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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

TDG

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

Research Detail

TDG

TransDigm Group

Category

Sector: Defense

Industry / Category: Aerospace Components

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Aerospace components consolidator with strong defense and commercial aircraft exposure.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.735
Correlation To Benchmark 1y
0.322
Inverse To Benchmark 1y
0.678
Drawdown Score 1m
0.544
Drawdown Score 3m
0.715
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
0.602
Drawdown Score 1y
0.611
Drawdown Score 2y
0.684
Drawdown Score 5y
0.747
Return 1w
-0.014
Return 1m
-0.065
Return 3m
0.022
Return 6m
-0.163
Return 1y
-0.174
Return 2y
0.099
Return 5y
1.294
Sharpe 1m
-2.995
Sharpe 3m
0.442
Sharpe 6m
-0.960
Sharpe 1y
-0.511
Sharpe 2y
0.311
Sharpe 5y
0.734
Trend 1w
-0.003
Trend 1m
-0.006
Trend 3m
0.002
Trend 6m
-0.000
Trend 1y
-0.000
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.185
Volatility 1m
0.257
Volatility 3m
0.290
Volatility 6m
0.317
Volatility 1y
0.290
Volatility 2y
0.281
Volatility 5y
0.280
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
TDG
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:04 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
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
0.142
Aptet Fit Raw Score
0.190
Aptet Fit Confidence
0.488
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.225
Force Fit Raw Score
0.240
Force Fit Confidence
0.880
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:04 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "TDG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "TDG",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "TDG",
    "hitRates": {
      "1": 0.6111111111111112,
      "5": 0.5555555555555556,
      "10": 0.6923076923076923
    },
    "hitRate1D": 0.6111111111111112,
    "comboQuality": 0.38938315588161626,
    "eligibleDays": 352,
    "fitnessScore": 0.25102071724854974,
    "lookbackDays": 14,
    "returnLift1D": 0.0010402572413905008,
    "hitRateLift1D": 0.07057057057057059,
    "activationRate": 0.05113636363636364,
    "activationCount": 18,
    "baselineHitRates": {
      "1": 0.5405405405405406,
      "5": 0.5757575757575758,
      "10": 0.8214285714285714
    },
    "sampleConfidence": 0.9532572954092641,
    "shadowSharpeLike": 0.5004996086830003,
    "avgForwardReturns": {
      "1": 0.0022535901793347165,
      "5": 0.006910660383732701,
      "10": 0.020327955534002455
    },
    "shadowMaxDrawdown": -0.027300602164838206,
    "shadowTotalReturn": 0.0361927977033778,
    "avgForwardReturn1D": 0.0022535901793347165,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-08",
      "2026-06-09",
      "2026-06-10",
      "2026-06-11",
      "2026-06-15",
      "2026-06-16",
      "2026-06-18",
      "2026-06-22",
      "2026-06-23",
      "2026-06-24"
    ],
    "horizonObservationCounts": {
      "1": 18,
      "5": 18,
      "10": 13
    },
    "baselineAvgForwardReturns": {
      "1": 0.0012133329379442157,
      "5": 0.011713180766086578,
      "10": 0.026273345308815112
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.38938315588161626,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08443695324732985,
    "bestRawFitnessScore": 0.25102071724854974,
    "upperQuartileComboQuality": 0.11164385242673219
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.14156339384957853,
    "rawScore": 0.19032499864011448,
    "confidence": 0.48759642570402145,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        4
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.35115890426128527,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "TDG",
      "hitRates": {
        "1": 0.6111111111111112,
        "5": 0.5555555555555556,
        "10": 0.6923076923076923
      },
      "hitRate1D": 0.6111111111111112,
      "comboQuality": 0.38938315588161626,
      "eligibleDays": 352,
      "fitnessScore": 0.25102071724854974,
      "lookbackDays": 14,
      "returnLift1D": 0.0010402572413905008,
      "hitRateLift1D": 0.07057057057057059,
      "activationRate": 0.05113636363636364,
      "activationCount": 18,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.5757575757575758,
        "10": 0.8214285714285714
      },
      "sampleConfidence": 0.9532572954092641,
      "shadowSharpeLike": 0.5004996086830003,
      "avgForwardReturns": {
        "1": 0.0022535901793347165,
        "5": 0.006910660383732701,
        "10": 0.020327955534002455
      },
      "shadowMaxDrawdown": -0.027300602164838206,
      "shadowTotalReturn": 0.0361927977033778,
      "avgForwardReturn1D": 0.0022535901793347165,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-15",
        "2026-06-16",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 18,
        "5": 18,
        "10": 13
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012133329379442157,
        "5": 0.011713180766086578,
        "10": 0.026273345308815112
      }
    },
    {
      "topN": 5,
      "ticker": "TDG",
      "hitRates": {
        "1": 0.6,
        "5": 0.5789473684210527,
        "10": 0.7142857142857143
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.3268414624979316,
      "eligibleDays": 352,
      "fitnessScore": 0.19104875896021506,
      "lookbackDays": 14,
      "returnLift1D": -0.000026400491539067903,
      "hitRateLift1D": 0.05945945945945941,
      "activationRate": 0.056818181818181816,
      "activationCount": 20,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.5757575757575758,
        "10": 0.8214285714285714
      },
      "sampleConfidence": 0.9766666666666667,
      "shadowSharpeLike": 0.27127423897363034,
      "avgForwardReturns": {
        "1": 0.0011869324464051478,
        "5": 0.0071988364863973505,
        "10": 0.019684263785547836
      },
      "shadowMaxDrawdown": -0.04311047692932901,
      "shadowTotalReturn": 0.019633518025936825,
      "avgForwardReturn1D": 0.0011869324464051478,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23"
      ],
      "horizonObservationCounts": {
        "1": 20,
        "5": 19,
        "10": 14
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012133329379442157,
        "5": 0.011713180766086578,
        "10": 0.026273345308815112
      }
    },
    {
      "topN": 3,
      "ticker": "TDG",
      "hitRates": {
        "1": 0.5333333333333333,
        "5": 0.5333333333333333,
        "10": 0.6363636363636364
      },
      "hitRate1D": 0.5333333333333333,
      "comboQuality": 0.2128240527055389,
      "eligibleDays": 352,
      "fitnessScore": 0.06224307784361029,
      "lookbackDays": 14,
      "returnLift1D": -0.00048552596945018506,
      "hitRateLift1D": -0.007207207207207245,
      "activationRate": 0.04261363636363636,
      "activationCount": 15,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.5757575757575758,
        "10": 0.8214285714285714
      },
      "sampleConfidence": 0.9085361943036636,
      "shadowSharpeLike": 0.08404276086352075,
      "avgForwardReturns": {
        "1": 0.0007278069684940306,
        "5": 0.006375006339472966,
        "10": 0.019852341317257164
      },
      "shadowMaxDrawdown": -0.027786951863755793,
      "shadowTotalReturn": 0.004154544445011066,
      "avgForwardReturn1D": 0.0007278069684940306,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-15",
        "2026-06-18",
        "2026-06-22",
        "2026-06-24",
        "2026-06-25",
        "2026-06-26"
      ],
      "horizonObservationCounts": {
        "1": 15,
        "5": 15,
        "10": 11
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012133329379442157,
        "5": 0.011713180766086578,
        "10": 0.026273345308815112
      }
    },
    {
      "topN": 2,
      "ticker": "TDG",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.45454545454545453,
        "10": 0.5
      },
      "hitRate1D": 0.5454545454545454,
      "comboQuality": 0.21255474473789615,
      "eligibleDays": 352,
      "fitnessScore": 0.061889259791644,
      "lookbackDays": 14,
      "returnLift1D": -0.0004986076915178042,
      "hitRateLift1D": 0.004914004914004844,
      "activationRate": 0.03125,
      "activationCount": 11,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.5757575757575758,
        "10": 0.8214285714285714
      },
      "sampleConfidence": 0.8397090986084434,
      "shadowSharpeLike": 0.042272951035913754,
      "avgForwardReturns": {
        "1": 0.0007147252464264115,
        "5": 0.005687335062383533,
        "10": 0.004228407437816772
      },
      "shadowMaxDrawdown": -0.02778695186375557,
      "shadowTotalReturn": 0.0012246550896628516,
      "avgForwardReturn1D": 0.0007147252464264115,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-11",
        "2026-06-15",
        "2026-06-18",
        "2026-06-22",
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-02"
      ],
      "horizonObservationCounts": {
        "1": 11,
        "5": 11,
        "10": 8
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012133329379442157,
        "5": 0.011713180766086578,
        "10": 0.026273345308815112
      }
    },
    {
      "topN": 5,
      "ticker": "TDG",
      "hitRates": {
        "1": 0.5,
        "5": 0.38461538461538464,
        "10": 0.5
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.14220203391655217,
      "eligibleDays": 339,
      "fitnessScore": -0.04536635171388782,
      "lookbackDays": 21,
      "returnLift1D": -0.002061825594649967,
      "hitRateLift1D": -0.04054054054054057,
      "activationRate": 0.05014749262536873,
      "activationCount": 17,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.5757575757575758,
        "10": 0.8214285714285714
      },
      "sampleConfidence": 0.9021729843667952,
      "shadowSharpeLike": -0.2451932698985708,
      "avgForwardReturns": {
        "1": -0.0008484926567057516,
        "5": -0.007032998037269789,
        "10": -0.010806001766356238
      },
      "shadowMaxDrawdown": -0.04893624315537615,
      "shadowTotalReturn": -0.01693054553315987,
      "avgForwardReturn1D": -0.0008484926567057516,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-01"
      ],
      "horizonObservationCounts": {
        "1": 16,
        "5": 13,
        "10": 8
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012133329379442157,
        "5": 0.011713180766086578,
        "10": 0.026273345308815112
      }
    },
    {
      "topN": 3,
      "ticker": "TDG",
      "hitRates": {
        "1": 0.46153846153846156,
        "5": 0.36363636363636365,
        "10": 0.5714285714285714
      },
      "hitRate1D": 0.46153846153846156,
      "comboQuality": 0.10145779193012554,
      "eligibleDays": 339,
      "fitnessScore": -0.12984877871195655,
      "lookbackDays": 21,
      "returnLift1D": -0.0029908450490745923,
      "hitRateLift1D": -0.079002079002079,
      "activationRate": 0.038348082595870206,
      "activationCount": 13,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.5757575757575758,
        "10": 0.8214285714285714
      },
      "sampleConfidence": 0.8523985351307793,
      "shadowSharpeLike": -0.43046907157307945,
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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": 4,
      "comboQuality": 0.38938315588161626,
      "fitnessScore": 0.25102071724854974,
      "lookbackDays": 14,
      "returnLift1D": 0.0010402572413905008,
      "activationRate": 0.05113636363636364,
      "activationCount": 18,
      "sampleConfidence": 0.9532572954092641,
      "shadowTotalReturn": 0.0361927977033778,
      "avgForwardReturn1D": 0.0022535901793347165
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.14220203391655217,
      "fitnessScore": -0.04536635171388782,
      "lookbackDays": 21,
      "returnLift1D": -0.002061825594649967,
      "activationRate": 0.05014749262536873,
      "activationCount": 17,
      "sampleConfidence": 0.9021729843667952,
      "shadowTotalReturn": -0.01693054553315987,
      "avgForwardReturn1D": -0.0008484926567057516
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.06906226569690332,
      "fitnessScore": -0.22226045701228267,
      "lookbackDays": 30,
      "returnLift1D": -0.0038398559944013057,
      "activationRate": 0.01818181818181818,
      "activationCount": 6,
      "sampleConfidence": 0.6623585177389526,
      "shadowTotalReturn": -0.0171678092596933,
      "avgForwardReturn1D": -0.00262652305645709
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08443695324732985,
      "fitnessScore": -0.17437749918450995,
      "lookbackDays": 45,
      "returnLift1D": -0.0012133329379442157,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08443695324732985,
      "fitnessScore": -0.17437749918450995,
      "lookbackDays": 63,
      "returnLift1D": -0.0012133329379442157,
      "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": "34b78092a1c176cc4ccfc349a05ee493d4c4867dc7a697498fe688ace37b3b5e",
    "size": 13,
    "members": [
      "SMH",
      "TDG",
      "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",
      "TDG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "TDG",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "TDG",
    "hitRates": {
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      "5": 0.5679012345679012,
      "10": 0.5802469135802469
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    "hitRate1D": 0.6296296296296297,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.5385727120337483,
    "eligibleDays": 326,
    "fitnessScore": 0.3840115663382453,
    "lookbackDays": 63,
    "returnLift1D": 0.0011547717425127912,
    "hitRateLift1D": 0.09588729834128606,
    "portfolioSize": 4,
    "activationRate": 0.24846625766871167,
    "activationCount": 81,
    "baselineHitRates": {
      "1": 0.5337423312883436,
      "5": 0.5496894409937888,
      "10": 0.5488958990536278
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.4610248659900542,
    "avgForwardReturns": {
      "1": 0.0011757949145754546,
      "5": 0.0024814789725498177,
      "10": 0.0007546726651735905
    },
    "shadowMaxDrawdown": -0.11090363218448529,
    "shadowTotalReturn": 0.07289002270896128,
    "avgForwardReturn1D": 0.0011757949145754546,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-04",
      "2025-04-07",
      "2025-04-08",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21"
    ],
    "horizonObservationCounts": {
      "1": 81,
      "5": 81,
      "10": 81
    },
    "baselineAvgForwardReturns": {
      "1": 0.00002102317206266341,
      "5": 0.0008629757722297933,
      "10": 0.0015012059075373064
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5385727120337483,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.10741900041373506,
    "bestRawFitnessScore": 0.3840115663382453,
    "upperQuartileComboQuality": 0.13645690370916486
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.22543920912857182,
    "rawScore": 0.23976579808737153,
    "confidence": 0.880495140899295,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.4094903259476201,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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      "comboQuality": 0.5385727120337483,
      "eligibleDays": 326,
      "fitnessScore": 0.3840115663382453,
      "lookbackDays": 63,
      "returnLift1D": 0.0011547717425127912,
      "hitRateLift1D": 0.09588729834128606,
      "portfolioSize": 4,
      "activationRate": 0.24846625766871167,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4610248659900542,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.11090363218448529,
      "shadowTotalReturn": 0.07289002270896128,
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      "riskOffActivations": 0,
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        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
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        "2025-04-15",
        "2025-04-16",
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        "2025-04-21"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.5385727120337483,
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      "fitnessScore": 0.3840115663382453,
      "lookbackDays": 63,
      "returnLift1D": 0.0011547717425127912,
      "hitRateLift1D": 0.09588729834128606,
      "portfolioSize": 5,
      "activationRate": 0.24846625766871167,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.11090363218448529,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
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      "horizonObservationCounts": {
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      },
      "hitRate1D": 0.49019607843137253,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.013163223003931517,
      "eligibleDays": 375,
      "fitnessScore": -0.599757126533979,
      "lookbackDays": 14,
      "returnLift1D": -0.0034169566660088913,
      "hitRateLift1D": -0.037803921568627497,
      "portfolioSize": 4,
      "activationRate": 0.408,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.528,
        "5": 0.5444743935309974,
        "10": 0.5355191256830601
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.741641540737727,
      "avgForwardReturns": {
        "1": -0.0033587746759542567,
        "5": -0.008605225061132881,
        "10": -0.012925324855548466
      },
      "shadowMaxDrawdown": -0.4502097326503163,
      "shadowTotalReturn": -0.4366768609416497,
      "avgForwardReturn1D": -0.0033587746759542567,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-26",
        "2025-02-27"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 153,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.00005818199005463468,
        "5": 0.0002038344358721791,
        "10": 0.0007007559485029502
      }
    },
    {
      "topN": 5,
      "ticker": "TDG",
      "hitRates": {
        "1": 0.49019607843137253,
        "5": 0.49673202614379086,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.49019607843137253,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.013163223003931517,
      "eligibleDays": 375,
      "fitnessScore": -0.599757126533979,
      "lookbackDays": 14,
      "returnLift1D": -0.0034169566660088913,
      "hitRateLift1D": -0.037803921568627497,
      "portfolioSize": 5,
      "activationRate": 0.408,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.528,
        "5": 0.5444743935309974,
        "10": 0.5355191256830601
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.741641540737727,
      "avgForwardReturns": {
        "1": -0.0033587746759542567,
        "5": -0.008605225061132881,
        "10": -0.012925324855548466
      },
      "shadowMaxDrawdown": -0.4502097326503163,
      "shadowTotalReturn": -0.4366768609416497,
      "avgForwardReturn1D": -0.0033587746759542567,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-26",
        "2025-02-27"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 153,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.00005818199005463468,
        "5": 0.0002038344358721791,
        "10": 0.0007007559485029502
      }
    }
  ],
  "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": 0.026465954855962162,
      "fitnessScore": -0.4431161945273183,
      "lookbackDays": 14,
      "returnLift1D": -0.0029250069905587942,
      "activationRate": 0.23466666666666666,
      "activationCount": 88,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.2579645421937051,
      "avgForwardReturn1D": -0.0028668250005041596
    },
    {
      "comboQuality": 0.1231266653108574,
      "fitnessScore": -0.08189276392766891,
      "lookbackDays": 21,
      "returnLift1D": -0.0011990079624624023,
      "activationRate": 0.3532608695652174,
      "activationCount": 130,
      "sampleConfidence": 0.9994871794871796,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.17668440751627246,
      "avgForwardReturn1D": -0.0011462395257226827
    },
    {
      "comboQuality": 0.12429347579475206,
      "fitnessScore": -0.0795248115857643,
      "lookbackDays": 30,
      "returnLift1D": -0.0013619411352703075,
      "activationRate": 0.29526462395543174,
      "activationCount": 106,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.15709343448832835,
      "avgForwardReturn1D": -0.001230950558698687
    },
    {
      "comboQuality": 0.22204613867678488,
      "fitnessScore": 0.0741679542684752,
      "lookbackDays": 45,
      "returnLift1D": -0.000055746918869682685,
      "activationRate": 0.13372093023255813,
      "activationCount": 46,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.015220650313857442,
      "avgForwardReturn1D": 0.000027207800245531782
    },
    {
      "comboQuality": 0.5385727120337483,
      "fitnessScore": 0.3840115663382453,
      "lookbackDays": 63,
      "returnLift1D": 0.0011547717425127912,
      "activationRate": 0.24846625766871167,
      "activationCount": 81,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.07289002270896128,
      "avgForwardReturn1D": 0.0011757949145754546
    }
  ],
  "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": "34b78092a1c176cc4ccfc349a05ee493d4c4867dc7a697498fe688ace37b3b5e",
    "size": 13,
    "members": [
      "SMH",
      "TDG",
      "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
0.893
Momentum
0.438
Relative strength
0.281
Trend quality
0.313
Stability
0.603
Aggression
0.354
Downside risk
0.615
Drawdown state
0.613
Quality momentum
0.403
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.678
Benchmark Independence 3m Score
0.689
Beta 1y Profile Score
0.294
Beta 3m Profile Score
0.275
Beta Change Score
0.477
Correlation Change Score
0.495
Current Drawdown Score
0.693
Days Since 52w High Score
0.976
Distance From 52w High Score
0.693
Distance From Sma 20 Score
0.422
Distance From Sma 200 Score
0.412
Distance From Sma 50 Score
0.448
Downside Volatility 1m Score
0.273
Downside Volatility 1y Score
0.375
Downside Volatility 2y Score
0.358
Downside Volatility 3m Score
0.295
Downside Volatility 5y Score
0.333
Downside Volatility 6m Score
0.372
Drawdown Recovery Score
0.641
Excess Return 1m Score
0.382
Excess Return 1y Score
0
Excess Return 3m Score
0.469
Excess Return 6m Score
0.091
Expected Shortfall 95 1y Score
0.532
Log Avg Dollar Volume 20d Score
0.893
Log Market Cap Score
0.634
Drawdown Score 1m
0.544
Drawdown Score 1y
0.611
Drawdown Score 2y
0.684
Drawdown Score 3m
0.715
Drawdown Score 5y
0.747
Drawdown Score 6m
0.602
Momentum Acceleration 1m Vs 3m Score
0.260
Momentum Acceleration 3m Vs 6m Score
0.615
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.188
Relative Strength Slope 3m Score
0.557
Relative Volume 20d Score
0.245
Return 1m Score
0.392
Return 1w Score
0.453
Return 1y Score
0.391
Return 2y Score
0.314
Return 3m Score
0.527
Return 5y Score
0.176
Return 6m Score
0.364
Return Skewness 1y Score
0.233
Sector Excess Return 1y Score
0
Sharpe 1m Score
0
Sharpe 1y Score
0.298
Sharpe 2y Score
0.462
Sharpe 3m Score
0.488
Sharpe 5y Score
0.547
Sharpe 6m Score
0.208
Sortino 1m Score
0
Sortino 1y Score
0.319
Sortino 2y Score
0.409
Sortino 3m Score
0.434
Sortino 5y Score
0.461
Sortino 6m Score
0.259
Trend R2 1m Score
0.765
Trend R2 1w Score
0.394
Trend R2 1y Score
0.270
Trend R2 2y Score
0.089
Trend R2 3m Score
0.388
Trend R2 5y Score
0.878
Trend R2 6m Score
0.093
Trend Slope 1m Score
0.139
Trend Slope 1w Score
0.287
Trend Slope 1y Score
0.473
Trend Slope 2y Score
0.508
Trend Slope 3m Score
0.598
Trend Slope 5y Score
0.564
Trend Slope 6m Score
0.470
Volatility 1m Score
0.276
Volatility 1w Score
0.181
Volatility 1y Score
0.321
Volatility 2y Score
0.308
Volatility 3m Score
0.319
Volatility 5y Score
0.307
Volatility 6m Score
0.357
Worst Day 1y Score
0.403
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
476,012,687.448
Best Day 1y
0.051
Beta To Benchmark 1y
0.735
Beta 3m
0.689
Beta Change
-0.046
Beta To Sector 1y
0.750
Correlation To Benchmark 1y
0.322
Correlation 3m
0.311
Correlation Change
-0.011
Correlation To Sector 1y
0.432
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.678
Benchmark Independence 3m Score
0.689
Beta 1y Profile Score
0.294
Beta 3m Profile Score
0.275
Beta Change Score
0.477
Correlation Change Score
0.495
Current Drawdown Score
0.693
Distance From Sma 20 Score
0.422
Distance From Sma 200 Score
0.412
Current Drawdown
-0.200
Days Since 52w High
246
Distance From 52w High
-0.200
Distance From Sma 20
-0.047
Distance From Sma 200
-0.053
Distance From Sma 50
-0.031
Downside Capture 1y
1.093
Downside Volatility 1m
0.255
Downside Volatility 1w
-
Downside Volatility 1y
0.331
Downside Volatility 2y
0.318
Downside Volatility 3m
0.272
Downside Volatility 5y
0.300
Downside Volatility 6m
0.329
Drawdown Recovery
0.282
Excess Return 1m
-0.071
Excess Return 1y
-0.361
Excess Return 3m
-0.019
Excess Return 6m
-0.246
Expected Shortfall 95 1y
-0.047
Market Cap
69,173,621,431.93
Max Drawdown 1m
-0.114
Max Drawdown 1w
-0.030
Max Drawdown 1y
-0.253
Max Drawdown 2y
-0.253
Max Drawdown 3m
-0.114
Max Drawdown 5y
-0.253
Max Drawdown 6m
-0.219
Momentum Acceleration 1m Vs 3m
-0.072
Momentum Acceleration 3m Vs 6m
0.034
Moving Average Alignment
0
Relative Strength Acceleration
-0.005
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.962
Return 1m
-0.065
Return 1w
-0.014
Return 1y
-0.174
Return 2y
0.099
Return 3m
0.022
Return 5y
1.294
Return 6m
-0.163
Return Skewness 1y
-1.604
Sector Excess Return 1y
-0.395
Sharpe 1m
-2.995
Sharpe 1y
-0.511
Sharpe 2y
0.311
Sharpe 3m
0.442
Sharpe 5y
0.734
Sharpe 6m
-0.960
Sortino 1m
-3.018
Sortino 1y
-0.448
Sortino 2y
0.274
Sortino 3m
0.472
Sortino 5y
0.686
Sortino 6m
-0.926
Trend R2 1m
0.765
Trend R2 1w
0.394
Trend R2 1y
0.270
Trend R2 2y
0.089
Trend R2 3m
0.388
Trend R2 5y
0.878
Trend R2 6m
0.093
Trend 1m
-0.006
Trend 1w
-0.003
Trend 1y
-0.000
Trend 2y
0.000
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
-0.000
Upside Capture 1y
0.636
Value At Risk 95 1y
-0.026
Volatility 1m
0.257
Volatility 1w
0.185
Volatility 1y
0.290
Volatility 2y
0.281
Volatility 3m
0.290
Volatility 5y
0.280
Volatility 6m
0.317
Worst Day 1y
-0.119
Distance From Sma 50 Score
0.448
Downside Volatility 1y Score
0.375
Downside Volatility 3m Score
0.295
Drawdown Recovery Score
0.641
Excess Return 1m Score
0.382
Excess Return 1y Score
0
Excess Return 3m Score
0.469
Excess Return 6m Score
0.091
Expected Shortfall 95 1y Score
0.532
Log Avg Dollar Volume 20d Score
0.893
Log Market Cap Score
0.634
Drawdown Score 1y
0.611
Drawdown Score 5y
0.747
Momentum Acceleration 1m Vs 3m Score
0.260
Momentum Acceleration 3m Vs 6m Score
0.615
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.188
Relative Volume 20d Score
0.245
Return 1m Score
0.392
Return 1y Score
0.391
Return 3m Score
0.527
Return 6m Score
0.364
Return Skewness 1y Score
0.233
Sortino 1y Score
0.319
Sortino 3m Score
0.434
Trend R2 1y Score
0.270
Trend R2 3m Score
0.388
Trend Slope 1y Score
0.473
Trend Slope 3m Score
0.598
Volatility 1y Score
0.321
Volatility 3m Score
0.319