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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

BITX

Unknown sector | v2 | as of 2026-07-23
Close

Research Detail

BITX

BITX

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.
35 fields
Beta To Benchmark 1y
3.558
Correlation To Benchmark 1y
0.514
Inverse To Benchmark 1y
0.486
Drawdown Score 1m
0.528
Drawdown Score 3m
0
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
Drawdown Score 1y
0
Drawdown Score 2y
0
Drawdown Score 5y
0.166
Return 1w
0.012
Return 1m
0.063
Return 3m
-0.367
Return 6m
-0.567
Return 1y
-0.791
Return 2y
-0.545
Return 5y
0.073
Sharpe 1m
1.401
Sharpe 3m
-2.146
Sharpe 6m
-1.278
Sharpe 1y
-1.333
Sharpe 2y
0.073
Trend 1w
0.007
Trend 1m
0.009
Trend 3m
-0.011
Trend 6m
-0.004
Trend 1y
-0.007
Trend 2y
-0.002
Trend 5y
0.001
Volatility 1w
0.498
Volatility 1m
0.678
Volatility 3m
0.728
Volatility 6m
0.949
Volatility 1y
0.879
Volatility 2y
0.960
Volatility 5y
0.975
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
BITX
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:46 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
98%
History Coverage Days
771
Data Start Date
2023-06-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
log_market_cap_score
Aptet Fit Score
0.160
Aptet Fit Raw Score
0.266
Aptet Fit Confidence
0.203
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.154
Force Fit Raw Score
0.167
Force Fit Confidence
0.853
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:46 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BITX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "BITX",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "BITX",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08243626225140475,
    "eligibleDays": 352,
    "fitnessScore": -0.18013325870442626,
    "lookbackDays": 14,
    "returnLift1D": -0.0040040042203278725,
    "hitRateLift1D": -0.4444444444444444,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.4444444444444444,
      "5": 1,
      "10": 0
    },
    "sampleConfidence": 0.25,
    "shadowSharpeLike": 0,
    "avgForwardReturns": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": 0,
    "shadowTotalReturn": 0,
    "avgForwardReturn1D": 0,
    "riskOffActivations": 0,
    "activationDatesSample": [],
    "horizonObservationCounts": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.0040040042203278725,
      "5": 0.03338702467920425,
      "10": 0
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08243626225140475,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08243626225140475,
    "bestRawFitnessScore": -0.18013325870442626,
    "upperQuartileComboQuality": 0.08243626225140475
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.15998495120848857,
    "rawScore": 0.26594900980112385,
    "confidence": 0.203125,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 1,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 352,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 14,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 352,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 14,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 352,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 14,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 352,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 14,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 339,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 21,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 339,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 21,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
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      "baselineHitRates": {
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 339,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 21,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 1,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 339,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 21,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 1,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "BITX",
      "hitRates": {
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        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 330,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 30,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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        "5": 1,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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      }
    },
    {
      "topN": 3,
      "ticker": "BITX",
      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 330,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 30,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": 0,
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      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
      "ticker": "BITX",
      "hitRates": {
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      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 330,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 30,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 330,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 30,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 315,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 45,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 315,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 45,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 315,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 45,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 315,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 45,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 297,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 63,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 297,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 63,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 297,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 63,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "BITX",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08243626225140475,
      "eligibleDays": 297,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 63,
      "returnLift1D": -0.0040040042203278725,
      "hitRateLift1D": -0.4444444444444444,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4444444444444444,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0040040042203278725,
        "5": 0.03338702467920425,
        "10": 0
      }
    }
  ],
  "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": 0.08243626225140475,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 14,
      "returnLift1D": -0.0040040042203278725,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08243626225140475,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 21,
      "returnLift1D": -0.0040040042203278725,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08243626225140475,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 30,
      "returnLift1D": -0.0040040042203278725,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08243626225140475,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 45,
      "returnLift1D": -0.0040040042203278725,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08243626225140475,
      "fitnessScore": -0.18013325870442626,
      "lookbackDays": 63,
      "returnLift1D": -0.0040040042203278725,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "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": "9ece9ec0a8c2d892a61d60148cac40f20c95ac01b745cf8c227c9ce7fccebb68",
    "size": 13,
    "members": [
      "BITX",
      "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
2026-07-25
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",
      "BITX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "BITX",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "BITX",
    "hitRates": {
      "1": 0.48936170212765956,
      "5": 0.5425531914893617,
      "10": 0.5106382978723404
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    "hitRate1D": 0.48936170212765956,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.6104430537695472,
    "eligibleDays": 344,
    "fitnessScore": 0.4488184896911108,
    "lookbackDays": 45,
    "returnLift1D": 0.004796095594504278,
    "hitRateLift1D": 0.015524492825333969,
    "portfolioSize": 2,
    "activationRate": 0.27325581395348836,
    "activationCount": 94,
    "baselineHitRates": {
      "1": 0.4738372093023256,
      "5": 0.4970588235294118,
      "10": 0.46567164179104475
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.7274556016653873,
    "avgForwardReturns": {
      "1": 0.0038049398222217506,
      "5": 0.014863062832893195,
      "10": 0.012636612068138263
    },
    "shadowMaxDrawdown": -0.2691413535012359,
    "shadowTotalReturn": 0.3024743842175506,
    "avgForwardReturn1D": 0.0038049398222217506,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13"
    ],
    "horizonObservationCounts": {
      "1": 94,
      "5": 94,
      "10": 94
    },
    "baselineAvgForwardReturns": {
      "1": -0.000991155772282527,
      "5": -0.006904481254462269,
      "10": -0.014191433969127136
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6104430537695472,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.09264779436580567,
    "bestRawFitnessScore": 0.4488184896911108,
    "upperQuartileComboQuality": 0.1353080601095132
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.15432110165551188,
    "rawScore": 0.16659732337327915,
    "confidence": 0.8526240221727803,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 2
    },
    "profileBreadth": 0.050114505399239395,
    "recommendedRegion": {
      "lookbackDays": [
        45
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.020723662670732473,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "BITX",
      "hitRates": {
        "1": 0.48936170212765956,
        "5": 0.5425531914893617,
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      "hitRate1D": 0.48936170212765956,
      "rankWeights": [
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      ],
      "comboQuality": 0.6104430537695472,
      "eligibleDays": 344,
      "fitnessScore": 0.4488184896911108,
      "lookbackDays": 45,
      "returnLift1D": 0.004796095594504278,
      "hitRateLift1D": 0.015524492825333969,
      "portfolioSize": 2,
      "activationRate": 0.27325581395348836,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.4738372093023256,
        "5": 0.4970588235294118,
        "10": 0.46567164179104475
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.7274556016653873,
      "avgForwardReturns": {
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        "5": 0.014863062832893195,
        "10": 0.012636612068138263
      },
      "shadowMaxDrawdown": -0.2691413535012359,
      "shadowTotalReturn": 0.3024743842175506,
      "avgForwardReturn1D": 0.0038049398222217506,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 94,
        "5": 94,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": -0.000991155772282527,
        "5": -0.006904481254462269,
        "10": -0.014191433969127136
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    },
    {
      "topN": 4,
      "ticker": "BITX",
      "hitRates": {
        "1": 0.4765625,
        "5": 0.48,
        "10": 0.504
      },
      "hitRate1D": 0.4765625,
      "rankWeights": [
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        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.21652167643901726,
      "eligibleDays": 359,
      "fitnessScore": 0.06706839924618993,
      "lookbackDays": 30,
      "returnLift1D": 0.0033686780577428773,
      "hitRateLift1D": 0.005810410863509752,
      "portfolioSize": 4,
      "activationRate": 0.3565459610027855,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.47075208913649025,
        "5": 0.48450704225352115,
        "10": 0.44571428571428573
      },
      "sampleConfidence": 0.9968750000000001,
      "shadowSharpeLike": 0.2721734693706594,
      "avgForwardReturns": {
        "1": 0.001273467557123543,
        "5": -0.001941140179424539,
        "10": -0.003741412502568589
      },
      "shadowMaxDrawdown": -0.45035773471283225,
      "shadowTotalReturn": 0.044553139648493056,
      "avgForwardReturn1D": 0.001273467557123543,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 125,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": -0.0020952105006193343,
        "5": -0.011019722303732535,
        "10": -0.019527807387051153
      }
    },
    {
      "topN": 5,
      "ticker": "BITX",
      "hitRates": {
        "1": 0.4765625,
        "5": 0.48,
        "10": 0.504
      },
      "hitRate1D": 0.4765625,
      "rankWeights": [
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        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.21652167643901726,
      "eligibleDays": 359,
      "fitnessScore": 0.06706839924618993,
      "lookbackDays": 30,
      "returnLift1D": 0.0033686780577428773,
      "hitRateLift1D": 0.005810410863509752,
      "portfolioSize": 5,
      "activationRate": 0.3565459610027855,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.47075208913649025,
        "5": 0.48450704225352115,
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        "10": 0.4373259052924791
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      "sampleConfidence": 0.998705501618123,
      "shadowSharpeLike": -0.595824310318477,
      "avgForwardReturns": {
        "1": -0.0027573242449568623,
        "5": 0.0039030721493030717,
        "10": -0.004929160378603403
      },
      "shadowMaxDrawdown": -0.5418329022528677,
      "shadowTotalReturn": -0.32308585001036416,
      "avgForwardReturn1D": -0.0027573242449568623,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-03-28",
        "2025-04-16",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 103,
        "5": 102,
        "10": 102
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      "baselineAvgForwardReturns": {
        "1": -0.0022783579741702557,
        "5": -0.011412564679893565,
        "10": -0.022580396229176573
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    },
    {
      "topN": 2,
      "ticker": "BITX",
      "hitRates": {
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        "5": 0.43243243243243246,
        "10": 0.4351851851851852
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      "hitRate1D": 0.4608695652173913,
      "rankWeights": [
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        0.30000000000000004
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      "comboQuality": 0.018223087447024035,
      "eligibleDays": 375,
      "fitnessScore": -0.527068450436204,
      "lookbackDays": 14,
      "returnLift1D": 0.0000058928207868616175,
      "hitRateLift1D": -0.005797101449275366,
      "portfolioSize": 2,
      "activationRate": 0.30666666666666664,
      "activationCount": 115,
      "baselineHitRates": {
        "1": 0.4666666666666667,
        "5": 0.4743935309973046,
        "10": 0.42896174863387976
      },
      "sampleConfidence": 0.9936231884057971,
      "shadowSharpeLike": -0.4933480736574098,
      "avgForwardReturns": {
        "1": -0.002339213291751745,
        "5": -0.011555859262662473,
        "10": -0.019132599823642675
      },
      "shadowMaxDrawdown": -0.5569385596542662,
      "shadowTotalReturn": -0.33783059446934594,
      "avgForwardReturn1D": -0.002339213291751745,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-03-28",
        "2025-04-02",
        "2025-04-07"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 111,
        "10": 108
      },
      "baselineAvgForwardReturns": {
        "1": -0.0023451061125386065,
        "5": -0.012575398846886545,
        "10": -0.024684368641779583
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    },
    {
      "topN": 4,
      "ticker": "BITX",
      "hitRates": {
        "1": 0.41836734693877553,
        "5": 0.3979591836734694,
        "10": 0.3979591836734694
      },
      "hitRate1D": 0.41836734693877553,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.014693127782850993,
      "eligibleDays": 326,
      "fitnessScore": -0.5752261152951779,
      "lookbackDays": 63,
      "returnLift1D": -0.0017026300491140983,
      "hitRateLift1D": -0.06016026042318767,
      "portfolioSize": 4,
      "activationRate": 0.3006134969325153,
      "activationCount": 98,
      "baselineHitRates": {
        "1": 0.4785276073619632,
        "5": 0.4968944099378882,
        "10": 0.47003154574132494
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6613326923574939,
      "avgForwardReturns": {
        "1": -0.0029938370797709126,
        "5": -0.019505783337527862,
        "10": -0.03935235998027568
      },
      "shadowMaxDrawdown": -0.5024010255215811,
      "shadowTotalReturn": -0.3156087820598181,
      "avgForwardReturn1D": -0.0029938370797709126,
      "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": 98,
        "5": 98,
        "10": 98
      },
      "baselineAvgForwardReturns": {
        "1": -0.0012912070306568143,
        "5": -0.006536631955543539,
        "10": -0.013608302607456433
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    },
    {
      "topN": 5,
      "ticker": "BITX",
      "hitRates": {
        "1": 0.41836734693877553,
        "5": 0.3979591836734694,
        "10": 0.3979591836734694
      },
      "hitRate1D": 0.41836734693877553,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.014693127782850993,
      "eligibleDays": 326,
      "fitnessScore": -0.5752261152951779,
      "lookbackDays": 63,
      "returnLift1D": -0.0017026300491140983,
      "hitRateLift1D": -0.06016026042318767,
      "portfolioSize": 5,
      "activationRate": 0.3006134969325153,
      "activationCount": 98,
      "baselineHitRates": {
        "1": 0.4785276073619632,
        "5": 0.4968944099378882,
        "10": 0.47003154574132494
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6613326923574939,
      "avgForwardReturns": {
        "1": -0.0029938370797709126,
        "5": -0.019505783337527862,
        "10": -0.03935235998027568
      },
      "shadowMaxDrawdown": -0.5024010255215811,
      "shadowTotalReturn": -0.3156087820598181,
      "avgForwardReturn1D": -0.0029938370797709126,
      "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": 98,
        "5": 98,
        "10": 98
      },
      "baselineAvgForwardReturns": {
        "1": -0.0012912070306568143,
        "5": -0.006536631955543539,
        "10": -0.013608302607456433
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    },
    {
      "topN": 3,
      "ticker": "BITX",
      "hitRates": {
        "1": 0.4552238805970149,
        "5": 0.4307692307692308,
        "10": 0.4251968503937008
      },
      "hitRate1D": 0.4552238805970149,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.008594242948255558,
      "eligibleDays": 375,
      "fitnessScore": -0.6945668943793998,
      "lookbackDays": 14,
      "returnLift1D": -0.001332545789889132,
      "hitRateLift1D": -0.011442786069651767,
      "portfolioSize": 3,
      "activationRate": 0.35733333333333334,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.4666666666666667,
        "5": 0.4743935309973046,
        "10": 0.42896174863387976
      },
      "sampleConfidence": 0.9945273631840796,
      "shadowSharpeLike": -0.8018616990843572,
      "avgForwardReturns": {
        "1": -0.0036776519024277385,
        "5": -0.011636206456909947,
        "10": -0.022507685765886253
      },
      "shadowMaxDrawdown": -0.54445578433551,
      "shadowTotalReturn": -0.4821431751527484,
      "avgForwardReturn1D": -0.0036776519024277385,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-03-20",
        "2025-03-28",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 130,
        "10": 127
      },
      "baselineAvgForwardReturns": {
        "1": -0.0023451061125386065,
        "5": -0.012575398846886545,
        "10": -0.024684368641779583
      }
    },
    {
      "topN": 4,
      "ticker": "BITX",
      "hitRates": {
        "1": 0.4357142857142857,
        "5": 0.4264705882352941,
        "10": 0.42105263157894735
      },
      "hitRate1D": 0.4357142857142857,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0023704586596577136,
      "eligibleDays": 375,
      "fitnessScore": -0.9793056793792003,
      "lookbackDays": 14,
      "returnLift1D": -0.0034304462950316425,
      "hitRateLift1D": -0.030952380952380953,
      "portfolioSize": 4,
      "activationRate": 0.37333333333333335,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.4666666666666667,
        "5": 0.4743935309973046,
        "10": 0.42896174863387976
      },
      "sampleConfidence": 0.9947619047619048,
      "shadowSharpeLike": -1.2518759650037545,
      "avgForwardReturns": {
        "1": -0.005775552407570249,
        "5": -0.01301962260423489,
        "10": -0.021397826813865803
      },
      "shadowMaxDrawdown": -0.6720845277740711,
      "shadowTotalReturn": -0.6272298946491843,
      "avgForwardReturn1D": -0.005775552407570249,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-03-20",
        "2025-03-28",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 136,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": -0.0023451061125386065,
        "5": -0.012575398846886545,
        "10": -0.024684368641779583
      }
    },
    {
      "topN": 5,
      "ticker": "BITX",
      "hitRates": {
        "1": 0.4357142857142857,
        "5": 0.4264705882352941,
        "10": 0.42105263157894735
      },
      "hitRate1D": 0.4357142857142857,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0023704586596577136,
      "eligibleDays": 375,
      "fitnessScore": -0.9793056793792003,
      "lookbackDays": 14,
      "returnLift1D": -0.0034304462950316425,
      "hitRateLift1D": -0.030952380952380953,
      "portfolioSize": 5,
      "activationRate": 0.37333333333333335,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.4666666666666667,
        "5": 0.4743935309973046,
        "10": 0.42896174863387976
      },
      "sampleConfidence": 0.9947619047619048,
      "shadowSharpeLike": -1.2518759650037545,
      "avgForwardReturns": {
        "1": -0.005775552407570249,
        "5": -0.01301962260423489,
        "10": -0.021397826813865803
      },
      "shadowMaxDrawdown": -0.6720845277740711,
      "shadowTotalReturn": -0.6272298946491843,
      "avgForwardReturn1D": -0.005775552407570249,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-03-20",
        "2025-03-28",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 136,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": -0.0023451061125386065,
        "5": -0.012575398846886545,
        "10": -0.024684368641779583
      }
    }
  ],
  "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": 0.018223087447024035,
      "fitnessScore": -0.527068450436204,
      "lookbackDays": 14,
      "returnLift1D": 0.0000058928207868616175,
      "activationRate": 0.30666666666666664,
      "activationCount": 115,
      "sampleConfidence": 0.9936231884057971,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.33783059446934594,
      "avgForwardReturn1D": -0.002339213291751745
    },
    {
      "comboQuality": 0.1353080601095132,
      "fitnessScore": -0.058060223804124796,
      "lookbackDays": 21,
      "returnLift1D": 0.002688059601018097,
      "activationRate": 0.3342391304347826,
      "activationCount": 123,
      "sampleConfidence": 0.9967479674796749,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.07950789696785898,
      "avgForwardReturn1D": 0.0004097016268478414
    },
    {
      "comboQuality": 0.21652167643901726,
      "fitnessScore": 0.06706839924618993,
      "lookbackDays": 30,
      "returnLift1D": 0.0033686780577428773,
      "activationRate": 0.3565459610027855,
      "activationCount": 128,
      "sampleConfidence": 0.9968750000000001,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.044553139648493056,
      "avgForwardReturn1D": 0.001273467557123543
    },
    {
      "comboQuality": 0.6104430537695472,
      "fitnessScore": 0.4488184896911108,
      "lookbackDays": 45,
      "returnLift1D": 0.004796095594504278,
      "activationRate": 0.27325581395348836,
      "activationCount": 94,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.3024743842175506,
      "avgForwardReturn1D": 0.0038049398222217506
    },
    {
      "comboQuality": 0.03876331014718792,
      "fitnessScore": -0.3563642276958437,
      "lookbackDays": 63,
      "returnLift1D": -0.0002478071501764898,
      "activationRate": 0.254601226993865,
      "activationCount": 83,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.18202749302349708,
      "avgForwardReturn1D": -0.001539014180833304
    }
  ],
  "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": "9ece9ec0a8c2d892a61d60148cac40f20c95ac01b745cf8c227c9ce7fccebb68",
    "size": 13,
    "members": [
      "BITX",
      "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.
9 fields
Liquidity
0.673
Momentum
0.324
Relative strength
0.169
Trend quality
0.563
Stability
0.189
Aggression
0.779
Downside risk
0.313
Drawdown state
0.162
Quality momentum
0.343
Vector snapshot
Feature coverage: 98%
Normalized features
Bounded [0,1] features used for ranking and clustering.
77 fields
Inverse To Benchmark 1y
0.486
Benchmark Independence 3m Score
0.534
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.018
Correlation Change Score
0.476
Current Drawdown Score
0
Days Since 52w High Score
0.937
Distance From 52w High Score
0
Distance From Sma 20 Score
0.585
Distance From Sma 200 Score
0
Distance From Sma 50 Score
0.335
Downside Volatility 1m Score
0.851
Downside Volatility 1y Score
1
Downside Volatility 2y Score
1
Downside Volatility 3m Score
0.934
Downside Volatility 5y Score
1
Downside Volatility 6m Score
1
Drawdown Recovery Score
0.623
Excess Return 1m Score
0.594
Excess Return 1y Score
0
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.673
Drawdown Score 1m
0.528
Drawdown Score 1y
0
Drawdown Score 2y
0
Drawdown Score 3m
0
Drawdown Score 5y
0.166
Drawdown Score 6m
0
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.407
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0
Relative Volume 20d Score
0.270
Return 1m Score
0.604
Return 1w Score
0.542
Return 1y Score
0.005
Return 2y Score
0.130
Return 3m Score
0.041
Return 5y Score
0.083
Return 6m Score
0.027
Return Skewness 1y Score
0.484
Sharpe 1m Score
0.680
Sharpe 1y Score
0.133
Sharpe 2y Score
0.415
Sharpe 3m Score
0
Sharpe 6m Score
0.144
Sortino 1m Score
0.548
Sortino 1y Score
0.212
Sortino 2y Score
0.384
Sortino 3m Score
0.115
Sortino 6m Score
0.219
Trend R2 1m Score
0.703
Trend R2 1w Score
0.261
Trend R2 1y Score
0.892
Trend R2 2y Score
0.214
Trend R2 3m Score
0.729
Trend R2 5y Score
0.097
Trend R2 6m Score
0.379
Trend Slope 1m Score
1
Trend Slope 1w Score
0.962
Trend Slope 1y Score
0.052
Trend Slope 2y Score
0.403
Trend Slope 3m Score
0
Trend Slope 5y Score
0.550
Trend Slope 6m Score
0.257
Volatility 1m Score
0.838
Volatility 1w Score
0.597
Volatility 1y Score
1
Volatility 2y Score
1
Volatility 3m Score
0.904
Volatility 5y Score
1
Volatility 6m Score
1
Worst Day 1y Score
0
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
104,591,898.208
Best Day 1y
0.193
Beta To Benchmark 1y
3.558
Beta 3m
2.594
Beta Change
-0.964
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.514
Correlation 3m
0.466
Correlation Change
-0.048
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
39 fields
Inverse To Benchmark 1y
0.486
Benchmark Independence 3m Score
0.534
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.018
Correlation Change Score
0.476
Current Drawdown Score
0
Distance From Sma 20 Score
0.585
Distance From Sma 200 Score
0
Current Drawdown
-0.801
Days Since 52w High
236
Distance From 52w High
-0.801
Distance From Sma 20
0.051
Distance From Sma 200
-0.475
Distance From Sma 50
-0.099
Downside Capture 1y
0.072
Downside Volatility 1m
0.689
Downside Volatility 1w
-
Downside Volatility 1y
0.900
Downside Volatility 2y
0.929
Downside Volatility 3m
0.751
Downside Volatility 5y
0.909
Downside Volatility 6m
0.973
Drawdown Recovery
0.245
Excess Return 1m
0.056
Excess Return 1y
-0.978
Excess Return 3m
-0.408
Excess Return 6m
-0.650
Expected Shortfall 95 1y
-0.121
Market Cap
-
Max Drawdown 1m
-0.118
Max Drawdown 1w
-0.050
Max Drawdown 1y
-0.834
Max Drawdown 2y
-0.834
Max Drawdown 3m
-0.509
Max Drawdown 5y
-0.834
Max Drawdown 6m
-0.641
Momentum Acceleration 1m Vs 3m
0.185
Momentum Acceleration 3m Vs 6m
-0.028
Moving Average Alignment
-0.500
Relative Strength Acceleration
0.013
Relative Strength Slope 3m
-0.012
Relative Volume 20d
1.029
Return 1m
0.063
Return 1w
0.012
Return 1y
-0.791
Return 2y
-0.545
Return 3m
-0.367
Return 5y
0.073
Return 6m
-0.567
Return Skewness 1y
-0.095
Sector Excess Return 1y
-
Sharpe 1m
1.401
Sharpe 1y
-1.333
Sharpe 2y
0.073
Sharpe 3m
-2.146
Sharpe 5y
-
Sharpe 6m
-1.278
Sortino 1m
1.380
Sortino 1y
-1.302
Sortino 2y
0.076
Sortino 3m
-2.080
Sortino 5y
-
Sortino 6m
-1.246
Trend R2 1m
0.703
Trend R2 1w
0.261
Trend R2 1y
0.892
Trend R2 2y
0.214
Trend R2 3m
0.729
Trend R2 5y
0.097
Trend R2 6m
0.379
Trend 1m
0.009
Trend 1w
0.007
Trend 1y
-0.007
Trend 2y
-0.002
Trend 3m
-0.011
Trend 5y
0.001
Trend 6m
-0.004
Upside Capture 1y
2.452
Value At Risk 95 1y
-0.085
Volatility 1m
0.678
Volatility 1w
0.498
Volatility 1y
0.879
Volatility 2y
0.960
Volatility 3m
0.728
Volatility 5y
0.975
Volatility 6m
0.949
Worst Day 1y
-0.262
Distance From Sma 50 Score
0.335
Downside Volatility 1y Score
1
Downside Volatility 3m Score
0.934
Drawdown Recovery Score
0.623
Excess Return 1m Score
0.594
Excess Return 1y Score
0
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.673
Drawdown Score 1y
0
Drawdown Score 5y
0.166
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.407
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.270
Return 1m Score
0.604
Return 1y Score
0.005
Return 3m Score
0.041
Return 6m Score
0.027
Return Skewness 1y Score
0.484
Sortino 1y Score
0.212
Sortino 3m Score
0.115
Trend R2 1y Score
0.892
Trend R2 3m Score
0.729
Trend Slope 1y Score
0.052
Trend Slope 3m Score
0
Volatility 1y Score
1
Volatility 3m Score
0.904