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Vectors

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

Vector V2 pipeline

Vectors

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

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

MSFT

Information Technology | v2 | as of 2026-07-23
Close

Research Detail

MSFT

Microsoft

Category

Sector: Technology

Industry / Category: Software & Cloud

Market Cap / ETF Type: Mega Cap

Type: Stock

Preview Performance

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

Description

Cloud and software platform with major AI infrastructure, enterprise, and productivity reach.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.765
Correlation To Benchmark 1y
0.352
Inverse To Benchmark 1y
0.648
Drawdown Score 1m
0.774
Drawdown Score 3m
0.415
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
0.520
Drawdown Score 1y
0.469
Drawdown Score 2y
0.569
Drawdown Score 5y
0.629
Return 1w
-0.049
Return 1m
0.020
Return 3m
-0.117
Return 6m
-0.137
Return 1y
-0.239
Return 2y
-0.120
Return 5y
0.415
Sharpe 1m
0.853
Sharpe 3m
-1.282
Sharpe 6m
-0.682
Sharpe 1y
-0.849
Sharpe 2y
-0.110
Sharpe 5y
0.392
Trend 1w
-0.008
Trend 1m
0.004
Trend 3m
-0.002
Trend 6m
-0.000
Trend 1y
-0.001
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.285
Volatility 1m
0.354
Volatility 3m
0.342
Volatility 6m
0.345
Volatility 1y
0.276
Volatility 2y
0.264
Volatility 5y
0.271
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
MSFT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:45 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
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
0.450
Aptet Fit Raw Score
0.475
Aptet Fit Confidence
0.894
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.533
Force Fit Raw Score
0.556
Force Fit Confidence
0.917
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:45 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "MSFT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "MSFT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "MSFT",
    "hitRates": {
      "1": 0.6363636363636364,
      "5": 0.8409090909090909,
      "10": 0.8636363636363636
    },
    "hitRate1D": 0.6363636363636364,
    "comboQuality": 0.7432428624738009,
    "eligibleDays": 330,
    "fitnessScore": 0.5838362863676942,
    "lookbackDays": 30,
    "returnLift1D": 0.003889944595957218,
    "hitRateLift1D": 0.12727272727272732,
    "activationRate": 0.13333333333333333,
    "activationCount": 44,
    "baselineHitRates": {
      "1": 0.509090909090909,
      "5": 0.5613496932515337,
      "10": 0.5514018691588785
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.5120912726510622,
    "avgForwardReturns": {
      "1": 0.004157037819130283,
      "5": 0.02235108590090521,
      "10": 0.03616711358997002
    },
    "shadowMaxDrawdown": -0.05507788539223413,
    "shadowTotalReturn": 0.18746427532591903,
    "avgForwardReturn1D": 0.004157037819130283,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08"
    ],
    "horizonObservationCounts": {
      "1": 44,
      "5": 44,
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    },
    "baselineAvgForwardReturns": {
      "1": 0.0002670932231730653,
      "5": 0.0016990083075317255,
      "10": 0.003400926206370242
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7432428624738009,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.39349852591802914,
    "bestRawFitnessScore": 0.5838362863676942,
    "upperQuartileComboQuality": 0.5136077189193101
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.4496365487275934,
    "rawScore": 0.47469153948371207,
    "confidence": 0.8944367503015993,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 30
    },
    "profileBreadth": 0.2507101377547885,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.3870188500780138,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "MSFT",
      "hitRates": {
        "1": 0.6363636363636364,
        "5": 0.8409090909090909,
        "10": 0.8636363636363636
      },
      "hitRate1D": 0.6363636363636364,
      "comboQuality": 0.7432428624738009,
      "eligibleDays": 330,
      "fitnessScore": 0.5838362863676942,
      "lookbackDays": 30,
      "returnLift1D": 0.003889944595957218,
      "hitRateLift1D": 0.12727272727272732,
      "activationRate": 0.13333333333333333,
      "activationCount": 44,
      "baselineHitRates": {
        "1": 0.509090909090909,
        "5": 0.5613496932515337,
        "10": 0.5514018691588785
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.5120912726510622,
      "avgForwardReturns": {
        "1": 0.004157037819130283,
        "5": 0.02235108590090521,
        "10": 0.03616711358997002
      },
      "shadowMaxDrawdown": -0.05507788539223413,
      "shadowTotalReturn": 0.18746427532591903,
      "avgForwardReturn1D": 0.004157037819130283,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
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      ],
      "horizonObservationCounts": {
        "1": 44,
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        "10": 44
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002670932231730653,
        "5": 0.0016990083075317255,
        "10": 0.003400926206370242
      }
    },
    {
      "topN": 2,
      "ticker": "MSFT",
      "hitRates": {
        "1": 0.6181818181818182,
        "5": 0.8,
        "10": 0.8727272727272727
      },
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      "comboQuality": 0.6575929936917152,
      "eligibleDays": 315,
      "fitnessScore": 0.49356893824157855,
      "lookbackDays": 45,
      "returnLift1D": 0.0020142468253923143,
      "hitRateLift1D": 0.09754689754689749,
      "activationRate": 0.1746031746031746,
      "activationCount": 55,
      "baselineHitRates": {
        "1": 0.5206349206349207,
        "5": 0.5627009646302251,
        "10": 0.5424836601307189
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.5592110014364466,
      "avgForwardReturns": {
        "1": 0.0023427784414523623,
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        "10": 0.02685982441859117
      },
      "shadowMaxDrawdown": -0.039468265030992655,
      "shadowTotalReturn": 0.127913640412048,
      "avgForwardReturn1D": 0.0023427784414523623,
      "riskOffActivations": 0,
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        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
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        "2025-05-14"
      ],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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      }
    },
    {
      "topN": 2,
      "ticker": "MSFT",
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      },
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      "comboQuality": 0.6499631015502809,
      "eligibleDays": 297,
      "fitnessScore": 0.48615294470005427,
      "lookbackDays": 63,
      "returnLift1D": 0.002694818281405133,
      "hitRateLift1D": 0.09144072301967032,
      "activationRate": 0.1919191919191919,
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      "riskOffActivations": 0,
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    },
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    },
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-09",
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        "2025-05-13"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
      "ticker": "MSFT",
      "hitRates": {
        "1": 0.5394736842105263,
        "5": 0.6842105263157895,
        "10": 0.6842105263157895
      },
      "hitRate1D": 0.5394736842105263,
      "comboQuality": 0.45780412733683207,
      "eligibleDays": 297,
      "fitnessScore": 0.31277910161177,
      "lookbackDays": 63,
      "returnLift1D": 0.0017217494654231049,
      "hitRateLift1D": 0.034423179160021244,
      "activationRate": 0.2558922558922559,
      "activationCount": 76,
      "baselineHitRates": {
        "1": 0.5050505050505051,
        "5": 0.5358361774744027,
        "10": 0.5138888888888888
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.760444618021103,
      "avgForwardReturns": {
        "1": 0.0013269830785401285,
        "5": 0.0035928564761105717,
        "10": 0.005875504558269389
      },
      "shadowMaxDrawdown": -0.0976610582341969,
      "shadowTotalReturn": 0.09324960754650369,
      "avgForwardReturn1D": 0.0013269830785401285,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 76,
        "5": 76,
        "10": 76
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      "horizonObservationCounts": {
        "1": 119,
        "5": 116,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": 0.00019606110201015147,
        "5": 0.0011168971495135272,
        "10": 0.0023300757399695405
      }
    }
  ],
  "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": 0.24974142728169957,
      "fitnessScore": 0.1080017998208151,
      "lookbackDays": 14,
      "returnLift1D": 0.0002299937592563344,
      "activationRate": 0.16193181818181818,
      "activationCount": 57,
      "sampleConfidence": 0.9871345029239766,
      "shadowTotalReturn": -0.002265331127252135,
      "avgForwardReturn1D": 0.00034052484304983847
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.1690790504751745,
      "fitnessScore": -0.00027702678185448164,
      "lookbackDays": 21,
      "returnLift1D": 0.0000863546592481186,
      "activationRate": 0.13274336283185842,
      "activationCount": 45,
      "sampleConfidence": 0.9911111111111112,
      "shadowTotalReturn": -0.005410612736873932,
      "avgForwardReturn1D": 0.00028241576125827007
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.7432428624738009,
      "fitnessScore": 0.5838362863676942,
      "lookbackDays": 30,
      "returnLift1D": 0.003889944595957218,
      "activationRate": 0.13333333333333333,
      "activationCount": 44,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.18746427532591903,
      "avgForwardReturn1D": 0.004157037819130283
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.6575929936917152,
      "fitnessScore": 0.49356893824157855,
      "lookbackDays": 45,
      "returnLift1D": 0.0020142468253923143,
      "activationRate": 0.1746031746031746,
      "activationCount": 55,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.127913640412048,
      "avgForwardReturn1D": 0.0023427784414523623
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.6499631015502809,
      "fitnessScore": 0.48615294470005427,
      "lookbackDays": 63,
      "returnLift1D": 0.002694818281405133,
      "activationRate": 0.1919191919191919,
      "activationCount": 57,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.13332570320209736,
      "avgForwardReturn1D": 0.002300051894522157
    }
  ],
  "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": "cf1377a42f578c77e0eb678131ad6e1e8d9c070700a5a997dfb97c489f1799aa",
    "size": 13,
    "members": [
      "MSFT",
      "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",
      "MSFT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "MSFT",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "MSFT",
    "hitRates": {
      "1": 0.6323529411764706,
      "5": 0.7794117647058824,
      "10": 0.8676470588235294
    },
    "hitRate1D": 0.6323529411764706,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.8029494796849702,
    "eligibleDays": 326,
    "fitnessScore": 0.6590629637353788,
    "lookbackDays": 63,
    "returnLift1D": 0.002673225845960964,
    "hitRateLift1D": 0.12008300252616377,
    "portfolioSize": 2,
    "activationRate": 0.2085889570552147,
    "activationCount": 68,
    "baselineHitRates": {
      "1": 0.5122699386503068,
      "5": 0.5683229813664596,
      "10": 0.5457413249211357
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 2.022548619126309,
    "avgForwardReturns": {
      "1": 0.0029300025277947525,
      "5": 0.011973890754340898,
      "10": 0.02293049036143288
    },
    "shadowMaxDrawdown": -0.030196967406794784,
    "shadowTotalReturn": 0.21238690734868637,
    "avgForwardReturn1D": 0.0029300025277947525,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15"
    ],
    "horizonObservationCounts": {
      "1": 68,
      "5": 68,
      "10": 68
    },
    "baselineAvgForwardReturns": {
      "1": 0.0002567766818337883,
      "5": 0.00203791919876187,
      "10": 0.0033357449067090844
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8029494796849702,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.409428296197735,
    "bestRawFitnessScore": 0.6590629637353788,
    "upperQuartileComboQuality": 0.5812921537059033
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.533300820304936,
    "rawScore": 0.5563430668472069,
    "confidence": 0.9171653322729401,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 2
    },
    "profileBreadth": 0.3007316957118831,
    "recommendedRegion": {
      "lookbackDays": [
        30,
        63
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.6340314399444575,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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        "5": 0.7794117647058824,
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      "hitRate1D": 0.6323529411764706,
      "rankWeights": [
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      "comboQuality": 0.8029494796849702,
      "eligibleDays": 326,
      "fitnessScore": 0.6590629637353788,
      "lookbackDays": 63,
      "returnLift1D": 0.002673225845960964,
      "hitRateLift1D": 0.12008300252616377,
      "portfolioSize": 2,
      "activationRate": 0.2085889570552147,
      "activationCount": 68,
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        "1": 0.5122699386503068,
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        "10": 0.5457413249211357
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      "sampleConfidence": 1,
      "shadowSharpeLike": 2.022548619126309,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.030196967406794784,
      "shadowTotalReturn": 0.21238690734868637,
      "avgForwardReturn1D": 0.0029300025277947525,
      "riskOffActivations": 0,
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        "2025-05-07",
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        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "hitRate1D": 0.6590909090909091,
      "rankWeights": [
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      "comboQuality": 0.7650943324238773,
      "eligibleDays": 359,
      "fitnessScore": 0.6097793258712024,
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      "returnLift1D": 0.004154460810588179,
      "hitRateLift1D": 0.14655609014940485,
      "portfolioSize": 2,
      "activationRate": 0.12256267409470752,
      "activationCount": 44,
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        "1": 0.5125348189415042,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4738430835883696,
      "avgForwardReturns": {
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        "5": 0.022303387048449873,
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      "shadowMaxDrawdown": -0.05436625181749666,
      "shadowTotalReturn": 0.18739377700918802,
      "avgForwardReturn1D": 0.0041518402322666985,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
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      "horizonObservationCounts": {
        "1": 44,
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.641454082361177,
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    {
      "topN": 4,
      "ticker": "MSFT",
      "hitRates": {
        "1": 0.475,
        "5": 0.5384615384615384,
        "10": 0.646551724137931
      },
      "hitRate1D": 0.475,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.060911783709217356,
      "eligibleDays": 368,
      "fitnessScore": -0.2518062100811903,
      "lookbackDays": 21,
      "returnLift1D": -0.0013197937659799907,
      "hitRateLift1D": -0.03858695652173916,
      "portfolioSize": 4,
      "activationRate": 0.32608695652173914,
      "activationCount": 120,
      "baselineHitRates": {
        "1": 0.5135869565217391,
        "5": 0.5439560439560439,
        "10": 0.5125348189415042
      },
      "sampleConfidence": 0.9961111111111112,
      "shadowSharpeLike": -0.8088945201503905,
      "avgForwardReturns": {
        "1": -0.0013383454208712648,
        "5": -0.0018660286092500148,
        "10": 0.007768924339287727
      },
      "shadowMaxDrawdown": -0.3268543084531702,
      "shadowTotalReturn": -0.17688213483923754,
      "avgForwardReturn1D": -0.0013383454208712648,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-28",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 120,
        "5": 117,
        "10": 116
      },
      "baselineAvgForwardReturns": {
        "1": -0.000018551654891274164,
        "5": 0.0002721142564877917,
        "10": 0.0004981755648312882
      }
    },
    {
      "topN": 5,
      "ticker": "MSFT",
      "hitRates": {
        "1": 0.475,
        "5": 0.5384615384615384,
        "10": 0.646551724137931
      },
      "hitRate1D": 0.475,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.060911783709217356,
      "eligibleDays": 368,
      "fitnessScore": -0.2518062100811903,
      "lookbackDays": 21,
      "returnLift1D": -0.0013197937659799907,
      "hitRateLift1D": -0.03858695652173916,
      "portfolioSize": 5,
      "activationRate": 0.32608695652173914,
      "activationCount": 120,
      "baselineHitRates": {
        "1": 0.5135869565217391,
        "5": 0.5439560439560439,
        "10": 0.5125348189415042
      },
      "sampleConfidence": 0.9961111111111112,
      "shadowSharpeLike": -0.8088945201503905,
      "avgForwardReturns": {
        "1": -0.0013383454208712648,
        "5": -0.0018660286092500148,
        "10": 0.007768924339287727
      },
      "shadowMaxDrawdown": -0.3268543084531702,
      "shadowTotalReturn": -0.17688213483923754,
      "avgForwardReturn1D": -0.0013383454208712648,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-28",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 120,
        "5": 117,
        "10": 116
      },
      "baselineAvgForwardReturns": {
        "1": -0.000018551654891274164,
        "5": 0.0002721142564877917,
        "10": 0.0004981755648312882
      }
    }
  ],
  "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": 0.24714877210059966,
      "fitnessScore": 0.10494702386192506,
      "lookbackDays": 14,
      "returnLift1D": 0.000458424827624627,
      "activationRate": 0.14933333333333335,
      "activationCount": 56,
      "sampleConfidence": 0.986904761904762,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.009198957635322746,
      "avgForwardReturn1D": 0.0002249034102941008
    },
    {
      "comboQuality": 0.23700773761453583,
      "fitnessScore": 0.09278587768607874,
      "lookbackDays": 21,
      "returnLift1D": 0.0006948529780513051,
      "activationRate": 0.12228260869565218,
      "activationCount": 45,
      "sampleConfidence": 0.9970370370370372,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.011042276468978818,
      "avgForwardReturn1D": 0.000676301323160031
    },
    {
      "comboQuality": 0.7650943324238773,
      "fitnessScore": 0.6097793258712024,
      "lookbackDays": 30,
      "returnLift1D": 0.004154460810588179,
      "activationRate": 0.12256267409470752,
      "activationCount": 44,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.18739377700918802,
      "avgForwardReturn1D": 0.0041518402322666985
    },
    {
      "comboQuality": 0.641454082361177,
      "fitnessScore": 0.47796979105527226,
      "lookbackDays": 45,
      "returnLift1D": 0.0019922256034045644,
      "activationRate": 0.1569767441860465,
      "activationCount": 54,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.11696944877878979,
      "avgForwardReturn1D": 0.0021861194091544354
    },
    {
      "comboQuality": 0.8029494796849702,
      "fitnessScore": 0.6590629637353788,
      "lookbackDays": 63,
      "returnLift1D": 0.002673225845960964,
      "activationRate": 0.2085889570552147,
      "activationCount": 68,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.21238690734868637,
      "avgForwardReturn1D": 0.0029300025277947525
    }
  ],
  "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": "cf1377a42f578c77e0eb678131ad6e1e8d9c070700a5a997dfb97c489f1799aa",
    "size": 13,
    "members": [
      "MSFT",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
Inverse To Benchmark 1y
-
Return 1m
-
Return 1w
-
Return 1y
-
Return 2w
-
Return 2y
-
Return 3m
-
Return 5y
-
Return 6m
-
Sharpe 1m
-
Sharpe 1w
-
Sharpe 1y
-
Sharpe 2w
-
Sharpe 2y
-
Sharpe 3m
-
Sharpe 5y
-
Sharpe 6m
-
Sharpe Score
-
Trend 1m
-
Trend 1w
-
Trend 1y
-
Trend 2w
-
Trend 2y
-
Trend 3m
-
Trend 5y
-
Trend 6m
-
Volatility 1m
-
Volatility 1w
-
Volatility 1y
-
Volatility 2w
-
Volatility 2y
-
Volatility 3m
-
Volatility 5y
-
Volatility 6m
-
Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.995
Liquidity
1
Momentum
0.458
Relative strength
0.271
Trend quality
0.380
Stability
0.619
Aggression
0.456
Downside risk
0.544
Drawdown state
0.540
Quality momentum
0.409
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.648
Benchmark Independence 3m Score
0.881
Beta 1y Profile Score
0.306
Beta 3m Profile Score
0.125
Beta Change Score
0.273
Correlation Change Score
0.384
Current Drawdown Score
0.551
Days Since 52w High Score
0.726
Distance From 52w High Score
0.551
Distance From Sma 20 Score
0.483
Distance From Sma 200 Score
0.294
Distance From Sma 50 Score
0.425
Downside Volatility 1m Score
0.340
Downside Volatility 1y Score
0.322
Downside Volatility 2y Score
0.296
Downside Volatility 3m Score
0.376
Downside Volatility 5y Score
0.293
Downside Volatility 6m Score
0.407
Drawdown Recovery Score
0.618
Excess Return 1m Score
0.524
Excess Return 1y Score
0
Excess Return 3m Score
0.238
Excess Return 6m Score
0.134
Expected Shortfall 95 1y Score
0.597
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.995
Drawdown Score 1m
0.774
Drawdown Score 1y
0.469
Drawdown Score 2y
0.569
Drawdown Score 3m
0.415
Drawdown Score 5y
0.629
Drawdown Score 6m
0.520
Momentum Acceleration 1m Vs 3m Score
0.698
Momentum Acceleration 3m Vs 6m Score
0.446
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.782
Relative Strength Slope 3m Score
0.344
Relative Volume 20d Score
0.292
Return 1m Score
0.534
Return 1w Score
0.338
Return 1y Score
0.351
Return 2y Score
0.251
Return 3m Score
0.354
Return 5y Score
0.109
Return 6m Score
0.386
Return Skewness 1y Score
0.414
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.571
Sharpe 1y Score
0.230
Sharpe 2y Score
0.378
Sharpe 3m Score
0.144
Sharpe 5y Score
0.478
Sharpe 6m Score
0.264
Sortino 1m Score
0.499
Sortino 1y Score
0.275
Sortino 2y Score
0.362
Sortino 3m Score
0.210
Sortino 5y Score
0.424
Sortino 6m Score
0.292
Trend R2 1m Score
0.585
Trend R2 1w Score
0.606
Trend R2 1y Score
0.770
Trend R2 2y Score
0.005
Trend R2 3m Score
0.427
Trend R2 5y Score
0.670
Trend R2 6m Score
0.072
Trend Slope 1m Score
0.736
Trend Slope 1w Score
0
Trend Slope 1y Score
0.410
Trend Slope 2y Score
0.503
Trend Slope 3m Score
0.384
Trend Slope 5y Score
0.533
Trend Slope 6m Score
0.473
Volatility 1m Score
0.405
Volatility 1w Score
0.313
Volatility 1y Score
0.302
Volatility 2y Score
0.286
Volatility 3m Score
0.389
Volatility 5y Score
0.294
Volatility 6m Score
0.393
Worst Day 1y Score
0.500
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
16,350,351,411.719
Best Day 1y
0.057
Beta To Benchmark 1y
0.765
Beta 3m
0.312
Beta Change
-0.453
Beta To Sector 1y
0.361
Correlation To Benchmark 1y
0.352
Correlation 3m
0.119
Correlation Change
-0.233
Correlation To Sector 1y
0.323
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.648
Benchmark Independence 3m Score
0.881
Beta 1y Profile Score
0.306
Beta 3m Profile Score
0.125
Beta Change Score
0.273
Correlation Change Score
0.384
Current Drawdown Score
0.551
Distance From Sma 20 Score
0.483
Distance From Sma 200 Score
0.294
Current Drawdown
-0.292
Days Since 52w High
183
Distance From 52w High
-0.292
Distance From Sma 20
-0.010
Distance From Sma 200
-0.124
Distance From Sma 50
-0.045
Downside Capture 1y
0.892
Downside Volatility 1m
0.305
Downside Volatility 1w
-
Downside Volatility 1y
0.292
Downside Volatility 2y
0.272
Downside Volatility 3m
0.332
Downside Volatility 5y
0.270
Downside Volatility 6m
0.355
Drawdown Recovery
0.236
Excess Return 1m
0.014
Excess Return 1y
-0.426
Excess Return 3m
-0.157
Excess Return 6m
-0.220
Expected Shortfall 95 1y
-0.040
Market Cap
2,835,433,526,516.8
Max Drawdown 1m
-0.056
Max Drawdown 1w
-0.051
Max Drawdown 1y
-0.345
Max Drawdown 2y
-0.345
Max Drawdown 3m
-0.234
Max Drawdown 5y
-0.371
Max Drawdown 6m
-0.264
Momentum Acceleration 1m Vs 3m
0.059
Momentum Acceleration 3m Vs 6m
-0.016
Moving Average Alignment
-0.500
Relative Strength Acceleration
0.005
Relative Strength Slope 3m
-0.003
Relative Volume 20d
1.088
Return 1m
0.020
Return 1w
-0.049
Return 1y
-0.239
Return 2y
-0.120
Return 3m
-0.117
Return 5y
0.415
Return 6m
-0.137
Return Skewness 1y
-0.518
Sector Excess Return 1y
-0.625
Sharpe 1m
0.853
Sharpe 1y
-0.849
Sharpe 2y
-0.110
Sharpe 3m
-1.282
Sharpe 5y
0.392
Sharpe 6m
-0.682
Sortino 1m
0.990
Sortino 1y
-0.803
Sortino 2y
-0.107
Sortino 3m
-1.320
Sortino 5y
0.393
Sortino 6m
-0.662
Trend R2 1m
0.585
Trend R2 1w
0.606
Trend R2 1y
0.770
Trend R2 2y
0.005
Trend R2 3m
0.427
Trend R2 5y
0.670
Trend R2 6m
0.072
Trend 1m
0.004
Trend 1w
-0.008
Trend 1y
-0.001
Trend 2y
0.000
Trend 3m
-0.002
Trend 5y
0.001
Trend 6m
-0.000
Upside Capture 1y
0.719
Value At Risk 95 1y
-0.027
Volatility 1m
0.354
Volatility 1w
0.285
Volatility 1y
0.276
Volatility 2y
0.264
Volatility 3m
0.342
Volatility 5y
0.271
Volatility 6m
0.345
Worst Day 1y
-0.100
Distance From Sma 50 Score
0.425
Downside Volatility 1y Score
0.322
Downside Volatility 3m Score
0.376
Drawdown Recovery Score
0.618
Excess Return 1m Score
0.524
Excess Return 1y Score
0
Excess Return 3m Score
0.238
Excess Return 6m Score
0.134
Expected Shortfall 95 1y Score
0.597
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.995
Drawdown Score 1y
0.469
Drawdown Score 5y
0.629
Momentum Acceleration 1m Vs 3m Score
0.698
Momentum Acceleration 3m Vs 6m Score
0.446
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.782
Relative Volume 20d Score
0.292
Return 1m Score
0.534
Return 1y Score
0.351
Return 3m Score
0.354
Return 6m Score
0.386
Return Skewness 1y Score
0.414
Sortino 1y Score
0.275
Sortino 3m Score
0.210
Trend R2 1y Score
0.770
Trend R2 3m Score
0.427
Trend Slope 1y Score
0.410
Trend Slope 3m Score
0.384
Volatility 1y Score
0.302
Volatility 3m Score
0.389