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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

AQN

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

Research Detail

AQN

AQN

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
0.373
Correlation To Benchmark 1y
0.187
Inverse To Benchmark 1y
0.813
Drawdown Score 1m
0.661
Drawdown Score 3m
0.649
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
0.632
Drawdown Score 1y
0.689
Drawdown Score 2y
0.617
Drawdown Score 5y
0.318
Return 1w
0.031
Return 1m
-0.038
Return 3m
-0.096
Return 6m
-0.099
Return 1y
-0.003
Return 2y
0.009
Return 5y
-0.512
Sharpe 1m
-1.469
Sharpe 3m
-1.655
Sharpe 6m
-0.650
Sharpe 1y
0.115
Sharpe 2y
0.168
Sharpe 5y
-0.314
Trend 1w
0.006
Trend 1m
-0.003
Trend 3m
-0.002
Trend 6m
-0.001
Trend 1y
0.000
Trend 2y
0.001
Trend 5y
-0.001
Volatility 1w
0.160
Volatility 1m
0.291
Volatility 3m
0.228
Volatility 6m
0.266
Volatility 1y
0.251
Volatility 2y
0.309
Volatility 5y
0.306
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
AQN
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:35 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Utilities
Sector Benchmark Ticker
XLU
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
0.107
Aptet Fit Raw Score
0.114
Aptet Fit Confidence
0.866
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.180
Force Fit Raw Score
0.192
Force Fit Confidence
0.872
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:35 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AQN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AQN",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "AQN",
    "hitRates": {
      "1": 0.425531914893617,
      "5": 0.5957446808510638,
      "10": 0.7021276595744681
    },
    "hitRate1D": 0.425531914893617,
    "comboQuality": 0.17641745798879407,
    "eligibleDays": 330,
    "fitnessScore": 0.011021652403457843,
    "lookbackDays": 30,
    "returnLift1D": 0.0006278191495451876,
    "hitRateLift1D": -0.05167173252279633,
    "activationRate": 0.14242424242424243,
    "activationCount": 47,
    "baselineHitRates": {
      "1": 0.47720364741641336,
      "5": 0.52,
      "10": 0.55
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.3086025391522174,
    "avgForwardReturns": {
      "1": 0.0013828297695556724,
      "5": 0.005945864328152074,
      "10": 0.019200351031393424
    },
    "shadowMaxDrawdown": -0.10601545315887206,
    "shadowTotalReturn": 0.04580750140085055,
    "avgForwardReturn1D": 0.0013828297695556724,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-01",
      "2025-04-02",
      "2025-04-03",
      "2025-04-04",
      "2025-04-07",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16"
    ],
    "horizonObservationCounts": {
      "1": 47,
      "5": 47,
      "10": 47
    },
    "baselineAvgForwardReturns": {
      "1": 0.0007550106200104848,
      "5": 0.003426413469822959,
      "10": 0.00706751676698313
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.17641745798879407,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.057312257423222886,
    "bestRawFitnessScore": 0.011021652403457843,
    "upperQuartileComboQuality": 0.07612987040222913
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1068154074476236,
    "rawScore": 0.1144986576244846,
    "confidence": 0.8657931833216881,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.23039334178159518,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AQN",
      "hitRates": {
        "1": 0.425531914893617,
        "5": 0.5957446808510638,
        "10": 0.7021276595744681
      },
      "hitRate1D": 0.425531914893617,
      "comboQuality": 0.17641745798879407,
      "eligibleDays": 330,
      "fitnessScore": 0.011021652403457843,
      "lookbackDays": 30,
      "returnLift1D": 0.0006278191495451876,
      "hitRateLift1D": -0.05167173252279633,
      "activationRate": 0.14242424242424243,
      "activationCount": 47,
      "baselineHitRates": {
        "1": 0.47720364741641336,
        "5": 0.52,
        "10": 0.55
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3086025391522174,
      "avgForwardReturns": {
        "1": 0.0013828297695556724,
        "5": 0.005945864328152074,
        "10": 0.019200351031393424
      },
      "shadowMaxDrawdown": -0.10601545315887206,
      "shadowTotalReturn": 0.04580750140085055,
      "avgForwardReturn1D": 0.0013828297695556724,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16"
      ],
      "horizonObservationCounts": {
        "1": 47,
        "5": 47,
        "10": 47
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007550106200104848,
        "5": 0.003426413469822959,
        "10": 0.00706751676698313
      }
    },
    {
      "topN": 5,
      "ticker": "AQN",
      "hitRates": {
        "1": 0.4716981132075472,
        "5": 0.5094339622641509,
        "10": 0.5566037735849056
      },
      "hitRate1D": 0.4716981132075472,
      "comboQuality": 0.1695108053730009,
      "eligibleDays": 297,
      "fitnessScore": 0.0003983861037731573,
      "lookbackDays": 63,
      "returnLift1D": -0.0006666512528966786,
      "hitRateLift1D": -0.004653238143804195,
      "activationRate": 0.3569023569023569,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.47635135135135137,
        "5": 0.5034246575342466,
        "10": 0.519163763066202
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.12260229979447279,
      "avgForwardReturns": {
        "1": -0.00016099753058242627,
        "5": 0.0004034695547621525,
        "10": 0.008299791843969189
      },
      "shadowMaxDrawdown": -0.17375353884132383,
      "shadowTotalReturn": -0.058622287132011563,
      "avgForwardReturn1D": -0.00016099753058242627,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 106,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005056537223142524,
        "5": 0.0021305879251464228,
        "10": 0.0037987127858183888
      }
    },
    {
      "topN": 2,
      "ticker": "AQN",
      "hitRates": {
        "1": 0.4943820224719101,
        "5": 0.47126436781609193,
        "10": 0.375
      },
      "hitRate1D": 0.4943820224719101,
      "comboQuality": 0.15897300975570192,
      "eligibleDays": 352,
      "fitnessScore": -0.01649564922261638,
      "lookbackDays": 14,
      "returnLift1D": -0.0013853960018970098,
      "hitRateLift1D": -0.0027608346709470655,
      "activationRate": 0.2585227272727273,
      "activationCount": 91,
      "baselineHitRates": {
        "1": 0.49714285714285716,
        "5": 0.5404624277456648,
        "10": 0.5555555555555556
      },
      "sampleConfidence": 0.9934065934065934,
      "shadowSharpeLike": -0.2221764162585173,
      "avgForwardReturns": {
        "1": -0.00019569624854999258,
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        "10": -0.009278998837194215
      },
      "shadowMaxDrawdown": -0.17397788931632818,
      "shadowTotalReturn": -0.04428853437566149,
      "avgForwardReturn1D": -0.00019569624854999258,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-11",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
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        "2025-03-21"
      ],
      "horizonObservationCounts": {
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    },
    {
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      "sampleConfidence": 1,
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      "shadowTotalReturn": -0.0472016696837988,
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      "riskOffActivations": 0,
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        "2025-04-01",
        "2025-04-02",
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      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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    {
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      "comboQuality": 0.07277173110806999,
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      "fitnessScore": -0.20987188601868517,
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      "sampleConfidence": 1,
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    },
    {
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.2764184670763039,
      "shadowTotalReturn": -0.1940380115915432,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
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        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 134,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0007550106200104848,
        "5": 0.003426413469822959,
        "10": 0.00706751676698313
      }
    },
    {
      "topN": 4,
      "ticker": "AQN",
      "hitRates": {
        "1": 0.48333333333333334,
        "5": 0.5,
        "10": 0.453781512605042
      },
      "hitRate1D": 0.48333333333333334,
      "comboQuality": 0.06632534958981555,
      "eligibleDays": 352,
      "fitnessScore": -0.2318022906612693,
      "lookbackDays": 14,
      "returnLift1D": -0.002523574413091106,
      "hitRateLift1D": -0.013809523809523827,
      "activationRate": 0.3465909090909091,
      "activationCount": 122,
      "baselineHitRates": {
        "1": 0.49714285714285716,
        "5": 0.5404624277456648,
        "10": 0.5555555555555556
      },
      "sampleConfidence": 0.9950819672131148,
      "shadowSharpeLike": -0.7629270617455446,
      "avgForwardReturns": {
        "1": -0.0013338746597440887,
        "5": -0.005404492745354769,
        "10": -0.0029002290735283902
      },
      "shadowMaxDrawdown": -0.29865565619280554,
      "shadowTotalReturn": -0.18331200235557532,
      "avgForwardReturn1D": -0.0013338746597440887,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18"
      ],
      "horizonObservationCounts": {
        "1": 120,
        "5": 118,
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      "horizonObservationCounts": {
        "1": 93,
        "5": 93,
        "10": 93
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007841964203553915,
        "5": 0.003395751424368393,
        "10": 0.006083417521191795
      }
    }
  ],
  "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": 0.15897300975570192,
      "fitnessScore": -0.01649564922261638,
      "lookbackDays": 14,
      "returnLift1D": -0.0013853960018970098,
      "activationRate": 0.2585227272727273,
      "activationCount": 91,
      "sampleConfidence": 0.9934065934065934,
      "shadowTotalReturn": -0.04428853437566149,
      "avgForwardReturn1D": -0.00019569624854999258
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.0457291488416891,
      "fitnessScore": -0.3184065558310298,
      "lookbackDays": 21,
      "returnLift1D": -0.0023482432681372306,
      "activationRate": 0.20353982300884957,
      "activationCount": 69,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.127425695433932,
      "avgForwardReturn1D": -0.0015640468477818392
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.17641745798879407,
      "fitnessScore": 0.011021652403457843,
      "lookbackDays": 30,
      "returnLift1D": 0.0006278191495451876,
      "activationRate": 0.14242424242424243,
      "activationCount": 47,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.04580750140085055,
      "avgForwardReturn1D": 0.0013828297695556724
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.07277173110806999,
      "fitnessScore": -0.20987188601868517,
      "lookbackDays": 45,
      "returnLift1D": -0.0018408502909801738,
      "activationRate": 0.17142857142857143,
      "activationCount": 54,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.08303387729536693,
      "avgForwardReturn1D": -0.0012239090914415174
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.1695108053730009,
      "fitnessScore": 0.0003983861037731573,
      "lookbackDays": 63,
      "returnLift1D": -0.0006666512528966786,
      "activationRate": 0.3569023569023569,
      "activationCount": 106,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.058622287132011563,
      "avgForwardReturn1D": -0.00016099753058242627
    }
  ],
  "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": "52b755c143c1f5394ddbebbfc7b73912c1eb01aa823cbc435db898229351f0fc",
    "size": 13,
    "members": [
      "AQN",
      "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",
      "AQN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AQN",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "AQN",
    "hitRates": {
      "1": 0.5066666666666667,
      "5": 0.6133333333333333,
      "10": 0.6666666666666666
    },
    "hitRate1D": 0.5066666666666667,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.3638844704531877,
    "eligibleDays": 359,
    "fitnessScore": 0.22712037089013876,
    "lookbackDays": 30,
    "returnLift1D": 0.0006750479303357927,
    "hitRateLift1D": 0.01363045496750237,
    "portfolioSize": 2,
    "activationRate": 0.20891364902506965,
    "activationCount": 75,
    "baselineHitRates": {
      "1": 0.49303621169916434,
      "5": 0.532394366197183,
      "10": 0.5514285714285714
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.5121293071569405,
    "avgForwardReturns": {
      "1": 0.0015787783985481596,
      "5": 0.006693530526254782,
      "10": 0.016375727485162087
    },
    "shadowMaxDrawdown": -0.10601545315887206,
    "shadowTotalReturn": 0.0997282748718098,
    "avgForwardReturn1D": 0.0015787783985481596,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-20",
      "2025-02-21",
      "2025-02-24",
      "2025-02-25",
      "2025-02-26",
      "2025-02-27",
      "2025-02-28",
      "2025-03-03",
      "2025-03-04",
      "2025-03-05"
    ],
    "horizonObservationCounts": {
      "1": 75,
      "5": 75,
      "10": 75
    },
    "baselineAvgForwardReturns": {
      "1": 0.0009037304682123669,
      "5": 0.003821734246456146,
      "10": 0.007280684207589199
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.3638844704531877,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.0797179071781038,
    "bestRawFitnessScore": 0.22712037089013876,
    "upperQuartileComboQuality": 0.17761710996552355
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.17950713739720284,
    "rawScore": 0.19176063475134889,
    "confidence": 0.8722000751610479,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.3044326191037416,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AQN",
      "hitRates": {
        "1": 0.5066666666666667,
        "5": 0.6133333333333333,
        "10": 0.6666666666666666
      },
      "hitRate1D": 0.5066666666666667,
      "rankWeights": [
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      ],
      "comboQuality": 0.3638844704531877,
      "eligibleDays": 359,
      "fitnessScore": 0.22712037089013876,
      "lookbackDays": 30,
      "returnLift1D": 0.0006750479303357927,
      "hitRateLift1D": 0.01363045496750237,
      "portfolioSize": 2,
      "activationRate": 0.20891364902506965,
      "activationCount": 75,
      "baselineHitRates": {
        "1": 0.49303621169916434,
        "5": 0.532394366197183,
        "10": 0.5514285714285714
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5121293071569405,
      "avgForwardReturns": {
        "1": 0.0015787783985481596,
        "5": 0.006693530526254782,
        "10": 0.016375727485162087
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      "shadowMaxDrawdown": -0.10601545315887206,
      "shadowTotalReturn": 0.0997282748718098,
      "avgForwardReturn1D": 0.0015787783985481596,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05"
      ],
      "horizonObservationCounts": {
        "1": 75,
        "5": 75,
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0.5612244897959183,
        "10": 0.5714285714285714
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      "hitRate1D": 0.5102040816326531,
      "rankWeights": [
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      ],
      "comboQuality": 0.26096221036266,
      "eligibleDays": 359,
      "fitnessScore": 0.1209858416899557,
      "lookbackDays": 30,
      "returnLift1D": -0.0002855401396453359,
      "hitRateLift1D": 0.017167869933488733,
      "portfolioSize": 3,
      "activationRate": 0.27298050139275765,
      "activationCount": 98,
      "baselineHitRates": {
        "1": 0.49303621169916434,
        "5": 0.532394366197183,
        "10": 0.5514285714285714
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.16462756526860936,
      "avgForwardReturns": {
        "1": 0.000618190328567031,
        "5": 0.00348804340922838,
        "10": 0.009319917836058062
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      "shadowMaxDrawdown": -0.16207508365214396,
      "shadowTotalReturn": 0.018385405781351283,
      "avgForwardReturn1D": 0.000618190328567031,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04"
      ],
      "horizonObservationCounts": {
        "1": 98,
        "5": 98,
        "10": 98
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      "baselineAvgForwardReturns": {
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        "5": 0.003821734246456146,
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    },
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      "hitRates": {
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      "comboQuality": 0.18971824054426503,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.20775835264358755,
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    },
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      "shadowMaxDrawdown": -0.19005120445022294,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.1839560394829063,
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        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 124,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009091845910523655,
        "5": 0.0041093222385885165,
        "10": 0.006881378969088081
      }
    },
    {
      "topN": 3,
      "ticker": "AQN",
      "hitRates": {
        "1": 0.48333333333333334,
        "5": 0.4830508474576271,
        "10": 0.423728813559322
      },
      "hitRate1D": 0.48333333333333334,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.05199846958027161,
      "eligibleDays": 375,
      "fitnessScore": -0.28869120251658065,
      "lookbackDays": 14,
      "returnLift1D": -0.00267956885409089,
      "hitRateLift1D": -0.01799999999999996,
      "portfolioSize": 3,
      "activationRate": 0.32,
      "activationCount": 120,
      "baselineHitRates": {
        "1": 0.5013333333333333,
        "5": 0.5471698113207547,
        "10": 0.5683060109289617
      },
      "sampleConfidence": 0.9977777777777779,
      "shadowSharpeLike": -0.8494866496896043,
      "avgForwardReturns": {
        "1": -0.0015701318897623875,
        "5": -0.006935853864596626,
        "10": -0.005214973355918144
      },
      "shadowMaxDrawdown": -0.3297397444157525,
      "shadowTotalReturn": -0.20350286680761098,
      "avgForwardReturn1D": -0.0015701318897623875,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24"
      ],
      "horizonObservationCounts": {
        "1": 120,
        "5": 118,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011094369643285024,
        "5": 0.005147590550903796,
        "10": 0.00969129031756628
      }
    },
    {
      "topN": 3,
      "ticker": "AQN",
      "hitRates": {
        "1": 0.452991452991453,
        "5": 0.49572649572649574,
        "10": 0.48717948717948717
      },
      "hitRate1D": 0.452991452991453,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.04888159255665477,
      "eligibleDays": 368,
      "fitnessScore": -0.3030122869310937,
      "lookbackDays": 21,
      "returnLift1D": -0.0024548887408509085,
      "hitRateLift1D": -0.04700854700854701,
      "portfolioSize": 3,
      "activationRate": 0.3179347826086957,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5439560439560439,
        "10": 0.5598885793871866
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6371501531301783,
      "avgForwardReturns": {
        "1": -0.0013599273635968108,
        "5": -0.0032916015606939165,
        "10": 0.004267091396083297
      },
      "shadowMaxDrawdown": -0.3411742708628862,
      "shadowTotalReturn": -0.18555391033383983,
      "avgForwardReturn1D": -0.0013599273635968108,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 117,
        "10": 117
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010949613772540977,
        "5": 0.005007918261882694,
        "10": 0.008879080415818788
      }
    }
  ],
  "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": 0.17550413345972932,
      "fitnessScore": 0.009635902610451849,
      "lookbackDays": 14,
      "returnLift1D": -0.0012383043891910682,
      "activationRate": 0.2693333333333333,
      "activationCount": 101,
      "sampleConfidence": 0.9973597359735974,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.04227889718848388,
      "avgForwardReturn1D": -0.00012886742486256598
    },
    {
      "comboQuality": 0.1297583356761475,
      "fitnessScore": -0.06868138049024565,
      "lookbackDays": 21,
      "returnLift1D": -0.0013242735902378921,
      "activationRate": 0.25,
      "activationCount": 92,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.05146292940298103,
      "avgForwardReturn1D": -0.0002293122129837945
    },
    {
      "comboQuality": 0.3638844704531877,
      "fitnessScore": 0.22712037089013876,
      "lookbackDays": 30,
      "returnLift1D": 0.0006750479303357927,
      "activationRate": 0.20891364902506965,
      "activationCount": 75,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.0997282748718098,
      "avgForwardReturn1D": 0.0015787783985481596
    },
    {
      "comboQuality": 0.18971824054426503,
      "fitnessScore": 0.030594757502106343,
      "lookbackDays": 45,
      "returnLift1D": -0.0005782064426252517,
      "activationRate": 0.24127906976744187,
      "activationCount": 83,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.0028806671447125787,
      "avgForwardReturn1D": 0.0003309781484271138
    },
    {
      "comboQuality": 0.1839560394829063,
      "fitnessScore": 0.0222502890332041,
      "lookbackDays": 63,
      "returnLift1D": -0.00039297665239098196,
      "activationRate": 0.3312883435582822,
      "activationCount": 108,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.012699389195353739,
      "avgForwardReturn1D": 0.00039175618352726467
    }
  ],
  "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": "52b755c143c1f5394ddbebbfc7b73912c1eb01aa823cbc435db898229351f0fc",
    "size": 13,
    "members": [
      "AQN",
      "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
0.367
Liquidity
0.474
Momentum
0.432
Relative strength
0.228
Trend quality
0.432
Stability
0.525
Aggression
0.347
Downside risk
0.528
Drawdown state
0.525
Quality momentum
0.400
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.813
Benchmark Independence 3m Score
0.888
Beta 1y Profile Score
0.149
Beta 3m Profile Score
0.078
Beta Change Score
0.411
Correlation Change Score
0.463
Current Drawdown Score
0.110
Days Since 52w High Score
0.361
Distance From 52w High Score
0.734
Distance From Sma 20 Score
0.464
Distance From Sma 200 Score
0.400
Distance From Sma 50 Score
0.438
Downside Volatility 1m Score
0.437
Downside Volatility 1y Score
0.290
Downside Volatility 2y Score
0.357
Downside Volatility 3m Score
0.312
Downside Volatility 5y Score
0.373
Downside Volatility 6m Score
0.388
Drawdown Recovery Score
0.810
Excess Return 1m Score
0.391
Excess Return 1y Score
0.123
Excess Return 3m Score
0.151
Excess Return 6m Score
0.167
Expected Shortfall 95 1y Score
0.647
Log Avg Dollar Volume 20d Score
0.474
Log Market Cap Score
0.367
Drawdown Score 1m
0.661
Drawdown Score 1y
0.689
Drawdown Score 2y
0.617
Drawdown Score 3m
0.649
Drawdown Score 5y
0.318
Drawdown Score 6m
0.632
Momentum Acceleration 1m Vs 3m Score
0.479
Momentum Acceleration 3m Vs 6m Score
0.448
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.406
Relative Strength Slope 3m Score
0.320
Relative Volume 20d Score
0.276
Return 1m Score
0.436
Return 1w Score
0.603
Return 1y Score
0.498
Return 2y Score
0.288
Return 3m Score
0.380
Return 5y Score
0.038
Return 6m Score
0.417
Return Skewness 1y Score
0.347
Sector Excess Return 1y Score
0.262
Sharpe 1m Score
0.106
Sharpe 1y Score
0.423
Sharpe 2y Score
0.434
Sharpe 3m Score
0.069
Sharpe 5y Score
0.337
Sharpe 6m Score
0.270
Sortino 1m Score
0.234
Sortino 1y Score
0.388
Sortino 2y Score
0.395
Sortino 3m Score
0.209
Sortino 5y Score
0.339
Sortino 6m Score
0.312
Trend R2 1m Score
0.413
Trend R2 1w Score
0.691
Trend R2 1y Score
0.185
Trend R2 2y Score
0.521
Trend R2 3m Score
0.683
Trend R2 5y Score
0.605
Trend R2 6m Score
0.611
Trend Slope 1m Score
0.337
Trend Slope 1w Score
0.874
Trend Slope 1y Score
0.521
Trend Slope 2y Score
0.539
Trend Slope 3m Score
0.395
Trend Slope 5y Score
0.456
Trend Slope 6m Score
0.435
Volatility 1m Score
0.321
Volatility 1w Score
0.147
Volatility 1y Score
0.268
Volatility 2y Score
0.345
Volatility 3m Score
0.238
Volatility 5y Score
0.341
Volatility 6m Score
0.288
Worst Day 1y Score
0.419
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
26,437,966.459
Best Day 1y
0.091
Beta To Benchmark 1y
0.373
Beta 3m
0.195
Beta Change
-0.178
Beta To Sector 1y
0.677
Correlation To Benchmark 1y
0.187
Correlation 3m
0.112
Correlation Change
-0.075
Correlation To Sector 1y
0.402
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.813
Benchmark Independence 3m Score
0.888
Beta 1y Profile Score
0.149
Beta 3m Profile Score
0.078
Beta Change Score
0.411
Correlation Change Score
0.463
Current Drawdown Score
0.110
Distance From Sma 20 Score
0.464
Distance From Sma 200 Score
0.400
Current Drawdown
-0.578
Days Since 52w High
91
Distance From 52w High
-0.173
Distance From Sma 20
-0.022
Distance From Sma 200
-0.060
Distance From Sma 50
-0.037
Downside Capture 1y
1.310
Downside Volatility 1m
0.378
Downside Volatility 1w
-
Downside Volatility 1y
0.267
Downside Volatility 2y
0.318
Downside Volatility 3m
0.284
Downside Volatility 5y
0.330
Downside Volatility 6m
0.341
Drawdown Recovery
0.620
Excess Return 1m
-0.065
Excess Return 1y
-0.226
Excess Return 3m
-0.209
Excess Return 6m
-0.200
Expected Shortfall 95 1y
-0.035
Market Cap
4,394,790,285.6
Max Drawdown 1m
-0.085
Max Drawdown 1w
-0.007
Max Drawdown 1y
-0.202
Max Drawdown 2y
-0.306
Max Drawdown 3m
-0.140
Max Drawdown 5y
-0.682
Max Drawdown 6m
-0.202
Momentum Acceleration 1m Vs 3m
-0.006
Momentum Acceleration 3m Vs 6m
-0.015
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.002
Relative Strength Slope 3m
-0.003
Relative Volume 20d
1.044
Return 1m
-0.038
Return 1w
0.031
Return 1y
-0.003
Return 2y
0.009
Return 3m
-0.096
Return 5y
-0.512
Return 6m
-0.099
Return Skewness 1y
-0.921
Sector Excess Return 1y
-0.143
Sharpe 1m
-1.469
Sharpe 1y
0.115
Sharpe 2y
0.168
Sharpe 3m
-1.655
Sharpe 5y
-0.314
Sharpe 6m
-0.650
Sortino 1m
-1.130
Sortino 1y
0.108
Sortino 2y
0.163
Sortino 3m
-1.331
Sortino 5y
-0.292
Sortino 6m
-0.507
Trend R2 1m
0.413
Trend R2 1w
0.691
Trend R2 1y
0.185
Trend R2 2y
0.521
Trend R2 3m
0.683
Trend R2 5y
0.605
Trend R2 6m
0.611
Trend 1m
-0.003
Trend 1w
0.006
Trend 1y
0.000
Trend 2y
0.001
Trend 3m
-0.002
Trend 5y
-0.001
Trend 6m
-0.001
Upside Capture 1y
0.622
Value At Risk 95 1y
-0.017
Volatility 1m
0.291
Volatility 1w
0.160
Volatility 1y
0.251
Volatility 2y
0.309
Volatility 3m
0.228
Volatility 5y
0.306
Volatility 6m
0.266
Worst Day 1y
-0.116
Distance From Sma 50 Score
0.438
Downside Volatility 1y Score
0.290
Downside Volatility 3m Score
0.312
Drawdown Recovery Score
0.810
Excess Return 1m Score
0.391
Excess Return 1y Score
0.123
Excess Return 3m Score
0.151
Excess Return 6m Score
0.167
Expected Shortfall 95 1y Score
0.647
Log Avg Dollar Volume 20d Score
0.474
Log Market Cap Score
0.367
Drawdown Score 1y
0.689
Drawdown Score 5y
0.318
Momentum Acceleration 1m Vs 3m Score
0.479
Momentum Acceleration 3m Vs 6m Score
0.448
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.406
Relative Volume 20d Score
0.276
Return 1m Score
0.436
Return 1y Score
0.498
Return 3m Score
0.380
Return 6m Score
0.417
Return Skewness 1y Score
0.347
Sortino 1y Score
0.388
Sortino 3m Score
0.209
Trend R2 1y Score
0.185
Trend R2 3m Score
0.683
Trend Slope 1y Score
0.521
Trend Slope 3m Score
0.395
Volatility 1y Score
0.268
Volatility 3m Score
0.238