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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

AIR

Industrials | v2 | as of 2026-07-10
Close

Research Detail

AIR

AIR

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
1.752
Correlation To Benchmark 1y
0.519
Inverse To Benchmark 1y
0.481
Drawdown Score 1m
0.713
Drawdown Score 3m
0.502
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
0.638
Drawdown Score 1y
0.694
Drawdown Score 2y
0.554
Drawdown Score 5y
0.643
Return 1w
-0.032
Return 1m
0.129
Return 3m
0.103
Return 6m
0.485
Return 1y
0.852
Return 2y
0.907
Return 5y
2.481
Sharpe 1m
3.477
Sharpe 3m
1.086
Sharpe 6m
1.934
Sharpe 1y
1.665
Sharpe 2y
0.992
Sharpe 5y
0.880
Trend 1w
-0.010
Trend 1m
0.006
Trend 3m
0.003
Trend 6m
0.002
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.505
Volatility 1m
0.448
Volatility 3m
0.451
Volatility 6m
0.465
Volatility 1y
0.423
Volatility 2y
0.411
Volatility 5y
0.356
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
AIR
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:04 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.718
Aptet Fit Raw Score
0.741
Aptet Fit Confidence
0.939
Aptet Fit Label
good
Aptet Fitness Error
-
Force Fit Score
0.583
Force Fit Raw Score
0.609
Force Fit Confidence
0.915
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:04 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AIR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AIR",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
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    "ticker": "AIR",
    "hitRates": {
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      "5": 0.5585585585585585,
      "10": 0.5852534562211982
    },
    "hitRate1D": 0.5132743362831859,
    "comboQuality": 0.9267620986066444,
    "eligibleDays": 297,
    "fitnessScore": 0.9083564428767661,
    "lookbackDays": 63,
    "returnLift1D": -0.0006074204629442849,
    "hitRateLift1D": -0.006995933987084424,
    "activationRate": 0.7643097643097643,
    "activationCount": 227,
    "baselineHitRates": {
      "1": 0.5202702702702703,
      "5": 0.589041095890411,
      "10": 0.6585365853658537
    },
    "sampleConfidence": 0.9953010279001469,
    "shadowSharpeLike": 1.0818446634551337,
    "avgForwardReturns": {
      "1": 0.0021803968087085843,
      "5": 0.011690496641664608,
      "10": 0.02043298494822967
    },
    "shadowMaxDrawdown": -0.23017639626667785,
    "shadowTotalReturn": 0.4918405993615529,
    "avgForwardReturn1D": 0.0021803968087085843,
    "riskOffActivations": 0,
    "activationDatesSample": [
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      "2025-07-01",
      "2025-07-02",
      "2025-07-03",
      "2025-07-07",
      "2025-07-08",
      "2025-07-09",
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    ],
    "horizonObservationCounts": {
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      "5": 222,
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    "baselineAvgForwardReturns": {
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      "5": 0.014807956051101159,
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9267620986066444,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.6397432062017165,
    "bestRawFitnessScore": 0.9083564428767661,
    "upperQuartileComboQuality": 0.7850497466390604
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.7182341648545498,
    "rawScore": 0.7407293640040284,
    "confidence": 0.9392620294465434,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 63
    },
    "profileBreadth": 0.4997305581862023,
    "recommendedRegion": {
      "topNs": [
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        45,
        63
      ]
    },
    "parameterStability": 0.7477766503629,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "AIR",
      "hitRates": {
        "1": 0.5132743362831859,
        "5": 0.5585585585585585,
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      },
      "hitRate1D": 0.5132743362831859,
      "comboQuality": 0.9267620986066444,
      "eligibleDays": 297,
      "fitnessScore": 0.9083564428767661,
      "lookbackDays": 63,
      "returnLift1D": -0.0006074204629442849,
      "hitRateLift1D": -0.006995933987084424,
      "activationRate": 0.7643097643097643,
      "activationCount": 227,
      "baselineHitRates": {
        "1": 0.5202702702702703,
        "5": 0.589041095890411,
        "10": 0.6585365853658537
      },
      "sampleConfidence": 0.9953010279001469,
      "shadowSharpeLike": 1.0818446634551337,
      "avgForwardReturns": {
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        "5": 0.011690496641664608,
        "10": 0.02043298494822967
      },
      "shadowMaxDrawdown": -0.23017639626667785,
      "shadowTotalReturn": 0.4918405993615529,
      "avgForwardReturn1D": 0.0021803968087085843,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-30",
        "2025-07-01",
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        "2025-07-03",
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      ],
      "horizonObservationCounts": {
        "1": 226,
        "5": 222,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.002787817271652869,
        "5": 0.014807956051101159,
        "10": 0.03018452368310305
      }
    },
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        "1": 0.5476190476190477,
        "5": 0.5645933014354066,
        "10": 0.6274509803921569
      },
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      "comboQuality": 0.8385037834330584,
      "eligibleDays": 339,
      "fitnessScore": 0.7123702231246334,
      "lookbackDays": 21,
      "returnLift1D": -0.0004754374665967779,
      "hitRateLift1D": 0.018033248802479585,
      "activationRate": 0.6194690265486725,
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      "avgForwardReturns": {
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      },
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      "shadowTotalReturn": 0.33779520251091744,
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      "riskOffActivations": 0,
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        "2025-03-25",
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      "horizonObservationCounts": {
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    },
    {
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      "comboQuality": 0.8119695517852709,
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      "fitnessScore": 0.6718289653374772,
      "lookbackDays": 14,
      "returnLift1D": -0.00017498515434571623,
      "hitRateLift1D": -0.008163265306122436,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
        "1": 211,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0032978002776520533,
        "5": 0.016672108611286426,
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    },
    {
      "topN": 2,
      "ticker": "AIR",
      "hitRates": {
        "1": 0.5266666666666666,
        "5": 0.5684931506849316,
        "10": 0.6028368794326241
      },
      "hitRate1D": 0.5266666666666666,
      "comboQuality": 0.7527717875454011,
      "eligibleDays": 330,
      "fitnessScore": 0.5949590580253844,
      "lookbackDays": 30,
      "returnLift1D": -0.0005976024310783844,
      "hitRateLift1D": -0.005248226950354651,
      "activationRate": 0.4575757575757576,
      "activationCount": 151,
      "baselineHitRates": {
        "1": 0.5319148936170213,
        "5": 0.5969230769230769,
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      "sampleConfidence": 0.992935982339956,
      "shadowSharpeLike": 0.8943776052581525,
      "avgForwardReturns": {
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        "5": 0.008427481806406815,
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      "shadowMaxDrawdown": -0.19006979278874314,
      "shadowTotalReturn": 0.32123427182810715,
      "avgForwardReturn1D": 0.0023036912254796255,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-20",
        "2025-05-29",
        "2025-06-04",
        "2025-06-05",
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        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 150,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.0032978002776520533,
        "5": 0.016672108611286426,
        "10": 0.03312769963117923
      }
    }
  ],
  "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": 0.8119695517852709,
      "fitnessScore": 0.6718289653374772,
      "lookbackDays": 14,
      "returnLift1D": -0.00017498515434571623,
      "activationRate": 0.5568181818181818,
      "activationCount": 196,
      "sampleConfidence": 0.9996598639455783,
      "shadowTotalReturn": 0.3597985951950857,
      "avgForwardReturn1D": 0.0020895587987406297
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8385037834330584,
      "fitnessScore": 0.7123702231246334,
      "lookbackDays": 21,
      "returnLift1D": -0.0004754374665967779,
      "activationRate": 0.6194690265486725,
      "activationCount": 210,
      "sampleConfidence": 0.9977777777777779,
      "shadowTotalReturn": 0.33779520251091744,
      "avgForwardReturn1D": 0.0018320175869878774
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.7800223289062008,
      "fitnessScore": 0.6284752299787727,
      "lookbackDays": 30,
      "returnLift1D": -0.001055519079971467,
      "activationRate": 0.6272727272727273,
      "activationCount": 207,
      "sampleConfidence": 0.9948470209339775,
      "shadowTotalReturn": 0.33804276364646024,
      "avgForwardReturn1D": 0.001845774576586543
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8026839648119651,
      "fitnessScore": 0.6586939648144826,
      "lookbackDays": 45,
      "returnLift1D": -0.001671517815279352,
      "activationRate": 0.6984126984126984,
      "activationCount": 220,
      "sampleConfidence": 0.9951515151515152,
      "shadowTotalReturn": 0.3057911328077987,
      "avgForwardReturn1D": 0.0016262824623727013
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9267620986066444,
      "fitnessScore": 0.9083564428767661,
      "lookbackDays": 63,
      "returnLift1D": -0.0006074204629442849,
      "activationRate": 0.7643097643097643,
      "activationCount": 227,
      "sampleConfidence": 0.9953010279001469,
      "shadowTotalReturn": 0.4918405993615529,
      "avgForwardReturn1D": 0.0021803968087085843
    }
  ],
  "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": "538681405f26eff1855b08d08973302eb90e0d489813b210838d161bb77e89f0",
    "size": 13,
    "members": [
      "AIR",
      "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
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AIR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AIR",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "AIR",
    "hitRates": {
      "1": 0.5162790697674419,
      "5": 0.5260663507109005,
      "10": 0.5728155339805825
    },
    "hitRate1D": 0.5162790697674419,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.8184987367779842,
    "eligibleDays": 344,
    "fitnessScore": 0.6813660327759248,
    "lookbackDays": 45,
    "returnLift1D": -0.0006188030424653613,
    "hitRateLift1D": -0.01569767441860459,
    "portfolioSize": 4,
    "activationRate": 0.625,
    "activationCount": 215,
    "baselineHitRates": {
      "1": 0.5319767441860465,
      "5": 0.5970588235294118,
      "10": 0.6507462686567164
    },
    "sampleConfidence": 0.9959689922480621,
    "shadowSharpeLike": 0.8218180821072992,
    "avgForwardReturns": {
      "1": 0.0018102595443656821,
      "5": 0.0056518874608046605,
      "10": 0.010786952687917418
    },
    "shadowMaxDrawdown": -0.20893340049225517,
    "shadowTotalReturn": 0.3480049090054209,
    "avgForwardReturn1D": 0.0018102595443656821,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14",
      "2025-06-03",
      "2025-06-04",
      "2025-06-05",
      "2025-06-06",
      "2025-06-09",
      "2025-06-10"
    ],
    "horizonObservationCounts": {
      "1": 215,
      "5": 211,
      "10": 206
    },
    "baselineAvgForwardReturns": {
      "1": 0.0024290625868310435,
      "5": 0.012277863136066245,
      "10": 0.024627271648128793
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8184987367779842,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5286495388344143,
    "bestRawFitnessScore": 0.6813660327759248,
    "upperQuartileComboQuality": 0.6916855460708439
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5832347927946149,
    "rawScore": 0.6091684124994274,
    "confidence": 0.9148556649600184,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0.3999389213211095,
    "recommendedRegion": {
      "lookbackDays": [
        45,
        63
      ],
      "portfolioSizes": [
        4,
        5
      ]
    },
    "parameterStability": 0.5100619996562652,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "AIR",
      "hitRates": {
        "1": 0.5162790697674419,
        "5": 0.5260663507109005,
        "10": 0.5728155339805825
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      "hitRate1D": 0.5162790697674419,
      "rankWeights": [
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        0.10000000000000002
      ],
      "comboQuality": 0.8184987367779842,
      "eligibleDays": 344,
      "fitnessScore": 0.6813660327759248,
      "lookbackDays": 45,
      "returnLift1D": -0.0006188030424653613,
      "hitRateLift1D": -0.01569767441860459,
      "portfolioSize": 4,
      "activationRate": 0.625,
      "activationCount": 215,
      "baselineHitRates": {
        "1": 0.5319767441860465,
        "5": 0.5970588235294118,
        "10": 0.6507462686567164
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      "sampleConfidence": 0.9959689922480621,
      "shadowSharpeLike": 0.8218180821072992,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.20893340049225517,
      "shadowTotalReturn": 0.3480049090054209,
      "avgForwardReturn1D": 0.0018102595443656821,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10"
      ],
      "horizonObservationCounts": {
        "1": 215,
        "5": 211,
        "10": 206
      },
      "baselineAvgForwardReturns": {
        "1": 0.0024290625868310435,
        "5": 0.012277863136066245,
        "10": 0.024627271648128793
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    },
    {
      "topN": 5,
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      "hitRates": {
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        "5": 0.5260663507109005,
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      "hitRate1D": 0.5162790697674419,
      "rankWeights": [
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      "comboQuality": 0.8184987367779842,
      "eligibleDays": 344,
      "fitnessScore": 0.6813660327759248,
      "lookbackDays": 45,
      "returnLift1D": -0.0006188030424653613,
      "hitRateLift1D": -0.01569767441860459,
      "portfolioSize": 5,
      "activationRate": 0.625,
      "activationCount": 215,
      "baselineHitRates": {
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        "5": 0.5970588235294118,
        "10": 0.6507462686567164
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      "sampleConfidence": 0.9959689922480621,
      "shadowSharpeLike": 0.8218180821072992,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.20893340049225517,
      "shadowTotalReturn": 0.3480049090054209,
      "avgForwardReturn1D": 0.0018102595443656821,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10"
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      "horizonObservationCounts": {
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        "10": 206
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.7709814712858793,
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      "fitnessScore": 0.6170495144951618,
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      "returnLift1D": -0.001193797307057749,
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      "sampleConfidence": 0.9964912280701754,
      "shadowSharpeLike": 0.8205736850364374,
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      "comboQuality": 0.7709814712858793,
      "eligibleDays": 326,
      "fitnessScore": 0.6170495144951618,
      "lookbackDays": 63,
      "returnLift1D": -0.001193797307057749,
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      "horizonObservationCounts": {
        "1": 209,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.6916855460708439,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "avgForwardReturn1D": 0.0002492303131746695,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-20",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 186,
        "5": 182,
        "10": 177
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023020072520740804,
        "5": 0.01216921048122612,
        "10": 0.024936427898486855
      }
    },
    {
      "topN": 3,
      "ticker": "AIR",
      "hitRates": {
        "1": 0.49230769230769234,
        "5": 0.5130890052356021,
        "10": 0.543010752688172
      },
      "hitRate1D": 0.49230769230769234,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.22104573166045066,
      "eligibleDays": 344,
      "fitnessScore": 0.07289179987318402,
      "lookbackDays": 45,
      "returnLift1D": -0.0023356244553692546,
      "hitRateLift1D": -0.03966905187835412,
      "portfolioSize": 3,
      "activationRate": 0.5668604651162791,
      "activationCount": 195,
      "baselineHitRates": {
        "1": 0.5319767441860465,
        "5": 0.5970588235294118,
        "10": 0.6507462686567164
      },
      "sampleConfidence": 0.9955555555555556,
      "shadowSharpeLike": 0.011007023275151701,
      "avgForwardReturns": {
        "1": 0.00009343813146178885,
        "5": 0.0029699629069725106,
        "10": 0.004817890449908847
      },
      "shadowMaxDrawdown": -0.3163596258000817,
      "shadowTotalReturn": -0.06016245051967961,
      "avgForwardReturn1D": 0.00009343813146178885,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12"
      ],
      "horizonObservationCounts": {
        "1": 195,
        "5": 191,
        "10": 186
      },
      "baselineAvgForwardReturns": {
        "1": 0.0024290625868310435,
        "5": 0.012277863136066245,
        "10": 0.024627271648128793
      }
    },
    {
      "topN": 2,
      "ticker": "AIR",
      "hitRates": {
        "1": 0.5031847133757962,
        "5": 0.5163398692810458,
        "10": 0.5540540540540541
      },
      "hitRate1D": 0.5031847133757962,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.10562561877609632,
      "eligibleDays": 344,
      "fitnessScore": -0.11996917320363744,
      "lookbackDays": 45,
      "returnLift1D": -0.003054778134361593,
      "hitRateLift1D": -0.02879203081025028,
      "portfolioSize": 2,
      "activationRate": 0.4563953488372093,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5319767441860465,
        "5": 0.5970588235294118,
        "10": 0.6507462686567164
      },
      "sampleConfidence": 0.99447983014862,
      "shadowSharpeLike": -0.3004872804697759,
      "avgForwardReturns": {
        "1": -0.0006257155475305498,
        "5": 0.0022290889089970536,
        "10": 0.004041777838223123
      },
      "shadowMaxDrawdown": -0.3815103939929735,
      "shadowTotalReturn": -0.14972874975533867,
      "avgForwardReturn1D": -0.0006257155475305498,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 153,
        "10": 148
      },
      "baselineAvgForwardReturns": {
        "1": 0.0024290625868310435,
        "5": 0.012277863136066245,
        "10": 0.024627271648128793
      }
    }
  ],
  "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": 0.5248002508282767,
      "fitnessScore": 0.37184214458117437,
      "lookbackDays": 14,
      "returnLift1D": -0.0006371626389195244,
      "activationRate": 0.49066666666666664,
      "activationCount": 184,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.1622008720913557,
      "avgForwardReturn1D": 0.0013523747002440799
    },
    {
      "comboQuality": 0.6916855460708439,
      "fitnessScore": 0.5277624689893068,
      "lookbackDays": 21,
      "returnLift1D": -0.0007103698766523744,
      "activationRate": 0.5353260869565217,
      "activationCount": 197,
      "sampleConfidence": 0.9979695431472082,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2100158599790427,
      "avgForwardReturn1D": 0.0014465417654993165
    },
    {
      "comboQuality": 0.42668489967429896,
      "fitnessScore": 0.285014270854945,
      "lookbackDays": 30,
      "returnLift1D": -0.001185013177396423,
      "activationRate": 0.43454038997214484,
      "activationCount": 156,
      "sampleConfidence": 0.9944444444444445,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.09351420859449,
      "avgForwardReturn1D": 0.0011169940746776573
    },
    {
      "comboQuality": 0.8184987367779842,
      "fitnessScore": 0.6813660327759248,
      "lookbackDays": 45,
      "returnLift1D": -0.0006188030424653613,
      "activationRate": 0.625,
      "activationCount": 215,
      "sampleConfidence": 0.9959689922480621,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.3480049090054209,
      "avgForwardReturn1D": 0.0018102595443656821
    },
    {
      "comboQuality": 0.7709814712858793,
      "fitnessScore": 0.6170495144951618,
      "lookbackDays": 63,
      "returnLift1D": -0.001193797307057749,
      "activationRate": 0.6411042944785276,
      "activationCount": 209,
      "sampleConfidence": 0.9964912280701754,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.34487300915606345,
      "avgForwardReturn1D": 0.0018586475632093031
    }
  ],
  "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": "538681405f26eff1855b08d08973302eb90e0d489813b210838d161bb77e89f0",
    "size": 13,
    "members": [
      "AIR",
      "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
-
Return 1m
-
Return 1w
-
Return 1y
-
Return 2w
-
Return 2y
-
Return 3m
-
Return 5y
-
Return 6m
-
Sharpe 1m
-
Sharpe 1w
-
Sharpe 1y
-
Sharpe 2w
-
Sharpe 2y
-
Sharpe 3m
-
Sharpe 5y
-
Sharpe 6m
-
Sharpe Score
-
Trend 1m
-
Trend 1w
-
Trend 1y
-
Trend 2w
-
Trend 2y
-
Trend 3m
-
Trend 5y
-
Trend 6m
-
Volatility 1m
-
Volatility 1w
-
Volatility 1y
-
Volatility 2w
-
Volatility 2y
-
Volatility 3m
-
Volatility 5y
-
Volatility 6m
-
Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.383
Liquidity
0.616
Momentum
0.732
Relative strength
0.756
Trend quality
0.619
Stability
0.644
Aggression
0.549
Downside risk
0.608
Drawdown state
0.943
Quality momentum
0.685
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.481
Benchmark Independence 3m Score
0.596
Beta 1y Profile Score
0.701
Beta 3m Profile Score
0.558
Beta Change Score
0.322
Correlation Change Score
0.442
Current Drawdown Score
0.915
Days Since 52w High Score
0.016
Distance From 52w High Score
0.915
Distance From Sma 20 Score
0.497
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.696
Downside Volatility 1m Score
0.372
Downside Volatility 1y Score
0.412
Downside Volatility 2y Score
0.469
Downside Volatility 3m Score
0.436
Downside Volatility 5y Score
0.405
Downside Volatility 6m Score
0.481
Drawdown Recovery Score
1
Excess Return 1m Score
0.671
Excess Return 1y Score
1
Excess Return 3m Score
0.482
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.499
Log Avg Dollar Volume 20d Score
0.616
Log Market Cap Score
0.383
Drawdown Score 1m
0.713
Drawdown Score 1y
0.694
Drawdown Score 2y
0.554
Drawdown Score 3m
0.502
Drawdown Score 5y
0.643
Drawdown Score 6m
0.638
Momentum Acceleration 1m Vs 3m Score
0.817
Momentum Acceleration 3m Vs 6m Score
0.344
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.773
Relative Strength Slope 3m Score
0.629
Relative Volume 20d Score
0.340
Return 1m Score
0.716
Return 1w Score
0.394
Return 1y Score
1
Return 2y Score
0.545
Return 3m Score
0.628
Return 5y Score
0.268
Return 6m Score
0.904
Return Skewness 1y Score
0.617
Sharpe 1m Score
1
Sharpe 1y Score
0.733
Sharpe 2y Score
0.598
Sharpe 3m Score
0.617
Sharpe 5y Score
0.576
Sharpe 6m Score
0.787
Sortino 1m Score
0.967
Sortino 1y Score
0.620
Sortino 2y Score
0.502
Sortino 3m Score
0.538
Sortino 5y Score
0.486
Sortino 6m Score
0.649
Trend R2 1m Score
0.543
Trend R2 1w Score
0.466
Trend R2 1y Score
0.860
Trend R2 2y Score
0.734
Trend R2 3m Score
0.394
Trend R2 5y Score
0.856
Trend R2 6m Score
0.471
Trend Slope 1m Score
0.879
Trend Slope 1w Score
0
Trend Slope 1y Score
0.655
Trend Slope 2y Score
0.592
Trend Slope 3m Score
0.704
Trend Slope 5y Score
0.552
Trend Slope 6m Score
0.609
Volatility 1m Score
0.531
Volatility 1w Score
0.606
Volatility 1y Score
0.498
Volatility 2y Score
0.481
Volatility 3m Score
0.535
Volatility 5y Score
0.408
Volatility 6m Score
0.553
Worst Day 1y Score
0.639
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
70,420,556.654
Best Day 1y
0.136
Beta To Benchmark 1y
1.752
Beta 3m
1.395
Beta Change
-0.357
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.519
Correlation 3m
0.404
Correlation Change
-0.115
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.481
Benchmark Independence 3m Score
0.596
Beta 1y Profile Score
0.701
Beta 3m Profile Score
0.558
Beta Change Score
0.322
Correlation Change Score
0.442
Current Drawdown Score
0.915
Distance From Sma 20 Score
0.497
Distance From Sma 200 Score
1
Current Drawdown
-0.055
Days Since 52w High
4
Distance From 52w High
-0.055
Distance From Sma 20
-0.002
Distance From Sma 200
0.314
Distance From Sma 50
0.118
Downside Capture 1y
0.661
Downside Volatility 1m
0.329
Downside Volatility 1w
-
Downside Volatility 1y
0.359
Downside Volatility 2y
0.402
Downside Volatility 3m
0.377
Downside Volatility 5y
0.354
Downside Volatility 6m
0.411
Drawdown Recovery
1
Excess Return 1m
0.102
Excess Return 1y
0.629
Excess Return 3m
-0.011
Excess Return 6m
0.385
Expected Shortfall 95 1y
-0.050
Market Cap
5,207,528,804.252
Max Drawdown 1m
-0.072
Max Drawdown 1w
-0.072
Max Drawdown 1y
-0.199
Max Drawdown 2y
-0.357
Max Drawdown 3m
-0.199
Max Drawdown 5y
-0.357
Max Drawdown 6m
-0.199
Momentum Acceleration 1m Vs 3m
0.095
Momentum Acceleration 3m Vs 6m
-0.047
Moving Average Alignment
0.500
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
0.002
Relative Volume 20d
1.217
Return 1m
0.129
Return 1w
-0.032
Return 1y
0.852
Return 2y
0.907
Return 3m
0.103
Return 5y
2.481
Return 6m
0.485
Return Skewness 1y
0.700
Sector Excess Return 1y
-
Sharpe 1m
3.477
Sharpe 1y
1.665
Sharpe 2y
0.992
Sharpe 3m
1.086
Sharpe 5y
0.880
Sharpe 6m
1.934
Sortino 1m
4.738
Sortino 1y
1.962
Sortino 2y
1.014
Sortino 3m
1.302
Sortino 5y
0.884
Sortino 6m
2.190
Trend R2 1m
0.543
Trend R2 1w
0.466
Trend R2 1y
0.860
Trend R2 2y
0.734
Trend R2 3m
0.394
Trend R2 5y
0.856
Trend R2 6m
0.471
Trend 1m
0.006
Trend 1w
-0.010
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
0.003
Trend 5y
0.001
Trend 6m
0.002
Upside Capture 1y
2.289
Value At Risk 95 1y
-0.037
Volatility 1m
0.448
Volatility 1w
0.505
Volatility 1y
0.423
Volatility 2y
0.411
Volatility 3m
0.451
Volatility 5y
0.356
Volatility 6m
0.465
Worst Day 1y
-0.072
Distance From Sma 50 Score
0.696
Downside Volatility 1y Score
0.412
Downside Volatility 3m Score
0.436
Drawdown Recovery Score
1
Excess Return 1m Score
0.671
Excess Return 1y Score
1
Excess Return 3m Score
0.482
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.499
Log Avg Dollar Volume 20d Score
0.616
Log Market Cap Score
0.383
Drawdown Score 1y
0.694
Drawdown Score 5y
0.643
Momentum Acceleration 1m Vs 3m Score
0.817
Momentum Acceleration 3m Vs 6m Score
0.344
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.773
Relative Volume 20d Score
0.340
Return 1m Score
0.716
Return 1y Score
1
Return 3m Score
0.628
Return 6m Score
0.904
Return Skewness 1y Score
0.617
Sortino 1y Score
0.620
Sortino 3m Score
0.538
Trend R2 1y Score
0.860
Trend R2 3m Score
0.394
Trend Slope 1y Score
0.655
Trend Slope 3m Score
0.704
Volatility 1y Score
0.498
Volatility 3m Score
0.535