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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

CRSP

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

Research Detail

CRSP

CRSP

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
1.818
Correlation To Benchmark 1y
0.389
Inverse To Benchmark 1y
0.611
Drawdown Score 1m
0.037
Drawdown Score 3m
0.398
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
0.488
Drawdown Score 1y
0.350
Drawdown Score 2y
0.418
Drawdown Score 5y
0.227
Return 1w
-0.021
Return 1m
-0.120
Return 3m
-0.158
Return 6m
-0.132
Return 1y
-0.279
Return 2y
-0.154
Return 5y
-0.626
Sharpe 1m
-2.588
Sharpe 3m
-0.856
Sharpe 6m
-0.132
Sharpe 1y
-0.256
Sharpe 2y
0.152
Sharpe 5y
-0.025
Trend 1w
-0.003
Trend 1m
-0.009
Trend 3m
0.000
Trend 6m
-0.000
Trend 1y
-0.001
Trend 2y
0.000
Trend 5y
-0.000
Volatility 1w
0.303
Volatility 1m
0.536
Volatility 3m
0.595
Volatility 6m
0.632
Volatility 1y
0.593
Volatility 2y
0.594
Volatility 5y
0.606
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
CRSP
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:13 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
0.137
Aptet Fit Raw Score
0.182
Aptet Fit Confidence
0.506
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.183
Force Fit Raw Score
0.197
Force Fit Confidence
0.855
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:13 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "CRSP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "CRSP",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "CRSP",
    "hitRates": {
      "1": 0.5454545454545454,
      "5": 0.6666666666666666,
      "10": 0.46153846153846156
    },
    "hitRate1D": 0.5454545454545454,
    "comboQuality": 0.2525322815935445,
    "eligibleDays": 339,
    "fitnessScore": 0.11126655344066018,
    "lookbackDays": 21,
    "returnLift1D": -0.0027716334040553893,
    "hitRateLift1D": 0.037991858887381214,
    "activationRate": 0.07079646017699115,
    "activationCount": 24,
    "baselineHitRates": {
      "1": 0.5074626865671642,
      "5": 0.7288135593220338,
      "10": 0.6226415094339622
    },
    "sampleConfidence": 0.9388888888888889,
    "shadowSharpeLike": 0.33956485091205213,
    "avgForwardReturns": {
      "1": 0.0028478415492722967,
      "5": 0.006418848197575663,
      "10": 0.0003348385732063069
    },
    "shadowMaxDrawdown": -0.13067107567213554,
    "shadowTotalReturn": 0.0481596713390986,
    "avgForwardReturn1D": 0.0028478415492722967,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-22",
      "2026-04-23",
      "2026-04-24",
      "2026-04-27",
      "2026-04-28",
      "2026-04-29",
      "2026-04-30",
      "2026-05-04",
      "2026-05-05",
      "2026-05-06"
    ],
    "horizonObservationCounts": {
      "1": 22,
      "5": 15,
      "10": 13
    },
    "baselineAvgForwardReturns": {
      "1": 0.005619474953327686,
      "5": 0.02991507490343538,
      "10": 0.038423690817246024
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.2525322815935445,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08129790437339571,
    "bestRawFitnessScore": 0.11126655344066018,
    "upperQuartileComboQuality": 0.16866137057232178
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1372657671543882,
    "rawScore": 0.1822797593702904,
    "confidence": 0.5060999381235853,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.3485770636940999,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "CRSP",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.6666666666666666,
        "10": 0.46153846153846156
      },
      "hitRate1D": 0.5454545454545454,
      "comboQuality": 0.2525322815935445,
      "eligibleDays": 339,
      "fitnessScore": 0.11126655344066018,
      "lookbackDays": 21,
      "returnLift1D": -0.0027716334040553893,
      "hitRateLift1D": 0.037991858887381214,
      "activationRate": 0.07079646017699115,
      "activationCount": 24,
      "baselineHitRates": {
        "1": 0.5074626865671642,
        "5": 0.7288135593220338,
        "10": 0.6226415094339622
      },
      "sampleConfidence": 0.9388888888888889,
      "shadowSharpeLike": 0.33956485091205213,
      "avgForwardReturns": {
        "1": 0.0028478415492722967,
        "5": 0.006418848197575663,
        "10": 0.0003348385732063069
      },
      "shadowMaxDrawdown": -0.13067107567213554,
      "shadowTotalReturn": 0.0481596713390986,
      "avgForwardReturn1D": 0.0028478415492722967,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-22",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27",
        "2026-04-28",
        "2026-04-29",
        "2026-04-30",
        "2026-05-04",
        "2026-05-05",
        "2026-05-06"
      ],
      "horizonObservationCounts": {
        "1": 22,
        "5": 15,
        "10": 13
      },
      "baselineAvgForwardReturns": {
        "1": 0.005619474953327686,
        "5": 0.02991507490343538,
        "10": 0.038423690817246024
      }
    },
    {
      "topN": 2,
      "ticker": "CRSP",
      "hitRates": {
        "1": 0.3333333333333333,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.3333333333333333,
      "comboQuality": 0.21469349330177967,
      "eligibleDays": 330,
      "fitnessScore": 0.06469020654072455,
      "lookbackDays": 30,
      "returnLift1D": 0.007778334491557906,
      "hitRateLift1D": -0.17412935323383089,
      "activationRate": 0.021212121212121213,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.5074626865671642,
        "5": 0.7288135593220338,
        "10": 0.6226415094339622
      },
      "sampleConfidence": 0.6515748642609551,
      "shadowSharpeLike": 0.8726024047514243,
      "avgForwardReturns": {
        "1": 0.013397809444885592,
        "5": 0.06770109343480657,
        "10": 0
      },
      "shadowMaxDrawdown": -0.02053322521623413,
      "shadowTotalReturn": 0.07934847976334702,
      "avgForwardReturn1D": 0.013397809444885592,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08",
        "2026-07-09",
        "2026-07-10"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005619474953327686,
        "5": 0.02991507490343538,
        "10": 0.038423690817246024
      }
    },
    {
      "topN": 3,
      "ticker": "CRSP",
      "hitRates": {
        "1": 0.3333333333333333,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.3333333333333333,
      "comboQuality": 0.19322063014588806,
      "eligibleDays": 330,
      "fitnessScore": 0.035572141629550885,
      "lookbackDays": 30,
      "returnLift1D": 0.004420371144605876,
      "hitRateLift1D": -0.17412935323383089,
      "activationRate": 0.03333333333333333,
      "activationCount": 11,
      "baselineHitRates": {
        "1": 0.5074626865671642,
        "5": 0.7288135593220338,
        "10": 0.6226415094339622
      },
      "sampleConfidence": 0.7488000076993525,
      "shadowSharpeLike": 0.7794512304313246,
      "avgForwardReturns": {
        "1": 0.010039846097933562,
        "5": 0.06770109343480657,
        "10": -0.09409795091816706
      },
      "shadowMaxDrawdown": -0.021883882715473035,
      "shadowTotalReturn": 0.08721876193417755,
      "avgForwardReturn1D": 0.010039846097933562,
      "riskOffActivations": 0,
      "activationDatesSample": [
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      ],
      "horizonObservationCounts": {
        "1": 9,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.005619474953327686,
        "5": 0.02991507490343538,
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      }
    },
    {
      "topN": 4,
      "ticker": "CRSP",
      "hitRates": {
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      "hitRate1D": 0.3333333333333333,
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      "eligibleDays": 330,
      "fitnessScore": 0.035572141629550885,
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      "activationRate": 0.03333333333333333,
      "activationCount": 11,
      "baselineHitRates": {
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      },
      "sampleConfidence": 0.7488000076993525,
      "shadowSharpeLike": 0.7794512304313246,
      "avgForwardReturns": {
        "1": 0.010039846097933562,
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      },
      "shadowMaxDrawdown": -0.021883882715473035,
      "shadowTotalReturn": 0.08721876193417755,
      "avgForwardReturn1D": 0.010039846097933562,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-07-01",
        "2026-07-02",
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        "2026-07-07",
        "2026-07-08",
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      ],
      "horizonObservationCounts": {
        "1": 9,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.005619474953327686,
        "5": 0.02991507490343538,
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      }
    },
    {
      "topN": 5,
      "ticker": "CRSP",
      "hitRates": {
        "1": 0.3333333333333333,
        "5": 1,
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      },
      "hitRate1D": 0.3333333333333333,
      "comboQuality": 0.19322063014588806,
      "eligibleDays": 330,
      "fitnessScore": 0.035572141629550885,
      "lookbackDays": 30,
      "returnLift1D": 0.004420371144605876,
      "hitRateLift1D": -0.17412935323383089,
      "activationRate": 0.03333333333333333,
      "activationCount": 11,
      "baselineHitRates": {
        "1": 0.5074626865671642,
        "5": 0.7288135593220338,
        "10": 0.6226415094339622
      },
      "sampleConfidence": 0.7488000076993525,
      "shadowSharpeLike": 0.7794512304313246,
      "avgForwardReturns": {
        "1": 0.010039846097933562,
        "5": 0.06770109343480657,
        "10": -0.09409795091816706
      },
      "shadowMaxDrawdown": -0.021883882715473035,
      "shadowTotalReturn": 0.08721876193417755,
      "avgForwardReturn1D": 0.010039846097933562,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08",
        "2026-07-09"
      ],
      "horizonObservationCounts": {
        "1": 9,
        "5": 2,
        "10": 4
      },
      "baselineAvgForwardReturns": {
        "1": 0.005619474953327686,
        "5": 0.02991507490343538,
        "10": 0.038423690817246024
      }
    },
    {
      "topN": 4,
      "ticker": "CRSP",
      "hitRates": {
        "1": 0.5,
        "5": 0.6153846153846154,
        "10": 0.46153846153846156
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.16047495071446635,
      "eligibleDays": 339,
      "fitnessScore": -0.014033659954006501,
      "lookbackDays": 21,
      "returnLift1D": -0.004085577713307315,
      "hitRateLift1D": -0.007462686567164201,
      "activationRate": 0.06489675516224189,
      "activationCount": 22,
      "baselineHitRates": {
        "1": 0.5074626865671642,
        "5": 0.7288135593220338,
        "10": 0.6226415094339622
      },
      "sampleConfidence": 0.9393939393939394,
      "shadowSharpeLike": 0.15481256909261515,
      "avgForwardReturns": {
        "1": 0.001533897240020371,
        "5": -0.00579614917078678,
        "10": 0.0003348385732063069
      },
      "shadowMaxDrawdown": -0.13110574013429943,
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    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.06050226954251933,
      "fitnessScore": -0.2533861956597276,
      "lookbackDays": 14,
      "returnLift1D": -0.0036848809246130387,
      "activationRate": 0.056818181818181816,
      "activationCount": 20,
      "sampleConfidence": 0.9500000000000001,
      "shadowTotalReturn": 0.02081705543480683,
      "avgForwardReturn1D": 0.0019345940287146476
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.2525322815935445,
      "fitnessScore": 0.11126655344066018,
      "lookbackDays": 21,
      "returnLift1D": -0.0027716334040553893,
      "activationRate": 0.07079646017699115,
      "activationCount": 24,
      "sampleConfidence": 0.9388888888888889,
      "shadowTotalReturn": 0.0481596713390986,
      "avgForwardReturn1D": 0.0028478415492722967
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.21469349330177967,
      "fitnessScore": 0.06469020654072455,
      "lookbackDays": 30,
      "returnLift1D": 0.007778334491557906,
      "activationRate": 0.021212121212121213,
      "activationCount": 7,
      "sampleConfidence": 0.6515748642609551,
      "shadowTotalReturn": 0.07934847976334702,
      "avgForwardReturn1D": 0.013397809444885592
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08129790437339571,
      "fitnessScore": -0.18346516709123836,
      "lookbackDays": 45,
      "returnLift1D": -0.005619474953327686,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08129790437339571,
      "fitnessScore": -0.18346516709123836,
      "lookbackDays": 63,
      "returnLift1D": -0.005619474953327686,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "1e5be496b9e3cc1266c6d31adf0ff15ba50c05ab58c07df0135e1b37766f33c0",
    "size": 13,
    "members": [
      "CRSP",
      "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",
      "CRSP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "CRSP",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "CRSP",
    "hitRates": {
      "1": 0.49382716049382713,
      "5": 0.5679012345679012,
      "10": 0.5925925925925926
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    "hitRate1D": 0.49382716049382713,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.7861718129556359,
    "eligibleDays": 326,
    "fitnessScore": 0.6364405569988868,
    "lookbackDays": 63,
    "returnLift1D": 0.0035942410890710107,
    "hitRateLift1D": 0.01529955313186393,
    "portfolioSize": 2,
    "activationRate": 0.24846625766871167,
    "activationCount": 81,
    "baselineHitRates": {
      "1": 0.4785276073619632,
      "5": 0.531055900621118,
      "10": 0.5236593059936908
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.0292123865205047,
    "avgForwardReturns": {
      "1": 0.00550533283876217,
      "5": 0.027778507953713234,
      "10": 0.04314319000805475
    },
    "shadowMaxDrawdown": -0.2396536272766423,
    "shadowTotalReturn": 0.45423715725626934,
    "avgForwardReturn1D": 0.00550533283876217,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-06-25",
      "2025-06-26",
      "2025-06-27",
      "2025-06-30",
      "2025-07-01",
      "2025-07-02",
      "2025-07-03",
      "2025-07-07",
      "2025-07-08",
      "2025-07-09"
    ],
    "horizonObservationCounts": {
      "1": 81,
      "5": 81,
      "10": 81
    },
    "baselineAvgForwardReturns": {
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      "5": 0.009090054693020572,
      "10": 0.016992124220962024
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7861718129556359,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.05943569245131008,
    "bestRawFitnessScore": 0.6364405569988868,
    "upperQuartileComboQuality": 0.20916759253444156
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.18250897641023564,
    "rawScore": 0.19680675903371378,
    "confidence": 0.854702321265004,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 2
    },
    "profileBreadth": 0.0500043984569219,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.01407405988116994,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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        "5": 0.5679012345679012,
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      "comboQuality": 0.7861718129556359,
      "eligibleDays": 326,
      "fitnessScore": 0.6364405569988868,
      "lookbackDays": 63,
      "returnLift1D": 0.0035942410890710107,
      "hitRateLift1D": 0.01529955313186393,
      "portfolioSize": 2,
      "activationRate": 0.24846625766871167,
      "activationCount": 81,
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.2396536272766423,
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      "riskOffActivations": 0,
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        "2025-06-27",
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        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.2719842544009692,
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      "fitnessScore": 0.13339272996827356,
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      "returnLift1D": 0.0004648765350113241,
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      "portfolioSize": 4,
      "activationRate": 0.44266666666666665,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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        "2025-02-05",
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        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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      "topN": 4,
      "ticker": "CRSP",
      "hitRates": {
        "1": 0.4413793103448276,
        "5": 0.4,
        "10": 0.36551724137931035
      },
      "hitRate1D": 0.4413793103448276,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.004632954971187096,
      "eligibleDays": 359,
      "fitnessScore": -0.8313816677019631,
      "lookbackDays": 30,
      "returnLift1D": -0.005053678911398715,
      "hitRateLift1D": -0.029372778791662668,
      "portfolioSize": 4,
      "activationRate": 0.403899721448468,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.47075208913649025,
        "5": 0.49014084507042255,
        "10": 0.48857142857142855
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.1193015190351403,
      "avgForwardReturns": {
        "1": -0.00443247888797276,
        "5": -0.013460188112285587,
        "10": -0.025635874351204874
      },
      "shadowMaxDrawdown": -0.5823858238615267,
      "shadowTotalReturn": -0.5465579099098961,
      "avgForwardReturn1D": -0.00443247888797276,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 145,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.000621200023425955,
        "5": 0.0025031994770516523,
        "10": 0.0076954606646622405
      }
    },
    {
      "topN": 5,
      "ticker": "CRSP",
      "hitRates": {
        "1": 0.4413793103448276,
        "5": 0.4,
        "10": 0.36551724137931035
      },
      "hitRate1D": 0.4413793103448276,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.004632954971187096,
      "eligibleDays": 359,
      "fitnessScore": -0.8313816677019631,
      "lookbackDays": 30,
      "returnLift1D": -0.005053678911398715,
      "hitRateLift1D": -0.029372778791662668,
      "portfolioSize": 5,
      "activationRate": 0.403899721448468,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.47075208913649025,
        "5": 0.49014084507042255,
        "10": 0.48857142857142855
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.1193015190351403,
      "avgForwardReturns": {
        "1": -0.00443247888797276,
        "5": -0.013460188112285587,
        "10": -0.025635874351204874
      },
      "shadowMaxDrawdown": -0.5823858238615267,
      "shadowTotalReturn": -0.5465579099098961,
      "avgForwardReturn1D": -0.00443247888797276,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 145,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.000621200023425955,
        "5": 0.0025031994770516523,
        "10": 0.0076954606646622405
      }
    }
  ],
  "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": 0.2719842544009692,
      "fitnessScore": 0.13339272996827356,
      "lookbackDays": 14,
      "returnLift1D": 0.0004648765350113241,
      "activationRate": 0.44266666666666665,
      "activationCount": 166,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.0686680959111321,
      "avgForwardReturn1D": 0.0014179843081432043
    },
    {
      "comboQuality": 0.1993018142982082,
      "fitnessScore": 0.04405397529571847,
      "lookbackDays": 21,
      "returnLift1D": -0.00016263442210256692,
      "activationRate": 0.37771739130434784,
      "activationCount": 139,
      "sampleConfidence": 0.9995203836930456,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.01379247438467357,
      "avgForwardReturn1D": 0.0010764616037450762
    },
    {
      "comboQuality": 0.05520399291179862,
      "fitnessScore": -0.2747854255831438,
      "lookbackDays": 30,
      "returnLift1D": -0.0015431552051904844,
      "activationRate": 0.30362116991643456,
      "activationCount": 109,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.18607301510590846,
      "avgForwardReturn1D": -0.0009219551817645293
    },
    {
      "comboQuality": 0.09183803851331461,
      "fitnessScore": -0.1541071551305549,
      "lookbackDays": 45,
      "returnLift1D": -0.0005871367444693669,
      "activationRate": 0.26453488372093026,
      "activationCount": 91,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.05374509355601831,
      "avgForwardReturn1D": 0.00043388879832098636
    },
    {
      "comboQuality": 0.7861718129556359,
      "fitnessScore": 0.6364405569988868,
      "lookbackDays": 63,
      "returnLift1D": 0.0035942410890710107,
      "activationRate": 0.24846625766871167,
      "activationCount": 81,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.45423715725626934,
      "avgForwardReturn1D": 0.00550533283876217
    }
  ],
  "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": "1e5be496b9e3cc1266c6d31adf0ff15ba50c05ab58c07df0135e1b37766f33c0",
    "size": 13,
    "members": [
      "CRSP",
      "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
0.371
Liquidity
0.664
Momentum
0.343
Relative strength
0.182
Trend quality
0.190
Stability
0.303
Aggression
0.554
Downside risk
0.389
Drawdown state
0.292
Quality momentum
0.274
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.611
Benchmark Independence 3m Score
0.649
Beta 1y Profile Score
0.727
Beta 3m Profile Score
0.639
Beta Change Score
0.390
Correlation Change Score
0.481
Current Drawdown Score
0
Days Since 52w High Score
0.782
Distance From 52w High Score
0.414
Distance From Sma 20 Score
0.320
Distance From Sma 200 Score
0.279
Distance From Sma 50 Score
0.342
Downside Volatility 1m Score
0.649
Downside Volatility 1y Score
0.681
Downside Volatility 2y Score
0.644
Downside Volatility 3m Score
0.735
Downside Volatility 5y Score
0.666
Downside Volatility 6m Score
0.732
Drawdown Recovery Score
0.585
Excess Return 1m Score
0.290
Excess Return 1y Score
0
Excess Return 3m Score
0.170
Excess Return 6m Score
0.143
Expected Shortfall 95 1y Score
0.193
Log Avg Dollar Volume 20d Score
0.664
Log Market Cap Score
0.371
Drawdown Score 1m
0.037
Drawdown Score 1y
0.350
Drawdown Score 2y
0.418
Drawdown Score 3m
0.398
Drawdown Score 5y
0.227
Drawdown Score 6m
0.488
Momentum Acceleration 1m Vs 3m Score
0.276
Momentum Acceleration 3m Vs 6m Score
0.398
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.461
Relative Volume 20d Score
0.285
Return 1m Score
0.301
Return 1w Score
0.429
Return 1y Score
0.326
Return 2y Score
0.242
Return 3m Score
0.303
Return 5y Score
0.029
Return 6m Score
0.390
Return Skewness 1y Score
0.531
Sector Excess Return 1y Score
0
Sharpe 1m Score
0
Sharpe 1y Score
0.349
Sharpe 2y Score
0.430
Sharpe 3m Score
0.229
Sharpe 5y Score
0.395
Sharpe 6m Score
0.374
Sortino 1m Score
0.052
Sortino 1y Score
0.341
Sortino 2y Score
0.396
Sortino 3m Score
0.269
Sortino 5y Score
0.372
Sortino 6m Score
0.358
Trend R2 1m Score
0.472
Trend R2 1w Score
0.265
Trend R2 1y Score
0.259
Trend R2 2y Score
0.164
Trend R2 3m Score
0.000
Trend R2 5y Score
0.300
Trend R2 6m Score
0.000
Trend Slope 1m Score
0
Trend Slope 1w Score
0.289
Trend Slope 1y Score
0.455
Trend Slope 2y Score
0.528
Trend Slope 3m Score
0.501
Trend Slope 5y Score
0.475
Trend Slope 6m Score
0.500
Volatility 1m Score
0.648
Volatility 1w Score
0.337
Volatility 1y Score
0.724
Volatility 2y Score
0.725
Volatility 3m Score
0.726
Volatility 5y Score
0.741
Volatility 6m Score
0.776
Worst Day 1y Score
0.421
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
98,160,843.063
Best Day 1y
0.118
Beta To Benchmark 1y
1.818
Beta 3m
1.597
Beta Change
-0.221
Beta To Sector 1y
1.207
Correlation To Benchmark 1y
0.389
Correlation 3m
0.351
Correlation Change
-0.038
Correlation To Sector 1y
0.321
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.611
Benchmark Independence 3m Score
0.649
Beta 1y Profile Score
0.727
Beta 3m Profile Score
0.639
Beta Change Score
0.390
Correlation Change Score
0.481
Current Drawdown Score
0
Distance From Sma 20 Score
0.320
Distance From Sma 200 Score
0.279
Current Drawdown
-0.774
Days Since 52w High
197
Distance From 52w High
-0.381
Distance From Sma 20
-0.108
Distance From Sma 200
-0.132
Distance From Sma 50
-0.095
Downside Capture 1y
0.339
Downside Volatility 1m
0.537
Downside Volatility 1w
-
Downside Volatility 1y
0.561
Downside Volatility 2y
0.533
Downside Volatility 3m
0.601
Downside Volatility 5y
0.550
Downside Volatility 6m
0.599
Drawdown Recovery
0.170
Excess Return 1m
-0.126
Excess Return 1y
-0.466
Excess Return 3m
-0.198
Excess Return 6m
-0.214
Expected Shortfall 95 1y
-0.081
Market Cap
4,583,451,317.12
Max Drawdown 1m
-0.241
Max Drawdown 1w
-0.033
Max Drawdown 1y
-0.423
Max Drawdown 2y
-0.465
Max Drawdown 3m
-0.241
Max Drawdown 5y
-0.773
Max Drawdown 6m
-0.282
Momentum Acceleration 1m Vs 3m
-0.067
Momentum Acceleration 3m Vs 6m
-0.031
Moving Average Alignment
0
Relative Strength Acceleration
-0.009
Relative Strength Slope 3m
-0.001
Relative Volume 20d
1.069
Return 1m
-0.120
Return 1w
-0.021
Return 1y
-0.279
Return 2y
-0.154
Return 3m
-0.158
Return 5y
-0.626
Return 6m
-0.132
Return Skewness 1y
0.183
Sector Excess Return 1y
-0.509
Sharpe 1m
-2.588
Sharpe 1y
-0.256
Sharpe 2y
0.152
Sharpe 3m
-0.856
Sharpe 5y
-0.025
Sharpe 6m
-0.132
Sortino 1m
-2.586
Sortino 1y
-0.271
Sortino 2y
0.169
Sortino 3m
-0.847
Sortino 5y
-0.028
Sortino 6m
-0.140
Trend R2 1m
0.472
Trend R2 1w
0.265
Trend R2 1y
0.259
Trend R2 2y
0.164
Trend R2 3m
0.000
Trend R2 5y
0.300
Trend R2 6m
0.000
Trend 1m
-0.009
Trend 1w
-0.003
Trend 1y
-0.001
Trend 2y
0.000
Trend 3m
0.000
Trend 5y
-0.000
Trend 6m
-0.000
Upside Capture 1y
1.791
Value At Risk 95 1y
-0.057
Volatility 1m
0.536
Volatility 1w
0.303
Volatility 1y
0.593
Volatility 2y
0.594
Volatility 3m
0.595
Volatility 5y
0.606
Volatility 6m
0.632
Worst Day 1y
-0.116
Distance From Sma 50 Score
0.342
Downside Volatility 1y Score
0.681
Downside Volatility 3m Score
0.735
Drawdown Recovery Score
0.585
Excess Return 1m Score
0.290
Excess Return 1y Score
0
Excess Return 3m Score
0.170
Excess Return 6m Score
0.143
Expected Shortfall 95 1y Score
0.193
Log Avg Dollar Volume 20d Score
0.664
Log Market Cap Score
0.371
Drawdown Score 1y
0.350
Drawdown Score 5y
0.227
Momentum Acceleration 1m Vs 3m Score
0.276
Momentum Acceleration 3m Vs 6m Score
0.398
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.285
Return 1m Score
0.301
Return 1y Score
0.326
Return 3m Score
0.303
Return 6m Score
0.390
Return Skewness 1y Score
0.531
Sortino 1y Score
0.341
Sortino 3m Score
0.269
Trend R2 1y Score
0.259
Trend R2 3m Score
0.000
Trend Slope 1y Score
0.455
Trend Slope 3m Score
0.501
Volatility 1y Score
0.724
Volatility 3m Score
0.726