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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

SHG

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

Research Detail

SHG

SHG

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
0.989
Correlation To Benchmark 1y
0.393
Inverse To Benchmark 1y
0.607
Drawdown Score 1m
0.692
Drawdown Score 3m
0.620
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
0.672
Drawdown Score 1y
0.723
Drawdown Score 2y
0.560
Drawdown Score 5y
0.648
Return 1w
0.001
Return 1m
0.097
Return 3m
0.093
Return 6m
0.251
Return 1y
0.472
Return 2y
0.965
Return 5y
1.535
Sharpe 1m
2.608
Sharpe 3m
1.104
Sharpe 6m
1.389
Sharpe 1y
1.368
Sharpe 2y
1.182
Sharpe 5y
0.761
Trend 1w
0.001
Trend 1m
0.008
Trend 3m
0.001
Trend 6m
0.001
Trend 1y
0.002
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.421
Volatility 1m
0.467
Volatility 3m
0.388
Volatility 6m
0.371
Volatility 1y
0.320
Volatility 2y
0.332
Volatility 5y
0.305
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
SHG
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:01 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
0.120
Aptet Fit Raw Score
0.202
Aptet Fit Confidence
0.190
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.824
Force Fit Raw Score
0.844
Force Fit Confidence
0.953
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:01 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "SHG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "SHG",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "SHG",
    "hitRates": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 1,
    "comboQuality": 0.527131261131717,
    "eligibleDays": 352,
    "fitnessScore": 0.37389898446819153,
    "lookbackDays": 14,
    "returnLift1D": 0.0033100727620496984,
    "hitRateLift1D": 0.3571428571428571,
    "activationRate": 0.002840909090909091,
    "activationCount": 1,
    "baselineHitRates": {
      "1": 0.6428571428571429,
      "5": 0.5,
      "10": 0.6
    },
    "sampleConfidence": 0.4396504054291551,
    "shadowSharpeLike": 0.7920248478407144,
    "avgForwardReturns": {
      "1": 0.008568902370698073,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": -0.0004999999999999449,
    "shadowTotalReturn": 0.00756486791951283,
    "avgForwardReturn1D": 0.008568902370698073,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-27"
    ],
    "horizonObservationCounts": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.005258829608648374,
      "5": 0.0070215162649711945,
      "10": 0.013613319782749333
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.527131261131717,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08155078787494667,
    "bestRawFitnessScore": 0.37389898446819153,
    "upperQuartileComboQuality": 0.08155078787494667
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.12011437759371502,
    "rawScore": 0.20193559360484248,
    "confidence": 0.18963056932658204,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        4
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.349289461581848,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "SHG",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.527131261131717,
      "eligibleDays": 352,
      "fitnessScore": 0.37389898446819153,
      "lookbackDays": 14,
      "returnLift1D": 0.0033100727620496984,
      "hitRateLift1D": 0.3571428571428571,
      "activationRate": 0.002840909090909091,
      "activationCount": 1,
      "baselineHitRates": {
        "1": 0.6428571428571429,
        "5": 0.5,
        "10": 0.6
      },
      "sampleConfidence": 0.4396504054291551,
      "shadowSharpeLike": 0.7920248478407144,
      "avgForwardReturns": {
        "1": 0.008568902370698073,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0004999999999999449,
      "shadowTotalReturn": 0.00756486791951283,
      "avgForwardReturn1D": 0.008568902370698073,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-27"
      ],
      "horizonObservationCounts": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005258829608648374,
        "5": 0.0070215162649711945,
        "10": 0.013613319782749333
      }
    },
    {
      "topN": 5,
      "ticker": "SHG",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.527131261131717,
      "eligibleDays": 352,
      "fitnessScore": 0.37389898446819153,
      "lookbackDays": 14,
      "returnLift1D": 0.0033100727620496984,
      "hitRateLift1D": 0.3571428571428571,
      "activationRate": 0.002840909090909091,
      "activationCount": 1,
      "baselineHitRates": {
        "1": 0.6428571428571429,
        "5": 0.5,
        "10": 0.6
      },
      "sampleConfidence": 0.4396504054291551,
      "shadowSharpeLike": 0.7920248478407144,
      "avgForwardReturns": {
        "1": 0.008568902370698073,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0004999999999999449,
      "shadowTotalReturn": 0.00756486791951283,
      "avgForwardReturn1D": 0.008568902370698073,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-27"
      ],
      "horizonObservationCounts": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005258829608648374,
        "5": 0.0070215162649711945,
        "10": 0.013613319782749333
      }
    },
    {
      "topN": 2,
      "ticker": "SHG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08155078787494667,
      "eligibleDays": 352,
      "fitnessScore": -0.18272133606783728,
      "lookbackDays": 14,
      "returnLift1D": -0.005258829608648374,
      "hitRateLift1D": -0.6428571428571429,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6428571428571429,
        "5": 0.5,
        "10": 0.6
      },
      "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": 0.005258829608648374,
        "5": 0.0070215162649711945,
        "10": 0.013613319782749333
      }
    },
    {
      "topN": 3,
      "ticker": "SHG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08155078787494667,
      "eligibleDays": 352,
      "fitnessScore": -0.18272133606783728,
      "lookbackDays": 14,
      "returnLift1D": -0.005258829608648374,
      "hitRateLift1D": -0.6428571428571429,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6428571428571429,
        "5": 0.5,
        "10": 0.6
      },
      "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": 0.005258829608648374,
        "5": 0.0070215162649711945,
        "10": 0.013613319782749333
      }
    },
    {
      "topN": 2,
      "ticker": "SHG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08155078787494667,
      "eligibleDays": 339,
      "fitnessScore": -0.18272133606783728,
      "lookbackDays": 21,
      "returnLift1D": -0.005258829608648374,
      "hitRateLift1D": -0.6428571428571429,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6428571428571429,
        "5": 0.5,
        "10": 0.6
      },
      "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": 0.005258829608648374,
        "5": 0.0070215162649711945,
        "10": 0.013613319782749333
      }
    },
    {
      "topN": 3,
      "ticker": "SHG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08155078787494667,
      "eligibleDays": 339,
      "fitnessScore": -0.18272133606783728,
      "lookbackDays": 21,
      "returnLift1D": -0.005258829608648374,
      "hitRateLift1D": -0.6428571428571429,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6428571428571429,
        "5": 0.5,
        "10": 0.6
      },
      "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": 0.005258829608648374,
        "5": 0.0070215162649711945,
        "10": 0.013613319782749333
      }
    },
    {
      "topN": 4,
      "ticker": "SHG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08155078787494667,
      "eligibleDays": 339,
      "fitnessScore": -0.18272133606783728,
      "lookbackDays": 21,
      "returnLift1D": -0.005258829608648374,
      "hitRateLift1D": -0.6428571428571429,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6428571428571429,
        "5": 0.5,
        "10": 0.6
      },
      "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": 0.005258829608648374,
        "5": 0.0070215162649711945,
        "10": 0.013613319782749333
      }
    },
    {
      "topN": 5,
      "ticker": "SHG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08155078787494667,
      "eligibleDays": 339,
      "fitnessScore": -0.18272133606783728,
      "lookbackDays": 21,
      "returnLift1D": -0.005258829608648374,
      "hitRateLift1D": -0.6428571428571429,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6428571428571429,
        "5": 0.5,
        "10": 0.6
      },
      "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": 0.005258829608648374,
        "5": 0.0070215162649711945,
        "10": 0.013613319782749333
      }
    },
    {
      "topN": 2,
      "ticker": "SHG",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08155078787494667,
      "eligibleDays": 330,
      "fitnessScore": -0.18272133606783728,
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      "baselineAvgForwardReturns": {
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    {
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      "shadowMaxDrawdown": 0,
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    },
    {
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 2,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 4,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 5,
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      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
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      "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."
  },
  "lookbackSummary": [
    {
      "bestTopN": 4,
      "comboQuality": 0.527131261131717,
      "fitnessScore": 0.37389898446819153,
      "lookbackDays": 14,
      "returnLift1D": 0.0033100727620496984,
      "activationRate": 0.002840909090909091,
      "activationCount": 1,
      "sampleConfidence": 0.4396504054291551,
      "shadowTotalReturn": 0.00756486791951283,
      "avgForwardReturn1D": 0.008568902370698073
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08155078787494667,
      "fitnessScore": -0.18272133606783728,
      "lookbackDays": 21,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.18272133606783728,
      "lookbackDays": 30,
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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": -0.18272133606783728,
      "lookbackDays": 45,
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      "activationRate": 0,
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      "shadowTotalReturn": 0,
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    {
      "bestTopN": 2,
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      "lookbackDays": 63,
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      "activationRate": 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": "79b80671ec96226c6e6303eb9712ae01bc7b7a2710f8724066127b1b3f5a15f9",
    "size": 13,
    "members": [
      "SHG",
      "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",
      "SHG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "SHG",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "hitRates": {
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    "hitRate1D": 0.5327868852459017,
    "rankWeights": [
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    "comboQuality": 0.9441694191834072,
    "eligibleDays": 326,
    "fitnessScore": 0.9721564485272927,
    "lookbackDays": 63,
    "returnLift1D": -0.0008244568172039392,
    "hitRateLift1D": 0.0021120386201347596,
    "portfolioSize": 4,
    "activationRate": 0.7484662576687117,
    "activationCount": 244,
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    "shadowSharpeLike": 1.3135125454930763,
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      "10": 0.021344150961894924
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    "shadowMaxDrawdown": -0.19300290248203988,
    "shadowTotalReturn": 0.5097494244094649,
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    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-17",
      "2025-04-21",
      "2025-04-22",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01"
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    "horizonObservationCounts": {
      "1": 244,
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    },
    "baselineAvgForwardReturns": {
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9441694191834072,
    "comboQualityScale": 0.22,
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    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
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    "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.",
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    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
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      "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
0.564
Liquidity
0.418
Momentum
0.652
Relative strength
0.718
Trend quality
0.556
Stability
0.699
Aggression
0.474
Downside risk
0.616
Drawdown state
0.974
Quality momentum
0.637
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.607
Benchmark Independence 3m Score
0.648
Beta 1y Profile Score
0.396
Beta 3m Profile Score
0.418
Beta Change Score
0.527
Correlation Change Score
0.480
Current Drawdown Score
0.966
Days Since 52w High Score
0.036
Distance From 52w High Score
0.966
Distance From Sma 20 Score
0.568
Distance From Sma 200 Score
0.797
Distance From Sma 50 Score
0.626
Downside Volatility 1m Score
0.389
Downside Volatility 1y Score
0.326
Downside Volatility 2y Score
0.328
Downside Volatility 3m Score
0.379
Downside Volatility 5y Score
0.317
Downside Volatility 6m Score
0.367
Drawdown Recovery Score
1
Excess Return 1m Score
0.652
Excess Return 1y Score
0.976
Excess Return 3m Score
0.587
Excess Return 6m Score
0.780
Expected Shortfall 95 1y Score
0.610
Log Avg Dollar Volume 20d Score
0.418
Log Market Cap Score
0.564
Drawdown Score 1m
0.692
Drawdown Score 1y
0.723
Drawdown Score 2y
0.560
Drawdown Score 3m
0.620
Drawdown Score 5y
0.648
Drawdown Score 6m
0.672
Momentum Acceleration 1m Vs 3m Score
0.721
Momentum Acceleration 3m Vs 6m Score
0.464
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.950
Relative Strength Slope 3m Score
0.521
Relative Volume 20d Score
0.262
Return 1m Score
0.662
Return 1w Score
0.505
Return 1y Score
0.795
Return 2y Score
0.562
Return 3m Score
0.616
Return 5y Score
0.195
Return 6m Score
0.709
Return Skewness 1y Score
0.537
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.922
Sharpe 1y Score
0.674
Sharpe 2y Score
0.636
Sharpe 3m Score
0.621
Sharpe 5y Score
0.552
Sharpe 6m Score
0.678
Sortino 1m Score
0.821
Sortino 1y Score
0.561
Sortino 2y Score
0.541
Sortino 3m Score
0.535
Sortino 5y Score
0.476
Sortino 6m Score
0.573
Trend R2 1m Score
0.614
Trend R2 1w Score
0.024
Trend R2 1y Score
0.847
Trend R2 2y Score
0.749
Trend R2 3m Score
0.152
Trend R2 5y Score
0.715
Trend R2 6m Score
0.227
Trend Slope 1m Score
0.980
Trend Slope 1w Score
0.575
Trend Slope 1y Score
0.603
Trend Slope 2y Score
0.594
Trend Slope 3m Score
0.562
Trend Slope 5y Score
0.549
Trend Slope 6m Score
0.549
Volatility 1m Score
0.556
Volatility 1w Score
0.495
Volatility 1y Score
0.360
Volatility 2y Score
0.376
Volatility 3m Score
0.451
Volatility 5y Score
0.340
Volatility 6m Score
0.428
Worst Day 1y Score
0.740
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
17,889,252.839
Best Day 1y
0.070
Beta To Benchmark 1y
0.989
Beta 3m
1.044
Beta Change
0.055
Beta To Sector 1y
0.605
Correlation To Benchmark 1y
0.393
Correlation 3m
0.352
Correlation Change
-0.041
Correlation To Sector 1y
0.276
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.607
Benchmark Independence 3m Score
0.648
Beta 1y Profile Score
0.396
Beta 3m Profile Score
0.418
Beta Change Score
0.527
Correlation Change Score
0.480
Current Drawdown Score
0.966
Distance From Sma 20 Score
0.568
Distance From Sma 200 Score
0.797
Current Drawdown
-0.022
Days Since 52w High
9
Distance From 52w High
-0.022
Distance From Sma 20
0.041
Distance From Sma 200
0.178
Distance From Sma 50
0.076
Downside Capture 1y
1.053
Downside Volatility 1m
0.342
Downside Volatility 1w
-
Downside Volatility 1y
0.295
Downside Volatility 2y
0.296
Downside Volatility 3m
0.335
Downside Volatility 5y
0.288
Downside Volatility 6m
0.325
Drawdown Recovery
1
Excess Return 1m
0.091
Excess Return 1y
0.285
Excess Return 3m
0.052
Excess Return 6m
0.168
Expected Shortfall 95 1y
-0.039
Market Cap
33,560,997,514.62
Max Drawdown 1m
-0.077
Max Drawdown 1w
-0.034
Max Drawdown 1y
-0.180
Max Drawdown 2y
-0.352
Max Drawdown 3m
-0.152
Max Drawdown 5y
-0.352
Max Drawdown 6m
-0.180
Momentum Acceleration 1m Vs 3m
0.066
Momentum Acceleration 3m Vs 6m
-0.011
Moving Average Alignment
1
Relative Strength Acceleration
0.007
Relative Strength Slope 3m
0.000
Relative Volume 20d
1.008
Return 1m
0.097
Return 1w
0.001
Return 1y
0.472
Return 2y
0.965
Return 3m
0.093
Return 5y
1.535
Return 6m
0.251
Return Skewness 1y
0.220
Sector Excess Return 1y
0.396
Sharpe 1m
2.608
Sharpe 1y
1.368
Sharpe 2y
1.182
Sharpe 3m
1.104
Sharpe 5y
0.761
Sharpe 6m
1.389
Sortino 1m
3.566
Sortino 1y
1.485
Sortino 2y
1.328
Sortino 3m
1.281
Sortino 5y
0.808
Sortino 6m
1.585
Trend R2 1m
0.614
Trend R2 1w
0.024
Trend R2 1y
0.847
Trend R2 2y
0.749
Trend R2 3m
0.152
Trend R2 5y
0.715
Trend R2 6m
0.227
Trend 1m
0.008
Trend 1w
0.001
Trend 1y
0.002
Trend 2y
0.002
Trend 3m
0.001
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
1.178
Value At Risk 95 1y
-0.028
Volatility 1m
0.467
Volatility 1w
0.421
Volatility 1y
0.320
Volatility 2y
0.332
Volatility 3m
0.388
Volatility 5y
0.305
Volatility 6m
0.371
Worst Day 1y
-0.052
Distance From Sma 50 Score
0.626
Downside Volatility 1y Score
0.326
Downside Volatility 3m Score
0.379
Drawdown Recovery Score
1
Excess Return 1m Score
0.652
Excess Return 1y Score
0.976
Excess Return 3m Score
0.587
Excess Return 6m Score
0.780
Expected Shortfall 95 1y Score
0.610
Log Avg Dollar Volume 20d Score
0.418
Log Market Cap Score
0.564
Drawdown Score 1y
0.723
Drawdown Score 5y
0.648
Momentum Acceleration 1m Vs 3m Score
0.721
Momentum Acceleration 3m Vs 6m Score
0.464
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.950
Relative Volume 20d Score
0.262
Return 1m Score
0.662
Return 1y Score
0.795
Return 3m Score
0.616
Return 6m Score
0.709
Return Skewness 1y Score
0.537
Sortino 1y Score
0.561
Sortino 3m Score
0.535
Trend R2 1y Score
0.847
Trend R2 3m Score
0.152
Trend Slope 1y Score
0.603
Trend Slope 3m Score
0.562
Volatility 1y Score
0.360
Volatility 3m Score
0.451