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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

FRO

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

Research Detail

FRO

FRO

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
0.518
Correlation To Benchmark 1y
0.151
Inverse To Benchmark 1y
0.849
Drawdown Score 1m
0.237
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
0.611
Drawdown Score 1y
0.671
Drawdown Score 2y
0.397
Drawdown Score 5y
0.480
Return 1w
0.045
Return 1m
-0.094
Return 3m
0.170
Return 6m
0.586
Return 1y
1.287
Return 2y
0.910
Return 5y
5.913
Sharpe 1m
-1.782
Sharpe 3m
1.565
Sharpe 6m
2.164
Sharpe 1y
2.119
Sharpe 2y
0.907
Sharpe 5y
1.024
Trend 1w
0.011
Trend 1m
-0.000
Trend 3m
0.002
Trend 6m
0.003
Trend 1y
0.003
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.394
Volatility 1m
0.574
Volatility 3m
0.470
Volatility 6m
0.480
Volatility 1y
0.435
Volatility 2y
0.486
Volatility 5y
0.498
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
FRO
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:25 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
0.100
Aptet Fit Raw Score
0.137
Aptet Fit Confidence
0.466
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.716
Force Fit Raw Score
0.740
Force Fit Confidence
0.936
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:25 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "FRO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "FRO",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "FRO",
    "hitRates": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 1,
    "comboQuality": 0.561858113637396,
    "eligibleDays": 339,
    "fitnessScore": 0.4047154413949727,
    "lookbackDays": 21,
    "returnLift1D": 0.0032364191523019566,
    "hitRateLift1D": 0.4328358208955224,
    "activationRate": 0.0058997050147492625,
    "activationCount": 2,
    "baselineHitRates": {
      "1": 0.5671641791044776,
      "5": 0.6166666666666667,
      "10": 0.6545454545454545
    },
    "sampleConfidence": 0.49059193797592754,
    "shadowSharpeLike": 0.6550851370555246,
    "avgForwardReturns": {
      "1": 0.0069408740359897525,
      "5": 0,
      "10": -0.12185089974293062
    },
    "shadowMaxDrawdown": -0.0014992501249997403,
    "shadowTotalReturn": 0.004931967429786521,
    "avgForwardReturn1D": 0.0069408740359897525,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-05-21",
      "2026-07-07"
    ],
    "horizonObservationCounts": {
      "1": 1,
      "5": 0,
      "10": 1
    },
    "baselineAvgForwardReturns": {
      "1": 0.003704454883687796,
      "5": 0.014169622467800408,
      "10": 0.024264749371450435
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.561858113637396,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.07464762413028403,
    "bestRawFitnessScore": 0.4047154413949727,
    "upperQuartileComboQuality": 0.08264893089153577
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.10010527341535178,
    "rawScore": 0.13661490659536898,
    "confidence": 0.4655102566786102,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0.04057230295726144,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.009074535873810212,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "FRO",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.561858113637396,
      "eligibleDays": 339,
      "fitnessScore": 0.4047154413949727,
      "lookbackDays": 21,
      "returnLift1D": 0.0032364191523019566,
      "hitRateLift1D": 0.4328358208955224,
      "activationRate": 0.0058997050147492625,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.5671641791044776,
        "5": 0.6166666666666667,
        "10": 0.6545454545454545
      },
      "sampleConfidence": 0.49059193797592754,
      "shadowSharpeLike": 0.6550851370555246,
      "avgForwardReturns": {
        "1": 0.0069408740359897525,
        "5": 0,
        "10": -0.12185089974293062
      },
      "shadowMaxDrawdown": -0.0014992501249997403,
      "shadowTotalReturn": 0.004931967429786521,
      "avgForwardReturn1D": 0.0069408740359897525,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-21",
        "2026-07-07"
      ],
      "horizonObservationCounts": {
        "1": 1,
        "5": 0,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.003704454883687796,
        "5": 0.014169622467800408,
        "10": 0.024264749371450435
      }
    },
    {
      "topN": 4,
      "ticker": "FRO",
      "hitRates": {
        "1": 0.6,
        "5": 0.375,
        "10": 0.4
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.19408473005688423,
      "eligibleDays": 330,
      "fitnessScore": 0.03678956482377859,
      "lookbackDays": 30,
      "returnLift1D": -0.0046583640660306895,
      "hitRateLift1D": 0.032835820895522394,
      "activationRate": 0.03333333333333333,
      "activationCount": 11,
      "baselineHitRates": {
        "1": 0.5671641791044776,
        "5": 0.6166666666666667,
        "10": 0.6545454545454545
      },
      "sampleConfidence": 0.8275878864872313,
      "shadowSharpeLike": -0.10340150271139263,
      "avgForwardReturns": {
        "1": -0.0009539091823428936,
        "5": -0.008040051820903255,
        "10": -0.03533783547598233
      },
      "shadowMaxDrawdown": -0.09117915889945194,
      "shadowTotalReturn": -0.018044764422954218,
      "avgForwardReturn1D": -0.0009539091823428936,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-04",
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-13",
        "2026-05-20",
        "2026-05-21",
        "2026-05-22"
      ],
      "horizonObservationCounts": {
        "1": 10,
        "5": 8,
        "10": 10
      },
      "baselineAvgForwardReturns": {
        "1": 0.003704454883687796,
        "5": 0.014169622467800408,
        "10": 0.024264749371450435
      }
    },
    {
      "topN": 3,
      "ticker": "FRO",
      "hitRates": {
        "1": 0.625,
        "5": 0.3333333333333333,
        "10": 0.5714285714285714
      },
      "hitRate1D": 0.625,
      "comboQuality": 0.14056004256165736,
      "eligibleDays": 330,
      "fitnessScore": -0.04834216799438773,
      "lookbackDays": 30,
      "returnLift1D": -0.008790145478134833,
      "hitRateLift1D": 0.057835820895522416,
      "activationRate": 0.024242424242424242,
      "activationCount": 8,
      "baselineHitRates": {
        "1": 0.5671641791044776,
        "5": 0.6166666666666667,
        "10": 0.6545454545454545
      },
      "sampleConfidence": 0.7728505426185218,
      "shadowSharpeLike": -0.3971626488772245,
      "avgForwardReturns": {
        "1": -0.005085690594447037,
        "5": -0.004277967845249771,
        "10": -0.02972973753711274
      },
      "shadowMaxDrawdown": -0.1253025508251142,
      "shadowTotalReturn": -0.04838819002176442,
      "avgForwardReturn1D": -0.005085690594447037,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-04",
        "2026-05-05",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-13",
        "2026-05-21",
        "2026-05-22"
      ],
      "horizonObservationCounts": {
        "1": 8,
        "5": 6,
        "10": 7
      },
      "baselineAvgForwardReturns": {
        "1": 0.003704454883687796,
        "5": 0.014169622467800408,
        "10": 0.024264749371450435
      }
    },
    {
      "topN": 5,
      "ticker": "FRO",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.4444444444444444,
        "10": 0.4
      },
      "hitRate1D": 0.5454545454545454,
      "comboQuality": 0.13351541594201904,
      "eligibleDays": 330,
      "fitnessScore": -0.06145002174231249,
      "lookbackDays": 30,
      "returnLift1D": -0.005758100091282664,
      "hitRateLift1D": -0.02170963364993217,
      "activationRate": 0.03636363636363636,
      "activationCount": 12,
      "baselineHitRates": {
        "1": 0.5671641791044776,
        "5": 0.6166666666666667,
        "10": 0.6545454545454545
      },
      "sampleConfidence": 0.8426948347494827,
      "shadowSharpeLike": -0.2094511434487607,
      "avgForwardReturns": {
        "1": -0.0020536452075948686,
        "5": -0.003136709918250707,
        "10": -0.03533783547598233
      },
      "shadowMaxDrawdown": -0.10304018465892084,
      "shadowTotalReturn": -0.03086026756405802,
      "avgForwardReturn1D": -0.0020536452075948686,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-04",
        "2026-05-05",
        "2026-05-06",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-13",
        "2026-05-14",
        "2026-05-20",
        "2026-05-21"
      ],
      "horizonObservationCounts": {
        "1": 11,
        "5": 9,
        "10": 10
      },
      "baselineAvgForwardReturns": {
        "1": 0.003704454883687796,
        "5": 0.014169622467800408,
        "10": 0.024264749371450435
      }
    },
    {
      "topN": 2,
      "ticker": "FRO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08264893089153577,
      "eligibleDays": 330,
      "fitnessScore": -0.1795154381976061,
      "lookbackDays": 30,
      "returnLift1D": -0.003704454883687796,
      "hitRateLift1D": -0.5671641791044776,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5671641791044776,
        "5": 0.6166666666666667,
        "10": 0.6545454545454545
      },
      "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": 0.003704454883687796,
        "5": 0.014169622467800408,
        "10": 0.024264749371450435
      }
    },
    {
      "topN": 2,
      "ticker": "FRO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08264893089153577,
      "eligibleDays": 315,
      "fitnessScore": -0.1795154381976061,
      "lookbackDays": 45,
      "returnLift1D": -0.003704454883687796,
      "hitRateLift1D": -0.5671641791044776,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5671641791044776,
        "5": 0.6166666666666667,
        "10": 0.6545454545454545
      },
      "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": 0.003704454883687796,
        "5": 0.014169622467800408,
        "10": 0.024264749371450435
      }
    },
    {
      "topN": 2,
      "ticker": "FRO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08264893089153577,
      "eligibleDays": 297,
      "fitnessScore": -0.1795154381976061,
      "lookbackDays": 63,
      "returnLift1D": -0.003704454883687796,
      "hitRateLift1D": -0.5671641791044776,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5671641791044776,
        "5": 0.6166666666666667,
        "10": 0.6545454545454545
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 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": 5,
      "comboQuality": 0.05916733280221904,
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      "lookbackDays": 14,
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      "activationCount": 23,
      "sampleConfidence": 0.9623188405797102,
      "shadowTotalReturn": -0.11857070649536561,
      "avgForwardReturn1D": -0.0046398671194366374
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    {
      "bestTopN": 2,
      "comboQuality": 0.561858113637396,
      "fitnessScore": 0.4047154413949727,
      "lookbackDays": 21,
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    {
      "bestTopN": 4,
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    {
      "bestTopN": 2,
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      "lookbackDays": 45,
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      "activationRate": 0,
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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": "8f9530a21925bbe9a1d90a927c7efaef0480363c302a268dfff00a7ee25be8ba",
    "size": 13,
    "members": [
      "FRO",
      "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",
      "FRO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
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      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "FRO",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
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    "returnLift1D": -0.0015181882948744657,
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  "dateRange": {
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    "start": "2025-01-01"
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  "scoreMode": "blended",
  "calibration": {
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    "comboQualityScale": 0.22,
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  "algorithmFit": {
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    "bestProfile": {
      "lookbackDays": 63,
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    "profileBreadth": 0.3999998577210511,
    "recommendedRegion": {
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      "portfolioSizes": [
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    "parameterStability": 0.7862841057044964,
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      "returnLift1D": -0.0028733605936085314,
      "hitRateLift1D": -0.050236539761207455,
      "portfolioSize": 3,
      "activationRate": 0.5244565217391305,
      "activationCount": 193,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5796703296703297,
        "10": 0.6155988857938719
      },
      "sampleConfidence": 0.9996545768566495,
      "shadowSharpeLike": -0.040311273109227316,
      "avgForwardReturns": {
        "1": 0.000003829026878291861,
        "5": 0.002396211867429982,
        "10": 0.012285527410988673
      },
      "shadowMaxDrawdown": -0.3309297948283806,
      "shadowTotalReturn": -0.09278387415146006,
      "avgForwardReturn1D": 0.000003829026878291861,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 193,
        "5": 193,
        "10": 192
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028771896204868234,
        "5": 0.013512176356396002,
        "10": 0.027633088797449634
      }
    },
    {
      "topN": 2,
      "ticker": "FRO",
      "hitRates": {
        "1": 0.4624277456647399,
        "5": 0.5260115606936416,
        "10": 0.5697674418604651
      },
      "hitRate1D": 0.4624277456647399,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.09538039587665555,
      "eligibleDays": 368,
      "fitnessScore": -0.14492112230444293,
      "lookbackDays": 21,
      "returnLift1D": -0.0032781240089187276,
      "hitRateLift1D": -0.05931138477004272,
      "portfolioSize": 2,
      "activationRate": 0.4701086956521739,
      "activationCount": 173,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5796703296703297,
        "10": 0.6155988857938719
      },
      "sampleConfidence": 0.9996146435452795,
      "shadowSharpeLike": -0.20559067739865755,
      "avgForwardReturns": {
        "1": -0.00040093438843190435,
        "5": 0.003087367161869053,
        "10": 0.01444815058010656
      },
      "shadowMaxDrawdown": -0.33210553146944566,
      "shadowTotalReturn": -0.15126723650488527,
      "avgForwardReturn1D": -0.00040093438843190435,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-20",
        "2025-03-21",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 173,
        "5": 173,
        "10": 172
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028771896204868234,
        "5": 0.013512176356396002,
        "10": 0.027633088797449634
      }
    }
  ],
  "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": 0.6345461118264498,
      "fitnessScore": 0.47138936667091674,
      "lookbackDays": 14,
      "returnLift1D": -0.001311444852263955,
      "activationRate": 0.528,
      "activationCount": 198,
      "sampleConfidence": 0.9969696969696971,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.24478580962610796,
      "avgForwardReturn1D": 0.0016282257469348697
    },
    {
      "comboQuality": 0.17975502254939862,
      "fitnessScore": 0.016038215677260704,
      "lookbackDays": 21,
      "returnLift1D": -0.002652779349204522,
      "activationRate": 0.5543478260869565,
      "activationCount": 204,
      "sampleConfidence": 0.9993464052287582,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.061285111888855104,
      "avgForwardReturn1D": 0.00022441027128230115
    },
    {
      "comboQuality": 0.7440254559542049,
      "fitnessScore": 0.5847393943456654,
      "lookbackDays": 30,
      "returnLift1D": -0.0011339885105038808,
      "activationRate": 0.6016713091922006,
      "activationCount": 216,
      "sampleConfidence": 0.9959876543209877,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.31271988951001206,
      "avgForwardReturn1D": 0.0017845778171423107
    },
    {
      "comboQuality": 0.7501752749013054,
      "fitnessScore": 0.5919004074791567,
      "lookbackDays": 45,
      "returnLift1D": -0.0008870991310739747,
      "activationRate": 0.4331395348837209,
      "activationCount": 149,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.37267790004733947,
      "avgForwardReturn1D": 0.002579235270832239
    },
    {
      "comboQuality": 0.9428068983277169,
      "fitnessScore": 0.9665342033199316,
      "lookbackDays": 63,
      "returnLift1D": -0.0015181882948744657,
      "activationRate": 0.7638036809815951,
      "activationCount": 249,
      "sampleConfidence": 0.9975903614457832,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.5556806613250016,
      "avgForwardReturn1D": 0.0022473667324797763
    }
  ],
  "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": "8f9530a21925bbe9a1d90a927c7efaef0480363c302a268dfff00a7ee25be8ba",
    "size": 13,
    "members": [
      "FRO",
      "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
0.434
Liquidity
0.656
Momentum
0.555
Relative strength
0.717
Trend quality
0.700
Stability
0.609
Aggression
0.395
Downside risk
0.571
Drawdown state
0.898
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
0.849
Benchmark Independence 3m Score
0.913
Beta 1y Profile Score
0.207
Beta 3m Profile Score
0.126
Beta Change Score
0.398
Correlation Change Score
0.468
Current Drawdown Score
0.855
Days Since 52w High Score
0.083
Distance From 52w High Score
0.855
Distance From Sma 20 Score
0.578
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.602
Downside Volatility 1m Score
0.713
Downside Volatility 1y Score
0.473
Downside Volatility 2y Score
0.539
Downside Volatility 3m Score
0.523
Downside Volatility 5y Score
0.548
Downside Volatility 6m Score
0.517
Drawdown Recovery Score
1
Excess Return 1m Score
0.333
Excess Return 1y Score
1
Excess Return 3m Score
0.715
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.484
Log Avg Dollar Volume 20d Score
0.656
Log Market Cap Score
0.434
Drawdown Score 1m
0.237
Drawdown Score 1y
0.671
Drawdown Score 2y
0.397
Drawdown Score 3m
0.523
Drawdown Score 5y
0.480
Drawdown Score 6m
0.611
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.363
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.324
Relative Strength Slope 3m Score
0.558
Relative Volume 20d Score
0.212
Return 1m Score
0.343
Return 1w Score
0.651
Return 1y Score
1
Return 2y Score
0.546
Return 3m Score
0.712
Return 5y Score
0.532
Return 6m Score
0.989
Return Skewness 1y Score
0.521
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.044
Sharpe 1y Score
0.824
Sharpe 2y Score
0.581
Sharpe 3m Score
0.713
Sharpe 5y Score
0.605
Sharpe 6m Score
0.833
Sortino 1m Score
0.156
Sortino 1y Score
0.660
Sortino 2y Score
0.496
Sortino 3m Score
0.583
Sortino 5y Score
0.513
Sortino 6m Score
0.671
Trend R2 1m Score
0.002
Trend R2 1w Score
0.685
Trend R2 1y Score
0.893
Trend R2 2y Score
0.580
Trend R2 3m Score
0.230
Trend R2 5y Score
0.850
Trend R2 6m Score
0.677
Trend Slope 1m Score
0.478
Trend Slope 1w Score
1
Trend Slope 1y Score
0.712
Trend Slope 2y Score
0.603
Trend Slope 3m Score
0.598
Trend Slope 5y Score
0.590
Trend Slope 6m Score
0.673
Volatility 1m Score
0.699
Volatility 1w Score
0.459
Volatility 1y Score
0.514
Volatility 2y Score
0.581
Volatility 3m Score
0.560
Volatility 5y Score
0.597
Volatility 6m Score
0.573
Worst Day 1y Score
0.617
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
92,915,243.624
Best Day 1y
0.098
Beta To Benchmark 1y
0.518
Beta 3m
0.314
Beta Change
-0.204
Beta To Sector 1y
0.134
Correlation To Benchmark 1y
0.151
Correlation 3m
0.087
Correlation Change
-0.064
Correlation To Sector 1y
0.065
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.849
Benchmark Independence 3m Score
0.913
Beta 1y Profile Score
0.207
Beta 3m Profile Score
0.126
Beta Change Score
0.398
Correlation Change Score
0.468
Current Drawdown Score
0.855
Distance From Sma 20 Score
0.578
Distance From Sma 200 Score
1
Current Drawdown
-0.094
Days Since 52w High
21
Distance From 52w High
-0.094
Distance From Sma 20
0.047
Distance From Sma 200
0.324
Distance From Sma 50
0.061
Downside Capture 1y
2.286
Downside Volatility 1m
0.585
Downside Volatility 1w
-
Downside Volatility 1y
0.405
Downside Volatility 2y
0.454
Downside Volatility 3m
0.442
Downside Volatility 5y
0.461
Downside Volatility 6m
0.438
Drawdown Recovery
1
Excess Return 1m
-0.100
Excess Return 1y
1.100
Excess Return 3m
0.129
Excess Return 6m
0.503
Expected Shortfall 95 1y
-0.052
Market Cap
8,746,853,348.1
Max Drawdown 1m
-0.191
Max Drawdown 1w
-0.018
Max Drawdown 1y
-0.214
Max Drawdown 2y
-0.482
Max Drawdown 3m
-0.191
Max Drawdown 5y
-0.520
Max Drawdown 6m
-0.214
Momentum Acceleration 1m Vs 3m
-0.151
Momentum Acceleration 3m Vs 6m
-0.041
Moving Average Alignment
1
Relative Strength Acceleration
-0.003
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.873
Return 1m
-0.094
Return 1w
0.045
Return 1y
1.287
Return 2y
0.910
Return 3m
0.170
Return 5y
5.913
Return 6m
0.586
Return Skewness 1y
0.127
Sector Excess Return 1y
0.854
Sharpe 1m
-1.782
Sharpe 1y
2.119
Sharpe 2y
0.907
Sharpe 3m
1.565
Sharpe 5y
1.024
Sharpe 6m
2.164
Sortino 1m
-1.749
Sortino 1y
2.278
Sortino 2y
0.971
Sortino 3m
1.664
Sortino 5y
1.106
Sortino 6m
2.371
Trend R2 1m
0.002
Trend R2 1w
0.685
Trend R2 1y
0.893
Trend R2 2y
0.580
Trend R2 3m
0.230
Trend R2 5y
0.850
Trend R2 6m
0.677
Trend 1m
-0.000
Trend 1w
0.011
Trend 1y
0.003
Trend 2y
0.002
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
0.003
Upside Capture 1y
0.843
Value At Risk 95 1y
-0.040
Volatility 1m
0.574
Volatility 1w
0.394
Volatility 1y
0.435
Volatility 2y
0.486
Volatility 3m
0.470
Volatility 5y
0.498
Volatility 6m
0.480
Worst Day 1y
-0.077
Distance From Sma 50 Score
0.602
Downside Volatility 1y Score
0.473
Downside Volatility 3m Score
0.523
Drawdown Recovery Score
1
Excess Return 1m Score
0.333
Excess Return 1y Score
1
Excess Return 3m Score
0.715
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.484
Log Avg Dollar Volume 20d Score
0.656
Log Market Cap Score
0.434
Drawdown Score 1y
0.671
Drawdown Score 5y
0.480
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.363
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.324
Relative Volume 20d Score
0.212
Return 1m Score
0.343
Return 1y Score
1
Return 3m Score
0.712
Return 6m Score
0.989
Return Skewness 1y Score
0.521
Sortino 1y Score
0.660
Sortino 3m Score
0.583
Trend R2 1y Score
0.893
Trend R2 3m Score
0.230
Trend Slope 1y Score
0.712
Trend Slope 3m Score
0.598
Volatility 1y Score
0.514
Volatility 3m Score
0.560