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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

SU

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

Research Detail

SU

SU

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
-0.162
Correlation To Benchmark 1y
-0.081
Inverse To Benchmark 1y
0.919
Drawdown Score 1m
0.793
Drawdown Score 3m
0.433
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
0.588
Drawdown Score 1y
0.651
Drawdown Score 2y
0.717
Drawdown Score 5y
0.634
Return 1w
0.094
Return 1m
0.175
Return 3m
0.054
Return 6m
0.334
Return 1y
0.723
Return 2y
0.811
Return 5y
2.721
Sharpe 1m
6.494
Sharpe 3m
0.777
Sharpe 6m
2.094
Sharpe 1y
2.267
Sharpe 2y
1.207
Sharpe 5y
0.963
Trend 1w
0.017
Trend 1m
0.010
Trend 3m
-0.002
Trend 6m
0.001
Trend 1y
0.003
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.203
Volatility 1m
0.307
Volatility 3m
0.348
Volatility 6m
0.296
Volatility 1y
0.254
Volatility 2y
0.279
Volatility 5y
0.329
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
SU
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:04 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Energy
Sector Benchmark Ticker
XLE
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
0.153
Aptet Fit Raw Score
0.241
Aptet Fit Confidence
0.268
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.862
Force Fit Raw Score
0.874
Force Fit Confidence
0.972
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:04 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "SU"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "SU",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "SU",
    "hitRates": {
      "1": 0.5,
      "5": 0.5,
      "10": 0
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.10254528463640515,
    "eligibleDays": 352,
    "fitnessScore": -0.12723679527178622,
    "lookbackDays": 14,
    "returnLift1D": -0.009051782698627709,
    "hitRateLift1D": -0.09090909090909094,
    "activationRate": 0.005681818181818182,
    "activationCount": 2,
    "baselineHitRates": {
      "1": 0.5909090909090909,
      "5": 0.6111111111111112,
      "10": 0.46153846153846156
    },
    "sampleConfidence": 0.5572586046425942,
    "shadowSharpeLike": -0.2963916941248945,
    "avgForwardReturns": {
      "1": -0.009764474134475232,
      "5": -0.022879111634258653,
      "10": 0
    },
    "shadowMaxDrawdown": -0.05064581322352091,
    "shadowTotalReturn": -0.02203042640996289,
    "avgForwardReturn1D": -0.009764474134475232,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-07",
      "2026-04-08"
    ],
    "horizonObservationCounts": {
      "1": 2,
      "5": 2,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": -0.0007126914358475223,
      "5": 0.0033741893354423866,
      "10": 0.002753773018068809
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.10254528463640515,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08584336678653759,
    "bestRawFitnessScore": -0.12723679527178622,
    "upperQuartileComboQuality": 0.08584336678653759
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.15299139431426462,
    "rawScore": 0.2412580450389963,
    "confidence": 0.2682801461773886,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.8503903196614303,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "SU",
      "hitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.10254528463640515,
      "eligibleDays": 352,
      "fitnessScore": -0.12723679527178622,
      "lookbackDays": 14,
      "returnLift1D": -0.009051782698627709,
      "hitRateLift1D": -0.09090909090909094,
      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.6111111111111112,
        "10": 0.46153846153846156
      },
      "sampleConfidence": 0.5572586046425942,
      "shadowSharpeLike": -0.2963916941248945,
      "avgForwardReturns": {
        "1": -0.009764474134475232,
        "5": -0.022879111634258653,
        "10": 0
      },
      "shadowMaxDrawdown": -0.05064581322352091,
      "shadowTotalReturn": -0.02203042640996289,
      "avgForwardReturn1D": -0.009764474134475232,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-07",
        "2026-04-08"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007126914358475223,
        "5": 0.0033741893354423866,
        "10": 0.002753773018068809
      }
    },
    {
      "topN": 3,
      "ticker": "SU",
      "hitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.10254528463640515,
      "eligibleDays": 352,
      "fitnessScore": -0.12723679527178622,
      "lookbackDays": 14,
      "returnLift1D": -0.009051782698627709,
      "hitRateLift1D": -0.09090909090909094,
      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.6111111111111112,
        "10": 0.46153846153846156
      },
      "sampleConfidence": 0.5572586046425942,
      "shadowSharpeLike": -0.2963916941248945,
      "avgForwardReturns": {
        "1": -0.009764474134475232,
        "5": -0.022879111634258653,
        "10": 0
      },
      "shadowMaxDrawdown": -0.05064581322352091,
      "shadowTotalReturn": -0.02203042640996289,
      "avgForwardReturn1D": -0.009764474134475232,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-07",
        "2026-04-08"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007126914358475223,
        "5": 0.0033741893354423866,
        "10": 0.002753773018068809
      }
    },
    {
      "topN": 4,
      "ticker": "SU",
      "hitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.10254528463640515,
      "eligibleDays": 352,
      "fitnessScore": -0.12723679527178622,
      "lookbackDays": 14,
      "returnLift1D": -0.009051782698627709,
      "hitRateLift1D": -0.09090909090909094,
      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.6111111111111112,
        "10": 0.46153846153846156
      },
      "sampleConfidence": 0.5572586046425942,
      "shadowSharpeLike": -0.2963916941248945,
      "avgForwardReturns": {
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        "5": -0.022879111634258653,
        "10": 0
      },
      "shadowMaxDrawdown": -0.05064581322352091,
      "shadowTotalReturn": -0.02203042640996289,
      "avgForwardReturn1D": -0.009764474134475232,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-07",
        "2026-04-08"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007126914358475223,
        "5": 0.0033741893354423866,
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      }
    },
    {
      "topN": 5,
      "ticker": "SU",
      "hitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.10254528463640515,
      "eligibleDays": 352,
      "fitnessScore": -0.12723679527178622,
      "lookbackDays": 14,
      "returnLift1D": -0.009051782698627709,
      "hitRateLift1D": -0.09090909090909094,
      "activationRate": 0.005681818181818182,
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      "activationDatesSample": [
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      "horizonObservationCounts": {
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    },
    {
      "topN": 2,
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      "hitRates": {
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      },
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      "shadowSharpeLike": 0,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
      "ticker": "SU",
      "hitRates": {
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      },
      "hitRate1D": 0,
      "comboQuality": 0.08584336678653759,
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      "returnLift1D": 0.0007126914358475223,
      "hitRateLift1D": -0.5909090909090909,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 4,
      "ticker": "SU",
      "hitRates": {
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      },
      "hitRate1D": 0,
      "comboQuality": 0.08584336678653759,
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      "activationRate": 0,
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      "baselineHitRates": {
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        "5": 0.6111111111111112,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
      "ticker": "SU",
      "hitRates": {
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      },
      "hitRate1D": 0,
      "comboQuality": 0.08584336678653759,
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      "shadowMaxDrawdown": 0,
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    },
    {
      "topN": 2,
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
      "ticker": "SU",
      "hitRates": {
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      },
      "hitRate1D": 0,
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      "eligibleDays": 330,
      "fitnessScore": -0.1704050739135645,
      "lookbackDays": 30,
      "returnLift1D": 0.0007126914358475223,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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        "5": 0.6111111111111112,
        "10": 0.46153846153846156
      },
      "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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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007126914358475223,
        "5": 0.0033741893354423866,
        "10": 0.002753773018068809
      }
    },
    {
      "topN": 4,
      "ticker": "SU",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08584336678653759,
      "eligibleDays": 330,
      "fitnessScore": -0.1704050739135645,
      "lookbackDays": 30,
      "returnLift1D": 0.0007126914358475223,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5909090909090909,
        "5": 0.6111111111111112,
        "10": 0.46153846153846156
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
        "1": -0.0007126914358475223,
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    },
    {
      "topN": 5,
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      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
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      "eligibleDays": 330,
      "fitnessScore": -0.1704050739135645,
      "lookbackDays": 30,
      "returnLift1D": 0.0007126914358475223,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
      "ticker": "SU",
      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08584336678653759,
      "eligibleDays": 315,
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      "lookbackDays": 45,
      "returnLift1D": 0.0007126914358475223,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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        "5": 0.6111111111111112,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
        "1": -0.0007126914358475223,
        "5": 0.0033741893354423866,
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    },
    {
      "topN": 5,
      "ticker": "SU",
      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
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      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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        "1": 0,
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      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
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      "activationDatesSample": [],
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        "1": 0,
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      },
      "baselineAvgForwardReturns": {
        "1": -0.0007126914358475223,
        "5": 0.0033741893354423866,
        "10": 0.002753773018068809
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    },
    {
      "topN": 2,
      "ticker": "SU",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08584336678653759,
      "eligibleDays": 297,
      "fitnessScore": -0.1704050739135645,
      "lookbackDays": 63,
      "returnLift1D": 0.0007126914358475223,
      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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        "1": 0,
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      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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        "1": 0,
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      "baselineAvgForwardReturns": {
        "1": -0.0007126914358475223,
        "5": 0.0033741893354423866,
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
      "ticker": "SU",
      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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        "1": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
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      "hitRateLift1D": -0.5909090909090909,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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        "1": 0,
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      "shadowMaxDrawdown": 0,
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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": 0.10254528463640515,
      "fitnessScore": -0.12723679527178622,
      "lookbackDays": 14,
      "returnLift1D": -0.009051782698627709,
      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "sampleConfidence": 0.5572586046425942,
      "shadowTotalReturn": -0.02203042640996289,
      "avgForwardReturn1D": -0.009764474134475232
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08584336678653759,
      "fitnessScore": -0.1704050739135645,
      "lookbackDays": 21,
      "returnLift1D": 0.0007126914358475223,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08584336678653759,
      "fitnessScore": -0.1704050739135645,
      "lookbackDays": 30,
      "returnLift1D": 0.0007126914358475223,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08584336678653759,
      "fitnessScore": -0.1704050739135645,
      "lookbackDays": 45,
      "returnLift1D": 0.0007126914358475223,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.1704050739135645,
      "lookbackDays": 63,
      "returnLift1D": 0.0007126914358475223,
      "activationRate": 0,
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      "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": "a45de4323928440a806932ca1cf47208f48239619e8c864bdb533ea9ab1130a1",
    "size": 13,
    "members": [
      "SMH",
      "SU",
      "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",
      "SU"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "SU",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "SU",
    "hitRates": {
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    "hitRate1D": 0.5766871165644172,
    "rankWeights": [
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    "comboQuality": 0.9424954986482719,
    "eligibleDays": 375,
    "fitnessScore": 0.9652669411291995,
    "lookbackDays": 14,
    "returnLift1D": 0.001250320731264149,
    "hitRateLift1D": 0.03268711656441714,
    "portfolioSize": 3,
    "activationRate": 0.43466666666666665,
    "activationCount": 163,
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      "1": 0.544,
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    "sampleConfidence": 0.9946830265848672,
    "shadowSharpeLike": 1.7676157012444718,
    "avgForwardReturns": {
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    "shadowMaxDrawdown": -0.1374490594213278,
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    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-01-24",
      "2025-01-27",
      "2025-02-12",
      "2025-02-13",
      "2025-02-18",
      "2025-02-20",
      "2025-02-21",
      "2025-02-24",
      "2025-03-18",
      "2025-03-20"
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    "horizonObservationCounts": {
      "1": 163,
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    "baselineAvgForwardReturns": {
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9424954986482719,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.8514476032945186,
    "bestRawFitnessScore": 0.9652669411291995,
    "upperQuartileComboQuality": 0.9163943338017377
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  "algorithmFit": {
    "label": "strong",
    "score": 0.8617781856944512,
    "rawScore": 0.8739127195262619,
    "confidence": 0.9722294147672121,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 3
    },
    "profileBreadth": 0.8499866679888392,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.814303849803896,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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      "comboQuality": 0.9424954986482719,
      "eligibleDays": 375,
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      "hitRateLift1D": 0.03268711656441714,
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      "riskOffActivations": 0,
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        "2025-01-27",
        "2025-02-12",
        "2025-02-13",
        "2025-02-18",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-03-18",
        "2025-03-20"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "hitRate1D": 0.5706521739130435,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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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."
  },
  "lookbackSummary": [
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      "lookbackDays": 14,
      "returnLift1D": 0.001250320731264149,
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      "activationCount": 163,
      "sampleConfidence": 0.9946830265848672,
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      "shadowTotalReturn": 0.5358836227229564,
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      "lookbackDays": 21,
      "returnLift1D": 0.0003904388743163076,
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      "sampleConfidence": 0.9961290322580646,
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      "shadowTotalReturn": 0.3561706906643416,
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      "lookbackDays": 30,
      "returnLift1D": 0.0002701115703896567,
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      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.3648511771081271,
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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": "a45de4323928440a806932ca1cf47208f48239619e8c864bdb533ea9ab1130a1",
    "size": 13,
    "members": [
      "SMH",
      "SU",
      "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 2y
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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
-
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
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Volatility 1y
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Volatility 2w
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Volatility 2y
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Volatility 3m
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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
0.646
Liquidity
0.795
Momentum
0.707
Relative strength
0.748
Trend quality
0.468
Stability
0.716
Aggression
0.444
Downside risk
0.611
Drawdown state
0.941
Quality momentum
0.638
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.919
Benchmark Independence 3m Score
0.825
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.348
Correlation Change Score
0.453
Current Drawdown Score
0.936
Days Since 52w High Score
0.179
Distance From 52w High Score
0.936
Distance From Sma 20 Score
0.716
Distance From Sma 200 Score
0.893
Distance From Sma 50 Score
0.640
Downside Volatility 1m Score
0.185
Downside Volatility 1y Score
0.274
Downside Volatility 2y Score
0.325
Downside Volatility 3m Score
0.416
Downside Volatility 5y Score
0.371
Downside Volatility 6m Score
0.357
Drawdown Recovery Score
1
Excess Return 1m Score
0.782
Excess Return 1y Score
1
Excess Return 3m Score
0.522
Excess Return 6m Score
0.918
Expected Shortfall 95 1y Score
0.637
Log Avg Dollar Volume 20d Score
0.795
Log Market Cap Score
0.646
Drawdown Score 1m
0.793
Drawdown Score 1y
0.651
Drawdown Score 2y
0.717
Drawdown Score 3m
0.433
Drawdown Score 5y
0.634
Drawdown Score 6m
0.588
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.374
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.313
Relative Volume 20d Score
0.253
Return 1m Score
0.792
Return 1w Score
0.815
Return 1y Score
0.952
Return 2y Score
0.518
Return 3m Score
0.567
Return 5y Score
0.286
Return 6m Score
0.778
Return Skewness 1y Score
0.393
Sector Excess Return 1y Score
0.983
Sharpe 1m Score
1
Sharpe 1y Score
0.853
Sharpe 2y Score
0.641
Sharpe 3m Score
0.555
Sharpe 5y Score
0.593
Sharpe 6m Score
0.819
Sortino 1m Score
1
Sortino 1y Score
0.657
Sortino 2y Score
0.518
Sortino 3m Score
0.468
Sortino 5y Score
0.496
Sortino 6m Score
0.619
Trend R2 1m Score
0.868
Trend R2 1w Score
0.952
Trend R2 1y Score
0.829
Trend R2 2y Score
0.703
Trend R2 3m Score
0.352
Trend R2 5y Score
0.807
Trend R2 6m Score
0.191
Trend Slope 1m Score
1
Trend Slope 1w Score
1
Trend Slope 1y Score
0.656
Trend Slope 2y Score
0.577
Trend Slope 3m Score
0.353
Trend Slope 5y Score
0.547
Trend Slope 6m Score
0.565
Volatility 1m Score
0.342
Volatility 1w Score
0.203
Volatility 1y Score
0.273
Volatility 2y Score
0.305
Volatility 3m Score
0.397
Volatility 5y Score
0.372
Volatility 6m Score
0.329
Worst Day 1y Score
0.617
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
242,122,951.001
Best Day 1y
0.043
Beta To Benchmark 1y
-0.162
Beta 3m
-0.467
Beta Change
-0.304
Beta To Sector 1y
0.898
Correlation To Benchmark 1y
-0.081
Correlation 3m
-0.175
Correlation Change
-0.094
Correlation To Sector 1y
0.739
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.919
Benchmark Independence 3m Score
0.825
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.348
Correlation Change Score
0.453
Current Drawdown Score
0.936
Distance From Sma 20 Score
0.716
Distance From Sma 200 Score
0.893
Current Drawdown
-0.041
Days Since 52w High
45
Distance From 52w High
-0.041
Distance From Sma 20
0.130
Distance From Sma 200
0.236
Distance From Sma 50
0.084
Downside Capture 1y
2.997
Downside Volatility 1m
0.189
Downside Volatility 1w
-
Downside Volatility 1y
0.255
Downside Volatility 2y
0.294
Downside Volatility 3m
0.362
Downside Volatility 5y
0.329
Downside Volatility 6m
0.318
Drawdown Recovery
1
Excess Return 1m
0.169
Excess Return 1y
0.536
Excess Return 3m
0.013
Excess Return 6m
0.251
Expected Shortfall 95 1y
-0.036
Market Cap
77,704,840,888.09
Max Drawdown 1m
-0.052
Max Drawdown 1w
-0.003
Max Drawdown 1y
-0.227
Max Drawdown 2y
-0.227
Max Drawdown 3m
-0.227
Max Drawdown 5y
-0.366
Max Drawdown 6m
-0.227
Momentum Acceleration 1m Vs 3m
0.157
Momentum Acceleration 3m Vs 6m
-0.038
Moving Average Alignment
0
Relative Strength Acceleration
0.009
Relative Strength Slope 3m
-0.003
Relative Volume 20d
0.982
Return 1m
0.175
Return 1w
0.094
Return 1y
0.723
Return 2y
0.811
Return 3m
0.054
Return 5y
2.721
Return 6m
0.334
Return Skewness 1y
-0.640
Sector Excess Return 1y
0.290
Sharpe 1m
6.494
Sharpe 1y
2.267
Sharpe 2y
1.207
Sharpe 3m
0.777
Sharpe 5y
0.963
Sharpe 6m
2.094
Sortino 1m
10.545
Sortino 1y
2.259
Sortino 2y
1.144
Sortino 3m
0.747
Sortino 5y
0.965
Sortino 6m
1.954
Trend R2 1m
0.868
Trend R2 1w
0.952
Trend R2 1y
0.829
Trend R2 2y
0.703
Trend R2 3m
0.352
Trend R2 5y
0.807
Trend R2 6m
0.191
Trend 1m
0.010
Trend 1w
0.017
Trend 1y
0.003
Trend 2y
0.001
Trend 3m
-0.002
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
0.484
Value At Risk 95 1y
-0.025
Volatility 1m
0.307
Volatility 1w
0.203
Volatility 1y
0.254
Volatility 2y
0.279
Volatility 3m
0.348
Volatility 5y
0.329
Volatility 6m
0.296
Worst Day 1y
-0.077
Distance From Sma 50 Score
0.640
Downside Volatility 1y Score
0.274
Downside Volatility 3m Score
0.416
Drawdown Recovery Score
1
Excess Return 1m Score
0.782
Excess Return 1y Score
1
Excess Return 3m Score
0.522
Excess Return 6m Score
0.918
Expected Shortfall 95 1y Score
0.637
Log Avg Dollar Volume 20d Score
0.795
Log Market Cap Score
0.646
Drawdown Score 1y
0.651
Drawdown Score 5y
0.634
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.374
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.253
Return 1m Score
0.792
Return 1y Score
0.952
Return 3m Score
0.567
Return 6m Score
0.778
Return Skewness 1y Score
0.393
Sortino 1y Score
0.657
Sortino 3m Score
0.468
Trend R2 1y Score
0.829
Trend R2 3m Score
0.352
Trend Slope 1y Score
0.656
Trend Slope 3m Score
0.353
Volatility 1y Score
0.273
Volatility 3m Score
0.397