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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

ON

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

Research Detail

ON

ON Semiconductor

Category

Sector: Technology

Industry / Category: Semiconductors

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Power and sensing semiconductor company tied to autos, industrials, and electrification.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
2.430
Correlation To Benchmark 1y
0.491
Inverse To Benchmark 1y
0.509
Drawdown Score 1m
0
Drawdown Score 3m
0.118
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
0.359
Drawdown Score 1y
0.457
Drawdown Score 2y
0.260
Drawdown Score 5y
0.296
Return 1w
0.023
Return 1m
-0.230
Return 3m
0.013
Return 6m
0.428
Return 1y
0.443
Return 2y
0.195
Return 5y
1.483
Sharpe 1m
-2.624
Sharpe 3m
0.520
Sharpe 6m
1.348
Sharpe 1y
0.905
Sharpe 2y
0.453
Sharpe 5y
0.607
Trend 1w
0.009
Trend 1m
-0.009
Trend 3m
-0.002
Trend 6m
0.006
Trend 1y
0.004
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.456
Volatility 1m
0.989
Volatility 3m
0.896
Volatility 6m
0.733
Volatility 1y
0.629
Volatility 2y
0.611
Volatility 5y
0.552
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
ON
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:50 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
0.070
Aptet Fit Raw Score
0.097
Aptet Fit Confidence
0.444
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.878
Force Fit Raw Score
0.892
Force Fit Confidence
0.968
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:50 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ON"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ON",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "ON",
    "hitRates": {
      "1": 0.4,
      "5": 0.5,
      "10": 0.3
    },
    "hitRate1D": 0.4,
    "comboQuality": 0.16696501461517216,
    "eligibleDays": 352,
    "fitnessScore": -0.00360409554772612,
    "lookbackDays": 14,
    "returnLift1D": 0.008693844795360044,
    "hitRateLift1D": -0.0117647058823529,
    "activationRate": 0.028409090909090908,
    "activationCount": 10,
    "baselineHitRates": {
      "1": 0.4117647058823529,
      "5": 0.5106382978723404,
      "10": 0.3333333333333333
    },
    "sampleConfidence": 0.8389087296526012,
    "shadowSharpeLike": 0.2795806030595019,
    "avgForwardReturns": {
      "1": 0.006061491367654548,
      "5": -0.05624924491282962,
      "10": -0.03877963935196107
    },
    "shadowMaxDrawdown": -0.1775072810096331,
    "shadowTotalReturn": 0.04422014124388873,
    "avgForwardReturn1D": 0.006061491367654548,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-01",
      "2026-06-02",
      "2026-06-03",
      "2026-06-04",
      "2026-06-05",
      "2026-06-08",
      "2026-06-09",
      "2026-06-10",
      "2026-06-11",
      "2026-06-22"
    ],
    "horizonObservationCounts": {
      "1": 10,
      "5": 10,
      "10": 10
    },
    "baselineAvgForwardReturns": {
      "1": -0.0026323534277054965,
      "5": -0.01840715348826956,
      "10": -0.03909721359102216
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.16696501461517216,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08726622207060811,
    "bestRawFitnessScore": -0.00360409554772612,
    "upperQuartileComboQuality": 0.08729341527496456
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.07023249553198369,
    "rawScore": 0.09727583266744667,
    "confidence": 0.4439865196956975,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.07750618914093232,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "ON",
      "hitRates": {
        "1": 0.4,
        "5": 0.5,
        "10": 0.3
      },
      "hitRate1D": 0.4,
      "comboQuality": 0.16696501461517216,
      "eligibleDays": 352,
      "fitnessScore": -0.00360409554772612,
      "lookbackDays": 14,
      "returnLift1D": 0.008693844795360044,
      "hitRateLift1D": -0.0117647058823529,
      "activationRate": 0.028409090909090908,
      "activationCount": 10,
      "baselineHitRates": {
        "1": 0.4117647058823529,
        "5": 0.5106382978723404,
        "10": 0.3333333333333333
      },
      "sampleConfidence": 0.8389087296526012,
      "shadowSharpeLike": 0.2795806030595019,
      "avgForwardReturns": {
        "1": 0.006061491367654548,
        "5": -0.05624924491282962,
        "10": -0.03877963935196107
      },
      "shadowMaxDrawdown": -0.1775072810096331,
      "shadowTotalReturn": 0.04422014124388873,
      "avgForwardReturn1D": 0.006061491367654548,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-22"
      ],
      "horizonObservationCounts": {
        "1": 10,
        "5": 10,
        "10": 10
      },
      "baselineAvgForwardReturns": {
        "1": -0.0026323534277054965,
        "5": -0.01840715348826956,
        "10": -0.03909721359102216
      }
    },
    {
      "topN": 2,
      "ticker": "ON",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.08737499488803392,
      "eligibleDays": 330,
      "fitnessScore": -0.16614550370453704,
      "lookbackDays": 30,
      "returnLift1D": -0.009339342965383874,
      "hitRateLift1D": 0.08823529411764708,
      "activationRate": 0.006060606060606061,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.4117647058823529,
        "5": 0.5106382978723404,
        "10": 0.3333333333333333
      },
      "sampleConfidence": 0.6239252713092609,
      "shadowSharpeLike": -0.6397602252258138,
      "avgForwardReturns": {
        "1": -0.01197169639308937,
        "5": -0.18997863768849088,
        "10": -0.18476195984351307
      },
      "shadowMaxDrawdown": -0.032960470174851375,
      "shadowTotalReturn": -0.02521175760159422,
      "avgForwardReturn1D": -0.01197169639308937,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 2
      },
      "baselineAvgForwardReturns": {
        "1": -0.0026323534277054965,
        "5": -0.01840715348826956,
        "10": -0.03909721359102216
      }
    },
    {
      "topN": 3,
      "ticker": "ON",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.08737499488803392,
      "eligibleDays": 330,
      "fitnessScore": -0.16614550370453704,
      "lookbackDays": 30,
      "returnLift1D": -0.009339342965383874,
      "hitRateLift1D": 0.08823529411764708,
      "activationRate": 0.006060606060606061,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.4117647058823529,
        "5": 0.5106382978723404,
        "10": 0.3333333333333333
      },
      "sampleConfidence": 0.6239252713092609,
      "shadowSharpeLike": -0.6397602252258138,
      "avgForwardReturns": {
        "1": -0.01197169639308937,
        "5": -0.18997863768849088,
        "10": -0.18476195984351307
      },
      "shadowMaxDrawdown": -0.032960470174851375,
      "shadowTotalReturn": -0.02521175760159422,
      "avgForwardReturn1D": -0.01197169639308937,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 2
      },
      "baselineAvgForwardReturns": {
        "1": -0.0026323534277054965,
        "5": -0.01840715348826956,
        "10": -0.03909721359102216
      }
    },
    {
      "topN": 4,
      "ticker": "ON",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.08737499488803392,
      "eligibleDays": 330,
      "fitnessScore": -0.16614550370453704,
      "lookbackDays": 30,
      "returnLift1D": -0.009339342965383874,
      "hitRateLift1D": 0.08823529411764708,
      "activationRate": 0.006060606060606061,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.4117647058823529,
        "5": 0.5106382978723404,
        "10": 0.3333333333333333
      },
      "sampleConfidence": 0.6239252713092609,
      "shadowSharpeLike": -0.6397602252258138,
      "avgForwardReturns": {
        "1": -0.01197169639308937,
        "5": -0.18997863768849088,
        "10": -0.18476195984351307
      },
      "shadowMaxDrawdown": -0.032960470174851375,
      "shadowTotalReturn": -0.02521175760159422,
      "avgForwardReturn1D": -0.01197169639308937,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 2
      },
      "baselineAvgForwardReturns": {
        "1": -0.0026323534277054965,
        "5": -0.01840715348826956,
        "10": -0.03909721359102216
      }
    },
    {
      "topN": 5,
      "ticker": "ON",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.08737499488803392,
      "eligibleDays": 330,
      "fitnessScore": -0.16614550370453704,
      "lookbackDays": 30,
      "returnLift1D": -0.009339342965383874,
      "hitRateLift1D": 0.08823529411764708,
      "activationRate": 0.006060606060606061,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.4117647058823529,
        "5": 0.5106382978723404,
        "10": 0.3333333333333333
      },
      "sampleConfidence": 0.6239252713092609,
      "shadowSharpeLike": -0.6397602252258138,
      "avgForwardReturns": {
        "1": -0.01197169639308937,
        "5": -0.18997863768849088,
        "10": -0.18476195984351307
      },
      "shadowMaxDrawdown": -0.032960470174851375,
      "shadowTotalReturn": -0.02521175760159422,
      "avgForwardReturn1D": -0.01197169639308937,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 2
      },
      "baselineAvgForwardReturns": {
        "1": -0.0026323534277054965,
        "5": -0.01840715348826956,
        "10": -0.03909721359102216
      }
    },
    {
      "topN": 2,
      "ticker": "ON",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08726622207060811,
      "eligibleDays": 315,
      "fitnessScore": -0.16644577105535743,
      "lookbackDays": 45,
      "returnLift1D": 0.0026323534277054965,
      "hitRateLift1D": -0.4117647058823529,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4117647058823529,
        "5": 0.5106382978723404,
        "10": 0.3333333333333333
      },
      "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": -0.0026323534277054965,
        "5": -0.01840715348826956,
        "10": -0.03909721359102216
      }
    },
    {
      "topN": 3,
      "ticker": "ON",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08726622207060811,
      "eligibleDays": 315,
      "fitnessScore": -0.16644577105535743,
      "lookbackDays": 45,
      "returnLift1D": 0.0026323534277054965,
      "hitRateLift1D": -0.4117647058823529,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4117647058823529,
        "5": 0.5106382978723404,
        "10": 0.3333333333333333
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 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."
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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": "25cff01063b2a3fc25291949c6aae312674f1f6f369e9f8ff1fd502e8c82ace6",
    "size": 13,
    "members": [
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      "XLE",
      "XLF",
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      "XLP",
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      "XLU",
      "XLV",
      "XLY"
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    "version": 1
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  "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
{
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      "horizonObservationCounts": {
        "1": 151,
        "5": 151,
        "10": 151
      },
      "baselineAvgForwardReturns": {
        "1": 0.0024186411275996466,
        "5": 0.011200458264577705,
        "10": 0.02382719124003432
      }
    },
    {
      "topN": 2,
      "ticker": "ON",
      "hitRates": {
        "1": 0.48255813953488375,
        "5": 0.5465116279069767,
        "10": 0.5238095238095238
      },
      "hitRate1D": 0.48255813953488375,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.22037116499385445,
      "eligibleDays": 326,
      "fitnessScore": 0.07202896259212385,
      "lookbackDays": 63,
      "returnLift1D": -0.0028895454029697343,
      "hitRateLift1D": -0.03584676844057638,
      "portfolioSize": 2,
      "activationRate": 0.5276073619631901,
      "activationCount": 172,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.5683229813664596,
        "10": 0.61198738170347
      },
      "sampleConfidence": 0.9984496124031008,
      "shadowSharpeLike": 0.20278191466227702,
      "avgForwardReturns": {
        "1": 0.0008096373313902995,
        "5": 0.005564057676533593,
        "10": 0.010382828228929789
      },
      "shadowMaxDrawdown": -0.3433996547908029,
      "shadowTotalReturn": -0.029967003426387584,
      "avgForwardReturn1D": 0.0008096373313902995,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-05",
        "2025-06-06",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 172,
        "10": 168
      },
      "baselineAvgForwardReturns": {
        "1": 0.003699182734360034,
        "5": 0.01798758280650653,
        "10": 0.03721591959120234
      }
    }
  ],
  "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": 0.9901458422699951,
      "fitnessScore": 1.3641909309424345,
      "lookbackDays": 14,
      "returnLift1D": 0.002555069362074946,
      "activationRate": 0.464,
      "activationCount": 174,
      "sampleConfidence": 0.9992337164750958,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.9763576211157694,
      "avgForwardReturn1D": 0.004632002852104587
    },
    {
      "comboQuality": 0.8633580709690339,
      "fitnessScore": 0.7555624477720333,
      "lookbackDays": 21,
      "returnLift1D": 0.0009896571647280933,
      "activationRate": 0.44565217391304346,
      "activationCount": 164,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.5219864766225639,
      "avgForwardReturn1D": 0.00340829829232774
    },
    {
      "comboQuality": 0.978845207000681,
      "fitnessScore": 1.1935915438451201,
      "lookbackDays": 30,
      "returnLift1D": 0.0019277587744623431,
      "activationRate": 0.4958217270194986,
      "activationCount": 178,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.8758220486904997,
      "avgForwardReturn1D": 0.004305646854400985
    },
    {
      "comboQuality": 0.8687382390003902,
      "fitnessScore": 0.7657666378520164,
      "lookbackDays": 45,
      "returnLift1D": 0.00046746298385196526,
      "activationRate": 0.49127906976744184,
      "activationCount": 169,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.4919856957645987,
      "avgForwardReturn1D": 0.0033839889369659966
    },
    {
      "comboQuality": 0.6948346719705413,
      "fitnessScore": 0.5310204541970381,
      "lookbackDays": 63,
      "returnLift1D": -0.0015751524138307074,
      "activationRate": 0.6288343558282209,
      "activationCount": 205,
      "sampleConfidence": 0.9983739837398374,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2941503450971028,
      "avgForwardReturn1D": 0.0021240303205293264
    }
  ],
  "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": "25cff01063b2a3fc25291949c6aae312674f1f6f369e9f8ff1fd502e8c82ace6",
    "size": 13,
    "members": [
      "ON",
      "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
0.565
Liquidity
1
Momentum
0.398
Relative strength
0.558
Trend quality
0.481
Stability
0.425
Aggression
0.658
Downside risk
0.470
Drawdown state
0.659
Quality momentum
0.473
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.509
Benchmark Independence 3m Score
0.408
Beta 1y Profile Score
0.972
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.551
Current Drawdown Score
0.497
Days Since 52w High Score
0.135
Distance From 52w High Score
0.497
Distance From Sma 20 Score
0.445
Distance From Sma 200 Score
0.864
Distance From Sma 50 Score
0.219
Downside Volatility 1m Score
1
Downside Volatility 1y Score
0.768
Downside Volatility 2y Score
0.725
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.652
Downside Volatility 6m Score
0.947
Drawdown Recovery Score
1
Excess Return 1m Score
0.106
Excess Return 1y Score
0.927
Excess Return 3m Score
0.454
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.099
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.565
Drawdown Score 1m
0
Drawdown Score 1y
0.457
Drawdown Score 2y
0.260
Drawdown Score 3m
0.118
Drawdown Score 5y
0.296
Drawdown Score 6m
0.359
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.277
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.338
Relative Volume 20d Score
0.259
Return 1m Score
0.117
Return 1w Score
0.576
Return 1y Score
0.777
Return 2y Score
0.341
Return 3m Score
0.516
Return 5y Score
0.191
Return 6m Score
0.856
Return Skewness 1y Score
0.366
Sector Excess Return 1y Score
0.595
Sharpe 1m Score
0
Sharpe 1y Score
0.581
Sharpe 2y Score
0.491
Sharpe 3m Score
0.504
Sharpe 5y Score
0.521
Sharpe 6m Score
0.670
Sortino 1m Score
0.100
Sortino 1y Score
0.489
Sortino 2y Score
0.433
Sortino 3m Score
0.436
Sortino 5y Score
0.453
Sortino 6m Score
0.538
Trend R2 1m Score
0.414
Trend R2 1w Score
0.493
Trend R2 1y Score
0.735
Trend R2 2y Score
0.089
Trend R2 3m Score
0.084
Trend R2 5y Score
0.012
Trend R2 6m Score
0.606
Trend Slope 1m Score
0
Trend Slope 1w Score
1
Trend Slope 1y Score
0.725
Trend Slope 2y Score
0.536
Trend Slope 3m Score
0.379
Trend Slope 5y Score
0.505
Trend Slope 6m Score
0.855
Volatility 1m Score
1
Volatility 1w Score
0.542
Volatility 1y Score
0.772
Volatility 2y Score
0.748
Volatility 3m Score
1
Volatility 5y Score
0.670
Volatility 6m Score
0.911
Worst Day 1y Score
0
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
1,182,268,204.773
Best Day 1y
0.112
Beta To Benchmark 1y
2.430
Beta 3m
4.058
Beta Change
1.628
Beta To Sector 1y
1.410
Correlation To Benchmark 1y
0.491
Correlation 3m
0.592
Correlation Change
0.101
Correlation To Sector 1y
0.554
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.509
Benchmark Independence 3m Score
0.408
Beta 1y Profile Score
0.972
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.551
Current Drawdown Score
0.497
Distance From Sma 20 Score
0.445
Distance From Sma 200 Score
0.864
Current Drawdown
-0.327
Days Since 52w High
34
Distance From 52w High
-0.327
Distance From Sma 20
-0.033
Distance From Sma 200
0.219
Distance From Sma 50
-0.168
Downside Capture 1y
0.387
Downside Volatility 1m
1.180
Downside Volatility 1w
-
Downside Volatility 1y
0.626
Downside Volatility 2y
0.594
Downside Volatility 3m
0.953
Downside Volatility 5y
0.539
Downside Volatility 6m
0.760
Drawdown Recovery
1
Excess Return 1m
-0.236
Excess Return 1y
0.256
Excess Return 3m
-0.028
Excess Return 6m
0.345
Expected Shortfall 95 1y
-0.090
Market Cap
33,785,202,109.62
Max Drawdown 1m
-0.270
Max Drawdown 1w
-0.024
Max Drawdown 1y
-0.353
Max Drawdown 2y
-0.592
Max Drawdown 3m
-0.353
Max Drawdown 5y
-0.704
Max Drawdown 6m
-0.353
Momentum Acceleration 1m Vs 3m
-0.234
Momentum Acceleration 3m Vs 6m
-0.067
Moving Average Alignment
0
Relative Strength Acceleration
-0.014
Relative Strength Slope 3m
-0.003
Relative Volume 20d
0.998
Return 1m
-0.230
Return 1w
0.023
Return 1y
0.443
Return 2y
0.195
Return 3m
0.013
Return 5y
1.483
Return 6m
0.428
Return Skewness 1y
-0.801
Sector Excess Return 1y
0.057
Sharpe 1m
-2.624
Sharpe 1y
0.905
Sharpe 2y
0.453
Sharpe 3m
0.520
Sharpe 5y
0.607
Sharpe 6m
1.348
Sortino 1m
-2.199
Sortino 1y
0.910
Sortino 2y
0.466
Sortino 3m
0.488
Sortino 5y
0.622
Sortino 6m
1.301
Trend R2 1m
0.414
Trend R2 1w
0.493
Trend R2 1y
0.735
Trend R2 2y
0.089
Trend R2 3m
0.084
Trend R2 5y
0.012
Trend R2 6m
0.606
Trend 1m
-0.009
Trend 1w
0.009
Trend 1y
0.004
Trend 2y
0.001
Trend 3m
-0.002
Trend 5y
0.000
Trend 6m
0.006
Upside Capture 1y
3.141
Value At Risk 95 1y
-0.049
Volatility 1m
0.989
Volatility 1w
0.456
Volatility 1y
0.629
Volatility 2y
0.611
Volatility 3m
0.896
Volatility 5y
0.552
Volatility 6m
0.733
Worst Day 1y
-0.237
Distance From Sma 50 Score
0.219
Downside Volatility 1y Score
0.768
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.106
Excess Return 1y Score
0.927
Excess Return 3m Score
0.454
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.099
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.565
Drawdown Score 1y
0.457
Drawdown Score 5y
0.296
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.277
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.259
Return 1m Score
0.117
Return 1y Score
0.777
Return 3m Score
0.516
Return 6m Score
0.856
Return Skewness 1y Score
0.366
Sortino 1y Score
0.489
Sortino 3m Score
0.436
Trend R2 1y Score
0.735
Trend R2 3m Score
0.084
Trend Slope 1y Score
0.725
Trend Slope 3m Score
0.379
Volatility 1y Score
0.772
Volatility 3m Score
1