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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

FANG

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

Research Detail

FANG

FANG

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-0.202
Correlation To Benchmark 1y
-0.083
Inverse To Benchmark 1y
0.917
Drawdown Score 1m
0.660
Drawdown Score 3m
0.523
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
0.653
Drawdown Score 1y
0.706
Drawdown Score 2y
0.477
Drawdown Score 5y
0.579
Return 1w
0.081
Return 1m
0.094
Return 3m
0.066
Return 6m
0.359
Return 1y
0.486
Return 2y
0.035
Return 5y
2.108
Sharpe 1m
3.394
Sharpe 3m
0.897
Sharpe 6m
2.023
Sharpe 1y
1.431
Sharpe 2y
0.229
Sharpe 5y
0.793
Trend 1w
0.015
Trend 1m
0.006
Trend 3m
-0.001
Trend 6m
0.001
Trend 1y
0.002
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.177
Volatility 1m
0.332
Volatility 3m
0.352
Volatility 6m
0.330
Volatility 1y
0.311
Volatility 2y
0.359
Volatility 5y
0.375
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
FANG
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:23 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
0.162
Aptet Fit Raw Score
0.268
Aptet Fit Confidence
0.203
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.258
Force Fit Raw Score
0.273
Force Fit Confidence
0.888
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:23 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "FANG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "FANG",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "FANG",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08562038210831387,
    "eligibleDays": 352,
    "fitnessScore": -0.17103094087905926,
    "lookbackDays": 14,
    "returnLift1D": 0.00040924078591066435,
    "hitRateLift1D": -0.5384615384615384,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.5384615384615384,
      "5": 0.3333333333333333,
      "10": 0.5
    },
    "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": -0.00040924078591066435,
      "5": -0.00847139485536551,
      "10": -0.013443633632621466
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08562038210831387,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08562038210831387,
    "bestRawFitnessScore": -0.17103094087905926,
    "upperQuartileComboQuality": 0.08562038210831387
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.16151730888962607,
    "rawScore": 0.2684963056866511,
    "confidence": 0.203125,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 1,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 352,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 14,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "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": -0.00040924078591066435,
        "5": -0.00847139485536551,
        "10": -0.013443633632621466
      }
    },
    {
      "topN": 3,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 352,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 14,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "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": -0.00040924078591066435,
        "5": -0.00847139485536551,
        "10": -0.013443633632621466
      }
    },
    {
      "topN": 4,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 352,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 14,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "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": -0.00040924078591066435,
        "5": -0.00847139485536551,
        "10": -0.013443633632621466
      }
    },
    {
      "topN": 5,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 352,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 14,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "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": -0.00040924078591066435,
        "5": -0.00847139485536551,
        "10": -0.013443633632621466
      }
    },
    {
      "topN": 2,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 339,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 21,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "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": -0.00040924078591066435,
        "5": -0.00847139485536551,
        "10": -0.013443633632621466
      }
    },
    {
      "topN": 3,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 339,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 21,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "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": -0.00040924078591066435,
        "5": -0.00847139485536551,
        "10": -0.013443633632621466
      }
    },
    {
      "topN": 4,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 339,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 21,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "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": -0.00040924078591066435,
        "5": -0.00847139485536551,
        "10": -0.013443633632621466
      }
    },
    {
      "topN": 5,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 339,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 21,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "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": -0.00040924078591066435,
        "5": -0.00847139485536551,
        "10": -0.013443633632621466
      }
    },
    {
      "topN": 2,
      "ticker": "FANG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08562038210831387,
      "eligibleDays": 330,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 30,
      "returnLift1D": 0.00040924078591066435,
      "hitRateLift1D": -0.5384615384615384,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5384615384615384,
        "5": 0.3333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "baselineAvgForwardReturns": {
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    {
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    },
    {
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    },
    {
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
      "ticker": "FANG",
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      },
      "hitRate1D": 0,
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      "activationRate": 0,
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      "baselineHitRates": {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
      "ticker": "FANG",
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      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
      "ticker": "FANG",
      "hitRates": {
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        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "hitRateLift1D": -0.5384615384615384,
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      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "10": 0
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 4,
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 5,
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        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.08562038210831387,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 14,
      "returnLift1D": 0.00040924078591066435,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08562038210831387,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 21,
      "returnLift1D": 0.00040924078591066435,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08562038210831387,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 30,
      "returnLift1D": 0.00040924078591066435,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08562038210831387,
      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 45,
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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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      "fitnessScore": -0.17103094087905926,
      "lookbackDays": 63,
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      "activationRate": 0,
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      "shadowTotalReturn": 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": "1a39e65824bd9357a19c6f72d8a2712fdb1b366318d10e6b3393609492d11181",
    "size": 13,
    "members": [
      "FANG",
      "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",
      "FANG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "FANG",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
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    "hitRates": {
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    "hitRate1D": 0.5217391304347826,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.353292855570251,
    "eligibleDays": 326,
    "fitnessScore": 0.21698883077706732,
    "lookbackDays": 63,
    "returnLift1D": -0.0008741236734744257,
    "hitRateLift1D": 0.0033342224593224667,
    "portfolioSize": 4,
    "activationRate": 0.35276073619631904,
    "activationCount": 115,
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    "sampleConfidence": 0.9976811594202899,
    "shadowSharpeLike": 0.2448423604950528,
    "avgForwardReturns": {
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      "5": 0.00033010408477189714,
      "10": 0.006325695445798071
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    "shadowMaxDrawdown": -0.11694515674961947,
    "shadowTotalReturn": 0.03763432607309802,
    "avgForwardReturn1D": 0.0006424941147500845,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-31",
      "2025-08-05",
      "2025-08-06",
      "2025-08-29",
      "2025-11-18",
      "2025-11-19",
      "2025-11-20",
      "2025-12-02",
      "2025-12-03",
      "2025-12-04"
    ],
    "horizonObservationCounts": {
      "1": 115,
      "5": 113,
      "10": 113
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    "baselineAvgForwardReturns": {
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.353292855570251,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.12897413257186485,
    "bestRawFitnessScore": 0.21698883077706732,
    "upperQuartileComboQuality": 0.23707006067561048
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.25756223617116925,
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        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
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        "2025-03-31",
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  ],
  "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."
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  "lookbackSummary": [
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  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "backendAlgorithm": "alpha1",
  "universeIdentity": {
    "hash": "1a39e65824bd9357a19c6f72d8a2712fdb1b366318d10e6b3393609492d11181",
    "size": 13,
    "members": [
      "FANG",
      "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
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Return 1m
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Return 1w
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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
0.617
Liquidity
0.864
Momentum
0.638
Relative strength
0.733
Trend quality
0.556
Stability
0.689
Aggression
0.402
Downside risk
0.606
Drawdown state
0.945
Quality momentum
0.635
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.917
Benchmark Independence 3m Score
0.784
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.310
Correlation Change Score
0.433
Current Drawdown Score
0.949
Days Since 52w High Score
0.218
Distance From 52w High Score
0.949
Distance From Sma 20 Score
0.669
Distance From Sma 200 Score
0.839
Distance From Sma 50 Score
0.615
Downside Volatility 1m Score
0.294
Downside Volatility 1y Score
0.336
Downside Volatility 2y Score
0.451
Downside Volatility 3m Score
0.415
Downside Volatility 5y Score
0.446
Downside Volatility 6m Score
0.365
Drawdown Recovery Score
1
Excess Return 1m Score
0.645
Excess Return 1y Score
0.999
Excess Return 3m Score
0.542
Excess Return 6m Score
0.960
Expected Shortfall 95 1y Score
0.595
Log Avg Dollar Volume 20d Score
0.864
Log Market Cap Score
0.617
Drawdown Score 1m
0.660
Drawdown Score 1y
0.706
Drawdown Score 2y
0.477
Drawdown Score 3m
0.523
Drawdown Score 5y
0.579
Drawdown Score 6m
0.653
Momentum Acceleration 1m Vs 3m Score
0.739
Momentum Acceleration 3m Vs 6m Score
0.374
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.806
Relative Strength Slope 3m Score
0.380
Relative Volume 20d Score
0.215
Return 1m Score
0.656
Return 1w Score
0.769
Return 1y Score
0.804
Return 2y Score
0.296
Return 3m Score
0.582
Return 5y Score
0.239
Return 6m Score
0.799
Return Skewness 1y Score
0.475
Sector Excess Return 1y Score
0.589
Sharpe 1m Score
1
Sharpe 1y Score
0.686
Sharpe 2y Score
0.446
Sharpe 3m Score
0.579
Sharpe 5y Score
0.559
Sharpe 6m Score
0.805
Sortino 1m Score
0.896
Sortino 1y Score
0.559
Sortino 2y Score
0.401
Sortino 3m Score
0.484
Sortino 5y Score
0.472
Sortino 6m Score
0.632
Trend R2 1m Score
0.583
Trend R2 1w Score
0.964
Trend R2 1y Score
0.824
Trend R2 2y Score
0.024
Trend R2 3m Score
0.234
Trend R2 5y Score
0.626
Trend R2 6m Score
0.416
Trend Slope 1m Score
0.874
Trend Slope 1w Score
1
Trend Slope 1y Score
0.610
Trend Slope 2y Score
0.509
Trend Slope 3m Score
0.420
Trend Slope 5y Score
0.536
Trend Slope 6m Score
0.587
Volatility 1m Score
0.376
Volatility 1w Score
0.169
Volatility 1y Score
0.348
Volatility 2y Score
0.412
Volatility 3m Score
0.403
Volatility 5y Score
0.433
Volatility 6m Score
0.373
Worst Day 1y Score
0.731
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
390,743,127.629
Best Day 1y
0.051
Beta To Benchmark 1y
-0.202
Beta 3m
-0.582
Beta Change
-0.379
Beta To Sector 1y
1.157
Correlation To Benchmark 1y
-0.083
Correlation 3m
-0.216
Correlation Change
-0.133
Correlation To Sector 1y
0.780
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.917
Benchmark Independence 3m Score
0.784
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.310
Correlation Change Score
0.433
Current Drawdown Score
0.949
Distance From Sma 20 Score
0.669
Distance From Sma 200 Score
0.839
Current Drawdown
-0.033
Days Since 52w High
55
Distance From 52w High
-0.033
Distance From Sma 20
0.102
Distance From Sma 200
0.203
Distance From Sma 50
0.069
Downside Capture 1y
3.143
Downside Volatility 1m
0.270
Downside Volatility 1w
-
Downside Volatility 1y
0.302
Downside Volatility 2y
0.388
Downside Volatility 3m
0.362
Downside Volatility 5y
0.384
Downside Volatility 6m
0.324
Drawdown Recovery
1
Excess Return 1m
0.087
Excess Return 1y
0.299
Excess Return 3m
0.025
Excess Return 6m
0.276
Expected Shortfall 95 1y
-0.040
Market Cap
57,579,205,629.96
Max Drawdown 1m
-0.085
Max Drawdown 1w
-0.001
Max Drawdown 1y
-0.191
Max Drawdown 2y
-0.418
Max Drawdown 3m
-0.191
Max Drawdown 5y
-0.421
Max Drawdown 6m
-0.191
Momentum Acceleration 1m Vs 3m
0.072
Momentum Acceleration 3m Vs 6m
-0.038
Moving Average Alignment
0.500
Relative Strength Acceleration
0.005
Relative Strength Slope 3m
-0.002
Relative Volume 20d
0.880
Return 1m
0.094
Return 1w
0.081
Return 1y
0.486
Return 2y
0.035
Return 3m
0.066
Return 5y
2.108
Return 6m
0.359
Return Skewness 1y
-0.148
Sector Excess Return 1y
0.054
Sharpe 1m
3.394
Sharpe 1y
1.431
Sharpe 2y
0.229
Sharpe 3m
0.897
Sharpe 5y
0.793
Sharpe 6m
2.023
Sortino 1m
4.169
Sortino 1y
1.474
Sortino 2y
0.212
Sortino 3m
0.874
Sortino 5y
0.774
Sortino 6m
2.060
Trend R2 1m
0.583
Trend R2 1w
0.964
Trend R2 1y
0.824
Trend R2 2y
0.024
Trend R2 3m
0.234
Trend R2 5y
0.626
Trend R2 6m
0.416
Trend 1m
0.006
Trend 1w
0.015
Trend 1y
0.002
Trend 2y
0.000
Trend 3m
-0.001
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
0.398
Value At Risk 95 1y
-0.032
Volatility 1m
0.332
Volatility 1w
0.177
Volatility 1y
0.311
Volatility 2y
0.359
Volatility 3m
0.352
Volatility 5y
0.375
Volatility 6m
0.330
Worst Day 1y
-0.054
Distance From Sma 50 Score
0.615
Downside Volatility 1y Score
0.336
Downside Volatility 3m Score
0.415
Drawdown Recovery Score
1
Excess Return 1m Score
0.645
Excess Return 1y Score
0.999
Excess Return 3m Score
0.542
Excess Return 6m Score
0.960
Expected Shortfall 95 1y Score
0.595
Log Avg Dollar Volume 20d Score
0.864
Log Market Cap Score
0.617
Drawdown Score 1y
0.706
Drawdown Score 5y
0.579
Momentum Acceleration 1m Vs 3m Score
0.739
Momentum Acceleration 3m Vs 6m Score
0.374
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.806
Relative Volume 20d Score
0.215
Return 1m Score
0.656
Return 1y Score
0.804
Return 3m Score
0.582
Return 6m Score
0.799
Return Skewness 1y Score
0.475
Sortino 1y Score
0.559
Sortino 3m Score
0.484
Trend R2 1y Score
0.824
Trend R2 3m Score
0.234
Trend Slope 1y Score
0.610
Trend Slope 3m Score
0.420
Volatility 1y Score
0.348
Volatility 3m Score
0.403