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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 301-350 of 355
Page 7 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
ALHCHealth Care0.5410.4180.4000.6960.650 moderate0.553 moderate100%Jul 26, 12:09 AM
ALGTIndustrials0.8680.6820.3380.6260.375 weak0.368 weak100%Jul 26, 12:09 AM
ALGNHealth Care0.5080.3980.3220.767
Ticker detail

BWXT

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

Research Detail

BWXT

BWXT

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.801
Correlation To Benchmark 1y
0.495
Inverse To Benchmark 1y
0.505
Drawdown Score 1m
0.231
Drawdown Score 3m
0.382
0.099 poor
0.090 poor
100%
Jul 26, 12:08 AM
ALGMInformation Technology0.8230.7290.4150.7920.912 strong0.839 strong100%Jul 26, 12:08 AM
ALGIndustrials0.4950.4260.5640.5050.466 weak0.384 weak100%Jul 26, 12:07 AM
ALCHealth Care0.4350.4190.5790.7070.112 poor0.160 poor100%Jul 26, 12:07 AM
ALBMaterials0.1910.3100.3270.8270.164 poor0.979 strong100%Jul 26, 12:06 AM
ALABInformation Technology0.8200.7380.2511.0000.998 strong0.998 strong100%Jul 26, 12:06 AM
AKAMInformation Technology0.5720.5620.5000.8850.140 poor0.220 poor100%Jul 26, 12:05 AM
AJGFinancials0.6300.5350.5930.8680.159 poor0.390 weak100%Jul 26, 12:05 AM
AIZFinancials0.7080.7240.7420.6750.528 moderate0.527 moderate100%Jul 26, 12:05 AM
AITIndustrials0.6060.6630.7050.6770.361 weak0.373 weak100%Jul 26, 12:04 AM
AIRIndustrials0.7320.6850.6440.6160.718 good0.583 moderate100%Jul 26, 12:04 AM
AIPInformation Technology0.7410.7220.3370.5600.978 strong0.979 strong100%Jul 26, 12:03 AM
AINConsumer Discretionary0.6520.6180.4340.4260.563 moderate0.555 moderate100%Jul 26, 12:03 AM
AIGFinancials0.5350.4610.6470.8390.160 poor0.188 poor100%Jul 26, 12:02 AM
AHCOHealth Care0.4780.4020.3980.4040.082 poor0.031 poor100%Jul 26, 12:02 AM
AGYSInformation Technology0.7410.6100.4130.5280.877 strong0.911 strong100%Jul 26, 12:01 AM
AGXIndustrials0.6200.6300.4340.7990.966 strong0.972 strong100%Jul 26, 12:01 AM
AGOFinancials0.5620.4540.6480.5010.175 poor0.181 poor100%Jul 26, 12:00 AM
AGLHealth Care0.7910.6780.1070.5190.989 strong0.988 strong100%Jul 26, 12:00 AM
AGIOHealth Care0.8290.6270.2690.5640.033 poor0.024 poor100%Jul 25, 11:59 PM
AGIMaterials0.2360.2940.3870.7520.616 moderate0.736 good100%Jul 25, 11:59 PM
AGMaterials0.5060.4370.2930.7710.983 strong0.982 strong100%Jul 25, 11:59 PM
AFRMFinancials0.8150.6160.2530.8470.700 good0.467 weak100%Jul 25, 11:58 PM
AFLFinancials0.5900.6510.7880.7950.163 poor0.087 poor100%Jul 25, 11:58 PM
AFGFinancials0.6030.5780.7090.6410.238 poor0.240 poor100%Jul 25, 11:58 PM
AEVAInformation Technology0.6170.5100.1040.5790.968 strong0.982 strong100%Jul 25, 11:58 PM
AESUtilities0.5310.5530.5430.7010.090 poor0.138 poor100%Jul 25, 11:57 PM
AEPUtilities0.5430.5380.7880.9380.161 poor0.338 poor100%Jul 25, 11:57 PM
AEMMaterials0.3360.3660.4480.8960.777 good0.904 strong100%Jul 25, 11:57 PM
AEHRInformation Technology0.4450.4870.2910.7280.996 strong0.998 strong100%Jul 25, 11:57 PM
AEGFinancials0.6470.6470.6870.5460.420 weak0.384 weak100%Jul 25, 11:56 PM
ADUSHealth Care0.6720.5430.6200.4820.358 weak0.363 weak100%Jul 25, 11:56 PM
ADSKInformation Technology0.3650.3750.5450.9440.159 poor0.145 poor100%Jul 25, 11:56 PM
ADPInformation Technology0.6330.5720.6270.9330.161 poor0.156 poor100%Jul 25, 11:56 PM
ADMAHealth Care0.4900.4290.3030.5000.131 poor0.218 poor100%Jul 25, 11:56 PM
ADMConsumer Staples0.7330.7450.7440.8040.536 moderate0.609 moderate100%Jul 25, 11:55 PM
ADIInformation Technology0.4970.5420.6591.0000.159 poor0.775 good100%Jul 25, 11:55 PM
ADBEInformation Technology0.3780.3770.4761.0000.141 poor0.127 poor100%Jul 25, 11:55 PM
ADCommunication Services0.3620.3580.6260.4120.243 poor0.238 poor100%Jul 25, 11:55 PM
ACVAConsumer Discretionary0.6760.5390.2200.4440.501 moderate0.495 weak100%Jul 25, 11:54 PM
ACTFinancials0.5990.6030.7660.3840.462 weak0.449 weak100%Jul 25, 11:54 PM
ACMRInformation Technology0.8480.7830.3290.7650.993 strong0.984 strong100%Jul 25, 11:54 PM
ACIConsumer Staples0.3780.3970.5650.6980.118 poor0.145 poor100%Jul 25, 11:54 PM
ACHCHealth Care0.7350.5940.2220.6640.654 good0.612 moderate100%Jul 25, 11:54 PM
ACGLFinancials0.6160.5020.7050.7680.137 poor0.141 poor100%Jul 25, 11:53 PM
ABTHealth Care0.6100.5440.6331.0000.164 poor0.217 poor100%Jul 25, 11:53 PM
ABNBConsumer Discretionary0.4910.4710.5640.9010.160 poor0.157 poor100%Jul 25, 11:53 PM
ABMIndustrials0.5540.5080.6200.4940.204 poor0.165 poor100%Jul 25, 11:53 PM
PreviousPage 7 of 8Next
Drawdown Score 6m
0.477
Drawdown Score 1y
0.557
Drawdown Score 2y
0.589
Drawdown Score 5y
0.671
Return 1w
0.017
Return 1m
-0.158
Return 3m
-0.193
Return 6m
-0.154
Return 1y
0.269
Return 2y
0.739
Return 5y
2.279
Sharpe 1m
-5.190
Sharpe 3m
-1.991
Sharpe 6m
-0.476
Sharpe 1y
0.743
Sharpe 2y
0.876
Sharpe 5y
0.879
Trend 1w
0.005
Trend 1m
-0.009
Trend 3m
-0.003
Trend 6m
-0.001
Trend 1y
0.001
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.238
Volatility 1m
0.383
Volatility 3m
0.391
Volatility 6m
0.472
Volatility 1y
0.462
Volatility 2y
0.412
Volatility 5y
0.333
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
BWXT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:07 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
Feature Coverage Ratio
98%
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
drawdown_recovery_score
Aptet Fit Score
0.101
Aptet Fit Raw Score
0.155
Aptet Fit Confidence
0.303
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.719
Force Fit Raw Score
0.749
Force Fit Confidence
0.921
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:07 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BWXT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "BWXT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "BWXT",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08246925156091912,
    "eligibleDays": 339,
    "fitnessScore": -0.1800373269701731,
    "lookbackDays": 21,
    "returnLift1D": -0.003957491864326346,
    "hitRateLift1D": -0.5365853658536586,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.5365853658536586,
      "5": 0.6666666666666666,
      "10": 0.8260869565217391
    },
    "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": 0.003957491864326346,
      "5": 0.028027465190026867,
      "10": 0.07778219188607173
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08246925156091912,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08246925156091912,
    "bestRawFitnessScore": -0.1800373269701731,
    "upperQuartileComboQuality": 0.08246925156091912
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.10117421998961734,
    "rawScore": 0.15528410604964005,
    "confidence": 0.30308532616048584,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.4465435240045237,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "BWXT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08246925156091912,
      "eligibleDays": 339,
      "fitnessScore": -0.1800373269701731,
      "lookbackDays": 21,
      "returnLift1D": -0.003957491864326346,
      "hitRateLift1D": -0.5365853658536586,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5365853658536586,
        "5": 0.6666666666666666,
        "10": 0.8260869565217391
      },
      "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": 0.003957491864326346,
        "5": 0.028027465190026867,
        "10": 0.07778219188607173
      }
    },
    {
      "topN": 2,
      "ticker": "BWXT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08246925156091912,
      "eligibleDays": 330,
      "fitnessScore": -0.1800373269701731,
      "lookbackDays": 30,
      "returnLift1D": -0.003957491864326346,
      "hitRateLift1D": -0.5365853658536586,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5365853658536586,
        "5": 0.6666666666666666,
        "10": 0.8260869565217391
      },
      "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": 0.003957491864326346,
        "5": 0.028027465190026867,
        "10": 0.07778219188607173
      }
    },
    {
      "topN": 3,
      "ticker": "BWXT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08246925156091912,
      "eligibleDays": 330,
      "fitnessScore": -0.1800373269701731,
      "lookbackDays": 30,
      "returnLift1D": -0.003957491864326346,
      "hitRateLift1D": -0.5365853658536586,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5365853658536586,
        "5": 0.6666666666666666,
        "10": 0.8260869565217391
      },
      "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": 0.003957491864326346,
        "5": 0.028027465190026867,
        "10": 0.07778219188607173
      }
    },
    {
      "topN": 4,
      "ticker": "BWXT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08246925156091912,
      "eligibleDays": 330,
      "fitnessScore": -0.1800373269701731,
      "lookbackDays": 30,
      "returnLift1D": -0.003957491864326346,
      "hitRateLift1D": -0.5365853658536586,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5365853658536586,
        "5": 0.6666666666666666,
        "10": 0.8260869565217391
      },
      "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": 0.003957491864326346,
        "5": 0.028027465190026867,
        "10": 0.07778219188607173
      }
    },
    {
      "topN": 5,
      "ticker": "BWXT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08246925156091912,
      "eligibleDays": 330,
      "fitnessScore": -0.1800373269701731,
      "lookbackDays": 30,
      "returnLift1D": -0.003957491864326346,
      "hitRateLift1D": -0.5365853658536586,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5365853658536586,
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      },
      "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": 0.003957491864326346,
        "5": 0.028027465190026867,
        "10": 0.07778219188607173
      }
    },
    {
      "topN": 2,
      "ticker": "BWXT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08246925156091912,
      "eligibleDays": 315,
      "fitnessScore": -0.1800373269701731,
      "lookbackDays": 45,
      "returnLift1D": -0.003957491864326346,
      "hitRateLift1D": -0.5365853658536586,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5365853658536586,
        "5": 0.6666666666666666,
        "10": 0.8260869565217391
      },
      "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": 0.003957491864326346,
        "5": 0.028027465190026867,
        "10": 0.07778219188607173
      }
    },
    {
      "topN": 3,
      "ticker": "BWXT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08246925156091912,
      "eligibleDays": 315,
      "fitnessScore": -0.1800373269701731,
      "lookbackDays": 45,
      "returnLift1D": -0.003957491864326346,
      "hitRateLift1D": -0.5365853658536586,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5365853658536586,
        "5": 0.6666666666666666,
        "10": 0.8260869565217391
      },
      "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": 0.003957491864326346,
        "5": 0.028027465190026867,
        "10": 0.07778219188607173
      }
    },
    {
      "topN": 4,
      "ticker": "BWXT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08246925156091912,
      "eligibleDays": 315,
      "fitnessScore": -0.1800373269701731,
      "lookbackDays": 45,
      "returnLift1D": -0.003957491864326346,
      "hitRateLift1D": -0.5365853658536586,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5365853658536586,
        "5": 0.6666666666666666,
        "10": 0.8260869565217391
      },
      "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": 0.003957491864326346,
        "5": 0.028027465190026867,
        "10": 0.07778219188607173
      }
    },
    {
      "topN": 5,
      "ticker": "BWXT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08246925156091912,
      "eligibleDays": 315,
      "fitnessScore": -0.1800373269701731,
      "lookbackDays": 45,
      "returnLift1D": -0.003957491864326346,
      "hitRateLift1D": -0.5365853658536586,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5365853658536586,
        "5": 0.6666666666666666,
        "10": 0.8260869565217391
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
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      "lookbackDays": 14,
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      "activationRate": 0.03409090909090909,
      "activationCount": 12,
      "sampleConfidence": 0.7871392791939271,
      "shadowTotalReturn": -0.06631949367554901,
      "avgForwardReturn1D": -0.005827910580496819
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    {
      "bestTopN": 2,
      "comboQuality": 0.08246925156091912,
      "fitnessScore": -0.1800373269701731,
      "lookbackDays": 21,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    {
      "bestTopN": 2,
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      "lookbackDays": 30,
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      "shadowTotalReturn": 0,
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    {
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      "lookbackDays": 45,
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    {
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  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "94dd77ca63362134ff3b909c24720d8174322711c9a4437762c831d48f94bf82",
    "size": 13,
    "members": [
      "BWXT",
      "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",
      "BWXT"
    ],
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    "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.",
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    "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."
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    {
      "comboQuality": 0.8723817588697865,
      "fitnessScore": 0.7728804379169614,
      "lookbackDays": 30,
      "returnLift1D": 0.00048623293995140584,
      "activationRate": 0.5181058495821727,
      "activationCount": 186,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.4097355475325415,
      "avgForwardReturn1D": 0.0023037510251998536
    },
    {
      "comboQuality": 0.4402085757486205,
      "fitnessScore": 0.29713056640041224,
      "lookbackDays": 45,
      "returnLift1D": -0.001297931692881088,
      "activationRate": 0.6075581395348837,
      "activationCount": 209,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.0931688201823122,
      "avgForwardReturn1D": 0.0008770742967318207
    },
    {
      "comboQuality": 0.9679884232178515,
      "fitnessScore": 1.1000069534984624,
      "lookbackDays": 63,
      "returnLift1D": 0.0019245467929921082,
      "activationRate": 0.4294478527607362,
      "activationCount": 140,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.6839168209728601,
      "avgForwardReturn1D": 0.0042325447922429565
    }
  ],
  "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": "94dd77ca63362134ff3b909c24720d8174322711c9a4437762c831d48f94bf82",
    "size": 13,
    "members": [
      "BWXT",
      "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
0.492
Liquidity
0.752
Momentum
0.317
Relative strength
0.221
Trend quality
0.367
Stability
0.509
Aggression
0.465
Downside risk
0.554
Drawdown state
0.620
Quality momentum
0.353
Vector snapshot
Feature coverage: 98%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.505
Benchmark Independence 3m Score
0.630
Beta 1y Profile Score
0.720
Beta 3m Profile Score
0.443
Beta Change Score
0.153
Correlation Change Score
0.437
Current Drawdown Score
0.603
Days Since 52w High Score
0.270
Distance From 52w High Score
0.603
Distance From Sma 20 Score
0.433
Distance From Sma 200 Score
0.322
Distance From Sma 50 Score
0.363
Downside Volatility 1m Score
0.501
Downside Volatility 1y Score
0.520
Downside Volatility 2y Score
0.478
Downside Volatility 3m Score
0.456
Downside Volatility 5y Score
0.358
Downside Volatility 6m Score
0.558
Excess Return 1m Score
0.226
Excess Return 1y Score
0.636
Excess Return 3m Score
0.111
Excess Return 6m Score
0.105
Expected Shortfall 95 1y Score
0.368
Log Avg Dollar Volume 20d Score
0.752
Log Market Cap Score
0.492
Drawdown Score 1m
0.231
Drawdown Score 1y
0.557
Drawdown Score 2y
0.589
Drawdown Score 3m
0.382
Drawdown Score 5y
0.671
Drawdown Score 6m
0.477
Momentum Acceleration 1m Vs 3m Score
0.186
Momentum Acceleration 3m Vs 6m Score
0.372
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.005
Relative Strength Slope 3m Score
0.261
Relative Volume 20d Score
0.250
Return 1m Score
0.236
Return 1w Score
0.556
Return 1y Score
0.668
Return 2y Score
0.497
Return 3m Score
0.259
Return 5y Score
0.252
Return 6m Score
0.371
Return Skewness 1y Score
0.592
Sector Excess Return 1y Score
0.581
Sharpe 1m Score
0
Sharpe 1y Score
0.549
Sharpe 2y Score
0.575
Sharpe 3m Score
0.002
Sharpe 5y Score
0.576
Sharpe 6m Score
0.305
Sortino 1m Score
0
Sortino 1y Score
0.473
Sortino 2y Score
0.485
Sortino 3m Score
0.127
Sortino 5y Score
0.490
Sortino 6m Score
0.315
Trend R2 1m Score
0.879
Trend R2 1w Score
0.383
Trend R2 1y Score
0.320
Trend R2 2y Score
0.801
Trend R2 3m Score
0.702
Trend R2 5y Score
0.928
Trend R2 6m Score
0.196
Trend Slope 1m Score
0
Trend Slope 1w Score
0.810
Trend Slope 1y Score
0.550
Trend Slope 2y Score
0.611
Trend Slope 3m Score
0.301
Trend Slope 5y Score
0.582
Trend Slope 6m Score
0.448
Volatility 1m Score
0.444
Volatility 1w Score
0.251
Volatility 1y Score
0.550
Volatility 2y Score
0.483
Volatility 3m Score
0.455
Volatility 5y Score
0.377
Volatility 6m Score
0.563
Worst Day 1y Score
0.507
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
180,670,453.17
Best Day 1y
0.178
Beta To Benchmark 1y
1.801
Beta 3m
1.106
Beta Change
-0.695
Beta To Sector 1y
1.626
Correlation To Benchmark 1y
0.495
Correlation 3m
0.370
Correlation Change
-0.126
Correlation To Sector 1y
0.588
Cluster features
The subset used for clustering and coverage calculations.
39 fields
Inverse To Benchmark 1y
0.505
Benchmark Independence 3m Score
0.630
Beta 1y Profile Score
0.720
Beta 3m Profile Score
0.443
Beta Change Score
0.153
Correlation Change Score
0.437
Current Drawdown Score
0.603
Distance From Sma 20 Score
0.433
Distance From Sma 200 Score
0.322
Current Drawdown
-0.258
Days Since 52w High
68
Distance From 52w High
-0.258
Distance From Sma 20
-0.040
Distance From Sma 200
-0.107
Distance From Sma 50
-0.082
Downside Capture 1y
0.471
Downside Volatility 1m
0.426
Downside Volatility 1w
-
Downside Volatility 1y
0.440
Downside Volatility 2y
0.409
Downside Volatility 3m
0.392
Downside Volatility 5y
0.319
Downside Volatility 6m
0.468
Drawdown Recovery
-
Excess Return 1m
-0.165
Excess Return 1y
0.082
Excess Return 3m
-0.233
Excess Return 6m
-0.237
Expected Shortfall 95 1y
-0.063
Market Cap
15,988,588,543.48
Max Drawdown 1m
-0.192
Max Drawdown 1w
-0.024
Max Drawdown 1y
-0.288
Max Drawdown 2y
-0.329
Max Drawdown 3m
-0.247
Max Drawdown 5y
-0.329
Max Drawdown 6m
-0.288
Momentum Acceleration 1m Vs 3m
-0.094
Momentum Acceleration 3m Vs 6m
-0.038
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.008
Relative Strength Slope 3m
-0.004
Relative Volume 20d
0.974
Return 1m
-0.158
Return 1w
0.017
Return 1y
0.269
Return 2y
0.739
Return 3m
-0.193
Return 5y
2.279
Return 6m
-0.154
Return Skewness 1y
0.554
Sector Excess Return 1y
0.048
Sharpe 1m
-5.190
Sharpe 1y
0.743
Sharpe 2y
0.876
Sharpe 3m
-1.991
Sharpe 5y
0.879
Sharpe 6m
-0.476
Sortino 1m
-4.667
Sortino 1y
0.780
Sortino 2y
0.883
Sortino 3m
-1.985
Sortino 5y
0.918
Sortino 6m
-0.480
Trend R2 1m
0.879
Trend R2 1w
0.383
Trend R2 1y
0.320
Trend R2 2y
0.801
Trend R2 3m
0.702
Trend R2 5y
0.928
Trend R2 6m
0.196
Trend 1m
-0.009
Trend 1w
0.005
Trend 1y
0.001
Trend 2y
0.002
Trend 3m
-0.003
Trend 5y
0.001
Trend 6m
-0.001
Upside Capture 1y
2.267
Value At Risk 95 1y
-0.048
Volatility 1m
0.383
Volatility 1w
0.238
Volatility 1y
0.462
Volatility 2y
0.412
Volatility 3m
0.391
Volatility 5y
0.333
Volatility 6m
0.472
Worst Day 1y
-0.099
Distance From Sma 50 Score
0.363
Downside Volatility 1y Score
0.520
Downside Volatility 3m Score
0.456
Excess Return 1m Score
0.226
Excess Return 1y Score
0.636
Excess Return 3m Score
0.111
Excess Return 6m Score
0.105
Expected Shortfall 95 1y Score
0.368
Log Avg Dollar Volume 20d Score
0.752
Log Market Cap Score
0.492
Drawdown Score 1y
0.557
Drawdown Score 5y
0.671
Momentum Acceleration 1m Vs 3m Score
0.186
Momentum Acceleration 3m Vs 6m Score
0.372
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.005
Relative Volume 20d Score
0.250
Return 1m Score
0.236
Return 1y Score
0.668
Return 3m Score
0.259
Return 6m Score
0.371
Return Skewness 1y Score
0.592
Sortino 1y Score
0.473
Sortino 3m Score
0.127
Trend R2 1y Score
0.320
Trend R2 3m Score
0.702
Trend Slope 1y Score
0.550
Trend Slope 3m Score
0.301
Volatility 1y Score
0.550
Volatility 3m Score
0.455