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MonstraTM

Vectors

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Built for research, simulation, and strategy exploration on Monstra's dark-first platform.

Vector V2 pipeline

Vectors

Per-ticker stock movement feature vectors computed by the Monstra-Worker pipeline - momentum, trend quality, stability, liquidity, aggression, and quality-momentum composites, read directly from trading."Vector".

Coverage
355 tickers
Showing 351-355 of 355
Page 8 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
ABBVHealth Care0.7100.6690.6781.0000.436 weak0.534 moderate100%Jul 25, 11:52 PM
AAPLInformation Technology0.6780.7080.7251.0000.732 good0.645 moderate100%Jul 25, 11:52 PM
AAPConsumer Discretionary0.5170.4470.2850.666
Ticker detail

MDT

Health Care | v2 | as of 2026-07-23
Close

Research Detail

MDT

Medtronic

Category

Sector: Healthcare

Industry / Category: Medical Devices

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Medical device platform spanning cardiovascular, neuroscience, and surgical technologies.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.229
Correlation To Benchmark 1y
0.125
Inverse To Benchmark 1y
0.875
Drawdown Score 1m
0.782
Drawdown Score 3m
0.700
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
0.492
Drawdown Score 1y
0.555
Drawdown Score 2y
0.639
Drawdown Score 5y
0.549
Return 1w
-0.019
Return 1m
0.026
Return 3m
-0.006
Return 6m
-0.168
Return 1y
-0.076
Return 2y
0.077
Return 5y
-0.235
Sharpe 1m
1.068
Sharpe 3m
0.083
Sharpe 6m
-1.264
Sharpe 1y
-0.225
Sharpe 2y
0.279
Sharpe 5y
-0.128
Trend 1w
-0.004
Trend 1m
0.002
Trend 3m
0.001
Trend 6m
-0.002
Trend 1y
-0.001
Trend 2y
0.000
Trend 5y
-0.000
Volatility 1w
0.084
Volatility 1m
0.345
Volatility 3m
0.316
Volatility 6m
0.264
Volatility 1y
0.232
Volatility 2y
0.222
Volatility 5y
0.223
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
MDT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:44 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
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
0.101
Aptet Fit Raw Score
0.159
Aptet Fit Confidence
0.272
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.102
Force Fit Raw Score
0.110
Force Fit Confidence
0.855
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:44 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "MDT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "MDT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "MDT",
    "hitRates": {
      "1": 0.5,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.15365282359049823,
    "eligibleDays": 339,
    "fitnessScore": -0.025371476536338092,
    "lookbackDays": 21,
    "returnLift1D": -0.0034818448537101234,
    "hitRateLift1D": -0.011627906976744207,
    "activationRate": 0.0058997050147492625,
    "activationCount": 2,
    "baselineHitRates": {
      "1": 0.5116279069767442,
      "5": 0.5294117647058824,
      "10": 0.5
    },
    "sampleConfidence": 0.49059193797592754,
    "shadowSharpeLike": -0.2683815158538938,
    "avgForwardReturns": {
      "1": -0.0005993518579745505,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": -0.007608114673055888,
    "shadowTotalReturn": -0.0027325262954359664,
    "avgForwardReturn1D": -0.0005993518579745505,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-07-22",
      "2026-07-24"
    ],
    "horizonObservationCounts": {
      "1": 2,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.002882492995735573,
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      "10": 0.013218250242667332
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.15365282359049823,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08323505904452327,
    "bestRawFitnessScore": -0.025371476536338092,
    "upperQuartileComboQuality": 0.08323505904452327
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1013274927071138,
    "rawScore": 0.15926023040814308,
    "confidence": 0.27247703268339446,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        4
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.41054759245314104,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "MDT",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.15365282359049823,
      "eligibleDays": 339,
      "fitnessScore": -0.025371476536338092,
      "lookbackDays": 21,
      "returnLift1D": -0.0034818448537101234,
      "hitRateLift1D": -0.011627906976744207,
      "activationRate": 0.0058997050147492625,
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      "baselineHitRates": {
        "1": 0.5116279069767442,
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      "sampleConfidence": 0.49059193797592754,
      "shadowSharpeLike": -0.2683815158538938,
      "avgForwardReturns": {
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        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.007608114673055888,
      "shadowTotalReturn": -0.0027325262954359664,
      "avgForwardReturn1D": -0.0005993518579745505,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-22",
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      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 0,
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      "baselineAvgForwardReturns": {
        "1": 0.002882492995735573,
        "5": 0.009291588862113776,
        "10": 0.013218250242667332
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    },
    {
      "topN": 5,
      "ticker": "MDT",
      "hitRates": {
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      "hitRate1D": 0.5,
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      "activationRate": 0.0058997050147492625,
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      "sampleConfidence": 0.49059193797592754,
      "shadowSharpeLike": -0.2683815158538938,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": -0.007608114673055888,
      "shadowTotalReturn": -0.0027325262954359664,
      "avgForwardReturn1D": -0.0005993518579745505,
      "riskOffActivations": 0,
      "activationDatesSample": [
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      ],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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        "5": 0.009291588862113776,
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    },
    {
      "topN": 2,
      "ticker": "MDT",
      "hitRates": {
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      },
      "hitRate1D": 0,
      "comboQuality": 0.08323505904452327,
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      "lookbackDays": 21,
      "returnLift1D": -0.002882492995735573,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
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      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
      "ticker": "MDT",
      "hitRates": {
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    },
    {
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      "ticker": "MDT",
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
      "ticker": "MDT",
      "hitRates": {
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      },
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    },
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      "ticker": "MDT",
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    },
    {
      "topN": 3,
      "ticker": "MDT",
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      },
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      "shadowMaxDrawdown": 0,
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      "activationDatesSample": [],
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      },
      "baselineAvgForwardReturns": {
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      }
    },
    {
      "topN": 4,
      "ticker": "MDT",
      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08323505904452327,
      "eligibleDays": 315,
      "fitnessScore": -0.17782014180370465,
      "lookbackDays": 45,
      "returnLift1D": -0.002882492995735573,
      "hitRateLift1D": -0.5116279069767442,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.002882492995735573,
        "5": 0.009291588862113776,
        "10": 0.013218250242667332
      }
    },
    {
      "topN": 5,
      "ticker": "MDT",
      "hitRates": {
        "1": 0,
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08323505904452327,
      "eligibleDays": 315,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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    },
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    },
    {
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRates": {
        "1": 0.3333333333333333,
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      "hitRate1D": 0.3333333333333333,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRates": {
        "1": 0.3333333333333333,
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      "comboQuality": 0.036130935159634996,
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      "riskOffActivations": 0,
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        "2026-07-13",
        "2026-07-14",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22"
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      "horizonObservationCounts": {
        "1": 6,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRates": {
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      "sampleConfidence": 0.6734696288500637,
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      "shadowMaxDrawdown": -0.06501632782614708,
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        "2026-07-14",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22"
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      "horizonObservationCounts": {
        "1": 6,
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      "baselineAvgForwardReturns": {
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        "10": 0.013218250242667332
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    },
    {
      "topN": 3,
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      "hitRates": {
        "1": 0.25,
        "5": 0.5,
        "10": 0
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      "hitRate1D": 0.25,
      "comboQuality": 0.026225287980544628,
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      "sampleConfidence": 0.6126341441916435,
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        "2026-07-14",
        "2026-07-21",
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      "horizonObservationCounts": {
        "1": 4,
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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": 2,
      "comboQuality": 0.07908670006663444,
      "fitnessScore": -0.1900606585127886,
      "lookbackDays": 14,
      "returnLift1D": -0.005085650872805056,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "sampleConfidence": 0.574125195152519,
      "shadowTotalReturn": -0.00867762497141733,
      "avgForwardReturn1D": -0.0022031578770694837
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.15365282359049823,
      "fitnessScore": -0.025371476536338092,
      "lookbackDays": 21,
      "returnLift1D": -0.0034818448537101234,
      "activationRate": 0.0058997050147492625,
      "activationCount": 2,
      "sampleConfidence": 0.49059193797592754,
      "shadowTotalReturn": -0.0027325262954359664,
      "avgForwardReturn1D": -0.0005993518579745505
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08323505904452327,
      "fitnessScore": -0.17782014180370465,
      "lookbackDays": 30,
      "returnLift1D": -0.002882492995735573,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08323505904452327,
      "fitnessScore": -0.17782014180370465,
      "lookbackDays": 45,
      "returnLift1D": -0.002882492995735573,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08323505904452327,
      "fitnessScore": -0.17782014180370465,
      "lookbackDays": 63,
      "returnLift1D": -0.002882492995735573,
      "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": "aa10a37b76c8717b9928e382590625d316b9e0c2e024bed41d0bd6e51c7a2d43",
    "size": 13,
    "members": [
      "MDT",
      "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",
      "MDT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "MDT",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "MDT",
    "hitRates": {
      "1": 0.4948453608247423,
      "5": 0.3829787234042553,
      "10": 0.3804347826086957
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    "hitRate1D": 0.4948453608247423,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.17916245146002313,
    "eligibleDays": 375,
    "fitnessScore": 0.01515289942962589,
    "lookbackDays": 14,
    "returnLift1D": -0.0002262139056952364,
    "hitRateLift1D": -0.006487972508591011,
    "portfolioSize": 3,
    "activationRate": 0.25866666666666666,
    "activationCount": 97,
    "baselineHitRates": {
      "1": 0.5013333333333333,
      "5": 0.49865229110512127,
      "10": 0.5081967213114754
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    "sampleConfidence": 0.9945017182130584,
    "shadowSharpeLike": -0.2620689090771674,
    "avgForwardReturns": {
      "1": -0.00021535780138479837,
      "5": -0.0031623431109234984,
      "10": -0.005440120574597873
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    "shadowMaxDrawdown": -0.09816787726681997,
    "shadowTotalReturn": -0.05189358384537757,
    "avgForwardReturn1D": -0.00021535780138479837,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-01-24",
      "2025-01-27",
      "2025-01-28",
      "2025-01-29",
      "2025-01-30",
      "2025-01-31",
      "2025-02-03",
      "2025-02-04",
      "2025-02-05",
      "2025-02-06"
    ],
    "horizonObservationCounts": {
      "1": 97,
      "5": 94,
      "10": 92
    },
    "baselineAvgForwardReturns": {
      "1": 0.000010856104310438041,
      "5": -0.00021319255894175897,
      "10": -0.0005969257312837225
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.17916245146002313,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.050202522044931495,
    "bestRawFitnessScore": 0.01515289942962589,
    "upperQuartileComboQuality": 0.08674836574362592
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1023496570039483,
    "rawScore": 0.11036077910357195,
    "confidence": 0.8548193993428528,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        14
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.208591555653447,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "MDT",
      "hitRates": {
        "1": 0.4948453608247423,
        "5": 0.3829787234042553,
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      "hitRate1D": 0.4948453608247423,
      "rankWeights": [
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        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.17916245146002313,
      "eligibleDays": 375,
      "fitnessScore": 0.01515289942962589,
      "lookbackDays": 14,
      "returnLift1D": -0.0002262139056952364,
      "hitRateLift1D": -0.006487972508591011,
      "portfolioSize": 3,
      "activationRate": 0.25866666666666666,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.5013333333333333,
        "5": 0.49865229110512127,
        "10": 0.5081967213114754
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      "sampleConfidence": 0.9945017182130584,
      "shadowSharpeLike": -0.2620689090771674,
      "avgForwardReturns": {
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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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  "lookbackSummary": [
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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": "aa10a37b76c8717b9928e382590625d316b9e0c2e024bed41d0bd6e51c7a2d43",
    "size": 13,
    "members": [
      "MDT",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
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  "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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Return 1y
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Return 2w
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Return 3m
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Return 5y
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Return 6m
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Sharpe 1m
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Sharpe 1w
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Sharpe 1y
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Sharpe 2w
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Sharpe 2y
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Sharpe 3m
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Sharpe 5y
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Sharpe 6m
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Sharpe Score
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Trend 1m
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Trend 1w
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Trend 1y
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Trend 2w
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Trend 2y
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Trend 3m
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Trend 5y
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Trend 6m
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Volatility 1m
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Volatility 1w
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Volatility 1y
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Volatility 2w
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Volatility 2y
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Volatility 5y
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Volatility 6m
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Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.676
Liquidity
0.938
Momentum
0.510
Relative strength
0.331
Trend quality
0.431
Stability
0.615
Aggression
0.394
Downside risk
0.547
Drawdown state
0.613
Quality momentum
0.453
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.875
Benchmark Independence 3m Score
0.951
Beta 1y Profile Score
0.092
Beta 3m Profile Score
0
Beta Change Score
0.327
Correlation Change Score
0.413
Current Drawdown Score
0.553
Days Since 52w High Score
0.647
Distance From 52w High Score
0.689
Distance From Sma 20 Score
0.503
Distance From Sma 200 Score
0.368
Distance From Sma 50 Score
0.556
Downside Volatility 1m Score
0.379
Downside Volatility 1y Score
0.217
Downside Volatility 2y Score
0.231
Downside Volatility 3m Score
0.309
Downside Volatility 5y Score
0.245
Downside Volatility 6m Score
0.267
Drawdown Recovery Score
0.711
Excess Return 1m Score
0.533
Excess Return 1y Score
0.062
Excess Return 3m Score
0.423
Excess Return 6m Score
0.082
Expected Shortfall 95 1y Score
0.697
Log Avg Dollar Volume 20d Score
0.938
Log Market Cap Score
0.676
Drawdown Score 1m
0.782
Drawdown Score 1y
0.555
Drawdown Score 2y
0.639
Drawdown Score 3m
0.700
Drawdown Score 5y
0.549
Drawdown Score 6m
0.492
Momentum Acceleration 1m Vs 3m Score
0.594
Momentum Acceleration 3m Vs 6m Score
0.587
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.752
Relative Strength Slope 3m Score
0.517
Relative Volume 20d Score
0.180
Return 1m Score
0.544
Return 1w Score
0.438
Return 1y Score
0.452
Return 2y Score
0.308
Return 3m Score
0.493
Return 5y Score
0.059
Return 6m Score
0.360
Return Skewness 1y Score
0.582
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.614
Sharpe 1y Score
0.355
Sharpe 2y Score
0.456
Sharpe 3m Score
0.417
Sharpe 5y Score
0.374
Sharpe 6m Score
0.147
Sortino 1m Score
0.513
Sortino 1y Score
0.344
Sortino 2y Score
0.410
Sortino 3m Score
0.387
Sortino 5y Score
0.360
Sortino 6m Score
0.208
Trend R2 1m Score
0.261
Trend R2 1w Score
0.878
Trend R2 1y Score
0.343
Trend R2 2y Score
0.100
Trend R2 3m Score
0.215
Trend R2 5y Score
0.011
Trend R2 6m Score
0.667
Trend Slope 1m Score
0.606
Trend Slope 1w Score
0.228
Trend Slope 1y Score
0.459
Trend Slope 2y Score
0.510
Trend Slope 3m Score
0.558
Trend Slope 5y Score
0.498
Trend Slope 6m Score
0.373
Volatility 1m Score
0.393
Volatility 1w Score
0.045
Volatility 1y Score
0.243
Volatility 2y Score
0.229
Volatility 3m Score
0.355
Volatility 5y Score
0.231
Volatility 6m Score
0.285
Worst Day 1y Score
0.745
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
653,802,994.631
Best Day 1y
0.057
Beta To Benchmark 1y
0.229
Beta 3m
-0.118
Beta Change
-0.347
Beta To Sector 1y
0.835
Correlation To Benchmark 1y
0.125
Correlation 3m
-0.049
Correlation Change
-0.174
Correlation To Sector 1y
0.567
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.875
Benchmark Independence 3m Score
0.951
Beta 1y Profile Score
0.092
Beta 3m Profile Score
0
Beta Change Score
0.327
Correlation Change Score
0.413
Current Drawdown Score
0.553
Distance From Sma 20 Score
0.503
Distance From Sma 200 Score
0.368
Current Drawdown
-0.290
Days Since 52w High
163
Distance From 52w High
-0.202
Distance From Sma 20
0.002
Distance From Sma 200
-0.079
Distance From Sma 50
0.033
Downside Capture 1y
1.741
Downside Volatility 1m
0.334
Downside Volatility 1w
-
Downside Volatility 1y
0.212
Downside Volatility 2y
0.223
Downside Volatility 3m
0.282
Downside Volatility 5y
0.233
Downside Volatility 6m
0.250
Drawdown Recovery
0.422
Excess Return 1m
0.020
Excess Return 1y
-0.263
Excess Return 3m
-0.046
Excess Return 6m
-0.251
Expected Shortfall 95 1y
-0.030
Market Cap
106,512,560,259.9
Max Drawdown 1m
-0.054
Max Drawdown 1w
-0.020
Max Drawdown 1y
-0.289
Max Drawdown 2y
-0.289
Max Drawdown 3m
-0.120
Max Drawdown 5y
-0.451
Max Drawdown 6m
-0.279
Momentum Acceleration 1m Vs 3m
0.028
Momentum Acceleration 3m Vs 6m
0.026
Moving Average Alignment
0
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
0.000
Relative Volume 20d
0.786
Return 1m
0.026
Return 1w
-0.019
Return 1y
-0.076
Return 2y
0.077
Return 3m
-0.006
Return 5y
-0.235
Return 6m
-0.168
Return Skewness 1y
0.495
Sector Excess Return 1y
-0.306
Sharpe 1m
1.068
Sharpe 1y
-0.225
Sharpe 2y
0.279
Sharpe 3m
0.083
Sharpe 5y
-0.128
Sharpe 6m
-1.264
Sortino 1m
1.103
Sortino 1y
-0.247
Sortino 2y
0.277
Sortino 3m
0.093
Sortino 5y
-0.122
Sortino 6m
-1.333
Trend R2 1m
0.261
Trend R2 1w
0.878
Trend R2 1y
0.343
Trend R2 2y
0.100
Trend R2 3m
0.215
Trend R2 5y
0.011
Trend R2 6m
0.667
Trend 1m
0.002
Trend 1w
-0.004
Trend 1y
-0.001
Trend 2y
0.000
Trend 3m
0.001
Trend 5y
-0.000
Trend 6m
-0.002
Upside Capture 1y
0.447
Value At Risk 95 1y
-0.022
Volatility 1m
0.345
Volatility 1w
0.084
Volatility 1y
0.232
Volatility 2y
0.222
Volatility 3m
0.316
Volatility 5y
0.223
Volatility 6m
0.264
Worst Day 1y
-0.051
Distance From Sma 50 Score
0.556
Downside Volatility 1y Score
0.217
Downside Volatility 3m Score
0.309
Drawdown Recovery Score
0.711
Excess Return 1m Score
0.533
Excess Return 1y Score
0.062
Excess Return 3m Score
0.423
Excess Return 6m Score
0.082
Expected Shortfall 95 1y Score
0.697
Log Avg Dollar Volume 20d Score
0.938
Log Market Cap Score
0.676
Drawdown Score 1y
0.555
Drawdown Score 5y
0.549
Momentum Acceleration 1m Vs 3m Score
0.594
Momentum Acceleration 3m Vs 6m Score
0.587
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.752
Relative Volume 20d Score
0.180
Return 1m Score
0.544
Return 1y Score
0.452
Return 3m Score
0.493
Return 6m Score
0.360
Return Skewness 1y Score
0.582
Sortino 1y Score
0.344
Sortino 3m Score
0.387
Trend R2 1y Score
0.343
Trend R2 3m Score
0.215
Trend Slope 1y Score
0.459
Trend Slope 3m Score
0.558
Volatility 1y Score
0.243
Volatility 3m Score
0.355