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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

ABBV

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

Research Detail

ABBV

ABBV

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
-0.046
Correlation To Benchmark 1y
-0.022
Inverse To Benchmark 1y
0.978
Drawdown Score 1m
0.750
Drawdown Score 3m
0.844
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
0.714
Drawdown Score 1y
0.734
Drawdown Score 2y
0.741
Drawdown Score 5y
0.781
Return 1w
0.010
Return 1m
0.102
Return 3m
0.291
Return 6m
0.207
Return 1y
0.416
Return 2y
0.603
Return 5y
1.634
Sharpe 1m
3.959
Sharpe 3m
3.693
Sharpe 6m
1.509
Sharpe 1y
1.472
Sharpe 2y
1.012
Sharpe 5y
0.947
Trend 1w
0.001
Trend 1m
0.002
Trend 3m
0.004
Trend 6m
0.001
Trend 1y
0.000
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.166
Volatility 1m
0.307
Volatility 3m
0.288
Volatility 6m
0.274
Volatility 1y
0.259
Volatility 2y
0.269
Volatility 5y
0.234
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
ABBV
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
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
0.436
Aptet Fit Raw Score
0.459
Aptet Fit Confidence
0.900
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.534
Force Fit Raw Score
0.559
Force Fit Confidence
0.910
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",
      "ABBV"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ABBV",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
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    "ticker": "ABBV",
    "hitRates": {
      "1": 0.5,
      "5": 0.5660377358490566,
      "10": 0.6039603960396039
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.7267021146223076,
    "eligibleDays": 297,
    "fitnessScore": 0.5651499442351914,
    "lookbackDays": 63,
    "returnLift1D": 0.0011598927110045272,
    "hitRateLift1D": -0.015151515151515138,
    "activationRate": 0.37037037037037035,
    "activationCount": 110,
    "baselineHitRates": {
      "1": 0.5151515151515151,
      "5": 0.5699658703071673,
      "10": 0.6527777777777778
    },
    "sampleConfidence": 0.9921212121212122,
    "shadowSharpeLike": 1.5231011099222103,
    "avgForwardReturns": {
      "1": 0.0025495406870308206,
      "5": 0.009241059830420438,
      "10": 0.012653239053958465
    },
    "shadowMaxDrawdown": -0.12613904826189692,
    "shadowTotalReturn": 0.298475791525429,
    "avgForwardReturn1D": 0.0025495406870308206,
    "riskOffActivations": 0,
    "activationDatesSample": [
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      "2025-08-19",
      "2025-08-20",
      "2025-08-21",
      "2025-08-22",
      "2025-08-25",
      "2025-08-26",
      "2025-08-27"
    ],
    "horizonObservationCounts": {
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    "baselineAvgForwardReturns": {
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    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7267021146223076,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3167603714933427,
    "bestRawFitnessScore": 0.5651499442351914,
    "upperQuartileComboQuality": 0.3849864132679525
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.4357700571811,
    "rawScore": 0.45870622147433016,
    "confidence": 0.8999962798868919,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 63
    },
    "profileBreadth": 0.14986752407144524,
    "recommendedRegion": {
      "topNs": [
        4,
        5
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.6337507618332937,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "ABBV",
      "hitRates": {
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      },
      "hitRate1D": 0.5,
      "comboQuality": 0.7267021146223076,
      "eligibleDays": 297,
      "fitnessScore": 0.5651499442351914,
      "lookbackDays": 63,
      "returnLift1D": 0.0011598927110045272,
      "hitRateLift1D": -0.015151515151515138,
      "activationRate": 0.37037037037037035,
      "activationCount": 110,
      "baselineHitRates": {
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        "5": 0.5699658703071673,
        "10": 0.6527777777777778
      },
      "sampleConfidence": 0.9921212121212122,
      "shadowSharpeLike": 1.5231011099222103,
      "avgForwardReturns": {
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        "5": 0.009241059830420438,
        "10": 0.012653239053958465
      },
      "shadowMaxDrawdown": -0.12613904826189692,
      "shadowTotalReturn": 0.298475791525429,
      "avgForwardReturn1D": 0.0025495406870308206,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-20",
        "2025-08-21",
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      ],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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      }
    },
    {
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        "1": 0.4956521739130435,
        "5": 0.5585585585585585,
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      },
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      "comboQuality": 0.6936620043122029,
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      "fitnessScore": 0.5298050678467479,
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      "returnLift1D": 0.0008696637186539904,
      "hitRateLift1D": -0.019499341238471635,
      "activationRate": 0.3872053872053872,
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      },
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      "avgForwardReturns": {
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      },
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      "shadowTotalReturn": 0.27286934023853804,
      "avgForwardReturn1D": 0.0022593116946802837,
      "riskOffActivations": 0,
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    },
    {
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      "returnLift1D": 0.0007832423275317324,
      "hitRateLift1D": -0.020414673046251997,
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    },
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      "horizonObservationCounts": {
        "1": 122,
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      "baselineAvgForwardReturns": {
        "1": 0.0009211371975810591,
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    },
    {
      "topN": 3,
      "ticker": "ABBV",
      "hitRates": {
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      "comboQuality": 0.31947874200082965,
      "eligibleDays": 352,
      "fitnessScore": 0.18364296871955318,
      "lookbackDays": 14,
      "returnLift1D": -0.00025578492407682483,
      "hitRateLift1D": -0.018750414099251378,
      "activationRate": 0.3693181818181818,
      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.5071225071225072,
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      },
      "sampleConfidence": 0.9984615384615385,
      "shadowSharpeLike": 0.2927724579438794,
      "avgForwardReturns": {
        "1": 0.0005840982846598135,
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      "shadowMaxDrawdown": -0.1440485773566339,
      "shadowTotalReturn": 0.04521881846009346,
      "avgForwardReturn1D": 0.0005840982846598135,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
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        "2025-08-18",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-27",
        "2025-09-02",
        "2025-09-03",
        "2025-09-04",
        "2025-09-05"
      ],
      "horizonObservationCounts": {
        "1": 62,
        "5": 58,
        "10": 56
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013896479760262934,
        "5": 0.006779643865267976,
        "10": 0.013167838910159416
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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": 3,
      "comboQuality": 0.31947874200082965,
      "fitnessScore": 0.18364296871955318,
      "lookbackDays": 14,
      "returnLift1D": -0.00025578492407682483,
      "activationRate": 0.3693181818181818,
      "activationCount": 130,
      "sampleConfidence": 0.9984615384615385,
      "shadowTotalReturn": 0.04521881846009346,
      "avgForwardReturn1D": 0.0005840982846598135
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.319191489996226,
      "fitnessScore": 0.18335222807658677,
      "lookbackDays": 21,
      "returnLift1D": -0.0001309685512756371,
      "activationRate": 0.44837758112094395,
      "activationCount": 152,
      "sampleConfidence": 0.9942982456140351,
      "shadowTotalReturn": 0.07780187872311539,
      "avgForwardReturn1D": 0.0007072598734374163
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.3452845160503871,
      "fitnessScore": 0.20923695906562234,
      "lookbackDays": 30,
      "returnLift1D": 0.000008624108502499023,
      "activationRate": 0.3696969696969697,
      "activationCount": 122,
      "sampleConfidence": 0.992896174863388,
      "shadowTotalReturn": 0.087751248120981,
      "avgForwardReturn1D": 0.0009297613060835581
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.44547722576636445,
      "fitnessScore": 0.3018284144249736,
      "lookbackDays": 45,
      "returnLift1D": 0.0001385865040106737,
      "activationRate": 0.34285714285714286,
      "activationCount": 108,
      "sampleConfidence": 0.9919753086419754,
      "shadowTotalReturn": 0.16784134133937956,
      "avgForwardReturn1D": 0.001646780523541083
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.7267021146223076,
      "fitnessScore": 0.5651499442351914,
      "lookbackDays": 63,
      "returnLift1D": 0.0011598927110045272,
      "activationRate": 0.37037037037037035,
      "activationCount": 110,
      "sampleConfidence": 0.9921212121212122,
      "shadowTotalReturn": 0.298475791525429,
      "avgForwardReturn1D": 0.0025495406870308206
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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": "f97e6e3fd0f3823b8eefe31e862a35d2355b02c23f24276dbe6106b59dfd924d",
    "size": 13,
    "members": [
      "ABBV",
      "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
Correlation To Benchmark 1y
0.497
Drawdown Score 1m
0.801
Drawdown Score 1w
0.502
Drawdown Score 1y
0.734
Drawdown Score 2w
0.668
Drawdown Score 2y
0.741
Drawdown Score 3m
0.843
Drawdown Score 5y
0.781
Drawdown Score 6m
0.714
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",
      "ABBV"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ABBV",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "ABBV",
    "hitRates": {
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      "10": 0.593103448275862
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    "hitRate1D": 0.5067567567567568,
    "rankWeights": [
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    "comboQuality": 0.5745045014824351,
    "eligibleDays": 375,
    "fitnessScore": 0.4160557840924031,
    "lookbackDays": 14,
    "returnLift1D": 0.00004275058612357159,
    "hitRateLift1D": -0.013243243243243219,
    "portfolioSize": 3,
    "activationRate": 0.39466666666666667,
    "activationCount": 148,
    "baselineHitRates": {
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    "sampleConfidence": 0.9981981981981982,
    "shadowSharpeLike": 0.8688524845993237,
    "avgForwardReturns": {
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      "5": 0.005278630896855458,
      "10": 0.011124857828650659
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    "shadowMaxDrawdown": -0.14396659191434502,
    "shadowTotalReturn": 0.19131800773488816,
    "avgForwardReturn1D": 0.0014071575229953886,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-03",
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-02-07",
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-02-14"
    ],
    "horizonObservationCounts": {
      "1": 148,
      "5": 147,
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    },
    "baselineAvgForwardReturns": {
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      "10": 0.011830428404119702
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5745045014824351,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5048891658951558,
    "bestRawFitnessScore": 0.4160557840924031,
    "upperQuartileComboQuality": 0.5296383283157187
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5338949255651358,
    "rawScore": 0.5590901816237042,
    "confidence": 0.9098705114606147,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 3
    },
    "profileBreadth": 0.20025679767330706,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
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        4,
        5
      ]
    },
    "parameterStability": 0.6927462898217347,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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        "5": 0.6122448979591837,
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      "hitRate1D": 0.5067567567567568,
      "rankWeights": [
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      "comboQuality": 0.5745045014824351,
      "eligibleDays": 375,
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      "lookbackDays": 14,
      "returnLift1D": 0.00004275058612357159,
      "hitRateLift1D": -0.013243243243243219,
      "portfolioSize": 3,
      "activationRate": 0.39466666666666667,
      "activationCount": 148,
      "baselineHitRates": {
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      "sampleConfidence": 0.9981981981981982,
      "shadowSharpeLike": 0.8688524845993237,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "hitRate1D": 0.47878787878787876,
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      "comboQuality": 0.5614392974793938,
      "eligibleDays": 368,
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      "hitRateLift1D": -0.037516469038208156,
      "portfolioSize": 4,
      "activationRate": 0.4483695652173913,
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      "sampleConfidence": 0.9947474747474748,
      "shadowSharpeLike": 0.9019238710717916,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.1987287842141865,
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      "riskOffActivations": 0,
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        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
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        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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        "10": -0.01386161189420104
      },
      "shadowMaxDrawdown": -0.13984047590421755,
      "shadowTotalReturn": -0.029729834504011787,
      "avgForwardReturn1D": -0.00014287136526563418,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 87,
        "5": 83,
        "10": 78
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007824803671064952,
        "5": 0.004046430997948973,
        "10": 0.007697060094982112
      }
    },
    {
      "topN": 3,
      "ticker": "ABBV",
      "hitRates": {
        "1": 0.41379310344827586,
        "5": 0.5,
        "10": 0.514018691588785
      },
      "hitRate1D": 0.41379310344827586,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.08823043151738647,
      "eligibleDays": 344,
      "fitnessScore": -0.16379577919240937,
      "lookbackDays": 45,
      "returnLift1D": -0.0014229348005087624,
      "hitRateLift1D": -0.0891138732959102,
      "portfolioSize": 3,
      "activationRate": 0.3372093023255814,
      "activationCount": 116,
      "baselineHitRates": {
        "1": 0.502906976744186,
        "5": 0.55,
        "10": 0.6
      },
      "sampleConfidence": 0.992528735632184,
      "shadowSharpeLike": -0.37205943039749684,
      "avgForwardReturns": {
        "1": -0.0006404544334022672,
        "5": -0.001644209225504231,
        "10": -0.0012592619016161988
      },
      "shadowMaxDrawdown": -0.2058602484666553,
      "shadowTotalReturn": -0.09471906490207338,
      "avgForwardReturn1D": -0.0006404544334022672,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 116,
        "5": 112,
        "10": 107
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007824803671064952,
        "5": 0.004046430997948973,
        "10": 0.007697060094982112
      }
    },
    {
      "topN": 2,
      "ticker": "ABBV",
      "hitRates": {
        "1": 0.46153846153846156,
        "5": 0.4594594594594595,
        "10": 0.4931506849315068
      },
      "hitRate1D": 0.46153846153846156,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.07509707839349991,
      "eligibleDays": 326,
      "fitnessScore": -0.2023995679971355,
      "lookbackDays": 63,
      "returnLift1D": -0.0024390300011274055,
      "hitRateLift1D": -0.053798961774421894,
      "portfolioSize": 2,
      "activationRate": 0.2392638036809816,
      "activationCount": 78,
      "baselineHitRates": {
        "1": 0.5153374233128835,
        "5": 0.562111801242236,
        "10": 0.6340694006309149
      },
      "sampleConfidence": 0.9923076923076923,
      "shadowSharpeLike": -0.5982968640584178,
      "avgForwardReturns": {
        "1": -0.0013979125813905536,
        "5": 0.003034272927735144,
        "10": 0.005000728502540384
      },
      "shadowMaxDrawdown": -0.18989499617433026,
      "shadowTotalReturn": -0.12530440249798558,
      "avgForwardReturn1D": -0.0013979125813905536,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 78,
        "5": 74,
        "10": 73
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010411174197368517,
        "5": 0.006278512079948159,
        "10": 0.012964368032891409
      }
    }
  ],
  "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": 0.5745045014824351,
      "fitnessScore": 0.4160557840924031,
      "lookbackDays": 14,
      "returnLift1D": 0.00004275058612357159,
      "activationRate": 0.39466666666666667,
      "activationCount": 148,
      "sampleConfidence": 0.9981981981981982,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.19131800773488816,
      "avgForwardReturn1D": 0.0014071575229953886
    },
    {
      "comboQuality": 0.5614392974793938,
      "fitnessScore": 0.4043411937457784,
      "lookbackDays": 21,
      "returnLift1D": 0.00027054508628826046,
      "activationRate": 0.4483695652173913,
      "activationCount": 165,
      "sampleConfidence": 0.9947474747474748,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.21015326185332017,
      "avgForwardReturn1D": 0.00136071005213331
    },
    {
      "comboQuality": 0.5178828584676185,
      "fitnessScore": 0.3657436307563084,
      "lookbackDays": 30,
      "returnLift1D": 0.00023624228443145734,
      "activationRate": 0.4206128133704735,
      "activationCount": 151,
      "sampleConfidence": 0.9942604856512142,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.18076688827648368,
      "avgForwardReturn1D": 0.001313474744707381
    },
    {
      "comboQuality": 0.18984203870767377,
      "fitnessScore": 0.030771883882933955,
      "lookbackDays": 45,
      "returnLift1D": -0.0005431672369192304,
      "activationRate": 0.3691860465116279,
      "activationCount": 127,
      "sampleConfidence": 0.9931758530183727,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.002024125409680888,
      "avgForwardReturn1D": 0.0002393131301872647
    },
    {
      "comboQuality": 0.5155443603293438,
      "fitnessScore": 0.3636834466159896,
      "lookbackDays": 63,
      "returnLift1D": 0.000300892548039807,
      "activationRate": 0.40797546012269936,
      "activationCount": 133,
      "sampleConfidence": 0.993483709273183,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.1578806751786641,
      "avgForwardReturn1D": 0.0013420099677766586
    }
  ],
  "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": "f97e6e3fd0f3823b8eefe31e862a35d2355b02c23f24276dbe6106b59dfd924d",
    "size": 13,
    "members": [
      "ABBV",
      "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
0.005
Return 1m
0.667
Return 1w
0.334
Return 1y
0.715
Return 2w
0.551
Return 2y
0.454
Return 3m
0.722
Return 5y
0.202
Return 6m
0.567
Sharpe 1m
1
Sharpe 1w
0
Sharpe 1y
0.654
Sharpe 2w
0.725
Sharpe 2y
0.599
Sharpe 3m
0.882
Sharpe 5y
0.589
Sharpe 6m
0.539
Sharpe Score
0.697
Trend 1m
0.977
Trend 1w
0.336
Trend 1y
0.588
Trend 2w
0.500
Trend 2y
1
Trend 3m
1
Trend 5y
1
Trend 6m
0.510
Volatility 1m
0.425
Volatility 1w
0.119
Volatility 1y
0.279
Volatility 2w
0.394
Volatility 2y
0.292
Volatility 3m
0.318
Volatility 5y
0.244
Volatility 6m
0.301
Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.818
Liquidity
1
Momentum
0.710
Relative strength
0.775
Trend quality
0.518
Stability
0.678
Aggression
0.325
Downside risk
0.664
Drawdown state
0.986
Quality momentum
0.669
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.978
Benchmark Independence 3m Score
0.722
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.217
Correlation Change Score
0.372
Current Drawdown Score
0.986
Days Since 52w High Score
0.056
Distance From 52w High Score
0.986
Distance From Sma 20 Score
0.540
Distance From Sma 200 Score
0.776
Distance From Sma 50 Score
0.688
Downside Volatility 1m Score
0.158
Downside Volatility 1y Score
0.239
Downside Volatility 2y Score
0.295
Downside Volatility 3m Score
0.192
Downside Volatility 5y Score
0.263
Downside Volatility 6m Score
0.250
Drawdown Recovery Score
1
Excess Return 1m Score
0.660
Excess Return 1y Score
0.881
Excess Return 3m Score
0.917
Excess Return 6m Score
0.707
Expected Shortfall 95 1y Score
0.668
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.818
Drawdown Score 1m
0.750
Drawdown Score 1y
0.734
Drawdown Score 2y
0.741
Drawdown Score 3m
0.844
Drawdown Score 5y
0.781
Drawdown Score 6m
0.714
Momentum Acceleration 1m Vs 3m Score
0.518
Momentum Acceleration 3m Vs 6m Score
0.708
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.613
Relative Strength Slope 3m Score
0.740
Relative Volume 20d Score
0.360
Return 1m Score
0.670
Return 1w Score
0.533
Return 1y Score
0.760
Return 2y Score
0.458
Return 3m Score
0.863
Return 5y Score
0.203
Return 6m Score
0.673
Return Skewness 1y Score
0.556
Sector Excess Return 1y Score
0.809
Sharpe 1m Score
1
Sharpe 1y Score
0.694
Sharpe 2y Score
0.602
Sharpe 3m Score
1
Sharpe 5y Score
0.589
Sharpe 6m Score
0.702
Sortino 1m Score
1
Sortino 1y Score
0.583
Sortino 2y Score
0.501
Sortino 3m Score
1
Sortino 5y Score
0.487
Sortino 6m Score
0.593
Trend R2 1m Score
0.294
Trend R2 1w Score
0.184
Trend R2 1y Score
0.223
Trend R2 2y Score
0.664
Trend R2 3m Score
0.909
Trend R2 5y Score
0.896
Trend R2 6m Score
0.188
Trend Slope 1m Score
0.647
Trend Slope 1w Score
0.582
Trend Slope 1y Score
0.528
Trend Slope 2y Score
0.540
Trend Slope 3m Score
0.780
Trend Slope 5y Score
0.541
Trend Slope 6m Score
0.552
Volatility 1m Score
0.342
Volatility 1w Score
0.155
Volatility 1y Score
0.279
Volatility 2y Score
0.293
Volatility 3m Score
0.317
Volatility 5y Score
0.245
Volatility 6m Score
0.299
Worst Day 1y Score
0.740
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
2,226,081,097.473
Best Day 1y
0.062
Beta To Benchmark 1y
-0.046
Beta 3m
-0.612
Beta Change
-0.567
Beta To Sector 1y
0.986
Correlation To Benchmark 1y
-0.022
Correlation 3m
-0.278
Correlation Change
-0.256
Correlation To Sector 1y
0.601
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.978
Benchmark Independence 3m Score
0.722
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.217
Correlation Change Score
0.372
Current Drawdown Score
0.986
Distance From Sma 20 Score
0.540
Distance From Sma 200 Score
0.776
Current Drawdown
-0.009
Days Since 52w High
14
Distance From 52w High
-0.009
Distance From Sma 20
0.024
Distance From Sma 200
0.165
Distance From Sma 50
0.113
Downside Capture 1y
2.447
Downside Volatility 1m
0.169
Downside Volatility 1w
-
Downside Volatility 1y
0.229
Downside Volatility 2y
0.271
Downside Volatility 3m
0.194
Downside Volatility 5y
0.247
Downside Volatility 6m
0.238
Drawdown Recovery
1
Excess Return 1m
0.096
Excess Return 1y
0.229
Excess Return 3m
0.250
Excess Return 6m
0.124
Expected Shortfall 95 1y
-0.033
Market Cap
458,235,386,054.56
Max Drawdown 1m
-0.062
Max Drawdown 1w
-0.011
Max Drawdown 1y
-0.173
Max Drawdown 2y
-0.207
Max Drawdown 3m
-0.062
Max Drawdown 5y
-0.219
Max Drawdown 6m
-0.157
Momentum Acceleration 1m Vs 3m
0.005
Momentum Acceleration 3m Vs 6m
0.062
Moving Average Alignment
0.500
Relative Strength Acceleration
0.002
Relative Strength Slope 3m
0.004
Relative Volume 20d
1.273
Return 1m
0.102
Return 1w
0.010
Return 1y
0.416
Return 2y
0.603
Return 3m
0.291
Return 5y
1.634
Return 6m
0.207
Return Skewness 1y
0.336
Sector Excess Return 1y
0.186
Sharpe 1m
3.959
Sharpe 1y
1.472
Sharpe 2y
1.012
Sharpe 3m
3.693
Sharpe 5y
0.947
Sharpe 6m
1.509
Sortino 1m
7.198
Sortino 1y
1.663
Sortino 2y
1.006
Sortino 3m
5.483
Sortino 5y
0.895
Sortino 6m
1.740
Trend R2 1m
0.294
Trend R2 1w
0.184
Trend R2 1y
0.223
Trend R2 2y
0.664
Trend R2 3m
0.909
Trend R2 5y
0.896
Trend R2 6m
0.188
Trend 1m
0.002
Trend 1w
0.001
Trend 1y
0.000
Trend 2y
0.001
Trend 3m
0.004
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
0.487
Value At Risk 95 1y
-0.023
Volatility 1m
0.307
Volatility 1w
0.166
Volatility 1y
0.259
Volatility 2y
0.269
Volatility 3m
0.288
Volatility 5y
0.234
Volatility 6m
0.274
Worst Day 1y
-0.052
Distance From Sma 50 Score
0.688
Downside Volatility 1y Score
0.239
Downside Volatility 3m Score
0.192
Drawdown Recovery Score
1
Excess Return 1m Score
0.660
Excess Return 1y Score
0.881
Excess Return 3m Score
0.917
Excess Return 6m Score
0.707
Expected Shortfall 95 1y Score
0.668
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.818
Drawdown Score 1y
0.734
Drawdown Score 5y
0.781
Momentum Acceleration 1m Vs 3m Score
0.518
Momentum Acceleration 3m Vs 6m Score
0.708
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.613
Relative Volume 20d Score
0.360
Return 1m Score
0.670
Return 1y Score
0.760
Return 3m Score
0.863
Return 6m Score
0.673
Return Skewness 1y Score
0.556
Sortino 1y Score
0.583
Sortino 3m Score
1
Trend R2 1y Score
0.223
Trend R2 3m Score
0.909
Trend Slope 1y Score
0.528
Trend Slope 3m Score
0.780
Volatility 1y Score
0.279
Volatility 3m Score
0.317