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Vectors

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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

APTV

Consumer Discretionary | v2 | as of 2026-07-10
Close

Research Detail

APTV

APTV

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
1.445
Correlation To Benchmark 1y
0.457
Inverse To Benchmark 1y
0.543
Drawdown Score 1m
0.421
Drawdown Score 3m
0.406
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
0.260
Drawdown Score 1y
0.374
Drawdown Score 2y
0.491
Drawdown Score 5y
0.269
Return 1w
0.029
Return 1m
-0.116
Return 3m
0.007
Return 6m
-0.263
Return 1y
-0.146
Return 2y
-0.137
Return 5y
-0.618
Sharpe 1m
-3.523
Sharpe 3m
0.303
Sharpe 6m
-1.047
Sharpe 1y
-0.199
Sharpe 2y
0.014
Sharpe 5y
-0.279
Trend 1w
0.004
Trend 1m
-0.007
Trend 3m
0.001
Trend 6m
-0.003
Trend 1y
-0.001
Trend 2y
0.000
Trend 5y
-0.001
Volatility 1w
0.239
Volatility 1m
0.396
Volatility 3m
0.494
Volatility 6m
0.474
Volatility 1y
0.397
Volatility 2y
0.395
Volatility 5y
0.401
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
APTV
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:34 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Discretionary
Sector Benchmark Ticker
XLY
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
0.357
Aptet Fit Raw Score
0.377
Aptet Fit Confidence
0.892
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.328
Force Fit Raw Score
0.346
Force Fit Confidence
0.893
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:34 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "APTV"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "APTV",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "APTV",
    "hitRates": {
      "1": 0.5125,
      "5": 0.5555555555555556,
      "10": 0.5555555555555556
    },
    "hitRate1D": 0.5125,
    "comboQuality": 0.7223944575863227,
    "eligibleDays": 352,
    "fitnessScore": 0.5604014299090365,
    "lookbackDays": 14,
    "returnLift1D": 0.00417260729425108,
    "hitRateLift1D": 0.029642857142857082,
    "activationRate": 0.23011363636363635,
    "activationCount": 81,
    "baselineHitRates": {
      "1": 0.4828571428571429,
      "5": 0.476878612716763,
      "10": 0.4766081871345029
    },
    "sampleConfidence": 0.9991769547325103,
    "shadowSharpeLike": 1.1515225281148693,
    "avgForwardReturns": {
      "1": 0.004131444612566546,
      "5": 0.003183174010742304,
      "10": 0.004084845440597534
    },
    "shadowMaxDrawdown": -0.15126272836167343,
    "shadowTotalReturn": 0.3339199884165691,
    "avgForwardReturn1D": 0.004131444612566546,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-10",
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      "2025-02-17",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08"
    ],
    "horizonObservationCounts": {
      "1": 80,
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    },
    "baselineAvgForwardReturns": {
      "1": -0.00004116268168453452,
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      "10": 0.0018479345437064155
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7223944575863227,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.24408014919301996,
    "bestRawFitnessScore": 0.5604014299090365,
    "upperQuartileComboQuality": 0.3474432479104687
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.3568182155822247,
    "rawScore": 0.37728213578106246,
    "confidence": 0.8915192729362992,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0.15010182549501264,
    "recommendedRegion": {
      "topNs": [
        2,
        3
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.4221504774414443,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "APTV",
      "hitRates": {
        "1": 0.5125,
        "5": 0.5555555555555556,
        "10": 0.5555555555555556
      },
      "hitRate1D": 0.5125,
      "comboQuality": 0.7223944575863227,
      "eligibleDays": 352,
      "fitnessScore": 0.5604014299090365,
      "lookbackDays": 14,
      "returnLift1D": 0.00417260729425108,
      "hitRateLift1D": 0.029642857142857082,
      "activationRate": 0.23011363636363635,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.4828571428571429,
        "5": 0.476878612716763,
        "10": 0.4766081871345029
      },
      "sampleConfidence": 0.9991769547325103,
      "shadowSharpeLike": 1.1515225281148693,
      "avgForwardReturns": {
        "1": 0.004131444612566546,
        "5": 0.003183174010742304,
        "10": 0.004084845440597534
      },
      "shadowMaxDrawdown": -0.15126272836167343,
      "shadowTotalReturn": 0.3339199884165691,
      "avgForwardReturn1D": 0.004131444612566546,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-13",
        "2025-02-17",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
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      ],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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      }
    },
    {
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      "ticker": "APTV",
      "hitRates": {
        "1": 0.504950495049505,
        "5": 0.5392156862745098,
        "10": 0.5
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      "comboQuality": 0.632646939873195,
      "eligibleDays": 352,
      "fitnessScore": 0.46958960360999963,
      "lookbackDays": 14,
      "returnLift1D": 0.0029481211478049915,
      "hitRateLift1D": 0.02209335219236208,
      "activationRate": 0.2897727272727273,
      "activationCount": 102,
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      },
      "sampleConfidence": 0.9993464052287582,
      "shadowSharpeLike": 0.8940235062357108,
      "avgForwardReturns": {
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        "5": 0.006933445383530061,
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      },
      "shadowMaxDrawdown": -0.18200254904905178,
      "shadowTotalReturn": 0.2736791060770496,
      "avgForwardReturn1D": 0.002906958466120457,
      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      },
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      "comboQuality": 0.5945612075400127,
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      "fitnessScore": 0.43422782464370524,
      "lookbackDays": 21,
      "returnLift1D": 0.0025841137937938265,
      "hitRateLift1D": 0.05196005917159763,
      "activationRate": 0.2831858407079646,
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    },
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    },
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.259448368909706,
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      "avgForwardReturn1D": 0.0011228430384337637,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-16"
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      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
        "1": 0.000004514460213813645,
        "5": 0.0005291756892317447,
        "10": 0.0020065512102785776
      }
    },
    {
      "topN": 4,
      "ticker": "APTV",
      "hitRates": {
        "1": 0.5,
        "5": 0.4818181818181818,
        "10": 0.43636363636363634
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.2992149937447533,
      "eligibleDays": 330,
      "fitnessScore": 0.16277146695204947,
      "lookbackDays": 30,
      "returnLift1D": 0.0006940124988826198,
      "hitRateLift1D": 0.016717325227963542,
      "activationRate": 0.3333333333333333,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.48328267477203646,
        "5": 0.48307692307692307,
        "10": 0.4875
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.29154282599257814,
      "avgForwardReturns": {
        "1": 0.0008559111050568199,
        "5": -0.0029421837215453167,
        "10": -0.01182385058057656
      },
      "shadowMaxDrawdown": -0.23430651251555434,
      "shadowTotalReturn": 0.05397626741726458,
      "avgForwardReturn1D": 0.0008559111050568199,
      "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": 110,
        "5": 110,
        "10": 110
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        "2025-06-12",
        "2025-06-13"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 98,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005223417179125706,
        "5": 0.0025777485422444073,
        "10": 0.004913728184467254
      }
    }
  ],
  "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": 2,
      "comboQuality": 0.7223944575863227,
      "fitnessScore": 0.5604014299090365,
      "lookbackDays": 14,
      "returnLift1D": 0.00417260729425108,
      "activationRate": 0.23011363636363635,
      "activationCount": 81,
      "sampleConfidence": 0.9991769547325103,
      "shadowTotalReturn": 0.3339199884165691,
      "avgForwardReturn1D": 0.004131444612566546
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.5945612075400127,
      "fitnessScore": 0.43422782464370524,
      "lookbackDays": 21,
      "returnLift1D": 0.0025841137937938265,
      "activationRate": 0.2831858407079646,
      "activationCount": 96,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.23103373902603108,
      "avgForwardReturn1D": 0.0025886282540076404
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.43283359776131397,
      "fitnessScore": 0.2905341351484926,
      "lookbackDays": 30,
      "returnLift1D": 0.0014381297745910283,
      "activationRate": 0.31212121212121213,
      "activationCount": 103,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.13541409477043898,
      "avgForwardReturn1D": 0.0016000283807652282
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.2919474666370022,
      "fitnessScore": 0.155092229073792,
      "lookbackDays": 45,
      "returnLift1D": 0.00045613786617158694,
      "activationRate": 0.2222222222222222,
      "activationCount": 70,
      "sampleConfidence": 0.9980952380952381,
      "shadowTotalReturn": 0.05543372497849397,
      "avgForwardReturn1D": 0.0009784795840841575
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.20067797446473343,
      "fitnessScore": 0.0459462733031213,
      "lookbackDays": 63,
      "returnLift1D": 0.00006261519536316187,
      "activationRate": 0.2255892255892256,
      "activationCount": 67,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.03322212334943142,
      "avgForwardReturn1D": -0.0003058495503937561
    }
  ],
  "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": "c0749968b0d9cbeb4b2bcbbc4f61f3478f59f1b062fac55d5000b6ae40340721",
    "size": 13,
    "members": [
      "APTV",
      "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",
      "APTV"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "APTV",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "APTV",
    "hitRates": {
      "1": 0.48863636363636365,
      "5": 0.5113636363636364,
      "10": 0.5113636363636364
    },
    "hitRate1D": 0.48863636363636365,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004
    ],
    "comboQuality": 0.6397406004169722,
    "eligibleDays": 375,
    "fitnessScore": 0.4763324603137116,
    "lookbackDays": 14,
    "returnLift1D": 0.0035002580238206087,
    "hitRateLift1D": 0.011303030303030315,
    "portfolioSize": 2,
    "activationRate": 0.23466666666666666,
    "activationCount": 88,
    "baselineHitRates": {
      "1": 0.47733333333333333,
      "5": 0.4716981132075472,
      "10": 0.4726775956284153
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.020060062747554,
    "avgForwardReturns": {
      "1": 0.0034709789617646094,
      "5": 0.001025524415817287,
      "10": 0.0006538977619993707
    },
    "shadowMaxDrawdown": -0.1512627283616732,
    "shadowTotalReturn": 0.30047126906036015,
    "avgForwardReturn1D": 0.0034709789617646094,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-10",
      "2025-02-13",
      "2025-02-18",
      "2025-02-19",
      "2025-02-20",
      "2025-02-21",
      "2025-02-24",
      "2025-02-25",
      "2025-02-26",
      "2025-02-27"
    ],
    "horizonObservationCounts": {
      "1": 88,
      "5": 88,
      "10": 88
    },
    "baselineAvgForwardReturns": {
      "1": -0.000029279062055999284,
      "5": 0.00041731213600458843,
      "10": 0.001958951445445071
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6397406004169722,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.17585021791317057,
    "bestRawFitnessScore": 0.4763324603137116,
    "upperQuartileComboQuality": 0.3363465051416246
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.3276002238443929,
    "rawScore": 0.346208200795318,
    "confidence": 0.8925041237718901,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 2
    },
    "profileBreadth": 0.10007815921393155,
    "recommendedRegion": {
      "lookbackDays": [
        14
      ],
      "portfolioSizes": [
        2,
        3
      ]
    },
    "parameterStability": 0.479101986410489,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "APTV",
      "hitRates": {
        "1": 0.48863636363636365,
        "5": 0.5113636363636364,
        "10": 0.5113636363636364
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      "hitRate1D": 0.48863636363636365,
      "rankWeights": [
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      ],
      "comboQuality": 0.6397406004169722,
      "eligibleDays": 375,
      "fitnessScore": 0.4763324603137116,
      "lookbackDays": 14,
      "returnLift1D": 0.0035002580238206087,
      "hitRateLift1D": 0.011303030303030315,
      "portfolioSize": 2,
      "activationRate": 0.23466666666666666,
      "activationCount": 88,
      "baselineHitRates": {
        "1": 0.47733333333333333,
        "5": 0.4716981132075472,
        "10": 0.4726775956284153
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.020060062747554,
      "avgForwardReturns": {
        "1": 0.0034709789617646094,
        "5": 0.001025524415817287,
        "10": 0.0006538977619993707
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      "shadowMaxDrawdown": -0.1512627283616732,
      "shadowTotalReturn": 0.30047126906036015,
      "avgForwardReturn1D": 0.0034709789617646094,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-13",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27"
      ],
      "horizonObservationCounts": {
        "1": 88,
        "5": 88,
        "10": 88
      },
      "baselineAvgForwardReturns": {
        "1": -0.000029279062055999284,
        "5": 0.00041731213600458843,
        "10": 0.001958951445445071
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0.5,
        "10": 0.4732142857142857
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      "hitRate1D": 0.49107142857142855,
      "rankWeights": [
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      "comboQuality": 0.5957015481428446,
      "eligibleDays": 375,
      "fitnessScore": 0.43526901593065137,
      "lookbackDays": 14,
      "returnLift1D": 0.0025909289832976834,
      "hitRateLift1D": 0.013738095238095216,
      "portfolioSize": 3,
      "activationRate": 0.2986666666666667,
      "activationCount": 112,
      "baselineHitRates": {
        "1": 0.47733333333333333,
        "5": 0.4716981132075472,
        "10": 0.4726775956284153
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8365688653733165,
      "avgForwardReturns": {
        "1": 0.002561649921241684,
        "5": 0.005063375448770521,
        "10": -0.0008022796991578873
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      "shadowMaxDrawdown": -0.18200254904905167,
      "shadowTotalReturn": 0.26336334141042017,
      "avgForwardReturn1D": 0.002561649921241684,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-07",
        "2025-02-10",
        "2025-02-13",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25"
      ],
      "horizonObservationCounts": {
        "1": 112,
        "5": 112,
        "10": 112
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      "baselineAvgForwardReturns": {
        "1": -0.000029279062055999284,
        "5": 0.00041731213600458843,
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0.49572649572649574,
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      "hitRate1D": 0.5128205128205128,
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      "comboQuality": 0.5463892757741418,
      "eligibleDays": 368,
      "fitnessScore": 0.3909403030071572,
      "lookbackDays": 21,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.21387934900070493,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "sampleConfidence": 1,
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        "10": -0.004611231197754997
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      "shadowMaxDrawdown": -0.1820025490490519,
      "shadowTotalReturn": 0.15263485523333187,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.4263850748770349,
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      "sampleConfidence": 1,
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    },
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        "10": 113
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000630059761009572,
        "5": 0.00041538399547890115,
        "10": 0.0018367021634251952
      }
    },
    {
      "topN": 5,
      "ticker": "APTV",
      "hitRates": {
        "1": 0.4830508474576271,
        "5": 0.46956521739130436,
        "10": 0.48672566371681414
      },
      "hitRate1D": 0.4830508474576271,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.056639857610539156,
      "eligibleDays": 344,
      "fitnessScore": -0.2688017408353864,
      "lookbackDays": 45,
      "returnLift1D": -0.001690109618263274,
      "hitRateLift1D": 0.0033996846669294145,
      "portfolioSize": 5,
      "activationRate": 0.3430232558139535,
      "activationCount": 118,
      "baselineHitRates": {
        "1": 0.4796511627906977,
        "5": 0.47352941176470587,
        "10": 0.4746268656716418
      },
      "sampleConfidence": 0.9954802259887007,
      "shadowSharpeLike": -0.8601847315200526,
      "avgForwardReturns": {
        "1": -0.0017531155943642312,
        "5": -0.005437520168533113,
        "10": -0.011201469183352998
      },
      "shadowMaxDrawdown": -0.2917947510686235,
      "shadowTotalReturn": -0.21694434479560898,
      "avgForwardReturn1D": -0.0017531155943642312,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-17",
        "2025-03-18",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-05-15"
      ],
      "horizonObservationCounts": {
        "1": 118,
        "5": 115,
        "10": 113
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000630059761009572,
        "5": 0.00041538399547890115,
        "10": 0.0018367021634251952
      }
    },
    {
      "topN": 3,
      "ticker": "APTV",
      "hitRates": {
        "1": 0.4727272727272727,
        "5": 0.48598130841121495,
        "10": 0.4857142857142857
      },
      "hitRate1D": 0.4727272727272727,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.04725593715438547,
      "eligibleDays": 344,
      "fitnessScore": -0.3108289617666402,
      "lookbackDays": 45,
      "returnLift1D": -0.0019181375914571874,
      "hitRateLift1D": -0.006923890063424976,
      "portfolioSize": 3,
      "activationRate": 0.31976744186046513,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.4796511627906977,
        "5": 0.47352941176470587,
        "10": 0.4746268656716418
      },
      "sampleConfidence": 0.9951515151515152,
      "shadowSharpeLike": -0.9217668813179614,
      "avgForwardReturns": {
        "1": -0.0019811435675581445,
        "5": -0.005102165307366127,
        "10": -0.011114125346289503
      },
      "shadowMaxDrawdown": -0.2993999836105833,
      "shadowTotalReturn": -0.2220405237407148,
      "avgForwardReturn1D": -0.0019811435675581445,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-17",
        "2025-03-18",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 107,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000630059761009572,
        "5": 0.00041538399547890115,
        "10": 0.0018367021634251952
      }
    }
  ],
  "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": 0.6397406004169722,
      "fitnessScore": 0.4763324603137116,
      "lookbackDays": 14,
      "returnLift1D": 0.0035002580238206087,
      "activationRate": 0.23466666666666666,
      "activationCount": 88,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.30047126906036015,
      "avgForwardReturn1D": 0.0034709789617646094
    },
    {
      "comboQuality": 0.5463892757741418,
      "fitnessScore": 0.3909403030071572,
      "lookbackDays": 21,
      "returnLift1D": 0.00191618826284382,
      "activationRate": 0.3179347826086957,
      "activationCount": 117,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.21234289613841661,
      "avgForwardReturn1D": 0.0020256319317749627
    },
    {
      "comboQuality": 0.1725035712738314,
      "fitnessScore": 0.005042892513948932,
      "lookbackDays": 30,
      "returnLift1D": 0.00019156192254318006,
      "activationRate": 0.3426183844011142,
      "activationCount": 123,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.041355825036385796,
      "avgForwardReturn1D": 0.000024888981734080446
    },
    {
      "comboQuality": 0.17919686455250972,
      "fitnessScore": 0.015204375995865766,
      "lookbackDays": 45,
      "returnLift1D": 0.00007556766295839721,
      "activationRate": 0.2238372093023256,
      "activationCount": 77,
      "sampleConfidence": 0.9982683982683983,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.018231219842148594,
      "avgForwardReturn1D": 0.000012561686857440011
    },
    {
      "comboQuality": 0.21508893170071297,
      "fitnessScore": 0.06520585428638156,
      "lookbackDays": 63,
      "returnLift1D": -0.00040547205752527234,
      "activationRate": 0.2147239263803681,
      "activationCount": 70,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.01729209394219977,
      "avgForwardReturn1D": -0.0000365443388515899
    }
  ],
  "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": "c0749968b0d9cbeb4b2bcbbc4f61f3478f59f1b062fac55d5000b6ae40340721",
    "size": 13,
    "members": [
      "APTV",
      "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
0.470
Liquidity
0.750
Momentum
0.386
Relative strength
0.196
Trend quality
0.325
Stability
0.419
Aggression
0.498
Downside risk
0.425
Drawdown state
0.376
Quality momentum
0.331
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.543
Benchmark Independence 3m Score
0.561
Beta 1y Profile Score
0.578
Beta 3m Profile Score
0.663
Beta Change Score
0.606
Correlation Change Score
0.491
Current Drawdown Score
0
Days Since 52w High Score
0.492
Distance From 52w High Score
0.512
Distance From Sma 20 Score
0.462
Distance From Sma 200 Score
0.220
Distance From Sma 50 Score
0.477
Downside Volatility 1m Score
0.468
Downside Volatility 1y Score
0.455
Downside Volatility 2y Score
0.474
Downside Volatility 3m Score
0.531
Downside Volatility 5y Score
0.477
Downside Volatility 6m Score
0.563
Drawdown Recovery Score
0.687
Excess Return 1m Score
0.263
Excess Return 1y Score
0
Excess Return 3m Score
0.324
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.431
Log Avg Dollar Volume 20d Score
0.750
Log Market Cap Score
0.470
Drawdown Score 1m
0.421
Drawdown Score 1y
0.374
Drawdown Score 2y
0.491
Drawdown Score 3m
0.406
Drawdown Score 5y
0.269
Drawdown Score 6m
0.260
Momentum Acceleration 1m Vs 3m Score
0.107
Momentum Acceleration 3m Vs 6m Score
0.654
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.241
Relative Strength Slope 3m Score
0.509
Relative Volume 20d Score
0.191
Return 1m Score
0.307
Return 1w Score
0.595
Return 1y Score
0.409
Return 2y Score
0.247
Return 3m Score
0.509
Return 5y Score
0.029
Return 6m Score
0.281
Return Skewness 1y Score
0.479
Sharpe 1m Score
0
Sharpe 1y Score
0.360
Sharpe 2y Score
0.403
Sharpe 3m Score
0.461
Sharpe 5y Score
0.344
Sharpe 6m Score
0.191
Sortino 1m Score
0
Sortino 1y Score
0.350
Sortino 2y Score
0.377
Sortino 3m Score
0.417
Sortino 5y Score
0.341
Sortino 6m Score
0.244
Trend R2 1m Score
0.807
Trend R2 1w Score
0.349
Trend R2 1y Score
0.360
Trend R2 2y Score
0.043
Trend R2 3m Score
0.098
Trend R2 5y Score
0.710
Trend R2 6m Score
0.592
Trend Slope 1m Score
0.057
Trend Slope 1w Score
0.754
Trend Slope 1y Score
0.432
Trend Slope 2y Score
0.512
Trend Slope 3m Score
0.583
Trend Slope 5y Score
0.457
Trend Slope 6m Score
0.319
Volatility 1m Score
0.461
Volatility 1w Score
0.252
Volatility 1y Score
0.463
Volatility 2y Score
0.460
Volatility 3m Score
0.592
Volatility 5y Score
0.468
Volatility 6m Score
0.566
Worst Day 1y Score
0.471
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
178,026,145.206
Best Day 1y
0.077
Beta To Benchmark 1y
1.445
Beta 3m
1.657
Beta Change
0.212
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.457
Correlation 3m
0.439
Correlation Change
-0.018
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.543
Benchmark Independence 3m Score
0.561
Beta 1y Profile Score
0.578
Beta 3m Profile Score
0.663
Beta Change Score
0.606
Correlation Change Score
0.491
Current Drawdown Score
0
Distance From Sma 20 Score
0.462
Distance From Sma 200 Score
0.220
Current Drawdown
-0.660
Days Since 52w High
124
Distance From 52w High
-0.317
Distance From Sma 20
-0.023
Distance From Sma 200
-0.168
Distance From Sma 50
-0.014
Downside Capture 1y
0.581
Downside Volatility 1m
0.401
Downside Volatility 1w
-
Downside Volatility 1y
0.392
Downside Volatility 2y
0.405
Downside Volatility 3m
0.449
Downside Volatility 5y
0.408
Downside Volatility 6m
0.472
Drawdown Recovery
0.374
Excess Return 1m
-0.142
Excess Return 1y
-0.369
Excess Return 3m
-0.106
Excess Return 6m
-0.363
Expected Shortfall 95 1y
-0.057
Market Cap
12,667,604,875.383
Max Drawdown 1m
-0.145
Max Drawdown 1w
-0.019
Max Drawdown 1y
-0.407
Max Drawdown 2y
-0.407
Max Drawdown 3m
-0.238
Max Drawdown 5y
-0.731
Max Drawdown 6m
-0.407
Momentum Acceleration 1m Vs 3m
-0.118
Momentum Acceleration 3m Vs 6m
0.046
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.004
Relative Strength Slope 3m
0.000
Relative Volume 20d
0.816
Return 1m
-0.116
Return 1w
0.029
Return 1y
-0.146
Return 2y
-0.137
Return 3m
0.007
Return 5y
-0.618
Return 6m
-0.263
Return Skewness 1y
-0.129
Sector Excess Return 1y
-
Sharpe 1m
-3.523
Sharpe 1y
-0.199
Sharpe 2y
0.014
Sharpe 3m
0.303
Sharpe 5y
-0.279
Sharpe 6m
-1.047
Sortino 1m
-3.474
Sortino 1y
-0.202
Sortino 2y
0.014
Sortino 3m
0.334
Sortino 5y
-0.274
Sortino 6m
-1.052
Trend R2 1m
0.807
Trend R2 1w
0.349
Trend R2 1y
0.360
Trend R2 2y
0.043
Trend R2 3m
0.098
Trend R2 5y
0.710
Trend R2 6m
0.592
Trend 1m
-0.007
Trend 1w
0.004
Trend 1y
-0.001
Trend 2y
0.000
Trend 3m
0.001
Trend 5y
-0.001
Trend 6m
-0.003
Upside Capture 1y
1.201
Value At Risk 95 1y
-0.043
Volatility 1m
0.396
Volatility 1w
0.239
Volatility 1y
0.397
Volatility 2y
0.395
Volatility 3m
0.494
Volatility 5y
0.401
Volatility 6m
0.474
Worst Day 1y
-0.106
Distance From Sma 50 Score
0.477
Downside Volatility 1y Score
0.455
Downside Volatility 3m Score
0.531
Drawdown Recovery Score
0.687
Excess Return 1m Score
0.263
Excess Return 1y Score
0
Excess Return 3m Score
0.324
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.431
Log Avg Dollar Volume 20d Score
0.750
Log Market Cap Score
0.470
Drawdown Score 1y
0.374
Drawdown Score 5y
0.269
Momentum Acceleration 1m Vs 3m Score
0.107
Momentum Acceleration 3m Vs 6m Score
0.654
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.241
Relative Volume 20d Score
0.191
Return 1m Score
0.307
Return 1y Score
0.409
Return 3m Score
0.509
Return 6m Score
0.281
Return Skewness 1y Score
0.479
Sortino 1y Score
0.350
Sortino 3m Score
0.417
Trend R2 1y Score
0.360
Trend R2 3m Score
0.098
Trend Slope 1y Score
0.432
Trend Slope 3m Score
0.583
Volatility 1y Score
0.463
Volatility 3m Score
0.592