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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

VLO

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

Research Detail

VLO

Valero Energy

Category

Sector: Energy

Industry / Category: Refining & Marketing

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Refining company tied to fuel margins, energy demand, and dividend income.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-0.210
Correlation To Benchmark 1y
-0.074
Inverse To Benchmark 1y
0.926
Drawdown Score 1m
0.879
Drawdown Score 3m
0.760
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
0.781
Drawdown Score 1y
0.814
Drawdown Score 2y
0.569
Drawdown Score 5y
0.588
Return 1w
0.017
Return 1m
0.253
Return 3m
0.309
Return 6m
0.640
Return 1y
1.157
Return 2y
1.185
Return 5y
4.391
Sharpe 1m
6.771
Sharpe 3m
2.975
Sharpe 6m
2.709
Sharpe 1y
2.314
Sharpe 2y
1.240
Sharpe 5y
1.097
Trend 1w
0.003
Trend 1m
0.012
Trend 3m
0.004
Trend 6m
0.003
Trend 1y
0.003
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.314
Volatility 1m
0.413
Volatility 3m
0.387
Volatility 6m
0.394
Volatility 1y
0.361
Volatility 2y
0.371
Volatility 5y
0.370
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
VLO
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:09 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Energy
Sector Benchmark Ticker
XLE
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
0.152
Aptet Fit Raw Score
0.207
Aptet Fit Confidence
0.476
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.759
Force Fit Raw Score
0.780
Force Fit Confidence
0.948
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:09 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "VLO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "VLO",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "VLO",
    "hitRates": {
      "1": 0.75,
      "5": 0.8571428571428571,
      "10": 0.5
    },
    "hitRate1D": 0.75,
    "comboQuality": 0.6237040029032376,
    "eligibleDays": 352,
    "fitnessScore": 0.4611659651289296,
    "lookbackDays": 14,
    "returnLift1D": 0.0017145813717351502,
    "hitRateLift1D": 0.10135135135135132,
    "activationRate": 0.036931818181818184,
    "activationCount": 13,
    "baselineHitRates": {
      "1": 0.6486486486486487,
      "5": 0.7377049180327869,
      "10": 0.7288135593220338
    },
    "sampleConfidence": 0.8113728941051384,
    "shadowSharpeLike": 1.0331310935727955,
    "avgForwardReturns": {
      "1": 0.006847603231894743,
      "5": 0.04232603577840038,
      "10": 0.026316387980853534
    },
    "shadowMaxDrawdown": -0.03967779490890799,
    "shadowTotalReturn": 0.08164462468177236,
    "avgForwardReturn1D": 0.006847603231894743,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-11",
      "2026-06-12",
      "2026-06-15",
      "2026-07-13",
      "2026-07-14",
      "2026-07-15",
      "2026-07-16",
      "2026-07-17",
      "2026-07-20",
      "2026-07-21"
    ],
    "horizonObservationCounts": {
      "1": 12,
      "5": 7,
      "10": 4
    },
    "baselineAvgForwardReturns": {
      "1": 0.005133021860159593,
      "5": 0.029828560717781567,
      "10": 0.04228645350873919
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6237040029032376,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08163917241727267,
    "bestRawFitnessScore": 0.4611659651289296,
    "upperQuartileComboQuality": 0.15691271288947634
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.15246956784628396,
    "rawScore": 0.2065347908586342,
    "confidence": 0.4764540851680918,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0.15188992865123108,
    "recommendedRegion": {
      "topNs": [
        2,
        5
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.20547671616935195,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "VLO",
      "hitRates": {
        "1": 0.75,
        "5": 0.8571428571428571,
        "10": 0.5
      },
      "hitRate1D": 0.75,
      "comboQuality": 0.6237040029032376,
      "eligibleDays": 352,
      "fitnessScore": 0.4611659651289296,
      "lookbackDays": 14,
      "returnLift1D": 0.0017145813717351502,
      "hitRateLift1D": 0.10135135135135132,
      "activationRate": 0.036931818181818184,
      "activationCount": 13,
      "baselineHitRates": {
        "1": 0.6486486486486487,
        "5": 0.7377049180327869,
        "10": 0.7288135593220338
      },
      "sampleConfidence": 0.8113728941051384,
      "shadowSharpeLike": 1.0331310935727955,
      "avgForwardReturns": {
        "1": 0.006847603231894743,
        "5": 0.04232603577840038,
        "10": 0.026316387980853534
      },
      "shadowMaxDrawdown": -0.03967779490890799,
      "shadowTotalReturn": 0.08164462468177236,
      "avgForwardReturn1D": 0.006847603231894743,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-11",
        "2026-06-12",
        "2026-06-15",
        "2026-07-13",
        "2026-07-14",
        "2026-07-15",
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21"
      ],
      "horizonObservationCounts": {
        "1": 12,
        "5": 7,
        "10": 4
      },
      "baselineAvgForwardReturns": {
        "1": 0.005133021860159593,
        "5": 0.029828560717781567,
        "10": 0.04228645350873919
      }
    },
    {
      "topN": 5,
      "ticker": "VLO",
      "hitRates": {
        "1": 0.6296296296296297,
        "5": 0.6818181818181818,
        "10": 0.5333333333333333
      },
      "hitRate1D": 0.6296296296296297,
      "comboQuality": 0.5805789803537106,
      "eligibleDays": 352,
      "fitnessScore": 0.42153313464680314,
      "lookbackDays": 14,
      "returnLift1D": 0.00019066805695878812,
      "hitRateLift1D": -0.019019019019019034,
      "activationRate": 0.07954545454545454,
      "activationCount": 28,
      "baselineHitRates": {
        "1": 0.6486486486486487,
        "5": 0.7377049180327869,
        "10": 0.7288135593220338
      },
      "sampleConfidence": 0.9523809523809524,
      "shadowSharpeLike": 1.0071729868922599,
      "avgForwardReturns": {
        "1": 0.005323689917118381,
        "5": 0.023161243759957807,
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      },
      "shadowMaxDrawdown": -0.07395143000633353,
      "shadowTotalReturn": 0.13953634680330795,
      "avgForwardReturn1D": 0.005323689917118381,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14",
        "2026-05-18",
        "2026-05-20",
        "2026-05-21",
        "2026-05-27",
        "2026-05-28"
      ],
      "horizonObservationCounts": {
        "1": 27,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.005133021860159593,
        "5": 0.029828560717781567,
        "10": 0.04228645350873919
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    },
    {
      "topN": 4,
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      "hitRates": {
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        "5": 0.6666666666666666,
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      },
      "hitRate1D": 0.6153846153846154,
      "comboQuality": 0.4339549095395604,
      "eligibleDays": 352,
      "fitnessScore": 0.291538716565218,
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      "returnLift1D": -0.0017360680023408306,
      "hitRateLift1D": -0.033264033264033266,
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      "baselineHitRates": {
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      },
      "sampleConfidence": 0.9506172839506173,
      "shadowSharpeLike": 0.6827536356343827,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.07395143000633342,
      "shadowTotalReturn": 0.07968343333285222,
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      "riskOffActivations": 0,
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      ],
      "horizonObservationCounts": {
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    },
    {
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      "activationCount": 24,
      "baselineHitRates": {
        "1": 0.6486486486486487,
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      "sampleConfidence": 0.9472222222222223,
      "shadowSharpeLike": 0.5686478495306936,
      "avgForwardReturns": {
        "1": 0.003161294488674092,
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      },
      "shadowMaxDrawdown": -0.07395143000633331,
      "shadowTotalReturn": 0.06326545066327238,
      "avgForwardReturn1D": 0.003161294488674092,
      "riskOffActivations": 0,
      "activationDatesSample": [
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
      "ticker": "VLO",
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        "10": 0.2
      },
      "hitRate1D": 0.5,
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      "eligibleDays": 330,
      "fitnessScore": -0.019903779121135876,
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      "returnLift1D": -0.004420918526024728,
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      "activationCount": 9,
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      },
      "sampleConfidence": 0.759691957028206,
      "shadowSharpeLike": 0.07442946548973334,
      "avgForwardReturns": {
        "1": 0.0007121033341348643,
        "5": -0.015811584717219756,
        "10": -0.02385535459392212
      },
      "shadowMaxDrawdown": -0.04262742718446577,
      "shadowTotalReturn": 0.0027626125168609406,
      "avgForwardReturn1D": 0.0007121033341348643,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-12",
        "2026-06-15"
      ],
      "horizonObservationCounts": {
        "1": 8,
        "5": 6,
        "10": 5
      },
      "baselineAvgForwardReturns": {
        "1": 0.005133021860159593,
        "5": 0.029828560717781567,
        "10": 0.04228645350873919
      }
    },
    {
      "topN": 5,
      "ticker": "VLO",
      "hitRates": {
        "1": 0.5,
        "5": 0.3333333333333333,
        "10": 0.2
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.15691271288947634,
      "eligibleDays": 330,
      "fitnessScore": -0.019903779121135876,
      "lookbackDays": 30,
      "returnLift1D": -0.004420918526024728,
      "hitRateLift1D": -0.14864864864864868,
      "activationRate": 0.02727272727272727,
      "activationCount": 9,
      "baselineHitRates": {
        "1": 0.6486486486486487,
        "5": 0.7377049180327869,
        "10": 0.7288135593220338
      },
      "sampleConfidence": 0.759691957028206,
      "shadowSharpeLike": 0.07442946548973334,
      "avgForwardReturns": {
        "1": 0.0007121033341348643,
        "5": -0.015811584717219756,
        "10": -0.02385535459392212
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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": 2,
      "comboQuality": 0.6237040029032376,
      "fitnessScore": 0.4611659651289296,
      "lookbackDays": 14,
      "returnLift1D": 0.0017145813717351502,
      "activationRate": 0.036931818181818184,
      "activationCount": 13,
      "sampleConfidence": 0.8113728941051384,
      "shadowTotalReturn": 0.08164462468177236,
      "avgForwardReturn1D": 0.006847603231894743
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    {
      "bestTopN": 3,
      "comboQuality": 0.09078021426018384,
      "fitnessScore": -0.1569120091650868,
      "lookbackDays": 21,
      "returnLift1D": -0.007894514276298644,
      "activationRate": 0.05014749262536873,
      "activationCount": 17,
      "sampleConfidence": 0.8982514157393442,
      "shadowTotalReturn": -0.048491564491939254,
      "avgForwardReturn1D": -0.002761492416139051
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    {
      "bestTopN": 4,
      "comboQuality": 0.15691271288947634,
      "fitnessScore": -0.019903779121135876,
      "lookbackDays": 30,
      "returnLift1D": -0.004420918526024728,
      "activationRate": 0.02727272727272727,
      "activationCount": 9,
      "sampleConfidence": 0.759691957028206,
      "shadowTotalReturn": 0.0027626125168609406,
      "avgForwardReturn1D": 0.0007121033341348643
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    {
      "bestTopN": 2,
      "comboQuality": 0.08163917241727267,
      "fitnessScore": -0.18246185758657918,
      "lookbackDays": 45,
      "returnLift1D": -0.005133021860159593,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08163917241727267,
      "fitnessScore": -0.18246185758657918,
      "lookbackDays": 63,
      "returnLift1D": -0.005133021860159593,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
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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": "6e944fa8b6642741f6f2a731dbf963fc602ebb5798beca4bafcd1d3ee6940cfc",
    "size": 13,
    "members": [
      "SMH",
      "VLO",
      "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",
      "VLO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "VLO",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "rankWeights": [
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    "comboQuality": 0.9321591031997087,
    "eligibleDays": 326,
    "fitnessScore": 0.926474426211972,
    "lookbackDays": 63,
    "returnLift1D": -0.0010333978618291364,
    "hitRateLift1D": -0.0018946228798267795,
    "portfolioSize": 3,
    "activationRate": 0.6257668711656442,
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    "sampleConfidence": 0.9957516339869281,
    "shadowSharpeLike": 1.2086541131573658,
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    "shadowMaxDrawdown": -0.1628080431420954,
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    "riskOffActivations": 0,
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      "2025-05-28",
      "2025-06-04",
      "2025-06-23",
      "2025-07-07",
      "2025-07-08",
      "2025-07-09",
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    "horizonObservationCounts": {
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  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
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    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.7054352016423227,
    "bestRawFitnessScore": 0.926474426211972,
    "upperQuartileComboQuality": 0.8479639117826261
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  "algorithmFit": {
    "label": "good",
    "score": 0.7594222319099532,
    "rawScore": 0.779790590648904,
    "confidence": 0.9477594139164945,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
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    "profileBreadth": 0.6501342279407314,
    "recommendedRegion": {
      "lookbackDays": [
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      "portfolioSizes": [
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    },
    "parameterStability": 0.7290083328318108,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "comboQuality": 0.9321591031997087,
      "eligibleDays": 326,
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      "comboQuality": 0.9061612822401839,
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      "sampleConfidence": 0.99595015576324,
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      "hitRateLift1D": -0.038265848670756664,
      "portfolioSize": 2,
      "activationRate": 0.43466666666666665,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.5413333333333333,
        "5": 0.5714285714285714,
        "10": 0.6420765027322405
      },
      "sampleConfidence": 0.9946830265848672,
      "shadowSharpeLike": 0.2820811167104383,
      "avgForwardReturns": {
        "1": 0.0006733942341709116,
        "5": 0.0037718730388614104,
        "10": 0.009746006578655557
      },
      "shadowMaxDrawdown": -0.16494779833056883,
      "shadowTotalReturn": 0.05744257619281612,
      "avgForwardReturn1D": 0.0006733942341709116,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 159,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.0024773995476193877,
        "5": 0.012724436981668301,
        "10": 0.0251316834827589
      }
    },
    {
      "topN": 2,
      "ticker": "VLO",
      "hitRates": {
        "1": 0.5294117647058824,
        "5": 0.48322147651006714,
        "10": 0.5625
      },
      "hitRate1D": 0.5294117647058824,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.32987963773614676,
      "eligibleDays": 368,
      "fitnessScore": 0.1940795127225626,
      "lookbackDays": 21,
      "returnLift1D": -0.0019157474809019144,
      "hitRateLift1D": -0.014066496163682829,
      "portfolioSize": 2,
      "activationRate": 0.4157608695652174,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.5434782608695652,
        "5": 0.5741758241758241,
        "10": 0.6518105849582173
      },
      "sampleConfidence": 0.9943355119825709,
      "shadowSharpeLike": 0.21233290878944297,
      "avgForwardReturns": {
        "1": 0.0006726702910514115,
        "5": -0.0013347241323603035,
        "10": 0.006809546486064532
      },
      "shadowMaxDrawdown": -0.23287873962034333,
      "shadowTotalReturn": 0.03073959748834243,
      "avgForwardReturn1D": 0.0006726702910514115,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 149,
        "10": 144
      },
      "baselineAvgForwardReturns": {
        "1": 0.002588417771953326,
        "5": 0.013095905557253444,
        "10": 0.026097752532104366
      }
    }
  ],
  "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": 0.679221487876358,
      "fitnessScore": 0.5150432035877206,
      "lookbackDays": 14,
      "returnLift1D": -0.0009986287283318682,
      "activationRate": 0.512,
      "activationCount": 192,
      "sampleConfidence": 0.9954861111111112,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.238377553298728,
      "avgForwardReturn1D": 0.0014787708192875195
    },
    {
      "comboQuality": 0.7233843751647964,
      "fitnessScore": 0.5614885989844776,
      "lookbackDays": 21,
      "returnLift1D": -0.0010403951051178926,
      "activationRate": 0.5679347826086957,
      "activationCount": 209,
      "sampleConfidence": 0.9958532695374801,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2699351278036233,
      "avgForwardReturn1D": 0.0015480226668354333
    },
    {
      "comboQuality": 0.7054352016423227,
      "fitnessScore": 0.5421295007241309,
      "lookbackDays": 30,
      "returnLift1D": -0.001145995593206385,
      "activationRate": 0.5459610027855153,
      "activationCount": 196,
      "sampleConfidence": 0.9955782312925171,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2537085840873896,
      "avgForwardReturn1D": 0.0015131321053805159
    },
    {
      "comboQuality": 0.85344811075432,
      "fitnessScore": 0.7376191409204013,
      "lookbackDays": 45,
      "returnLift1D": -0.0011138692924991089,
      "activationRate": 0.6308139534883721,
      "activationCount": 217,
      "sampleConfidence": 0.9960061443932412,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.38086286459135565,
      "avgForwardReturn1D": 0.0018407478831151782
    },
    {
      "comboQuality": 0.9321591031997087,
      "fitnessScore": 0.926474426211972,
      "lookbackDays": 63,
      "returnLift1D": -0.0010333978618291364,
      "activationRate": 0.6257668711656442,
      "activationCount": 204,
      "sampleConfidence": 0.9957516339869281,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.5060184237104954,
      "avgForwardReturn1D": 0.002360512542726094
    }
  ],
  "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": "6e944fa8b6642741f6f2a731dbf963fc602ebb5798beca4bafcd1d3ee6940cfc",
    "size": 13,
    "members": [
      "SMH",
      "VLO",
      "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
0.660
Liquidity
0.981
Momentum
0.882
Relative strength
0.937
Trend quality
0.850
Stability
0.700
Aggression
0.414
Downside risk
0.637
Drawdown state
0.969
Quality momentum
0.839
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.926
Benchmark Independence 3m Score
0.761
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.251
Correlation Change Score
0.418
Current Drawdown Score
0.953
Days Since 52w High Score
0.008
Distance From 52w High Score
0.953
Distance From Sma 20 Score
0.617
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.763
Downside Volatility 1m Score
0.260
Downside Volatility 1y Score
0.372
Downside Volatility 2y Score
0.425
Downside Volatility 3m Score
0.402
Downside Volatility 5y Score
0.428
Downside Volatility 6m Score
0.422
Drawdown Recovery Score
1
Excess Return 1m Score
0.911
Excess Return 1y Score
1
Excess Return 3m Score
0.947
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.554
Log Avg Dollar Volume 20d Score
0.981
Log Market Cap Score
0.660
Drawdown Score 1m
0.879
Drawdown Score 1y
0.814
Drawdown Score 2y
0.569
Drawdown Score 3m
0.760
Drawdown Score 5y
0.588
Drawdown Score 6m
0.781
Momentum Acceleration 1m Vs 3m Score
0.999
Momentum Acceleration 3m Vs 6m Score
0.488
Moving Average Alignment Score
1
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.679
Relative Volume 20d Score
0.261
Return 1m Score
0.921
Return 1w Score
0.556
Return 1y Score
1
Return 2y Score
0.624
Return 3m Score
0.886
Return 5y Score
0.415
Return 6m Score
1
Return Skewness 1y Score
0.535
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.863
Sharpe 2y Score
0.648
Sharpe 3m Score
0.995
Sharpe 5y Score
0.619
Sharpe 6m Score
0.942
Sortino 1m Score
1
Sortino 1y Score
0.692
Sortino 2y Score
0.531
Sortino 3m Score
0.785
Sortino 5y Score
0.512
Sortino 6m Score
0.739
Trend R2 1m Score
0.939
Trend R2 1w Score
0.091
Trend R2 1y Score
0.935
Trend R2 2y Score
0.726
Trend R2 3m Score
0.641
Trend R2 5y Score
0.773
Trend R2 6m Score
0.823
Trend Slope 1m Score
1
Trend Slope 1w Score
0.678
Trend Slope 1y Score
0.687
Trend Slope 2y Score
0.598
Trend Slope 3m Score
0.719
Trend Slope 5y Score
0.553
Trend Slope 6m Score
0.701
Volatility 1m Score
0.484
Volatility 1w Score
0.352
Volatility 1y Score
0.414
Volatility 2y Score
0.428
Volatility 3m Score
0.450
Volatility 5y Score
0.426
Volatility 6m Score
0.459
Worst Day 1y Score
0.626
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
880,009,825.899
Best Day 1y
0.092
Beta To Benchmark 1y
-0.210
Beta 3m
-0.708
Beta Change
-0.497
Beta To Sector 1y
1.169
Correlation To Benchmark 1y
-0.074
Correlation 3m
-0.239
Correlation Change
-0.165
Correlation To Sector 1y
0.679
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.926
Benchmark Independence 3m Score
0.761
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.251
Correlation Change Score
0.418
Current Drawdown Score
0.953
Distance From Sma 20 Score
0.617
Distance From Sma 200 Score
1
Current Drawdown
-0.030
Days Since 52w High
2
Distance From 52w High
-0.030
Distance From Sma 20
0.070
Distance From Sma 200
0.434
Distance From Sma 50
0.158
Downside Capture 1y
3.984
Downside Volatility 1m
0.245
Downside Volatility 1w
-
Downside Volatility 1y
0.329
Downside Volatility 2y
0.369
Downside Volatility 3m
0.352
Downside Volatility 5y
0.371
Downside Volatility 6m
0.367
Drawdown Recovery
1
Excess Return 1m
0.246
Excess Return 1y
0.971
Excess Return 3m
0.268
Excess Return 6m
0.557
Expected Shortfall 95 1y
-0.045
Market Cap
89,822,166,555
Max Drawdown 1m
-0.030
Max Drawdown 1w
-0.030
Max Drawdown 1y
-0.121
Max Drawdown 2y
-0.345
Max Drawdown 3m
-0.096
Max Drawdown 5y
-0.412
Max Drawdown 6m
-0.121
Momentum Acceleration 1m Vs 3m
0.150
Momentum Acceleration 3m Vs 6m
-0.004
Moving Average Alignment
1
Relative Strength Acceleration
0.009
Relative Strength Slope 3m
0.003
Relative Volume 20d
1.005
Return 1m
0.253
Return 1w
0.017
Return 1y
1.157
Return 2y
1.185
Return 3m
0.309
Return 5y
4.391
Return 6m
0.640
Return Skewness 1y
0.209
Sector Excess Return 1y
0.725
Sharpe 1m
6.771
Sharpe 1y
2.314
Sharpe 2y
1.240
Sharpe 3m
2.975
Sharpe 5y
1.097
Sharpe 6m
2.709
Sortino 1m
11.405
Sortino 1y
2.535
Sortino 2y
1.246
Sortino 3m
3.277
Sortino 5y
1.094
Sortino 6m
2.913
Trend R2 1m
0.939
Trend R2 1w
0.091
Trend R2 1y
0.935
Trend R2 2y
0.726
Trend R2 3m
0.641
Trend R2 5y
0.773
Trend R2 6m
0.823
Trend 1m
0.012
Trend 1w
0.003
Trend 1y
0.003
Trend 2y
0.002
Trend 3m
0.004
Trend 5y
0.001
Trend 6m
0.003
Upside Capture 1y
0.456
Value At Risk 95 1y
-0.030
Volatility 1m
0.413
Volatility 1w
0.314
Volatility 1y
0.361
Volatility 2y
0.371
Volatility 3m
0.387
Volatility 5y
0.370
Volatility 6m
0.394
Worst Day 1y
-0.075
Distance From Sma 50 Score
0.763
Downside Volatility 1y Score
0.372
Downside Volatility 3m Score
0.402
Drawdown Recovery Score
1
Excess Return 1m Score
0.911
Excess Return 1y Score
1
Excess Return 3m Score
0.947
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.554
Log Avg Dollar Volume 20d Score
0.981
Log Market Cap Score
0.660
Drawdown Score 1y
0.814
Drawdown Score 5y
0.588
Momentum Acceleration 1m Vs 3m Score
0.999
Momentum Acceleration 3m Vs 6m Score
0.488
Moving Average Alignment Score
1
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.261
Return 1m Score
0.921
Return 1y Score
1
Return 3m Score
0.886
Return 6m Score
1
Return Skewness 1y Score
0.535
Sortino 1y Score
0.692
Sortino 3m Score
0.785
Trend R2 1y Score
0.935
Trend R2 3m Score
0.641
Trend Slope 1y Score
0.687
Trend Slope 3m Score
0.719
Volatility 1y Score
0.414
Volatility 3m Score
0.450