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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

RIOT

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

Research Detail

RIOT

RIOT

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
3.751
Correlation To Benchmark 1y
0.558
Inverse To Benchmark 1y
0.442
Drawdown Score 1m
0
Drawdown Score 3m
0.091
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
0.339
Drawdown Score 1y
0.253
Drawdown Score 2y
0.275
Drawdown Score 5y
0.074
Return 1w
0.268
Return 1m
-0.168
Return 3m
0.291
Return 6m
0.383
Return 1y
0.672
Return 2y
1.179
Return 5y
-0.155
Sharpe 1m
-2.088
Sharpe 3m
1.657
Sharpe 6m
1.175
Sharpe 1y
1.026
Sharpe 2y
0.878
Sharpe 5y
0.427
Trend 1w
0.057
Trend 1m
-0.016
Trend 3m
0.002
Trend 6m
0.005
Trend 1y
0.002
Trend 2y
0.002
Trend 5y
0.000
Volatility 1w
0.838
Volatility 1m
0.878
Volatility 3m
0.813
Volatility 6m
0.870
Volatility 1y
0.854
Volatility 2y
0.865
Volatility 5y
0.938
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
RIOT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:59 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
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
0.096
Aptet Fit Raw Score
0.144
Aptet Fit Confidence
0.335
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.829
Force Fit Raw Score
0.846
Force Fit Confidence
0.958
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:59 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "RIOT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "RIOT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "RIOT",
    "hitRates": {
      "1": 0.6666666666666666,
      "5": 0.3333333333333333,
      "10": 0
    },
    "hitRate1D": 0.6666666666666666,
    "comboQuality": 0.309952612816238,
    "eligibleDays": 339,
    "fitnessScore": 0.17392501335210153,
    "lookbackDays": 21,
    "returnLift1D": -0.003747341071322345,
    "hitRateLift1D": 0.07407407407407407,
    "activationRate": 0.017699115044247787,
    "activationCount": 6,
    "baselineHitRates": {
      "1": 0.5925925925925926,
      "5": 0.6521739130434783,
      "10": 0.7222222222222222
    },
    "sampleConfidence": 0.6512474066278414,
    "shadowSharpeLike": 0.3343234670535981,
    "avgForwardReturns": {
      "1": 0.004166769935399495,
      "5": -0.015061712881498601,
      "10": 0
    },
    "shadowMaxDrawdown": -0.054100620261888444,
    "shadowTotalReturn": 0.022324325357755193,
    "avgForwardReturn1D": 0.004166769935399495,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-18",
      "2026-06-22",
      "2026-06-23",
      "2026-06-24",
      "2026-06-25",
      "2026-06-26"
    ],
    "horizonObservationCounts": {
      "1": 6,
      "5": 3,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.00791411100672184,
      "5": 0.034702833701028155,
      "10": 0.0491978102185944
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.309952612816238,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.07970559196356182,
    "bestRawFitnessScore": 0.17392501335210153,
    "upperQuartileComboQuality": 0.08310225190882971
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.09602454224458504,
    "rawScore": 0.14387775934597943,
    "confidence": 0.3348073069956157,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.22363533830455795,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "RIOT",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.309952612816238,
      "eligibleDays": 339,
      "fitnessScore": 0.17392501335210153,
      "lookbackDays": 21,
      "returnLift1D": -0.003747341071322345,
      "hitRateLift1D": 0.07407407407407407,
      "activationRate": 0.017699115044247787,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5925925925925926,
        "5": 0.6521739130434783,
        "10": 0.7222222222222222
      },
      "sampleConfidence": 0.6512474066278414,
      "shadowSharpeLike": 0.3343234670535981,
      "avgForwardReturns": {
        "1": 0.004166769935399495,
        "5": -0.015061712881498601,
        "10": 0
      },
      "shadowMaxDrawdown": -0.054100620261888444,
      "shadowTotalReturn": 0.022324325357755193,
      "avgForwardReturn1D": 0.004166769935399495,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25",
        "2026-06-26"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.00791411100672184,
        "5": 0.034702833701028155,
        "10": 0.0491978102185944
      }
    },
    {
      "topN": 2,
      "ticker": "RIOT",
      "hitRates": {
        "1": 0.6,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.2276281657958409,
      "eligibleDays": 339,
      "fitnessScore": 0.08121441948677584,
      "lookbackDays": 21,
      "returnLift1D": -0.005147416479055105,
      "hitRateLift1D": 0.007407407407407418,
      "activationRate": 0.014749262536873156,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.5925925925925926,
        "5": 0.6521739130434783,
        "10": 0.7222222222222222
      },
      "sampleConfidence": 0.6316666666666667,
      "shadowSharpeLike": 0.1817293257876351,
      "avgForwardReturns": {
        "1": 0.0027666945276667355,
        "5": -0.015061712881498601,
        "10": 0
      },
      "shadowMaxDrawdown": -0.054100620261888444,
      "shadowTotalReturn": 0.01103396052480532,
      "avgForwardReturn1D": 0.0027666945276667355,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.00791411100672184,
        "5": 0.034702833701028155,
        "10": 0.0491978102185944
      }
    },
    {
      "topN": 3,
      "ticker": "RIOT",
      "hitRates": {
        "1": 0.6,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.2276281657958409,
      "eligibleDays": 339,
      "fitnessScore": 0.08121441948677584,
      "lookbackDays": 21,
      "returnLift1D": -0.005147416479055105,
      "hitRateLift1D": 0.007407407407407418,
      "activationRate": 0.014749262536873156,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.5925925925925926,
        "5": 0.6521739130434783,
        "10": 0.7222222222222222
      },
      "sampleConfidence": 0.6316666666666667,
      "shadowSharpeLike": 0.1817293257876351,
      "avgForwardReturns": {
        "1": 0.0027666945276667355,
        "5": -0.015061712881498601,
        "10": 0
      },
      "shadowMaxDrawdown": -0.054100620261888444,
      "shadowTotalReturn": 0.01103396052480532,
      "avgForwardReturn1D": 0.0027666945276667355,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.00791411100672184,
        "5": 0.034702833701028155,
        "10": 0.0491978102185944
      }
    },
    {
      "topN": 4,
      "ticker": "RIOT",
      "hitRates": {
        "1": 0.6,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.2276281657958409,
      "eligibleDays": 339,
      "fitnessScore": 0.08121441948677584,
      "lookbackDays": 21,
      "returnLift1D": -0.005147416479055105,
      "hitRateLift1D": 0.007407407407407418,
      "activationRate": 0.014749262536873156,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.5925925925925926,
        "5": 0.6521739130434783,
        "10": 0.7222222222222222
      },
      "sampleConfidence": 0.6316666666666667,
      "shadowSharpeLike": 0.1817293257876351,
      "avgForwardReturns": {
        "1": 0.0027666945276667355,
        "5": -0.015061712881498601,
        "10": 0
      },
      "shadowMaxDrawdown": -0.054100620261888444,
      "shadowTotalReturn": 0.01103396052480532,
      "avgForwardReturn1D": 0.0027666945276667355,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24",
        "2026-06-25"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.00791411100672184,
        "5": 0.034702833701028155,
        "10": 0.0491978102185944
      }
    },
    {
      "topN": 2,
      "ticker": "RIOT",
      "hitRates": {
        "1": 0.5,
        "5": 0.75,
        "10": 1
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.09329223174463337,
      "eligibleDays": 352,
      "fitnessScore": -0.15029833895485786,
      "lookbackDays": 14,
      "returnLift1D": -0.012405778093643953,
      "hitRateLift1D": -0.09259259259259256,
      "activationRate": 0.019886363636363636,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.5925925925925926,
        "5": 0.6521739130434783,
        "10": 0.7222222222222222
      },
      "sampleConfidence": 0.6991939118800028,
      "shadowSharpeLike": -0.4309968613803594,
      "avgForwardReturns": {
        "1": -0.004491667086922113,
        "5": 0.05570076088716158,
        "10": 0.10601241828309342
      },
      "shadowMaxDrawdown": -0.05249410922134479,
      "shadowTotalReturn": -0.03229500636792715,
      "avgForwardReturn1D": -0.004491667086922113,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-09",
        "2026-06-10",
        "2026-06-12",
        "2026-06-23",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 4,
        "10": 3
      },
      "baselineAvgForwardReturns": {
        "1": 0.00791411100672184,
        "5": 0.034702833701028155,
        "10": 0.0491978102185944
      }
    },
    {
      "topN": 2,
      "ticker": "RIOT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07970559196356182,
      "eligibleDays": 330,
      "fitnessScore": -0.1881978539513638,
      "lookbackDays": 30,
      "returnLift1D": -0.00791411100672184,
      "hitRateLift1D": -0.5925925925925926,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5925925925925926,
        "5": 0.6521739130434783,
        "10": 0.7222222222222222
      },
      "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": 0.00791411100672184,
        "5": 0.034702833701028155,
        "10": 0.0491978102185944
      }
    },
    {
      "topN": 3,
      "ticker": "RIOT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07970559196356182,
      "eligibleDays": 330,
      "fitnessScore": -0.1881978539513638,
      "lookbackDays": 30,
      "returnLift1D": -0.00791411100672184,
      "hitRateLift1D": -0.5925925925925926,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5925925925925926,
        "5": 0.6521739130434783,
        "10": 0.7222222222222222
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
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  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
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  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
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  "universeIdentity": {
    "hash": "ce44db8c9310526cdd7f1f757d2481f72c3a47fa37109aedf803281a728655f8",
    "size": 13,
    "members": [
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      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
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    "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": {
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      0.4,
      0.3,
      0.2,
      0.1
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      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "RIOT"
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    "lookbacks": [
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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.",
    "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": 0.16375783166479868,
      "fitnessScore": -0.008716500086296644,
      "lookbackDays": 14,
      "returnLift1D": -0.0020533262476872694,
      "activationRate": 0.5173333333333333,
      "activationCount": 194,
      "sampleConfidence": 0.9993127147766323,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.09017213599948348,
      "avgForwardReturn1D": 0.0009641774229848959
    },
    {
      "comboQuality": 0.9381456246955291,
      "fitnessScore": 0.9482069170560143,
      "lookbackDays": 21,
      "returnLift1D": 0.0010672358062612792,
      "activationRate": 0.48641304347826086,
      "activationCount": 179,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.6969921342380891,
      "avgForwardReturn1D": 0.00431290704524951
    },
    {
      "comboQuality": 0.7547425908763586,
      "fitnessScore": 0.5972950575471911,
      "lookbackDays": 30,
      "returnLift1D": -0.00016015459046406612,
      "activationRate": 0.5459610027855153,
      "activationCount": 196,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.4103263211649315,
      "avgForwardReturn1D": 0.0030840644181443296
    },
    {
      "comboQuality": 0.9629618518750221,
      "fitnessScore": 1.066774384760345,
      "lookbackDays": 45,
      "returnLift1D": -0.0006374924375337704,
      "activationRate": 0.5988372093023255,
      "activationCount": 206,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.785480760561811,
      "avgForwardReturn1D": 0.0040762182334609705
    },
    {
      "comboQuality": 0.7870822956919914,
      "fitnessScore": 0.6376339588120258,
      "lookbackDays": 63,
      "returnLift1D": -0.001836880944422491,
      "activationRate": 0.5858895705521472,
      "activationCount": 191,
      "sampleConfidence": 0.9961605584642235,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.4233340490417328,
      "avgForwardReturn1D": 0.0031670839180508773
    }
  ],
  "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": "ce44db8c9310526cdd7f1f757d2481f72c3a47fa37109aedf803281a728655f8",
    "size": 13,
    "members": [
      "RIOT",
      "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
0.431
Liquidity
0.872
Momentum
0.554
Relative strength
0.729
Trend quality
0.429
Stability
0.172
Aggression
0.679
Downside risk
0.334
Drawdown state
0.564
Quality momentum
0.522
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.442
Benchmark Independence 3m Score
0.491
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.206
Correlation Change Score
0.475
Current Drawdown Score
0
Days Since 52w High Score
0.083
Distance From 52w High Score
0.741
Distance From Sma 20 Score
0.596
Distance From Sma 200 Score
0.977
Distance From Sma 50 Score
0.445
Downside Volatility 1m Score
1
Downside Volatility 1y Score
1
Downside Volatility 2y Score
1
Downside Volatility 3m Score
0.963
Downside Volatility 5y Score
1
Downside Volatility 6m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.209
Excess Return 1y Score
1
Excess Return 3m Score
0.918
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.872
Log Market Cap Score
0.431
Drawdown Score 1m
0
Drawdown Score 1y
0.253
Drawdown Score 2y
0.275
Drawdown Score 3m
0.091
Drawdown Score 5y
0.074
Drawdown Score 6m
0.339
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.611
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.575
Relative Volume 20d Score
0.270
Return 1m Score
0.219
Return 1w Score
1
Return 1y Score
0.920
Return 2y Score
0.623
Return 3m Score
0.864
Return 5y Score
0.065
Return 6m Score
0.819
Return Skewness 1y Score
0.527
Sector Excess Return 1y Score
1
Sharpe 1m Score
0
Sharpe 1y Score
0.605
Sharpe 2y Score
0.576
Sharpe 3m Score
0.731
Sharpe 5y Score
0.485
Sharpe 6m Score
0.635
Sortino 1m Score
0.115
Sortino 1y Score
0.509
Sortino 2y Score
0.492
Sortino 3m Score
0.593
Sortino 5y Score
0.434
Sortino 6m Score
0.529
Trend R2 1m Score
0.555
Trend R2 1w Score
0.919
Trend R2 1y Score
0.342
Trend R2 2y Score
0.628
Trend R2 3m Score
0.047
Trend R2 5y Score
0.000
Trend R2 6m Score
0.574
Trend Slope 1m Score
0
Trend Slope 1w Score
1
Trend Slope 1y Score
0.622
Trend Slope 2y Score
0.627
Trend Slope 3m Score
0.615
Trend Slope 5y Score
0.502
Trend Slope 6m Score
0.824
Volatility 1m Score
1
Volatility 1w Score
1
Volatility 1y Score
1
Volatility 2y Score
1
Volatility 3m Score
1
Volatility 5y Score
1
Volatility 6m Score
1
Worst Day 1y Score
0.113
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
411,869,421.577
Best Day 1y
0.198
Beta To Benchmark 1y
3.751
Beta 3m
3.164
Beta Change
-0.588
Beta To Sector 1y
1.528
Correlation To Benchmark 1y
0.558
Correlation 3m
0.509
Correlation Change
-0.049
Correlation To Sector 1y
0.262
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.442
Benchmark Independence 3m Score
0.491
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.206
Correlation Change Score
0.475
Current Drawdown Score
0
Distance From Sma 20 Score
0.596
Distance From Sma 200 Score
0.977
Current Drawdown
-0.694
Days Since 52w High
21
Distance From 52w High
-0.168
Distance From Sma 20
0.057
Distance From Sma 200
0.286
Distance From Sma 50
-0.033
Downside Capture 1y
0.131
Downside Volatility 1m
0.882
Downside Volatility 1w
-
Downside Volatility 1y
0.818
Downside Volatility 2y
0.809
Downside Volatility 3m
0.772
Downside Volatility 5y
0.850
Downside Volatility 6m
0.830
Drawdown Recovery
1
Excess Return 1m
-0.175
Excess Return 1y
0.485
Excess Return 3m
0.251
Excess Return 6m
0.300
Expected Shortfall 95 1y
-0.108
Market Cap
8,519,747,211.9
Max Drawdown 1m
-0.364
Max Drawdown 1w
-0.030
Max Drawdown 1y
-0.486
Max Drawdown 2y
-0.580
Max Drawdown 3m
-0.364
Max Drawdown 5y
-0.926
Max Drawdown 6m
-0.364
Momentum Acceleration 1m Vs 3m
-0.265
Momentum Acceleration 3m Vs 6m
0.033
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.021
Relative Strength Slope 3m
0.001
Relative Volume 20d
1.028
Return 1m
-0.168
Return 1w
0.268
Return 1y
0.672
Return 2y
1.179
Return 3m
0.291
Return 5y
-0.155
Return 6m
0.383
Return Skewness 1y
0.162
Sector Excess Return 1y
0.596
Sharpe 1m
-2.088
Sharpe 1y
1.026
Sharpe 2y
0.878
Sharpe 3m
1.657
Sharpe 5y
0.427
Sharpe 6m
1.175
Sortino 1m
-2.077
Sortino 1y
1.071
Sortino 2y
0.939
Sortino 3m
1.745
Sortino 5y
0.472
Sortino 6m
1.231
Trend R2 1m
0.555
Trend R2 1w
0.919
Trend R2 1y
0.342
Trend R2 2y
0.628
Trend R2 3m
0.047
Trend R2 5y
0.000
Trend R2 6m
0.574
Trend 1m
-0.016
Trend 1w
0.057
Trend 1y
0.002
Trend 2y
0.002
Trend 3m
0.002
Trend 5y
0.000
Trend 6m
0.005
Upside Capture 1y
10.783
Value At Risk 95 1y
-0.080
Volatility 1m
0.878
Volatility 1w
0.838
Volatility 1y
0.854
Volatility 2y
0.865
Volatility 3m
0.813
Volatility 5y
0.938
Volatility 6m
0.870
Worst Day 1y
-0.177
Distance From Sma 50 Score
0.445
Downside Volatility 1y Score
1
Downside Volatility 3m Score
0.963
Drawdown Recovery Score
1
Excess Return 1m Score
0.209
Excess Return 1y Score
1
Excess Return 3m Score
0.918
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.872
Log Market Cap Score
0.431
Drawdown Score 1y
0.253
Drawdown Score 5y
0.074
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.611
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.270
Return 1m Score
0.219
Return 1y Score
0.920
Return 3m Score
0.864
Return 6m Score
0.819
Return Skewness 1y Score
0.527
Sortino 1y Score
0.509
Sortino 3m Score
0.593
Trend R2 1y Score
0.342
Trend R2 3m Score
0.047
Trend Slope 1y Score
0.622
Trend Slope 3m Score
0.615
Volatility 1y Score
1
Volatility 3m Score
1