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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

XAR

Unknown sector | v2 | as of 2026-07-23
Close

Research Detail

XAR

XAR

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
1.400
Correlation To Benchmark 1y
0.628
Inverse To Benchmark 1y
0.372
Drawdown Score 1m
0.570
Drawdown Score 3m
0.731
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
0.702
Drawdown Score 1y
0.735
Drawdown Score 2y
0.753
Drawdown Score 5y
0.717
Return 1w
0.044
Return 1m
-0.017
Return 3m
0.025
Return 6m
-0.051
Return 1y
0.258
Return 2y
0.881
Return 5y
1.207
Sharpe 1m
-0.686
Sharpe 3m
0.471
Sharpe 6m
-0.169
Sharpe 1y
0.953
Sharpe 2y
1.315
Sharpe 5y
0.785
Trend 1w
0.009
Trend 1m
-0.003
Trend 3m
0.001
Trend 6m
-0.000
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.203
Volatility 1m
0.259
Volatility 3m
0.316
Volatility 6m
0.321
Volatility 1y
0.283
Volatility 2y
0.267
Volatility 5y
0.238
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
XAR
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:11 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
98%
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
log_market_cap_score
Aptet Fit Score
0.170
Aptet Fit Raw Score
0.247
Aptet Fit Confidence
0.378
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.683
Force Fit Raw Score
0.702
Force Fit Confidence
0.946
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:11 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "XAR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "XAR",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "XAR",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08455034698059542,
    "eligibleDays": 330,
    "fitnessScore": -0.17405500167770047,
    "lookbackDays": 30,
    "returnLift1D": -0.0010569705104002086,
    "hitRateLift1D": -0.4642857142857143,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.4642857142857143,
      "5": 0.5,
      "10": 0.8421052631578947
    },
    "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": 0.0010569705104002086,
      "5": 0.011660773238624736,
      "10": 0.025519159175635256
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08455034698059542,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08455034698059542,
    "bestRawFitnessScore": -0.17405500167770047,
    "upperQuartileComboQuality": 0.08455034698059542
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1701217372586596,
    "rawScore": 0.2468766229792391,
    "confidence": 0.3781923554014739,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.8961817269738138,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "XAR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08455034698059542,
      "eligibleDays": 330,
      "fitnessScore": -0.17405500167770047,
      "lookbackDays": 30,
      "returnLift1D": -0.0010569705104002086,
      "hitRateLift1D": -0.4642857142857143,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4642857142857143,
        "5": 0.5,
        "10": 0.8421052631578947
      },
      "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": 0.0010569705104002086,
        "5": 0.011660773238624736,
        "10": 0.025519159175635256
      }
    },
    {
      "topN": 3,
      "ticker": "XAR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08455034698059542,
      "eligibleDays": 330,
      "fitnessScore": -0.17405500167770047,
      "lookbackDays": 30,
      "returnLift1D": -0.0010569705104002086,
      "hitRateLift1D": -0.4642857142857143,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4642857142857143,
        "5": 0.5,
        "10": 0.8421052631578947
      },
      "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": 0.0010569705104002086,
        "5": 0.011660773238624736,
        "10": 0.025519159175635256
      }
    },
    {
      "topN": 4,
      "ticker": "XAR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08455034698059542,
      "eligibleDays": 330,
      "fitnessScore": -0.17405500167770047,
      "lookbackDays": 30,
      "returnLift1D": -0.0010569705104002086,
      "hitRateLift1D": -0.4642857142857143,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4642857142857143,
        "5": 0.5,
        "10": 0.8421052631578947
      },
      "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": 0.0010569705104002086,
        "5": 0.011660773238624736,
        "10": 0.025519159175635256
      }
    },
    {
      "topN": 5,
      "ticker": "XAR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08455034698059542,
      "eligibleDays": 330,
      "fitnessScore": -0.17405500167770047,
      "lookbackDays": 30,
      "returnLift1D": -0.0010569705104002086,
      "hitRateLift1D": -0.4642857142857143,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4642857142857143,
        "5": 0.5,
        "10": 0.8421052631578947
      },
      "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": 0.0010569705104002086,
        "5": 0.011660773238624736,
        "10": 0.025519159175635256
      }
    },
    {
      "topN": 2,
      "ticker": "XAR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08455034698059542,
      "eligibleDays": 315,
      "fitnessScore": -0.17405500167770047,
      "lookbackDays": 45,
      "returnLift1D": -0.0010569705104002086,
      "hitRateLift1D": -0.4642857142857143,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4642857142857143,
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      },
      "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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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010569705104002086,
        "5": 0.011660773238624736,
        "10": 0.025519159175635256
      }
    },
    {
      "topN": 3,
      "ticker": "XAR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08455034698059542,
      "eligibleDays": 315,
      "fitnessScore": -0.17405500167770047,
      "lookbackDays": 45,
      "returnLift1D": -0.0010569705104002086,
      "hitRateLift1D": -0.4642857142857143,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4642857142857143,
        "5": 0.5,
        "10": 0.8421052631578947
      },
      "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": 0.0010569705104002086,
        "5": 0.011660773238624736,
        "10": 0.025519159175635256
      }
    },
    {
      "topN": 4,
      "ticker": "XAR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08455034698059542,
      "eligibleDays": 315,
      "fitnessScore": -0.17405500167770047,
      "lookbackDays": 45,
      "returnLift1D": -0.0010569705104002086,
      "hitRateLift1D": -0.4642857142857143,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4642857142857143,
        "5": 0.5,
        "10": 0.8421052631578947
      },
      "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": 0.0010569705104002086,
        "5": 0.011660773238624736,
        "10": 0.025519159175635256
      }
    },
    {
      "topN": 5,
      "ticker": "XAR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08455034698059542,
      "eligibleDays": 315,
      "fitnessScore": -0.17405500167770047,
      "lookbackDays": 45,
      "returnLift1D": -0.0010569705104002086,
      "hitRateLift1D": -0.4642857142857143,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4642857142857143,
        "5": 0.5,
        "10": 0.8421052631578947
      },
      "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": 0.0010569705104002086,
        "5": 0.011660773238624736,
        "10": 0.025519159175635256
      }
    },
    {
      "topN": 2,
      "ticker": "XAR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08455034698059542,
      "eligibleDays": 297,
      "fitnessScore": -0.17405500167770047,
      "lookbackDays": 63,
      "returnLift1D": -0.0010569705104002086,
      "hitRateLift1D": -0.4642857142857143,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4642857142857143,
        "5": 0.5,
        "10": 0.8421052631578947
      },
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  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
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  "lookbackSummary": [
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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."
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  "universeIdentity": {
    "hash": "83a946be6cdb5c998be7aedebcaeda6a90c2e55b3d65aa334f3fe74b6dee3b55",
    "size": 13,
    "members": [
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      "XAR",
      "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": {
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      0.4,
      0.3,
      0.2,
      0.1
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      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "XAR"
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    "lookbacks": [
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      45,
      63
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    "profileBreadth": 0.55,
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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."
  },
  "lookbackSummary": [
    {
      "comboQuality": 0.5101224303808968,
      "fitnessScore": 0.35890895599314276,
      "lookbackDays": 14,
      "returnLift1D": -0.0001335624180923132,
      "activationRate": 0.456,
      "activationCount": 171,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.1470210927595823,
      "avgForwardReturn1D": 0.001113936030782893
    },
    {
      "comboQuality": 0.6876038048727563,
      "fitnessScore": 0.52356692510251,
      "lookbackDays": 21,
      "returnLift1D": 0.000011659298756435841,
      "activationRate": 0.5054347826086957,
      "activationCount": 186,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.23537287174700317,
      "avgForwardReturn1D": 0.0013717114799969544
    },
    {
      "comboQuality": 0.7179683205287057,
      "fitnessScore": 0.5555693294752267,
      "lookbackDays": 30,
      "returnLift1D": 0.0009197103170628716,
      "activationRate": 0.31197771587743733,
      "activationCount": 112,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.27051004207420415,
      "avgForwardReturn1D": 0.0024115068604436615
    },
    {
      "comboQuality": 0.723614885438036,
      "fitnessScore": 0.5617420995635346,
      "lookbackDays": 45,
      "returnLift1D": -0.0003242174463402533,
      "activationRate": 0.4738372093023256,
      "activationCount": 163,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.22025303599957824,
      "avgForwardReturn1D": 0.001423765747115434
    },
    {
      "comboQuality": 0.8567873417865749,
      "fitnessScore": 0.7435490018315147,
      "lookbackDays": 63,
      "returnLift1D": 0.00011674442565371887,
      "activationRate": 0.5,
      "activationCount": 163,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.3359239486596455,
      "avgForwardReturn1D": 0.0019640217953623656
    }
  ],
  "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": "83a946be6cdb5c998be7aedebcaeda6a90c2e55b3d65aa334f3fe74b6dee3b55",
    "size": 13,
    "members": [
      "SMH",
      "XAR",
      "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.
9 fields
Liquidity
0.580
Momentum
0.508
Relative strength
0.440
Trend quality
0.336
Stability
0.696
Aggression
0.445
Downside risk
0.615
Drawdown state
0.874
Quality momentum
0.469
Vector snapshot
Feature coverage: 98%
Normalized features
Bounded [0,1] features used for ranking and clustering.
79 fields
Inverse To Benchmark 1y
0.372
Benchmark Independence 3m Score
0.431
Beta 1y Profile Score
0.560
Beta 3m Profile Score
0.550
Beta Change Score
0.487
Correlation Change Score
0.470
Current Drawdown Score
0.884
Days Since 52w High Score
0.508
Distance From 52w High Score
0.884
Distance From Sma 20 Score
0.490
Distance From Sma 200 Score
0.559
Distance From Sma 50 Score
0.480
Downside Volatility 1m Score
0.341
Downside Volatility 1y Score
0.291
Downside Volatility 2y Score
0.275
Downside Volatility 3m Score
0.308
Downside Volatility 5y Score
0.244
Downside Volatility 6m Score
0.325
Drawdown Recovery Score
1
Excess Return 1m Score
0.461
Excess Return 1y Score
0.619
Excess Return 3m Score
0.475
Excess Return 6m Score
0.277
Expected Shortfall 95 1y Score
0.663
Log Avg Dollar Volume 20d Score
0.580
Drawdown Score 1m
0.570
Drawdown Score 1y
0.735
Drawdown Score 2y
0.753
Drawdown Score 3m
0.731
Drawdown Score 5y
0.717
Drawdown Score 6m
0.702
Momentum Acceleration 1m Vs 3m Score
0.414
Momentum Acceleration 3m Vs 6m Score
0.557
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.317
Relative Strength Slope 3m Score
0.508
Relative Volume 20d Score
0.231
Return 1m Score
0.471
Return 1w Score
0.648
Return 1y Score
0.662
Return 2y Score
0.537
Return 3m Score
0.532
Return 5y Score
0.170
Return 6m Score
0.457
Return Skewness 1y Score
0.547
Sharpe 1m Score
0.263
Sharpe 1y Score
0.591
Sharpe 2y Score
0.663
Sharpe 3m Score
0.494
Sharpe 5y Score
0.557
Sharpe 6m Score
0.366
Sortino 1m Score
0.302
Sortino 1y Score
0.501
Sortino 2y Score
0.547
Sortino 3m Score
0.441
Sortino 5y Score
0.475
Sortino 6m Score
0.352
Trend R2 1m Score
0.423
Trend R2 1w Score
0.832
Trend R2 1y Score
0.681
Trend R2 2y Score
0.922
Trend R2 3m Score
0.156
Trend R2 5y Score
0.812
Trend R2 6m Score
0.007
Trend Slope 1m Score
0.293
Trend Slope 1w Score
1
Trend Slope 1y Score
0.568
Trend Slope 2y Score
0.593
Trend Slope 3m Score
0.549
Trend Slope 5y Score
0.550
Trend Slope 6m Score
0.495
Volatility 1m Score
0.279
Volatility 1w Score
0.204
Volatility 1y Score
0.311
Volatility 2y Score
0.290
Volatility 3m Score
0.355
Volatility 5y Score
0.250
Volatility 6m Score
0.361
Worst Day 1y Score
0.757
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
54,900,544.062
Best Day 1y
0.066
Beta To Benchmark 1y
1.400
Beta 3m
1.374
Beta Change
-0.026
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.628
Correlation 3m
0.569
Correlation Change
-0.060
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
39 fields
Inverse To Benchmark 1y
0.372
Benchmark Independence 3m Score
0.431
Beta 1y Profile Score
0.560
Beta 3m Profile Score
0.550
Beta Change Score
0.487
Correlation Change Score
0.470
Current Drawdown Score
0.884
Distance From Sma 20 Score
0.490
Distance From Sma 200 Score
0.559
Current Drawdown
-0.075
Days Since 52w High
128
Distance From 52w High
-0.075
Distance From Sma 20
-0.006
Distance From Sma 200
0.035
Distance From Sma 50
-0.012
Downside Capture 1y
0.708
Downside Volatility 1m
0.306
Downside Volatility 1w
-
Downside Volatility 1y
0.268
Downside Volatility 2y
0.256
Downside Volatility 3m
0.281
Downside Volatility 5y
0.233
Downside Volatility 6m
0.294
Drawdown Recovery
1
Excess Return 1m
-0.024
Excess Return 1y
0.072
Excess Return 3m
-0.015
Excess Return 6m
-0.134
Expected Shortfall 95 1y
-0.034
Market Cap
-
Max Drawdown 1m
-0.108
Max Drawdown 1w
-0.002
Max Drawdown 1y
-0.172
Max Drawdown 2y
-0.197
Max Drawdown 3m
-0.108
Max Drawdown 5y
-0.283
Max Drawdown 6m
-0.164
Momentum Acceleration 1m Vs 3m
-0.026
Momentum Acceleration 3m Vs 6m
0.017
Moving Average Alignment
0
Relative Strength Acceleration
-0.003
Relative Strength Slope 3m
0.000
Relative Volume 20d
0.923
Return 1m
-0.017
Return 1w
0.044
Return 1y
0.258
Return 2y
0.881
Return 3m
0.025
Return 5y
1.207
Return 6m
-0.051
Return Skewness 1y
0.280
Sector Excess Return 1y
-
Sharpe 1m
-0.686
Sharpe 1y
0.953
Sharpe 2y
1.315
Sharpe 3m
0.471
Sharpe 5y
0.785
Sharpe 6m
-0.169
Sortino 1m
-0.582
Sortino 1y
1.007
Sortino 2y
1.373
Sortino 3m
0.529
Sortino 5y
0.799
Sortino 6m
-0.185
Trend R2 1m
0.423
Trend R2 1w
0.832
Trend R2 1y
0.681
Trend R2 2y
0.922
Trend R2 3m
0.156
Trend R2 5y
0.812
Trend R2 6m
0.007
Trend 1m
-0.003
Trend 1w
0.009
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.001
Trend 5y
0.001
Trend 6m
-0.000
Upside Capture 1y
1.497
Value At Risk 95 1y
-0.027
Volatility 1m
0.259
Volatility 1w
0.203
Volatility 1y
0.283
Volatility 2y
0.267
Volatility 3m
0.316
Volatility 5y
0.238
Volatility 6m
0.321
Worst Day 1y
-0.049
Distance From Sma 50 Score
0.480
Downside Volatility 1y Score
0.291
Downside Volatility 3m Score
0.308
Drawdown Recovery Score
1
Excess Return 1m Score
0.461
Excess Return 1y Score
0.619
Excess Return 3m Score
0.475
Excess Return 6m Score
0.277
Expected Shortfall 95 1y Score
0.663
Log Avg Dollar Volume 20d Score
0.580
Drawdown Score 1y
0.735
Drawdown Score 5y
0.717
Momentum Acceleration 1m Vs 3m Score
0.414
Momentum Acceleration 3m Vs 6m Score
0.557
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.317
Relative Volume 20d Score
0.231
Return 1m Score
0.471
Return 1y Score
0.662
Return 3m Score
0.532
Return 6m Score
0.457
Return Skewness 1y Score
0.547
Sortino 1y Score
0.501
Sortino 3m Score
0.441
Trend R2 1y Score
0.681
Trend R2 3m Score
0.156
Trend Slope 1y Score
0.568
Trend Slope 3m Score
0.549
Volatility 1y Score
0.311
Volatility 3m Score
0.355