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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

DAC

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

Research Detail

DAC

DAC

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
0.635
Correlation To Benchmark 1y
0.370
Inverse To Benchmark 1y
0.630
Drawdown Score 1m
0.837
Drawdown Score 3m
0.787
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
0.827
Drawdown Score 1y
0.807
Drawdown Score 2y
0.715
Drawdown Score 5y
0.499
Return 1w
0.060
Return 1m
0.086
Return 3m
0.185
Return 6m
0.397
Return 1y
0.559
Return 2y
0.699
Return 5y
1.506
Sharpe 1m
3.755
Sharpe 3m
2.944
Sharpe 6m
2.810
Sharpe 1y
2.147
Sharpe 2y
1.165
Sharpe 5y
0.713
Trend 1w
0.014
Trend 1m
0.004
Trend 3m
0.001
Trend 6m
0.002
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.481
Volatility 1m
0.272
Volatility 3m
0.240
Volatility 6m
0.249
Volatility 1y
0.218
Volatility 2y
0.255
Volatility 5y
0.338
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
DAC
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:15 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.187
Aptet Fit Raw Score
0.239
Aptet Fit Confidence
0.564
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.533
Force Fit Raw Score
0.557
Force Fit Confidence
0.913
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:15 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "DAC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "DAC",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "DAC",
    "hitRates": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 1,
    "comboQuality": 0.6679494341013822,
    "eligibleDays": 339,
    "fitnessScore": 0.5037635459747011,
    "lookbackDays": 21,
    "returnLift1D": 0.006257227875195857,
    "hitRateLift1D": 0.4137931034482759,
    "activationRate": 0.0029498525073746312,
    "activationCount": 1,
    "baselineHitRates": {
      "1": 0.5862068965517241,
      "5": 0.64,
      "10": 0.6444444444444445
    },
    "sampleConfidence": 0.5729837387624885,
    "shadowSharpeLike": 0.8092005563635176,
    "avgForwardReturns": {
      "1": 0.008886211311092795,
      "5": -0.05640484976278326,
      "10": -0.0207846976428947
    },
    "shadowMaxDrawdown": -0.0004999999999999449,
    "shadowTotalReturn": 0.007882018205437324,
    "avgForwardReturn1D": 0.008886211311092795,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-05-21"
    ],
    "horizonObservationCounts": {
      "1": 1,
      "5": 1,
      "10": 1
    },
    "baselineAvgForwardReturns": {
      "1": 0.0026289834358969376,
      "5": 0.014473368599801544,
      "10": 0.021076519110029085
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6679494341013822,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.11729368768052553,
    "bestRawFitnessScore": 0.5037635459747011,
    "upperQuartileComboQuality": 0.3015788932531347
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1866616364253854,
    "rawScore": 0.23876370669847502,
    "confidence": 0.5635679224993171,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0.04170130986579948,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.08129546598886901,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "DAC",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.6679494341013822,
      "eligibleDays": 339,
      "fitnessScore": 0.5037635459747011,
      "lookbackDays": 21,
      "returnLift1D": 0.006257227875195857,
      "hitRateLift1D": 0.4137931034482759,
      "activationRate": 0.0029498525073746312,
      "activationCount": 1,
      "baselineHitRates": {
        "1": 0.5862068965517241,
        "5": 0.64,
        "10": 0.6444444444444445
      },
      "sampleConfidence": 0.5729837387624885,
      "shadowSharpeLike": 0.8092005563635176,
      "avgForwardReturns": {
        "1": 0.008886211311092795,
        "5": -0.05640484976278326,
        "10": -0.0207846976428947
      },
      "shadowMaxDrawdown": -0.0004999999999999449,
      "shadowTotalReturn": 0.007882018205437324,
      "avgForwardReturn1D": 0.008886211311092795,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-21"
      ],
      "horizonObservationCounts": {
        "1": 1,
        "5": 1,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026289834358969376,
        "5": 0.014473368599801544,
        "10": 0.021076519110029085
      }
    },
    {
      "topN": 4,
      "ticker": "DAC",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.38095238095238093,
        "10": 0.38095238095238093
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.4936979189825792,
      "eligibleDays": 339,
      "fitnessScore": 0.34445387499736085,
      "lookbackDays": 21,
      "returnLift1D": 0.00009029127127875266,
      "hitRateLift1D": 0.08045977011494254,
      "activationRate": 0.061946902654867256,
      "activationCount": 21,
      "baselineHitRates": {
        "1": 0.5862068965517241,
        "5": 0.64,
        "10": 0.6444444444444445
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5390519958364012,
      "avgForwardReturns": {
        "1": 0.0027192747071756902,
        "5": -0.0009050718956240809,
        "10": -0.0047105722189904
      },
      "shadowMaxDrawdown": -0.06765419691047769,
      "shadowTotalReturn": 0.05258466168456133,
      "avgForwardReturn1D": 0.0027192747071756902,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15",
        "2026-05-18"
      ],
      "horizonObservationCounts": {
        "1": 21,
        "5": 21,
        "10": 21
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026289834358969376,
        "5": 0.014473368599801544,
        "10": 0.021076519110029085
      }
    },
    {
      "topN": 4,
      "ticker": "DAC",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.4117647058823529,
        "10": 0.3157894736842105
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.490919861587541,
      "eligibleDays": 352,
      "fitnessScore": 0.34200859961005475,
      "lookbackDays": 14,
      "returnLift1D": 0.0003454060412490796,
      "hitRateLift1D": 0.08045977011494254,
      "activationRate": 0.05397727272727273,
      "activationCount": 19,
      "baselineHitRates": {
        "1": 0.5862068965517241,
        "5": 0.64,
        "10": 0.6444444444444445
      },
      "sampleConfidence": 0.9755473731750194,
      "shadowSharpeLike": 0.5483954761526071,
      "avgForwardReturns": {
        "1": 0.002974389477146017,
        "5": 0.00497531406518368,
        "10": -0.0033035277952166635
      },
      "shadowMaxDrawdown": -0.04549590523577285,
      "shadowTotalReturn": 0.04866472269299704,
      "avgForwardReturn1D": 0.002974389477146017,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-29",
        "2026-04-30",
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14"
      ],
      "horizonObservationCounts": {
        "1": 18,
        "5": 17,
        "10": 19
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026289834358969376,
        "5": 0.014473368599801544,
        "10": 0.021076519110029085
      }
    },
    {
      "topN": 5,
      "ticker": "DAC",
      "hitRates": {
        "1": 0.6363636363636364,
        "5": 0.4090909090909091,
        "10": 0.4090909090909091
      },
      "hitRate1D": 0.6363636363636364,
      "comboQuality": 0.43729183619349854,
      "eligibleDays": 339,
      "fitnessScore": 0.2945247240938288,
      "lookbackDays": 21,
      "returnLift1D": -0.00018204607211858926,
      "hitRateLift1D": 0.050156739811912265,
      "activationRate": 0.06489675516224189,
      "activationCount": 22,
      "baselineHitRates": {
        "1": 0.5862068965517241,
        "5": 0.64,
        "10": 0.6444444444444445
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5152627445630312,
      "avgForwardReturns": {
        "1": 0.0024469373637783483,
        "5": 0.0008519496194748434,
        "10": -0.0025737969527060323
      },
      "shadowMaxDrawdown": -0.07024008933556614,
      "shadowTotalReturn": 0.050172067865336345,
      "avgForwardReturn1D": 0.0024469373637783483,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15",
        "2026-05-18"
      ],
      "horizonObservationCounts": {
        "1": 22,
        "5": 22,
        "10": 22
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026289834358969376,
        "5": 0.014473368599801544,
        "10": 0.021076519110029085
      }
    },
    {
      "topN": 3,
      "ticker": "DAC",
      "hitRates": {
        "1": 0.625,
        "5": 0.3333333333333333,
        "10": 0.25
      },
      "hitRate1D": 0.625,
      "comboQuality": 0.3279577047150977,
      "eligibleDays": 352,
      "fitnessScore": 0.19216394207662327,
      "lookbackDays": 14,
      "returnLift1D": -0.0013324857089137133,
      "hitRateLift1D": 0.03879310344827591,
      "activationRate": 0.045454545454545456,
      "activationCount": 16,
      "baselineHitRates": {
        "1": 0.5862068965517241,
        "5": 0.64,
        "10": 0.6444444444444445
      },
      "sampleConfidence": 0.9377682883832871,
      "shadowSharpeLike": 0.20163394355547987,
      "avgForwardReturns": {
        "1": 0.0012964977269832242,
        "5": -0.003251567450774943,
        "10": -0.011130868404681672
      },
      "shadowMaxDrawdown": -0.04549590523577318,
      "shadowTotalReturn": 0.015102639233263826,
      "avgForwardReturn1D": 0.0012964977269832242,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-30",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15",
        "2026-05-18"
      ],
      "horizonObservationCounts": {
        "1": 16,
        "5": 15,
        "10": 16
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026289834358969376,
        "5": 0.014473368599801544,
        "10": 0.021076519110029085
      }
    },
    {
      "topN": 3,
      "ticker": "DAC",
      "hitRates": {
        "1": 0.631578947368421,
        "5": 0.3157894736842105,
        "10": 0.3157894736842105
      },
      "hitRate1D": 0.631578947368421,
      "comboQuality": 0.29278595609914704,
      "eligibleDays": 339,
      "fitnessScore": 0.1559838583864722,
      "lookbackDays": 21,
      "returnLift1D": -0.002540912836902696,
      "hitRateLift1D": 0.04537205081669693,
      "activationRate": 0.05604719764011799,
      "activationCount": 19,
      "baselineHitRates": {
        "1": 0.5862068965517241,
        "5": 0.64,
        "10": 0.6444444444444445
      },
      "sampleConfidence": 0.986073688964493,
      "shadowSharpeLike": -0.0036450617106223906,
      "avgForwardReturns": {
        "1": 0.00008807059899424167,
        "5": -0.007390937980355155,
        "10": -0.010791278786392931
      },
      "shadowMaxDrawdown": -0.06765419691047769,
      "shadowTotalReturn": -0.003297384544236448,
      "avgForwardReturn1D": 0.00008807059899424167,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-15",
        "2026-05-18",
        "2026-05-19",
        "2026-05-20"
      ],
      "horizonObservationCounts": {
        "1": 19,
        "5": 19,
        "10": 19
      },
      "baselineAvgForwardReturns": {
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 4,
      "comboQuality": 0.490919861587541,
      "fitnessScore": 0.34200859961005475,
      "lookbackDays": 14,
      "returnLift1D": 0.0003454060412490796,
      "activationRate": 0.05397727272727273,
      "activationCount": 19,
      "sampleConfidence": 0.9755473731750194,
      "shadowTotalReturn": 0.04866472269299704,
      "avgForwardReturn1D": 0.002974389477146017
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.6679494341013822,
      "fitnessScore": 0.5037635459747011,
      "lookbackDays": 21,
      "returnLift1D": 0.006257227875195857,
      "activationRate": 0.0029498525073746312,
      "activationCount": 1,
      "sampleConfidence": 0.5729837387624885,
      "shadowTotalReturn": 0.007882018205437324,
      "avgForwardReturn1D": 0.008886211311092795
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.1675125669733089,
      "fitnessScore": -0.0027391452464323378,
      "lookbackDays": 30,
      "returnLift1D": -0.0028994721921743643,
      "activationRate": 0.06363636363636363,
      "activationCount": 21,
      "sampleConfidence": 0.9682539682539684,
      "shadowTotalReturn": -0.00863419266957366,
      "avgForwardReturn1D": -0.00027048875627742685
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.11514776444090147,
      "fitnessScore": -0.09862497984496987,
      "lookbackDays": 45,
      "returnLift1D": -0.003126689646927292,
      "activationRate": 0.025396825396825397,
      "activationCount": 8,
      "sampleConfidence": 0.7061838759518551,
      "shadowTotalReturn": -0.004845375715244904,
      "avgForwardReturn1D": -0.0004977062110303544
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08341659392587013,
      "fitnessScore": -0.17729727833653747,
      "lookbackDays": 63,
      "returnLift1D": -0.0026289834358969376,
      "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": "124ee4c8a1f9848d369437115f4de7b7c0a86da722f5da153291b5ba966fc2b5",
    "size": 13,
    "members": [
      "DAC",
      "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",
      "DAC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "DAC",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "DAC",
    "hitRates": {
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      "5": 0.5879396984924623,
      "10": 0.711340206185567
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    "hitRate1D": 0.5495049504950495,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9399140058210935,
    "eligibleDays": 326,
    "fitnessScore": 0.9550025554046769,
    "lookbackDays": 63,
    "returnLift1D": -0.000022270316753944704,
    "hitRateLift1D": 0.021897588531859413,
    "portfolioSize": 4,
    "activationRate": 0.6196319018404908,
    "activationCount": 202,
    "baselineHitRates": {
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      "5": 0.6055900621118012,
      "10": 0.7066246056782335
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    "sampleConfidence": 0.9963696369636964,
    "shadowSharpeLike": 1.6455689164526708,
    "avgForwardReturns": {
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      "5": 0.009031618095880916,
      "10": 0.0188674433831053
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    "shadowMaxDrawdown": -0.09511331418817448,
    "shadowTotalReturn": 0.47411880617188706,
    "avgForwardReturn1D": 0.0021232672538193803,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-17",
      "2025-04-21",
      "2025-04-22",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01"
    ],
    "horizonObservationCounts": {
      "1": 202,
      "5": 199,
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    "baselineAvgForwardReturns": {
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      "5": 0.010722888982951937,
      "10": 0.0206128949520395
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9399140058210935,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.40634983464743496,
    "bestRawFitnessScore": 0.9550025554046769,
    "upperQuartileComboQuality": 0.44464611148448546
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5327409778000651,
    "rawScore": 0.5570460779166947,
    "confidence": 0.9127357643104552,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0.14968113788680854,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.7117875765671764,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "comboQuality": 0.9399140058210935,
      "eligibleDays": 326,
      "fitnessScore": 0.9550025554046769,
      "lookbackDays": 63,
      "returnLift1D": -0.000022270316753944704,
      "hitRateLift1D": 0.021897588531859413,
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      "sampleConfidence": 0.9963696369636964,
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      "shadowMaxDrawdown": -0.09511331418817448,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      "comboQuality": 0.9399140058210935,
      "eligibleDays": 326,
      "fitnessScore": 0.9550025554046769,
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      "returnLift1D": -0.000022270316753944704,
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      "activationRate": 0.6196319018404908,
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      "sampleConfidence": 0.9963696369636964,
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      "shadowMaxDrawdown": -0.09511331418817448,
      "shadowTotalReturn": 0.47411880617188706,
      "avgForwardReturn1D": 0.0021232672538193803,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-22",
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        "5": 0.008024785587765476,
        "10": 0.015419087663768477
      }
    },
    {
      "topN": 2,
      "ticker": "DAC",
      "hitRates": {
        "1": 0.45,
        "5": 0.4625,
        "10": 0.6625
      },
      "hitRate1D": 0.45,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.17307700413752447,
      "eligibleDays": 344,
      "fitnessScore": 0.005925506164282786,
      "lookbackDays": 45,
      "returnLift1D": -0.001505179411375703,
      "hitRateLift1D": -0.0790697674418605,
      "portfolioSize": 2,
      "activationRate": 0.23255813953488372,
      "activationCount": 80,
      "baselineHitRates": {
        "1": 0.5290697674418605,
        "5": 0.5911764705882353,
        "10": 0.6776119402985075
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.07638849070632514,
      "avgForwardReturns": {
        "1": 0.00029935783320131636,
        "5": -0.0002725956488332321,
        "10": 0.0011103410146599297
      },
      "shadowMaxDrawdown": -0.10614210704651406,
      "shadowTotalReturn": 0.0024817711438849255,
      "avgForwardReturn1D": 0.00029935783320131636,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-30",
        "2025-05-02",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 80,
        "10": 80
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018045372445770194,
        "5": 0.008335153798332535,
        "10": 0.016332682666434038
      }
    },
    {
      "topN": 2,
      "ticker": "DAC",
      "hitRates": {
        "1": 0.4691358024691358,
        "5": 0.38271604938271603,
        "10": 0.5308641975308642
      },
      "hitRate1D": 0.4691358024691358,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.09875536332314355,
      "eligibleDays": 359,
      "fitnessScore": -0.1364488250950434,
      "lookbackDays": 30,
      "returnLift1D": -0.002481787488369991,
      "hitRateLift1D": -0.054541077753705425,
      "portfolioSize": 2,
      "activationRate": 0.22562674094707522,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.5236768802228412,
        "5": 0.5774647887323944,
        "10": 0.6657142857142857
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5423574130628944,
      "avgForwardReturns": {
        "1": -0.0008561852012150628,
        "5": -0.004102759104947756,
        "10": -0.003899796921299369
      },
      "shadowMaxDrawdown": -0.14747493830575886,
      "shadowTotalReturn": -0.08866702280192129,
      "avgForwardReturn1D": -0.0008561852012150628,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-24",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 81,
        "5": 81,
        "10": 81
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016256022871549284,
        "5": 0.007356758030620123,
        "10": 0.015127897811213832
      }
    }
  ],
  "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": 0.4286655206123556,
      "fitnessScore": 0.2867944677587869,
      "lookbackDays": 14,
      "returnLift1D": -0.0008078528379723963,
      "activationRate": 0.42933333333333334,
      "activationCount": 161,
      "sampleConfidence": 0.9954451345755695,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.1055925381517433,
      "avgForwardReturn1D": 0.0009649992898309251
    },
    {
      "comboQuality": 0.40634983464743496,
      "fitnessScore": 0.2666033353586865,
      "lookbackDays": 21,
      "returnLift1D": -0.0010863622446578244,
      "activationRate": 0.4673913043478261,
      "activationCount": 172,
      "sampleConfidence": 0.9984496124031008,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.07331830464558942,
      "avgForwardReturn1D": 0.0006868970787829559
    },
    {
      "comboQuality": 0.43189863065286366,
      "fitnessScore": 0.2896960286865771,
      "lookbackDays": 30,
      "returnLift1D": -0.0010287435457728064,
      "activationRate": 0.48467966573816157,
      "activationCount": 174,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.06010972430754569,
      "avgForwardReturn1D": 0.000596858741382122
    },
    {
      "comboQuality": 0.4828885539793508,
      "fitnessScore": 0.3349360446639405,
      "lookbackDays": 45,
      "returnLift1D": -0.0012199317691515346,
      "activationRate": 0.5697674418604651,
      "activationCount": 196,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.07094178339181201,
      "avgForwardReturn1D": 0.0005846054754254847
    },
    {
      "comboQuality": 0.9399140058210935,
      "fitnessScore": 0.9550025554046769,
      "lookbackDays": 63,
      "returnLift1D": -0.000022270316753944704,
      "activationRate": 0.6196319018404908,
      "activationCount": 202,
      "sampleConfidence": 0.9963696369636964,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.47411880617188706,
      "avgForwardReturn1D": 0.0021232672538193803
    }
  ],
  "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": "124ee4c8a1f9848d369437115f4de7b7c0a86da722f5da153291b5ba966fc2b5",
    "size": 13,
    "members": [
      "DAC",
      "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
0.314
Liquidity
0.363
Momentum
0.674
Relative strength
0.792
Trend quality
0.637
Stability
0.767
Aggression
0.384
Downside risk
0.666
Drawdown state
1
Quality momentum
0.693
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.630
Benchmark Independence 3m Score
0.713
Beta 1y Profile Score
0.254
Beta 3m Profile Score
0.211
Beta Change Score
0.447
Correlation Change Score
0.459
Current Drawdown Score
1
Days Since 52w High Score
0
Distance From 52w High Score
1
Distance From Sma 20 Score
0.644
Distance From Sma 200 Score
0.955
Distance From Sma 50 Score
0.629
Downside Volatility 1m Score
0.219
Downside Volatility 1y Score
0.189
Downside Volatility 2y Score
0.252
Downside Volatility 3m Score
0.184
Downside Volatility 5y Score
0.363
Downside Volatility 6m Score
0.223
Drawdown Recovery Score
1
Excess Return 1m Score
0.632
Excess Return 1y Score
1
Excess Return 3m Score
0.740
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.754
Log Avg Dollar Volume 20d Score
0.363
Log Market Cap Score
0.314
Drawdown Score 1m
0.837
Drawdown Score 1y
0.807
Drawdown Score 2y
0.715
Drawdown Score 3m
0.787
Drawdown Score 5y
0.499
Drawdown Score 6m
0.827
Momentum Acceleration 1m Vs 3m Score
0.580
Momentum Acceleration 3m Vs 6m Score
0.485
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.616
Relative Strength Slope 3m Score
0.501
Relative Volume 20d Score
0.262
Return 1m Score
0.643
Return 1w Score
0.701
Return 1y Score
0.850
Return 2y Score
0.485
Return 3m Score
0.731
Return 5y Score
0.193
Return 6m Score
0.831
Return Skewness 1y Score
0.529
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.829
Sharpe 2y Score
0.633
Sharpe 3m Score
0.989
Sharpe 5y Score
0.543
Sharpe 6m Score
0.962
Sortino 1m Score
0.971
Sortino 1y Score
0.680
Sortino 2y Score
0.531
Sortino 3m Score
0.844
Sortino 5y Score
0.468
Sortino 6m Score
0.777
Trend R2 1m Score
0.610
Trend R2 1w Score
0.629
Trend R2 1y Score
0.859
Trend R2 2y Score
0.803
Trend R2 3m Score
0.117
Trend R2 5y Score
0.576
Trend R2 6m Score
0.821
Trend Slope 1m Score
0.734
Trend Slope 1w Score
1
Trend Slope 1y Score
0.614
Trend Slope 2y Score
0.567
Trend Slope 3m Score
0.542
Trend Slope 5y Score
0.533
Trend Slope 6m Score
0.637
Volatility 1m Score
0.297
Volatility 1w Score
0.575
Volatility 1y Score
0.224
Volatility 2y Score
0.274
Volatility 3m Score
0.254
Volatility 5y Score
0.384
Volatility 6m Score
0.265
Worst Day 1y Score
0.798
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
12,316,504.889
Best Day 1y
0.040
Beta To Benchmark 1y
0.635
Beta 3m
0.528
Beta Change
-0.107
Beta To Sector 1y
0.396
Correlation To Benchmark 1y
0.370
Correlation 3m
0.287
Correlation Change
-0.083
Correlation To Sector 1y
0.303
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.630
Benchmark Independence 3m Score
0.713
Beta 1y Profile Score
0.254
Beta 3m Profile Score
0.211
Beta Change Score
0.447
Correlation Change Score
0.459
Current Drawdown Score
1
Distance From Sma 20 Score
0.644
Distance From Sma 200 Score
0.955
Current Drawdown
0
Days Since 52w High
0
Distance From 52w High
0
Distance From Sma 20
0.086
Distance From Sma 200
0.273
Distance From Sma 50
0.078
Downside Capture 1y
1.557
Downside Volatility 1m
0.214
Downside Volatility 1w
-
Downside Volatility 1y
0.192
Downside Volatility 2y
0.239
Downside Volatility 3m
0.188
Downside Volatility 5y
0.322
Downside Volatility 6m
0.217
Drawdown Recovery
1
Excess Return 1m
0.079
Excess Return 1y
0.372
Excess Return 3m
0.144
Excess Return 6m
0.314
Expected Shortfall 95 1y
-0.025
Market Cap
2,552,504,164.74
Max Drawdown 1m
-0.041
Max Drawdown 1w
-0.036
Max Drawdown 1y
-0.126
Max Drawdown 2y
-0.228
Max Drawdown 3m
-0.085
Max Drawdown 5y
-0.501
Max Drawdown 6m
-0.095
Momentum Acceleration 1m Vs 3m
0.024
Momentum Acceleration 3m Vs 6m
-0.005
Moving Average Alignment
0.500
Relative Strength Acceleration
0.002
Relative Strength Slope 3m
0.000
Relative Volume 20d
1.008
Return 1m
0.086
Return 1w
0.060
Return 1y
0.559
Return 2y
0.699
Return 3m
0.185
Return 5y
1.506
Return 6m
0.397
Return Skewness 1y
0.173
Sector Excess Return 1y
0.339
Sharpe 1m
3.755
Sharpe 1y
2.147
Sharpe 2y
1.165
Sharpe 3m
2.944
Sharpe 5y
0.713
Sharpe 6m
2.810
Sortino 1m
4.770
Sortino 1y
2.440
Sortino 2y
1.245
Sortino 3m
3.754
Sortino 5y
0.747
Sortino 6m
3.219
Trend R2 1m
0.610
Trend R2 1w
0.629
Trend R2 1y
0.859
Trend R2 2y
0.803
Trend R2 3m
0.117
Trend R2 5y
0.576
Trend R2 6m
0.821
Trend 1m
0.004
Trend 1w
0.014
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
0.001
Trend 5y
0.001
Trend 6m
0.002
Upside Capture 1y
0.844
Value At Risk 95 1y
-0.019
Volatility 1m
0.272
Volatility 1w
0.481
Volatility 1y
0.218
Volatility 2y
0.255
Volatility 3m
0.240
Volatility 5y
0.338
Volatility 6m
0.249
Worst Day 1y
-0.040
Distance From Sma 50 Score
0.629
Downside Volatility 1y Score
0.189
Downside Volatility 3m Score
0.184
Drawdown Recovery Score
1
Excess Return 1m Score
0.632
Excess Return 1y Score
1
Excess Return 3m Score
0.740
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.754
Log Avg Dollar Volume 20d Score
0.363
Log Market Cap Score
0.314
Drawdown Score 1y
0.807
Drawdown Score 5y
0.499
Momentum Acceleration 1m Vs 3m Score
0.580
Momentum Acceleration 3m Vs 6m Score
0.485
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.616
Relative Volume 20d Score
0.262
Return 1m Score
0.643
Return 1y Score
0.850
Return 3m Score
0.731
Return 6m Score
0.831
Return Skewness 1y Score
0.529
Sortino 1y Score
0.680
Sortino 3m Score
0.844
Trend R2 1y Score
0.859
Trend R2 3m Score
0.117
Trend Slope 1y Score
0.614
Trend Slope 3m Score
0.542
Volatility 1y Score
0.224
Volatility 3m Score
0.254