRateLift1D": 0.022378516624040945,
      "activationRate": 0.06818181818181818,
      "activationCount": 24,
      "baselineHitRates": {
        "1": 0.45588235294117646,
        "5": 0.65,
        "10": 0.5818181818181818
      },
      "sampleConfidence": 0.9861111111111112,
      "shadowSharpeLike": 0.789809982090093,
      "avgForwardReturns": {
        "1": 0.010368376762781023,
        "5": 0.031297604679360685,
        "10": 0.05469266664313159
      },
      "shadowMaxDrawdown": -0.17791335428606658,
      "shadowTotalReturn": 0.22680592768081187,
      "avgForwardReturn1D": 0.010368376762781023,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-24",
        "2026-05-18",
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25"
      ],
      "horizonObservationCounts": {
        "1": 23,
        "5": 23,
        "10": 21
      },
      "baselineAvgForwardReturns": {
        "1": 0.004837933521802998,
        "5": 0.031359308721743126,
        "10": 0.051343266664559906
      }
    },
    {
      "topN": 2,
      "ticker": "MRNA",
      "hitRates": {
        "1": 0.47058823529411764,
        "5": 0.35294117647058826,
        "10": 0.25
      },
      "hitRate1D": 0.47058823529411764,
      "comboQuality": 0.11087325050739663,
      "eligibleDays": 339,
      "fitnessScore": -0.10800747061668227,
      "lookbackDays": 21,
      "returnLift1D": -0.0032434031089305275,
      "hitRateLift1D": 0.01470588235294118,
      "activationRate": 0.05014749262536873,
      "activationCount": 17,
      "baselineHitRates": {
        "1": 0.45588235294117646,
        "5": 0.65,
        "10": 0.5818181818181818
      },
      "sampleConfidence": 0.937467102013854,
      "shadowSharpeLike": 0.11061898920815756,
      "avgForwardReturns": {
        "1": 0.0015945304128724708,
        "5": -0.02267530598787112,
        "10": -0.09072276737874373
      },
      "shadowMaxDrawdown": -0.2423738214087634,
      "shadowTotalReturn": 0.005584251312312993,
      "avgForwardReturn1D": 0.0015945304128724708,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08",
        "2026-07-09"
      ],
      "horizonObservationCounts": {
        "1": 17,
        "5": 17,
        "10": 12
      },
      "baselineAvgForwardReturns": {
        "1": 0.004837933521802998,
        "5": 0.031359308721743126,
        "10": 0.051343266664559906
      }
    },
    {
      "topN": 3,
      "ticker": "MRNA",
      "hitRates": {
        "1": 0.47058823529411764,
        "5": 0.35294117647058826,
        "10": 0.25
      },
      "hitRate1D": 0.47058823529411764,
      "comboQuality": 0.11087325050739663,
      "eligibleDays": 339,
      "fitnessScore": -0.10800747061668227,
      "lookbackDays": 21,
      "returnLift1D": -0.0032434031089305275,
      "hitRateLift1D": 0.01470588235294118,
      "activationRate": 0.05014749262536873,
      "activationCount": 17,
      "baselineHitRates": {
        "1": 0.45588235294117646,
        "5": 0.65,
        "10": 0.5818181818181818
      },
      "sampleConfidence": 0.937467102013854,
      "shadowSharpeLike": 0.11061898920815756,
      "avgForwardReturns": {
        "1": 0.0015945304128724708,
        "5": -0.02267530598787112,
        "10": -0.09072276737874373
      },
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  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.70069584707789,
      "fitnessScore": 0.5371349960321012,
      "lookbackDays": 14,
      "returnLift1D": 0.008737750918750672,
      "activationRate": 0.0625,
      "activationCount": 22,
      "sampleConfidence": 0.990909090909091,
      "shadowTotalReturn": 0.3080358000355481,
      "avgForwardReturn1D": 0.013575684440553671
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.11087325050739663,
      "fitnessScore": -0.10800747061668227,
      "lookbackDays": 21,
      "returnLift1D": -0.0032434031089305275,
      "activationRate": 0.05014749262536873,
      "activationCount": 17,
      "sampleConfidence": 0.937467102013854,
      "shadowTotalReturn": 0.005584251312312993,
      "avgForwardReturn1D": 0.0015945304128724708
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.0022884246355120963,
      "fitnessScore": -0.9870721282951685,
      "lookbackDays": 30,
      "returnLift1D": -0.027264871180635745,
      "activationRate": 0.03636363636363636,
      "activationCount": 12,
      "sampleConfidence": 0.8038059458605937,
      "shadowTotalReturn": -0.24350290225735582,
      "avgForwardReturn1D": -0.022426937658832746
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.0818468252802596,
      "fitnessScore": -0.18185323788871868,
      "lookbackDays": 45,
      "returnLift1D": -0.004837933521802998,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.0818468252802596,
      "fitnessScore": -0.18185323788871868,
      "lookbackDays": 63,
      "returnLift1D": -0.004837933521802998,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "20cfda60207849e472e8fcbd97eaf11fea83c41203e5566a31b067f580845ac7",
    "size": 13,
    "members": [
      "MRNA",
      "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",
      "MRNA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "MRNA",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "MRNA",
    "hitRates": {
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      "5": 0.5228758169934641,
      "10": 0.5540540540540541
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    "hitRate1D": 0.5222929936305732,
    "rankWeights": [
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    "comboQuality": 0.9837726152441109,
    "eligibleDays": 359,
    "fitnessScore": 1.2530328023547441,
    "lookbackDays": 30,
    "returnLift1D": 0.0028802641548762954,
    "hitRateLift1D": 0.020900235970406134,
    "portfolioSize": 3,
    "activationRate": 0.4373259052924791,
    "activationCount": 157,
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    "sampleConfidence": 0.99447983014862,
    "shadowSharpeLike": 1.202611171751751,
    "avgForwardReturns": {
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      "5": 0.02029986720707272,
      "10": 0.03692383947672158
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    "shadowMaxDrawdown": -0.3029340057397667,
    "shadowTotalReturn": 0.9404421242035135,
    "avgForwardReturn1D": 0.00531393642833226,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-03-27",
      "2025-03-28",
      "2025-06-26",
      "2025-06-27",
      "2025-06-30",
      "2025-07-01",
      "2025-07-02"
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    "horizonObservationCounts": {
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    "baselineAvgForwardReturns": {
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      "5": 0.012002301996269105,
      "10": 0.027021862636339315
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9837726152441109,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5518846742078457,
    "bestRawFitnessScore": 1.2530328023547441,
    "upperQuartileComboQuality": 0.8171301801377594
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.6319165051768294,
    "rawScore": 0.6633019149643183,
    "confidence": 0.9053661414827147,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 3
    },
    "profileBreadth": 0.3498029649397549,
    "recommendedRegion": {
      "lookbackDays": [
        14,
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      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.45349803980061787,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "rankWeights": [
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      "comboQuality": 0.9837726152441109,
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      "shadowMaxDrawdown": -0.3029340057397667,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      "comboQuality": 0.9803008313303426,
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      "shadowMaxDrawdown": -0.3029340057397668,
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      "riskOffActivations": 0,
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      "comboQuality": 0.21361775625129223,
      "eligibleDays": 344,
      "fitnessScore": 0.06328395340062865,
      "lookbackDays": 45,
      "returnLift1D": -0.0011831106215627375,
      "hitRateLift1D": -0.00724637681159418,
      "portfolioSize": 3,
      "activationRate": 0.4011627906976744,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5235294117647059,
        "10": 0.5611940298507463
      },
      "sampleConfidence": 0.9937198067632851,
      "shadowSharpeLike": 0.21718796173558214,
      "avgForwardReturns": {
        "1": 0.0010373398028466002,
        "5": 0.010132773599135435,
        "10": 0.027103666813946187
      },
      "shadowMaxDrawdown": -0.3451376338258454,
      "shadowTotalReturn": -0.003729866288008421,
      "avgForwardReturn1D": 0.0010373398028466002,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 134,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022204504244093376,
        "5": 0.012353705873224074,
        "10": 0.02770724175020775
      }
    },
    {
      "topN": 2,
      "ticker": "MRNA",
      "hitRates": {
        "1": 0.4791666666666667,
        "5": 0.4375,
        "10": 0.4676258992805755
      },
      "hitRate1D": 0.4791666666666667,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.1540989677300033,
      "eligibleDays": 368,
      "fitnessScore": -0.02461761172643673,
      "lookbackDays": 21,
      "returnLift1D": -0.0011289309760537992,
      "hitRateLift1D": -0.018115942028985477,
      "portfolioSize": 2,
      "activationRate": 0.391304347826087,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.49728260869565216,
        "5": 0.5192307692307693,
        "10": 0.5654596100278552
      },
      "sampleConfidence": 0.9976851851851852,
      "shadowSharpeLike": 0.1847426173598694,
      "avgForwardReturns": {
        "1": 0.000983248878661156,
        "5": 0.002447972507760132,
        "10": 0.012809444768564797
      },
      "shadowMaxDrawdown": -0.43476740806655967,
      "shadowTotalReturn": -0.02760079790489367,
      "avgForwardReturn1D": 0.000983248878661156,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-19",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 144,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.002112179854714955,
        "5": 0.012012969112518692,
        "10": 0.0269239056368328
      }
    }
  ],
  "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": 0.9308045570178085,
      "fitnessScore": 0.9218051503179687,
      "lookbackDays": 14,
      "returnLift1D": 0.002934113054888365,
      "activationRate": 0.3626666666666667,
      "activationCount": 136,
      "sampleConfidence": 0.9980392156862745,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.6077471770087375,
      "avgForwardReturn1D": 0.00464245173689946
    },
    {
      "comboQuality": 0.4594094046178918,
      "fitnessScore": 0.31420149539162723,
      "lookbackDays": 21,
      "returnLift1D": 0.000041262594928413634,
      "activationRate": 0.45652173913043476,
      "activationCount": 168,
      "sampleConfidence": 0.998015873015873,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.1780101432557315,
      "avgForwardReturn1D": 0.0021534424496433687
    },
    {
      "comboQuality": 0.9837726152441109,
      "fitnessScore": 1.2530328023547441,
      "lookbackDays": 30,
      "returnLift1D": 0.0028802641548762954,
      "activationRate": 0.4373259052924791,
      "activationCount": 157,
      "sampleConfidence": 0.99447983014862,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.9404421242035135,
      "avgForwardReturn1D": 0.00531393642833226
    },
    {
      "comboQuality": 0.6562341109784985,
      "fitnessScore": 0.49224248087497363,
      "lookbackDays": 45,
      "returnLift1D": 0.0012113660170375773,
      "activationRate": 0.3488372093023256,
      "activationCount": 120,
      "sampleConfidence": 0.9927777777777779,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.3312705933306104,
      "avgForwardReturn1D": 0.003431816441446915
    },
    {
      "comboQuality": 0.9250629919399826,
      "fitnessScore": 0.9029070726283468,
      "lookbackDays": 63,
      "returnLift1D": 0.0012868264763705862,
      "activationRate": 0.42024539877300615,
      "activationCount": 137,
      "sampleConfidence": 0.9956204379562044,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.6328710181615504,
      "avgForwardReturn1D": 0.004607392861311324
    }
  ],
  "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": "20cfda60207849e472e8fcbd97eaf11fea83c41203e5566a31b067f580845ac7",
    "size": 13,
    "members": [
      "MRNA",
      "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
0.521
Liquidity
0.913
Momentum
0.549
Relative strength
0.584
Trend quality
0.617
Stability
0.321
Aggression
0.577
Downside risk
0.378
Drawdown state
0.505
Quality momentum
0.540
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.697
Benchmark Independence 3m Score
0.764
Beta 1y Profile Score
0.659
Beta 3m Profile Score
0.552
Beta Change Score
0.366
Correlation Change Score
0.466
Current Drawdown Score
0
Days Since 52w High Score
0.052
Distance From 52w High Score
0.534
Distance From Sma 20 Score
0.230
Distance From Sma 200 Score
0.993
Distance From Sma 50 Score
0.481
Downside Volatility 1m Score
0.983
Downside Volatility 1y Score
0.710
Downside Volatility 2y Score
0.815
Downside Volatility 3m Score
0.792
Downside Volatility 5y Score
0.772
Downside Volatility 6m Score
0.725
Drawdown Recovery Score
1
Excess Return 1m Score
0.381
Excess Return 1y Score
1
Excess Return 3m Score
0.475
Excess Return 6m Score
0.603
Expected Shortfall 95 1y Score
0.222
Log Avg Dollar Volume 20d Score
0.913
Log Market Cap Score
0.521
Drawdown Score 1m
0
Drawdown Score 1y
0.454
Drawdown Score 2y
0
Drawdown Score 3m
0.243
Drawdown Score 5y
0.046
Drawdown Score 6m
0.449
Momentum Acceleration 1m Vs 3m Score
0.254
Momentum Acceleration 3m Vs 6m Score
0.448
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.015
Relative Strength Slope 3m Score
0.877
Relative Volume 20d Score
0.259
Return 1m Score
0.391
Return 1w Score
0.176
Return 1y Score
0.964
Return 2y Score
0.134
Return 3m Score
0.532
Return 5y Score
0.017
Return 6m Score
0.621
Return Skewness 1y Score
0.631
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.291
Sharpe 1y Score
0.628
Sharpe 2y Score
0.359
Sharpe 3m Score
0.500
Sharpe 5y Score
0.377
Sharpe 6m Score
0.546
Sortino 1m Score
0.301
Sortino 1y Score
0.544
Sortino 2y Score
0.349
Sortino 3m Score
0.449
Sortino 5y Score
0.359
Sortino 6m Score
0.481
Trend R2 1m Score
0.108
Trend R2 1w Score
0.955
Trend R2 1y Score
0.797
Trend R2 2y Score
0.026
Trend R2 3m Score
0.533
Trend R2 5y Score
0.788
Trend R2 6m Score
0.387
Trend Slope 1m Score
0.151
Trend Slope 1w Score
0
Trend Slope 1y Score
0.765
Trend Slope 2y Score
0.473
Trend Slope 3m Score
0.917
Trend Slope 5y Score
0.383
Trend Slope 6m Score
0.655
Volatility 1m Score
1
Volatility 1w Score
0.248
Volatility 1y Score
0.854
Volatility 2y Score
0.852
Volatility 3m Score
0.952
Volatility 5y Score
0.830
Volatility 6m Score
0.854
Worst Day 1y Score
0.459
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
549,858,877.832
Best Day 1y
0.170
Beta To Benchmark 1y
1.646
Beta 3m
1.379
Beta Change
-0.267
Beta To Sector 1y
1.601
Correlation To Benchmark 1y
0.303
Correlation 3m
0.236
Correlation Change
-0.067
Correlation To Sector 1y
0.366
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.697
Benchmark Independence 3m Score
0.764
Beta 1y Profile Score
0.659
Beta 3m Profile Score
0.552
Beta Change Score
0.366
Correlation Change Score
0.466
Current Drawdown Score
0
Distance From Sma 20 Score
0.230
Distance From Sma 200 Score
0.993
Current Drawdown
-0.882
Days Since 52w High
13
Distance From 52w High
-0.303
Distance From Sma 20
-0.162
Distance From Sma 200
0.296
Distance From Sma 50
-0.011
Downside Capture 1y
0.759
Downside Volatility 1m
0.787
Downside Volatility 1w
-
Downside Volatility 1y
0.582
Downside Volatility 2y
0.661
Downside Volatility 3m
0.644
Downside Volatility 5y
0.629
Downside Volatility 6m
0.594
Drawdown Recovery
1
Excess Return 1m
-0.072
Excess Return 1y
0.555
Excess Return 3m
-0.015
Excess Return 6m
0.062
Expected Shortfall 95 1y
-0.078
Market Cap
21,454,233,024.13
Max Drawdown 1m
-0.303
Max Drawdown 1w
-0.097
Max Drawdown 1y
-0.355
Max Drawdown 2y
-0.817
Max Drawdown 3m
-0.303
Max Drawdown 5y
-0.954
Max Drawdown 6m
-0.303
Momentum Acceleration 1m Vs 3m
-0.074
Momentum Acceleration 3m Vs 6m
-0.016
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.008
Relative Strength Slope 3m
0.006
Relative Volume 20d
1.000
Return 1m
-0.065
Return 1w
-0.097
Return 1y
0.742
Return 2y
-0.530
Return 3m
0.026
Return 5y
-0.780
Return 6m
0.145
Return Skewness 1y
0.787
Sector Excess Return 1y
0.512
Sharpe 1m
-0.546
Sharpe 1y
1.141
Sharpe 2y
-0.203
Sharpe 3m
0.502
Sharpe 5y
-0.116
Sharpe 6m
0.728
Sortino 1m
-0.591
Sortino 1y
1.353
Sortino 2y
-0.212
Sortino 3m
0.595
Sortino 5y
-0.124
Sortino 6m
0.847
Trend R2 1m
0.108
Trend R2 1w
0.955
Trend R2 1y
0.797
Trend R2 2y
0.026
Trend R2 3m
0.533
Trend R2 5y
0.788
Trend R2 6m
0.387
Trend 1m
-0.006
Trend 1w
-0.020
Trend 1y
0.004
Trend 2y
-0.000
Trend 3m
0.007
Trend 5y
-0.002
Trend 6m
0.002
Upside Capture 1y
1.933
Value At Risk 95 1y
-0.067
Volatility 1m
0.852
Volatility 1w
0.236
Volatility 1y
0.690
Volatility 2y
0.689
Volatility 3m
0.764
Volatility 5y
0.672
Volatility 6m
0.690
Worst Day 1y
-0.108
Distance From Sma 50 Score
0.481
Downside Volatility 1y Score
0.710
Downside Volatility 3m Score
0.792
Drawdown Recovery Score
1
Excess Return 1m Score
0.381
Excess Return 1y Score
1
Excess Return 3m Score
0.475
Excess Return 6m Score
0.603
Expected Shortfall 95 1y Score
0.222
Log Avg Dollar Volume 20d Score
0.913
Log Market Cap Score
0.521
Drawdown Score 1y
0.454
Drawdown Score 5y
0.046
Momentum Acceleration 1m Vs 3m Score
0.254
Momentum Acceleration 3m Vs 6m Score
0.448
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.015
Relative Volume 20d Score
0.259
Return 1m Score
0.391
Return 1y Score
0.964
Return 3m Score
0.532
Return 6m Score
0.621
Return Skewness 1y Score
0.631
Sortino 1y Score
0.544
Sortino 3m Score
0.449
Trend R2 1y Score
0.797
Trend R2 3m Score
0.533
Trend Slope 1y Score
0.765
Trend Slope 3m Score
0.917
Volatility 1y Score
0.854
Volatility 3m Score
0.952