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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 351-355 of 355
Page 8 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
ABBVHealth Care0.7100.6690.6781.0000.436 weak0.534 moderate100%Jul 25, 11:52 PM
AAPLInformation Technology0.6780.7080.7251.0000.732 good0.645 moderate100%Jul 25, 11:52 PM
AAPConsumer Discretionary0.5170.4470.2850.666
Ticker detail

AAA

Unknown sector | v2 | as of 2026-07-23
Close

Research Detail

AAA

AAA

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
0.022
Correlation To Benchmark 1y
0.118
Inverse To Benchmark 1y
0.882
Drawdown Score 1m
0.982
Drawdown Score 3m
0.989
0.246 poor
0.231 poor
100%
Jul 25, 11:52 PM
AAA-0.5110.6360.8990.0000.100 poor0.242 poor98%Jul 25, 11:52 PM
AHealth Care0.6530.5390.5500.8320.161 poor0.342 poor100%Jul 25, 11:51 PM
PreviousPage 8 of 8Next
Drawdown Score 6m
0.989
Drawdown Score 1y
0.991
Drawdown Score 2y
0.970
Drawdown Score 5y
0.974
Return 1w
0.001
Return 1m
0.003
Return 3m
0.011
Return 6m
0.023
Return 1y
0.049
Return 2y
0.104
Return 5y
0.258
Sharpe 1m
1.520
Sharpe 3m
1.855
Sharpe 6m
1.834
Sharpe 1y
2.069
Sharpe 2y
1.739
Sharpe 5y
2.007
Trend 1w
0.000
Trend 1m
0.000
Trend 3m
0.000
Trend 6m
0.000
Trend 1y
0.000
Trend 2y
0.000
Trend 5y
0.000
Volatility 1w
0.023
Volatility 1m
0.026
Volatility 3m
0.024
Volatility 6m
0.025
Volatility 1y
0.023
Volatility 2y
0.029
Volatility 5y
0.023
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
AAA
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 25, 11:52 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
98%
History Coverage Days
1,474
Data Start Date
2020-09-09
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
log_market_cap_score
Aptet Fit Score
0.100
Aptet Fit Raw Score
0.134
Aptet Fit Confidence
0.489
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.242
Force Fit Raw Score
0.262
Force Fit Confidence
0.850
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:52 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AAA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AAA",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "AAA",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08532049109598054,
    "eligibleDays": 297,
    "fitnessScore": -0.171875,
    "lookbackDays": 63,
    "returnLift1D": 0,
    "hitRateLift1D": 0,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "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,
      "5": 0,
      "10": 0
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08532049109598054,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.022251451187230382,
    "bestRawFitnessScore": -0.171875,
    "upperQuartileComboQuality": 0.02268151212872621
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.09991806813293969,
    "rawScore": 0.13417061493010687,
    "confidence": 0.4894180545418195,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 63
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.5340079137931804,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AAA",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08532049109598054,
      "eligibleDays": 297,
      "fitnessScore": -0.171875,
      "lookbackDays": 63,
      "returnLift1D": 0,
      "hitRateLift1D": 0,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "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,
        "5": 0,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "AAA",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08532049109598054,
      "eligibleDays": 297,
      "fitnessScore": -0.171875,
      "lookbackDays": 63,
      "returnLift1D": 0,
      "hitRateLift1D": 0,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "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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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0,
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        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "AAA",
      "hitRates": {
        "1": 0,
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        "10": 0
      },
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      "eligibleDays": 297,
      "fitnessScore": -0.171875,
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      "returnLift1D": 0,
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      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0,
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        "10": 0
      },
      "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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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0,
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        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "AAA",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08532049109598054,
      "eligibleDays": 297,
      "fitnessScore": -0.171875,
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      "returnLift1D": 0,
      "hitRateLift1D": 0,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0,
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        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "AAA",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.02268151212872621,
      "eligibleDays": 361,
      "fitnessScore": -0.47791773580565045,
      "lookbackDays": 30,
      "returnLift1D": -0.0376584022038567,
      "hitRateLift1D": 0.43333333333333335,
      "activationRate": 0.00554016620498615,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.06666666666666667,
        "5": 0.07692307692307693,
        "10": 0.09523809523809523
      },
      "sampleConfidence": 0.5572586046425942,
      "shadowSharpeLike": -0.3109933372800543,
      "avgForwardReturns": {
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        "5": -0.1322314049586777,
        "10": 0
      },
      "shadowMaxDrawdown": -0.1739669421487603,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-17"
      ],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "activationRate": 0.00554016620498615,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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    },
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      "ticker": "AAA",
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      },
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      "returnLift1D": -0.0376584022038567,
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      "activationRate": 0.00554016620498615,
      "activationCount": 2,
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      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.1739669421487603,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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    },
    {
      "topN": 5,
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        "5": -0.1322314049586777,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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    },
    {
      "topN": 2,
      "ticker": "AAA",
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      },
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      "comboQuality": 0.022251451187230382,
      "eligibleDays": 331,
      "fitnessScore": -0.4822259662288462,
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      "returnLift1D": -0.03853994490358122,
      "hitRateLift1D": 0.3666666666666667,
      "activationRate": 0.006042296072507553,
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      "sampleConfidence": 0.5572586046425942,
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      "horizonObservationCounts": {
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    },
    {
      "topN": 3,
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      "activationRate": 0.006042296072507553,
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      "sampleConfidence": 0.5572586046425942,
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      "avgForwardReturns": {
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
      "ticker": "AAA",
      "hitRates": {
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      },
      "hitRate1D": 0.5,
      "comboQuality": 0.022251451187230382,
      "eligibleDays": 331,
      "fitnessScore": -0.4822259662288462,
      "lookbackDays": 45,
      "returnLift1D": -0.03853994490358122,
      "hitRateLift1D": 0.3666666666666667,
      "activationRate": 0.006042296072507553,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.13333333333333333,
        "5": 0.18181818181818182,
        "10": 0
      },
      "sampleConfidence": 0.5572586046425942,
      "shadowSharpeLike": -0.3247458330151857,
      "avgForwardReturns": {
        "1": -0.036776859504132176,
        "5": -0.1322314049586777,
        "10": 0
      },
      "shadowMaxDrawdown": -0.1739669421487603,
      "shadowTotalReturn": -0.09177665289256187,
      "avgForwardReturn1D": -0.036776859504132176,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-14",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 2,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.001763085399449049,
        "5": 0.0041397445529676976,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "AAA",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.022251451187230382,
      "eligibleDays": 331,
      "fitnessScore": -0.4822259662288462,
      "lookbackDays": 45,
      "returnLift1D": -0.03853994490358122,
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      "riskOffActivations": 0,
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        "2025-03-11",
        "2025-03-12",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
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      "horizonObservationCounts": {
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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": [
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      "bestTopN": 2,
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      "fitnessScore": -0.5696960282283317,
      "lookbackDays": 14,
      "returnLift1D": -0.015285662953647127,
      "activationRate": 0.013157894736842105,
      "activationCount": 5,
      "sampleConfidence": 0.6583333333333333,
      "shadowTotalReturn": -0.09359173770581075,
      "avgForwardReturn1D": -0.014710743801652871
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.020584017130458675,
      "fitnessScore": -0.4997371412146582,
      "lookbackDays": 21,
      "returnLift1D": -0.025196016105106984,
      "activationRate": 0.010723860589812333,
      "activationCount": 4,
      "sampleConfidence": 0.5793008108583102,
      "shadowTotalReturn": -0.09359173770581086,
      "avgForwardReturn1D": -0.024517906336088118
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    {
      "bestTopN": 2,
      "comboQuality": 0.02268151212872621,
      "fitnessScore": -0.47791773580565045,
      "lookbackDays": 30,
      "returnLift1D": -0.0376584022038567,
      "activationRate": 0.00554016620498615,
      "activationCount": 2,
      "sampleConfidence": 0.5572586046425942,
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    {
      "bestTopN": 2,
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      "lookbackDays": 45,
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      "activationRate": 0.006042296072507553,
      "activationCount": 2,
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      "shadowTotalReturn": -0.09177665289256187,
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    {
      "bestTopN": 2,
      "comboQuality": 0.08532049109598054,
      "fitnessScore": -0.171875,
      "lookbackDays": 63,
      "returnLift1D": 0,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "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": "38464c69769bf3d858105258e44df21020c477a511b9d3f35e7ac5df10f65e79",
    "size": 13,
    "members": [
      "AAA",
      "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
0.008
Correlation To Benchmark 1y
0.553
Drawdown Score 1m
0.986
Drawdown Score 1w
0.965
Drawdown Score 1y
0.991
Drawdown Score 2w
0.977
Drawdown Score 2y
0.970
Drawdown Score 3m
0.989
Drawdown Score 5y
0.974
Drawdown Score 6m
0.989
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",
      "AAA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AAA",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "hitRates": {
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    "hitRate1D": 0.8333333333333334,
    "rankWeights": [
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    "comboQuality": 0.4955409948230835,
    "eligibleDays": 326,
    "fitnessScore": 0.3460759714149208,
    "lookbackDays": 63,
    "returnLift1D": 0.00011246596642596599,
    "hitRateLift1D": 0.33333333333333337,
    "portfolioSize": 2,
    "activationRate": 0.018404907975460124,
    "activationCount": 6,
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    "sampleConfidence": 0.7512474066278414,
    "shadowSharpeLike": -0.041946038143314136,
    "avgForwardReturns": {
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      "5": 0.004806150065700361,
      "10": 0.00828266178922965
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    "shadowMaxDrawdown": -0.018286829665947524,
    "shadowTotalReturn": -0.001399501295303529,
    "avgForwardReturn1D": 0.00031280791014607717,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-07",
      "2025-04-08",
      "2025-04-17",
      "2025-04-21",
      "2025-04-22",
      "2025-04-25"
    ],
    "horizonObservationCounts": {
      "1": 6,
      "5": 6,
      "10": 6
    },
    "baselineAvgForwardReturns": {
      "1": 0.00020034194372011118,
      "5": 0.0011026597191407372,
      "10": 0.002259843620180501
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
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  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
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  "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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  "backendAlgorithm": "alpha1",
  "universeIdentity": {
    "hash": "38464c69769bf3d858105258e44df21020c477a511b9d3f35e7ac5df10f65e79",
    "size": 13,
    "members": [
      "AAA",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
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  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
Inverse To Benchmark 1y
0
Return 1m
0.506
Return 1w
0.500
Return 1y
0.531
Return 2w
0.501
Return 2y
0.316
Return 3m
0.518
Return 5y
0.097
Return 6m
0.519
Sharpe 1m
0.722
Sharpe 1w
0.427
Sharpe 1y
0.814
Sharpe 2w
0.468
Sharpe 2y
0.752
Sharpe 3m
0.822
Sharpe 5y
0.800
Sharpe 6m
0.775
Sharpe Score
0.787
Trend 1m
0.517
Trend 1w
0.500
Trend 1y
0.655
Trend 2w
0.505
Trend 2y
0.843
Trend 3m
0.545
Trend 5y
1
Trend 6m
0.566
Volatility 1m
0
Volatility 1w
0
Volatility 1y
0
Volatility 2w
0
Volatility 2y
0
Volatility 3m
0
Volatility 5y
0
Volatility 6m
0
Composite scores
Top-level ranking signals surfaced on the page.
9 fields
Liquidity
0
Momentum
0.511
Relative strength
0.425
Trend quality
0.941
Stability
0.899
Aggression
0.249
Downside risk
0.705
Drawdown state
0.993
Quality momentum
0.636
Vector snapshot
Feature coverage: 98%
Normalized features
Bounded [0,1] features used for ranking and clustering.
79 fields
Inverse To Benchmark 1y
0.882
Benchmark Independence 3m Score
0.834
Beta 1y Profile Score
0.009
Beta 3m Profile Score
0.012
Beta Change Score
0.505
Correlation Change Score
0.524
Current Drawdown Score
0.997
Days Since 52w High Score
0.052
Distance From 52w High Score
0.997
Distance From Sma 20 Score
0.502
Distance From Sma 200 Score
0.530
Distance From Sma 50 Score
0.507
Downside Volatility 1m Score
0
Downside Volatility 1y Score
0
Downside Volatility 2y Score
0
Downside Volatility 3m Score
0
Downside Volatility 5y Score
0
Downside Volatility 6m Score
0
Drawdown Recovery Score
1
Excess Return 1m Score
0.495
Excess Return 1y Score
0.270
Excess Return 3m Score
0.451
Excess Return 6m Score
0.400
Expected Shortfall 95 1y Score
0.976
Log Avg Dollar Volume 20d Score
0
Drawdown Score 1m
0.982
Drawdown Score 1y
0.991
Drawdown Score 2y
0.970
Drawdown Score 3m
0.989
Drawdown Score 5y
0.974
Drawdown Score 6m
0.989
Momentum Acceleration 1m Vs 3m Score
0.498
Momentum Acceleration 3m Vs 6m Score
0.500
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.515
Relative Strength Slope 3m Score
0.474
Relative Volume 20d Score
0.130
Return 1m Score
0.505
Return 1w Score
0.505
Return 1y Score
0.531
Return 2y Score
0.316
Return 3m Score
0.514
Return 5y Score
0.097
Return 6m Score
0.519
Return Skewness 1y Score
0.612
Sharpe 1m Score
0.704
Sharpe 1y Score
0.814
Sharpe 2y Score
0.748
Sharpe 3m Score
0.771
Sharpe 5y Score
0.801
Sharpe 6m Score
0.767
Sortino 1m Score
0.652
Sortino 1y Score
0.679
Sortino 2y Score
0.593
Sortino 3m Score
0.645
Sortino 5y Score
0.599
Sortino 6m Score
0.654
Trend R2 1m Score
0.158
Trend R2 1w Score
0.491
Trend R2 1y Score
0.982
Trend R2 2y Score
0.986
Trend R2 3m Score
0.875
Trend R2 5y Score
0.950
Trend R2 6m Score
0.907
Trend Slope 1m Score
0.506
Trend Slope 1w Score
0.529
Trend Slope 1y Score
0.511
Trend Slope 2y Score
0.512
Trend Slope 3m Score
0.514
Trend Slope 5y Score
0.514
Trend Slope 6m Score
0.511
Volatility 1m Score
0
Volatility 1w Score
0
Volatility 1y Score
0
Volatility 2y Score
0
Volatility 3m Score
0
Volatility 5y Score
0
Volatility 6m Score
0
Worst Day 1y Score
0.984
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
183,231.515
Best Day 1y
0.006
Beta To Benchmark 1y
0.022
Beta 3m
0.031
Beta Change
0.009
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.118
Correlation 3m
0.166
Correlation Change
0.047
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
39 fields
Inverse To Benchmark 1y
0.882
Benchmark Independence 3m Score
0.834
Beta 1y Profile Score
0.009
Beta 3m Profile Score
0.012
Beta Change Score
0.505
Correlation Change Score
0.524
Current Drawdown Score
0.997
Distance From Sma 20 Score
0.502
Distance From Sma 200 Score
0.530
Current Drawdown
-0.002
Days Since 52w High
13
Distance From 52w High
-0.002
Distance From Sma 20
0.001
Distance From Sma 200
0.018
Distance From Sma 50
0.004
Downside Capture 1y
1.997
Downside Volatility 1m
0.018
Downside Volatility 1w
-
Downside Volatility 1y
0.020
Downside Volatility 2y
0.029
Downside Volatility 3m
0.021
Downside Volatility 5y
0.026
Downside Volatility 6m
0.020
Drawdown Recovery
1
Excess Return 1m
-0.003
Excess Return 1y
-0.138
Excess Return 3m
-0.029
Excess Return 6m
-0.060
Expected Shortfall 95 1y
-0.002
Market Cap
-
Max Drawdown 1m
-0.004
Max Drawdown 1w
-0.001
Max Drawdown 1y
-0.006
Max Drawdown 2y
-0.024
Max Drawdown 3m
-0.005
Max Drawdown 5y
-0.026
Max Drawdown 6m
-0.006
Momentum Acceleration 1m Vs 3m
-0.000
Momentum Acceleration 3m Vs 6m
-0.000
Moving Average Alignment
1
Relative Strength Acceleration
0.000
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.651
Return 1m
0.003
Return 1w
0.001
Return 1y
0.049
Return 2y
0.104
Return 3m
0.011
Return 5y
0.258
Return 6m
0.023
Return Skewness 1y
0.670
Sector Excess Return 1y
-
Sharpe 1m
1.520
Sharpe 1y
2.069
Sharpe 2y
1.739
Sharpe 3m
1.855
Sharpe 5y
2.007
Sharpe 6m
1.834
Sortino 1m
2.216
Sortino 1y
2.431
Sortino 2y
1.743
Sortino 3m
2.157
Sortino 5y
1.792
Sortino 6m
2.232
Trend R2 1m
0.158
Trend R2 1w
0.491
Trend R2 1y
0.982
Trend R2 2y
0.986
Trend R2 3m
0.875
Trend R2 5y
0.950
Trend R2 6m
0.907
Trend 1m
0.000
Trend 1w
0.000
Trend 1y
0.000
Trend 2y
0.000
Trend 3m
0.000
Trend 5y
0.000
Trend 6m
0.000
Upside Capture 1y
0.443
Value At Risk 95 1y
-0.002
Volatility 1m
0.026
Volatility 1w
0.023
Volatility 1y
0.023
Volatility 2y
0.029
Volatility 3m
0.024
Volatility 5y
0.023
Volatility 6m
0.025
Worst Day 1y
-0.003
Distance From Sma 50 Score
0.507
Downside Volatility 1y Score
0
Downside Volatility 3m Score
0
Drawdown Recovery Score
1
Excess Return 1m Score
0.495
Excess Return 1y Score
0.270
Excess Return 3m Score
0.451
Excess Return 6m Score
0.400
Expected Shortfall 95 1y Score
0.976
Log Avg Dollar Volume 20d Score
0
Drawdown Score 1y
0.991
Drawdown Score 5y
0.974
Momentum Acceleration 1m Vs 3m Score
0.498
Momentum Acceleration 3m Vs 6m Score
0.500
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.515
Relative Volume 20d Score
0.130
Return 1m Score
0.505
Return 1y Score
0.531
Return 3m Score
0.514
Return 6m Score
0.519
Return Skewness 1y Score
0.612
Sortino 1y Score
0.679
Sortino 3m Score
0.645
Trend R2 1y Score
0.982
Trend R2 3m Score
0.875
Trend Slope 1y Score
0.511
Trend Slope 3m Score
0.514
Volatility 1y Score
0
Volatility 3m Score
0