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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 251-300 of 355
Page 6 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
APHInformation Technology0.6250.5690.5831.0000.970 strong0.960 strong98%Jul 26, 12:31 AM
APGEHealth Care0.9650.8380.5040.9660.929 strong0.874 strong100%Jul 26, 12:30 AM
APGIndustrials0.4430.4280.6660.712
Ticker detail

AMGN

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

Research Detail

AMGN

AMGN

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
0.451
Correlation To Benchmark 1y
0.212
Inverse To Benchmark 1y
0.788
Drawdown Score 1m
0.798
Drawdown Score 3m
0.822
0.834 strong
0.777 good
100%
Jul 26, 12:30 AM
APEIConsumer Staples0.6690.6520.6220.4010.789 good0.810 strong100%Jul 26, 12:30 AM
APDMaterials0.5660.4970.6320.8930.210 poor0.227 poor100%Jul 26, 12:29 AM
APAMFinancials0.5110.4550.6680.4860.250 poor0.241 poor100%Jul 26, 12:29 AM
APAEnergy0.4610.5110.5460.7670.732 good0.718 good100%Jul 26, 12:28 AM
AOSLInformation Technology0.6330.5580.2150.5090.696 good0.703 good100%Jul 26, 12:28 AM
AOSIndustrials0.4780.4200.5840.6850.135 poor0.141 poor100%Jul 26, 12:27 AM
AORTHealth Care0.4050.3690.3520.4300.659 good0.638 moderate100%Jul 26, 12:27 AM
AONFinancials0.5920.5180.6940.9200.085 poor0.113 poor100%Jul 26, 12:27 AM
ANIPHealth Care0.5380.4400.5400.4780.411 weak0.440 weak100%Jul 26, 12:26 AM
ANFConsumer Discretionary0.5590.3870.2890.6830.171 poor0.242 poor100%Jul 26, 12:26 AM
ANETInformation Technology0.6490.6110.4941.0000.704 good0.694 good98%Jul 26, 12:25 AM
ANDEConsumer Staples0.5690.6000.6760.4640.937 strong0.826 strong100%Jul 26, 12:25 AM
ANABHealth Care0.8880.8040.4750.5410.985 strong0.904 strong100%Jul 26, 12:24 AM
ANConsumer Discretionary0.4790.4150.6280.6360.393 weak0.350 poor100%Jul 26, 12:24 AM
AMSCIndustrials0.3940.3230.1620.5280.993 strong0.984 strong100%Jul 26, 12:24 AM
AMZNConsumer Discretionary0.4720.4460.5941.0000.277 poor0.272 poor100%Jul 26, 12:23 AM
AMRXHealth Care0.8000.7300.6810.5320.968 strong0.942 strong100%Jul 26, 12:23 AM
AMTReal Estate0.3930.3320.5810.9170.151 poor0.195 poor100%Jul 26, 12:23 AM
AMRCIndustrials0.4510.3250.1720.3890.935 strong0.924 strong100%Jul 26, 12:23 AM
AMRMaterials0.2500.2630.3190.5450.523 moderate0.529 moderate100%Jul 26, 12:22 AM
AMPXIndustrials0.2470.3530.2320.6700.990 strong0.986 strong100%Jul 26, 12:22 AM
AMPLInformation Technology0.7970.5660.2990.4340.069 poor0.130 poor100%Jul 26, 12:21 AM
AMPFinancials0.6330.5090.6480.8580.304 poor0.284 poor100%Jul 26, 12:21 AM
AMNHealth Care0.7300.7110.3100.5050.120 poor0.109 poor100%Jul 26, 12:20 AM
AMKRInformation Technology0.6420.6270.4410.9010.993 strong0.979 strong100%Jul 26, 12:20 AM
AMHReal Estate0.5470.5280.6570.6350.226 poor0.300 poor100%Jul 26, 12:19 AM
AMGNHealth Care0.6090.6040.7110.9730.116 poor0.243 poor100%Jul 26, 12:19 AM
AMGFinancials0.7000.6950.7030.6780.915 strong0.907 strong100%Jul 26, 12:18 AM
AMEIndustrials0.5440.5250.7600.8180.236 poor0.224 poor100%Jul 26, 12:18 AM
AMDInformation Technology0.7320.7440.4761.0000.155 poor0.998 strong100%Jul 26, 12:17 AM
AMCRConsumer Discretionary0.6110.4760.5660.7200.128 poor0.165 poor100%Jul 26, 12:17 AM
AMBAInformation Technology0.7560.5280.2060.7090.154 poor0.129 poor100%Jul 26, 12:16 AM
AMATInformation Technology0.6890.7150.5221.0000.136 poor0.996 strong100%Jul 26, 12:16 AM
AMEnergy0.5910.5940.7480.5890.407 weak0.467 weak100%Jul 26, 12:16 AM
ALVConsumer Discretionary0.4910.4040.6120.6410.640 moderate0.596 moderate100%Jul 26, 12:15 AM
ALSNConsumer Discretionary0.4650.4480.6650.7570.767 good0.727 good100%Jul 26, 12:15 AM
ALRMInformation Technology0.6480.5220.5580.4920.150 poor0.128 poor100%Jul 26, 12:15 AM
ALNYHealth Care0.3820.3520.4910.8870.122 poor0.472 weak100%Jul 26, 12:14 AM
ALNTInformation Technology0.7240.7000.5630.4910.980 strong0.976 strong100%Jul 26, 12:14 AM
ALMSHealth Care0.8560.6860.3970.5650.996 strong0.989 strong100%Jul 26, 12:14 AM
ALMMaterials0.5730.5310.3190.6720.993 strong0.999 strong100%Jul 26, 12:13 AM
ALLYFinancials0.5780.5210.6360.7130.537 moderate0.460 weak100%Jul 26, 12:12 AM
ALLEIndustrials0.5070.4550.6340.7490.655 good0.650 good100%Jul 26, 12:11 AM
ALLFinancials0.7160.6880.7290.8840.262 poor0.265 poor100%Jul 26, 12:11 AM
ALKTInformation Technology0.5870.4440.3830.5270.094 poor0.089 poor100%Jul 26, 12:11 AM
ALKSHealth Care0.8450.8120.6160.7110.756 good0.691 good100%Jul 26, 12:10 AM
ALKIndustrials0.6530.5060.3990.7400.375 weak0.418 weak100%Jul 26, 12:10 AM
PreviousPage 6 of 8Next
Drawdown Score 6m
0.699
Drawdown Score 1y
0.745
Drawdown Score 2y
0.716
Drawdown Score 5y
0.751
Return 1w
-0.000
Return 1m
0.071
Return 3m
0.082
Return 6m
0.097
Return 1y
0.252
Return 2y
0.193
Return 5y
0.763
Sharpe 1m
3.631
Sharpe 3m
1.352
Sharpe 6m
0.816
Sharpe 1y
0.964
Sharpe 2y
0.463
Sharpe 5y
0.590
Trend 1w
0.000
Trend 1m
0.002
Trend 3m
0.002
Trend 6m
-0.000
Trend 1y
0.001
Trend 2y
0.000
Trend 5y
0.000
Volatility 1w
0.176
Volatility 1m
0.233
Volatility 3m
0.258
Volatility 6m
0.271
Volatility 1y
0.270
Volatility 2y
0.269
Volatility 5y
0.241
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
AMGN
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:19 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.116
Aptet Fit Raw Score
0.190
Aptet Fit Confidence
0.223
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.243
Force Fit Raw Score
0.259
Force Fit Confidence
0.881
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:19 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AMGN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AMGN",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "AMGN",
    "hitRates": {
      "1": 0.5,
      "5": 1,
      "10": 0
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.13762163261294183,
    "eligibleDays": 352,
    "fitnessScore": -0.053740917523270405,
    "lookbackDays": 14,
    "returnLift1D": -0.004358043900241939,
    "hitRateLift1D": -0.02631578947368418,
    "activationRate": 0.014204545454545454,
    "activationCount": 5,
    "baselineHitRates": {
      "1": 0.5263157894736842,
      "5": 0.7333333333333333,
      "10": 0.5
    },
    "sampleConfidence": 0.605,
    "shadowSharpeLike": -0.5250920178216834,
    "avgForwardReturns": {
      "1": -0.0016490905418986845,
      "5": 0.026479650727062376,
      "10": 0
    },
    "shadowMaxDrawdown": -0.014964981769673646,
    "shadowTotalReturn": -0.00966939751554563,
    "avgForwardReturn1D": -0.0016490905418986845,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-07-14",
      "2026-07-15",
      "2026-07-17",
      "2026-07-20",
      "2026-07-22"
    ],
    "horizonObservationCounts": {
      "1": 4,
      "5": 2,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.002708953358343255,
      "5": 0.012427377715685303,
      "10": 0.01229840190763376
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.13762163261294183,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08335928968595918,
    "bestRawFitnessScore": -0.053740917523270405,
    "upperQuartileComboQuality": 0.08335928968595918
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.11627594407495045,
    "rawScore": 0.19008433853899478,
    "confidence": 0.22341424831375128,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.5762877767559003,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.13762163261294183,
      "eligibleDays": 352,
      "fitnessScore": -0.053740917523270405,
      "lookbackDays": 14,
      "returnLift1D": -0.004358043900241939,
      "hitRateLift1D": -0.02631578947368418,
      "activationRate": 0.014204545454545454,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.605,
      "shadowSharpeLike": -0.5250920178216834,
      "avgForwardReturns": {
        "1": -0.0016490905418986845,
        "5": 0.026479650727062376,
        "10": 0
      },
      "shadowMaxDrawdown": -0.014964981769673646,
      "shadowTotalReturn": -0.00966939751554563,
      "avgForwardReturn1D": -0.0016490905418986845,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-14",
        "2026-07-15",
        "2026-07-17",
        "2026-07-20",
        "2026-07-22"
      ],
      "horizonObservationCounts": {
        "1": 4,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 4,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.12198639226100808,
      "eligibleDays": 352,
      "fitnessScore": -0.08422557033034224,
      "lookbackDays": 14,
      "returnLift1D": -0.008025471851836715,
      "hitRateLift1D": -0.02631578947368418,
      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.49059193797592754,
      "shadowSharpeLike": -0.7182359587382734,
      "avgForwardReturns": {
        "1": -0.005316518493493461,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.01397920748235415,
      "shadowTotalReturn": -0.011659185877351486,
      "avgForwardReturn1D": -0.005316518493493461,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-17",
        "2026-07-20"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 2,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 352,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 14,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "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": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 2,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 339,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 21,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "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": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 3,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 339,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 21,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "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": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 4,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 339,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 21,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "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": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 5,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 339,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 21,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "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": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 2,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 330,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 30,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "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
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      "baselineAvgForwardReturns": {
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    },
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    },
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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": [
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      "comboQuality": 0.13762163261294183,
      "fitnessScore": -0.053740917523270405,
      "lookbackDays": 14,
      "returnLift1D": -0.004358043900241939,
      "activationRate": 0.014204545454545454,
      "activationCount": 5,
      "sampleConfidence": 0.605,
      "shadowTotalReturn": -0.00966939751554563,
      "avgForwardReturn1D": -0.0016490905418986845
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08335928968595918,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 21,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08335928968595918,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 30,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.177462216301583,
      "lookbackDays": 45,
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      "activationRate": 0,
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      "shadowTotalReturn": 0,
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    {
      "bestTopN": 2,
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      "lookbackDays": 63,
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      "activationRate": 0,
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      "shadowTotalReturn": 0,
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    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "e35c7f8784b4f283027e5d788f03a97754617b90d6433a39118fde4ecdaf381d",
    "size": 13,
    "members": [
      "AMGN",
      "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",
      "AMGN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AMGN",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "rankWeights": [
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    "comboQuality": 0.312944586848758,
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    "lookbackDays": 14,
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    "hitRateLift1D": 0.02428368794326241,
    "portfolioSize": 3,
    "activationRate": 0.376,
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    "shadowSharpeLike": 0.006717390712707575,
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    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-01-27",
      "2025-01-28",
      "2025-01-29",
      "2025-01-30",
      "2025-01-31",
      "2025-02-03",
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    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
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      "activationCount": 97,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.0348807865755274,
      "avgForwardReturn1D": -0.00008507739151042415
    }
  ],
  "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": "e35c7f8784b4f283027e5d788f03a97754617b90d6433a39118fde4ecdaf381d",
    "size": 13,
    "members": [
      "AMGN",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
Inverse To Benchmark 1y
-
Return 1m
-
Return 1w
-
Return 1y
-
Return 2w
-
Return 2y
-
Return 3m
-
Return 5y
-
Return 6m
-
Sharpe 1m
-
Sharpe 1w
-
Sharpe 1y
-
Sharpe 2w
-
Sharpe 2y
-
Sharpe 3m
-
Sharpe 5y
-
Sharpe 6m
-
Sharpe Score
-
Trend 1m
-
Trend 1w
-
Trend 1y
-
Trend 2w
-
Trend 2y
-
Trend 3m
-
Trend 5y
-
Trend 6m
-
Volatility 1m
-
Volatility 1w
-
Volatility 1y
-
Volatility 2w
-
Volatility 2y
-
Volatility 3m
-
Volatility 5y
-
Volatility 6m
-
Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.739
Liquidity
0.973
Momentum
0.609
Relative strength
0.575
Trend quality
0.596
Stability
0.711
Aggression
0.374
Downside risk
0.644
Drawdown state
0.925
Quality momentum
0.604
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.788
Benchmark Independence 3m Score
0.961
Beta 1y Profile Score
0.180
Beta 3m Profile Score
0.031
Beta Change Score
0.313
Correlation Change Score
0.413
Current Drawdown Score
0.945
Days Since 52w High Score
0.397
Distance From 52w High Score
0.945
Distance From Sma 20 Score
0.535
Distance From Sma 200 Score
0.666
Distance From Sma 50 Score
0.606
Downside Volatility 1m Score
0.153
Downside Volatility 1y Score
0.250
Downside Volatility 2y Score
0.294
Downside Volatility 3m Score
0.238
Downside Volatility 5y Score
0.237
Downside Volatility 6m Score
0.248
Drawdown Recovery Score
1
Excess Return 1m Score
0.607
Excess Return 1y Score
0.608
Excess Return 3m Score
0.569
Excess Return 6m Score
0.524
Expected Shortfall 95 1y Score
0.687
Log Avg Dollar Volume 20d Score
0.973
Log Market Cap Score
0.739
Drawdown Score 1m
0.798
Drawdown Score 1y
0.745
Drawdown Score 2y
0.716
Drawdown Score 3m
0.822
Drawdown Score 5y
0.751
Drawdown Score 6m
0.699
Momentum Acceleration 1m Vs 3m Score
0.644
Momentum Acceleration 3m Vs 6m Score
0.537
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.636
Relative Strength Slope 3m Score
0.577
Relative Volume 20d Score
0.200
Return 1m Score
0.618
Return 1w Score
0.499
Return 1y Score
0.657
Return 2y Score
0.341
Return 3m Score
0.603
Return 5y Score
0.136
Return 6m Score
0.581
Return Skewness 1y Score
0.654
Sector Excess Return 1y Score
0.536
Sharpe 1m Score
1
Sharpe 1y Score
0.593
Sharpe 2y Score
0.493
Sharpe 3m Score
0.670
Sharpe 5y Score
0.518
Sharpe 6m Score
0.563
Sortino 1m Score
1
Sortino 1y Score
0.512
Sortino 2y Score
0.432
Sortino 3m Score
0.565
Sortino 5y Score
0.453
Sortino 6m Score
0.492
Trend R2 1m Score
0.340
Trend R2 1w Score
0.000
Trend R2 1y Score
0.664
Trend R2 2y Score
0.391
Trend R2 3m Score
0.700
Trend R2 5y Score
0.841
Trend R2 6m Score
0.021
Trend Slope 1m Score
0.606
Trend Slope 1w Score
0.505
Trend Slope 1y Score
0.569
Trend Slope 2y Score
0.529
Trend Slope 3m Score
0.617
Trend Slope 5y Score
0.531
Trend Slope 6m Score
0.489
Volatility 1m Score
0.244
Volatility 1w Score
0.168
Volatility 1y Score
0.294
Volatility 2y Score
0.292
Volatility 3m Score
0.277
Volatility 5y Score
0.255
Volatility 6m Score
0.295
Worst Day 1y Score
0.743
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
830,055,680.495
Best Day 1y
0.082
Beta To Benchmark 1y
0.451
Beta 3m
0.077
Beta Change
-0.374
Beta To Sector 1y
1.173
Correlation To Benchmark 1y
0.212
Correlation 3m
0.039
Correlation Change
-0.173
Correlation To Sector 1y
0.685
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.788
Benchmark Independence 3m Score
0.961
Beta 1y Profile Score
0.180
Beta 3m Profile Score
0.031
Beta Change Score
0.313
Correlation Change Score
0.413
Current Drawdown Score
0.945
Distance From Sma 20 Score
0.535
Distance From Sma 200 Score
0.666
Current Drawdown
-0.036
Days Since 52w High
100
Distance From 52w High
-0.036
Distance From Sma 20
0.021
Distance From Sma 200
0.100
Distance From Sma 50
0.064
Downside Capture 1y
1.528
Downside Volatility 1m
0.165
Downside Volatility 1w
-
Downside Volatility 1y
0.237
Downside Volatility 2y
0.271
Downside Volatility 3m
0.229
Downside Volatility 5y
0.227
Downside Volatility 6m
0.236
Drawdown Recovery
1
Excess Return 1m
0.064
Excess Return 1y
0.065
Excess Return 3m
0.041
Excess Return 6m
0.014
Expected Shortfall 95 1y
-0.031
Market Cap
202,951,899,354.96
Max Drawdown 1m
-0.051
Max Drawdown 1w
-0.020
Max Drawdown 1y
-0.166
Max Drawdown 2y
-0.227
Max Drawdown 3m
-0.071
Max Drawdown 5y
-0.249
Max Drawdown 6m
-0.166
Momentum Acceleration 1m Vs 3m
0.043
Momentum Acceleration 3m Vs 6m
0.011
Moving Average Alignment
1
Relative Strength Acceleration
0.002
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.839
Return 1m
0.071
Return 1w
-0.000
Return 1y
0.252
Return 2y
0.193
Return 3m
0.082
Return 5y
0.763
Return 6m
0.097
Return Skewness 1y
0.924
Sector Excess Return 1y
0.022
Sharpe 1m
3.631
Sharpe 1y
0.964
Sharpe 2y
0.463
Sharpe 3m
1.352
Sharpe 5y
0.590
Sharpe 6m
0.816
Sortino 1m
5.121
Sortino 1y
1.099
Sortino 2y
0.460
Sortino 3m
1.524
Sortino 5y
0.626
Sortino 6m
0.938
Trend R2 1m
0.340
Trend R2 1w
0.000
Trend R2 1y
0.664
Trend R2 2y
0.391
Trend R2 3m
0.700
Trend R2 5y
0.841
Trend R2 6m
0.021
Trend 1m
0.002
Trend 1w
0.000
Trend 1y
0.001
Trend 2y
0.000
Trend 3m
0.002
Trend 5y
0.000
Trend 6m
-0.000
Upside Capture 1y
0.690
Value At Risk 95 1y
-0.023
Volatility 1m
0.233
Volatility 1w
0.176
Volatility 1y
0.270
Volatility 2y
0.269
Volatility 3m
0.258
Volatility 5y
0.241
Volatility 6m
0.271
Worst Day 1y
-0.051
Distance From Sma 50 Score
0.606
Downside Volatility 1y Score
0.250
Downside Volatility 3m Score
0.238
Drawdown Recovery Score
1
Excess Return 1m Score
0.607
Excess Return 1y Score
0.608
Excess Return 3m Score
0.569
Excess Return 6m Score
0.524
Expected Shortfall 95 1y Score
0.687
Log Avg Dollar Volume 20d Score
0.973
Log Market Cap Score
0.739
Drawdown Score 1y
0.745
Drawdown Score 5y
0.751
Momentum Acceleration 1m Vs 3m Score
0.644
Momentum Acceleration 3m Vs 6m Score
0.537
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.636
Relative Volume 20d Score
0.200
Return 1m Score
0.618
Return 1y Score
0.657
Return 3m Score
0.603
Return 6m Score
0.581
Return Skewness 1y Score
0.654
Sortino 1y Score
0.512
Sortino 3m Score
0.565
Trend R2 1y Score
0.664
Trend R2 3m Score
0.700
Trend Slope 1y Score
0.569
Trend Slope 3m Score
0.617
Volatility 1y Score
0.294
Volatility 3m Score
0.277