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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

PBF

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

Research Detail

PBF

PBF

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-0.360
Correlation To Benchmark 1y
-0.070
Inverse To Benchmark 1y
0.930
Drawdown Score 1m
0.504
Drawdown Score 3m
0.532
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
0.501
Drawdown Score 1y
0.464
Drawdown Score 2y
0.176
Drawdown Score 5y
0.240
Return 1w
0.112
Return 1m
0.318
Return 3m
0.320
Return 6m
0.911
Return 1y
1.132
Return 2y
0.320
Return 5y
2.916
Sharpe 1m
5.641
Sharpe 3m
2.086
Sharpe 6m
2.272
Sharpe 1y
1.495
Sharpe 2y
0.531
Sharpe 5y
0.753
Trend 1w
0.024
Trend 1m
0.015
Trend 3m
0.002
Trend 6m
0.003
Trend 1y
0.003
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.673
Volatility 1m
0.623
Volatility 3m
0.628
Volatility 6m
0.669
Volatility 1y
0.645
Volatility 2y
0.606
Volatility 5y
0.605
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
PBF
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:55 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.942
Aptet Fit Raw Score
0.957
Aptet Fit Confidence
0.971
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.934
Force Fit Raw Score
0.946
Force Fit Confidence
0.973
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:55 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "PBF"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "PBF",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "PBF",
    "hitRates": {
      "1": 0.5432692307692307,
      "5": 0.5588235294117647,
      "10": 0.5577889447236181
    },
    "hitRate1D": 0.5432692307692307,
    "comboQuality": 0.9982719958692515,
    "eligibleDays": 315,
    "fitnessScore": 1.7489929182397714,
    "lookbackDays": 45,
    "returnLift1D": -0.00047655673575336486,
    "hitRateLift1D": -0.014055609995100471,
    "activationRate": 0.6634920634920635,
    "activationCount": 209,
    "baselineHitRates": {
      "1": 0.5573248407643312,
      "5": 0.5903225806451613,
      "10": 0.6196721311475409
    },
    "sampleConfidence": 0.9948963317384371,
    "shadowSharpeLike": 1.504359089445226,
    "avgForwardReturns": {
      "1": 0.0048673029133687595,
      "5": 0.022729643220690588,
      "10": 0.03578411320153398
    },
    "shadowMaxDrawdown": -0.28435272931306566,
    "shadowTotalReturn": 1.2822200486266513,
    "avgForwardReturn1D": 0.0048673029133687595,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19",
      "2025-05-28",
      "2025-06-09",
      "2025-06-10",
      "2025-06-11",
      "2025-06-12",
      "2025-06-13"
    ],
    "horizonObservationCounts": {
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      "5": 204,
      "10": 199
    },
    "baselineAvgForwardReturns": {
      "1": 0.005343859649122124,
      "5": 0.027104255026770756,
      "10": 0.05371869872306413
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9982719958692515,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9707626098095186,
    "bestRawFitnessScore": 1.7489929182397714,
    "upperQuartileComboQuality": 0.9914831760682716
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9424435517109838,
    "rawScore": 0.9565388551390946,
    "confidence": 0.9705285292858048,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 45
    },
    "profileBreadth": 0.850045955886151,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45
      ]
    },
    "parameterStability": 0.8531110890891579,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 5,
      "ticker": "PBF",
      "hitRates": {
        "1": 0.5432692307692307,
        "5": 0.5588235294117647,
        "10": 0.5577889447236181
      },
      "hitRate1D": 0.5432692307692307,
      "comboQuality": 0.9982719958692515,
      "eligibleDays": 315,
      "fitnessScore": 1.7489929182397714,
      "lookbackDays": 45,
      "returnLift1D": -0.00047655673575336486,
      "hitRateLift1D": -0.014055609995100471,
      "activationRate": 0.6634920634920635,
      "activationCount": 209,
      "baselineHitRates": {
        "1": 0.5573248407643312,
        "5": 0.5903225806451613,
        "10": 0.6196721311475409
      },
      "sampleConfidence": 0.9948963317384371,
      "shadowSharpeLike": 1.504359089445226,
      "avgForwardReturns": {
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        "5": 0.022729643220690588,
        "10": 0.03578411320153398
      },
      "shadowMaxDrawdown": -0.28435272931306566,
      "shadowTotalReturn": 1.2822200486266513,
      "avgForwardReturn1D": 0.0048673029133687595,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-15",
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        "2025-06-09",
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        "2025-06-11",
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      ],
      "horizonObservationCounts": {
        "1": 208,
        "5": 204,
        "10": 199
      },
      "baselineAvgForwardReturns": {
        "1": 0.005343859649122124,
        "5": 0.027104255026770756,
        "10": 0.05371869872306413
      }
    },
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      "hitRates": {
        "1": 0.5445544554455446,
        "5": 0.5505050505050505,
        "10": 0.5492227979274611
      },
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      "comboQuality": 0.9979768858279957,
      "eligibleDays": 315,
      "fitnessScore": 1.7142402668356627,
      "lookbackDays": 45,
      "returnLift1D": -0.00044877969508665995,
      "hitRateLift1D": -0.012770385318786603,
      "activationRate": 0.6444444444444445,
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      },
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      "shadowSharpeLike": 1.5089538986559334,
      "avgForwardReturns": {
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        "10": 0.03224208217226116
      },
      "shadowMaxDrawdown": -0.2746437884865338,
      "shadowTotalReturn": 1.2524486590318151,
      "avgForwardReturn1D": 0.0048950799540354644,
      "riskOffActivations": 0,
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        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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        "10": 0.5340909090909091
      },
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      "comboQuality": 0.9960267020323225,
      "eligibleDays": 352,
      "fitnessScore": 1.5653190707498423,
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      "returnLift1D": 0.0014486342101526755,
      "hitRateLift1D": 0.008494208494208566,
      "activationRate": 0.5284090909090909,
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      "riskOffActivations": 0,
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      "shadowMaxDrawdown": -0.2381282835432632,
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      "riskOffActivations": 0,
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        "2025-05-01",
        "2025-05-02",
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      ],
      "horizonObservationCounts": {
        "1": 163,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.00356952803076785,
        "5": 0.020424973701390667,
        "10": 0.04003975915229003
      }
    },
    {
      "topN": 4,
      "ticker": "PBF",
      "hitRates": {
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        "5": 0.5494505494505495,
        "10": 0.5310734463276836
      },
      "hitRate1D": 0.543010752688172,
      "comboQuality": 0.9772350006162386,
      "eligibleDays": 339,
      "fitnessScore": 1.1770906411403912,
      "lookbackDays": 21,
      "returnLift1D": -0.00002220647737370858,
      "hitRateLift1D": -0.0072851052999937105,
      "activationRate": 0.551622418879056,
      "activationCount": 187,
      "baselineHitRates": {
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        "5": 0.5808383233532934,
        "10": 0.6048632218844985
      },
      "sampleConfidence": 0.9942959001782532,
      "shadowSharpeLike": 1.1719093287750049,
      "avgForwardReturns": {
        "1": 0.004094183633190623,
        "5": 0.02134301622633121,
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      },
      "shadowMaxDrawdown": -0.29267090596361,
      "shadowTotalReturn": 0.8153801651763815,
      "avgForwardReturn1D": 0.004094183633190623,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
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        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 194,
        "5": 190,
        "10": 185
      },
      "baselineAvgForwardReturns": {
        "1": 0.004394360252538497,
        "5": 0.02349502061006058,
        "10": 0.04866814364587616
      }
    }
  ],
  "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": 0.9960267020323225,
      "fitnessScore": 1.5653190707498423,
      "lookbackDays": 14,
      "returnLift1D": 0.0014486342101526755,
      "activationRate": 0.5284090909090909,
      "activationCount": 186,
      "sampleConfidence": 0.9942652329749104,
      "shadowTotalReturn": 1.1354636826169742,
      "avgForwardReturn1D": 0.005018162240920525
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9772350006162386,
      "fitnessScore": 1.1770906411403912,
      "lookbackDays": 21,
      "returnLift1D": -0.00002220647737370858,
      "activationRate": 0.551622418879056,
      "activationCount": 187,
      "sampleConfidence": 0.9942959001782532,
      "shadowTotalReturn": 0.8153801651763815,
      "avgForwardReturn1D": 0.004094183633190623
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9913012453633651,
      "fitnessScore": 1.3918844918088784,
      "lookbackDays": 30,
      "returnLift1D": -0.00010492714055339129,
      "activationRate": 0.5787878787878787,
      "activationCount": 191,
      "sampleConfidence": 0.9944153577661432,
      "shadowTotalReturn": 0.993560662763094,
      "avgForwardReturn1D": 0.004501744447152773
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9982719958692515,
      "fitnessScore": 1.7489929182397714,
      "lookbackDays": 45,
      "returnLift1D": -0.00047655673575336486,
      "activationRate": 0.6634920634920635,
      "activationCount": 209,
      "sampleConfidence": 0.9948963317384371,
      "shadowTotalReturn": 1.2822200486266513,
      "avgForwardReturn1D": 0.0048673029133687595
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.8255654581382332,
      "fitnessScore": 0.691994180519055,
      "lookbackDays": 63,
      "returnLift1D": -0.002066518207867409,
      "activationRate": 0.67003367003367,
      "activationCount": 199,
      "sampleConfidence": 0.99463986599665,
      "shadowTotalReturn": 0.3331023731018752,
      "avgForwardReturn1D": 0.002327842044671088
    }
  ],
  "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": "f2135563df72c32b1220ea0ae2eb92d2b53a3eed198df3301c7d5e682c3618c0",
    "size": 13,
    "members": [
      "PBF",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "PBF"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "PBF",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "PBF",
    "hitRates": {
      "1": 0.5445544554455446,
      "5": 0.5505050505050505,
      "10": 0.5492227979274611
    },
    "hitRate1D": 0.5445544554455446,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.9977635290990163,
    "eligibleDays": 344,
    "fitnessScore": 1.6921357775321855,
    "lookbackDays": 45,
    "returnLift1D": 0.0007162689708161531,
    "hitRateLift1D": -0.0019571724614321218,
    "portfolioSize": 4,
    "activationRate": 0.5872093023255814,
    "activationCount": 202,
    "baselineHitRates": {
      "1": 0.5465116279069767,
      "5": 0.5852941176470589,
      "10": 0.5940298507462687
    },
    "sampleConfidence": 0.9957095709570958,
    "shadowSharpeLike": 1.4435919498365208,
    "avgForwardReturns": {
      "1": 0.0048950799540354644,
      "5": 0.021167330072427597,
      "10": 0.03224208217226116
    },
    "shadowMaxDrawdown": -0.2746437884865338,
    "shadowTotalReturn": 1.2524486590318151,
    "avgForwardReturn1D": 0.0048950799540354644,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19",
      "2025-06-10",
      "2025-06-11",
      "2025-06-12",
      "2025-06-13",
      "2025-06-16",
      "2025-06-17"
    ],
    "horizonObservationCounts": {
      "1": 202,
      "5": 198,
      "10": 193
    },
    "baselineAvgForwardReturns": {
      "1": 0.004178810983219311,
      "5": 0.02199968154150258,
      "10": 0.04354004282176856
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9977635290990163,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9464884474357975,
    "bestRawFitnessScore": 1.6921357775321855,
    "upperQuartileComboQuality": 0.979251223877091
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9335303442203711,
    "rawScore": 0.9463678362981821,
    "confidence": 0.9728699738401376,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0.8500395837895554,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        30,
        45
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.8664756099486899,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "PBF",
      "hitRates": {
        "1": 0.5445544554455446,
        "5": 0.5505050505050505,
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      "hitRate1D": 0.5445544554455446,
      "rankWeights": [
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      ],
      "comboQuality": 0.9977635290990163,
      "eligibleDays": 344,
      "fitnessScore": 1.6921357775321855,
      "lookbackDays": 45,
      "returnLift1D": 0.0007162689708161531,
      "hitRateLift1D": -0.0019571724614321218,
      "portfolioSize": 4,
      "activationRate": 0.5872093023255814,
      "activationCount": 202,
      "baselineHitRates": {
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        "10": 0.5940298507462687
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      "sampleConfidence": 0.9957095709570958,
      "shadowSharpeLike": 1.4435919498365208,
      "avgForwardReturns": {
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        "10": 0.03224208217226116
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      "shadowMaxDrawdown": -0.2746437884865338,
      "shadowTotalReturn": 1.2524486590318151,
      "avgForwardReturn1D": 0.0048950799540354644,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17"
      ],
      "horizonObservationCounts": {
        "1": 202,
        "5": 198,
        "10": 193
      },
      "baselineAvgForwardReturns": {
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        "5": 0.02199968154150258,
        "10": 0.04354004282176856
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    },
    {
      "topN": 5,
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      "hitRates": {
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        "5": 0.5505050505050505,
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      "hitRate1D": 0.5445544554455446,
      "rankWeights": [
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      "comboQuality": 0.9977635290990163,
      "eligibleDays": 344,
      "fitnessScore": 1.6921357775321855,
      "lookbackDays": 45,
      "returnLift1D": 0.0007162689708161531,
      "hitRateLift1D": -0.0019571724614321218,
      "portfolioSize": 5,
      "activationRate": 0.5872093023255814,
      "activationCount": 202,
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        "10": 0.5940298507462687
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      "sampleConfidence": 0.9957095709570958,
      "shadowSharpeLike": 1.4435919498365208,
      "avgForwardReturns": {
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        "10": 0.03224208217226116
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      "shadowMaxDrawdown": -0.2746437884865338,
      "shadowTotalReturn": 1.2524486590318151,
      "avgForwardReturn1D": 0.0048950799540354644,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17"
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.9924684595071396,
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      "returnLift1D": 0.0002956711870472162,
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      "sampleConfidence": 0.995600676818951,
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    },
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      "comboQuality": 0.9870171120954818,
      "eligibleDays": 375,
      "fitnessScore": 1.3028321443179252,
      "lookbackDays": 14,
      "returnLift1D": 0.001535648485444646,
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      "portfolioSize": 4,
      "activationRate": 0.496,
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      "sampleConfidence": 0.9953405017921148,
      "shadowSharpeLike": 1.2010553153876353,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
        "1": 186,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.9870171120954818,
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      "avgForwardReturn1D": 0.0022963323918161267,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-12",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 159,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.0037546906374084986,
        "5": 0.0191363183858765,
        "10": 0.039662435041627184
      }
    },
    {
      "topN": 2,
      "ticker": "PBF",
      "hitRates": {
        "1": 0.5575757575757576,
        "5": 0.5031055900621118,
        "10": 0.4935897435897436
      },
      "hitRate1D": 0.5575757575757576,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.4136652724349778,
      "eligibleDays": 326,
      "fitnessScore": 0.2732565842749226,
      "lookbackDays": 63,
      "returnLift1D": -0.0036751492945092785,
      "hitRateLift1D": 0.002361033649377231,
      "portfolioSize": 2,
      "activationRate": 0.5061349693251533,
      "activationCount": 165,
      "baselineHitRates": {
        "1": 0.5552147239263804,
        "5": 0.5962732919254659,
        "10": 0.6277602523659306
      },
      "sampleConfidence": 0.9947474747474748,
      "shadowSharpeLike": 0.3580504354036315,
      "avgForwardReturns": {
        "1": 0.0013475889330781103,
        "5": 0.005726015218139886,
        "10": 0.003843999379749821
      },
      "shadowMaxDrawdown": -0.3700395950812374,
      "shadowTotalReturn": 0.07943786459864044,
      "avgForwardReturn1D": 0.0013475889330781103,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-23",
        "2025-06-24",
        "2025-06-25",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14"
      ],
      "horizonObservationCounts": {
        "1": 165,
        "5": 161,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022738227587389,
        "5": 0.026987401511706758,
        "10": 0.055148459913835636
      }
    },
    {
      "topN": 3,
      "ticker": "PBF",
      "hitRates": {
        "1": 0.5435897435897435,
        "5": 0.5235602094240838,
        "10": 0.510752688172043
      },
      "hitRate1D": 0.5435897435897435,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.3610843857097774,
      "eligibleDays": 326,
      "fitnessScore": 0.22445464595640577,
      "lookbackDays": 63,
      "returnLift1D": -0.004080457710213595,
      "hitRateLift1D": -0.011624980336636836,
      "portfolioSize": 3,
      "activationRate": 0.598159509202454,
      "activationCount": 195,
      "baselineHitRates": {
        "1": 0.5552147239263804,
        "5": 0.5962732919254659,
        "10": 0.6277602523659306
      },
      "sampleConfidence": 0.9955555555555556,
      "shadowSharpeLike": 0.2732333007628989,
      "avgForwardReturns": {
        "1": 0.0009422805173737935,
        "5": 0.009011980524290726,
        "10": 0.012015753054050048
      },
      "shadowMaxDrawdown": -0.3792405401801502,
      "shadowTotalReturn": 0.01977001279194357,
      "avgForwardReturn1D": 0.0009422805173737935,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-15",
        "2025-06-18",
        "2025-06-23",
        "2025-06-24",
        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02"
      ],
      "horizonObservationCounts": {
        "1": 195,
        "5": 191,
        "10": 186
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022738227587389,
        "5": 0.026987401511706758,
        "10": 0.055148459913835636
      }
    }
  ],
  "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": 0.9870171120954818,
      "fitnessScore": 1.3028321443179252,
      "lookbackDays": 14,
      "returnLift1D": 0.001535648485444646,
      "activationRate": 0.496,
      "activationCount": 186,
      "sampleConfidence": 0.9953405017921148,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.9346048749737279,
      "avgForwardReturn1D": 0.004460821259266238
    },
    {
      "comboQuality": 0.9498783862658319,
      "fitnessScore": 0.9972139597052572,
      "lookbackDays": 21,
      "returnLift1D": 0.00042126415392583364,
      "activationRate": 0.5108695652173914,
      "activationCount": 188,
      "sampleConfidence": 0.9953900709219858,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.6790978807681443,
      "avgForwardReturn1D": 0.0036501553692580803
    },
    {
      "comboQuality": 0.923014155999803,
      "fitnessScore": 0.8964850623167724,
      "lookbackDays": 30,
      "returnLift1D": -0.00046000855456724546,
      "activationRate": 0.520891364902507,
      "activationCount": 187,
      "sampleConfidence": 0.9953654188948308,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.5897549591903726,
      "avgForwardReturn1D": 0.003294682082841253
    },
    {
      "comboQuality": 0.9977635290990163,
      "fitnessScore": 1.6921357775321855,
      "lookbackDays": 45,
      "returnLift1D": 0.0007162689708161531,
      "activationRate": 0.5872093023255814,
      "activationCount": 202,
      "sampleConfidence": 0.9957095709570958,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.2524486590318151,
      "avgForwardReturn1D": 0.0048950799540354644
    },
    {
      "comboQuality": 0.7860891554751945,
      "fitnessScore": 0.6363323983322949,
      "lookbackDays": 63,
      "returnLift1D": -0.00274775671168911,
      "activationRate": 0.6104294478527608,
      "activationCount": 199,
      "sampleConfidence": 0.9956448911222782,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.32085508497409454,
      "avgForwardReturn1D": 0.0022749815158982787
    }
  ],
  "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": "f2135563df72c32b1220ea0ae2eb92d2b53a3eed198df3301c7d5e682c3618c0",
    "size": 13,
    "members": [
      "PBF",
      "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
0.409
Liquidity
0.699
Momentum
0.879
Relative strength
0.915
Trend quality
0.619
Stability
0.478
Aggression
0.534
Downside risk
0.528
Drawdown state
0.960
Quality momentum
0.753
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.930
Benchmark Independence 3m Score
0.687
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0
Correlation Change Score
0.379
Current Drawdown Score
0.890
Days Since 52w High Score
0.004
Distance From 52w High Score
0.996
Distance From Sma 20 Score
0.831
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.905
Downside Volatility 1m Score
0.465
Downside Volatility 1y Score
0.745
Downside Volatility 2y Score
0.726
Downside Volatility 3m Score
0.775
Downside Volatility 5y Score
0.696
Downside Volatility 6m Score
0.792
Drawdown Recovery Score
1
Excess Return 1m Score
0.985
Excess Return 1y Score
1
Excess Return 3m Score
0.845
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.176
Log Avg Dollar Volume 20d Score
0.699
Log Market Cap Score
0.409
Drawdown Score 1m
0.504
Drawdown Score 1y
0.464
Drawdown Score 2y
0.176
Drawdown Score 3m
0.532
Drawdown Score 5y
0.240
Drawdown Score 6m
0.501
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.350
Moving Average Alignment Score
1
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.565
Relative Volume 20d Score
0.244
Return 1m Score
1
Return 1w Score
0.874
Return 1y Score
1
Return 2y Score
0.377
Return 3m Score
0.900
Return 5y Score
0.301
Return 6m Score
1
Return Skewness 1y Score
0.530
Sharpe 1m Score
1
Sharpe 1y Score
0.699
Sharpe 2y Score
0.506
Sharpe 3m Score
0.817
Sharpe 5y Score
0.551
Sharpe 6m Score
0.854
Sortino 1m Score
1
Sortino 1y Score
0.573
Sortino 2y Score
0.443
Sortino 3m Score
0.635
Sortino 5y Score
0.474
Sortino 6m Score
0.670
Trend R2 1m Score
0.726
Trend R2 1w Score
0.812
Trend R2 1y Score
0.745
Trend R2 2y Score
0.178
Trend R2 3m Score
0.268
Trend R2 5y Score
0.195
Trend R2 6m Score
0.465
Trend Slope 1m Score
1
Trend Slope 1w Score
1
Trend Slope 1y Score
0.668
Trend Slope 2y Score
0.551
Trend Slope 3m Score
0.639
Trend Slope 5y Score
0.534
Trend Slope 6m Score
0.664
Volatility 1m Score
0.764
Volatility 1w Score
0.830
Volatility 1y Score
0.793
Volatility 2y Score
0.742
Volatility 3m Score
0.771
Volatility 5y Score
0.740
Volatility 6m Score
0.825
Worst Day 1y Score
0.358
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
125,155,647.59
Best Day 1y
0.157
Beta To Benchmark 1y
-0.360
Beta 3m
-1.502
Beta Change
-1.142
Beta To Sector 1y
-
Correlation To Benchmark 1y
-0.070
Correlation 3m
-0.313
Correlation Change
-0.243
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.930
Benchmark Independence 3m Score
0.687
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0
Correlation Change Score
0.379
Current Drawdown Score
0.890
Distance From Sma 20 Score
0.831
Distance From Sma 200 Score
1
Current Drawdown
-0.071
Days Since 52w High
1
Distance From 52w High
-0.002
Distance From Sma 20
0.198
Distance From Sma 200
0.440
Distance From Sma 50
0.243
Downside Capture 1y
4.292
Downside Volatility 1m
0.398
Downside Volatility 1w
-
Downside Volatility 1y
0.609
Downside Volatility 2y
0.595
Downside Volatility 3m
0.631
Downside Volatility 5y
0.572
Downside Volatility 6m
0.644
Drawdown Recovery
1
Excess Return 1m
0.291
Excess Return 1y
0.908
Excess Return 3m
0.207
Excess Return 6m
0.810
Expected Shortfall 95 1y
-0.082
Market Cap
6,812,201,285.849
Max Drawdown 1m
-0.124
Max Drawdown 1w
-0.016
Max Drawdown 1y
-0.349
Max Drawdown 2y
-0.659
Max Drawdown 3m
-0.187
Max Drawdown 5y
-0.760
Max Drawdown 6m
-0.275
Momentum Acceleration 1m Vs 3m
0.211
Momentum Acceleration 3m Vs 6m
-0.045
Moving Average Alignment
1
Relative Strength Acceleration
0.012
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.959
Return 1m
0.318
Return 1w
0.112
Return 1y
1.132
Return 2y
0.320
Return 3m
0.320
Return 5y
2.916
Return 6m
0.911
Return Skewness 1y
0.182
Sector Excess Return 1y
-
Sharpe 1m
5.641
Sharpe 1y
1.495
Sharpe 2y
0.531
Sharpe 3m
2.086
Sharpe 5y
0.753
Sharpe 6m
2.272
Sortino 1m
8.818
Sortino 1y
1.584
Sortino 2y
0.542
Sortino 3m
2.076
Sortino 5y
0.796
Sortino 6m
2.360
Trend R2 1m
0.726
Trend R2 1w
0.812
Trend R2 1y
0.745
Trend R2 2y
0.178
Trend R2 3m
0.268
Trend R2 5y
0.195
Trend R2 6m
0.465
Trend 1m
0.015
Trend 1w
0.024
Trend 1y
0.003
Trend 2y
0.001
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
0.003
Upside Capture 1y
0.406
Value At Risk 95 1y
-0.059
Volatility 1m
0.623
Volatility 1w
0.673
Volatility 1y
0.645
Volatility 2y
0.606
Volatility 3m
0.628
Volatility 5y
0.605
Volatility 6m
0.669
Worst Day 1y
-0.128
Distance From Sma 50 Score
0.905
Downside Volatility 1y Score
0.745
Downside Volatility 3m Score
0.775
Drawdown Recovery Score
1
Excess Return 1m Score
0.985
Excess Return 1y Score
1
Excess Return 3m Score
0.845
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.176
Log Avg Dollar Volume 20d Score
0.699
Log Market Cap Score
0.409
Drawdown Score 1y
0.464
Drawdown Score 5y
0.240
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.350
Moving Average Alignment Score
1
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.244
Return 1m Score
1
Return 1y Score
1
Return 3m Score
0.900
Return 6m Score
1
Return Skewness 1y Score
0.530
Sortino 1y Score
0.573
Sortino 3m Score
0.635
Trend R2 1y Score
0.745
Trend R2 3m Score
0.268
Trend Slope 1y Score
0.668
Trend Slope 3m Score
0.639
Volatility 1y Score
0.793
Volatility 3m Score
0.771