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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

APLE

Real Estate | v2 | as of 2026-07-10
Close

Research Detail

APLE

APLE

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
0.736
Correlation To Benchmark 1y
0.405
Inverse To Benchmark 1y
0.595
Drawdown Score 1m
0.790
Drawdown Score 3m
0.869
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
0.854
Drawdown Score 1y
0.792
Drawdown Score 2y
0.591
Drawdown Score 5y
0.670
Return 1w
-0.005
Return 1m
0.045
Return 3m
0.357
Return 6m
0.420
Return 1y
0.459
Return 2y
0.353
Return 5y
0.444
Sharpe 1m
2.857
Sharpe 3m
5.519
Sharpe 6m
3.111
Sharpe 1y
1.772
Sharpe 2y
0.698
Sharpe 5y
0.405
Trend 1w
-0.002
Trend 1m
0.002
Trend 3m
0.006
Trend 6m
0.003
Trend 1y
0.001
Trend 2y
-0.000
Trend 5y
0.000
Volatility 1w
0.254
Volatility 1m
0.192
Volatility 3m
0.226
Volatility 6m
0.235
Volatility 1y
0.228
Volatility 2y
0.267
Volatility 5y
0.272
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
APLE
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:32 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Real Estate
Sector Benchmark Ticker
XLRE
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
0.605
Aptet Fit Raw Score
0.632
Aptet Fit Confidence
0.914
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.608
Force Fit Raw Score
0.629
Force Fit Confidence
0.932
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:32 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "APLE"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "APLE",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "APLE",
    "hitRates": {
      "1": 0.5114503816793893,
      "5": 0.6535433070866141,
      "10": 0.6967213114754098
    },
    "hitRate1D": 0.5114503816793893,
    "comboQuality": 0.9051438523248694,
    "eligibleDays": 315,
    "fitnessScore": 0.8462611224832732,
    "lookbackDays": 45,
    "returnLift1D": 0.001622262989559988,
    "hitRateLift1D": 0.011450381679389277,
    "activationRate": 0.41904761904761906,
    "activationCount": 132,
    "baselineHitRates": {
      "1": 0.5,
      "5": 0.5741935483870968,
      "10": 0.6032786885245902
    },
    "sampleConfidence": 0.991919191919192,
    "shadowSharpeLike": 2.1454599398336427,
    "avgForwardReturns": {
      "1": 0.0031109390827067742,
      "5": 0.014328372015965124,
      "10": 0.02825633484173523
    },
    "shadowMaxDrawdown": -0.07447007733913369,
    "shadowTotalReturn": 0.46844747717126856,
    "avgForwardReturn1D": 0.0031109390827067742,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-11",
      "2025-07-14",
      "2025-07-25",
      "2025-07-28",
      "2025-07-29",
      "2025-07-30",
      "2025-08-14",
      "2025-08-15",
      "2025-08-18",
      "2025-08-19"
    ],
    "horizonObservationCounts": {
      "1": 131,
      "5": 127,
      "10": 122
    },
    "baselineAvgForwardReturns": {
      "1": 0.0014886760931467863,
      "5": 0.007725721093318583,
      "10": 0.01555915781721446
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9051438523248694,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5261859133375865,
    "bestRawFitnessScore": 0.8462611224832732,
    "upperQuartileComboQuality": 0.6748601821415482
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.6048054079636537,
    "rawScore": 0.6319912127821211,
    "confidence": 0.9139677759164043,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 45
    },
    "profileBreadth": 0.3997079713809134,
    "recommendedRegion": {
      "topNs": [
        4,
        5
      ],
      "lookbackDays": [
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.5851511203148452,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "APLE",
      "hitRates": {
        "1": 0.5114503816793893,
        "5": 0.6535433070866141,
        "10": 0.6967213114754098
      },
      "hitRate1D": 0.5114503816793893,
      "comboQuality": 0.9051438523248694,
      "eligibleDays": 315,
      "fitnessScore": 0.8462611224832732,
      "lookbackDays": 45,
      "returnLift1D": 0.001622262989559988,
      "hitRateLift1D": 0.011450381679389277,
      "activationRate": 0.41904761904761906,
      "activationCount": 132,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5741935483870968,
        "10": 0.6032786885245902
      },
      "sampleConfidence": 0.991919191919192,
      "shadowSharpeLike": 2.1454599398336427,
      "avgForwardReturns": {
        "1": 0.0031109390827067742,
        "5": 0.014328372015965124,
        "10": 0.02825633484173523
      },
      "shadowMaxDrawdown": -0.07447007733913369,
      "shadowTotalReturn": 0.46844747717126856,
      "avgForwardReturn1D": 0.0031109390827067742,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-11",
        "2025-07-14",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-08-14",
        "2025-08-15",
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      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 127,
        "10": 122
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014886760931467863,
        "5": 0.007725721093318583,
        "10": 0.01555915781721446
      }
    },
    {
      "topN": 4,
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      "hitRates": {
        "1": 0.5227272727272727,
        "5": 0.6904761904761905,
        "10": 0.6962025316455697
      },
      "hitRate1D": 0.5227272727272727,
      "comboQuality": 0.7827726059012062,
      "eligibleDays": 297,
      "fitnessScore": 0.6320174579074528,
      "lookbackDays": 63,
      "returnLift1D": 0.001833471481259133,
      "hitRateLift1D": 0.022727272727272707,
      "activationRate": 0.2996632996632997,
      "activationCount": 89,
      "baselineHitRates": {
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        "10": 0.6132404181184669
      },
      "sampleConfidence": 0.9880149812734083,
      "shadowSharpeLike": 1.8710080029537781,
      "avgForwardReturns": {
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        "5": 0.015716864180678143,
        "10": 0.028712663992713276
      },
      "shadowMaxDrawdown": -0.056066627244467315,
      "shadowTotalReturn": 0.3131798327521853,
      "avgForwardReturn1D": 0.003279388937680347,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-08-25",
        "2025-08-26",
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        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03"
      ],
      "horizonObservationCounts": {
        "1": 88,
        "5": 84,
        "10": 79
      },
      "baselineAvgForwardReturns": {
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        "5": 0.00808287867814929,
        "10": 0.016407270373745706
      }
    },
    {
      "topN": 5,
      "ticker": "APLE",
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        "10": 0.6066666666666667
      },
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      "comboQuality": 0.772975692009331,
      "eligibleDays": 330,
      "fitnessScore": 0.6195419114045438,
      "lookbackDays": 30,
      "returnLift1D": 0.0007068505604932353,
      "hitRateLift1D": -0.00791420542524518,
      "activationRate": 0.48484848484848486,
      "activationCount": 160,
      "baselineHitRates": {
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        "5": 0.5753846153846154,
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      "sampleConfidence": 0.9933333333333334,
      "shadowSharpeLike": 1.4176017551678612,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.12872869115751617,
      "shadowTotalReturn": 0.3208847999409752,
      "avgForwardReturn1D": 0.0019199550965098473,
      "riskOffActivations": 0,
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    },
    {
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      "sampleConfidence": 0.9864978902953587,
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      "sampleConfidence": 0.9956140350877194,
      "shadowSharpeLike": 1.0970194088826655,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.12436000280741566,
      "shadowTotalReturn": 0.23184660629243714,
      "avgForwardReturn1D": 0.0015784943118938503,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-03",
        "2025-07-07",
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        "2025-07-11",
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        "2025-07-16",
        "2025-07-17",
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      ],
      "horizonObservationCounts": {
        "1": 152,
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        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010815971760562992,
        "5": 0.005547775745440061,
        "10": 0.011467912780471398
      }
    },
    {
      "topN": 3,
      "ticker": "APLE",
      "hitRates": {
        "1": 0.48,
        "5": 0.6033057851239669,
        "10": 0.6120689655172413
      },
      "hitRate1D": 0.48,
      "comboQuality": 0.6549171813482041,
      "eligibleDays": 330,
      "fitnessScore": 0.49095935582630434,
      "lookbackDays": 30,
      "returnLift1D": 0.0008444511626646731,
      "hitRateLift1D": -0.018480243161094256,
      "activationRate": 0.3787878787878788,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.49848024316109424,
        "5": 0.5753846153846154,
        "10": 0.603125
      },
      "sampleConfidence": 0.9930666666666668,
      "shadowSharpeLike": 1.315046122602882,
      "avgForwardReturns": {
        "1": 0.002057555698681285,
        "5": 0.009365388967065109,
        "10": 0.018963417882932935
      },
      "shadowMaxDrawdown": -0.10745128364594636,
      "shadowTotalReturn": 0.25883482309806993,
      "avgForwardReturn1D": 0.002057555698681285,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25",
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        "2025-07-21",
        "2025-07-23"
      ],
      "horizonObservationCounts": {
        "1": 58,
        "5": 56,
        "10": 56
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007214297117332283,
        "5": 0.004798398654834265,
        "10": 0.009224146757977215
      }
    }
  ],
  "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": 0.48757672124999174,
      "fitnessScore": 0.3390652641378613,
      "lookbackDays": 14,
      "returnLift1D": 0.001007246204757554,
      "activationRate": 0.3096590909090909,
      "activationCount": 109,
      "sampleConfidence": 0.9975535168195719,
      "shadowTotalReturn": 0.1739013449514759,
      "avgForwardReturn1D": 0.0017286759164907824
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.6567127380616992,
      "fitnessScore": 0.49270940091439225,
      "lookbackDays": 21,
      "returnLift1D": 0.0004968971358375511,
      "activationRate": 0.44837758112094395,
      "activationCount": 152,
      "sampleConfidence": 0.9956140350877194,
      "shadowTotalReturn": 0.23184660629243714,
      "avgForwardReturn1D": 0.0015784943118938503
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.772975692009331,
      "fitnessScore": 0.6195419114045438,
      "lookbackDays": 30,
      "returnLift1D": 0.0007068505604932353,
      "activationRate": 0.48484848484848486,
      "activationCount": 160,
      "sampleConfidence": 0.9933333333333334,
      "shadowTotalReturn": 0.3208847999409752,
      "avgForwardReturn1D": 0.0019199550965098473
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9051438523248694,
      "fitnessScore": 0.8462611224832732,
      "lookbackDays": 45,
      "returnLift1D": 0.001622262989559988,
      "activationRate": 0.41904761904761906,
      "activationCount": 132,
      "sampleConfidence": 0.991919191919192,
      "shadowTotalReturn": 0.46844747717126856,
      "avgForwardReturn1D": 0.0031109390827067742
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.7827726059012062,
      "fitnessScore": 0.6320174579074528,
      "lookbackDays": 63,
      "returnLift1D": 0.001833471481259133,
      "activationRate": 0.2996632996632997,
      "activationCount": 89,
      "sampleConfidence": 0.9880149812734083,
      "shadowTotalReturn": 0.3131798327521853,
      "avgForwardReturn1D": 0.003279388937680347
    }
  ],
  "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": "b2956e51cdd9cff19cf996beaf1305736836e7a809ead1bc084be5cf54f263b5",
    "size": 13,
    "members": [
      "APLE",
      "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",
      "APLE"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "APLE",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "APLE",
    "hitRates": {
      "1": 0.5227272727272727,
      "5": 0.6904761904761905,
      "10": 0.6962025316455697
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    "hitRate1D": 0.5227272727272727,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.7676522736422937,
    "eligibleDays": 326,
    "fitnessScore": 0.612922394208925,
    "lookbackDays": 63,
    "returnLift1D": 0.0017674008593919239,
    "hitRateLift1D": 0.022727272727272707,
    "portfolioSize": 4,
    "activationRate": 0.26993865030674846,
    "activationCount": 88,
    "baselineHitRates": {
      "1": 0.5,
      "5": 0.5807453416149069,
      "10": 0.6088328075709779
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    "sampleConfidence": 0.9901515151515152,
    "shadowSharpeLike": 1.785012408871332,
    "avgForwardReturns": {
      "1": 0.003279388937680347,
      "5": 0.015716864180678143,
      "10": 0.028712663992713276
    },
    "shadowMaxDrawdown": -0.056066627244467315,
    "shadowTotalReturn": 0.3131798327521853,
    "avgForwardReturn1D": 0.003279388937680347,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-08-20",
      "2025-08-21",
      "2025-08-22",
      "2025-08-25",
      "2025-08-26",
      "2025-08-27",
      "2025-08-28",
      "2025-08-29",
      "2025-09-02",
      "2025-09-03"
    ],
    "horizonObservationCounts": {
      "1": 88,
      "5": 84,
      "10": 79
    },
    "baselineAvgForwardReturns": {
      "1": 0.001511988078288423,
      "5": 0.00807050240680345,
      "10": 0.01605495028523594
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7676522736422937,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.44601613361710807,
    "bestRawFitnessScore": 0.612922394208925,
    "upperQuartileComboQuality": 0.6586351973848633
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.6076335109929974,
    "rawScore": 0.6291505483631032,
    "confidence": 0.9315997182992595,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0.34942307049152305,
    "recommendedRegion": {
      "lookbackDays": [
        45,
        63
      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.8546872726185009,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "APLE",
      "hitRates": {
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        "5": 0.6904761904761905,
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      "hitRate1D": 0.5227272727272727,
      "rankWeights": [
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      ],
      "comboQuality": 0.7676522736422937,
      "eligibleDays": 326,
      "fitnessScore": 0.612922394208925,
      "lookbackDays": 63,
      "returnLift1D": 0.0017674008593919239,
      "hitRateLift1D": 0.022727272727272707,
      "portfolioSize": 4,
      "activationRate": 0.26993865030674846,
      "activationCount": 88,
      "baselineHitRates": {
        "1": 0.5,
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      "sampleConfidence": 0.9901515151515152,
      "shadowSharpeLike": 1.785012408871332,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.056066627244467315,
      "shadowTotalReturn": 0.3131798327521853,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03"
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      "horizonObservationCounts": {
        "1": 88,
        "5": 84,
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      },
      "baselineAvgForwardReturns": {
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        "5": 0.00807050240680345,
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    },
    {
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      "hitRates": {
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        "5": 0.6904761904761905,
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      "comboQuality": 0.7676522736422937,
      "eligibleDays": 326,
      "fitnessScore": 0.612922394208925,
      "lookbackDays": 63,
      "returnLift1D": 0.0017674008593919239,
      "hitRateLift1D": 0.022727272727272707,
      "portfolioSize": 5,
      "activationRate": 0.26993865030674846,
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        "10": 0.6088328075709779
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      "sampleConfidence": 0.9901515151515152,
      "shadowSharpeLike": 1.785012408871332,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.056066627244467315,
      "shadowTotalReturn": 0.3131798327521853,
      "avgForwardReturn1D": 0.003279388937680347,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03"
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      "horizonObservationCounts": {
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      "comboQuality": 0.7079932063638255,
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      "comboQuality": 0.7079932063638255,
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      "horizonObservationCounts": {
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      "avgForwardReturn1D": 0.0002545365456682074,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-02",
        "2025-09-03",
        "2025-09-04",
        "2025-09-05",
        "2025-09-08",
        "2025-09-09",
        "2026-01-09",
        "2026-01-12",
        "2026-01-13",
        "2026-04-29"
      ],
      "horizonObservationCounts": {
        "1": 42,
        "5": 38,
        "10": 33
      },
      "baselineAvgForwardReturns": {
        "1": 0.001511988078288423,
        "5": 0.00807050240680345,
        "10": 0.01605495028523594
      }
    },
    {
      "topN": 2,
      "ticker": "APLE",
      "hitRates": {
        "1": 0.3968253968253968,
        "5": 0.38095238095238093,
        "10": 0.3968253968253968
      },
      "hitRate1D": 0.3968253968253968,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.07038356049533931,
      "eligibleDays": 368,
      "fitnessScore": -0.21777871705070653,
      "lookbackDays": 21,
      "returnLift1D": -0.0013680140311792802,
      "hitRateLift1D": -0.08958764665286406,
      "portfolioSize": 2,
      "activationRate": 0.17119565217391305,
      "activationCount": 63,
      "baselineHitRates": {
        "1": 0.48641304347826086,
        "5": 0.5357142857142857,
        "10": 0.5403899721448467
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5022620290661075,
      "avgForwardReturns": {
        "1": -0.0007054676494017196,
        "5": -0.004877867649073644,
        "10": -0.0021813022495844937
      },
      "shadowMaxDrawdown": -0.1329526678781816,
      "shadowTotalReturn": -0.062202126243636635,
      "avgForwardReturn1D": -0.0007054676494017196,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28"
      ],
      "horizonObservationCounts": {
        "1": 63,
        "5": 63,
        "10": 63
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006625463817775606,
        "5": 0.0032425558510291285,
        "10": 0.006584077797126589
      }
    },
    {
      "topN": 2,
      "ticker": "APLE",
      "hitRates": {
        "1": 0.36065573770491804,
        "5": 0.5254237288135594,
        "10": 0.4067796610169492
      },
      "hitRate1D": 0.36065573770491804,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.05763168912822327,
      "eligibleDays": 375,
      "fitnessScore": -0.26475119451916423,
      "lookbackDays": 14,
      "returnLift1D": -0.0014202154468284536,
      "hitRateLift1D": -0.1246775956284153,
      "portfolioSize": 2,
      "activationRate": 0.16266666666666665,
      "activationCount": 61,
      "baselineHitRates": {
        "1": 0.48533333333333334,
        "5": 0.5390835579514824,
        "10": 0.5355191256830601
      },
      "sampleConfidence": 0.9956284153005465,
      "shadowSharpeLike": -0.48640329435024526,
      "avgForwardReturns": {
        "1": -0.0007404577731370229,
        "5": 0.003670392704906725,
        "10": 0.0008829967459425463
      },
      "shadowMaxDrawdown": -0.11202238877345694,
      "shadowTotalReturn": -0.06484039268200859,
      "avgForwardReturn1D": -0.0007404577731370229,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-01-30",
        "2025-02-07",
        "2025-02-10",
        "2025-07-03",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17"
      ],
      "horizonObservationCounts": {
        "1": 61,
        "5": 59,
        "10": 59
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006797576736914308,
        "5": 0.003356789165359292,
        "10": 0.006523043042536742
      }
    }
  ],
  "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": 0.40658988402045393,
      "fitnessScore": 0.26682223857432147,
      "lookbackDays": 14,
      "returnLift1D": 0.0007175615118810391,
      "activationRate": 0.304,
      "activationCount": 114,
      "sampleConfidence": 0.9976608187134504,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.13925873797820243,
      "avgForwardReturn1D": 0.0013973191855724699
    },
    {
      "comboQuality": 0.5465662527265521,
      "fitnessScore": 0.39109740016111055,
      "lookbackDays": 21,
      "returnLift1D": 0.0008527885579366986,
      "activationRate": 0.375,
      "activationCount": 138,
      "sampleConfidence": 0.9966183574879227,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.19277940854799325,
      "avgForwardReturn1D": 0.0015153349397142592
    },
    {
      "comboQuality": 0.6406366238173224,
      "fitnessScore": 0.4771882348361097,
      "lookbackDays": 30,
      "returnLift1D": 0.001360325037091591,
      "activationRate": 0.34818941504178275,
      "activationCount": 125,
      "sampleConfidence": 0.9930666666666668,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.25946455537575774,
      "avgForwardReturn1D": 0.002057555698681285
    },
    {
      "comboQuality": 0.7079932063638255,
      "fitnessScore": 0.5448446346531117,
      "lookbackDays": 45,
      "returnLift1D": 0.001508421985534076,
      "activationRate": 0.3313953488372093,
      "activationCount": 114,
      "sampleConfidence": 0.9923976608187135,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2907608523013161,
      "avgForwardReturn1D": 0.002421493712179725
    },
    {
      "comboQuality": 0.7676522736422937,
      "fitnessScore": 0.612922394208925,
      "lookbackDays": 63,
      "returnLift1D": 0.0017674008593919239,
      "activationRate": 0.26993865030674846,
      "activationCount": 88,
      "sampleConfidence": 0.9901515151515152,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.3131798327521853,
      "avgForwardReturn1D": 0.003279388937680347
    }
  ],
  "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": "b2956e51cdd9cff19cf996beaf1305736836e7a809ead1bc084be5cf54f263b5",
    "size": 13,
    "members": [
      "APLE",
      "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
0.355
Liquidity
0.572
Momentum
0.699
Relative strength
0.814
Trend quality
0.826
Stability
0.723
Aggression
0.343
Downside risk
0.656
Drawdown state
0.973
Quality momentum
0.751
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.595
Benchmark Independence 3m Score
0.662
Beta 1y Profile Score
0.294
Beta 3m Profile Score
0.234
Beta Change Score
0.425
Correlation Change Score
0.466
Current Drawdown Score
0.964
Days Since 52w High Score
0.036
Distance From 52w High Score
0.964
Distance From Sma 20 Score
0.509
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.653
Downside Volatility 1m Score
0.161
Downside Volatility 1y Score
0.189
Downside Volatility 2y Score
0.263
Downside Volatility 3m Score
0.162
Downside Volatility 5y Score
0.280
Downside Volatility 6m Score
0.210
Drawdown Recovery Score
1
Excess Return 1m Score
0.530
Excess Return 1y Score
0.893
Excess Return 3m Score
0.906
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.770
Log Avg Dollar Volume 20d Score
0.572
Log Market Cap Score
0.355
Drawdown Score 1m
0.790
Drawdown Score 1y
0.792
Drawdown Score 2y
0.591
Drawdown Score 3m
0.869
Drawdown Score 5y
0.670
Drawdown Score 6m
0.854
Momentum Acceleration 1m Vs 3m Score
0.254
Momentum Acceleration 3m Vs 6m Score
0.663
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.408
Relative Strength Slope 3m Score
0.770
Relative Volume 20d Score
0.237
Return 1m Score
0.575
Return 1w Score
0.484
Return 1y Score
0.787
Return 2y Score
0.386
Return 3m Score
0.946
Return 5y Score
0.111
Return 6m Score
0.850
Return Skewness 1y Score
0.577
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.971
Sharpe 1y Score
0.754
Sharpe 2y Score
0.540
Sharpe 3m Score
1
Sharpe 5y Score
0.481
Sharpe 6m Score
1
Sortino 1m Score
0.775
Sortino 1y Score
0.638
Sortino 2y Score
0.469
Sortino 3m Score
1
Sortino 5y Score
0.428
Sortino 6m Score
0.815
Trend R2 1m Score
0.301
Trend R2 1w Score
0.089
Trend R2 1y Score
0.555
Trend R2 2y Score
0.000
Trend R2 3m Score
0.960
Trend R2 5y Score
0.008
Trend R2 6m Score
0.789
Trend Slope 1m Score
0.604
Trend Slope 1w Score
0.372
Trend Slope 1y Score
0.576
Trend Slope 2y Score
0.500
Trend Slope 3m Score
0.845
Trend Slope 5y Score
0.501
Trend Slope 6m Score
0.699
Volatility 1m Score
0.189
Volatility 1w Score
0.272
Volatility 1y Score
0.237
Volatility 2y Score
0.289
Volatility 3m Score
0.235
Volatility 5y Score
0.296
Volatility 6m Score
0.246
Worst Day 1y Score
0.828
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
51,838,063.325
Best Day 1y
0.045
Beta To Benchmark 1y
0.736
Beta 3m
0.585
Beta Change
-0.151
Beta To Sector 1y
0.835
Correlation To Benchmark 1y
0.405
Correlation 3m
0.338
Correlation Change
-0.067
Correlation To Sector 1y
0.523
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.595
Benchmark Independence 3m Score
0.662
Beta 1y Profile Score
0.294
Beta 3m Profile Score
0.234
Beta Change Score
0.425
Correlation Change Score
0.466
Current Drawdown Score
0.964
Distance From Sma 20 Score
0.509
Distance From Sma 200 Score
1
Current Drawdown
-0.024
Days Since 52w High
9
Distance From 52w High
-0.024
Distance From Sma 20
0.005
Distance From Sma 200
0.329
Distance From Sma 50
0.092
Downside Capture 1y
1.368
Downside Volatility 1m
0.171
Downside Volatility 1w
-
Downside Volatility 1y
0.192
Downside Volatility 2y
0.247
Downside Volatility 3m
0.171
Downside Volatility 5y
0.260
Downside Volatility 6m
0.207
Drawdown Recovery
1
Excess Return 1m
0.018
Excess Return 1y
0.236
Excess Return 3m
0.244
Excess Return 6m
0.320
Expected Shortfall 95 1y
-0.023
Market Cap
3,865,606,196.75
Max Drawdown 1m
-0.052
Max Drawdown 1w
-0.034
Max Drawdown 1y
-0.135
Max Drawdown 2y
-0.328
Max Drawdown 3m
-0.052
Max Drawdown 5y
-0.330
Max Drawdown 6m
-0.080
Momentum Acceleration 1m Vs 3m
-0.074
Momentum Acceleration 3m Vs 6m
0.049
Moving Average Alignment
1
Relative Strength Acceleration
-0.001
Relative Strength Slope 3m
0.004
Relative Volume 20d
0.940
Return 1m
0.045
Return 1w
-0.005
Return 1y
0.459
Return 2y
0.353
Return 3m
0.357
Return 5y
0.444
Return 6m
0.420
Return Skewness 1y
0.463
Sector Excess Return 1y
0.348
Sharpe 1m
2.857
Sharpe 1y
1.772
Sharpe 2y
0.698
Sharpe 3m
5.519
Sharpe 5y
0.405
Sharpe 6m
3.111
Sortino 1m
3.203
Sortino 1y
2.104
Sortino 2y
0.754
Sortino 3m
7.286
Sortino 5y
0.424
Sortino 6m
3.522
Trend R2 1m
0.301
Trend R2 1w
0.089
Trend R2 1y
0.555
Trend R2 2y
0.000
Trend R2 3m
0.960
Trend R2 5y
0.008
Trend R2 6m
0.789
Trend 1m
0.002
Trend 1w
-0.002
Trend 1y
0.001
Trend 2y
-0.000
Trend 3m
0.006
Trend 5y
0.000
Trend 6m
0.003
Upside Capture 1y
0.872
Value At Risk 95 1y
-0.019
Volatility 1m
0.192
Volatility 1w
0.254
Volatility 1y
0.228
Volatility 2y
0.267
Volatility 3m
0.226
Volatility 5y
0.272
Volatility 6m
0.235
Worst Day 1y
-0.034
Distance From Sma 50 Score
0.653
Downside Volatility 1y Score
0.189
Downside Volatility 3m Score
0.162
Drawdown Recovery Score
1
Excess Return 1m Score
0.530
Excess Return 1y Score
0.893
Excess Return 3m Score
0.906
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.770
Log Avg Dollar Volume 20d Score
0.572
Log Market Cap Score
0.355
Drawdown Score 1y
0.792
Drawdown Score 5y
0.670
Momentum Acceleration 1m Vs 3m Score
0.254
Momentum Acceleration 3m Vs 6m Score
0.663
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.408
Relative Volume 20d Score
0.237
Return 1m Score
0.575
Return 1y Score
0.787
Return 3m Score
0.946
Return 6m Score
0.850
Return Skewness 1y Score
0.577
Sortino 1y Score
0.638
Sortino 3m Score
1
Trend R2 1y Score
0.555
Trend R2 3m Score
0.960
Trend Slope 1y Score
0.576
Trend Slope 3m Score
0.845
Volatility 1y Score
0.237
Volatility 3m Score
0.235