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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

BEN

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

Research Detail

BEN

BEN

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
1.228
Correlation To Benchmark 1y
0.557
Inverse To Benchmark 1y
0.443
Drawdown Score 1m
0.828
Drawdown Score 3m
0.847
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
0.651
Drawdown Score 1y
0.704
Drawdown Score 2y
0.661
Drawdown Score 5y
0.526
Return 1w
-0.018
Return 1m
0.064
Return 3m
0.351
Return 6m
0.365
Return 1y
0.417
Return 2y
0.698
Return 5y
0.330
Sharpe 1m
2.976
Sharpe 3m
4.142
Sharpe 6m
2.151
Sharpe 1y
1.398
Sharpe 2y
1.002
Sharpe 5y
0.338
Trend 1w
-0.005
Trend 1m
0.004
Trend 3m
0.004
Trend 6m
0.003
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.213
Volatility 1m
0.262
Volatility 3m
0.302
Volatility 6m
0.312
Volatility 1y
0.277
Volatility 2y
0.313
Volatility 5y
0.320
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
BEN
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:44 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
0.921
Aptet Fit Raw Score
0.930
Aptet Fit Confidence
0.979
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.917
Force Fit Raw Score
0.927
Force Fit Confidence
0.978
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:44 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BEN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "BEN",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "BEN",
    "hitRates": {
      "1": 0.5742574257425742,
      "5": 0.6318407960199005,
      "10": 0.6326530612244898
    },
    "hitRate1D": 0.5742574257425742,
    "comboQuality": 0.9833426497895935,
    "eligibleDays": 315,
    "fitnessScore": 1.247183333615897,
    "lookbackDays": 45,
    "returnLift1D": 0.0005848709729281329,
    "hitRateLift1D": 0.016932584978243015,
    "activationRate": 0.6444444444444445,
    "activationCount": 203,
    "baselineHitRates": {
      "1": 0.5573248407643312,
      "5": 0.6064516129032258,
      "10": 0.6196721311475409
    },
    "sampleConfidence": 0.9967159277504106,
    "shadowSharpeLike": 2.0213575772757117,
    "avgForwardReturns": {
      "1": 0.002796657734681322,
      "5": 0.010334925822556129,
      "10": 0.018395074068223254
    },
    "shadowMaxDrawdown": -0.13739340074270878,
    "shadowTotalReturn": 0.6951687941165183,
    "avgForwardReturn1D": 0.002796657734681322,
    "riskOffActivations": 0,
    "activationDatesSample": [
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      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
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    ],
    "horizonObservationCounts": {
      "1": 202,
      "5": 201,
      "10": 196
    },
    "baselineAvgForwardReturns": {
      "1": 0.002211786761753189,
      "5": 0.01081696557103542,
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    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9833426497895935,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.8975710725990442,
    "bestRawFitnessScore": 1.247183333615897,
    "upperQuartileComboQuality": 0.9646281577199599
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9207310618591675,
    "rawScore": 0.9304690217311379,
    "confidence": 0.9790687069756436,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 45
    },
    "profileBreadth": 0.850197771298172,
    "recommendedRegion": {
      "topNs": [
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9139107789654551,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "BEN",
      "hitRates": {
        "1": 0.5742574257425742,
        "5": 0.6318407960199005,
        "10": 0.6326530612244898
      },
      "hitRate1D": 0.5742574257425742,
      "comboQuality": 0.9833426497895935,
      "eligibleDays": 315,
      "fitnessScore": 1.247183333615897,
      "lookbackDays": 45,
      "returnLift1D": 0.0005848709729281329,
      "hitRateLift1D": 0.016932584978243015,
      "activationRate": 0.6444444444444445,
      "activationCount": 203,
      "baselineHitRates": {
        "1": 0.5573248407643312,
        "5": 0.6064516129032258,
        "10": 0.6196721311475409
      },
      "sampleConfidence": 0.9967159277504106,
      "shadowSharpeLike": 2.0213575772757117,
      "avgForwardReturns": {
        "1": 0.002796657734681322,
        "5": 0.010334925822556129,
        "10": 0.018395074068223254
      },
      "shadowMaxDrawdown": -0.13739340074270878,
      "shadowTotalReturn": 0.6951687941165183,
      "avgForwardReturn1D": 0.002796657734681322,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-02",
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      ],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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        "5": 0.01081696557103542,
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      }
    },
    {
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      "hitRates": {
        "1": 0.5751295336787565,
        "5": 0.6424870466321243,
        "10": 0.6436170212765957
      },
      "hitRate1D": 0.5751295336787565,
      "comboQuality": 0.9818842223271138,
      "eligibleDays": 315,
      "fitnessScore": 1.2283918326330225,
      "lookbackDays": 45,
      "returnLift1D": 0.0006061678339443987,
      "hitRateLift1D": 0.017804692914425324,
      "activationRate": 0.6126984126984127,
      "activationCount": 193,
      "baselineHitRates": {
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      },
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      "shadowSharpeLike": 2.073459573863035,
      "avgForwardReturns": {
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        "10": 0.020428779651484423
      },
      "shadowMaxDrawdown": -0.08596526143004912,
      "shadowTotalReturn": 0.6665689996081978,
      "avgForwardReturn1D": 0.0028179545956975877,
      "riskOffActivations": 0,
      "activationDatesSample": [
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      ],
      "horizonObservationCounts": {
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    },
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        "5": 0.6464646464646465,
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      },
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      "comboQuality": 0.9736952956636397,
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      "fitnessScore": 1.1444971366811239,
      "lookbackDays": 30,
      "returnLift1D": 0.0006169772179281494,
      "hitRateLift1D": 0.018947814120884865,
      "activationRate": 0.6121212121212121,
      "activationCount": 202,
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      "shadowSharpeLike": 1.8635571108205993,
      "avgForwardReturns": {
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      "shadowTotalReturn": 0.6084396548362192,
      "avgForwardReturn1D": 0.002570932119540729,
      "riskOffActivations": 0,
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      "riskOffActivations": 0,
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        "2025-04-02",
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      ],
      "horizonObservationCounts": {
        "1": 164,
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        "10": 163
      },
      "baselineAvgForwardReturns": {
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      }
    },
    {
      "topN": 3,
      "ticker": "BEN",
      "hitRates": {
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        "5": 0.6424242424242425,
        "10": 0.69375
      },
      "hitRate1D": 0.5688622754491018,
      "comboQuality": 0.9453403010228059,
      "eligibleDays": 330,
      "fitnessScore": 0.9770920251804659,
      "lookbackDays": 30,
      "returnLift1D": 0.0007096352090024786,
      "hitRateLift1D": 0.01567078608739969,
      "activationRate": 0.5060606060606061,
      "activationCount": 167,
      "baselineHitRates": {
        "1": 0.5531914893617021,
        "5": 0.6,
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      },
      "sampleConfidence": 0.9964071856287426,
      "shadowSharpeLike": 1.7550257427931808,
      "avgForwardReturns": {
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        "10": 0.02921363758058725
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      "shadowMaxDrawdown": -0.0845817274714672,
      "shadowTotalReturn": 0.5061039886554028,
      "avgForwardReturn1D": 0.0026635901106150583,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
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        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 131,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016062860400273954,
        "5": 0.008433435186402246,
        "10": 0.018045955812936644
      }
    }
  ],
  "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": 5,
      "comboQuality": 0.9659608060244528,
      "fitnessScore": 1.0860343397517265,
      "lookbackDays": 14,
      "returnLift1D": 0.0010162032761668312,
      "activationRate": 0.5198863636363636,
      "activationCount": 183,
      "sampleConfidence": 0.9985428051001822,
      "shadowTotalReturn": 0.5789700744891737,
      "avgForwardReturn1D": 0.0027664294064206774
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9258476624810305,
      "fitnessScore": 0.9054093858438994,
      "lookbackDays": 21,
      "returnLift1D": 0.0003254333623982973,
      "activationRate": 0.551622418879056,
      "activationCount": 187,
      "sampleConfidence": 0.9985739750445634,
      "shadowTotalReturn": 0.44220643941731486,
      "avgForwardReturn1D": 0.002186698679931335
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9736952956636397,
      "fitnessScore": 1.1444971366811239,
      "lookbackDays": 30,
      "returnLift1D": 0.0006169772179281494,
      "activationRate": 0.6121212121212121,
      "activationCount": 202,
      "sampleConfidence": 0.9953795379537954,
      "shadowTotalReturn": 0.6084396548362192,
      "avgForwardReturn1D": 0.002570932119540729
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9833426497895935,
      "fitnessScore": 1.247183333615897,
      "lookbackDays": 45,
      "returnLift1D": 0.0005848709729281329,
      "activationRate": 0.6444444444444445,
      "activationCount": 203,
      "sampleConfidence": 0.9967159277504106,
      "shadowTotalReturn": 0.6951687941165183,
      "avgForwardReturn1D": 0.002796657734681322
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8596359297510665,
      "fitnessScore": 0.7486992709002327,
      "lookbackDays": 63,
      "returnLift1D": -0.00013983089424480957,
      "activationRate": 0.6936026936026936,
      "activationCount": 206,
      "sampleConfidence": 0.994822006472492,
      "shadowTotalReturn": 0.3091885485540713,
      "avgForwardReturn1D": 0.0014664551457825858
    }
  ],
  "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": "07d2706dc9b9553c57900bc4a28d299dd49ca58f9738be73dce37da5a46a1195",
    "size": 13,
    "members": [
      "BEN",
      "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",
      "BEN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "BEN",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "BEN",
    "hitRates": {
      "1": 0.5736040609137056,
      "5": 0.6345177664974619,
      "10": 0.6302083333333334
    },
    "hitRate1D": 0.5736040609137056,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.9812162018601136,
    "eligibleDays": 344,
    "fitnessScore": 1.2202755880141831,
    "lookbackDays": 45,
    "returnLift1D": 0.0010075005717430923,
    "hitRateLift1D": 0.027092433006728922,
    "portfolioSize": 4,
    "activationRate": 0.5726744186046512,
    "activationCount": 197,
    "baselineHitRates": {
      "1": 0.5465116279069767,
      "5": 0.5911764705882353,
      "10": 0.6059701492537314
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    "sampleConfidence": 0.9983079526226735,
    "shadowSharpeLike": 2.010191120455063,
    "avgForwardReturns": {
      "1": 0.002814861446473262,
      "5": 0.010565554614679623,
      "10": 0.01784355711950921
    },
    "shadowMaxDrawdown": -0.08596526143004957,
    "shadowTotalReturn": 0.6808338725130083,
    "avgForwardReturn1D": 0.002814861446473262,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-19",
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12"
    ],
    "horizonObservationCounts": {
      "1": 197,
      "5": 197,
      "10": 192
    },
    "baselineAvgForwardReturns": {
      "1": 0.0018073608747301699,
      "5": 0.009521715155513545,
      "10": 0.019649118695250625
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9812162018601136,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.8926261075103923,
    "bestRawFitnessScore": 1.2202755880141831,
    "upperQuartileComboQuality": 0.9385262200505036
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.917015735831251,
    "rawScore": 0.9272239347229393,
    "confidence": 0.9779811574973232,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0.8000733642033103,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9417975321356967,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "BEN",
      "hitRates": {
        "1": 0.5736040609137056,
        "5": 0.6345177664974619,
        "10": 0.6302083333333334
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      "hitRate1D": 0.5736040609137056,
      "rankWeights": [
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        0.10000000000000002
      ],
      "comboQuality": 0.9812162018601136,
      "eligibleDays": 344,
      "fitnessScore": 1.2202755880141831,
      "lookbackDays": 45,
      "returnLift1D": 0.0010075005717430923,
      "hitRateLift1D": 0.027092433006728922,
      "portfolioSize": 4,
      "activationRate": 0.5726744186046512,
      "activationCount": 197,
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      "sampleConfidence": 0.9983079526226735,
      "shadowSharpeLike": 2.010191120455063,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.08596526143004957,
      "shadowTotalReturn": 0.6808338725130083,
      "avgForwardReturn1D": 0.002814861446473262,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 197,
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        "10": 192
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      "baselineAvgForwardReturns": {
        "1": 0.0018073608747301699,
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    },
    {
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      "hitRates": {
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        "10": 0.6302083333333334
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      "rankWeights": [
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      "comboQuality": 0.9812162018601136,
      "eligibleDays": 344,
      "fitnessScore": 1.2202755880141831,
      "lookbackDays": 45,
      "returnLift1D": 0.0010075005717430923,
      "hitRateLift1D": 0.027092433006728922,
      "portfolioSize": 5,
      "activationRate": 0.5726744186046512,
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      "sampleConfidence": 0.9983079526226735,
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      "shadowMaxDrawdown": -0.08596526143004957,
      "shadowTotalReturn": 0.6808338725130083,
      "avgForwardReturn1D": 0.002814861446473262,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12"
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.9660706963856716,
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      "fitnessScore": 1.0867707515961296,
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      "comboQuality": 0.9521452296022479,
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      "returnLift1D": 0.0008455376867825442,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "avgForwardReturn1D": 0.0016215881595774276,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-03-27",
        "2025-03-28",
        "2025-05-05",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 125,
        "5": 125,
        "10": 122
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016026675385724608,
        "5": 0.008111885201129768,
        "10": 0.017308870371713764
      }
    },
    {
      "topN": 2,
      "ticker": "BEN",
      "hitRates": {
        "1": 0.5603448275862069,
        "5": 0.6206896551724138,
        "10": 0.625
      },
      "hitRate1D": 0.5603448275862069,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.5653203904375691,
      "eligibleDays": 359,
      "fitnessScore": 0.40781234869797944,
      "lookbackDays": 30,
      "returnLift1D": -0.00019245662093030384,
      "hitRateLift1D": 0.025525886082028548,
      "portfolioSize": 2,
      "activationRate": 0.3231197771587744,
      "activationCount": 116,
      "baselineHitRates": {
        "1": 0.5348189415041783,
        "5": 0.5802816901408451,
        "10": 0.5828571428571429
      },
      "sampleConfidence": 0.9977011494252874,
      "shadowSharpeLike": 0.7468326233760112,
      "avgForwardReturns": {
        "1": 0.0014751871380187626,
        "5": 0.010128863101106753,
        "10": 0.020101577684026435
      },
      "shadowMaxDrawdown": -0.1189007075741888,
      "shadowTotalReturn": 0.1465266537699268,
      "avgForwardReturn1D": 0.0014751871380187626,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-15",
        "2025-05-16",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 116,
        "5": 116,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016676437589490665,
        "5": 0.008253037002486864,
        "10": 0.017787761998558242
      }
    },
    {
      "topN": 2,
      "ticker": "BEN",
      "hitRates": {
        "1": 0.5035460992907801,
        "5": 0.5401459854014599,
        "10": 0.5303030303030303
      },
      "hitRate1D": 0.5035460992907801,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.3163273626075654,
      "eligibleDays": 326,
      "fitnessScore": 0.18044565508809113,
      "lookbackDays": 63,
      "returnLift1D": -0.0018136242076940729,
      "hitRateLift1D": -0.04860113997302362,
      "portfolioSize": 2,
      "activationRate": 0.4325153374233129,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5521472392638037,
        "5": 0.6055900621118012,
        "10": 0.6277602523659306
      },
      "sampleConfidence": 0.9938534278959812,
      "shadowSharpeLike": 0.17477646067893818,
      "avgForwardReturns": {
        "1": 0.0003633413158537164,
        "5": 0.0028911967277693105,
        "10": 0.00641990596896171
      },
      "shadowMaxDrawdown": -0.16467006783076332,
      "shadowTotalReturn": 0.019967793426305835,
      "avgForwardReturn1D": 0.0003633413158537164,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 137,
        "10": 132
      },
      "baselineAvgForwardReturns": {
        "1": 0.002176965523547789,
        "5": 0.011345607520570018,
        "10": 0.02348109031526982
      }
    }
  ],
  "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": 0.9070023651407709,
      "fitnessScore": 0.8510656192422125,
      "lookbackDays": 14,
      "returnLift1D": 0.0006639545142216275,
      "activationRate": 0.4613333333333333,
      "activationCount": 173,
      "sampleConfidence": 0.9996146435452795,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.4309080975388879,
      "avgForwardReturn1D": 0.0023527033865077063
    },
    {
      "comboQuality": 0.8782498498800136,
      "fitnessScore": 0.7847112275516563,
      "lookbackDays": 21,
      "returnLift1D": 0.0004983811060057701,
      "activationRate": 0.483695652173913,
      "activationCount": 178,
      "sampleConfidence": 0.9985018726591761,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.3896784431716802,
      "avgForwardReturn1D": 0.002101048644578231
    },
    {
      "comboQuality": 0.9521452296022479,
      "fitnessScore": 1.0079202888493528,
      "lookbackDays": 30,
      "returnLift1D": 0.0008455376867825442,
      "activationRate": 0.5236768802228412,
      "activationCount": 188,
      "sampleConfidence": 0.996808510638298,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.5401688950020755,
      "avgForwardReturn1D": 0.0025131814457316107
    },
    {
      "comboQuality": 0.9812162018601136,
      "fitnessScore": 1.2202755880141831,
      "lookbackDays": 45,
      "returnLift1D": 0.0010075005717430923,
      "activationRate": 0.5726744186046512,
      "activationCount": 197,
      "sampleConfidence": 0.9983079526226735,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.6808338725130083,
      "avgForwardReturn1D": 0.002814861446473262
    },
    {
      "comboQuality": 0.9079298810788949,
      "fitnessScore": 0.8534956747042539,
      "lookbackDays": 63,
      "returnLift1D": -0.0003023478234477181,
      "activationRate": 0.6257668711656442,
      "activationCount": 204,
      "sampleConfidence": 0.9957516339869281,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.4182670003007496,
      "avgForwardReturn1D": 0.001874617700100071
    }
  ],
  "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": "07d2706dc9b9553c57900bc4a28d299dd49ca58f9738be73dce37da5a46a1195",
    "size": 13,
    "members": [
      "BEN",
      "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
0.499
Liquidity
0.730
Momentum
0.699
Relative strength
0.793
Trend quality
0.765
Stability
0.687
Aggression
0.419
Downside risk
0.626
Drawdown state
0.971
Quality momentum
0.724
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.443
Benchmark Independence 3m Score
0.586
Beta 1y Profile Score
0.491
Beta 3m Profile Score
0.382
Beta Change Score
0.364
Correlation Change Score
0.428
Current Drawdown Score
0.958
Days Since 52w High Score
0.016
Distance From 52w High Score
0.958
Distance From Sma 20 Score
0.519
Distance From Sma 200 Score
0.998
Distance From Sma 50 Score
0.593
Downside Volatility 1m Score
0.348
Downside Volatility 1y Score
0.308
Downside Volatility 2y Score
0.356
Downside Volatility 3m Score
0.304
Downside Volatility 5y Score
0.349
Downside Volatility 6m Score
0.372
Drawdown Recovery Score
1
Excess Return 1m Score
0.562
Excess Return 1y Score
0.823
Excess Return 3m Score
0.897
Excess Return 6m Score
0.941
Expected Shortfall 95 1y Score
0.626
Log Avg Dollar Volume 20d Score
0.730
Log Market Cap Score
0.499
Drawdown Score 1m
0.828
Drawdown Score 1y
0.704
Drawdown Score 2y
0.661
Drawdown Score 3m
0.847
Drawdown Score 5y
0.526
Drawdown Score 6m
0.651
Momentum Acceleration 1m Vs 3m Score
0.323
Momentum Acceleration 3m Vs 6m Score
0.688
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.576
Relative Strength Slope 3m Score
0.686
Relative Volume 20d Score
0.247
Return 1m Score
0.607
Return 1w Score
0.440
Return 1y Score
0.761
Return 2y Score
0.485
Return 3m Score
0.939
Return 5y Score
0.102
Return 6m Score
0.804
Return Skewness 1y Score
0.502
Sharpe 1m Score
0.995
Sharpe 1y Score
0.680
Sharpe 2y Score
0.600
Sharpe 3m Score
1
Sharpe 5y Score
0.468
Sharpe 6m Score
0.830
Sortino 1m Score
0.688
Sortino 1y Score
0.547
Sortino 2y Score
0.499
Sortino 3m Score
0.937
Sortino 5y Score
0.418
Sortino 6m Score
0.630
Trend R2 1m Score
0.679
Trend R2 1w Score
0.603
Trend R2 1y Score
0.598
Trend R2 2y Score
0.710
Trend R2 3m Score
0.824
Trend R2 5y Score
0.000
Trend R2 6m Score
0.638
Trend Slope 1m Score
0.739
Trend Slope 1w Score
0.174
Trend Slope 1y Score
0.588
Trend Slope 2y Score
0.563
Trend Slope 3m Score
0.760
Trend Slope 5y Score
0.500
Trend Slope 6m Score
0.667
Volatility 1m Score
0.282
Volatility 1w Score
0.217
Volatility 1y Score
0.302
Volatility 2y Score
0.351
Volatility 3m Score
0.336
Volatility 5y Score
0.361
Volatility 6m Score
0.350
Worst Day 1y Score
0.760
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
154,355,963.303
Best Day 1y
0.069
Beta To Benchmark 1y
1.228
Beta 3m
0.956
Beta Change
-0.273
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.557
Correlation 3m
0.414
Correlation Change
-0.143
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.443
Benchmark Independence 3m Score
0.586
Beta 1y Profile Score
0.491
Beta 3m Profile Score
0.382
Beta Change Score
0.364
Correlation Change Score
0.428
Current Drawdown Score
0.958
Distance From Sma 20 Score
0.519
Distance From Sma 200 Score
0.998
Current Drawdown
-0.027
Days Since 52w High
4
Distance From 52w High
-0.027
Distance From Sma 20
0.011
Distance From Sma 200
0.299
Distance From Sma 50
0.056
Downside Capture 1y
1.004
Downside Volatility 1m
0.311
Downside Volatility 1w
-
Downside Volatility 1y
0.281
Downside Volatility 2y
0.317
Downside Volatility 3m
0.278
Downside Volatility 5y
0.312
Downside Volatility 6m
0.329
Drawdown Recovery
1
Excess Return 1m
0.037
Excess Return 1y
0.194
Excess Return 3m
0.238
Excess Return 6m
0.264
Expected Shortfall 95 1y
-0.037
Market Cap
17,098,660,181.287
Max Drawdown 1m
-0.043
Max Drawdown 1w
-0.027
Max Drawdown 1y
-0.192
Max Drawdown 2y
-0.271
Max Drawdown 3m
-0.061
Max Drawdown 5y
-0.474
Max Drawdown 6m
-0.192
Momentum Acceleration 1m Vs 3m
-0.053
Momentum Acceleration 3m Vs 6m
0.056
Moving Average Alignment
1
Relative Strength Acceleration
0.001
Relative Strength Slope 3m
0.003
Relative Volume 20d
0.966
Return 1m
0.064
Return 1w
-0.018
Return 1y
0.417
Return 2y
0.698
Return 3m
0.351
Return 5y
0.330
Return 6m
0.365
Return Skewness 1y
0.014
Sector Excess Return 1y
-
Sharpe 1m
2.976
Sharpe 1y
1.398
Sharpe 2y
1.002
Sharpe 3m
4.142
Sharpe 5y
0.338
Sharpe 6m
2.151
Sortino 1m
2.504
Sortino 1y
1.377
Sortino 2y
0.991
Sortino 3m
4.498
Sortino 5y
0.347
Sortino 6m
2.040
Trend R2 1m
0.679
Trend R2 1w
0.603
Trend R2 1y
0.598
Trend R2 2y
0.710
Trend R2 3m
0.824
Trend R2 5y
0.000
Trend R2 6m
0.638
Trend 1m
0.004
Trend 1w
-0.005
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.004
Trend 5y
0.000
Trend 6m
0.003
Upside Capture 1y
1.154
Value At Risk 95 1y
-0.029
Volatility 1m
0.262
Volatility 1w
0.213
Volatility 1y
0.277
Volatility 2y
0.313
Volatility 3m
0.302
Volatility 5y
0.320
Volatility 6m
0.312
Worst Day 1y
-0.048
Distance From Sma 50 Score
0.593
Downside Volatility 1y Score
0.308
Downside Volatility 3m Score
0.304
Drawdown Recovery Score
1
Excess Return 1m Score
0.562
Excess Return 1y Score
0.823
Excess Return 3m Score
0.897
Excess Return 6m Score
0.941
Expected Shortfall 95 1y Score
0.626
Log Avg Dollar Volume 20d Score
0.730
Log Market Cap Score
0.499
Drawdown Score 1y
0.704
Drawdown Score 5y
0.526
Momentum Acceleration 1m Vs 3m Score
0.323
Momentum Acceleration 3m Vs 6m Score
0.688
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.576
Relative Volume 20d Score
0.247
Return 1m Score
0.607
Return 1y Score
0.761
Return 3m Score
0.939
Return 6m Score
0.804
Return Skewness 1y Score
0.502
Sortino 1y Score
0.547
Sortino 3m Score
0.937
Trend R2 1y Score
0.598
Trend R2 3m Score
0.824
Trend Slope 1y Score
0.588
Trend Slope 3m Score
0.760
Volatility 1y Score
0.302
Volatility 3m Score
0.336