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MonstraTM

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

BE

Unknown sector | v2 | as of 2026-07-10
Close

Research Detail

BE

BE

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
4.128
Correlation To Benchmark 1y
0.469
Inverse To Benchmark 1y
0.531
Drawdown Score 1m
0
Drawdown Score 3m
0.268
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
0.425
Drawdown Score 1y
0.293
Drawdown Score 2y
0.426
Drawdown Score 5y
0.241
Return 1w
-0.097
Return 1m
-0.058
Return 3m
0.528
Return 6m
1.265
Return 1y
7.520
Return 2y
19.116
Return 5y
8.189
Sharpe 1m
0.077
Sharpe 3m
1.988
Sharpe 6m
2.006
Sharpe 1y
2.488
Sharpe 2y
1.936
Sharpe 5y
0.927
Trend 1w
-0.028
Trend 1m
-0.000
Trend 3m
0.005
Trend 6m
0.008
Trend 1y
0.009
Trend 2y
0.007
Trend 5y
0.001
Volatility 1w
1.106
Volatility 1m
1.295
Volatility 3m
1.194
Volatility 6m
1.125
Volatility 1y
1.104
Volatility 2y
1.043
Volatility 5y
0.870
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
BE
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:43 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
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
1.000
Aptet Fit Raw Score
1.000
Aptet Fit Confidence
1.000
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.998
Force Fit Raw Score
1.000
Force Fit Confidence
0.996
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:43 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BE"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "BE",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "BE",
    "hitRates": {
      "1": 0.5432098765432098,
      "5": 0.5967078189300411,
      "10": 0.6473029045643154
    },
    "hitRate1D": 0.5432098765432098,
    "comboQuality": 0.9999999999999998,
    "eligibleDays": 297,
    "fitnessScore": 8.405923669295083,
    "lookbackDays": 63,
    "returnLift1D": 0.0009051945837261887,
    "hitRateLift1D": 0.006047714381047675,
    "activationRate": 0.8181818181818182,
    "activationCount": 243,
    "baselineHitRates": {
      "1": 0.5371621621621622,
      "5": 0.6301369863013698,
      "10": 0.6794425087108014
    },
    "sampleConfidence": 0.999451303155007,
    "shadowSharpeLike": 2.2970271768319024,
    "avgForwardReturns": {
      "1": 0.011230870393115482,
      "5": 0.05177072005006893,
      "10": 0.10619681271509658
    },
    "shadowMaxDrawdown": -0.37462612599832434,
    "shadowTotalReturn": 7.466357185117399,
    "avgForwardReturn1D": 0.011230870393115482,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-08",
      "2025-07-09",
      "2025-07-10",
      "2025-07-11",
      "2025-07-14",
      "2025-07-15",
      "2025-07-16",
      "2025-07-17",
      "2025-07-18",
      "2025-07-21"
    ],
    "horizonObservationCounts": {
      "1": 243,
      "5": 243,
      "10": 241
    },
    "baselineAvgForwardReturns": {
      "1": 0.010325675809389293,
      "5": 0.05272341641931452,
      "10": 0.10995602830685242
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999999999999998,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9999999531221219,
    "bestRawFitnessScore": 8.405923669295083,
    "upperQuartileComboQuality": 0.9999999999047634
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9998436782831936,
    "rawScore": 0.9999999633556418,
    "confidence": 0.9996874298436498,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 63
    },
    "profileBreadth": 1,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9999999106530106,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "BE",
      "hitRates": {
        "1": 0.5432098765432098,
        "5": 0.5967078189300411,
        "10": 0.6473029045643154
      },
      "hitRate1D": 0.5432098765432098,
      "comboQuality": 0.9999999999999998,
      "eligibleDays": 297,
      "fitnessScore": 8.405923669295083,
      "lookbackDays": 63,
      "returnLift1D": 0.0009051945837261887,
      "hitRateLift1D": 0.006047714381047675,
      "activationRate": 0.8181818181818182,
      "activationCount": 243,
      "baselineHitRates": {
        "1": 0.5371621621621622,
        "5": 0.6301369863013698,
        "10": 0.6794425087108014
      },
      "sampleConfidence": 0.999451303155007,
      "shadowSharpeLike": 2.2970271768319024,
      "avgForwardReturns": {
        "1": 0.011230870393115482,
        "5": 0.05177072005006893,
        "10": 0.10619681271509658
      },
      "shadowMaxDrawdown": -0.37462612599832434,
      "shadowTotalReturn": 7.466357185117399,
      "avgForwardReturn1D": 0.011230870393115482,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21"
      ],
      "horizonObservationCounts": {
        "1": 243,
        "5": 243,
        "10": 241
      },
      "baselineAvgForwardReturns": {
        "1": 0.010325675809389293,
        "5": 0.05272341641931452,
        "10": 0.10995602830685242
      }
    },
    {
      "topN": 2,
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      "hitRates": {
        "1": 0.5515463917525774,
        "5": 0.6494845360824743,
        "10": 0.711340206185567
      },
      "hitRate1D": 0.5515463917525774,
      "comboQuality": 0.9999999999964453,
      "eligibleDays": 339,
      "fitnessScore": 6.149803039103569,
      "lookbackDays": 21,
      "returnLift1D": 0.003276846613015187,
      "hitRateLift1D": 0.016043433172695742,
      "activationRate": 0.5722713864306784,
      "activationCount": 194,
      "baselineHitRates": {
        "1": 0.5355029585798816,
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        "10": 0.6443768996960486
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 2.0927526490718873,
      "avgForwardReturns": {
        "1": 0.011957356125246024,
        "5": 0.057731299501471156,
        "10": 0.10605118246683061
      },
      "shadowMaxDrawdown": -0.5241518441569533,
      "shadowTotalReturn": 5.4698540217523846,
      "avgForwardReturn1D": 0.011957356125246024,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-25",
        "2025-03-26",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11"
      ],
      "horizonObservationCounts": {
        "1": 194,
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        "10": 194
      },
      "baselineAvgForwardReturns": {
        "1": 0.008680509512230837,
        "5": 0.04337888727765588,
        "10": 0.09182116588595331
      }
    },
    {
      "topN": 3,
      "ticker": "BE",
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        "5": 0.6077586206896551,
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      },
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      "comboQuality": 0.999999999994609,
      "eligibleDays": 315,
      "fitnessScore": 6.058182118227149,
      "lookbackDays": 45,
      "returnLift1D": -0.000017736238615471966,
      "hitRateLift1D": 0.0028278058423018004,
      "activationRate": 0.7365079365079366,
      "activationCount": 232,
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        "10": 0.6754098360655738
      },
      "sampleConfidence": 1,
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      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.38937840462819406,
      "shadowTotalReturn": 5.296991285163416,
      "avgForwardReturn1D": 0.010314442286455604,
      "riskOffActivations": 0,
      "activationDatesSample": [
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      "horizonObservationCounts": {
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    },
    {
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      "sampleConfidence": 0.9989375830013281,
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      "shadowMaxDrawdown": -0.4696482928740934,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-07-15",
        "2025-07-16",
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      "horizonObservationCounts": {
        "1": 251,
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      "baselineAvgForwardReturns": {
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      }
    },
    {
      "topN": 4,
      "ticker": "BE",
      "hitRates": {
        "1": 0.5441176470588235,
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        "10": 0.6862745098039216
      },
      "hitRate1D": 0.5441176470588235,
      "comboQuality": 0.9999999980226764,
      "eligibleDays": 339,
      "fitnessScore": 4.759134747949022,
      "lookbackDays": 21,
      "returnLift1D": 0.0017093288003178723,
      "hitRateLift1D": 0.008614688478941868,
      "activationRate": 0.6017699115044248,
      "activationCount": 204,
      "baselineHitRates": {
        "1": 0.5355029585798816,
        "5": 0.6017964071856288,
        "10": 0.6443768996960486
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.858921505999443,
      "avgForwardReturns": {
        "1": 0.01038983831254871,
        "5": 0.05356593953904157,
        "10": 0.09970087026754366
      },
      "shadowMaxDrawdown": -0.4685491665556345,
      "shadowTotalReturn": 4.156933036852247,
      "avgForwardReturn1D": 0.01038983831254871,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-05-19",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09"
      ],
      "horizonObservationCounts": {
        "1": 204,
        "5": 204,
        "10": 204
      },
      "baselineAvgForwardReturns": {
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    "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": 0.9954222142553815,
      "fitnessScore": 1.534029344023149,
      "lookbackDays": 14,
      "returnLift1D": -0.001932246789206945,
      "activationRate": 0.5596590909090909,
      "activationCount": 197,
      "sampleConfidence": 0.9996615905245347,
      "shadowTotalReturn": 1.267466026897123,
      "avgForwardReturn1D": 0.006640002400385692
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9999999999964453,
      "fitnessScore": 6.149803039103569,
      "lookbackDays": 21,
      "returnLift1D": 0.003276846613015187,
      "activationRate": 0.5722713864306784,
      "activationCount": 194,
      "sampleConfidence": 1,
      "shadowTotalReturn": 5.4698540217523846,
      "avgForwardReturn1D": 0.011957356125246024
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.999999639554749,
      "fitnessScore": 3.613903588213661,
      "lookbackDays": 30,
      "returnLift1D": -0.00022790605669849827,
      "activationRate": 0.6272727272727273,
      "activationCount": 207,
      "sampleConfidence": 1,
      "shadowTotalReturn": 3.110056245770963,
      "avgForwardReturn1D": 0.009247891831579652
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.999999999994609,
      "fitnessScore": 6.058182118227149,
      "lookbackDays": 45,
      "returnLift1D": -0.000017736238615471966,
      "activationRate": 0.7365079365079366,
      "activationCount": 232,
      "sampleConfidence": 1,
      "shadowTotalReturn": 5.296991285163416,
      "avgForwardReturn1D": 0.010314442286455604
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9999999999999998,
      "fitnessScore": 8.405923669295083,
      "lookbackDays": 63,
      "returnLift1D": 0.0009051945837261887,
      "activationRate": 0.8181818181818182,
      "activationCount": 243,
      "sampleConfidence": 0.999451303155007,
      "shadowTotalReturn": 7.466357185117399,
      "avgForwardReturn1D": 0.011230870393115482
    }
  ],
  "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": "dba253d02c6323376f4b21a6ff8128fb438b8916e0586e9d59063067d2c57735",
    "size": 13,
    "members": [
      "BE",
      "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",
      "BE"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "BE",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "BE",
    "hitRates": {
      "1": 0.5432098765432098,
      "5": 0.5967078189300411,
      "10": 0.6473029045643154
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    "hitRate1D": 0.5432098765432098,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.9999999999999998,
    "eligibleDays": 326,
    "fitnessScore": 8.36820446126067,
    "lookbackDays": 63,
    "returnLift1D": 0.0016385351718235033,
    "hitRateLift1D": 0.00026509126713625264,
    "portfolioSize": 2,
    "activationRate": 0.745398773006135,
    "activationCount": 243,
    "baselineHitRates": {
      "1": 0.5429447852760736,
      "5": 0.6242236024844721,
      "10": 0.668769716088328
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    "sampleConfidence": 0.999451303155007,
    "shadowSharpeLike": 2.1907628541325663,
    "avgForwardReturns": {
      "1": 0.011230870393115482,
      "5": 0.05177072005006893,
      "10": 0.10619681271509658
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    "shadowMaxDrawdown": -0.37462612599832434,
    "shadowTotalReturn": 7.466357185117399,
    "avgForwardReturn1D": 0.011230870393115482,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-08",
      "2025-07-09",
      "2025-07-10",
      "2025-07-11",
      "2025-07-14",
      "2025-07-15",
      "2025-07-16",
      "2025-07-17",
      "2025-07-18",
      "2025-07-21"
    ],
    "horizonObservationCounts": {
      "1": 243,
      "5": 243,
      "10": 241
    },
    "baselineAvgForwardReturns": {
      "1": 0.009592335221291978,
      "5": 0.04952218971111217,
      "10": 0.1023857057805914
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999999999999998,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9999999793924633,
    "bestRawFitnessScore": 8.36820446126067,
    "upperQuartileComboQuality": 0.9999999998673423
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9980079092821951,
    "rawScore": 0.9999999643184665,
    "confidence": 0.9960158897852979,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 2
    },
    "profileBreadth": 0.9499906477572657,
    "recommendedRegion": {
      "lookbackDays": [
        14,
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        30,
        45,
        63
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9999998629732281,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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      "comboQuality": 0.9999999999999998,
      "eligibleDays": 326,
      "fitnessScore": 8.36820446126067,
      "lookbackDays": 63,
      "returnLift1D": 0.0016385351718235033,
      "hitRateLift1D": 0.00026509126713625264,
      "portfolioSize": 2,
      "activationRate": 0.745398773006135,
      "activationCount": 243,
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      "sampleConfidence": 0.999451303155007,
      "shadowSharpeLike": 2.1907628541325663,
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        "10": 0.10619681271509658
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      "shadowMaxDrawdown": -0.37462612599832434,
      "shadowTotalReturn": 7.466357185117399,
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      "riskOffActivations": 0,
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        "2025-07-11",
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        "2025-07-17",
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      "horizonObservationCounts": {
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    },
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      "topN": 2,
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      "hitRates": {
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      "hitRate1D": 0.555,
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      "comboQuality": 0.9999999999991913,
      "eligibleDays": 368,
      "fitnessScore": 6.4755585966377,
      "lookbackDays": 21,
      "returnLift1D": 0.003790616576775133,
      "hitRateLift1D": 0.02782608695652178,
      "portfolioSize": 2,
      "activationRate": 0.5434782608695652,
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        "5": 0.5934065934065934,
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
        "1": 0.011862180292784685,
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      "shadowMaxDrawdown": -0.5241518441569529,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-18",
        "2025-02-19",
        "2025-02-27",
        "2025-03-13",
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        "2025-03-25",
        "2025-03-26",
        "2025-06-02",
        "2025-06-03"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "fitnessScore": 0.7703108453173283,
      "lookbackDays": 14,
      "returnLift1D": -0.0029842736786731662,
      "hitRateLift1D": -0.021273542600896866,
      "portfolioSize": 5,
      "activationRate": 0.5946666666666667,
      "activationCount": 223,
      "baselineHitRates": {
        "1": 0.528,
        "5": 0.5956873315363881,
        "10": 0.6284153005464481
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.7959771259423198,
      "avgForwardReturns": {
        "1": 0.004641854551079593,
        "5": 0.03197420877554303,
        "10": 0.08240553742964855
      },
      "shadowMaxDrawdown": -0.6142528816345072,
      "shadowTotalReturn": 0.613071690820427,
      "avgForwardReturn1D": 0.004641854551079593,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-04",
        "2025-02-07",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 223,
        "5": 223,
        "10": 223
      },
      "baselineAvgForwardReturns": {
        "1": 0.00762612822975276,
        "5": 0.03927289453167362,
        "10": 0.08160174235491988
      }
    },
    {
      "topN": 3,
      "ticker": "BE",
      "hitRates": {
        "1": 0.5070422535211268,
        "5": 0.568075117370892,
        "10": 0.6384976525821596
      },
      "hitRate1D": 0.5070422535211268,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.6574725014285159,
      "eligibleDays": 375,
      "fitnessScore": 0.4934512195546247,
      "lookbackDays": 14,
      "returnLift1D": -0.003525199068768423,
      "hitRateLift1D": -0.020957746478873274,
      "portfolioSize": 3,
      "activationRate": 0.568,
      "activationCount": 213,
      "baselineHitRates": {
        "1": 0.528,
        "5": 0.5956873315363881,
        "10": 0.6284153005464481
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6751299548019046,
      "avgForwardReturns": {
        "1": 0.004100929160984337,
        "5": 0.03440180513907517,
        "10": 0.08569205296839484
      },
      "shadowMaxDrawdown": -0.6392730295285585,
      "shadowTotalReturn": 0.3877163470110139,
      "avgForwardReturn1D": 0.004100929160984337,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-04",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-03-13",
        "2025-03-14"
      ],
      "horizonObservationCounts": {
        "1": 213,
        "5": 213,
        "10": 213
      },
      "baselineAvgForwardReturns": {
        "1": 0.00762612822975276,
        "5": 0.03927289453167362,
        "10": 0.08160174235491988
      }
    }
  ],
  "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": 0.9376991746404392,
      "fitnessScore": 0.9465199931628827,
      "lookbackDays": 14,
      "returnLift1D": -0.0022595015325794854,
      "activationRate": 0.5386666666666666,
      "activationCount": 202,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.7459042434330241,
      "avgForwardReturn1D": 0.005366626697173274
    },
    {
      "comboQuality": 0.9999999999991913,
      "fitnessScore": 6.4755585966377,
      "lookbackDays": 21,
      "returnLift1D": 0.003790616576775133,
      "activationRate": 0.5434782608695652,
      "activationCount": 200,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 5.7890732513355445,
      "avgForwardReturn1D": 0.011862180292784685
    },
    {
      "comboQuality": 0.999999804830665,
      "fitnessScore": 3.7488675765912953,
      "lookbackDays": 30,
      "returnLift1D": 0.0010208924680839213,
      "activationRate": 0.6016713091922006,
      "activationCount": 216,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 3.2506263133802227,
      "avgForwardReturn1D": 0.009070546718222305
    },
    {
      "comboQuality": 0.9999999999333173,
      "fitnessScore": 5.504836619308724,
      "lookbackDays": 45,
      "returnLift1D": 0.0010875580863512844,
      "activationRate": 0.688953488372093,
      "activationCount": 237,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 4.807563545368056,
      "avgForwardReturn1D": 0.009783454754641806
    },
    {
      "comboQuality": 0.9999999999999998,
      "fitnessScore": 8.36820446126067,
      "lookbackDays": 63,
      "returnLift1D": 0.0016385351718235033,
      "activationRate": 0.745398773006135,
      "activationCount": 243,
      "sampleConfidence": 0.999451303155007,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 7.466357185117399,
      "avgForwardReturn1D": 0.011230870393115482
    }
  ],
  "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": "dba253d02c6323376f4b21a6ff8128fb438b8916e0586e9d59063067d2c57735",
    "size": 13,
    "members": [
      "BE",
      "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
0.630
Liquidity
1
Momentum
0.649
Relative strength
0.795
Trend quality
0.682
Stability
0.314
Aggression
0.647
Downside risk
0.419
Drawdown state
0.702
Quality momentum
0.648
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.531
Benchmark Independence 3m Score
0.520
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.625
Correlation Change Score
0.505
Current Drawdown Score
0.550
Days Since 52w High Score
0.052
Distance From 52w High Score
0.550
Distance From Sma 20 Score
0.266
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.276
Downside Volatility 1m Score
1
Downside Volatility 1y Score
1
Downside Volatility 2y Score
1
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.922
Downside Volatility 6m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.359
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.630
Drawdown Score 1m
0
Drawdown Score 1y
0.293
Drawdown Score 2y
0.426
Drawdown Score 3m
0.268
Drawdown Score 5y
0.241
Drawdown Score 6m
0.425
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.383
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.018
Relative Strength Slope 3m Score
0.726
Relative Volume 20d Score
0.350
Return 1m Score
0.404
Return 1w Score
0.177
Return 1y Score
1
Return 2y Score
1
Return 3m Score
1
Return 5y Score
0.707
Return 6m Score
1
Return Skewness 1y Score
0.567
Sharpe 1m Score
0.415
Sharpe 1y Score
0.898
Sharpe 2y Score
0.787
Sharpe 3m Score
0.798
Sharpe 5y Score
0.585
Sharpe 6m Score
0.801
Sortino 1m Score
0.384
Sortino 1y Score
0.726
Sortino 2y Score
0.664
Sortino 3m Score
0.681
Sortino 5y Score
0.511
Sortino 6m Score
0.653
Trend R2 1m Score
0.000
Trend R2 1w Score
0.646
Trend R2 1y Score
0.880
Trend R2 2y Score
0.906
Trend R2 3m Score
0.337
Trend R2 5y Score
0.318
Trend R2 6m Score
0.760
Trend Slope 1m Score
0.485
Trend Slope 1w Score
0
Trend Slope 1y Score
1
Trend Slope 2y Score
0.949
Trend Slope 3m Score
0.800
Trend Slope 5y Score
0.584
Trend Slope 6m Score
0.971
Volatility 1m Score
1
Volatility 1w Score
1
Volatility 1y Score
1
Volatility 2y Score
1
Volatility 3m Score
1
Volatility 5y Score
1
Volatility 6m Score
1
Worst Day 1y Score
0.076
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
4,203,373,124.569
Best Day 1y
0.272
Beta To Benchmark 1y
4.128
Beta 3m
4.378
Beta Change
0.250
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.469
Correlation 3m
0.480
Correlation Change
0.010
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.531
Benchmark Independence 3m Score
0.520
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.625
Correlation Change Score
0.505
Current Drawdown Score
0.550
Distance From Sma 20 Score
0.266
Distance From Sma 200 Score
1
Current Drawdown
-0.293
Days Since 52w High
13
Distance From 52w High
-0.293
Distance From Sma 20
-0.141
Distance From Sma 200
0.444
Distance From Sma 50
-0.134
Downside Capture 1y
0.172
Downside Volatility 1m
1.403
Downside Volatility 1w
-
Downside Volatility 1y
0.977
Downside Volatility 2y
0.872
Downside Volatility 3m
0.970
Downside Volatility 5y
0.742
Downside Volatility 6m
1.013
Drawdown Recovery
1
Excess Return 1m
-0.085
Excess Return 1y
7.297
Excess Return 3m
0.414
Excess Return 6m
1.164
Expected Shortfall 95 1y
-0.129
Market Cap
66,320,933,304.545
Max Drawdown 1m
-0.293
Max Drawdown 1w
-0.171
Max Drawdown 1y
-0.459
Max Drawdown 2y
-0.459
Max Drawdown 3m
-0.293
Max Drawdown 5y
-0.759
Max Drawdown 6m
-0.316
Momentum Acceleration 1m Vs 3m
-0.234
Momentum Acceleration 3m Vs 6m
-0.035
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.008
Relative Strength Slope 3m
0.004
Relative Volume 20d
1.246
Return 1m
-0.058
Return 1w
-0.097
Return 1y
7.520
Return 2y
19.116
Return 3m
0.528
Return 5y
8.189
Return 6m
1.265
Return Skewness 1y
0.403
Sector Excess Return 1y
-
Sharpe 1m
0.077
Sharpe 1y
2.488
Sharpe 2y
1.936
Sharpe 3m
1.988
Sharpe 5y
0.927
Sharpe 6m
2.006
Sortino 1m
0.072
Sortino 1y
2.810
Sortino 2y
2.314
Sortino 3m
2.448
Sortino 5y
1.088
Sortino 6m
2.228
Trend R2 1m
0.000
Trend R2 1w
0.646
Trend R2 1y
0.880
Trend R2 2y
0.906
Trend R2 3m
0.337
Trend R2 5y
0.318
Trend R2 6m
0.760
Trend 1m
-0.000
Trend 1w
-0.028
Trend 1y
0.009
Trend 2y
0.007
Trend 3m
0.005
Trend 5y
0.001
Trend 6m
0.008
Upside Capture 1y
40.615
Value At Risk 95 1y
-0.100
Volatility 1m
1.295
Volatility 1w
1.106
Volatility 1y
1.104
Volatility 2y
1.043
Volatility 3m
1.194
Volatility 5y
0.870
Volatility 6m
1.125
Worst Day 1y
-0.185
Distance From Sma 50 Score
0.276
Downside Volatility 1y Score
1
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.359
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.630
Drawdown Score 1y
0.293
Drawdown Score 5y
0.241
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.383
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.018
Relative Volume 20d Score
0.350
Return 1m Score
0.404
Return 1y Score
1
Return 3m Score
1
Return 6m Score
1
Return Skewness 1y Score
0.567
Sortino 1y Score
0.726
Sortino 3m Score
0.681
Trend R2 1y Score
0.880
Trend R2 3m Score
0.337
Trend Slope 1y Score
1
Trend Slope 3m Score
0.800
Volatility 1y Score
1
Volatility 3m Score
1