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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

JNJ

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

Research Detail

JNJ

JNJ

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
-0.161
Correlation To Benchmark 1y
-0.113
Inverse To Benchmark 1y
0.887
Drawdown Score 1m
0.697
Drawdown Score 3m
0.811
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
0.801
Drawdown Score 1y
0.831
Drawdown Score 2y
0.819
Drawdown Score 5y
0.816
Return 1w
0.037
Return 1m
0.084
Return 3m
0.153
Return 6m
0.202
Return 1y
0.582
Return 2y
0.766
Return 5y
0.772
Sharpe 1m
3.369
Sharpe 3m
2.439
Sharpe 6m
1.890
Sharpe 1y
2.632
Sharpe 2y
1.599
Sharpe 5y
0.747
Trend 1w
0.006
Trend 1m
0.001
Trend 3m
0.003
Trend 6m
0.000
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.226
Volatility 1m
0.302
Volatility 3m
0.246
Volatility 6m
0.206
Volatility 1y
0.181
Volatility 2y
0.189
Volatility 5y
0.173
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
JNJ
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:38 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
0.128
Aptet Fit Raw Score
0.203
Aptet Fit Confidence
0.261
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.779
Force Fit Raw Score
0.791
Force Fit Confidence
0.971
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:38 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "JNJ"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "JNJ",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "JNJ",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08396695708169333,
    "eligibleDays": 339,
    "fitnessScore": -0.1757183984139376,
    "lookbackDays": 21,
    "returnLift1D": -0.0018634658976667098,
    "hitRateLift1D": -0.42105263157894735,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.42105263157894735,
      "5": 0.4666666666666667,
      "10": 0.4
    },
    "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": 0.0018634658976667098,
      "5": 0.005564220536132717,
      "10": 0.00871149752693331
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08396695708169333,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08396695708169333,
    "bestRawFitnessScore": -0.1757183984139376,
    "upperQuartileComboQuality": 0.08396695708169333
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.12794328821937223,
    "rawScore": 0.2029442044805014,
    "confidence": 0.26087156365842246,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.6788531940757337,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "JNJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396695708169333,
      "eligibleDays": 339,
      "fitnessScore": -0.1757183984139376,
      "lookbackDays": 21,
      "returnLift1D": -0.0018634658976667098,
      "hitRateLift1D": -0.42105263157894735,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.42105263157894735,
        "5": 0.4666666666666667,
        "10": 0.4
      },
      "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": 0.0018634658976667098,
        "5": 0.005564220536132717,
        "10": 0.00871149752693331
      }
    },
    {
      "topN": 3,
      "ticker": "JNJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396695708169333,
      "eligibleDays": 339,
      "fitnessScore": -0.1757183984139376,
      "lookbackDays": 21,
      "returnLift1D": -0.0018634658976667098,
      "hitRateLift1D": -0.42105263157894735,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.42105263157894735,
        "5": 0.4666666666666667,
        "10": 0.4
      },
      "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": 0.0018634658976667098,
        "5": 0.005564220536132717,
        "10": 0.00871149752693331
      }
    },
    {
      "topN": 4,
      "ticker": "JNJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396695708169333,
      "eligibleDays": 339,
      "fitnessScore": -0.1757183984139376,
      "lookbackDays": 21,
      "returnLift1D": -0.0018634658976667098,
      "hitRateLift1D": -0.42105263157894735,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.42105263157894735,
        "5": 0.4666666666666667,
        "10": 0.4
      },
      "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": 0.0018634658976667098,
        "5": 0.005564220536132717,
        "10": 0.00871149752693331
      }
    },
    {
      "topN": 5,
      "ticker": "JNJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396695708169333,
      "eligibleDays": 339,
      "fitnessScore": -0.1757183984139376,
      "lookbackDays": 21,
      "returnLift1D": -0.0018634658976667098,
      "hitRateLift1D": -0.42105263157894735,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.42105263157894735,
        "5": 0.4666666666666667,
        "10": 0.4
      },
      "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": 0.0018634658976667098,
        "5": 0.005564220536132717,
        "10": 0.00871149752693331
      }
    },
    {
      "topN": 2,
      "ticker": "JNJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396695708169333,
      "eligibleDays": 330,
      "fitnessScore": -0.1757183984139376,
      "lookbackDays": 30,
      "returnLift1D": -0.0018634658976667098,
      "hitRateLift1D": -0.42105263157894735,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.42105263157894735,
        "5": 0.4666666666666667,
        "10": 0.4
      },
      "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": 0.0018634658976667098,
        "5": 0.005564220536132717,
        "10": 0.00871149752693331
      }
    },
    {
      "topN": 3,
      "ticker": "JNJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396695708169333,
      "eligibleDays": 330,
      "fitnessScore": -0.1757183984139376,
      "lookbackDays": 30,
      "returnLift1D": -0.0018634658976667098,
      "hitRateLift1D": -0.42105263157894735,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.42105263157894735,
        "5": 0.4666666666666667,
        "10": 0.4
      },
      "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": 0.0018634658976667098,
        "5": 0.005564220536132717,
        "10": 0.00871149752693331
      }
    },
    {
      "topN": 4,
      "ticker": "JNJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396695708169333,
      "eligibleDays": 330,
      "fitnessScore": -0.1757183984139376,
      "lookbackDays": 30,
      "returnLift1D": -0.0018634658976667098,
      "hitRateLift1D": -0.42105263157894735,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.42105263157894735,
        "5": 0.4666666666666667,
        "10": 0.4
      },
      "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": 0.0018634658976667098,
        "5": 0.005564220536132717,
        "10": 0.00871149752693331
      }
    },
    {
      "topN": 5,
      "ticker": "JNJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396695708169333,
      "eligibleDays": 330,
      "fitnessScore": -0.1757183984139376,
      "lookbackDays": 30,
      "returnLift1D": -0.0018634658976667098,
      "hitRateLift1D": -0.42105263157894735,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.42105263157894735,
        "5": 0.4666666666666667,
        "10": 0.4
      },
      "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": 0.0018634658976667098,
        "5": 0.005564220536132717,
        "10": 0.00871149752693331
      }
    },
    {
      "topN": 2,
      "ticker": "JNJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396695708169333,
      "eligibleDays": 315,
      "fitnessScore": -0.1757183984139376,
      "lookbackDays": 45,
      "returnLift1D": -0.0018634658976667098,
      "hitRateLift1D": -0.42105263157894735,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.42105263157894735,
        "5": 0.4666666666666667,
        "10": 0.4
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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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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      "lookbackDays": 14,
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      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "sampleConfidence": 0.5572586046425942,
      "shadowTotalReturn": -0.02320732516735957,
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    {
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      "lookbackDays": 21,
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      "activationRate": 0,
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      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "lookbackDays": 30,
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      "activationRate": 0,
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      "shadowTotalReturn": 0,
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    {
      "bestTopN": 2,
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      "lookbackDays": 45,
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      "activationRate": 0,
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      "shadowTotalReturn": 0,
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    {
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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": "c27f3ef7e0f970a61f5926c6c6afe4421f7762a78eb420eb910bb2fb8e82eac1",
    "size": 13,
    "members": [
      "JNJ",
      "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",
      "JNJ"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "JNJ",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "lookbackDays": 21,
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    "hitRateLift1D": 0.03145099048109079,
    "portfolioSize": 3,
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    "riskOffActivations": 0,
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      "2025-02-05",
      "2025-02-06",
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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."
  },
  "backendAlgorithm": "alpha1",
  "universeIdentity": {
    "hash": "c27f3ef7e0f970a61f5926c6c6afe4421f7762a78eb420eb910bb2fb8e82eac1",
    "size": 13,
    "members": [
      "JNJ",
      "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
0.849
Liquidity
1
Momentum
0.667
Relative strength
0.713
Trend quality
0.687
Stability
0.791
Aggression
0.334
Downside risk
0.651
Drawdown state
0.965
Quality momentum
0.680
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.887
Benchmark Independence 3m Score
0.643
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.244
Correlation Change Score
0.378
Current Drawdown Score
0.954
Days Since 52w High Score
0.048
Distance From 52w High Score
0.954
Distance From Sma 20 Score
0.524
Distance From Sma 200 Score
0.775
Distance From Sma 50 Score
0.627
Downside Volatility 1m Score
0.291
Downside Volatility 1y Score
0.144
Downside Volatility 2y Score
0.179
Downside Volatility 3m Score
0.217
Downside Volatility 5y Score
0.157
Downside Volatility 6m Score
0.178
Drawdown Recovery Score
1
Excess Return 1m Score
0.630
Excess Return 1y Score
1
Excess Return 3m Score
0.688
Excess Return 6m Score
0.700
Expected Shortfall 95 1y Score
0.791
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.849
Drawdown Score 1m
0.697
Drawdown Score 1y
0.831
Drawdown Score 2y
0.819
Drawdown Score 3m
0.811
Drawdown Score 5y
0.816
Drawdown Score 6m
0.801
Momentum Acceleration 1m Vs 3m Score
0.611
Momentum Acceleration 3m Vs 6m Score
0.558
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.552
Relative Strength Slope 3m Score
0.623
Relative Volume 20d Score
0.277
Return 1m Score
0.641
Return 1w Score
0.624
Return 1y Score
0.864
Return 2y Score
0.504
Return 3m Score
0.692
Return 5y Score
0.136
Return 6m Score
0.669
Return Skewness 1y Score
0.545
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.926
Sharpe 2y Score
0.720
Sharpe 3m Score
0.888
Sharpe 5y Score
0.549
Sharpe 6m Score
0.778
Sortino 1m Score
0.850
Sortino 1y Score
0.751
Sortino 2y Score
0.580
Sortino 3m Score
0.728
Sortino 5y Score
0.472
Sortino 6m Score
0.641
Trend R2 1m Score
0.053
Trend R2 1w Score
0.570
Trend R2 1y Score
0.869
Trend R2 2y Score
0.818
Trend R2 3m Score
0.747
Trend R2 5y Score
0.397
Trend R2 6m Score
0.132
Trend Slope 1m Score
0.562
Trend Slope 1w Score
0.894
Trend Slope 1y Score
0.609
Trend Slope 2y Score
0.576
Trend Slope 3m Score
0.663
Trend Slope 5y Score
0.517
Trend Slope 6m Score
0.528
Volatility 1m Score
0.336
Volatility 1w Score
0.235
Volatility 1y Score
0.174
Volatility 2y Score
0.185
Volatility 3m Score
0.262
Volatility 5y Score
0.165
Volatility 6m Score
0.209
Worst Day 1y Score
0.865
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
2,200,948,030.685
Best Day 1y
0.040
Beta To Benchmark 1y
-0.161
Beta 3m
-0.672
Beta Change
-0.511
Beta To Sector 1y
0.673
Correlation To Benchmark 1y
-0.113
Correlation 3m
-0.357
Correlation Change
-0.243
Correlation To Sector 1y
0.588
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.887
Benchmark Independence 3m Score
0.643
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.244
Correlation Change Score
0.378
Current Drawdown Score
0.954
Distance From Sma 20 Score
0.524
Distance From Sma 200 Score
0.775
Current Drawdown
-0.030
Days Since 52w High
12
Distance From 52w High
-0.030
Distance From Sma 20
0.015
Distance From Sma 200
0.165
Distance From Sma 50
0.076
Downside Capture 1y
3.001
Downside Volatility 1m
0.268
Downside Volatility 1w
-
Downside Volatility 1y
0.158
Downside Volatility 2y
0.184
Downside Volatility 3m
0.213
Downside Volatility 5y
0.168
Downside Volatility 6m
0.184
Drawdown Recovery
1
Excess Return 1m
0.078
Excess Return 1y
0.396
Excess Return 3m
0.113
Excess Return 6m
0.120
Expected Shortfall 95 1y
-0.021
Market Cap
634,767,290,449.8
Max Drawdown 1m
-0.076
Max Drawdown 1w
-0.017
Max Drawdown 1y
-0.110
Max Drawdown 2y
-0.144
Max Drawdown 3m
-0.076
Max Drawdown 5y
-0.184
Max Drawdown 6m
-0.110
Momentum Acceleration 1m Vs 3m
0.033
Momentum Acceleration 3m Vs 6m
0.017
Moving Average Alignment
1
Relative Strength Acceleration
0.001
Relative Strength Slope 3m
0.002
Relative Volume 20d
1.047
Return 1m
0.084
Return 1w
0.037
Return 1y
0.582
Return 2y
0.766
Return 3m
0.153
Return 5y
0.772
Return 6m
0.202
Return Skewness 1y
0.268
Sector Excess Return 1y
0.352
Sharpe 1m
3.369
Sharpe 1y
2.632
Sharpe 2y
1.599
Sharpe 3m
2.439
Sharpe 5y
0.747
Sharpe 6m
1.890
Sortino 1m
3.798
Sortino 1y
3.006
Sortino 2y
1.642
Sortino 3m
2.821
Sortino 5y
0.772
Sortino 6m
2.125
Trend R2 1m
0.053
Trend R2 1w
0.570
Trend R2 1y
0.869
Trend R2 2y
0.818
Trend R2 3m
0.747
Trend R2 5y
0.397
Trend R2 6m
0.132
Trend 1m
0.001
Trend 1w
0.006
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
0.003
Trend 5y
0.000
Trend 6m
0.000
Upside Capture 1y
0.444
Value At Risk 95 1y
-0.017
Volatility 1m
0.302
Volatility 1w
0.226
Volatility 1y
0.181
Volatility 2y
0.189
Volatility 3m
0.246
Volatility 5y
0.173
Volatility 6m
0.206
Worst Day 1y
-0.027
Distance From Sma 50 Score
0.627
Downside Volatility 1y Score
0.144
Downside Volatility 3m Score
0.217
Drawdown Recovery Score
1
Excess Return 1m Score
0.630
Excess Return 1y Score
1
Excess Return 3m Score
0.688
Excess Return 6m Score
0.700
Expected Shortfall 95 1y Score
0.791
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.849
Drawdown Score 1y
0.831
Drawdown Score 5y
0.816
Momentum Acceleration 1m Vs 3m Score
0.611
Momentum Acceleration 3m Vs 6m Score
0.558
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.552
Relative Volume 20d Score
0.277
Return 1m Score
0.641
Return 1y Score
0.864
Return 3m Score
0.692
Return 6m Score
0.669
Return Skewness 1y Score
0.545
Sortino 1y Score
0.751
Sortino 3m Score
0.728
Trend R2 1y Score
0.869
Trend R2 3m Score
0.747
Trend Slope 1y Score
0.609
Trend Slope 3m Score
0.663
Volatility 1y Score
0.174
Volatility 3m Score
0.262