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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

APGE

Health Care | v2 | as of 2026-07-10
Close

Research Detail

APGE

APGE

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.
35 fields
Beta To Benchmark 1y
1.038
Correlation To Benchmark 1y
0.182
Inverse To Benchmark 1y
0.818
Drawdown Score 1m
0.810
Drawdown Score 3m
0.608
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
0.552
Drawdown Score 1y
0.621
Drawdown Score 2y
0.339
Drawdown Score 5y
0.412
Return 1w
0.006
Return 1m
0.572
Return 3m
0.545
Return 6m
0.693
Return 1y
2.610
Return 2y
2.515
Return 5y
5.295
Sharpe 1m
3.955
Sharpe 3m
2.107
Sharpe 6m
1.585
Sharpe 1y
2.116
Sharpe 2y
1.232
Trend 1w
0.001
Trend 1m
0.027
Trend 3m
0.007
Trend 6m
0.004
Trend 1y
0.004
Trend 2y
0.002
Trend 5y
0.002
Volatility 1w
0.039
Volatility 1m
1.642
Volatility 3m
1.029
Volatility 6m
0.868
Volatility 1y
0.715
Volatility 2y
0.697
Volatility 5y
0.717
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
APGE
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:30 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
750
Data Start Date
2023-07-14
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.929
Aptet Fit Raw Score
0.941
Aptet Fit Confidence
0.974
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.874
Force Fit Raw Score
0.890
Force Fit Confidence
0.963
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:30 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "APGE"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "APGE",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "APGE",
    "hitRates": {
      "1": 0.5,
      "5": 0.6082474226804123,
      "10": 0.6666666666666666
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.9969196957573713,
    "eligibleDays": 339,
    "fitnessScore": 1.6215212067043772,
    "lookbackDays": 21,
    "returnLift1D": 0.0008583877606786047,
    "hitRateLift1D": -0.00591715976331364,
    "activationRate": 0.5811209439528023,
    "activationCount": 197,
    "baselineHitRates": {
      "1": 0.5059171597633136,
      "5": 0.6377245508982036,
      "10": 0.6656534954407295
    },
    "sampleConfidence": 0.9959390862944163,
    "shadowSharpeLike": 1.259508534643239,
    "avgForwardReturns": {
      "1": 0.005446986141490336,
      "5": 0.022509922229475406,
      "10": 0.04383357495152203
    },
    "shadowMaxDrawdown": -0.3210719272928174,
    "shadowTotalReturn": 1.2673938742493962,
    "avgForwardReturn1D": 0.005446986141490336,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-03-27",
      "2025-03-28",
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    ],
    "horizonObservationCounts": {
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      "5": 194,
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    },
    "baselineAvgForwardReturns": {
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      "10": 0.046284877098282974
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9969196957573713,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9489151056518765,
    "bestRawFitnessScore": 1.6215212067043772,
    "upperQuartileComboQuality": 0.983297212903714
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.928510470371747,
    "rawScore": 0.9408872488770974,
    "confidence": 0.9736912610514777,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 21
    },
    "profileBreadth": 0.9002778393462864,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.8297947451340631,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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        "10": 0.6666666666666666
      },
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      "eligibleDays": 339,
      "fitnessScore": 1.6215212067043772,
      "lookbackDays": 21,
      "returnLift1D": 0.0008583877606786047,
      "hitRateLift1D": -0.00591715976331364,
      "activationRate": 0.5811209439528023,
      "activationCount": 197,
      "baselineHitRates": {
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        "5": 0.6377245508982036,
        "10": 0.6656534954407295
      },
      "sampleConfidence": 0.9959390862944163,
      "shadowSharpeLike": 1.259508534643239,
      "avgForwardReturns": {
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        "5": 0.022509922229475406,
        "10": 0.04383357495152203
      },
      "shadowMaxDrawdown": -0.3210719272928174,
      "shadowTotalReturn": 1.2673938742493962,
      "avgForwardReturn1D": 0.005446986141490336,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-20",
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      ],
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      },
      "baselineAvgForwardReturns": {
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      }
    },
    {
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        "5": 0.6274509803921569,
        "10": 0.6756756756756757
      },
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      "comboQuality": 0.9952943927234363,
      "eligibleDays": 339,
      "fitnessScore": 1.5279424206664352,
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      "returnLift1D": 0.0017849699156866116,
      "hitRateLift1D": 0.016663485397976685,
      "activationRate": 0.45722713864306785,
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      "avgForwardReturns": {
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      "shadowTotalReturn": 1.1838765932975477,
      "avgForwardReturn1D": 0.006373568296498343,
      "riskOffActivations": 0,
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    },
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      "returnLift1D": 0.0004384692144516174,
      "hitRateLift1D": -0.018571428571428572,
      "activationRate": 0.5710227272727273,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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      "horizonObservationCounts": {
        "1": 168,
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      },
      "baselineAvgForwardReturns": {
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      }
    },
    {
      "topN": 2,
      "ticker": "APGE",
      "hitRates": {
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        "5": 0.6887417218543046,
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      },
      "hitRate1D": 0.47368421052631576,
      "comboQuality": 0.9629981117341463,
      "eligibleDays": 352,
      "fitnessScore": 1.0669981511936917,
      "lookbackDays": 14,
      "returnLift1D": 0.0007762970614905865,
      "hitRateLift1D": -0.0348872180451128,
      "activationRate": 0.4318181818181818,
      "activationCount": 152,
      "baselineHitRates": {
        "1": 0.5085714285714286,
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      },
      "sampleConfidence": 0.999122807017544,
      "shadowSharpeLike": 1.0788139846833065,
      "avgForwardReturns": {
        "1": 0.005216864604902452,
        "5": 0.03600371776842427,
        "10": 0.052864553360080425
      },
      "shadowMaxDrawdown": -0.3068254589936459,
      "shadowTotalReturn": 0.8491353805074902,
      "avgForwardReturn1D": 0.005216864604902452,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "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"
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      ],
      "horizonObservationCounts": {
        "1": 132,
        "5": 128,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.004936424480917692,
        "5": 0.02490941572901858,
        "10": 0.05232781716421163
      }
    }
  ],
  "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": 0.9888404247587913,
      "fitnessScore": 1.3365317160835215,
      "lookbackDays": 14,
      "returnLift1D": 0.0004384692144516174,
      "activationRate": 0.5710227272727273,
      "activationCount": 201,
      "sampleConfidence": 0.9966832504145937,
      "shadowTotalReturn": 1.055186454165868,
      "avgForwardReturn1D": 0.004879036757863483
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9969196957573713,
      "fitnessScore": 1.6215212067043772,
      "lookbackDays": 21,
      "returnLift1D": 0.0008583877606786047,
      "activationRate": 0.5811209439528023,
      "activationCount": 197,
      "sampleConfidence": 0.9959390862944163,
      "shadowTotalReturn": 1.2673938742493962,
      "avgForwardReturn1D": 0.005446986141490336
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9824774336433928,
      "fitnessScore": 1.2358493201481808,
      "lookbackDays": 30,
      "returnLift1D": 0.00023020029070733566,
      "activationRate": 0.5242424242424243,
      "activationCount": 173,
      "sampleConfidence": 0.9938342967244702,
      "shadowTotalReturn": 0.9350689298193167,
      "avgForwardReturn1D": 0.005050415115188123
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9573592453795411,
      "fitnessScore": 1.034501010788192,
      "lookbackDays": 45,
      "returnLift1D": -0.0010043705482449383,
      "activationRate": 0.45714285714285713,
      "activationCount": 144,
      "sampleConfidence": 0.9925925925925927,
      "shadowTotalReturn": 0.6794861928065761,
      "avgForwardReturn1D": 0.004115561164701405
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9451293772066814,
      "fitnessScore": 0.9761956192514886,
      "lookbackDays": 63,
      "returnLift1D": -0.0013882908454162118,
      "activationRate": 0.6632996632996633,
      "activationCount": 197,
      "sampleConfidence": 0.994585448392555,
      "shadowTotalReturn": 0.6323897524794364,
      "avgForwardReturn1D": 0.00354813363550148
    }
  ],
  "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": "453229f08e7a04f16fc745f42bbb6ed17b8a462bc2e0de33a41c4d9c04c94dd3",
    "size": 13,
    "members": [
      "APGE",
      "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",
      "APGE"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "APGE",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "APGE",
    "hitRates": {
      "1": 0.51875,
      "5": 0.6265822784810127,
      "10": 0.6666666666666666
    },
    "hitRate1D": 0.51875,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.9923337877016413,
    "eligibleDays": 368,
    "fitnessScore": 1.4199121114336506,
    "lookbackDays": 21,
    "returnLift1D": 0.0017734002392829143,
    "hitRateLift1D": 0.010597826086956585,
    "portfolioSize": 2,
    "activationRate": 0.43478260869565216,
    "activationCount": 160,
    "baselineHitRates": {
      "1": 0.5081521739130435,
      "5": 0.6181318681318682,
      "10": 0.6518105849582173
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    "sampleConfidence": 0.9962500000000001,
    "shadowSharpeLike": 1.1731029572715603,
    "avgForwardReturns": {
      "1": 0.005963141742684989,
      "5": 0.018034005336043723,
      "10": 0.03462690269363291
    },
    "shadowMaxDrawdown": -0.2976626621670688,
    "shadowTotalReturn": 1.105694726273477,
    "avgForwardReturn1D": 0.005963141742684989,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "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",
      "2025-03-25"
    ],
    "horizonObservationCounts": {
      "1": 160,
      "5": 158,
      "10": 153
    },
    "baselineAvgForwardReturns": {
      "1": 0.004189741503402075,
      "5": 0.020876720800579056,
      "10": 0.04429244823408085
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9923337877016413,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9184007309059163,
    "bestRawFitnessScore": 1.4199121114336506,
    "upperQuartileComboQuality": 0.962487236474174
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.873763055968589,
    "rawScore": 0.8903502174701347,
    "confidence": 0.9627401416294885,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0.900215179483224,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.667590239169892,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "APGE",
      "hitRates": {
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        "5": 0.6265822784810127,
        "10": 0.6666666666666666
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      "hitRate1D": 0.51875,
      "rankWeights": [
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      "comboQuality": 0.9923337877016413,
      "eligibleDays": 368,
      "fitnessScore": 1.4199121114336506,
      "lookbackDays": 21,
      "returnLift1D": 0.0017734002392829143,
      "hitRateLift1D": 0.010597826086956585,
      "portfolioSize": 2,
      "activationRate": 0.43478260869565216,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.5081521739130435,
        "5": 0.6181318681318682,
        "10": 0.6518105849582173
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      "sampleConfidence": 0.9962500000000001,
      "shadowSharpeLike": 1.1731029572715603,
      "avgForwardReturns": {
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        "10": 0.03462690269363291
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      "shadowMaxDrawdown": -0.2976626621670688,
      "shadowTotalReturn": 1.105694726273477,
      "avgForwardReturn1D": 0.005963141742684989,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 160,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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        "5": 0.6206896551724138,
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      "hitRate1D": 0.5056818181818182,
      "rankWeights": [
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      "comboQuality": 0.9787731335177579,
      "eligibleDays": 368,
      "fitnessScore": 1.1928270876427187,
      "lookbackDays": 21,
      "returnLift1D": 0.0007000271633120459,
      "hitRateLift1D": -0.0024703557312252267,
      "portfolioSize": 3,
      "activationRate": 0.4782608695652174,
      "activationCount": 176,
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      "sampleConfidence": 0.9965909090909092,
      "shadowSharpeLike": 1.0352628583630605,
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        "10": 0.039095317511754574
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      "shadowMaxDrawdown": -0.2784350101605255,
      "shadowTotalReturn": 0.9013480645208323,
      "avgForwardReturn1D": 0.004889768666714121,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
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      "horizonObservationCounts": {
        "1": 176,
        "5": 174,
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      "baselineAvgForwardReturns": {
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      "comboQuality": 0.9777815314023258,
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        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 187,
        "5": 183,
        "10": 178
      },
      "baselineAvgForwardReturns": {
        "1": 0.004543506426509091,
        "5": 0.023499614308530994,
        "10": 0.04925184062371924
      }
    },
    {
      "topN": 2,
      "ticker": "APGE",
      "hitRates": {
        "1": 0.5,
        "5": 0.6643835616438356,
        "10": 0.6950354609929078
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.35043583565075825,
      "eligibleDays": 359,
      "fitnessScore": 0.21423272064206925,
      "lookbackDays": 30,
      "returnLift1D": -0.002815176328883151,
      "hitRateLift1D": -0.004178272980501441,
      "portfolioSize": 2,
      "activationRate": 0.4178272980501393,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.5041782729805014,
        "5": 0.6338028169014085,
        "10": 0.6685714285714286
      },
      "sampleConfidence": 0.9942222222222222,
      "shadowSharpeLike": 0.45083595216843364,
      "avgForwardReturns": {
        "1": 0.00172833009762594,
        "5": 0.00983866089892847,
        "10": 0.028201253487955855
      },
      "shadowMaxDrawdown": -0.435344552142238,
      "shadowTotalReturn": 0.15372279295905034,
      "avgForwardReturn1D": 0.00172833009762594,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-10"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 146,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.004543506426509091,
        "5": 0.023499614308530994,
        "10": 0.04925184062371924
      }
    },
    {
      "topN": 2,
      "ticker": "APGE",
      "hitRates": {
        "1": 0.5294117647058824,
        "5": 0.6136363636363636,
        "10": 0.6692913385826772
      },
      "hitRate1D": 0.5294117647058824,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.24139341416769386,
      "eligibleDays": 326,
      "fitnessScore": 0.09808783745158411,
      "lookbackDays": 63,
      "returnLift1D": -0.0045361532980957315,
      "hitRateLift1D": 0.02020931071815235,
      "portfolioSize": 2,
      "activationRate": 0.4171779141104294,
      "activationCount": 136,
      "baselineHitRates": {
        "1": 0.50920245398773,
        "5": 0.6583850931677019,
        "10": 0.6908517350157729
      },
      "sampleConfidence": 0.9936274509803922,
      "shadowSharpeLike": 0.14137232971332347,
      "avgForwardReturns": {
        "1": 0.0005111560280074472,
        "5": 0.004397686147159909,
        "10": 0.018617857083472755
      },
      "shadowMaxDrawdown": -0.2926494378871426,
      "shadowTotalReturn": -0.012275360863884255,
      "avgForwardReturn1D": 0.0005111560280074472,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27"
      ],
      "horizonObservationCounts": {
        "1": 136,
        "5": 132,
        "10": 127
      },
      "baselineAvgForwardReturns": {
        "1": 0.005047309326103179,
        "5": 0.026498001175459543,
        "10": 0.054159998938520894
      }
    }
  ],
  "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": 0.963315625026822,
      "fitnessScore": 1.0689666430299583,
      "lookbackDays": 14,
      "returnLift1D": 0.0005129354011201084,
      "activationRate": 0.4533333333333333,
      "activationCount": 170,
      "sampleConfidence": 0.9992156862745099,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.8279432902338688,
      "avgForwardReturn1D": 0.004640617636615812
    },
    {
      "comboQuality": 0.9923337877016413,
      "fitnessScore": 1.4199121114336506,
      "lookbackDays": 21,
      "returnLift1D": 0.0017734002392829143,
      "activationRate": 0.43478260869565216,
      "activationCount": 160,
      "sampleConfidence": 0.9962500000000001,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 1.105694726273477,
      "avgForwardReturn1D": 0.005963141742684989
    },
    {
      "comboQuality": 0.9622111069566247,
      "fitnessScore": 1.06218810253262,
      "lookbackDays": 30,
      "returnLift1D": -0.000008878583108292912,
      "activationRate": 0.4958217270194986,
      "activationCount": 178,
      "sampleConfidence": 0.9951310861423222,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.8146796938695906,
      "avgForwardReturn1D": 0.004534627843400798
    },
    {
      "comboQuality": 0.9428581724124161,
      "fitnessScore": 0.9667434878523807,
      "lookbackDays": 45,
      "returnLift1D": -0.0007299858186634233,
      "activationRate": 0.42441860465116277,
      "activationCount": 146,
      "sampleConfidence": 0.9940639269406393,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.6410243403525371,
      "avgForwardReturn1D": 0.003891724242463812
    },
    {
      "comboQuality": 0.8917816878658609,
      "fitnessScore": 0.8139955677728649,
      "lookbackDays": 63,
      "returnLift1D": -0.001834069585613295,
      "activationRate": 0.598159509202454,
      "activationCount": 195,
      "sampleConfidence": 0.9955555555555556,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.536656022594187,
      "avgForwardReturn1D": 0.003213239740489884
    }
  ],
  "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": "453229f08e7a04f16fc745f42bbb6ed17b8a462bc2e0de33a41c4d9c04c94dd3",
    "size": 13,
    "members": [
      "APGE",
      "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
0.447
Liquidity
0.966
Momentum
0.965
Relative strength
0.985
Trend quality
0.706
Stability
0.504
Aggression
0.623
Downside risk
0.630
Drawdown state
1
Quality momentum
0.838
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
79 fields
Inverse To Benchmark 1y
0.818
Benchmark Independence 3m Score
0.951
Beta 1y Profile Score
0.415
Beta 3m Profile Score
0.154
Beta Change Score
0.173
Correlation Change Score
0.433
Current Drawdown Score
1
Days Since 52w High Score
0
Distance From 52w High Score
1
Distance From Sma 20 Score
0.697
Distance From Sma 200 Score
1
Distance From Sma 50 Score
1
Downside Volatility 1m Score
0.233
Downside Volatility 1y Score
0.495
Downside Volatility 2y Score
0.701
Downside Volatility 3m Score
0.457
Downside Volatility 5y Score
0.718
Downside Volatility 6m Score
0.585
Drawdown Recovery Score
1
Excess Return 1m Score
1
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.421
Log Avg Dollar Volume 20d Score
0.966
Log Market Cap Score
0.447
Drawdown Score 1m
0.810
Drawdown Score 1y
0.621
Drawdown Score 2y
0.339
Drawdown Score 3m
0.608
Drawdown Score 5y
0.412
Drawdown Score 6m
0.552
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.720
Moving Average Alignment Score
1
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.854
Relative Volume 20d Score
0.759
Return 1m Score
1
Return 1w Score
0.519
Return 1y Score
1
Return 2y Score
1
Return 3m Score
1
Return 5y Score
0.484
Return 6m Score
1
Return Skewness 1y Score
1
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.823
Sharpe 2y Score
0.646
Sharpe 3m Score
0.821
Sharpe 6m Score
0.717
Sortino 1m Score
1
Sortino 1y Score
0.824
Sortino 2y Score
0.561
Sortino 3m Score
1
Sortino 6m Score
0.727
Trend R2 1m Score
0.717
Trend R2 1w Score
0.488
Trend R2 1y Score
0.836
Trend R2 2y Score
0.435
Trend R2 3m Score
0.439
Trend R2 5y Score
0.583
Trend R2 6m Score
0.548
Trend Slope 1m Score
1
Trend Slope 1w Score
0.548
Trend Slope 1y Score
0.778
Trend Slope 2y Score
0.596
Trend Slope 3m Score
0.928
Trend Slope 5y Score
0.599
Trend Slope 6m Score
0.743
Volatility 1m Score
1
Volatility 1w Score
0
Volatility 1y Score
0.886
Volatility 2y Score
0.863
Volatility 3m Score
1
Volatility 5y Score
0.890
Volatility 6m Score
1
Worst Day 1y Score
0.384
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
789,786,829.148
Best Day 1y
0.467
Beta To Benchmark 1y
1.038
Beta 3m
0.384
Beta Change
-0.654
Beta To Sector 1y
0.918
Correlation To Benchmark 1y
0.182
Correlation 3m
0.049
Correlation Change
-0.134
Correlation To Sector 1y
0.202
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.818
Benchmark Independence 3m Score
0.951
Beta 1y Profile Score
0.415
Beta 3m Profile Score
0.154
Beta Change Score
0.173
Correlation Change Score
0.433
Current Drawdown Score
1
Distance From Sma 20 Score
0.697
Distance From Sma 200 Score
1
Current Drawdown
0
Days Since 52w High
0
Distance From 52w High
0
Distance From Sma 20
0.118
Distance From Sma 200
0.757
Distance From Sma 50
0.375
Downside Capture 1y
1.391
Downside Volatility 1m
0.225
Downside Volatility 1w
-
Downside Volatility 1y
0.421
Downside Volatility 2y
0.576
Downside Volatility 3m
0.393
Downside Volatility 5y
0.588
Downside Volatility 6m
0.489
Drawdown Recovery
1
Excess Return 1m
0.545
Excess Return 1y
2.387
Excess Return 3m
0.432
Excess Return 6m
0.592
Expected Shortfall 95 1y
-0.058
Market Cap
10,055,821,881.25
Max Drawdown 1m
-0.048
Max Drawdown 1w
-0.002
Max Drawdown 1y
-0.246
Max Drawdown 2y
-0.529
Max Drawdown 3m
-0.157
Max Drawdown 5y
-0.588
Max Drawdown 6m
-0.246
Momentum Acceleration 1m Vs 3m
0.391
Momentum Acceleration 3m Vs 6m
0.066
Moving Average Alignment
1
Relative Strength Acceleration
0.024
Relative Strength Slope 3m
0.006
Relative Volume 20d
2.349
Return 1m
0.572
Return 1w
0.006
Return 1y
2.610
Return 2y
2.515
Return 3m
0.545
Return 5y
5.295
Return 6m
0.693
Return Skewness 1y
4.895
Sector Excess Return 1y
2.402
Sharpe 1m
3.955
Sharpe 1y
2.116
Sharpe 2y
1.232
Sharpe 3m
2.107
Sharpe 5y
-
Sharpe 6m
1.585
Sortino 1m
28.867
Sortino 1y
3.589
Sortino 2y
1.491
Sortino 3m
5.516
Sortino 5y
-
Sortino 6m
2.813
Trend R2 1m
0.717
Trend R2 1w
0.488
Trend R2 1y
0.836
Trend R2 2y
0.435
Trend R2 3m
0.439
Trend R2 5y
0.583
Trend R2 6m
0.548
Trend 1m
0.027
Trend 1w
0.001
Trend 1y
0.004
Trend 2y
0.002
Trend 3m
0.007
Trend 5y
0.002
Trend 6m
0.004
Upside Capture 1y
2.121
Value At Risk 95 1y
-0.043
Volatility 1m
1.642
Volatility 1w
0.039
Volatility 1y
0.715
Volatility 2y
0.697
Volatility 3m
1.029
Volatility 5y
0.717
Volatility 6m
0.868
Worst Day 1y
-0.123
Distance From Sma 50 Score
1
Downside Volatility 1y Score
0.495
Downside Volatility 3m Score
0.457
Drawdown Recovery Score
1
Excess Return 1m Score
1
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.421
Log Avg Dollar Volume 20d Score
0.966
Log Market Cap Score
0.447
Drawdown Score 1y
0.621
Drawdown Score 5y
0.412
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.720
Moving Average Alignment Score
1
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.759
Return 1m Score
1
Return 1y Score
1
Return 3m Score
1
Return 6m Score
1
Return Skewness 1y Score
1
Sortino 1y Score
0.824
Sortino 3m Score
1
Trend R2 1y Score
0.836
Trend R2 3m Score
0.439
Trend Slope 1y Score
0.778
Trend Slope 3m Score
0.928
Volatility 1y Score
0.886
Volatility 3m Score
1