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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

VRTX

Health Care | v2 | as of 2026-07-23
Close

Research Detail

VRTX

Vertex Pharmaceuticals

Category

Sector: Healthcare

Industry / Category: Biotechnology

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Biopharma business with strong cystic fibrosis economics and pipeline upside.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.585
Correlation To Benchmark 1y
0.213
Inverse To Benchmark 1y
0.787
Drawdown Score 1m
0.569
Drawdown Score 3m
0.731
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
0.723
Drawdown Score 1y
0.644
Drawdown Score 2y
0.637
Drawdown Score 5y
0.709
Return 1w
-0.027
Return 1m
0.010
Return 3m
0.081
Return 6m
0.026
Return 1y
0.006
Return 2y
-0.031
Return 5y
1.364
Sharpe 1m
0.517
Sharpe 3m
1.280
Sharpe 6m
0.318
Sharpe 1y
0.200
Sharpe 2y
0.117
Sharpe 5y
0.745
Trend 1w
-0.006
Trend 1m
-0.001
Trend 3m
0.003
Trend 6m
-0.000
Trend 1y
0.001
Trend 2y
-0.000
Trend 5y
0.001
Volatility 1w
0.151
Volatility 1m
0.330
Volatility 3m
0.271
Volatility 6m
0.303
Volatility 1y
0.349
Volatility 2y
0.320
Volatility 5y
0.287
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
VRTX
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:10 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
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
0.124
Aptet Fit Raw Score
0.192
Aptet Fit Confidence
0.289
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.113
Force Fit Raw Score
0.121
Force Fit Confidence
0.866
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:10 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "VRTX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "VRTX",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "VRTX",
    "hitRates": {
      "1": 0.2857142857142857,
      "5": 1,
      "10": 0
    },
    "hitRate1D": 0.2857142857142857,
    "comboQuality": 0.10018706860822871,
    "eligibleDays": 352,
    "fitnessScore": -0.13293250790274228,
    "lookbackDays": 14,
    "returnLift1D": -0.0019148845735605362,
    "hitRateLift1D": -0.3349753694581281,
    "activationRate": 0.022727272727272728,
    "activationCount": 8,
    "baselineHitRates": {
      "1": 0.6206896551724138,
      "5": 1,
      "10": 1
    },
    "sampleConfidence": 0.6811838759518551,
    "shadowSharpeLike": 0.5988181710139241,
    "avgForwardReturns": {
      "1": 0.0046057181806258285,
      "5": 0.04151307312430771,
      "10": 0
    },
    "shadowMaxDrawdown": -0.014199494002672397,
    "shadowTotalReturn": 0.030751268231306472,
    "avgForwardReturn1D": 0.0046057181806258285,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-29",
      "2026-06-30",
      "2026-07-01",
      "2026-07-02",
      "2026-07-06",
      "2026-07-07",
      "2026-07-08",
      "2026-07-09"
    ],
    "horizonObservationCounts": {
      "1": 7,
      "5": 3,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.006520602754186365,
      "5": 0.047462879865229714,
      "10": 0.10562168611030903
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.10018706860822871,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08066915775585654,
    "bestRawFitnessScore": -0.13293250790274228,
    "upperQuartileComboQuality": 0.08066915775585654
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.12358663841211623,
    "rawScore": 0.19181728313293153,
    "confidence": 0.2885871011578171,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.6217713515019524,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "VRTX",
      "hitRates": {
        "1": 0.2857142857142857,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.2857142857142857,
      "comboQuality": 0.10018706860822871,
      "eligibleDays": 352,
      "fitnessScore": -0.13293250790274228,
      "lookbackDays": 14,
      "returnLift1D": -0.0019148845735605362,
      "hitRateLift1D": -0.3349753694581281,
      "activationRate": 0.022727272727272728,
      "activationCount": 8,
      "baselineHitRates": {
        "1": 0.6206896551724138,
        "5": 1,
        "10": 1
      },
      "sampleConfidence": 0.6811838759518551,
      "shadowSharpeLike": 0.5988181710139241,
      "avgForwardReturns": {
        "1": 0.0046057181806258285,
        "5": 0.04151307312430771,
        "10": 0
      },
      "shadowMaxDrawdown": -0.014199494002672397,
      "shadowTotalReturn": 0.030751268231306472,
      "avgForwardReturn1D": 0.0046057181806258285,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-29",
        "2026-06-30",
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08",
        "2026-07-09"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.006520602754186365,
        "5": 0.047462879865229714,
        "10": 0.10562168611030903
      }
    },
    {
      "topN": 3,
      "ticker": "VRTX",
      "hitRates": {
        "1": 0.2857142857142857,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.2857142857142857,
      "comboQuality": 0.10018706860822871,
      "eligibleDays": 352,
      "fitnessScore": -0.13293250790274228,
      "lookbackDays": 14,
      "returnLift1D": -0.0019148845735605362,
      "hitRateLift1D": -0.3349753694581281,
      "activationRate": 0.022727272727272728,
      "activationCount": 8,
      "baselineHitRates": {
        "1": 0.6206896551724138,
        "5": 1,
        "10": 1
      },
      "sampleConfidence": 0.6811838759518551,
      "shadowSharpeLike": 0.5988181710139241,
      "avgForwardReturns": {
        "1": 0.0046057181806258285,
        "5": 0.04151307312430771,
        "10": 0
      },
      "shadowMaxDrawdown": -0.014199494002672397,
      "shadowTotalReturn": 0.030751268231306472,
      "avgForwardReturn1D": 0.0046057181806258285,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-29",
        "2026-06-30",
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08",
        "2026-07-09"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.006520602754186365,
        "5": 0.047462879865229714,
        "10": 0.10562168611030903
      }
    },
    {
      "topN": 4,
      "ticker": "VRTX",
      "hitRates": {
        "1": 0.2857142857142857,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.2857142857142857,
      "comboQuality": 0.10018706860822871,
      "eligibleDays": 352,
      "fitnessScore": -0.13293250790274228,
      "lookbackDays": 14,
      "returnLift1D": -0.0019148845735605362,
      "hitRateLift1D": -0.3349753694581281,
      "activationRate": 0.022727272727272728,
      "activationCount": 8,
      "baselineHitRates": {
        "1": 0.6206896551724138,
        "5": 1,
        "10": 1
      },
      "sampleConfidence": 0.6811838759518551,
      "shadowSharpeLike": 0.5988181710139241,
      "avgForwardReturns": {
        "1": 0.0046057181806258285,
        "5": 0.04151307312430771,
        "10": 0
      },
      "shadowMaxDrawdown": -0.014199494002672397,
      "shadowTotalReturn": 0.030751268231306472,
      "avgForwardReturn1D": 0.0046057181806258285,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-29",
        "2026-06-30",
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08",
        "2026-07-09"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.006520602754186365,
        "5": 0.047462879865229714,
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      }
    },
    {
      "topN": 5,
      "ticker": "VRTX",
      "hitRates": {
        "1": 0.2857142857142857,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.2857142857142857,
      "comboQuality": 0.10018706860822871,
      "eligibleDays": 352,
      "fitnessScore": -0.13293250790274228,
      "lookbackDays": 14,
      "returnLift1D": -0.0019148845735605362,
      "hitRateLift1D": -0.3349753694581281,
      "activationRate": 0.022727272727272728,
      "activationCount": 8,
      "baselineHitRates": {
        "1": 0.6206896551724138,
        "5": 1,
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      },
      "sampleConfidence": 0.6811838759518551,
      "shadowSharpeLike": 0.5988181710139241,
      "avgForwardReturns": {
        "1": 0.0046057181806258285,
        "5": 0.04151307312430771,
        "10": 0
      },
      "shadowMaxDrawdown": -0.014199494002672397,
      "shadowTotalReturn": 0.030751268231306472,
      "avgForwardReturn1D": 0.0046057181806258285,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-29",
        "2026-06-30",
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08",
        "2026-07-09"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.006520602754186365,
        "5": 0.047462879865229714,
        "10": 0.10562168611030903
      }
    },
    {
      "topN": 2,
      "ticker": "VRTX",
      "hitRates": {
        "1": 0,
        "5": 0,
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      },
      "hitRate1D": 0,
      "comboQuality": 0.08066915775585654,
      "eligibleDays": 330,
      "fitnessScore": -0.1853237431805094,
      "lookbackDays": 30,
      "returnLift1D": -0.006520602754186365,
      "hitRateLift1D": -0.6206896551724138,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6206896551724138,
        "5": 1,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.006520602754186365,
        "5": 0.047462879865229714,
        "10": 0.10562168611030903
      }
    },
    {
      "topN": 3,
      "ticker": "VRTX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08066915775585654,
      "eligibleDays": 330,
      "fitnessScore": -0.1853237431805094,
      "lookbackDays": 30,
      "returnLift1D": -0.006520602754186365,
      "hitRateLift1D": -0.6206896551724138,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6206896551724138,
        "5": 1,
        "10": 1
      },
      "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": 0.006520602754186365,
        "5": 0.047462879865229714,
        "10": 0.10562168611030903
      }
    },
    {
      "topN": 4,
      "ticker": "VRTX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08066915775585654,
      "eligibleDays": 330,
      "fitnessScore": -0.1853237431805094,
      "lookbackDays": 30,
      "returnLift1D": -0.006520602754186365,
      "hitRateLift1D": -0.6206896551724138,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6206896551724138,
        "5": 1,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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    {
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    },
    {
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    },
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    },
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      "hitRate1D": 0,
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    },
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      "hitRate1D": 0,
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.10018706860822871,
      "fitnessScore": -0.13293250790274228,
      "lookbackDays": 14,
      "returnLift1D": -0.0019148845735605362,
      "activationRate": 0.022727272727272728,
      "activationCount": 8,
      "sampleConfidence": 0.6811838759518551,
      "shadowTotalReturn": 0.030751268231306472,
      "avgForwardReturn1D": 0.0046057181806258285
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.04944236434105062,
      "fitnessScore": -0.3003730558274968,
      "lookbackDays": 21,
      "returnLift1D": -0.006520602754186365,
      "activationRate": 0.0029498525073746312,
      "activationCount": 1,
      "sampleConfidence": 0.37298373876248847,
      "shadowTotalReturn": -0.000999749999999855,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08066915775585654,
      "fitnessScore": -0.1853237431805094,
      "lookbackDays": 30,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.1853237431805094,
      "lookbackDays": 45,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "lookbackDays": 63,
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      "activationRate": 0,
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      "shadowTotalReturn": 0,
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    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "64b9d74e7ba8d14403d0a6be0d8e94927bd3c1bc02d5a8a1e6aec7b72bb5c480",
    "size": 13,
    "members": [
      "SMH",
      "VRTX",
      "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",
      "VRTX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "VRTX",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "VRTX",
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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.",
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      "fitnessScore": -0.1806010969990737,
      "lookbackDays": 21,
      "returnLift1D": -0.0012552455846126956,
      "activationRate": 0.266304347826087,
      "activationCount": 98,
      "sampleConfidence": 0.9965986394557824,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.12608641218776084,
      "avgForwardReturn1D": -0.0010179332373968645
    },
    {
      "comboQuality": 0.09000233203873992,
      "fitnessScore": -0.15899342016414245,
      "lookbackDays": 30,
      "returnLift1D": -0.001363753674599627,
      "activationRate": 0.3370473537604457,
      "activationCount": 121,
      "sampleConfidence": 0.9928374655647384,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.14734613445937306,
      "avgForwardReturn1D": -0.0010567093149701483
    },
    {
      "comboQuality": 0.1296967751947177,
      "fitnessScore": -0.06880134070330104,
      "lookbackDays": 45,
      "returnLift1D": -0.0008316508953397102,
      "activationRate": 0.3546511627906977,
      "activationCount": 122,
      "sampleConfidence": 0.992896174863388,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.1196022752430288,
      "avgForwardReturn1D": -0.0007630154454799215
    },
    {
      "comboQuality": 0.060760071284588754,
      "fitnessScore": -0.2523903843685381,
      "lookbackDays": 63,
      "returnLift1D": -0.001902144911267686,
      "activationRate": 0.3006134969325153,
      "activationCount": 98,
      "sampleConfidence": 0.9911564625850341,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.18016454776663027,
      "avgForwardReturn1D": -0.0017342873235459552
    }
  ],
  "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": "64b9d74e7ba8d14403d0a6be0d8e94927bd3c1bc02d5a8a1e6aec7b72bb5c480",
    "size": 13,
    "members": [
      "SMH",
      "VRTX",
      "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
0.689
Liquidity
0.991
Momentum
0.543
Relative strength
0.458
Trend quality
0.453
Stability
0.607
Aggression
0.352
Downside risk
0.673
Drawdown state
0.888
Quality momentum
0.525
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.787
Benchmark Independence 3m Score
0.932
Beta 1y Profile Score
0.234
Beta 3m Profile Score
0.057
Beta Change Score
0.279
Correlation Change Score
0.428
Current Drawdown Score
0.836
Days Since 52w High Score
0.052
Distance From 52w High Score
0.836
Distance From Sma 20 Score
0.436
Distance From Sma 200 Score
0.582
Distance From Sma 50 Score
0.534
Downside Volatility 1m Score
0.329
Downside Volatility 1y Score
0.431
Downside Volatility 2y Score
0.412
Downside Volatility 3m Score
0.274
Downside Volatility 5y Score
0.336
Downside Volatility 6m Score
0.287
Drawdown Recovery Score
1
Excess Return 1m Score
0.506
Excess Return 1y Score
0.199
Excess Return 3m Score
0.567
Excess Return 6m Score
0.405
Expected Shortfall 95 1y Score
0.542
Log Avg Dollar Volume 20d Score
0.991
Log Market Cap Score
0.689
Drawdown Score 1m
0.569
Drawdown Score 1y
0.644
Drawdown Score 2y
0.637
Drawdown Score 3m
0.731
Drawdown Score 5y
0.709
Drawdown Score 6m
0.723
Momentum Acceleration 1m Vs 3m Score
0.443
Momentum Acceleration 3m Vs 6m Score
0.576
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.428
Relative Strength Slope 3m Score
0.627
Relative Volume 20d Score
0.350
Return 1m Score
0.517
Return 1w Score
0.411
Return 1y Score
0.504
Return 2y Score
0.277
Return 3m Score
0.601
Return 5y Score
0.182
Return 6m Score
0.522
Return Skewness 1y Score
0.033
Sector Excess Return 1y Score
0.127
Sharpe 1m Score
0.503
Sharpe 1y Score
0.440
Sharpe 2y Score
0.423
Sharpe 3m Score
0.656
Sharpe 5y Score
0.549
Sharpe 6m Score
0.464
Sortino 1m Score
0.447
Sortino 1y Score
0.398
Sortino 2y Score
0.388
Sortino 3m Score
0.545
Sortino 5y Score
0.464
Sortino 6m Score
0.420
Trend R2 1m Score
0.074
Trend R2 1w Score
0.853
Trend R2 1y Score
0.378
Trend R2 2y Score
0.054
Trend R2 3m Score
0.682
Trend R2 5y Score
0.800
Trend R2 6m Score
0.000
Trend Slope 1m Score
0.408
Trend Slope 1w Score
0.118
Trend Slope 1y Score
0.539
Trend Slope 2y Score
0.493
Trend Slope 3m Score
0.667
Trend Slope 5y Score
0.544
Trend Slope 6m Score
0.499
Volatility 1m Score
0.374
Volatility 1w Score
0.135
Volatility 1y Score
0.399
Volatility 2y Score
0.360
Volatility 3m Score
0.295
Volatility 5y Score
0.316
Volatility 6m Score
0.337
Worst Day 1y Score
0
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
941,666,005.477
Best Day 1y
0.083
Beta To Benchmark 1y
0.585
Beta 3m
0.142
Beta Change
-0.443
Beta To Sector 1y
1.029
Correlation To Benchmark 1y
0.213
Correlation 3m
0.068
Correlation Change
-0.144
Correlation To Sector 1y
0.465
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.787
Benchmark Independence 3m Score
0.932
Beta 1y Profile Score
0.234
Beta 3m Profile Score
0.057
Beta Change Score
0.279
Correlation Change Score
0.428
Current Drawdown Score
0.836
Distance From Sma 20 Score
0.436
Distance From Sma 200 Score
0.582
Current Drawdown
-0.107
Days Since 52w High
13
Distance From 52w High
-0.107
Distance From Sma 20
-0.038
Distance From Sma 200
0.049
Distance From Sma 50
0.020
Downside Capture 1y
1.292
Downside Volatility 1m
0.297
Downside Volatility 1w
-
Downside Volatility 1y
0.373
Downside Volatility 2y
0.359
Downside Volatility 3m
0.255
Downside Volatility 5y
0.302
Downside Volatility 6m
0.265
Drawdown Recovery
1
Excess Return 1m
0.004
Excess Return 1y
-0.181
Excess Return 3m
0.040
Excess Return 6m
-0.057
Expected Shortfall 95 1y
-0.046
Market Cap
121,156,553,859.12
Max Drawdown 1m
-0.108
Max Drawdown 1w
-0.028
Max Drawdown 1y
-0.231
Max Drawdown 2y
-0.291
Max Drawdown 3m
-0.108
Max Drawdown 5y
-0.291
Max Drawdown 6m
-0.152
Momentum Acceleration 1m Vs 3m
-0.017
Momentum Acceleration 3m Vs 6m
0.023
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.001
Relative Strength Slope 3m
0.002
Relative Volume 20d
1.245
Return 1m
0.010
Return 1w
-0.027
Return 1y
0.006
Return 2y
-0.031
Return 3m
0.081
Return 5y
1.364
Return 6m
0.026
Return Skewness 1y
-2.804
Sector Excess Return 1y
-0.224
Sharpe 1m
0.517
Sharpe 1y
0.200
Sharpe 2y
0.117
Sharpe 3m
1.280
Sharpe 5y
0.745
Sharpe 6m
0.318
Sortino 1m
0.574
Sortino 1y
0.187
Sortino 2y
0.104
Sortino 3m
1.362
Sortino 5y
0.709
Sortino 6m
0.363
Trend R2 1m
0.074
Trend R2 1w
0.853
Trend R2 1y
0.378
Trend R2 2y
0.054
Trend R2 3m
0.682
Trend R2 5y
0.800
Trend R2 6m
0.000
Trend 1m
-0.001
Trend 1w
-0.006
Trend 1y
0.001
Trend 2y
-0.000
Trend 3m
0.003
Trend 5y
0.001
Trend 6m
-0.000
Upside Capture 1y
0.656
Value At Risk 95 1y
-0.025
Volatility 1m
0.330
Volatility 1w
0.151
Volatility 1y
0.349
Volatility 2y
0.320
Volatility 3m
0.271
Volatility 5y
0.287
Volatility 6m
0.303
Worst Day 1y
-0.206
Distance From Sma 50 Score
0.534
Downside Volatility 1y Score
0.431
Downside Volatility 3m Score
0.274
Drawdown Recovery Score
1
Excess Return 1m Score
0.506
Excess Return 1y Score
0.199
Excess Return 3m Score
0.567
Excess Return 6m Score
0.405
Expected Shortfall 95 1y Score
0.542
Log Avg Dollar Volume 20d Score
0.991
Log Market Cap Score
0.689
Drawdown Score 1y
0.644
Drawdown Score 5y
0.709
Momentum Acceleration 1m Vs 3m Score
0.443
Momentum Acceleration 3m Vs 6m Score
0.576
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.428
Relative Volume 20d Score
0.350
Return 1m Score
0.517
Return 1y Score
0.504
Return 3m Score
0.601
Return 6m Score
0.522
Return Skewness 1y Score
0.033
Sortino 1y Score
0.398
Sortino 3m Score
0.545
Trend R2 1y Score
0.378
Trend R2 3m Score
0.682
Trend Slope 1y Score
0.539
Trend Slope 3m Score
0.667
Volatility 1y Score
0.399
Volatility 3m Score
0.295