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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

NOW

Information Technology | v2 | as of 2026-07-23
Close

Research Detail

NOW

ServiceNow

Category

Sector: Technology

Industry / Category: Software

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

Sample layoutNot live data
3M Return: Unavailable
1Y Return: Unavailable

Description

Enterprise workflow and automation software with growing AI process integration.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.683
Correlation To Benchmark 1y
0.164
Inverse To Benchmark 1y
0.836
Drawdown Score 1m
0.305
Drawdown Score 3m
0.147
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
0.289
Drawdown Score 1y
0.102
Drawdown Score 2y
0.193
Drawdown Score 5y
0.355
Return 1w
-0.116
Return 1m
-0.042
Return 3m
-0.108
Return 6m
-0.266
Return 1y
-0.522
Return 2y
-0.378
Return 5y
-0.177
Sharpe 1m
-0.549
Sharpe 3m
-0.214
Sharpe 6m
-0.574
Sharpe 1y
-1.129
Sharpe 2y
-0.262
Sharpe 5y
0.133
Trend 1w
-0.025
Trend 1m
0.002
Trend 3m
0.002
Trend 6m
-0.001
Trend 1y
-0.003
Trend 2y
-0.001
Trend 5y
0.000
Volatility 1w
0.473
Volatility 1m
0.611
Volatility 3m
0.767
Volatility 6m
0.677
Volatility 1y
0.528
Volatility 2y
0.475
Volatility 5y
0.441
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
NOW
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:47 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
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
0.073
Aptet Fit Raw Score
0.079
Aptet Fit Confidence
0.843
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.068
Force Fit Raw Score
0.073
Force Fit Confidence
0.849
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:47 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "NOW"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "NOW",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "NOW",
    "hitRates": {
      "1": 0.4897959183673469,
      "5": 0.4888888888888889,
      "10": 0.525
    },
    "hitRate1D": 0.4897959183673469,
    "comboQuality": 0.2410245678824139,
    "eligibleDays": 315,
    "fitnessScore": 0.0976444815510251,
    "lookbackDays": 45,
    "returnLift1D": 0.0015118089412521191,
    "hitRateLift1D": -0.0005266622778143382,
    "activationRate": 0.15873015873015872,
    "activationCount": 50,
    "baselineHitRates": {
      "1": 0.49032258064516127,
      "5": 0.4542483660130719,
      "10": 0.4219269102990033
    },
    "sampleConfidence": 0.9786666666666667,
    "shadowSharpeLike": 0.25792174876925,
    "avgForwardReturns": {
      "1": 0.000741573956109305,
      "5": 0.0031954414358831827,
      "10": 0.01027751576737771
    },
    "shadowMaxDrawdown": -0.07281037116922784,
    "shadowTotalReturn": 0.026376865403357597,
    "avgForwardReturn1D": 0.000741573956109305,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09"
    ],
    "horizonObservationCounts": {
      "1": 49,
      "5": 45,
      "10": 40
    },
    "baselineAvgForwardReturns": {
      "1": -0.0007702349851428141,
      "5": -0.0058019280990585865,
      "10": -0.013501474835808326
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.2410245678824139,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.041135047149656156,
    "bestRawFitnessScore": 0.0976444815510251,
    "upperQuartileComboQuality": 0.07012269812660082
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.0726668931116082,
    "rawScore": 0.07887251836994857,
    "confidence": 0.8426416352212027,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 45
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.04367069898036918,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "NOW",
      "hitRates": {
        "1": 0.4897959183673469,
        "5": 0.4888888888888889,
        "10": 0.525
      },
      "hitRate1D": 0.4897959183673469,
      "comboQuality": 0.2410245678824139,
      "eligibleDays": 315,
      "fitnessScore": 0.0976444815510251,
      "lookbackDays": 45,
      "returnLift1D": 0.0015118089412521191,
      "hitRateLift1D": -0.0005266622778143382,
      "activationRate": 0.15873015873015872,
      "activationCount": 50,
      "baselineHitRates": {
        "1": 0.49032258064516127,
        "5": 0.4542483660130719,
        "10": 0.4219269102990033
      },
      "sampleConfidence": 0.9786666666666667,
      "shadowSharpeLike": 0.25792174876925,
      "avgForwardReturns": {
        "1": 0.000741573956109305,
        "5": 0.0031954414358831827,
        "10": 0.01027751576737771
      },
      "shadowMaxDrawdown": -0.07281037116922784,
      "shadowTotalReturn": 0.026376865403357597,
      "avgForwardReturn1D": 0.000741573956109305,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 49,
        "5": 45,
        "10": 40
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007702349851428141,
        "5": -0.0058019280990585865,
        "10": -0.013501474835808326
      }
    },
    {
      "topN": 5,
      "ticker": "NOW",
      "hitRates": {
        "1": 0.48148148148148145,
        "5": 0.4675324675324675,
        "10": 0.4722222222222222
      },
      "hitRate1D": 0.48148148148148145,
      "comboQuality": 0.14264541138958597,
      "eligibleDays": 315,
      "fitnessScore": -0.04456772926311751,
      "lookbackDays": 45,
      "returnLift1D": 0.0008087388788261545,
      "hitRateLift1D": -0.00884109916367981,
      "activationRate": 0.26031746031746034,
      "activationCount": 82,
      "baselineHitRates": {
        "1": 0.49032258064516127,
        "5": 0.4542483660130719,
        "10": 0.4219269102990033
      },
      "sampleConfidence": 0.9869918699186992,
      "shadowSharpeLike": -0.012963579124137993,
      "avgForwardReturns": {
        "1": 0.000038503893683340384,
        "5": -0.006633888794370648,
        "10": -0.015892517672660252
      },
      "shadowMaxDrawdown": -0.2920653786864633,
      "shadowTotalReturn": -0.038156241803801616,
      "avgForwardReturn1D": 0.000038503893683340384,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 81,
        "5": 77,
        "10": 72
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007702349851428141,
        "5": -0.0058019280990585865,
        "10": -0.013501474835808326
      }
    },
    {
      "topN": 5,
      "ticker": "NOW",
      "hitRates": {
        "1": 0.4594594594594595,
        "5": 0.4392523364485981,
        "10": 0.43137254901960786
      },
      "hitRate1D": 0.4594594594594595,
      "comboQuality": 0.11175624130459708,
      "eligibleDays": 352,
      "fitnessScore": -0.10604374768127035,
      "lookbackDays": 14,
      "returnLift1D": 0.0007629142456525957,
      "hitRateLift1D": -0.028979846898922024,
      "activationRate": 0.3181818181818182,
      "activationCount": 112,
      "baselineHitRates": {
        "1": 0.4884393063583815,
        "5": 0.4502923976608187,
        "10": 0.4230769230769231
      },
      "sampleConfidence": 0.9904761904761905,
      "shadowSharpeLike": -0.09323989605681735,
      "avgForwardReturns": {
        "1": -0.00021639520186397685,
        "5": -0.0019651251747450894,
        "10": -0.010419277917570052
      },
      "shadowMaxDrawdown": -0.2606959626364147,
      "shadowTotalReturn": -0.10298089674418798,
      "avgForwardReturn1D": -0.00021639520186397685,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "2025-04-10",
        "2025-04-15",
        "2025-04-16",
        "2025-04-21",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 107,
        "10": 102
      },
      "baselineAvgForwardReturns": {
        "1": -0.0009793094475165724,
        "5": -0.004178381671515117,
        "10": -0.009555627738302683
      }
    },
    {
      "topN": 4,
      "ticker": "NOW",
      "hitRates": {
        "1": 0.46464646464646464,
        "5": 0.4631578947368421,
        "10": 0.43333333333333335
      },
      "hitRate1D": 0.46464646464646464,
      "comboQuality": 0.08285894817024857,
      "eligibleDays": 352,
      "fitnessScore": -0.17890673807563162,
      "lookbackDays": 14,
      "returnLift1D": 0.0002793560025462744,
      "hitRateLift1D": -0.023792841711916868,
      "activationRate": 0.2840909090909091,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.4884393063583815,
        "5": 0.4502923976608187,
        "10": 0.4230769230769231
      },
      "sampleConfidence": 0.9893333333333334,
      "shadowSharpeLike": -0.20726151969576767,
      "avgForwardReturns": {
        "1": -0.000699953444970298,
        "5": -0.00047315772461946744,
        "10": -0.012299326262643118
      },
      "shadowMaxDrawdown": -0.27054999910314204,
      "shadowTotalReturn": -0.14498589177501642,
      "avgForwardReturn1D": -0.000699953444970298,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "2025-04-10",
        "2025-04-16",
        "2025-04-21",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 99,
        "5": 95,
        "10": 90
      },
      "baselineAvgForwardReturns": {
        "1": -0.0009793094475165724,
        "5": -0.004178381671515117,
        "10": -0.009555627738302683
      }
    },
    {
      "topN": 3,
      "ticker": "NOW",
      "hitRates": {
        "1": 0.4457831325301205,
        "5": 0.5,
        "10": 0.4868421052631579
      },
      "hitRate1D": 0.4457831325301205,
      "comboQuality": 0.07430974301617761,
      "eligibleDays": 352,
      "fitnessScore": -0.20490547400108106,
      "lookbackDays": 14,
      "returnLift1D": 0.0004091453877366055,
      "hitRateLift1D": -0.042656173828261035,
      "activationRate": 0.23863636363636365,
      "activationCount": 84,
      "baselineHitRates": {
        "1": 0.4884393063583815,
        "5": 0.4502923976608187,
        "10": 0.4230769230769231
      },
      "sampleConfidence": 0.9896825396825397,
      "shadowSharpeLike": -0.15410792311348465,
      "avgForwardReturns": {
        "1": -0.000570164059779967,
        "5": 0.004355760793149602,
        "10": -0.006792531196340408
      },
      "shadowMaxDrawdown": -0.2887361885100872,
      "shadowTotalReturn": -0.12014140565031262,
      "avgForwardReturn1D": -0.000570164059779967,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "2025-04-10",
        "2025-04-16",
        "2025-04-21",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 83,
        "5": 80,
        "10": 76
      },
      "baselineAvgForwardReturns": {
        "1": -0.0009793094475165724,
        "5": -0.004178381671515117,
        "10": -0.009555627738302683
      }
    },
    {
      "topN": 2,
      "ticker": "NOW",
      "hitRates": {
        "1": 0.4647887323943662,
        "5": 0.5,
        "10": 0.484375
      },
      "hitRate1D": 0.4647887323943662,
      "comboQuality": 0.0687270164967419,
      "eligibleDays": 352,
      "fitnessScore": -0.22341021639197306,
      "lookbackDays": 14,
      "returnLift1D": -0.00005818278287764503,
      "hitRateLift1D": -0.02365057396401532,
      "activationRate": 0.20170454545454544,
      "activationCount": 71,
      "baselineHitRates": {
        "1": 0.4884393063583815,
        "5": 0.4502923976608187,
        "10": 0.4230769230769231
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      "hitRateLift1D": -0.062446535500427724,
      "activationRate": 0.23008849557522124,
      "activationCount": 78,
      "baselineHitRates": {
        "1": 0.49101796407185627,
        "5": 0.45151515151515154,
        "10": 0.4307692307692308
      },
      "sampleConfidence": 0.994017094017094,
      "shadowSharpeLike": -0.7752837820800821,
      "avgForwardReturns": {
        "1": -0.0031192742420716076,
        "5": -0.006977386500585229,
        "10": -0.03307635436734086
      },
      "shadowMaxDrawdown": -0.30391458090870827,
      "shadowTotalReturn": -0.25139085636945147,
      "avgForwardReturn1D": -0.0031192742420716076,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-16",
        "2025-04-17",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 77,
        "5": 75,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008968100358890333,
        "5": -0.004327688154233154,
        "10": -0.00873252391000536
      }
    },
    {
      "topN": 5,
      "ticker": "NOW",
      "hitRates": {
        "1": 0.43902439024390244,
        "5": 0.36585365853658536,
        "10": 0.34615384615384615
      },
      "hitRate1D": 0.43902439024390244,
      "comboQuality": 0.021269828773514923,
      "eligibleDays": 330,
      "fitnessScore": -0.4923726099309631,
      "lookbackDays": 30,
      "returnLift1D": -0.002582362395302953,
      "hitRateLift1D": -0.053283302063789895,
      "activationRate": 0.24848484848484848,
      "activationCount": 82,
      "baselineHitRates": {
        "1": 0.49230769230769234,
        "5": 0.45794392523364486,
        "10": 0.4430379746835443
      },
      "sampleConfidence": 0.9967479674796749,
      "shadowSharpeLike": -0.8906315808953126,
      "avgForwardReturns": {
        "1": -0.0033823599789282355,
        "5": -0.012406393247132943,
        "10": -0.021330735507288055
      },
      "shadowMaxDrawdown": -0.353588906693892,
      "shadowTotalReturn": -0.27670169098216035,
      "avgForwardReturn1D": -0.0033823599789282355,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 82,
        "5": 82,
        "10": 78
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007999975836252826,
        "5": -0.0035118083898921315,
        "10": -0.007049703326627651
      }
    },
    {
      "topN": 4,
      "ticker": "NOW",
      "hitRates": {
        "1": 0.4375,
        "5": 0.375,
        "10": 0.35526315789473684
      },
      "hitRate1D": 0.4375,
      "comboQuality": 0.01933944261956104,
      "eligibleDays": 330,
      "fitnessScore": -0.5137375369086514,
      "lookbackDays": 30,
      "returnLift1D": -0.0027860773516446584,
      "hitRateLift1D": -0.054807692307692335,
      "activationRate": 0.24242424242424243,
      "activationCount": 80,
      "baselineHitRates": {
        "1": 0.49230769230769234,
        "5": 0.45794392523364486,
        "10": 0.4430379746835443
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      "sampleConfidence": 0.9966666666666667,
      "shadowSharpeLike": -0.9245833528225841,
      "avgForwardReturns": {
        "1": -0.0035860749352699408,
        "5": -0.012080407366241181,
        "10": -0.020648112234446615
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      "shadowMaxDrawdown": -0.3603096925052265,
      "shadowTotalReturn": -0.2842218790837395,
      "avgForwardReturn1D": -0.0035860749352699408,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 80,
        "10": 76
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007999975836252826,
        "5": -0.0035118083898921315,
        "10": -0.007049703326627651
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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": 5,
      "comboQuality": 0.11175624130459708,
      "fitnessScore": -0.10604374768127035,
      "lookbackDays": 14,
      "returnLift1D": 0.0007629142456525957,
      "activationRate": 0.3181818181818182,
      "activationCount": 112,
      "sampleConfidence": 0.9904761904761905,
      "shadowTotalReturn": -0.10298089674418798,
      "avgForwardReturn1D": -0.00021639520186397685
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.041868273014651076,
      "fitnessScore": -0.33870052631081177,
      "lookbackDays": 21,
      "returnLift1D": -0.0006220068877435376,
      "activationRate": 0.28023598820059,
      "activationCount": 95,
      "sampleConfidence": 0.9936842105263158,
      "shadowTotalReturn": -0.1912506719842504,
      "avgForwardReturn1D": -0.001518816923632571
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.045928704873262366,
      "fitnessScore": -0.31740258230621293,
      "lookbackDays": 30,
      "returnLift1D": -0.002295526908129797,
      "activationRate": 0.15151515151515152,
      "activationCount": 50,
      "sampleConfidence": 0.9973333333333334,
      "shadowTotalReturn": -0.1644251947315335,
      "avgForwardReturn1D": -0.0030955244917550795
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.2410245678824139,
      "fitnessScore": 0.0976444815510251,
      "lookbackDays": 45,
      "returnLift1D": 0.0015118089412521191,
      "activationRate": 0.15873015873015872,
      "activationCount": 50,
      "sampleConfidence": 0.9786666666666667,
      "shadowTotalReturn": 0.026376865403357597,
      "avgForwardReturn1D": 0.000741573956109305
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.06220218642089584,
      "fitnessScore": -0.24689172941812815,
      "lookbackDays": 63,
      "returnLift1D": -0.00013935178131797995,
      "activationRate": 0.11784511784511785,
      "activationCount": 35,
      "sampleConfidence": 0.9961904761904763,
      "shadowTotalReturn": -0.0751186746020287,
      "avgForwardReturn1D": -0.002050978145663738
    }
  ],
  "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": "f87edcd6fda786c5c8860e8ea14b871c62f560675904a8374a87276652d5aec7",
    "size": 13,
    "members": [
      "NOW",
      "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",
      "NOW"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "NOW",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "NOW",
    "hitRates": {
      "1": 0.5,
      "5": 0.48,
      "10": 0.4888888888888889
    },
    "hitRate1D": 0.5,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.21537337314785573,
    "eligibleDays": 344,
    "fitnessScore": 0.06557633766204403,
    "lookbackDays": 45,
    "returnLift1D": 0.001321068341787867,
    "hitRateLift1D": 0.008720930232558155,
    "portfolioSize": 2,
    "activationRate": 0.1511627906976744,
    "activationCount": 52,
    "baselineHitRates": {
      "1": 0.49127906976744184,
      "5": 0.4588235294117647,
      "10": 0.42686567164179107
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    "sampleConfidence": 0.9884615384615385,
    "shadowSharpeLike": 0.08481683825230199,
    "avgForwardReturns": {
      "1": 0.000298220994905712,
      "5": -0.0022622759086022514,
      "10": 0.0022171109970051573
    },
    "shadowMaxDrawdown": -0.08647004879987685,
    "shadowTotalReturn": 0.004756847528526675,
    "avgForwardReturn1D": 0.000298220994905712,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09"
    ],
    "horizonObservationCounts": {
      "1": 52,
      "5": 50,
      "10": 45
    },
    "baselineAvgForwardReturns": {
      "1": -0.001022847346882155,
      "5": -0.004742534911860825,
      "10": -0.00945035524219378
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.21537337314785573,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.03542789875194445,
    "bestRawFitnessScore": 0.06557633766204403,
    "upperQuartileComboQuality": 0.04615751477097645
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.06760062681120328,
    "rawScore": 0.07310567388978484,
    "confidence": 0.8493948065677899,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        45
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.07544564862042288,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "NOW",
      "hitRates": {
        "1": 0.5,
        "5": 0.48,
        "10": 0.4888888888888889
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      "hitRate1D": 0.5,
      "rankWeights": [
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        0.30000000000000004
      ],
      "comboQuality": 0.21537337314785573,
      "eligibleDays": 344,
      "fitnessScore": 0.06557633766204403,
      "lookbackDays": 45,
      "returnLift1D": 0.001321068341787867,
      "hitRateLift1D": 0.008720930232558155,
      "portfolioSize": 2,
      "activationRate": 0.1511627906976744,
      "activationCount": 52,
      "baselineHitRates": {
        "1": 0.49127906976744184,
        "5": 0.4588235294117647,
        "10": 0.42686567164179107
      },
      "sampleConfidence": 0.9884615384615385,
      "shadowSharpeLike": 0.08481683825230199,
      "avgForwardReturns": {
        "1": 0.000298220994905712,
        "5": -0.0022622759086022514,
        "10": 0.0022171109970051573
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      "shadowMaxDrawdown": -0.08647004879987685,
      "shadowTotalReturn": 0.004756847528526675,
      "avgForwardReturn1D": 0.000298220994905712,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 52,
        "5": 50,
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      },
      "baselineAvgForwardReturns": {
        "1": -0.001022847346882155,
        "5": -0.004742534911860825,
        "10": -0.00945035524219378
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    },
    {
      "topN": 2,
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      "hitRates": {
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        "5": 0.39473684210526316,
        "10": 0.32432432432432434
      },
      "hitRate1D": 0.4473684210526316,
      "rankWeights": [
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      ],
      "comboQuality": 0.08306408821604526,
      "eligibleDays": 326,
      "fitnessScore": -0.17831352723274332,
      "lookbackDays": 63,
      "returnLift1D": -0.0007357127183999146,
      "hitRateLift1D": -0.043429124959638354,
      "portfolioSize": 2,
      "activationRate": 0.1165644171779141,
      "activationCount": 38,
      "baselineHitRates": {
        "1": 0.49079754601226994,
        "5": 0.45962732919254656,
        "10": 0.4353312302839117
      },
      "sampleConfidence": 0.9982456140350878,
      "shadowSharpeLike": -0.6660659963807354,
      "avgForwardReturns": {
        "1": -0.0017987416212747551,
        "5": -0.007969726508487424,
        "10": -0.013886666398120919
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      "shadowMaxDrawdown": -0.07860858570930906,
      "shadowTotalReturn": -0.0719938694791914,
      "avgForwardReturn1D": -0.0017987416212747551,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28"
      ],
      "horizonObservationCounts": {
        "1": 38,
        "5": 38,
        "10": 37
      },
      "baselineAvgForwardReturns": {
        "1": -0.0010630289028748406,
        "5": -0.0038608326531544574,
        "10": -0.008165365369431667
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    },
    {
      "topN": 2,
      "ticker": "NOW",
      "hitRates": {
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        "10": 0.34
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      "hitRate1D": 0.5,
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      "comboQuality": 0.0529561329791827,
      "eligibleDays": 359,
      "fitnessScore": -0.2844539350614895,
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      "returnLift1D": -0.0014411982330109765,
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
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        "5": -0.016579700246579832,
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      "shadowMaxDrawdown": -0.2507527092757065,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-28",
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        "2025-05-01",
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      "horizonObservationCounts": {
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    },
    {
      "topN": 4,
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      "hitRate1D": 0.43103448275862066,
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      "comboQuality": 0.05282103829017253,
      "eligibleDays": 326,
      "fitnessScore": -0.28504726758745197,
      "lookbackDays": 63,
      "returnLift1D": -0.0012278193311261454,
      "hitRateLift1D": -0.05976306325364927,
      "portfolioSize": 4,
      "activationRate": 0.17791411042944785,
      "activationCount": 58,
      "baselineHitRates": {
        "1": 0.49079754601226994,
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        "10": 0.4353312302839117
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      "sampleConfidence": 0.9954022988505747,
      "shadowSharpeLike": -0.6661166160103302,
      "avgForwardReturns": {
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        "5": -0.016158458448643585,
        "10": -0.0284563187472556
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      "shadowMaxDrawdown": -0.16452143107989536,
      "shadowTotalReturn": -0.14101159477923153,
      "avgForwardReturn1D": -0.002290848234000986,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27"
      ],
      "horizonObservationCounts": {
        "1": 58,
        "5": 58,
        "10": 54
      },
      "baselineAvgForwardReturns": {
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        "5": -0.0038608326531544574,
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    },
    {
      "topN": 5,
      "ticker": "NOW",
      "hitRates": {
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        "10": 0.3333333333333333
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      "hitRate1D": 0.43103448275862066,
      "rankWeights": [
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      "comboQuality": 0.05282103829017253,
      "eligibleDays": 326,
      "fitnessScore": -0.28504726758745197,
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      "returnLift1D": -0.0019636929377057025,
      "hitRateLift1D": -0.03189415041782728,
      "portfolioSize": 4,
      "activationRate": 0.22284122562674094,
      "activationCount": 80,
      "baselineHitRates": {
        "1": 0.4818941504178273,
        "5": 0.4394366197183099,
        "10": 0.4085714285714286
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.8813815244403648,
      "avgForwardReturns": {
        "1": -0.003566429685416074,
        "5": -0.012059060136344309,
        "10": -0.024239644496564135
      },
      "shadowMaxDrawdown": -0.3608128378913583,
      "shadowTotalReturn": -0.28311783834316717,
      "avgForwardReturn1D": -0.003566429685416074,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 80,
        "10": 80
      },
      "baselineAvgForwardReturns": {
        "1": -0.0016027367477103713,
        "5": -0.006919117310886626,
        "10": -0.012890221780246038
      }
    },
    {
      "topN": 5,
      "ticker": "NOW",
      "hitRates": {
        "1": 0.45,
        "5": 0.3875,
        "10": 0.3375
      },
      "hitRate1D": 0.45,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.02071113598211576,
      "eligibleDays": 359,
      "fitnessScore": -0.4983541293754673,
      "lookbackDays": 30,
      "returnLift1D": -0.0019636929377057025,
      "hitRateLift1D": -0.03189415041782728,
      "portfolioSize": 5,
      "activationRate": 0.22284122562674094,
      "activationCount": 80,
      "baselineHitRates": {
        "1": 0.4818941504178273,
        "5": 0.4394366197183099,
        "10": 0.4085714285714286
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.8813815244403648,
      "avgForwardReturns": {
        "1": -0.003566429685416074,
        "5": -0.012059060136344309,
        "10": -0.024239644496564135
      },
      "shadowMaxDrawdown": -0.3608128378913583,
      "shadowTotalReturn": -0.28311783834316717,
      "avgForwardReturn1D": -0.003566429685416074,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 80,
        "10": 80
      },
      "baselineAvgForwardReturns": {
        "1": -0.0016027367477103713,
        "5": -0.006919117310886626,
        "10": -0.012890221780246038
      }
    },
    {
      "topN": 2,
      "ticker": "NOW",
      "hitRates": {
        "1": 0.4444444444444444,
        "5": 0.43333333333333335,
        "10": 0.3220338983050847
      },
      "hitRate1D": 0.4444444444444444,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.01737850627185022,
      "eligibleDays": 368,
      "fitnessScore": -0.5376977610437803,
      "lookbackDays": 21,
      "returnLift1D": -0.002813238457932602,
      "hitRateLift1D": -0.033816425120772986,
      "portfolioSize": 2,
      "activationRate": 0.17119565217391305,
      "activationCount": 63,
      "baselineHitRates": {
        "1": 0.4782608695652174,
        "5": 0.43131868131868134,
        "10": 0.3983286908077994
      },
      "sampleConfidence": 0.9925925925925927,
      "shadowSharpeLike": -0.8978411484483041,
      "avgForwardReturns": {
        "1": -0.004467322593169936,
        "5": -0.015426120828099106,
        "10": -0.04205530265184617
      },
      "shadowMaxDrawdown": -0.3517343926017594,
      "shadowTotalReturn": -0.27895089835060016,
      "avgForwardReturn1D": -0.004467322593169936,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 63,
        "5": 60,
        "10": 59
      },
      "baselineAvgForwardReturns": {
        "1": -0.001654084135237334,
        "5": -0.007325094548192758,
        "10": -0.014107583900729938
      }
    },
    {
      "topN": 4,
      "ticker": "NOW",
      "hitRates": {
        "1": 0.4375,
        "5": 0.38961038961038963,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.4375,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.016646567957311155,
      "eligibleDays": 368,
      "fitnessScore": -0.547328197333332,
      "lookbackDays": 21,
      "returnLift1D": -0.002282774628657311,
      "hitRateLift1D": -0.040760869565217406,
      "portfolioSize": 4,
      "activationRate": 0.21739130434782608,
      "activationCount": 80,
      "baselineHitRates": {
        "1": 0.4782608695652174,
        "5": 0.43131868131868134,
        "10": 0.3983286908077994
      },
      "sampleConfidence": 0.9933333333333334,
      "shadowSharpeLike": -0.9377519327242695,
      "avgForwardReturns": {
        "1": -0.003936858763894645,
        "5": -0.009043605088192082,
        "10": -0.0330020984722977
      },
      "shadowMaxDrawdown": -0.3565405059427663,
      "shadowTotalReturn": -0.30705494696117996,
      "avgForwardReturn1D": -0.003936858763894645,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-16",
        "2025-04-17",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 77,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": -0.001654084135237334,
        "5": -0.007325094548192758,
        "10": -0.014107583900729938
      }
    },
    {
      "topN": 5,
      "ticker": "NOW",
      "hitRates": {
        "1": 0.4375,
        "5": 0.38961038961038963,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.4375,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.016646567957311155,
      "eligibleDays": 368,
      "fitnessScore": -0.547328197333332,
      "lookbackDays": 21,
      "returnLift1D": -0.002282774628657311,
      "hitRateLift1D": -0.040760869565217406,
      "portfolioSize": 5,
      "activationRate": 0.21739130434782608,
      "activationCount": 80,
      "baselineHitRates": {
        "1": 0.4782608695652174,
        "5": 0.43131868131868134,
        "10": 0.3983286908077994
      },
      "sampleConfidence": 0.9933333333333334,
      "shadowSharpeLike": -0.9377519327242695,
      "avgForwardReturns": {
        "1": -0.003936858763894645,
        "5": -0.009043605088192082,
        "10": -0.0330020984722977
      },
      "shadowMaxDrawdown": -0.3565405059427663,
      "shadowTotalReturn": -0.30705494696117996,
      "avgForwardReturn1D": -0.003936858763894645,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-16",
        "2025-04-17",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 77,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": -0.001654084135237334,
        "5": -0.007325094548192758,
        "10": -0.014107583900729938
      }
    }
  ],
  "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": 0.04393634026457776,
      "fitnessScore": -0.32761819981010765,
      "lookbackDays": 14,
      "returnLift1D": 0.0001480557396151094,
      "activationRate": 0.2853333333333333,
      "activationCount": 107,
      "sampleConfidence": 0.994392523364486,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.2448919621707245,
      "avgForwardReturn1D": -0.0017347804265255824
    },
    {
      "comboQuality": 0.02151825607588028,
      "fitnessScore": -0.48976209565876266,
      "lookbackDays": 21,
      "returnLift1D": -0.0020464393765614384,
      "activationRate": 0.19293478260869565,
      "activationCount": 71,
      "sampleConfidence": 0.9934272300469484,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.2695361051682118,
      "avgForwardReturn1D": -0.0037005235117987725
    },
    {
      "comboQuality": 0.0529561329791827,
      "fitnessScore": -0.2844539350614895,
      "lookbackDays": 30,
      "returnLift1D": -0.0014411982330109765,
      "activationRate": 0.1392757660167131,
      "activationCount": 50,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.16230780190194194,
      "avgForwardReturn1D": -0.0030439349807213478
    },
    {
      "comboQuality": 0.21537337314785573,
      "fitnessScore": 0.06557633766204403,
      "lookbackDays": 45,
      "returnLift1D": 0.001321068341787867,
      "activationRate": 0.1511627906976744,
      "activationCount": 52,
      "sampleConfidence": 0.9884615384615385,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.004756847528526675,
      "avgForwardReturn1D": 0.000298220994905712
    },
    {
      "comboQuality": 0.08306408821604526,
      "fitnessScore": -0.17831352723274332,
      "lookbackDays": 63,
      "returnLift1D": -0.0007357127183999146,
      "activationRate": 0.1165644171779141,
      "activationCount": 38,
      "sampleConfidence": 0.9982456140350878,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.0719938694791914,
      "avgForwardReturn1D": -0.0017987416212747551
    }
  ],
  "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": "f87edcd6fda786c5c8860e8ea14b871c62f560675904a8374a87276652d5aec7",
    "size": 13,
    "members": [
      "NOW",
      "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
0.672
Liquidity
1
Momentum
0.406
Relative strength
0.241
Trend quality
0.338
Stability
0.377
Aggression
0.580
Downside risk
0.360
Drawdown state
0.223
Quality momentum
0.339
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.836
Benchmark Independence 3m Score
0.874
Beta 1y Profile Score
0.273
Beta 3m Profile Score
0.295
Beta Change Score
0.528
Correlation Change Score
0.481
Current Drawdown Score
0.066
Days Since 52w High Score
0.992
Distance From 52w High Score
0.171
Distance From Sma 20 Score
0.318
Distance From Sma 200 Score
0.039
Distance From Sma 50 Score
0.308
Downside Volatility 1m Score
0.631
Downside Volatility 1y Score
0.671
Downside Volatility 2y Score
0.565
Downside Volatility 3m Score
0.922
Downside Volatility 5y Score
0.540
Downside Volatility 6m Score
0.868
Drawdown Recovery Score
0.592
Excess Return 1m Score
0.420
Excess Return 1y Score
0
Excess Return 3m Score
0.252
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.175
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.672
Drawdown Score 1m
0.305
Drawdown Score 1y
0.102
Drawdown Score 2y
0.193
Drawdown Score 3m
0.147
Drawdown Score 5y
0.355
Drawdown Score 6m
0.289
Momentum Acceleration 1m Vs 3m Score
0.481
Momentum Acceleration 3m Vs 6m Score
0.528
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.703
Relative Strength Slope 3m Score
0.587
Relative Volume 20d Score
0.190
Return 1m Score
0.431
Return 1w Score
0.113
Return 1y Score
0.174
Return 2y Score
0.178
Return 3m Score
0.365
Return 5y Score
0.063
Return 6m Score
0.278
Return Skewness 1y Score
0.454
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.290
Sharpe 1y Score
0.174
Sharpe 2y Score
0.348
Sharpe 3m Score
0.357
Sharpe 5y Score
0.427
Sharpe 6m Score
0.285
Sortino 1m Score
0.295
Sortino 1y Score
0.240
Sortino 2y Score
0.342
Sortino 3m Score
0.347
Sortino 5y Score
0.391
Sortino 6m Score
0.306
Trend R2 1m Score
0.042
Trend R2 1w Score
0.769
Trend R2 1y Score
0.825
Trend R2 2y Score
0.554
Trend R2 3m Score
0.151
Trend R2 5y Score
0.237
Trend R2 6m Score
0.126
Trend Slope 1m Score
0.621
Trend Slope 1w Score
0
Trend Slope 1y Score
0.289
Trend Slope 2y Score
0.414
Trend Slope 3m Score
0.627
Trend Slope 5y Score
0.525
Trend Slope 6m Score
0.437
Volatility 1m Score
0.748
Volatility 1w Score
0.564
Volatility 1y Score
0.638
Volatility 2y Score
0.566
Volatility 3m Score
0.956
Volatility 5y Score
0.521
Volatility 6m Score
0.836
Worst Day 1y Score
0.113
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
2,255,188,405.218
Best Day 1y
0.144
Beta To Benchmark 1y
0.683
Beta 3m
0.739
Beta Change
0.056
Beta To Sector 1y
0.372
Correlation To Benchmark 1y
0.164
Correlation 3m
0.126
Correlation Change
-0.038
Correlation To Sector 1y
0.174
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.836
Benchmark Independence 3m Score
0.874
Beta 1y Profile Score
0.273
Beta 3m Profile Score
0.295
Beta Change Score
0.528
Correlation Change Score
0.481
Current Drawdown Score
0.066
Distance From Sma 20 Score
0.318
Distance From Sma 200 Score
0.039
Current Drawdown
-0.607
Days Since 52w High
250
Distance From 52w High
-0.539
Distance From Sma 20
-0.109
Distance From Sma 200
-0.277
Distance From Sma 50
-0.115
Downside Capture 1y
0.641
Downside Volatility 1m
0.523
Downside Volatility 1w
-
Downside Volatility 1y
0.553
Downside Volatility 2y
0.474
Downside Volatility 3m
0.742
Downside Volatility 5y
0.455
Downside Volatility 6m
0.701
Drawdown Recovery
0.185
Excess Return 1m
-0.048
Excess Return 1y
-0.709
Excess Return 3m
-0.149
Excess Return 6m
-0.349
Expected Shortfall 95 1y
-0.083
Market Cap
102,124,888,360
Max Drawdown 1m
-0.174
Max Drawdown 1w
-0.122
Max Drawdown 1y
-0.583
Max Drawdown 2y
-0.645
Max Drawdown 3m
-0.341
Max Drawdown 5y
-0.645
Max Drawdown 6m
-0.391
Momentum Acceleration 1m Vs 3m
-0.006
Momentum Acceleration 3m Vs 6m
0.008
Moving Average Alignment
-0.500
Relative Strength Acceleration
0.003
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.812
Return 1m
-0.042
Return 1w
-0.116
Return 1y
-0.522
Return 2y
-0.378
Return 3m
-0.108
Return 5y
-0.177
Return 6m
-0.266
Return Skewness 1y
-0.279
Sector Excess Return 1y
-0.909
Sharpe 1m
-0.549
Sharpe 1y
-1.129
Sharpe 2y
-0.262
Sharpe 3m
-0.214
Sharpe 5y
0.133
Sharpe 6m
-0.574
Sortino 1m
-0.641
Sortino 1y
-1.079
Sortino 2y
-0.263
Sortino 3m
-0.221
Sortino 5y
0.128
Sortino 6m
-0.554
Trend R2 1m
0.042
Trend R2 1w
0.769
Trend R2 1y
0.825
Trend R2 2y
0.554
Trend R2 3m
0.151
Trend R2 5y
0.237
Trend R2 6m
0.126
Trend 1m
0.002
Trend 1w
-0.025
Trend 1y
-0.003
Trend 2y
-0.001
Trend 3m
0.002
Trend 5y
0.000
Trend 6m
-0.001
Upside Capture 1y
0.628
Value At Risk 95 1y
-0.058
Volatility 1m
0.611
Volatility 1w
0.473
Volatility 1y
0.528
Volatility 2y
0.475
Volatility 3m
0.767
Volatility 5y
0.441
Volatility 6m
0.677
Worst Day 1y
-0.177
Distance From Sma 50 Score
0.308
Downside Volatility 1y Score
0.671
Downside Volatility 3m Score
0.922
Drawdown Recovery Score
0.592
Excess Return 1m Score
0.420
Excess Return 1y Score
0
Excess Return 3m Score
0.252
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.175
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.672
Drawdown Score 1y
0.102
Drawdown Score 5y
0.355
Momentum Acceleration 1m Vs 3m Score
0.481
Momentum Acceleration 3m Vs 6m Score
0.528
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.703
Relative Volume 20d Score
0.190
Return 1m Score
0.431
Return 1y Score
0.174
Return 3m Score
0.365
Return 6m Score
0.278
Return Skewness 1y Score
0.454
Sortino 1y Score
0.240
Sortino 3m Score
0.347
Trend R2 1y Score
0.825
Trend R2 3m Score
0.151
Trend Slope 1y Score
0.289
Trend Slope 3m Score
0.627
Volatility 1y Score
0.638
Volatility 3m Score
0.956