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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

DUK

Utilities | v2 | as of 2026-07-23
Close

Research Detail

DUK

Duke Energy

Category

Sector: Utilities

Industry / Category: Electric Utilities

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

Sample layoutNot live data
3M Return: Unavailable
1Y Return: Unavailable

Description

Large regulated utility suited to lower-volatility or dividend-focused universes.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-0.298
Correlation To Benchmark 1y
-0.242
Inverse To Benchmark 1y
0.758
Drawdown Score 1m
0.838
Drawdown Score 3m
0.834
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
0.829
Drawdown Score 1y
0.833
Drawdown Score 2y
0.855
Drawdown Score 5y
0.758
Return 1w
0.025
Return 1m
0.034
Return 3m
0.041
Return 6m
0.102
Return 1y
0.108
Return 2y
0.299
Return 5y
0.509
Sharpe 1m
1.917
Sharpe 3m
0.925
Sharpe 6m
1.194
Sharpe 1y
0.734
Sharpe 2y
0.857
Sharpe 5y
0.549
Trend 1w
0.006
Trend 1m
-0.000
Trend 3m
0.000
Trend 6m
0.000
Trend 1y
0.000
Trend 2y
0.000
Trend 5y
0.000
Volatility 1w
0.152
Volatility 1m
0.219
Volatility 3m
0.193
Volatility 6m
0.175
Volatility 1y
0.157
Volatility 2y
0.169
Volatility 5y
0.179
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
DUK
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:18 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Utilities
Sector Benchmark Ticker
XLU
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.081
Aptet Fit Raw Score
0.119
Aptet Fit Confidence
0.351
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.317
Force Fit Raw Score
0.336
Force Fit Confidence
0.888
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:18 AM
Aptet Fitness
{
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      5
    ],
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      "XLB",
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    "lookbacks": [
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    "riskOffEnabled": true,
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  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
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    "parameterStability": 0.07386610637946922,
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    },
    {
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    },
    {
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      "horizonObservationCounts": {
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    },
    {
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        "2026-07-15",
        "2026-07-16",
        "2026-07-20",
        "2026-07-23"
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  ],
  "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": 0.1439846790542732,
      "fitnessScore": -0.0421679026811669,
      "lookbackDays": 14,
      "returnLift1D": -0.0005857949322941815,
      "activationRate": 0.04261363636363636,
      "activationCount": 15,
      "sampleConfidence": 0.9040917498592191,
      "shadowTotalReturn": -0.002094039049070573,
      "avgForwardReturn1D": 0.00027069695624892066
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.33052783500007593,
      "fitnessScore": 0.1947242833949958,
      "lookbackDays": 21,
      "returnLift1D": 0.0018707690691972016,
      "activationRate": 0.008849557522123894,
      "activationCount": 3,
      "sampleConfidence": 0.663014084041408,
      "shadowTotalReturn": 0.006039469303848355,
      "avgForwardReturn1D": 0.0027272609577403037
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08469593589874841,
      "fitnessScore": -0.17364151452012017,
      "lookbackDays": 30,
      "returnLift1D": -0.0008564918885431022,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08469593589874841,
      "fitnessScore": -0.17364151452012017,
      "lookbackDays": 45,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.17364151452012017,
      "lookbackDays": 63,
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      "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": "d759e921907b25d16c93bbea237293a91d14dd8940ba5625c9f222b6b7f3f5c9",
    "size": 13,
    "members": [
      "DUK",
      "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",
      "DUK"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "DUK",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "DUK",
    "hitRates": {
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      "10": 0.5116279069767442
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    "hitRate1D": 0.5461538461538461,
    "rankWeights": [
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    "comboQuality": 0.5118132392852441,
    "eligibleDays": 368,
    "fitnessScore": 0.36039758553952644,
    "lookbackDays": 21,
    "returnLift1D": 0.00027790592273074777,
    "hitRateLift1D": 0.008110367892976589,
    "portfolioSize": 4,
    "activationRate": 0.3532608695652174,
    "activationCount": 130,
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      "10": 0.5766016713091922
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    "sampleConfidence": 0.998974358974359,
    "shadowSharpeLike": 0.6019265509428207,
    "avgForwardReturns": {
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      "5": 0.0012532059380333828,
      "10": -0.00008021237260588611
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    "shadowMaxDrawdown": -0.058431474374122105,
    "shadowTotalReturn": 0.08971845075511764,
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    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-06",
      "2025-02-07",
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-02-14",
      "2025-02-21",
      "2025-02-24",
      "2025-02-25"
    ],
    "horizonObservationCounts": {
      "1": 130,
      "5": 129,
      "10": 129
    },
    "baselineAvgForwardReturns": {
      "1": 0.0005591735488297151,
      "5": 0.002443278080417573,
      "10": 0.004563652712591373
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5118132392852441,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.19139567091473675,
    "bestRawFitnessScore": 0.36039758553952644,
    "upperQuartileComboQuality": 0.32732370265517524
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.3171710876151001,
    "rawScore": 0.33604934724332397,
    "confidence": 0.8876459080603145,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.5044408366042443,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
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  "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."
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  "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": "d759e921907b25d16c93bbea237293a91d14dd8940ba5625c9f222b6b7f3f5c9",
    "size": 13,
    "members": [
      "DUK",
      "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
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Return 1m
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Return 1w
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Sharpe 2y
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Sharpe 5y
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Sharpe 6m
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Sharpe Score
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Volatility 5y
-
Volatility 6m
-
Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.672
Liquidity
0.892
Momentum
0.551
Relative strength
0.495
Trend quality
0.300
Stability
0.749
Aggression
0.313
Downside risk
0.656
Drawdown state
0.942
Quality momentum
0.495
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.758
Benchmark Independence 3m Score
0.693
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.422
Correlation Change Score
0.467
Current Drawdown Score
0.964
Days Since 52w High Score
0.353
Distance From 52w High Score
0.964
Distance From Sma 20 Score
0.533
Distance From Sma 200 Score
0.582
Distance From Sma 50 Score
0.558
Downside Volatility 1m Score
0.218
Downside Volatility 1y Score
0.148
Downside Volatility 2y Score
0.164
Downside Volatility 3m Score
0.188
Downside Volatility 5y Score
0.179
Downside Volatility 6m Score
0.167
Drawdown Recovery Score
1
Excess Return 1m Score
0.546
Excess Return 1y Score
0.369
Excess Return 3m Score
0.501
Excess Return 6m Score
0.531
Expected Shortfall 95 1y Score
0.802
Log Avg Dollar Volume 20d Score
0.892
Log Market Cap Score
0.672
Drawdown Score 1m
0.838
Drawdown Score 1y
0.833
Drawdown Score 2y
0.855
Drawdown Score 3m
0.834
Drawdown Score 5y
0.758
Drawdown Score 6m
0.829
Momentum Acceleration 1m Vs 3m Score
0.567
Momentum Acceleration 3m Vs 6m Score
0.489
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.502
Relative Strength Slope 3m Score
0.476
Relative Volume 20d Score
0.280
Return 1m Score
0.556
Return 1w Score
0.583
Return 1y Score
0.568
Return 2y Score
0.371
Return 3m Score
0.551
Return 5y Score
0.116
Return 6m Score
0.585
Return Skewness 1y Score
0.489
Sector Excess Return 1y Score
0.486
Sharpe 1m Score
0.783
Sharpe 1y Score
0.547
Sharpe 2y Score
0.571
Sharpe 3m Score
0.585
Sharpe 5y Score
0.510
Sharpe 6m Score
0.639
Sortino 1m Score
0.621
Sortino 1y Score
0.464
Sortino 2y Score
0.480
Sortino 3m Score
0.492
Sortino 5y Score
0.442
Sortino 6m Score
0.524
Trend R2 1m Score
0.007
Trend R2 1w Score
0.684
Trend R2 1y Score
0.337
Trend R2 2y Score
0.782
Trend R2 3m Score
0.085
Trend R2 5y Score
0.697
Trend R2 6m Score
0.027
Trend Slope 1m Score
0.491
Trend Slope 1w Score
0.846
Trend Slope 1y Score
0.520
Trend Slope 2y Score
0.526
Trend Slope 3m Score
0.516
Trend Slope 5y Score
0.522
Trend Slope 6m Score
0.508
Volatility 1m Score
0.226
Volatility 1w Score
0.135
Volatility 1y Score
0.142
Volatility 2y Score
0.159
Volatility 3m Score
0.191
Volatility 5y Score
0.172
Volatility 6m Score
0.166
Worst Day 1y Score
0.860
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
474,087,743.977
Best Day 1y
0.030
Beta To Benchmark 1y
-0.298
Beta 3m
-0.454
Beta Change
-0.156
Beta To Sector 1y
0.782
Correlation To Benchmark 1y
-0.242
Correlation 3m
-0.307
Correlation Change
-0.065
Correlation To Sector 1y
0.747
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.758
Benchmark Independence 3m Score
0.693
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.422
Correlation Change Score
0.467
Current Drawdown Score
0.964
Distance From Sma 20 Score
0.533
Distance From Sma 200 Score
0.582
Current Drawdown
-0.023
Days Since 52w High
89
Distance From 52w High
-0.023
Distance From Sma 20
0.020
Distance From Sma 200
0.049
Distance From Sma 50
0.035
Downside Capture 1y
2.741
Downside Volatility 1m
0.214
Downside Volatility 1w
-
Downside Volatility 1y
0.161
Downside Volatility 2y
0.173
Downside Volatility 3m
0.191
Downside Volatility 5y
0.184
Downside Volatility 6m
0.175
Drawdown Recovery
1
Excess Return 1m
0.027
Excess Return 1y
-0.079
Excess Return 3m
0.000
Excess Return 6m
0.019
Expected Shortfall 95 1y
-0.020
Market Cap
101,752,898,242.84
Max Drawdown 1m
-0.041
Max Drawdown 1w
-0.009
Max Drawdown 1y
-0.109
Max Drawdown 2y
-0.116
Max Drawdown 3m
-0.067
Max Drawdown 5y
-0.242
Max Drawdown 6m
-0.094
Momentum Acceleration 1m Vs 3m
0.020
Momentum Acceleration 3m Vs 6m
-0.003
Moving Average Alignment
0.500
Relative Strength Acceleration
0.000
Relative Strength Slope 3m
-0.000
Relative Volume 20d
1.057
Return 1m
0.034
Return 1w
0.025
Return 1y
0.108
Return 2y
0.299
Return 3m
0.041
Return 5y
0.509
Return 6m
0.102
Return Skewness 1y
-0.065
Sector Excess Return 1y
-0.008
Sharpe 1m
1.917
Sharpe 1y
0.734
Sharpe 2y
0.857
Sharpe 3m
0.925
Sharpe 5y
0.549
Sharpe 6m
1.194
Sortino 1m
1.968
Sortino 1y
0.714
Sortino 2y
0.837
Sortino 3m
0.938
Sortino 5y
0.534
Sortino 6m
1.190
Trend R2 1m
0.007
Trend R2 1w
0.684
Trend R2 1y
0.337
Trend R2 2y
0.782
Trend R2 3m
0.085
Trend R2 5y
0.697
Trend R2 6m
0.027
Trend 1m
-0.000
Trend 1w
0.006
Trend 1y
0.000
Trend 2y
0.000
Trend 3m
0.000
Trend 5y
0.000
Trend 6m
0.000
Upside Capture 1y
0.341
Value At Risk 95 1y
-0.016
Volatility 1m
0.219
Volatility 1w
0.152
Volatility 1y
0.157
Volatility 2y
0.169
Volatility 3m
0.193
Volatility 5y
0.179
Volatility 6m
0.175
Worst Day 1y
-0.028
Distance From Sma 50 Score
0.558
Downside Volatility 1y Score
0.148
Downside Volatility 3m Score
0.188
Drawdown Recovery Score
1
Excess Return 1m Score
0.546
Excess Return 1y Score
0.369
Excess Return 3m Score
0.501
Excess Return 6m Score
0.531
Expected Shortfall 95 1y Score
0.802
Log Avg Dollar Volume 20d Score
0.892
Log Market Cap Score
0.672
Drawdown Score 1y
0.833
Drawdown Score 5y
0.758
Momentum Acceleration 1m Vs 3m Score
0.567
Momentum Acceleration 3m Vs 6m Score
0.489
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.502
Relative Volume 20d Score
0.280
Return 1m Score
0.556
Return 1y Score
0.568
Return 3m Score
0.551
Return 6m Score
0.585
Return Skewness 1y Score
0.489
Sortino 1y Score
0.464
Sortino 3m Score
0.492
Trend R2 1y Score
0.337
Trend R2 3m Score
0.085
Trend Slope 1y Score
0.520
Trend Slope 3m Score
0.516
Volatility 1y Score
0.142
Volatility 3m Score
0.191