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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

BP

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

Research Detail

BP

BP

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
-0.127
Correlation To Benchmark 1y
-0.059
Inverse To Benchmark 1y
0.941
Drawdown Score 1m
0.677
Drawdown Score 3m
0.429
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
0.578
Drawdown Score 1y
0.643
Drawdown Score 2y
0.687
Drawdown Score 5y
0.694
Return 1w
0.069
Return 1m
0.117
Return 3m
-0.042
Return 6m
0.253
Return 1y
0.424
Return 2y
0.382
Return 5y
1.288
Sharpe 1m
4.399
Sharpe 3m
-0.441
Sharpe 6m
1.601
Sharpe 1y
1.424
Sharpe 2y
0.714
Sharpe 5y
0.722
Trend 1w
0.013
Trend 1m
0.008
Trend 3m
-0.003
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.109
Volatility 1m
0.313
Volatility 3m
0.292
Volatility 6m
0.312
Volatility 1y
0.275
Volatility 2y
0.283
Volatility 5y
0.287
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
BP
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:48 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Energy
Sector Benchmark Ticker
XLE
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
0.136
Aptet Fit Raw Score
0.215
Aptet Fit Confidence
0.261
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.443
Force Fit Raw Score
0.465
Force Fit Confidence
0.905
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:48 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "BP",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "BP",
    "hitRates": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 1,
    "comboQuality": 0.6684734423339821,
    "eligibleDays": 339,
    "fitnessScore": 0.5042835246620327,
    "lookbackDays": 21,
    "returnLift1D": 0.021411028944809864,
    "hitRateLift1D": 0.40909090909090906,
    "activationRate": 0.0029498525073746312,
    "activationCount": 1,
    "baselineHitRates": {
      "1": 0.5909090909090909,
      "5": 0.7222222222222222,
      "10": 0.6923076923076923
    },
    "sampleConfidence": 0.4396504054291551,
    "shadowSharpeLike": 0.8416284775012715,
    "avgForwardReturns": {
      "1": 0.021772261993373343,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": -0.0004999999999998339,
    "shadowTotalReturn": 0.020761625862376842,
    "avgForwardReturn1D": 0.021772261993373343,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-16"
    ],
    "horizonObservationCounts": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.0003612330485634777,
      "5": 0.009004723285874587,
      "10": 0.016463102349321714
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6684734423339821,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08505657178622303,
    "bestRawFitnessScore": 0.5042835246620327,
    "upperQuartileComboQuality": 0.1051577981231954
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.13570645302778037,
    "rawScore": 0.21526543875479087,
    "confidence": 0.26082899152579486,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 21
    },
    "profileBreadth": 0.13073935304420123,
    "recommendedRegion": {
      "topNs": [
        4,
        5
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.2734117207970275,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "BP",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.6684734423339821,
      "eligibleDays": 339,
      "fitnessScore": 0.5042835246620327,
      "lookbackDays": 21,
      "returnLift1D": 0.021411028944809864,
      "hitRateLift1D": 0.40909090909090906,
      "activationRate": 0.0029498525073746312,
      "activationCount": 1,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.6923076923076923
      },
      "sampleConfidence": 0.4396504054291551,
      "shadowSharpeLike": 0.8416284775012715,
      "avgForwardReturns": {
        "1": 0.021772261993373343,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0004999999999998339,
      "shadowTotalReturn": 0.020761625862376842,
      "avgForwardReturn1D": 0.021772261993373343,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-16"
      ],
      "horizonObservationCounts": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0003612330485634777,
        "5": 0.009004723285874587,
        "10": 0.016463102349321714
      }
    },
    {
      "topN": 5,
      "ticker": "BP",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.6684734423339821,
      "eligibleDays": 339,
      "fitnessScore": 0.5042835246620327,
      "lookbackDays": 21,
      "returnLift1D": 0.021411028944809864,
      "hitRateLift1D": 0.40909090909090906,
      "activationRate": 0.0029498525073746312,
      "activationCount": 1,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.6923076923076923
      },
      "sampleConfidence": 0.4396504054291551,
      "shadowSharpeLike": 0.8416284775012715,
      "avgForwardReturns": {
        "1": 0.021772261993373343,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0004999999999998339,
      "shadowTotalReturn": 0.020761625862376842,
      "avgForwardReturn1D": 0.021772261993373343,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-16"
      ],
      "horizonObservationCounts": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0003612330485634777,
        "5": 0.009004723285874587,
        "10": 0.016463102349321714
      }
    },
    {
      "topN": 3,
      "ticker": "BP",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.16546147713411252,
      "eligibleDays": 352,
      "fitnessScore": -0.005990910810925781,
      "lookbackDays": 14,
      "returnLift1D": -0.009362962704152388,
      "hitRateLift1D": 0.07575757575757569,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.6923076923076923
      },
      "sampleConfidence": 0.5963474173747413,
      "shadowSharpeLike": -0.405581839257488,
      "avgForwardReturns": {
        "1": -0.009001729655588911,
        "5": -0.028889716995757708,
        "10": 0
      },
      "shadowMaxDrawdown": -0.057356509648045284,
      "shadowTotalReturn": -0.030421675980531693,
      "avgForwardReturn1D": -0.009001729655588911,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-07",
        "2026-04-08",
        "2026-04-13"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0003612330485634777,
        "5": 0.009004723285874587,
        "10": 0.016463102349321714
      }
    },
    {
      "topN": 4,
      "ticker": "BP",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.16546147713411252,
      "eligibleDays": 352,
      "fitnessScore": -0.005990910810925781,
      "lookbackDays": 14,
      "returnLift1D": -0.009362962704152388,
      "hitRateLift1D": 0.07575757575757569,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.6923076923076923
      },
      "sampleConfidence": 0.5963474173747413,
      "shadowSharpeLike": -0.405581839257488,
      "avgForwardReturns": {
        "1": -0.009001729655588911,
        "5": -0.028889716995757708,
        "10": 0
      },
      "shadowMaxDrawdown": -0.057356509648045284,
      "shadowTotalReturn": -0.030421675980531693,
      "avgForwardReturn1D": -0.009001729655588911,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-07",
        "2026-04-08",
        "2026-04-13"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0003612330485634777,
        "5": 0.009004723285874587,
        "10": 0.016463102349321714
      }
    },
    {
      "topN": 5,
      "ticker": "BP",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.16546147713411252,
      "eligibleDays": 352,
      "fitnessScore": -0.005990910810925781,
      "lookbackDays": 14,
      "returnLift1D": -0.009362962704152388,
      "hitRateLift1D": 0.07575757575757569,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.6923076923076923
      },
      "sampleConfidence": 0.5963474173747413,
      "shadowSharpeLike": -0.405581839257488,
      "avgForwardReturns": {
        "1": -0.009001729655588911,
        "5": -0.028889716995757708,
        "10": 0
      },
      "shadowMaxDrawdown": -0.057356509648045284,
      "shadowTotalReturn": -0.030421675980531693,
      "avgForwardReturn1D": -0.009001729655588911,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-07",
        "2026-04-08",
        "2026-04-13"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0003612330485634777,
        "5": 0.009004723285874587,
        "10": 0.016463102349321714
      }
    },
    {
      "topN": 2,
      "ticker": "BP",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08505657178622303,
      "eligibleDays": 339,
      "fitnessScore": -0.1726200431626622,
      "lookbackDays": 21,
      "returnLift1D": -0.0003612330485634777,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.6923076923076923
      },
      "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": 0.0003612330485634777,
        "5": 0.009004723285874587,
        "10": 0.016463102349321714
      }
    },
    {
      "topN": 3,
      "ticker": "BP",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08505657178622303,
      "eligibleDays": 339,
      "fitnessScore": -0.1726200431626622,
      "lookbackDays": 21,
      "returnLift1D": -0.0003612330485634777,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.7222222222222222,
        "10": 0.6923076923076923
      },
      "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": 0.0003612330485634777,
        "5": 0.009004723285874587,
        "10": 0.016463102349321714
      }
    },
    {
      "topN": 2,
      "ticker": "BP",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08505657178622303,
      "eligibleDays": 330,
      "fitnessScore": -0.1726200431626622,
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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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      "fitnessScore": -0.005990910810925781,
      "lookbackDays": 14,
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      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "sampleConfidence": 0.5963474173747413,
      "shadowTotalReturn": -0.030421675980531693,
      "avgForwardReturn1D": -0.009001729655588911
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.6684734423339821,
      "fitnessScore": 0.5042835246620327,
      "lookbackDays": 21,
      "returnLift1D": 0.021411028944809864,
      "activationRate": 0.0029498525073746312,
      "activationCount": 1,
      "sampleConfidence": 0.4396504054291551,
      "shadowTotalReturn": 0.020761625862376842,
      "avgForwardReturn1D": 0.021772261993373343
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08505657178622303,
      "fitnessScore": -0.1726200431626622,
      "lookbackDays": 30,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.1726200431626622,
      "lookbackDays": 45,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "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": "419243665c4b95c0f11a57aad5a34117f85b5241f522d733ee05c3c69b6b13e6",
    "size": 13,
    "members": [
      "BP",
      "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",
      "BP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "BP",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "BP",
    "hitRates": {
      "1": 0.5746268656716418,
      "5": 0.5692307692307692,
      "10": 0.49606299212598426
    },
    "hitRate1D": 0.5746268656716418,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004,
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    "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.",
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    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
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      "activationCount": 163,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.14671226235416257,
      "avgForwardReturn1D": 0.0010503763363667337
    },
    {
      "comboQuality": 0.2450418831314782,
      "fitnessScore": 0.10244871230800398,
      "lookbackDays": 45,
      "returnLift1D": -0.0013689322745042115,
      "activationRate": 0.4941860465116279,
      "activationCount": 170,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.05786405790291016,
      "avgForwardReturn1D": -0.00008711492097098565
    },
    {
      "comboQuality": 0.21827529639261675,
      "fitnessScore": 0.06933598041697159,
      "lookbackDays": 63,
      "returnLift1D": -0.001636029875779061,
      "activationRate": 0.37423312883435583,
      "activationCount": 122,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.060081959047545874,
      "avgForwardReturn1D": -0.00021119872973799668
    }
  ],
  "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": "419243665c4b95c0f11a57aad5a34117f85b5241f522d733ee05c3c69b6b13e6",
    "size": 13,
    "members": [
      "BP",
      "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
0.682
Liquidity
0.857
Momentum
0.617
Relative strength
0.636
Trend quality
0.451
Stability
0.686
Aggression
0.401
Downside risk
0.612
Drawdown state
0.906
Quality momentum
0.579
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.941
Benchmark Independence 3m Score
0.808
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.349
Correlation Change Score
0.433
Current Drawdown Score
0.897
Days Since 52w High Score
0.266
Distance From 52w High Score
0.897
Distance From Sma 20 Score
0.677
Distance From Sma 200 Score
0.717
Distance From Sma 50 Score
0.598
Downside Volatility 1m Score
0.290
Downside Volatility 1y Score
0.324
Downside Volatility 2y Score
0.349
Downside Volatility 3m Score
0.327
Downside Volatility 5y Score
0.334
Downside Volatility 6m Score
0.373
Drawdown Recovery Score
1
Excess Return 1m Score
0.684
Excess Return 1y Score
0.895
Excess Return 3m Score
0.363
Excess Return 6m Score
0.784
Expected Shortfall 95 1y Score
0.601
Log Avg Dollar Volume 20d Score
0.857
Log Market Cap Score
0.682
Drawdown Score 1m
0.677
Drawdown Score 1y
0.643
Drawdown Score 2y
0.687
Drawdown Score 3m
0.429
Drawdown Score 5y
0.694
Drawdown Score 6m
0.578
Momentum Acceleration 1m Vs 3m Score
0.936
Momentum Acceleration 3m Vs 6m Score
0.313
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.966
Relative Strength Slope 3m Score
0.296
Relative Volume 20d Score
0.273
Return 1m Score
0.695
Return 1w Score
0.731
Return 1y Score
0.765
Return 2y Score
0.395
Return 3m Score
0.448
Return 5y Score
0.176
Return 6m Score
0.711
Return Skewness 1y Score
0.409
Sector Excess Return 1y Score
0.485
Sharpe 1m Score
1
Sharpe 1y Score
0.685
Sharpe 2y Score
0.543
Sharpe 3m Score
0.312
Sharpe 5y Score
0.544
Sharpe 6m Score
0.720
Sortino 1m Score
1
Sortino 1y Score
0.542
Sortino 2y Score
0.456
Sortino 3m Score
0.320
Sortino 5y Score
0.461
Sortino 6m Score
0.565
Trend R2 1m Score
0.773
Trend R2 1w Score
0.980
Trend R2 1y Score
0.705
Trend R2 2y Score
0.693
Trend R2 3m Score
0.508
Trend R2 5y Score
0.627
Trend R2 6m Score
0.090
Trend Slope 1m Score
0.991
Trend Slope 1w Score
1
Trend Slope 1y Score
0.591
Trend Slope 2y Score
0.558
Trend Slope 3m Score
0.337
Trend Slope 5y Score
0.526
Trend Slope 6m Score
0.543
Volatility 1m Score
0.351
Volatility 1w Score
0.078
Volatility 1y Score
0.300
Volatility 2y Score
0.311
Volatility 3m Score
0.323
Volatility 5y Score
0.315
Volatility 6m Score
0.350
Worst Day 1y Score
0.681
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
373,492,190.492
Best Day 1y
0.043
Beta To Benchmark 1y
-0.127
Beta 3m
-0.428
Beta Change
-0.301
Beta To Sector 1y
0.989
Correlation To Benchmark 1y
-0.059
Correlation 3m
-0.192
Correlation Change
-0.133
Correlation To Sector 1y
0.754
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.941
Benchmark Independence 3m Score
0.808
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.349
Correlation Change Score
0.433
Current Drawdown Score
0.897
Distance From Sma 20 Score
0.677
Distance From Sma 200 Score
0.717
Current Drawdown
-0.067
Days Since 52w High
67
Distance From 52w High
-0.067
Distance From Sma 20
0.106
Distance From Sma 200
0.130
Distance From Sma 50
0.059
Downside Capture 1y
2.681
Downside Volatility 1m
0.268
Downside Volatility 1w
-
Downside Volatility 1y
0.293
Downside Volatility 2y
0.312
Downside Volatility 3m
0.295
Downside Volatility 5y
0.301
Downside Volatility 6m
0.329
Drawdown Recovery
1
Excess Return 1m
0.111
Excess Return 1y
0.237
Excess Return 3m
-0.082
Excess Return 6m
0.170
Expected Shortfall 95 1y
-0.040
Market Cap
112,842,206,590.96
Max Drawdown 1m
-0.081
Max Drawdown 1w
0
Max Drawdown 1y
-0.232
Max Drawdown 2y
-0.250
Max Drawdown 3m
-0.228
Max Drawdown 5y
-0.306
Max Drawdown 6m
-0.232
Momentum Acceleration 1m Vs 3m
0.131
Momentum Acceleration 3m Vs 6m
-0.056
Moving Average Alignment
0
Relative Strength Acceleration
0.007
Relative Strength Slope 3m
-0.003
Relative Volume 20d
1.037
Return 1m
0.117
Return 1w
0.069
Return 1y
0.424
Return 2y
0.382
Return 3m
-0.042
Return 5y
1.288
Return 6m
0.253
Return Skewness 1y
-0.545
Sector Excess Return 1y
-0.009
Sharpe 1m
4.399
Sharpe 1y
1.424
Sharpe 2y
0.714
Sharpe 3m
-0.441
Sharpe 5y
0.722
Sharpe 6m
1.601
Sortino 1m
5.143
Sortino 1y
1.335
Sortino 2y
0.648
Sortino 3m
-0.436
Sortino 5y
0.688
Sortino 6m
1.518
Trend R2 1m
0.773
Trend R2 1w
0.980
Trend R2 1y
0.705
Trend R2 2y
0.693
Trend R2 3m
0.508
Trend R2 5y
0.627
Trend R2 6m
0.090
Trend 1m
0.008
Trend 1w
0.013
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
-0.003
Trend 5y
0.000
Trend 6m
0.001
Upside Capture 1y
0.447
Value At Risk 95 1y
-0.027
Volatility 1m
0.313
Volatility 1w
0.109
Volatility 1y
0.275
Volatility 2y
0.283
Volatility 3m
0.292
Volatility 5y
0.287
Volatility 6m
0.312
Worst Day 1y
-0.064
Distance From Sma 50 Score
0.598
Downside Volatility 1y Score
0.324
Downside Volatility 3m Score
0.327
Drawdown Recovery Score
1
Excess Return 1m Score
0.684
Excess Return 1y Score
0.895
Excess Return 3m Score
0.363
Excess Return 6m Score
0.784
Expected Shortfall 95 1y Score
0.601
Log Avg Dollar Volume 20d Score
0.857
Log Market Cap Score
0.682
Drawdown Score 1y
0.643
Drawdown Score 5y
0.694
Momentum Acceleration 1m Vs 3m Score
0.936
Momentum Acceleration 3m Vs 6m Score
0.313
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.966
Relative Volume 20d Score
0.273
Return 1m Score
0.695
Return 1y Score
0.765
Return 3m Score
0.448
Return 6m Score
0.711
Return Skewness 1y Score
0.409
Sortino 1y Score
0.542
Sortino 3m Score
0.320
Trend R2 1y Score
0.705
Trend R2 3m Score
0.508
Trend Slope 1y Score
0.591
Trend Slope 3m Score
0.337
Volatility 1y Score
0.300
Volatility 3m Score
0.323