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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

AAPL

Information Technology | v2 | as of 2026-07-23
Close

Research Detail

AAPL

AAPL

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
0.848
Correlation To Benchmark 1y
0.439
Inverse To Benchmark 1y
0.561
Drawdown Score 1m
0.740
Drawdown Score 3m
0.682
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
0.769
Drawdown Score 1y
0.788
Drawdown Score 2y
0.583
Drawdown Score 5y
0.666
Return 1w
-0.035
Return 1m
0.093
Return 3m
0.179
Return 6m
0.301
Return 1y
0.506
Return 2y
0.447
Return 5y
1.222
Sharpe 1m
3.072
Sharpe 3m
2.515
Sharpe 6m
2.096
Sharpe 1y
1.792
Sharpe 2y
0.793
Sharpe 5y
0.713
Trend 1w
-0.007
Trend 1m
0.008
Trend 3m
0.002
Trend 6m
0.002
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.164
Volatility 1m
0.369
Volatility 3m
0.277
Volatility 6m
0.269
Volatility 1y
0.245
Volatility 2y
0.283
Volatility 5y
0.278
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
AAPL
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
Information Technology
Sector Benchmark Ticker
XLK
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
0.732
Aptet Fit Raw Score
0.746
Aptet Fit Confidence
0.961
Aptet Fit Label
good
Aptet Fitness Error
-
Force Fit Score
0.645
Force Fit Raw Score
0.664
Force Fit Confidence
0.943
Force Fit Label
moderate
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",
      "AAPL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AAPL",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "AAPL",
    "hitRates": {
      "1": 0.5316455696202531,
      "5": 0.577922077922078,
      "10": 0.5973154362416108
    },
    "hitRate1D": 0.5316455696202531,
    "comboQuality": 0.8153428177175862,
    "eligibleDays": 297,
    "fitnessScore": 0.6767236770063743,
    "lookbackDays": 63,
    "returnLift1D": 0.000240661089481459,
    "hitRateLift1D": -0.003707965733282248,
    "activationRate": 0.531986531986532,
    "activationCount": 158,
    "baselineHitRates": {
      "1": 0.5353535353535354,
      "5": 0.5733788395904437,
      "10": 0.5902777777777778
    },
    "sampleConfidence": 0.9945147679324895,
    "shadowSharpeLike": 1.398614028423231,
    "avgForwardReturns": {
      "1": 0.001812969471652002,
      "5": 0.007432263966652837,
      "10": 0.015982270893633806
    },
    "shadowMaxDrawdown": -0.13114340069152453,
    "shadowTotalReturn": 0.30416160890334054,
    "avgForwardReturn1D": 0.001812969471652002,
    "riskOffActivations": 0,
    "activationDatesSample": [
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      "2025-08-11",
      "2025-08-12",
      "2025-08-13",
      "2025-08-14",
      "2025-08-15",
      "2025-08-18",
      "2025-08-19",
      "2025-08-20",
      "2025-08-21"
    ],
    "horizonObservationCounts": {
      "1": 158,
      "5": 154,
      "10": 149
    },
    "baselineAvgForwardReturns": {
      "1": 0.001572308382170543,
      "5": 0.008577354062270774,
      "10": 0.017845131846816922
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8153428177175862,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.6361007077631744,
    "bestRawFitnessScore": 0.6767236770063743,
    "upperQuartileComboQuality": 0.7706395195988692
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.7318406216799052,
    "rawScore": 0.7464090330989264,
    "confidence": 0.9609640002384847,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 63
    },
    "profileBreadth": 0.7004160666595168,
    "recommendedRegion": {
      "topNs": [
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.885037237181507,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "AAPL",
      "hitRates": {
        "1": 0.5316455696202531,
        "5": 0.577922077922078,
        "10": 0.5973154362416108
      },
      "hitRate1D": 0.5316455696202531,
      "comboQuality": 0.8153428177175862,
      "eligibleDays": 297,
      "fitnessScore": 0.6767236770063743,
      "lookbackDays": 63,
      "returnLift1D": 0.000240661089481459,
      "hitRateLift1D": -0.003707965733282248,
      "activationRate": 0.531986531986532,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.5353535353535354,
        "5": 0.5733788395904437,
        "10": 0.5902777777777778
      },
      "sampleConfidence": 0.9945147679324895,
      "shadowSharpeLike": 1.398614028423231,
      "avgForwardReturns": {
        "1": 0.001812969471652002,
        "5": 0.007432263966652837,
        "10": 0.015982270893633806
      },
      "shadowMaxDrawdown": -0.13114340069152453,
      "shadowTotalReturn": 0.30416160890334054,
      "avgForwardReturn1D": 0.001812969471652002,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-08-11",
        "2025-08-12",
        "2025-08-13",
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        "2025-08-19",
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      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 154,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.001572308382170543,
        "5": 0.008577354062270774,
        "10": 0.017845131846816922
      }
    },
    {
      "topN": 5,
      "ticker": "AAPL",
      "hitRates": {
        "1": 0.5283018867924528,
        "5": 0.6,
        "10": 0.6333333333333333
      },
      "hitRate1D": 0.5283018867924528,
      "comboQuality": 0.8106487474321833,
      "eligibleDays": 339,
      "fitnessScore": 0.6699308376959404,
      "lookbackDays": 21,
      "returnLift1D": 0.00047275642085903855,
      "hitRateLift1D": -0.011521122057104649,
      "activationRate": 0.4690265486725664,
      "activationCount": 159,
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      },
      "sampleConfidence": 0.9945492662473795,
      "shadowSharpeLike": 1.4246179203893499,
      "avgForwardReturns": {
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        "10": 0.015349573905447356
      },
      "shadowMaxDrawdown": -0.07925309728897989,
      "shadowTotalReturn": 0.3086670353330909,
      "avgForwardReturn1D": 0.0019132995420472394,
      "riskOffActivations": 0,
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        "2025-07-07",
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        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
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      ],
      "horizonObservationCounts": {
        "1": 159,
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      },
      "baselineAvgForwardReturns": {
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        "5": 0.007203623700968166,
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    },
    {
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      "ticker": "AAPL",
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      },
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      "comboQuality": 0.8052165375212796,
      "eligibleDays": 330,
      "fitnessScore": 0.6622290026295332,
      "lookbackDays": 30,
      "returnLift1D": 0.0005710859242859195,
      "hitRateLift1D": -0.006562311860325076,
      "activationRate": 0.4575757575757576,
      "activationCount": 151,
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      "avgForwardReturns": {
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      "shadowTotalReturn": 0.30332412584545176,
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    },
    {
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    },
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      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.1311434006915243,
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      "activationDatesSample": [
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        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
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      ],
      "horizonObservationCounts": {
        "1": 155,
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        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.001572308382170543,
        "5": 0.008577354062270774,
        "10": 0.017845131846816922
      }
    },
    {
      "topN": 4,
      "ticker": "AAPL",
      "hitRates": {
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        "5": 0.6025641025641025,
        "10": 0.6357615894039735
      },
      "hitRate1D": 0.525,
      "comboQuality": 0.722399308463468,
      "eligibleDays": 315,
      "fitnessScore": 0.5604067515154992,
      "lookbackDays": 45,
      "returnLift1D": -0.00019741125670047033,
      "hitRateLift1D": -0.01468253968253963,
      "activationRate": 0.5079365079365079,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.5396825396825397,
        "5": 0.5659163987138264,
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      },
      "sampleConfidence": 0.9945833333333334,
      "shadowSharpeLike": 1.1042165820899392,
      "avgForwardReturns": {
        "1": 0.0014814159051374225,
        "5": 0.008344623024685575,
        "10": 0.01823079386914189
      },
      "shadowMaxDrawdown": -0.13543044147910943,
      "shadowTotalReturn": 0.23646589878691704,
      "avgForwardReturn1D": 0.0014814159051374225,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-08",
        "2025-08-11",
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      "avgForwardReturn1D": -0.000394475953554877,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-04-02",
        "2025-04-03",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 89,
        "5": 85,
        "10": 80
      },
      "baselineAvgForwardReturns": {
        "1": 0.00127686318110831,
        "5": 0.007085071089940861,
        "10": 0.0139497876767016
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.694260370688378,
      "fitnessScore": 0.5304249059595796,
      "lookbackDays": 14,
      "returnLift1D": -0.000039936353642048986,
      "activationRate": 0.4772727272727273,
      "activationCount": 168,
      "sampleConfidence": 0.9944444444444445,
      "shadowTotalReturn": 0.1814257121080658,
      "avgForwardReturn1D": 0.001236926827466261
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8106487474321833,
      "fitnessScore": 0.6699308376959404,
      "lookbackDays": 21,
      "returnLift1D": 0.00047275642085903855,
      "activationRate": 0.4690265486725664,
      "activationCount": 159,
      "sampleConfidence": 0.9945492662473795,
      "shadowTotalReturn": 0.3086670353330909,
      "avgForwardReturn1D": 0.0019132995420472394
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.8052165375212796,
      "fitnessScore": 0.6622290026295332,
      "lookbackDays": 30,
      "returnLift1D": 0.0005710859242859195,
      "activationRate": 0.4575757575757576,
      "activationCount": 151,
      "sampleConfidence": 0.9951434878587198,
      "shadowTotalReturn": 0.30332412584545176,
      "avgForwardReturn1D": 0.0019183034086984688
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.767810856247237,
      "fitnessScore": 0.6131180436677632,
      "lookbackDays": 45,
      "returnLift1D": -0.00008955004061752441,
      "activationRate": 0.5301587301587302,
      "activationCount": 167,
      "sampleConfidence": 0.994810379241517,
      "shadowTotalReturn": 0.27072361505665765,
      "avgForwardReturn1D": 0.0015892771212203684
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8153428177175862,
      "fitnessScore": 0.6767236770063743,
      "lookbackDays": 63,
      "returnLift1D": 0.000240661089481459,
      "activationRate": 0.531986531986532,
      "activationCount": 158,
      "sampleConfidence": 0.9945147679324895,
      "shadowTotalReturn": 0.30416160890334054,
      "avgForwardReturn1D": 0.001812969471652002
    }
  ],
  "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": "41a735b437644300d464ab1b2bebc5c92fcc0e73dc612afb8659a290bb5d187e",
    "size": 13,
    "members": [
      "AAPL",
      "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
0.342
Correlation To Benchmark 1y
0.723
Drawdown Score 1m
0.678
Drawdown Score 1w
0.936
Drawdown Score 1y
0.788
Drawdown Score 2w
0.952
Drawdown Score 2y
0.583
Drawdown Score 3m
0.682
Drawdown Score 5y
0.666
Drawdown Score 6m
0.769
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",
      "AAPL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AAPL",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "AAPL",
    "hitRates": {
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      "10": 0.6027397260273972
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    "hitRate1D": 0.5225806451612903,
    "rankWeights": [
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      0.10000000000000002
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    "comboQuality": 0.7151275175875275,
    "eligibleDays": 326,
    "fitnessScore": 0.5524922290728078,
    "lookbackDays": 63,
    "returnLift1D": -0.000036797382731757616,
    "hitRateLift1D": -0.01116168612705326,
    "portfolioSize": 4,
    "activationRate": 0.4754601226993865,
    "activationCount": 155,
    "baselineHitRates": {
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      "5": 0.5714285714285714,
      "10": 0.5930599369085173
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    "sampleConfidence": 0.9944086021505377,
    "shadowSharpeLike": 1.1266229688397371,
    "avgForwardReturns": {
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      "5": 0.0075419688655810535,
      "10": 0.016031043404884333
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    "shadowMaxDrawdown": -0.13843793690028505,
    "shadowTotalReturn": 0.24645701916153473,
    "avgForwardReturn1D": 0.0015609886296175518,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-08-08",
      "2025-08-11",
      "2025-08-14",
      "2025-08-15",
      "2025-08-18",
      "2025-08-19",
      "2025-08-20",
      "2025-08-21",
      "2025-08-22",
      "2025-08-25"
    ],
    "horizonObservationCounts": {
      "1": 155,
      "5": 151,
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    },
    "baselineAvgForwardReturns": {
      "1": 0.0015977860123493094,
      "5": 0.00943769977946926,
      "10": 0.017825120026538282
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7151275175875275,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5508359459931349,
    "bestRawFitnessScore": 0.5524922290728078,
    "upperQuartileComboQuality": 0.6723743394488041
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.6452167108849156,
    "rawScore": 0.6641118918831522,
    "confidence": 0.9430963931555041,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0.5003055401183159,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        2,
        4,
        5
      ]
    },
    "parameterStability": 0.8420740049278406,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "AAPL",
      "hitRates": {
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        "5": 0.5761589403973509,
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      "hitRate1D": 0.5225806451612903,
      "rankWeights": [
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      "comboQuality": 0.7151275175875275,
      "eligibleDays": 326,
      "fitnessScore": 0.5524922290728078,
      "lookbackDays": 63,
      "returnLift1D": -0.000036797382731757616,
      "hitRateLift1D": -0.01116168612705326,
      "portfolioSize": 4,
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      "sampleConfidence": 0.9944086021505377,
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      "shadowMaxDrawdown": -0.13843793690028505,
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      "riskOffActivations": 0,
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        "2025-08-15",
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        "2025-08-20",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "hitRate1D": 0.5225806451612903,
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      "comboQuality": 0.7151275175875275,
      "eligibleDays": 326,
      "fitnessScore": 0.5524922290728078,
      "lookbackDays": 63,
      "returnLift1D": -0.000036797382731757616,
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      "sampleConfidence": 0.9944086021505377,
      "shadowSharpeLike": 1.1266229688397371,
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      "shadowMaxDrawdown": -0.13843793690028505,
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      "avgForwardReturn1D": 0.0015609886296175518,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-08-11",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
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      "horizonObservationCounts": {
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      "comboQuality": 0.6883578996620414,
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        "1": 0.5264623955431755,
        "5": 0.5464788732394367,
        "10": 0.5571428571428572
      },
      "sampleConfidence": 0.9936507936507937,
      "shadowSharpeLike": 0.1592502235875582,
      "avgForwardReturns": {
        "1": 0.00040789302945049276,
        "5": 0.0042622135324875965,
        "10": 0.011363970679455784
      },
      "shadowMaxDrawdown": -0.08072791327859485,
      "shadowTotalReturn": 0.01642420028909486,
      "avgForwardReturn1D": 0.00040789302945049276,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-03",
        "2025-03-05",
        "2025-03-07",
        "2025-03-10",
        "2025-08-07",
        "2025-08-08",
        "2025-08-11",
        "2025-08-12",
        "2025-08-13",
        "2025-08-14"
      ],
      "horizonObservationCounts": {
        "1": 84,
        "5": 80,
        "10": 80
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009598056515726106,
        "5": 0.005146648292028329,
        "10": 0.009914830543419743
      }
    },
    {
      "topN": 2,
      "ticker": "AAPL",
      "hitRates": {
        "1": 0.45569620253164556,
        "5": 0.49333333333333335,
        "10": 0.5142857142857142
      },
      "hitRate1D": 0.45569620253164556,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.21154486316777388,
      "eligibleDays": 368,
      "fitnessScore": 0.060559549152408944,
      "lookbackDays": 21,
      "returnLift1D": -0.000497109212174115,
      "hitRateLift1D": -0.07691249312052839,
      "portfolioSize": 2,
      "activationRate": 0.21467391304347827,
      "activationCount": 79,
      "baselineHitRates": {
        "1": 0.532608695652174,
        "5": 0.554945054945055,
        "10": 0.5682451253481894
      },
      "sampleConfidence": 0.989029535864979,
      "shadowSharpeLike": 0.21868016936280613,
      "avgForwardReturns": {
        "1": 0.0006362912024104827,
        "5": -0.003249688184481762,
        "10": -0.001467034070442449
      },
      "shadowMaxDrawdown": -0.07634965611638411,
      "shadowTotalReturn": 0.02650782543899255,
      "avgForwardReturn1D": 0.0006362912024104827,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-03-05",
        "2025-03-07",
        "2025-03-10"
      ],
      "horizonObservationCounts": {
        "1": 79,
        "5": 75,
        "10": 70
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011334004145845977,
        "5": 0.005880415602287222,
        "10": 0.010912242730923354
      }
    },
    {
      "topN": 2,
      "ticker": "AAPL",
      "hitRates": {
        "1": 0.5212765957446809,
        "5": 0.45555555555555555,
        "10": 0.5058823529411764
      },
      "hitRate1D": 0.5212765957446809,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.11743930181538982,
      "eligibleDays": 375,
      "fitnessScore": -0.0937193082165202,
      "lookbackDays": 14,
      "returnLift1D": -0.002098644074224784,
      "hitRateLift1D": -0.009390070921985738,
      "portfolioSize": 2,
      "activationRate": 0.25066666666666665,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.5306666666666666,
        "5": 0.5498652291105122,
        "10": 0.5683060109289617
      },
      "sampleConfidence": 0.9907801418439717,
      "shadowSharpeLike": -0.5488769046059845,
      "avgForwardReturns": {
        "1": -0.0009302314745579934,
        "5": -0.0076993959344200035,
        "10": -0.004718246423882269
      },
      "shadowMaxDrawdown": -0.19650444085459118,
      "shadowTotalReturn": -0.11197689433427516,
      "avgForwardReturn1D": -0.0009302314745579934,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 94,
        "5": 90,
        "10": 85
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011684125996667908,
        "5": 0.0057910657496108965,
        "10": 0.01092035924279649
      }
    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
  },
  "lookbackSummary": [
    {
      "comboQuality": 0.4561498305802668,
      "fitnessScore": 0.31131246019041015,
      "lookbackDays": 14,
      "returnLift1D": -0.0004038726850786393,
      "activationRate": 0.42133333333333334,
      "activationCount": 158,
      "sampleConfidence": 0.9945147679324895,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.08338146742538344,
      "avgForwardReturn1D": 0.0007645399145881515
    },
    {
      "comboQuality": 0.5543069386470854,
      "fitnessScore": 0.39797937371647163,
      "lookbackDays": 21,
      "returnLift1D": 0.00019316925950343998,
      "activationRate": 0.3967391304347826,
      "activationCount": 146,
      "sampleConfidence": 0.9940639269406393,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.17008463116080863,
      "avgForwardReturn1D": 0.0013265696740880377
    },
    {
      "comboQuality": 0.6883578996620414,
      "fitnessScore": 0.5243397679326492,
      "lookbackDays": 30,
      "returnLift1D": 0.0005052019001960652,
      "activationRate": 0.43175487465181056,
      "activationCount": 155,
      "sampleConfidence": 0.9956989247311828,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.22011592948638992,
      "avgForwardReturn1D": 0.0014650075517686758
    },
    {
      "comboQuality": 0.6723743394488041,
      "fitnessScore": 0.5081675832782843,
      "lookbackDays": 45,
      "returnLift1D": 0.00016117260983381106,
      "activationRate": 0.46511627906976744,
      "activationCount": 160,
      "sampleConfidence": 0.9945833333333334,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.21292123227604387,
      "avgForwardReturn1D": 0.0013674570283246923
    },
    {
      "comboQuality": 0.7151275175875275,
      "fitnessScore": 0.5524922290728078,
      "lookbackDays": 63,
      "returnLift1D": -0.000036797382731757616,
      "activationRate": 0.4754601226993865,
      "activationCount": 155,
      "sampleConfidence": 0.9944086021505377,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.24645701916153473,
      "avgForwardReturn1D": 0.0015609886296175518
    }
  ],
  "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": "41a735b437644300d464ab1b2bebc5c92fcc0e73dc612afb8659a290bb5d187e",
    "size": 13,
    "members": [
      "AAPL",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
Inverse To Benchmark 1y
0
Return 1m
0.642
Return 1w
0.572
Return 1y
0.812
Return 2w
0.865
Return 2y
0.402
Return 3m
0.764
Return 5y
0.181
Return 6m
0.678
Sharpe 1m
1
Sharpe 1w
1
Sharpe 1y
0.761
Sharpe 2w
1
Sharpe 2y
0.548
Sharpe 3m
0.979
Sharpe 5y
0.551
Sharpe 6m
0.719
Sharpe Score
0.786
Trend 1m
0.571
Trend 1w
0.567
Trend 1y
1
Trend 2w
1
Trend 2y
0.985
Trend 3m
0.784
Trend 5y
1
Trend 6m
0.960
Volatility 1m
0.390
Volatility 1w
0.112
Volatility 1y
0.254
Volatility 2w
0.311
Volatility 2y
0.311
Volatility 3m
0.305
Volatility 5y
0.303
Volatility 6m
0.287
Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
1
Liquidity
1
Momentum
0.678
Relative strength
0.782
Trend quality
0.716
Stability
0.725
Aggression
0.411
Downside risk
0.651
Drawdown state
0.962
Quality momentum
0.708
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.561
Benchmark Independence 3m Score
0.788
Beta 1y Profile Score
0.339
Beta 3m Profile Score
0.179
Beta Change Score
0.300
Correlation Change Score
0.386
Current Drawdown Score
0.944
Days Since 52w High Score
0.016
Distance From 52w High Score
0.944
Distance From Sma 20 Score
0.554
Distance From Sma 200 Score
0.781
Distance From Sma 50 Score
0.588
Downside Volatility 1m Score
0.411
Downside Volatility 1y Score
0.229
Downside Volatility 2y Score
0.310
Downside Volatility 3m Score
0.289
Downside Volatility 5y Score
0.299
Downside Volatility 6m Score
0.281
Drawdown Recovery Score
1
Excess Return 1m Score
0.644
Excess Return 1y Score
1
Excess Return 3m Score
0.730
Excess Return 6m Score
0.864
Expected Shortfall 95 1y Score
0.678
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
1
Drawdown Score 1m
0.740
Drawdown Score 1y
0.788
Drawdown Score 2y
0.583
Drawdown Score 3m
0.682
Drawdown Score 5y
0.666
Drawdown Score 6m
0.769
Momentum Acceleration 1m Vs 3m Score
0.611
Momentum Acceleration 3m Vs 6m Score
0.531
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.893
Relative Strength Slope 3m Score
0.595
Relative Volume 20d Score
0.318
Return 1m Score
0.655
Return 1w Score
0.384
Return 1y Score
0.816
Return 2y Score
0.414
Return 3m Score
0.723
Return 5y Score
0.171
Return 6m Score
0.751
Return Skewness 1y Score
0.520
Sector Excess Return 1y Score
0.700
Sharpe 1m Score
1
Sharpe 1y Score
0.758
Sharpe 2y Score
0.559
Sharpe 3m Score
0.903
Sharpe 5y Score
0.543
Sharpe 6m Score
0.819
Sortino 1m Score
0.771
Sortino 1y Score
0.623
Sortino 2y Score
0.474
Sortino 3m Score
0.701
Sortino 5y Score
0.465
Sortino 6m Score
0.645
Trend R2 1m Score
0.791
Trend R2 1w Score
0.862
Trend R2 1y Score
0.664
Trend R2 2y Score
0.521
Trend R2 3m Score
0.513
Trend R2 5y Score
0.822
Trend R2 6m Score
0.688
Trend Slope 1m Score
0.992
Trend Slope 1w Score
0.062
Trend Slope 1y Score
0.571
Trend Slope 2y Score
0.539
Trend Slope 3m Score
0.635
Trend Slope 5y Score
0.536
Trend Slope 6m Score
0.618
Volatility 1m Score
0.426
Volatility 1w Score
0.152
Volatility 1y Score
0.261
Volatility 2y Score
0.311
Volatility 3m Score
0.302
Volatility 5y Score
0.304
Volatility 6m Score
0.292
Worst Day 1y Score
0.694
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
19,612,456,269.419
Best Day 1y
0.051
Beta To Benchmark 1y
0.848
Beta 3m
0.449
Beta Change
-0.400
Beta To Sector 1y
0.285
Correlation To Benchmark 1y
0.439
Correlation 3m
0.212
Correlation Change
-0.227
Correlation To Sector 1y
0.288
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.561
Benchmark Independence 3m Score
0.788
Beta 1y Profile Score
0.339
Beta 3m Profile Score
0.179
Beta Change Score
0.300
Correlation Change Score
0.386
Current Drawdown Score
0.944
Distance From Sma 20 Score
0.554
Distance From Sma 200 Score
0.781
Current Drawdown
-0.036
Days Since 52w High
4
Distance From 52w High
-0.036
Distance From Sma 20
0.033
Distance From Sma 200
0.168
Distance From Sma 50
0.053
Downside Capture 1y
1.326
Downside Volatility 1m
0.358
Downside Volatility 1w
-
Downside Volatility 1y
0.222
Downside Volatility 2y
0.282
Downside Volatility 3m
0.267
Downside Volatility 5y
0.275
Downside Volatility 6m
0.260
Drawdown Recovery
1
Excess Return 1m
0.087
Excess Return 1y
0.319
Excess Return 3m
0.138
Excess Return 6m
0.219
Expected Shortfall 95 1y
-0.032
Market Cap
4,891,183,295,120
Max Drawdown 1m
-0.065
Max Drawdown 1w
-0.036
Max Drawdown 1y
-0.138
Max Drawdown 2y
-0.334
Max Drawdown 3m
-0.127
Max Drawdown 5y
-0.334
Max Drawdown 6m
-0.127
Momentum Acceleration 1m Vs 3m
0.033
Momentum Acceleration 3m Vs 6m
0.009
Moving Average Alignment
1
Relative Strength Acceleration
0.006
Relative Strength Slope 3m
0.002
Relative Volume 20d
1.159
Return 1m
0.093
Return 1w
-0.035
Return 1y
0.506
Return 2y
0.447
Return 3m
0.179
Return 5y
1.222
Return 6m
0.301
Return Skewness 1y
0.119
Sector Excess Return 1y
0.120
Sharpe 1m
3.072
Sharpe 1y
1.792
Sharpe 2y
0.793
Sharpe 3m
2.515
Sharpe 5y
0.713
Sharpe 6m
2.096
Sortino 1m
3.168
Sortino 1y
1.981
Sortino 2y
0.796
Sortino 3m
2.609
Sortino 5y
0.722
Sortino 6m
2.162
Trend R2 1m
0.791
Trend R2 1w
0.862
Trend R2 1y
0.664
Trend R2 2y
0.521
Trend R2 3m
0.513
Trend R2 5y
0.822
Trend R2 6m
0.688
Trend 1m
0.008
Trend 1w
-0.007
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
0.002
Upside Capture 1y
0.957
Value At Risk 95 1y
-0.020
Volatility 1m
0.369
Volatility 1w
0.164
Volatility 1y
0.245
Volatility 2y
0.283
Volatility 3m
0.277
Volatility 5y
0.278
Volatility 6m
0.269
Worst Day 1y
-0.061
Distance From Sma 50 Score
0.588
Downside Volatility 1y Score
0.229
Downside Volatility 3m Score
0.289
Drawdown Recovery Score
1
Excess Return 1m Score
0.644
Excess Return 1y Score
1
Excess Return 3m Score
0.730
Excess Return 6m Score
0.864
Expected Shortfall 95 1y Score
0.678
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
1
Drawdown Score 1y
0.788
Drawdown Score 5y
0.666
Momentum Acceleration 1m Vs 3m Score
0.611
Momentum Acceleration 3m Vs 6m Score
0.531
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.893
Relative Volume 20d Score
0.318
Return 1m Score
0.655
Return 1y Score
0.816
Return 3m Score
0.723
Return 6m Score
0.751
Return Skewness 1y Score
0.520
Sortino 1y Score
0.623
Sortino 3m Score
0.701
Trend R2 1y Score
0.664
Trend R2 3m Score
0.513
Trend Slope 1y Score
0.571
Trend Slope 3m Score
0.635
Volatility 1y Score
0.261
Volatility 3m Score
0.302