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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

APO

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

Research Detail

APO

APO

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
1.169
Correlation To Benchmark 1y
0.409
Inverse To Benchmark 1y
0.591
Drawdown Score 1m
0.307
Drawdown Score 3m
0.567
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
0.434
Drawdown Score 1y
0.462
Drawdown Score 2y
0.465
Drawdown Score 5y
0.572
Return 1w
0.015
Return 1m
-0.093
Return 3m
0.130
Return 6m
-0.159
Return 1y
-0.166
Return 2y
0.044
Return 5y
1.113
Sharpe 1m
-3.060
Sharpe 3m
1.502
Sharpe 6m
-0.687
Sharpe 1y
-0.327
Sharpe 2y
0.255
Sharpe 5y
0.589
Trend 1w
0.000
Trend 1m
-0.008
Trend 3m
0.001
Trend 6m
-0.000
Trend 1y
-0.001
Trend 2y
-0.000
Trend 5y
0.001
Volatility 1w
0.329
Volatility 1m
0.362
Volatility 3m
0.369
Volatility 6m
0.392
Volatility 1y
0.359
Volatility 2y
0.403
Volatility 5y
0.373
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
APO
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
Financials
Sector Benchmark Ticker
XLF
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
0.218
Aptet Fit Raw Score
0.233
Aptet Fit Confidence
0.874
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.241
Force Fit Raw Score
0.255
Force Fit Confidence
0.887
Force Fit Label
poor
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",
      "APO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "APO",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "APO",
    "hitRates": {
      "1": 0.49606299212598426,
      "5": 0.5039370078740157,
      "10": 0.47244094488188976
    },
    "hitRate1D": 0.49606299212598426,
    "comboQuality": 0.3935165913386014,
    "eligibleDays": 330,
    "fitnessScore": 0.25483808883431447,
    "lookbackDays": 30,
    "returnLift1D": 0.0010872490477097077,
    "hitRateLift1D": -0.02673336045760233,
    "activationRate": 0.38484848484848483,
    "activationCount": 127,
    "baselineHitRates": {
      "1": 0.5227963525835866,
      "5": 0.47384615384615386,
      "10": 0.515625
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.4522129445918611,
    "avgForwardReturns": {
      "1": 0.0010593565443546072,
      "5": 0.0030170871522231892,
      "10": -0.0004014604888712117
    },
    "shadowMaxDrawdown": -0.2151456116040349,
    "shadowTotalReturn": 0.10035101234813126,
    "avgForwardReturn1D": 0.0010593565443546072,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-21",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-13",
      "2025-05-14",
      "2025-05-16",
      "2025-05-19",
      "2025-05-20"
    ],
    "horizonObservationCounts": {
      "1": 127,
      "5": 127,
      "10": 127
    },
    "baselineAvgForwardReturns": {
      "1": -0.000027892503355100402,
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      "10": 0.001769708130908701
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.3935165913386014,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.13256950517947264,
    "bestRawFitnessScore": 0.25483808883431447,
    "upperQuartileComboQuality": 0.1853429493485352
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2183036541821811,
    "rawScore": 0.23296241907073262,
    "confidence": 0.8741533939506286,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.3728569548050978,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "APO",
      "hitRates": {
        "1": 0.49606299212598426,
        "5": 0.5039370078740157,
        "10": 0.47244094488188976
      },
      "hitRate1D": 0.49606299212598426,
      "comboQuality": 0.3935165913386014,
      "eligibleDays": 330,
      "fitnessScore": 0.25483808883431447,
      "lookbackDays": 30,
      "returnLift1D": 0.0010872490477097077,
      "hitRateLift1D": -0.02673336045760233,
      "activationRate": 0.38484848484848483,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.5227963525835866,
        "5": 0.47384615384615386,
        "10": 0.515625
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4522129445918611,
      "avgForwardReturns": {
        "1": 0.0010593565443546072,
        "5": 0.0030170871522231892,
        "10": -0.0004014604888712117
      },
      "shadowMaxDrawdown": -0.2151456116040349,
      "shadowTotalReturn": 0.10035101234813126,
      "avgForwardReturn1D": 0.0010593565443546072,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-13",
        "2025-05-14",
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        "2025-05-19",
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      ],
      "horizonObservationCounts": {
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        "10": 127
      },
      "baselineAvgForwardReturns": {
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        "10": 0.001769708130908701
      }
    },
    {
      "topN": 4,
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      "hitRates": {
        "1": 0.48760330578512395,
        "5": 0.5206611570247934,
        "10": 0.48760330578512395
      },
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      "comboQuality": 0.3510833949257475,
      "eligibleDays": 330,
      "fitnessScore": 0.21485830688567864,
      "lookbackDays": 30,
      "returnLift1D": 0.0010956760030419212,
      "hitRateLift1D": -0.035193046798462635,
      "activationRate": 0.36666666666666664,
      "activationCount": 121,
      "baselineHitRates": {
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        "10": 0.515625
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.44060393176145796,
      "avgForwardReturns": {
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        "5": 0.0047188942901198495,
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      },
      "shadowMaxDrawdown": -0.2469847553628135,
      "shadowTotalReturn": 0.0956145415181362,
      "avgForwardReturn1D": 0.0010677834996868207,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-21",
        "2025-07-07",
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      ],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
      "ticker": "APO",
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      },
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      "comboQuality": 0.30539946320239997,
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      "fitnessScore": 0.1692224188336004,
      "lookbackDays": 30,
      "returnLift1D": 0.0008961337322763415,
      "hitRateLift1D": -0.03205561184284583,
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      "shadowTotalReturn": 0.06380208788681307,
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      "riskOffActivations": 0,
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    },
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.18735640437422307,
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      "activationDatesSample": [
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        "2025-06-12",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
        "1": 0.00018852863871977055,
        "5": 0.000004550189887631007,
        "10": -0.00060169715962602
      }
    },
    {
      "topN": 2,
      "ticker": "APO",
      "hitRates": {
        "1": 0.5333333333333333,
        "5": 0.13333333333333333,
        "10": 0
      },
      "hitRate1D": 0.5333333333333333,
      "comboQuality": 0.1513007021195967,
      "eligibleDays": 297,
      "fitnessScore": -0.02937584923138258,
      "lookbackDays": 63,
      "returnLift1D": -0.0010957022503324462,
      "hitRateLift1D": 0.01644144144144144,
      "activationRate": 0.050505050505050504,
      "activationCount": 15,
      "baselineHitRates": {
        "1": 0.5168918918918919,
        "5": 0.4691780821917808,
        "10": 0.49825783972125437
      },
      "sampleConfidence": 0.9263139720814413,
      "shadowSharpeLike": -0.2724174562092046,
      "avgForwardReturns": {
        "1": -0.0014394785239268515,
        "5": -0.024050010608713108,
        "10": -0.06111795173786937
      },
      "shadowMaxDrawdown": -0.09207597708443394,
      "shadowTotalReturn": -0.026473241714189966,
      "avgForwardReturn1D": -0.0014394785239268515,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-12-31",
        "2026-01-02",
        "2026-01-05",
        "2026-01-06",
        "2026-01-07",
        "2026-01-08",
        "2026-01-09",
        "2026-01-12",
        "2026-01-13",
        "2026-01-14"
      ],
      "horizonObservationCounts": {
        "1": 15,
        "5": 15,
        "10": 15
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        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-02",
        "2025-04-03",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 91,
        "5": 90,
        "10": 90
      },
      "baselineAvgForwardReturns": {
        "1": 0.00008045632342334035,
        "5": 0.0003312159169287888,
        "10": -0.0015358147602032096
      }
    }
  ],
  "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": 0.07994114202917663,
      "fitnessScore": -0.18749234105414073,
      "lookbackDays": 14,
      "returnLift1D": -0.001262546687374374,
      "activationRate": 0.32954545454545453,
      "activationCount": 116,
      "sampleConfidence": 0.9988505747126437,
      "shadowTotalReturn": -0.1734203482082417,
      "avgForwardReturn1D": -0.0011820903639510336
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.23283502516337506,
      "fitnessScore": 0.08767822313628457,
      "lookbackDays": 21,
      "returnLift1D": 0.0006653505411501267,
      "activationRate": 0.2182890855457227,
      "activationCount": 74,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.013853600934298438,
      "avgForwardReturn1D": 0.000635303166427867
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.3935165913386014,
      "fitnessScore": 0.25483808883431447,
      "lookbackDays": 30,
      "returnLift1D": 0.0010872490477097077,
      "activationRate": 0.38484848484848483,
      "activationCount": 127,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.10035101234813126,
      "avgForwardReturn1D": 0.0010593565443546072
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.1848788617204872,
      "fitnessScore": 0.02360009561337441,
      "lookbackDays": 45,
      "returnLift1D": -0.00007313798101282976,
      "activationRate": 0.31746031746031744,
      "activationCount": 100,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.021000282921495583,
      "avgForwardReturn1D": 0.0001153906577069408
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.1513007021195967,
      "fitnessScore": -0.02937584923138258,
      "lookbackDays": 63,
      "returnLift1D": -0.0010957022503324462,
      "activationRate": 0.050505050505050504,
      "activationCount": 15,
      "sampleConfidence": 0.9263139720814413,
      "shadowTotalReturn": -0.026473241714189966,
      "avgForwardReturn1D": -0.0014394785239268515
    }
  ],
  "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": "f599677d8db7663b68c0ca21204a906f1ea2d2db6f406afa70f87e964059ecf6",
    "size": 13,
    "members": [
      "APO",
      "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",
      "APO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "APO",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "APO",
    "hitRates": {
      "1": 0.48760330578512395,
      "5": 0.5206611570247934,
      "10": 0.48760330578512395
    },
    "hitRate1D": 0.48760330578512395,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.33787848302348034,
    "eligibleDays": 359,
    "fitnessScore": 0.2019921870095293,
    "lookbackDays": 30,
    "returnLift1D": 0.0015363970824770052,
    "hitRateLift1D": -0.019360482515711708,
    "portfolioSize": 4,
    "activationRate": 0.3370473537604457,
    "activationCount": 121,
    "baselineHitRates": {
      "1": 0.5069637883008357,
      "5": 0.4591549295774648,
      "10": 0.49714285714285716
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.4224719411762617,
    "avgForwardReturns": {
      "1": 0.0010677834996868207,
      "5": 0.0047188942901198495,
      "10": 0.0012407546018186311
    },
    "shadowMaxDrawdown": -0.2469847553628135,
    "shadowTotalReturn": 0.0956145415181362,
    "avgForwardReturn1D": 0.0010677834996868207,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-21",
      "2025-04-25",
      "2025-04-30",
      "2025-05-16",
      "2025-05-19",
      "2025-05-20",
      "2025-05-21",
      "2025-07-07",
      "2025-07-08",
      "2025-07-09"
    ],
    "horizonObservationCounts": {
      "1": 121,
      "5": 121,
      "10": 121
    },
    "baselineAvgForwardReturns": {
      "1": -0.00046861358279018454,
      "5": -0.0021676428779728208,
      "10": -0.0035050539454257587
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.33787848302348034,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.12845144985624685,
    "bestRawFitnessScore": 0.2019921870095293,
    "upperQuartileComboQuality": 0.17653168284433174
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.24100960893336476,
    "rawScore": 0.25540712636333457,
    "confidence": 0.8872582951386538,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.5460592662811541,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "APO",
      "hitRates": {
        "1": 0.48760330578512395,
        "5": 0.5206611570247934,
        "10": 0.48760330578512395
      },
      "hitRate1D": 0.48760330578512395,
      "rankWeights": [
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      ],
      "comboQuality": 0.33787848302348034,
      "eligibleDays": 359,
      "fitnessScore": 0.2019921870095293,
      "lookbackDays": 30,
      "returnLift1D": 0.0015363970824770052,
      "hitRateLift1D": -0.019360482515711708,
      "portfolioSize": 4,
      "activationRate": 0.3370473537604457,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.5069637883008357,
        "5": 0.4591549295774648,
        "10": 0.49714285714285716
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4224719411762617,
      "avgForwardReturns": {
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        "5": 0.0047188942901198495,
        "10": 0.0012407546018186311
      },
      "shadowMaxDrawdown": -0.2469847553628135,
      "shadowTotalReturn": 0.0956145415181362,
      "avgForwardReturn1D": 0.0010677834996868207,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "2025-04-25",
        "2025-04-30",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 121,
        "10": 121
      },
      "baselineAvgForwardReturns": {
        "1": -0.00046861358279018454,
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        "10": -0.0035050539454257587
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    },
    {
      "topN": 5,
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      "hitRates": {
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        "5": 0.5206611570247934,
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      "hitRate1D": 0.48760330578512395,
      "rankWeights": [
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      "comboQuality": 0.33787848302348034,
      "eligibleDays": 359,
      "fitnessScore": 0.2019921870095293,
      "lookbackDays": 30,
      "returnLift1D": 0.0015363970824770052,
      "hitRateLift1D": -0.019360482515711708,
      "portfolioSize": 5,
      "activationRate": 0.3370473537604457,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.5069637883008357,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4224719411762617,
      "avgForwardReturns": {
        "1": 0.0010677834996868207,
        "5": 0.0047188942901198495,
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      "shadowMaxDrawdown": -0.2469847553628135,
      "shadowTotalReturn": 0.0956145415181362,
      "avgForwardReturn1D": 0.0010677834996868207,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "2025-04-25",
        "2025-04-30",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09"
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      "horizonObservationCounts": {
        "1": 121,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "comboQuality": 0.2949068327663513,
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      "horizonObservationCounts": {
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      "comboQuality": 0.22859392680374788,
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      "fitnessScore": 0.08242109838767653,
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      "returnLift1D": 0.0011595186930854497,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "horizonObservationCounts": {
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      "shadowTotalReturn": -0.25734038729596165,
      "avgForwardReturn1D": -0.0026427871495833125,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 94,
        "5": 93,
        "10": 93
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005536832757295746,
        "5": -0.002964379847871913,
        "10": -0.0058894631073181155
      }
    },
    {
      "topN": 4,
      "ticker": "APO",
      "hitRates": {
        "1": 0.4444444444444444,
        "5": 0.40298507462686567,
        "10": 0.44360902255639095
      },
      "hitRate1D": 0.4444444444444444,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.029337906926129424,
      "eligibleDays": 375,
      "fitnessScore": -0.4198015549926268,
      "lookbackDays": 14,
      "returnLift1D": -0.0016643829198679395,
      "hitRateLift1D": -0.059555555555555584,
      "portfolioSize": 4,
      "activationRate": 0.36,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.504,
        "5": 0.4474393530997305,
        "10": 0.47540983606557374
      },
      "sampleConfidence": 0.9985185185185186,
      "shadowSharpeLike": -1.0011277366496523,
      "avgForwardReturns": {
        "1": -0.002218066195597514,
        "5": -0.011868786052793753,
        "10": -0.015746329331919367
      },
      "shadowMaxDrawdown": -0.3042442025418596,
      "shadowTotalReturn": -0.30190831562716514,
      "avgForwardReturn1D": -0.002218066195597514,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 134,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005536832757295746,
        "5": -0.002964379847871913,
        "10": -0.0058894631073181155
      }
    },
    {
      "topN": 5,
      "ticker": "APO",
      "hitRates": {
        "1": 0.4444444444444444,
        "5": 0.40298507462686567,
        "10": 0.44360902255639095
      },
      "hitRate1D": 0.4444444444444444,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.029337906926129424,
      "eligibleDays": 375,
      "fitnessScore": -0.4198015549926268,
      "lookbackDays": 14,
      "returnLift1D": -0.0016643829198679395,
      "hitRateLift1D": -0.059555555555555584,
      "portfolioSize": 5,
      "activationRate": 0.36,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.504,
        "5": 0.4474393530997305,
        "10": 0.47540983606557374
      },
      "sampleConfidence": 0.9985185185185186,
      "shadowSharpeLike": -1.0011277366496523,
      "avgForwardReturns": {
        "1": -0.002218066195597514,
        "5": -0.011868786052793753,
        "10": -0.015746329331919367
      },
      "shadowMaxDrawdown": -0.3042442025418596,
      "shadowTotalReturn": -0.30190831562716514,
      "avgForwardReturn1D": -0.002218066195597514,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 134,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005536832757295746,
        "5": -0.002964379847871913,
        "10": -0.0058894631073181155
      }
    }
  ],
  "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": 0.06924232231652802,
      "fitnessScore": -0.22164507219478213,
      "lookbackDays": 14,
      "returnLift1D": -0.0007940653802447211,
      "activationRate": 0.31733333333333336,
      "activationCount": 119,
      "sampleConfidence": 0.9988795518207283,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.19345325865513496,
      "avgForwardReturn1D": -0.0013477486559742957
    },
    {
      "comboQuality": 0.22859392680374788,
      "fitnessScore": 0.08242109838767653,
      "lookbackDays": 21,
      "returnLift1D": 0.0011595186930854497,
      "activationRate": 0.20108695652173914,
      "activationCount": 74,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.013853600934298438,
      "avgForwardReturn1D": 0.000635303166427867
    },
    {
      "comboQuality": 0.33787848302348034,
      "fitnessScore": 0.2019921870095293,
      "lookbackDays": 30,
      "returnLift1D": 0.0015363970824770052,
      "activationRate": 0.3370473537604457,
      "activationCount": 121,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.0956145415181362,
      "avgForwardReturn1D": 0.0010677834996868207
    },
    {
      "comboQuality": 0.17520108457406028,
      "fitnessScore": 0.00917484526982057,
      "lookbackDays": 45,
      "returnLift1D": -0.00011574008225160803,
      "activationRate": 0.29069767441860467,
      "activationCount": 100,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.021000282921495583,
      "avgForwardReturn1D": 0.0001153906577069408
    },
    {
      "comboQuality": 0.14771137378319138,
      "fitnessScore": -0.03558630881653137,
      "lookbackDays": 63,
      "returnLift1D": -0.0017011382332394556,
      "activationRate": 0.046012269938650305,
      "activationCount": 15,
      "sampleConfidence": 0.9263139720814413,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.026473241714189966,
      "avgForwardReturn1D": -0.0014394785239268515
    }
  ],
  "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": "f599677d8db7663b68c0ca21204a906f1ea2d2db6f406afa70f87e964059ecf6",
    "size": 13,
    "members": [
      "APO",
      "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
0.634
Liquidity
0.927
Momentum
0.430
Relative strength
0.255
Trend quality
0.127
Stability
0.506
Aggression
0.403
Downside risk
0.539
Drawdown state
0.583
Quality momentum
0.332
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.591
Benchmark Independence 3m Score
0.580
Beta 1y Profile Score
0.468
Beta 3m Profile Score
0.474
Beta Change Score
0.508
Correlation Change Score
0.506
Current Drawdown Score
0.521
Days Since 52w High Score
0.976
Distance From 52w High Score
0.667
Distance From Sma 20 Score
0.427
Distance From Sma 200 Score
0.415
Distance From Sma 50 Score
0.398
Downside Volatility 1m Score
0.494
Downside Volatility 1y Score
0.436
Downside Volatility 2y Score
0.489
Downside Volatility 3m Score
0.358
Downside Volatility 5y Score
0.455
Downside Volatility 6m Score
0.479
Drawdown Recovery Score
0.793
Excess Return 1m Score
0.300
Excess Return 1y Score
0
Excess Return 3m Score
0.527
Excess Return 6m Score
0.067
Expected Shortfall 95 1y Score
0.462
Log Avg Dollar Volume 20d Score
0.927
Log Market Cap Score
0.634
Drawdown Score 1m
0.307
Drawdown Score 1y
0.462
Drawdown Score 2y
0.465
Drawdown Score 3m
0.567
Drawdown Score 5y
0.572
Drawdown Score 6m
0.434
Momentum Acceleration 1m Vs 3m Score
0.045
Momentum Acceleration 3m Vs 6m Score
0.732
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.460
Relative Volume 20d Score
0.325
Return 1m Score
0.345
Return 1w Score
0.549
Return 1y Score
0.396
Return 2y Score
0.298
Return 3m Score
0.662
Return 5y Score
0.163
Return 6m Score
0.368
Return Skewness 1y Score
0.459
Sector Excess Return 1y Score
0.090
Sharpe 1m Score
0
Sharpe 1y Score
0.335
Sharpe 2y Score
0.451
Sharpe 3m Score
0.700
Sharpe 5y Score
0.518
Sharpe 6m Score
0.263
Sortino 1m Score
0.046
Sortino 1y Score
0.336
Sortino 2y Score
0.406
Sortino 3m Score
0.593
Sortino 5y Score
0.445
Sortino 6m Score
0.293
Trend R2 1m Score
0.654
Trend R2 1w Score
0.000
Trend R2 1y Score
0.228
Trend R2 2y Score
0.028
Trend R2 3m Score
0.029
Trend R2 5y Score
0.790
Trend R2 6m Score
0.000
Trend Slope 1m Score
0
Trend Slope 1w Score
0.508
Trend Slope 1y Score
0.462
Trend Slope 2y Score
0.491
Trend Slope 3m Score
0.534
Trend Slope 5y Score
0.560
Trend Slope 6m Score
0.498
Volatility 1m Score
0.416
Volatility 1w Score
0.372
Volatility 1y Score
0.412
Volatility 2y Score
0.471
Volatility 3m Score
0.426
Volatility 5y Score
0.430
Volatility 6m Score
0.456
Worst Day 1y Score
0.572
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
603,469,171.522
Best Day 1y
0.055
Beta To Benchmark 1y
1.169
Beta 3m
1.186
Beta Change
0.017
Beta To Sector 1y
1.379
Correlation To Benchmark 1y
0.409
Correlation 3m
0.420
Correlation Change
0.011
Correlation To Sector 1y
0.568
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.591
Benchmark Independence 3m Score
0.580
Beta 1y Profile Score
0.468
Beta 3m Profile Score
0.474
Beta Change Score
0.508
Correlation Change Score
0.506
Current Drawdown Score
0.521
Distance From Sma 20 Score
0.427
Distance From Sma 200 Score
0.415
Current Drawdown
-0.311
Days Since 52w High
246
Distance From 52w High
-0.217
Distance From Sma 20
-0.044
Distance From Sma 200
-0.051
Distance From Sma 50
-0.061
Downside Capture 1y
0.657
Downside Volatility 1m
0.420
Downside Volatility 1w
-
Downside Volatility 1y
0.377
Downside Volatility 2y
0.417
Downside Volatility 3m
0.318
Downside Volatility 5y
0.391
Downside Volatility 6m
0.410
Drawdown Recovery
0.586
Excess Return 1m
-0.120
Excess Return 1y
-0.389
Excess Return 3m
0.016
Excess Return 6m
-0.260
Expected Shortfall 95 1y
-0.054
Market Cap
68,651,706,503.675
Max Drawdown 1m
-0.173
Max Drawdown 1w
-0.033
Max Drawdown 1y
-0.350
Max Drawdown 2y
-0.428
Max Drawdown 3m
-0.173
Max Drawdown 5y
-0.428
Max Drawdown 6m
-0.311
Momentum Acceleration 1m Vs 3m
-0.136
Momentum Acceleration 3m Vs 6m
0.070
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.008
Relative Strength Slope 3m
-0.001
Relative Volume 20d
1.177
Return 1m
-0.093
Return 1w
0.015
Return 1y
-0.166
Return 2y
0.044
Return 3m
0.130
Return 5y
1.113
Return 6m
-0.159
Return Skewness 1y
-0.248
Sector Excess Return 1y
-0.246
Sharpe 1m
-3.060
Sharpe 1y
-0.327
Sharpe 2y
0.255
Sharpe 3m
1.502
Sharpe 5y
0.589
Sharpe 6m
-0.687
Sortino 1m
-2.634
Sortino 1y
-0.311
Sortino 2y
0.246
Sortino 3m
1.742
Sortino 5y
0.561
Sortino 6m
-0.658
Trend R2 1m
0.654
Trend R2 1w
0.000
Trend R2 1y
0.228
Trend R2 2y
0.028
Trend R2 3m
0.029
Trend R2 5y
0.790
Trend R2 6m
0.000
Trend 1m
-0.008
Trend 1w
0.000
Trend 1y
-0.001
Trend 2y
-0.000
Trend 3m
0.001
Trend 5y
0.001
Trend 6m
-0.000
Upside Capture 1y
1.038
Value At Risk 95 1y
-0.042
Volatility 1m
0.362
Volatility 1w
0.329
Volatility 1y
0.359
Volatility 2y
0.403
Volatility 3m
0.369
Volatility 5y
0.373
Volatility 6m
0.392
Worst Day 1y
-0.086
Distance From Sma 50 Score
0.398
Downside Volatility 1y Score
0.436
Downside Volatility 3m Score
0.358
Drawdown Recovery Score
0.793
Excess Return 1m Score
0.300
Excess Return 1y Score
0
Excess Return 3m Score
0.527
Excess Return 6m Score
0.067
Expected Shortfall 95 1y Score
0.462
Log Avg Dollar Volume 20d Score
0.927
Log Market Cap Score
0.634
Drawdown Score 1y
0.462
Drawdown Score 5y
0.572
Momentum Acceleration 1m Vs 3m Score
0.045
Momentum Acceleration 3m Vs 6m Score
0.732
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.325
Return 1m Score
0.345
Return 1y Score
0.396
Return 3m Score
0.662
Return 6m Score
0.368
Return Skewness 1y Score
0.459
Sortino 1y Score
0.336
Sortino 3m Score
0.593
Trend R2 1y Score
0.228
Trend R2 3m Score
0.029
Trend Slope 1y Score
0.462
Trend Slope 3m Score
0.534
Volatility 1y Score
0.412
Volatility 3m Score
0.426