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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

PGR

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

Research Detail

PGR

PGR

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-0.433
Correlation To Benchmark 1y
-0.216
Inverse To Benchmark 1y
0.784
Drawdown Score 1m
0.489
Drawdown Score 3m
0.681
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
0.768
Drawdown Score 1y
0.696
Drawdown Score 2y
0.621
Drawdown Score 5y
0.696
Return 1w
0.006
Return 1m
-0.040
Return 3m
0.022
Return 6m
0.021
Return 1y
-0.109
Return 2y
0.002
Return 5y
1.438
Sharpe 1m
-0.805
Sharpe 3m
0.430
Sharpe 6m
0.289
Sharpe 1y
-0.322
Sharpe 2y
0.130
Sharpe 5y
0.835
Trend 1w
-0.001
Trend 1m
-0.004
Trend 3m
0.002
Trend 6m
0.000
Trend 1y
-0.000
Trend 2y
-0.000
Trend 5y
0.001
Volatility 1w
0.318
Volatility 1m
0.468
Volatility 3m
0.327
Volatility 6m
0.287
Volatility 1y
0.255
Volatility 2y
0.250
Volatility 5y
0.252
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
PGR
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:55 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
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
0.163
Aptet Fit Raw Score
0.271
Aptet Fit Confidence
0.203
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.095
Force Fit Raw Score
0.103
Force Fit Confidence
0.850
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:55 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "PGR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "PGR",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "PGR",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08867370366030475,
    "eligibleDays": 352,
    "fitnessScore": -0.16258627758478997,
    "lookbackDays": 14,
    "returnLift1D": 0.00450362298919275,
    "hitRateLift1D": -0.4166666666666667,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.4166666666666667,
      "5": 0.375,
      "10": 0.3333333333333333
    },
    "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": -0.00450362298919275,
      "5": -0.010133785307684676,
      "10": -0.027156403139868595
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08867370366030475,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08867370366030475,
    "bestRawFitnessScore": -0.16258627758478997,
    "upperQuartileComboQuality": 0.08867370366030475
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.16298671988652166,
    "rawScore": 0.2709389629282438,
    "confidence": 0.203125,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 1,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "PGR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08867370366030475,
      "eligibleDays": 352,
      "fitnessScore": -0.16258627758478997,
      "lookbackDays": 14,
      "returnLift1D": 0.00450362298919275,
      "hitRateLift1D": -0.4166666666666667,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4166666666666667,
        "5": 0.375,
        "10": 0.3333333333333333
      },
      "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": -0.00450362298919275,
        "5": -0.010133785307684676,
        "10": -0.027156403139868595
      }
    },
    {
      "topN": 3,
      "ticker": "PGR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08867370366030475,
      "eligibleDays": 352,
      "fitnessScore": -0.16258627758478997,
      "lookbackDays": 14,
      "returnLift1D": 0.00450362298919275,
      "hitRateLift1D": -0.4166666666666667,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4166666666666667,
        "5": 0.375,
        "10": 0.3333333333333333
      },
      "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": -0.00450362298919275,
        "5": -0.010133785307684676,
        "10": -0.027156403139868595
      }
    },
    {
      "topN": 4,
      "ticker": "PGR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08867370366030475,
      "eligibleDays": 352,
      "fitnessScore": -0.16258627758478997,
      "lookbackDays": 14,
      "returnLift1D": 0.00450362298919275,
      "hitRateLift1D": -0.4166666666666667,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4166666666666667,
        "5": 0.375,
        "10": 0.3333333333333333
      },
      "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": -0.00450362298919275,
        "5": -0.010133785307684676,
        "10": -0.027156403139868595
      }
    },
    {
      "topN": 5,
      "ticker": "PGR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08867370366030475,
      "eligibleDays": 352,
      "fitnessScore": -0.16258627758478997,
      "lookbackDays": 14,
      "returnLift1D": 0.00450362298919275,
      "hitRateLift1D": -0.4166666666666667,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4166666666666667,
        "5": 0.375,
        "10": 0.3333333333333333
      },
      "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": -0.00450362298919275,
        "5": -0.010133785307684676,
        "10": -0.027156403139868595
      }
    },
    {
      "topN": 2,
      "ticker": "PGR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08867370366030475,
      "eligibleDays": 339,
      "fitnessScore": -0.16258627758478997,
      "lookbackDays": 21,
      "returnLift1D": 0.00450362298919275,
      "hitRateLift1D": -0.4166666666666667,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4166666666666667,
        "5": 0.375,
        "10": 0.3333333333333333
      },
      "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": -0.00450362298919275,
        "5": -0.010133785307684676,
        "10": -0.027156403139868595
      }
    },
    {
      "topN": 3,
      "ticker": "PGR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08867370366030475,
      "eligibleDays": 339,
      "fitnessScore": -0.16258627758478997,
      "lookbackDays": 21,
      "returnLift1D": 0.00450362298919275,
      "hitRateLift1D": -0.4166666666666667,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4166666666666667,
        "5": 0.375,
        "10": 0.3333333333333333
      },
      "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": -0.00450362298919275,
        "5": -0.010133785307684676,
        "10": -0.027156403139868595
      }
    },
    {
      "topN": 4,
      "ticker": "PGR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08867370366030475,
      "eligibleDays": 339,
      "fitnessScore": -0.16258627758478997,
      "lookbackDays": 21,
      "returnLift1D": 0.00450362298919275,
      "hitRateLift1D": -0.4166666666666667,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4166666666666667,
        "5": 0.375,
        "10": 0.3333333333333333
      },
      "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": -0.00450362298919275,
        "5": -0.010133785307684676,
        "10": -0.027156403139868595
      }
    },
    {
      "topN": 5,
      "ticker": "PGR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08867370366030475,
      "eligibleDays": 339,
      "fitnessScore": -0.16258627758478997,
      "lookbackDays": 21,
      "returnLift1D": 0.00450362298919275,
      "hitRateLift1D": -0.4166666666666667,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4166666666666667,
        "5": 0.375,
        "10": 0.3333333333333333
      },
      "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": -0.00450362298919275,
        "5": -0.010133785307684676,
        "10": -0.027156403139868595
      }
    },
    {
      "topN": 2,
      "ticker": "PGR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08867370366030475,
      "eligibleDays": 330,
      "fitnessScore": -0.16258627758478997,
      "lookbackDays": 30,
      "returnLift1D": 0.00450362298919275,
      "hitRateLift1D": -0.4166666666666667,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4166666666666667,
        "5": 0.375,
        "10": 0.3333333333333333
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "shadowMaxDrawdown": 0,
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      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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    },
    {
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      "shadowMaxDrawdown": 0,
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    },
    {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
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      "riskOffActivations": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
      "ticker": "PGR",
      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08867370366030475,
      "eligibleDays": 315,
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      "returnLift1D": 0.00450362298919275,
      "hitRateLift1D": -0.4166666666666667,
      "activationRate": 0,
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      "baselineHitRates": {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRates": {
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      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRates": {
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      "hitRate1D": 0,
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      "eligibleDays": 297,
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      "lookbackDays": 63,
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      "hitRateLift1D": -0.4166666666666667,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
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      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
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      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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        "10": 0
      },
      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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        "10": 0
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      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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        "5": 0,
        "10": 0
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      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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        "1": 0,
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      "shadowMaxDrawdown": 0,
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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": 0.08867370366030475,
      "fitnessScore": -0.16258627758478997,
      "lookbackDays": 14,
      "returnLift1D": 0.00450362298919275,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08867370366030475,
      "fitnessScore": -0.16258627758478997,
      "lookbackDays": 21,
      "returnLift1D": 0.00450362298919275,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08867370366030475,
      "fitnessScore": -0.16258627758478997,
      "lookbackDays": 30,
      "returnLift1D": 0.00450362298919275,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08867370366030475,
      "fitnessScore": -0.16258627758478997,
      "lookbackDays": 45,
      "returnLift1D": 0.00450362298919275,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.16258627758478997,
      "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": "94afbaf2a6cfa8b5f79a4a0dcc287344b52ef95c96f3fbfb3e5919a95839ab7d",
    "size": 13,
    "members": [
      "PGR",
      "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",
      "PGR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "PGR",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "PGR",
    "hitRates": {
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    "hitRate1D": 0.4507042253521127,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.20501985272927492,
    "eligibleDays": 375,
    "fitnessScore": 0.05185372842856152,
    "lookbackDays": 14,
    "returnLift1D": 0.000947344863860567,
    "hitRateLift1D": -0.05062910798122061,
    "portfolioSize": 2,
    "activationRate": 0.18933333333333333,
    "activationCount": 71,
    "baselineHitRates": {
      "1": 0.5013333333333333,
      "5": 0.5040431266846361,
      "10": 0.46174863387978143
    },
    "sampleConfidence": 0.9981220657276996,
    "shadowSharpeLike": 0.3099937200967755,
    "avgForwardReturns": {
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      "5": 0.0015647857282145047,
      "10": 0.008908002047181385
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    "shadowMaxDrawdown": -0.1306385870035417,
    "shadowTotalReturn": 0.04049896655796914,
    "avgForwardReturn1D": 0.0008673743333540758,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-02-14",
      "2025-02-18",
      "2025-02-19",
      "2025-02-20",
      "2025-02-21",
      "2025-02-24"
    ],
    "horizonObservationCounts": {
      "1": 71,
      "5": 71,
      "10": 69
    },
    "baselineAvgForwardReturns": {
      "1": -0.0000799705305064912,
      "5": -0.0006905628011227592,
      "10": -0.0010789847511004128
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.20501985272927492,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.07981580695202307,
    "bestRawFitnessScore": 0.05185372842856152,
    "upperQuartileComboQuality": 0.10606107825171479
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.0951962828847913,
    "rawScore": 0.1028984514153162,
    "confidence": 0.8502957347834595,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        14
      ],
      "portfolioSizes": [
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      ]
    },
    "parameterStability": 0.06851940581093517,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "PGR",
      "hitRates": {
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        "5": 0.5492957746478874,
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        "2025-03-18",
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  "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."
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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": "94afbaf2a6cfa8b5f79a4a0dcc287344b52ef95c96f3fbfb3e5919a95839ab7d",
    "size": 13,
    "members": [
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      "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
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Return 1m
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Return 1w
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Return 1y
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Return 3m
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Return 5y
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Return 6m
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Sharpe 1m
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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
0.691
Liquidity
0.960
Momentum
0.478
Relative strength
0.375
Trend quality
0.335
Stability
0.632
Aggression
0.332
Downside risk
0.581
Drawdown state
0.650
Quality momentum
0.437
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.784
Benchmark Independence 3m Score
0.534
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.133
Correlation Change Score
0.375
Current Drawdown Score
0.627
Days Since 52w High Score
0.917
Distance From 52w High Score
0.804
Distance From Sma 20 Score
0.401
Distance From Sma 200 Score
0.497
Distance From Sma 50 Score
0.487
Downside Volatility 1m Score
0.671
Downside Volatility 1y Score
0.297
Downside Volatility 2y Score
0.285
Downside Volatility 3m Score
0.399
Downside Volatility 5y Score
0.275
Downside Volatility 6m Score
0.330
Drawdown Recovery Score
0.722
Excess Return 1m Score
0.424
Excess Return 1y Score
0.008
Excess Return 3m Score
0.469
Excess Return 6m Score
0.397
Expected Shortfall 95 1y Score
0.626
Log Avg Dollar Volume 20d Score
0.960
Log Market Cap Score
0.691
Drawdown Score 1m
0.489
Drawdown Score 1y
0.696
Drawdown Score 2y
0.621
Drawdown Score 3m
0.681
Drawdown Score 5y
0.696
Drawdown Score 6m
0.768
Momentum Acceleration 1m Vs 3m Score
0.344
Momentum Acceleration 3m Vs 6m Score
0.513
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.279
Relative Strength Slope 3m Score
0.582
Relative Volume 20d Score
0.276
Return 1m Score
0.434
Return 1w Score
0.521
Return 1y Score
0.432
Return 2y Score
0.286
Return 3m Score
0.527
Return 5y Score
0.188
Return 6m Score
0.518
Return Skewness 1y Score
0.359
Sector Excess Return 1y Score
0.192
Sharpe 1m Score
0.239
Sharpe 1y Score
0.336
Sharpe 2y Score
0.426
Sharpe 3m Score
0.486
Sharpe 5y Score
0.567
Sharpe 6m Score
0.458
Sortino 1m Score
0.290
Sortino 1y Score
0.337
Sortino 2y Score
0.390
Sortino 3m Score
0.425
Sortino 5y Score
0.477
Sortino 6m Score
0.410
Trend R2 1m Score
0.217
Trend R2 1w Score
0.041
Trend R2 1y Score
0.351
Trend R2 2y Score
0.246
Trend R2 3m Score
0.419
Trend R2 5y Score
0.850
Trend R2 6m Score
0.070
Trend Slope 1m Score
0.280
Trend Slope 1w Score
0.412
Trend Slope 1y Score
0.471
Trend Slope 2y Score
0.481
Trend Slope 3m Score
0.622
Trend Slope 5y Score
0.558
Trend Slope 6m Score
0.519
Volatility 1m Score
0.557
Volatility 1w Score
0.358
Volatility 1y Score
0.273
Volatility 2y Score
0.267
Volatility 3m Score
0.369
Volatility 5y Score
0.269
Volatility 6m Score
0.315
Worst Day 1y Score
0.529
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
757,065,622.448
Best Day 1y
0.044
Beta To Benchmark 1y
-0.433
Beta 3m
-1.166
Beta Change
-0.734
Beta To Sector 1y
0.370
Correlation To Benchmark 1y
-0.216
Correlation 3m
-0.466
Correlation Change
-0.251
Correlation To Sector 1y
0.212
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.784
Benchmark Independence 3m Score
0.534
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.133
Correlation Change Score
0.375
Current Drawdown Score
0.627
Distance From Sma 20 Score
0.401
Distance From Sma 200 Score
0.497
Current Drawdown
-0.242
Days Since 52w High
231
Distance From 52w High
-0.127
Distance From Sma 20
-0.060
Distance From Sma 200
-0.002
Distance From Sma 50
-0.008
Downside Capture 1y
2.681
Downside Volatility 1m
0.554
Downside Volatility 1w
-
Downside Volatility 1y
0.273
Downside Volatility 2y
0.264
Downside Volatility 3m
0.349
Downside Volatility 5y
0.256
Downside Volatility 6m
0.297
Drawdown Recovery
0.445
Excess Return 1m
-0.046
Excess Return 1y
-0.295
Excess Return 3m
-0.019
Excess Return 6m
-0.062
Expected Shortfall 95 1y
-0.037
Market Cap
124,320,762,000
Max Drawdown 1m
-0.128
Max Drawdown 1w
-0.036
Max Drawdown 1y
-0.198
Max Drawdown 2y
-0.304
Max Drawdown 3m
-0.128
Max Drawdown 5y
-0.304
Max Drawdown 6m
-0.128
Momentum Acceleration 1m Vs 3m
-0.047
Momentum Acceleration 3m Vs 6m
0.004
Moving Average Alignment
0
Relative Strength Acceleration
-0.004
Relative Strength Slope 3m
0.001
Relative Volume 20d
1.045
Return 1m
-0.040
Return 1w
0.006
Return 1y
-0.109
Return 2y
0.002
Return 3m
0.022
Return 5y
1.438
Return 6m
0.021
Return Skewness 1y
-0.847
Sector Excess Return 1y
-0.185
Sharpe 1m
-0.805
Sharpe 1y
-0.322
Sharpe 2y
0.130
Sharpe 3m
0.430
Sharpe 5y
0.835
Sharpe 6m
0.289
Sortino 1m
-0.680
Sortino 1y
-0.301
Sortino 2y
0.124
Sortino 3m
0.403
Sortino 5y
0.820
Sortino 6m
0.278
Trend R2 1m
0.217
Trend R2 1w
0.041
Trend R2 1y
0.351
Trend R2 2y
0.246
Trend R2 3m
0.419
Trend R2 5y
0.850
Trend R2 6m
0.070
Trend 1m
-0.004
Trend 1w
-0.001
Trend 1y
-0.000
Trend 2y
-0.000
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
0.000
Upside Capture 1y
0.280
Value At Risk 95 1y
-0.023
Volatility 1m
0.468
Volatility 1w
0.318
Volatility 1y
0.255
Volatility 2y
0.250
Volatility 3m
0.327
Volatility 5y
0.252
Volatility 6m
0.287
Worst Day 1y
-0.094
Distance From Sma 50 Score
0.487
Downside Volatility 1y Score
0.297
Downside Volatility 3m Score
0.399
Drawdown Recovery Score
0.722
Excess Return 1m Score
0.424
Excess Return 1y Score
0.008
Excess Return 3m Score
0.469
Excess Return 6m Score
0.397
Expected Shortfall 95 1y Score
0.626
Log Avg Dollar Volume 20d Score
0.960
Log Market Cap Score
0.691
Drawdown Score 1y
0.696
Drawdown Score 5y
0.696
Momentum Acceleration 1m Vs 3m Score
0.344
Momentum Acceleration 3m Vs 6m Score
0.513
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.279
Relative Volume 20d Score
0.276
Return 1m Score
0.434
Return 1y Score
0.432
Return 3m Score
0.527
Return 6m Score
0.518
Return Skewness 1y Score
0.359
Sortino 1y Score
0.337
Sortino 3m Score
0.425
Trend R2 1y Score
0.351
Trend R2 3m Score
0.419
Trend Slope 1y Score
0.471
Trend Slope 3m Score
0.622
Volatility 1y Score
0.273
Volatility 3m Score
0.369