Vector Name
stock_movement_v2
Updated At
Jul 27, 3:07 PM
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Missing Required Features
[]
Aptet Fit Confidence
0.966
Force Fit Confidence
0.943
Stock Fitness Updated At
Jul 27, 3:07 PM
Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"AAPL"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "AAPL",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5345911949685535,
"5": 0.5806451612903226,
"10": 0.6
},
"hitRate1D": 0.5345911949685535,
"comboQuality": 0.8534591304561123,
"eligibleDays": 298,
"fitnessScore": 0.7376385246572308,
"lookbackDays": 63,
"returnLift1D": 0.00033354487658542346,
"hitRateLift1D": -0.0023215567092989,
"activationRate": 0.5335570469798657,
"activationCount": 159,
"baselineHitRates": {
"1": 0.5369127516778524,
"5": 0.5748299319727891,
"10": 0.5916955017301038
},
"sampleConfidence": 0.9945492662473795,
"shadowSharpeLike": 1.539164566527451,
"avgForwardReturns": {
"1": 0.0020138329942884256,
"5": 0.007456247965478291,
"10": 0.01625528584432517
},
"shadowMaxDrawdown": -0.13114340069152453,
"shadowTotalReturn": 0.3481774147677732,
"avgForwardReturn1D": 0.0020138329942884256,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21"
],
"horizonObservationCounts": {
"1": 159,
"5": 155,
"10": 150
},
"baselineAvgForwardReturns": {
"1": 0.0016802881177030021,
"5": 0.008586103823231071,
"10": 0.01798038922277028
}
},
"dateRange": {
"end": "2026-07-27",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.8534591304561123,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.7001716380014977,
"bestRawFitnessScore": 0.7376385246572308,
"upperQuartileComboQuality": 0.8147407375028106
},
"algorithmFit": {
"label": "good",
"score": 0.7793408710794073,
"rawScore": 0.7927814243835571,
"confidence": 0.9660926633981094,
"bestProfile": {
"topN": 5,
"lookbackDays": 63
},
"profileBreadth": 0.7504868067286224,
"recommendedRegion": {
"topNs": [
4,
5
],
"lookbackDays": [
14,
21,
30,
45,
63
]
},
"parameterStability": 0.905043576194193,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5345911949685535,
"5": 0.5806451612903226,
"10": 0.6
},
"hitRate1D": 0.5345911949685535,
"comboQuality": 0.8534591304561123,
"eligibleDays": 298,
"fitnessScore": 0.7376385246572308,
"lookbackDays": 63,
"returnLift1D": 0.00033354487658542346,
"hitRateLift1D": -0.0023215567092989,
"activationRate": 0.5335570469798657,
"activationCount": 159,
"baselineHitRates": {
"1": 0.5369127516778524,
"5": 0.5748299319727891,
"10": 0.5916955017301038
},
"sampleConfidence": 0.9945492662473795,
"shadowSharpeLike": 1.539164566527451,
"avgForwardReturns": {
"1": 0.0020138329942884256,
"5": 0.007456247965478291,
"10": 0.01625528584432517
},
"shadowMaxDrawdown": -0.13114340069152453,
"shadowTotalReturn": 0.3481774147677732,
"avgForwardReturn1D": 0.0020138329942884256,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21"
],
"horizonObservationCounts": {
"1": 159,
"5": 155,
"10": 150
},
"baselineAvgForwardReturns": {
"1": 0.0016802881177030021,
"5": 0.008586103823231071,
"10": 0.01798038922277028
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.53125,
"5": 0.6025641025641025,
"10": 0.6357615894039735
},
"hitRate1D": 0.53125,
"comboQuality": 0.8496326047477848,
"eligibleDays": 340,
"fitnessScore": 0.7309789335463075,
"lookbackDays": 21,
"returnLift1D": 0.0005767088763341461,
"hitRateLift1D": -0.009926470588235259,
"activationRate": 0.47058823529411764,
"activationCount": 160,
"baselineHitRates": {
"1": 0.5411764705882353,
"5": 0.5654761904761905,
"10": 0.5800604229607251
},
"sampleConfidence": 0.9945833333333334,
"shadowSharpeLike": 1.5632880425314917,
"avgForwardReturns": {
"1": 0.002112280604727215,
"5": 0.007545465647631571,
"10": 0.015624970856387033
},
"shadowMaxDrawdown": -0.07925309728897989,
"shadowTotalReturn": 0.3528349005540592,
"avgForwardReturn1D": 0.002112280604727215,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-08",
"2025-07-07",
"2025-07-08",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18"
],
"horizonObservationCounts": {
"1": 160,
"5": 156,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.001535571728393069,
"5": 0.007215368225026588,
"10": 0.013862488349102853
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5328947368421053,
"5": 0.6013513513513513,
"10": 0.6527777777777778
},
"hitRate1D": 0.5328947368421053,
"comboQuality": 0.8451785865521498,
"eligibleDays": 331,
"fitnessScore": 0.7234006471148069,
"lookbackDays": 30,
"returnLift1D": 0.0006826123371204815,
"hitRateLift1D": -0.004869613611066859,
"activationRate": 0.459214501510574,
"activationCount": 152,
"baselineHitRates": {
"1": 0.5377643504531722,
"5": 0.5657492354740061,
"10": 0.5900621118012422
},
"sampleConfidence": 0.9947368421052633,
"shadowSharpeLike": 1.5866892566900703,
"avgForwardReturns": {
"1": 0.00212772423871258,
"5": 0.008427387911150119,
"10": 0.019628615796720195
},
"shadowMaxDrawdown": -0.08039088132840677,
"shadowTotalReturn": 0.3473116664309195,
"avgForwardReturn1D": 0.00212772423871258,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-09",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-07-29",
"2025-07-30",
"2025-07-31",
"2025-08-07",
"2025-08-08"
],
"horizonObservationCounts": {
"1": 152,
"5": 148,
"10": 144
},
"baselineAvgForwardReturns": {
"1": 0.0014451119015920987,
"5": 0.0076837548459043736,
"10": 0.01687471531871523
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5223880597014925,
"5": 0.6076923076923076,
"10": 0.64
},
"hitRate1D": 0.5223880597014925,
"comboQuality": 0.8361385920345876,
"eligibleDays": 340,
"fitnessScore": 0.708550144067202,
"lookbackDays": 21,
"returnLift1D": 0.0009814294947949234,
"hitRateLift1D": -0.018788410886742768,
"activationRate": 0.3941176470588235,
"activationCount": 134,
"baselineHitRates": {
"1": 0.5411764705882353,
"5": 0.5654761904761905,
"10": 0.5800604229607251
},
"sampleConfidence": 0.9935323383084578,
"shadowSharpeLike": 1.738542210708059,
"avgForwardReturns": {
"1": 0.0025170012231879924,
"5": 0.007550489161953778,
"10": 0.01392850834233196
},
"shadowMaxDrawdown": -0.056859586805082185,
"shadowTotalReturn": 0.35719975895672773,
"avgForwardReturn1D": 0.0025170012231879924,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-08",
"2025-07-10",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18",
"2025-07-21",
"2025-07-23",
"2025-07-24"
],
"horizonObservationCounts": {
"1": 134,
"5": 130,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.001535571728393069,
"5": 0.007215368225026588,
"10": 0.013862488349102853
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5240963855421686,
"5": 0.5987654320987654,
"10": 0.6708860759493671
},
"hitRate1D": 0.5240963855421686,
"comboQuality": 0.8221105278702193,
"eligibleDays": 331,
"fitnessScore": 0.6867567354382478,
"lookbackDays": 30,
"returnLift1D": 0.00038790953041769097,
"hitRateLift1D": -0.013667964911003527,
"activationRate": 0.5015105740181269,
"activationCount": 166,
"baselineHitRates": {
"1": 0.5377643504531722,
"5": 0.5657492354740061,
"10": 0.5900621118012422
},
"sampleConfidence": 0.9951807228915663,
"shadowSharpeLike": 1.409007013220126,
"avgForwardReturns": {
"1": 0.0018330214320097897,
"5": 0.008226984950544821,
"10": 0.02127074039705242
},
"shadowMaxDrawdown": -0.08258979396150434,
"shadowTotalReturn": 0.3171662208589334,
"avgForwardReturn1D": 0.0018330214320097897,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-29",
"2025-05-21",
"2025-07-09",
"2025-07-10",
"2025-07-14",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-07-29"
],
"horizonObservationCounts": {
"1": 166,
"5": 162,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0014451119015920987,
"5": 0.0076837548459043736,
"10": 0.01687471531871523
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5297619047619048,
"5": 0.6036585365853658,
"10": 0.6352201257861635
},
"hitRate1D": 0.5297619047619048,
"comboQuality": 0.8122841407136744,
"eligibleDays": 316,
"fitnessScore": 0.6722825700997804,
"lookbackDays": 45,
"returnLift1D": 3.9253189166709584e-7,
"hitRateLift1D": -0.011377335744424344,
"activationRate": 0.5316455696202531,
"activationCount": 168,
"baselineHitRates": {
"1": 0.5411392405063291,
"5": 0.5673076923076923,
"10": 0.5830618892508144
},
"sampleConfidence": 0.9948412698412699,
"shadowSharpeLike": 1.340668356800593,
"avgForwardReturns": {
"1": 0.0017807116000871722,
"5": 0.008410085969330648,
"10": 0.01871418826467668
},
"shadowMaxDrawdown": -0.14661109593734323,
"shadowTotalReturn": 0.31361087961485645,
"avgForwardReturn1D": 0.0017807116000871722,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-30",
"2025-08-07",
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19"
],
"horizonObservationCounts": {
"1": 168,
"5": 164,
"10": 159
},
"baselineAvgForwardReturns": {
"1": 0.001780319068195505,
"5": 0.008186083481731008,
"10": 0.016297459328104388
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5256410256410257,
"5": 0.5723684210526315,
"10": 0.6054421768707483
},
"hitRate1D": 0.5256410256410257,
"comboQuality": 0.8115715359779558,
"eligibleDays": 298,
"fitnessScore": 0.6712559024830675,
"lookbackDays": 63,
"returnLift1D": 0.0001954925530320451,
"hitRateLift1D": -0.01127172603682669,
"activationRate": 0.5234899328859061,
"activationCount": 156,
"baselineHitRates": {
"1": 0.5369127516778524,
"5": 0.5748299319727891,
"10": 0.5916955017301038
},
"sampleConfidence": 0.9944444444444445,
"shadowSharpeLike": 1.4066681185720178,
"avgForwardReturns": {
"1": 0.0018757806707350472,
"5": 0.0067356051415479075,
"10": 0.015724500173437166
},
"shadowMaxDrawdown": -0.1311434006915243,
"shadowTotalReturn": 0.31044230504660986,
"avgForwardReturn1D": 0.0018757806707350472,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25"
],
"horizonObservationCounts": {
"1": 156,
"5": 152,
"10": 147
},
"baselineAvgForwardReturns": {
"1": 0.0016802881177030021,
"5": 0.008586103823231071,
"10": 0.01798038922277028
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5279503105590062,
"5": 0.6050955414012739,
"10": 0.6381578947368421
},
"hitRate1D": 0.5279503105590062,
"comboQuality": 0.7725409238792629,
"eligibleDays": 316,
"fitnessScore": 0.6189972221723734,
"lookbackDays": 45,
"returnLift1D": -0.00009847550053816993,
"hitRateLift1D": -0.013188929947322903,
"activationRate": 0.509493670886076,
"activationCount": 161,
"baselineHitRates": {
"1": 0.5411392405063291,
"5": 0.5673076923076923,
"10": 0.5830618892508144
},
"sampleConfidence": 0.994616977225673,
"shadowSharpeLike": 1.2450977292543457,
"avgForwardReturns": {
"1": 0.0016818435676573351,
"5": 0.00836249029067228,
"10": 0.01848542360353792
},
"shadowMaxDrawdown": -0.13543044147910943,
"shadowTotalReturn": 0.2781969561861306,
"avgForwardReturn1D": 0.0016818435676573351,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21"
],
"horizonObservationCounts": {
"1": 161,
"5": 157,
"10": 152
},
"baselineAvgForwardReturns": {
"1": 0.001780319068195505,
"5": 0.008186083481731008,
"10": 0.016297459328104388
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5714285714285714,
"5": 0.593939393939394,
"10": 0.625
},
"hitRate1D": 0.5714285714285714,
"comboQuality": 0.7448373823940307,
"eligibleDays": 353,
"fitnessScore": 0.5856782687339988,
"lookbackDays": 14,
"returnLift1D": 0.00006134145297647872,
"hitRateLift1D": 0.028814935064935043,
"activationRate": 0.47875354107648727,
"activationCount": 169,
"baselineHitRates": {
"1": 0.5426136363636364,
"5": 0.5689655172413793,
"10": 0.5843023255813954
},
"sampleConfidence": 0.9944773175542407,
"shadowSharpeLike": 0.9009106026613416,
"avgForwardReturns": {
"1": 0.0014304586295101724,
"5": 0.00247351070587654,
"10": 0.011831173437846232
},
"shadowMaxDrawdown": -0.130853972377451,
"shadowTotalReturn": 0.2212991483696387,
"avgForwardReturn1D": 0.0014304586295101724,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-10",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 168,
"5": 165,
"10": 160
},
"baselineAvgForwardReturns": {
"1": 0.0013691171765336937,
"5": 0.007096751298833556,
"10": 0.014074743275017402
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.6162790697674418,
"10": 0.6585365853658537
},
"hitRate1D": 0.5555555555555556,
"comboQuality": 0.7078218641527965,
"eligibleDays": 298,
"fitnessScore": 0.5446623331840047,
"lookbackDays": 63,
"returnLift1D": 0.0006736584418124154,
"hitRateLift1D": 0.01864280387770323,
"activationRate": 0.30201342281879195,
"activationCount": 90,
"baselineHitRates": {
"1": 0.5369127516778524,
"5": 0.5748299319727891,
"10": 0.5916955017301038
},
"sampleConfidence": 0.9911111111111112,
"shadowSharpeLike": 1.4927450163755316,
"avgForwardReturns": {
"1": 0.0023539465595154175,
"5": 0.009933447301125178,
"10": 0.020368942578074922
},
"shadowMaxDrawdown": -0.06583771272325478,
"shadowTotalReturn": 0.22383069922846754,
"avgForwardReturn1D": 0.0023539465595154175,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-05",
"2025-09-08"
],
"horizonObservationCounts": {
"1": 90,
"5": 86,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.0016802881177030021,
"5": 0.008586103823231071,
"10": 0.01798038922277028
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5087719298245614,
"5": 0.5818181818181818,
"10": 0.5904761904761905
},
"hitRate1D": 0.5087719298245614,
"comboQuality": 0.6925214118501991,
"eligibleDays": 340,
"fitnessScore": 0.5286254149754329,
"lookbackDays": 21,
"returnLift1D": 0.000654213989110874,
"hitRateLift1D": -0.03240454076367383,
"activationRate": 0.3352941176470588,
"activationCount": 114,
"baselineHitRates": {
"1": 0.5411764705882353,
"5": 0.5654761904761905,
"10": 0.5800604229607251
},
"sampleConfidence": 0.9923976608187135,
"shadowSharpeLike": 1.4379767272271202,
"avgForwardReturns": {
"1": 0.002189785717503943,
"5": 0.004477108006309204,
"10": 0.009544815423775698
},
"shadowMaxDrawdown": -0.049711989020506775,
"shadowTotalReturn": 0.2503745608115504,
"avgForwardReturn1D": 0.002189785717503943,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-14",
"2025-07-16",
"2025-07-17",
"2025-07-18",
"2025-07-21",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-07-29"
],
"horizonObservationCounts": {
"1": 114,
"5": 110,
"10": 105
},
"baselineAvgForwardReturns": {
"1": 0.001535571728393069,
"5": 0.007215368225026588,
"10": 0.013862488349102853
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5165562913907285,
"5": 0.564625850340136,
"10": 0.5985915492957746
},
"hitRate1D": 0.5165562913907285,
"comboQuality": 0.6735633436534136,
"eligibleDays": 298,
"fitnessScore": 0.50935614664485,
"lookbackDays": 63,
"returnLift1D": -0.00024616574692583803,
"hitRateLift1D": -0.0203564602871239,
"activationRate": 0.5067114093959731,
"activationCount": 151,
"baselineHitRates": {
"1": 0.5369127516778524,
"5": 0.5748299319727891,
"10": 0.5916955017301038
},
"sampleConfidence": 0.9942604856512142,
"shadowSharpeLike": 1.0507937853993954,
"avgForwardReturns": {
"1": 0.001434122370777164,
"5": 0.005670411674090286,
"10": 0.013742008461309215
},
"shadowMaxDrawdown": -0.1609269142983898,
"shadowTotalReturn": 0.2131083573892778,
"avgForwardReturn1D": 0.001434122370777164,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26"
],
"horizonObservationCounts": {
"1": 151,
"5": 147,
"10": 142
},
"baselineAvgForwardReturns": {
"1": 0.0016802881177030021,
"5": 0.008586103823231071,
"10": 0.01798038922277028
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5666666666666667,
"5": 0.5918367346938775,
"10": 0.6056338028169014
},
"hitRate1D": 0.5666666666666667,
"comboQuality": 0.6687153869762361,
"eligibleDays": 353,
"fitnessScore": 0.5045237485196837,
"lookbackDays": 14,
"returnLift1D": 0.000015979033137471016,
"hitRateLift1D": 0.0240530303030303,
"activationRate": 0.42776203966005666,
"activationCount": 151,
"baselineHitRates": {
"1": 0.5426136363636364,
"5": 0.5689655172413793,
"10": 0.5843023255813954
},
"sampleConfidence": 0.9938189845474614,
"shadowSharpeLike": 0.8001016631065643,
"avgForwardReturns": {
"1": 0.0013850962096711647,
"5": 0.0025950108604872258,
"10": 0.010926817099888967
},
"shadowMaxDrawdown": -0.13527846131549404,
"shadowTotalReturn": 0.18322591642391028,
"avgForwardReturn1D": 0.0013850962096711647,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-10",
"2025-04-02",
"2025-04-03",
"2025-04-24",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 150,
"5": 147,
"10": 142
},
"baselineAvgForwardReturns": {
"1": 0.0013691171765336937,
"5": 0.007096751298833556,
"10": 0.014074743275017402
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5151515151515151,
"5": 0.609375,
"10": 0.6451612903225806
},
"hitRate1D": 0.5151515151515151,
"comboQuality": 0.6568125375760843,
"eligibleDays": 331,
"fitnessScore": 0.49280679848333786,
"lookbackDays": 30,
"returnLift1D": 0.00023922893548228557,
"hitRateLift1D": -0.02261283530165703,
"activationRate": 0.3987915407854985,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5377643504531722,
"5": 0.5657492354740061,
"10": 0.5900621118012422
},
"sampleConfidence": 0.993939393939394,
"shadowSharpeLike": 1.1609489226516418,
"avgForwardReturns": {
"1": 0.0016843408370743843,
"5": 0.008971838297078262,
"10": 0.01758694129341749
},
"shadowMaxDrawdown": -0.10009523956257793,
"shadowTotalReturn": 0.21719466182178215,
"avgForwardReturn1D": 0.0016843408370743843,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-23",
"2025-07-25",
"2025-07-29",
"2025-08-07",
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15"
],
"horizonObservationCounts": {
"1": 132,
"5": 128,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.0014451119015920987,
"5": 0.0076837548459043736,
"10": 0.01687471531871523
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.52,
"5": 0.6054421768707483,
"10": 0.6267605633802817
},
"hitRate1D": 0.52,
"comboQuality": 0.6196939856474152,
"eligibleDays": 316,
"fitnessScore": 0.45741490211951696,
"lookbackDays": 45,
"returnLift1D": -0.0004970420148732446,
"hitRateLift1D": -0.021139240506329093,
"activationRate": 0.47468354430379744,
"activationCount": 150,
"baselineHitRates": {
"1": 0.5411392405063291,
"5": 0.5673076923076923,
"10": 0.5830618892508144
},
"sampleConfidence": 0.9951111111111112,
"shadowSharpeLike": 0.9058490622981936,
"avgForwardReturns": {
"1": 0.0012832770533222604,
"5": 0.00705687130546636,
"10": 0.01638931461131823
},
"shadowMaxDrawdown": -0.14927901623823858,
"shadowTotalReturn": 0.18046623174232246,
"avgForwardReturn1D": 0.0012832770533222604,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21"
],
"horizonObservationCounts": {
"1": 150,
"5": 147,
"10": 142
},
"baselineAvgForwardReturns": {
"1": 0.001780319068195505,
"5": 0.008186083481731008,
"10": 0.016297459328104388
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5615384615384615,
"5": 0.5793650793650794,
"10": 0.6033057851239669
},
"hitRate1D": 0.5615384615384615,
"comboQuality": 0.5764480233759384,
"eligibleDays": 353,
"fitnessScore": 0.41780596658970565,
"lookbackDays": 14,
"returnLift1D": -0.00006649008120379694,
"hitRateLift1D": 0.01892482517482519,
"activationRate": 0.36827195467422097,
"activationCount": 130,
"baselineHitRates": {
"1": 0.5426136363636364,
"5": 0.5689655172413793,
"10": 0.5843023255813954
},
"sampleConfidence": 0.9933333333333334,
"shadowSharpeLike": 0.7136825267741811,
"avgForwardReturns": {
"1": 0.0013026270953298967,
"5": 0.0012629325177151728,
"10": 0.009482611194749127
},
"shadowMaxDrawdown": -0.1392908984101392,
"shadowTotalReturn": 0.14413166882190298,
"avgForwardReturn1D": 0.0013026270953298967,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-04-02",
"2025-04-03",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 130,
"5": 126,
"10": 121
},
"baselineAvgForwardReturns": {
"1": 0.0013691171765336937,
"5": 0.007096751298833556,
"10": 0.014074743275017402
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.4895833333333333,
"5": 0.5851063829787234,
"10": 0.6111111111111112
},
"hitRate1D": 0.4895833333333333,
"comboQuality": 0.43421204591637874,
"eligibleDays": 316,
"fitnessScore": 0.2917689988777057,
"lookbackDays": 45,
"returnLift1D": -0.0003941733636171631,
"hitRateLift1D": -0.051555907172995796,
"activationRate": 0.3037974683544304,
"activationCount": 96,
"baselineHitRates": {
"1": 0.5411392405063291,
"5": 0.5673076923076923,
"10": 0.5830618892508144
},
"sampleConfidence": 0.9944444444444445,
"shadowSharpeLike": 0.8461874963220969,
"avgForwardReturns": {
"1": 0.001386145704578342,
"5": 0.007468372618823571,
"10": 0.016532636877034018
},
"shadowMaxDrawdown": -0.0852630410121753,
"shadowTotalReturn": 0.12299329572205142,
"avgForwardReturn1D": 0.001386145704578342,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22"
],
"horizonObservationCounts": {
"1": 96,
"5": 94,
"10": 90
},
"baselineAvgForwardReturns": {
"1": 0.001780319068195505,
"5": 0.008186083481731008,
"10": 0.016297459328104388
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.6025641025641025,
"10": 0.6578947368421053
},
"hitRate1D": 0.5,
"comboQuality": 0.4168637391965746,
"eligibleDays": 331,
"fitnessScore": 0.276154474694054,
"lookbackDays": 30,
"returnLift1D": 0.00007567904686140488,
"hitRateLift1D": -0.03776435045317217,
"activationRate": 0.24773413897280966,
"activationCount": 82,
"baselineHitRates": {
"1": 0.5377643504531722,
"5": 0.5657492354740061,
"10": 0.5900621118012422
},
"sampleConfidence": 0.9918699186991871,
"shadowSharpeLike": 0.8328132763405276,
"avgForwardReturns": {
"1": 0.0015207909484535036,
"5": 0.007874761870319344,
"10": 0.01708772859889652
},
"shadowMaxDrawdown": -0.08052257157277365,
"shadowTotalReturn": 0.11692782240733712,
"avgForwardReturn1D": 0.0015207909484535036,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-07",
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20"
],
"horizonObservationCounts": {
"1": 82,
"5": 78,
"10": 76
},
"baselineAvgForwardReturns": {
"1": 0.0014451119015920987,
"5": 0.0076837548459043736,
"10": 0.01687471531871523
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.4714285714285714,
"5": 0.5454545454545454,
"10": 0.6229508196721312
},
"hitRate1D": 0.4714285714285714,
"comboQuality": 0.40594324740628135,
"eligibleDays": 340,
"fitnessScore": 0.2662324715909482,
"lookbackDays": 21,
"returnLift1D": 0.0006715537396366352,
"hitRateLift1D": -0.06974789915966384,
"activationRate": 0.20588235294117646,
"activationCount": 70,
"baselineHitRates": {
"1": 0.5411764705882353,
"5": 0.5654761904761905,
"10": 0.5800604229607251
},
"sampleConfidence": 0.9876190476190476,
"shadowSharpeLike": 0.9974598873934616,
"avgForwardReturns": {
"1": 0.0022071254680297043,
"5": 0.0027275715644779165,
"10": 0.010719415466882497
},
"shadowMaxDrawdown": -0.07198600406674172,
"shadowTotalReturn": 0.14404200105903642,
"avgForwardReturn1D": 0.0022071254680297043,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-07-29",
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15"
],
"horizonObservationCounts": {
"1": 70,
"5": 66,
"10": 61
},
"baselineAvgForwardReturns": {
"1": 0.001535571728393069,
"5": 0.007215368225026588,
"10": 0.013862488349102853
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.5333333333333333,
"5": 0.4883720930232558,
"10": 0.5432098765432098
},
"hitRate1D": 0.5333333333333333,
"comboQuality": 0.21396751643883832,
"eligibleDays": 353,
"fitnessScore": 0.06374174021737374,
"lookbackDays": 14,
"returnLift1D": -0.001384207068706368,
"hitRateLift1D": -0.009280303030303028,
"activationRate": 0.254957507082153,
"activationCount": 90,
"baselineHitRates": {
"1": 0.5426136363636364,
"5": 0.5689655172413793,
"10": 0.5843023255813954
},
"sampleConfidence": 0.9903703703703705,
"shadowSharpeLike": -0.10186053634331528,
"avgForwardReturns": {
"1": -0.000015089892172674238,
"5": -0.006675801489194053,
"10": 0.0035576778923095643
},
"shadowMaxDrawdown": -0.1571257347598637,
"shadowTotalReturn": -0.030871354046484112,
"avgForwardReturn1D": -0.000015089892172674238,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-04-02",
"2025-04-03",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02"
],
"horizonObservationCounts": {
"1": 90,
"5": 86,
"10": 81
},
"baselineAvgForwardReturns": {
"1": 0.0013691171765336937,
"5": 0.007096751298833556,
"10": 0.014074743275017402
}
}
],
"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": 0.7448373823940307,
"fitnessScore": 0.5856782687339988,
"lookbackDays": 14,
"returnLift1D": 0.00006134145297647872,
"activationRate": 0.47875354107648727,
"activationCount": 169,
"sampleConfidence": 0.9944773175542407,
"shadowTotalReturn": 0.2212991483696387,
"avgForwardReturn1D": 0.0014304586295101724
},
{
"bestTopN": 5,
"comboQuality": 0.8496326047477848,
"fitnessScore": 0.7309789335463075,
"lookbackDays": 21,
"returnLift1D": 0.0005767088763341461,
"activationRate": 0.47058823529411764,
"activationCount": 160,
"sampleConfidence": 0.9945833333333334,
"shadowTotalReturn": 0.3528349005540592,
"avgForwardReturn1D": 0.002112280604727215
},
{
"bestTopN": 4,
"comboQuality": 0.8451785865521498,
"fitnessScore": 0.7234006471148069,
"lookbackDays": 30,
"returnLift1D": 0.0006826123371204815,
"activationRate": 0.459214501510574,
"activationCount": 152,
"sampleConfidence": 0.9947368421052633,
"shadowTotalReturn": 0.3473116664309195,
"avgForwardReturn1D": 0.00212772423871258
},
{
"bestTopN": 5,
"comboQuality": 0.8122841407136744,
"fitnessScore": 0.6722825700997804,
"lookbackDays": 45,
"returnLift1D": 3.9253189166709584e-7,
"activationRate": 0.5316455696202531,
"activationCount": 168,
"sampleConfidence": 0.9948412698412699,
"shadowTotalReturn": 0.31361087961485645,
"avgForwardReturn1D": 0.0017807116000871722
},
{
"bestTopN": 5,
"comboQuality": 0.8534591304561123,
"fitnessScore": 0.7376385246572308,
"lookbackDays": 63,
"returnLift1D": 0.00033354487658542346,
"activationRate": 0.5335570469798657,
"activationCount": 159,
"sampleConfidence": 0.9945492662473795,
"shadowTotalReturn": 0.3481774147677732,
"avgForwardReturn1D": 0.0020138329942884256
}
],
"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": "41a735b437644300d464ab1b2bebc5c92fcc0e73dc612afb8659a290bb5d187e",
"size": 13,
"members": [
"AAPL",
"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."
}Beta To Benchmark 1y
0.342
Correlation To Benchmark 1y
0.723
Draco Fit Confidence
0.909
Draco Fitness
{
"config": {
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"AAPL"
],
"forwardDays": [
1,
5,
10
],
"fallbackTicker": "QQQ",
"minEntryScores": [
20,
25,
30,
35,
40
],
"stopLossPercent": 0.1,
"marketRegimeTicker": "SPY",
"maxPositionsOptions": [
2,
3,
4,
5,
8
],
"useMarketRegimeFilter": true,
"maximumHoldingTradingDays": 126,
"symbolReentryCooldownDays": 5
},
"ticker": "AAPL",
"fitScope": "universe_conditioned",
"algorithm": "draco",
"bestCombo": {
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5027322404371585,
"5": 0.46994535519125685,
"10": 0.5027322404371585
},
"hitRate1D": 0.5027322404371585,
"riskOffDays": 56,
"comboQuality": 0.30646529707873105,
"eligibleDays": 390,
"fitnessScore": 0.17032671433286725,
"lookbackDays": 20,
"maxPositions": 4,
"returnLift1D": -0.0007049130025059953,
"hitRateLift1D": -0.02168935339317568,
"activationRate": 0.46923076923076923,
"activationCount": 183,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.0813064564746965,
"avgForwardReturns": {
"1": 0.0001370877395075383,
"5": 0.002044690982149742,
"10": 0.007762282767947951
},
"minimumEntryScore": 20,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": -0.0017115202193076495,
"avgForwardReturn1D": 0.0001370877395075383,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 183,
"5": 183,
"10": 183
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
"dateRange": {
"end": "2026-07-27",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.30646529707873105,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.27325227613107694,
"bestRawFitnessScore": 0.17032671433286725,
"upperQuartileComboQuality": 0.2849752600860846
},
"algorithmFit": {
"label": "weak",
"score": 0.3676960081872083,
"rawScore": 0.38512691998656384,
"confidence": 0.9094796499815508,
"bestProfile": {
"maxPositions": 4,
"minimumEntryScore": 20
},
"profileBreadth": 0,
"recommendedRegion": {
"minimumEntryScores": [
20
],
"maxPositionsOptions": [
4
]
},
"parameterStability": 0.7930619997540113,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5027322404371585,
"5": 0.46994535519125685,
"10": 0.5027322404371585
},
"hitRate1D": 0.5027322404371585,
"riskOffDays": 56,
"comboQuality": 0.30646529707873105,
"eligibleDays": 390,
"fitnessScore": 0.17032671433286725,
"lookbackDays": 20,
"maxPositions": 4,
"returnLift1D": -0.0007049130025059953,
"hitRateLift1D": -0.02168935339317568,
"activationRate": 0.46923076923076923,
"activationCount": 183,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.0813064564746965,
"avgForwardReturns": {
"1": 0.0001370877395075383,
"5": 0.002044690982149742,
"10": 0.007762282767947951
},
"minimumEntryScore": 20,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": -0.0017115202193076495,
"avgForwardReturn1D": 0.0001370877395075383,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 183,
"5": 183,
"10": 183
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5027322404371585,
"5": 0.46994535519125685,
"10": 0.5027322404371585
},
"hitRate1D": 0.5027322404371585,
"riskOffDays": 56,
"comboQuality": 0.30646529707873105,
"eligibleDays": 390,
"fitnessScore": 0.17032671433286725,
"lookbackDays": 25,
"maxPositions": 4,
"returnLift1D": -0.0007049130025059953,
"hitRateLift1D": -0.02168935339317568,
"activationRate": 0.46923076923076923,
"activationCount": 183,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.0813064564746965,
"avgForwardReturns": {
"1": 0.0001370877395075383,
"5": 0.002044690982149742,
"10": 0.007762282767947951
},
"minimumEntryScore": 25,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": -0.0017115202193076495,
"avgForwardReturn1D": 0.0001370877395075383,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 183,
"5": 183,
"10": 183
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5027322404371585,
"5": 0.46994535519125685,
"10": 0.5027322404371585
},
"hitRate1D": 0.5027322404371585,
"riskOffDays": 56,
"comboQuality": 0.30646529707873105,
"eligibleDays": 390,
"fitnessScore": 0.17032671433286725,
"lookbackDays": 30,
"maxPositions": 4,
"returnLift1D": -0.0007049130025059953,
"hitRateLift1D": -0.02168935339317568,
"activationRate": 0.46923076923076923,
"activationCount": 183,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.0813064564746965,
"avgForwardReturns": {
"1": 0.0001370877395075383,
"5": 0.002044690982149742,
"10": 0.007762282767947951
},
"minimumEntryScore": 30,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": -0.0017115202193076495,
"avgForwardReturn1D": 0.0001370877395075383,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 183,
"5": 183,
"10": 183
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5027322404371585,
"5": 0.46994535519125685,
"10": 0.5027322404371585
},
"hitRate1D": 0.5027322404371585,
"riskOffDays": 56,
"comboQuality": 0.30646529707873105,
"eligibleDays": 390,
"fitnessScore": 0.17032671433286725,
"lookbackDays": 35,
"maxPositions": 4,
"returnLift1D": -0.0007049130025059953,
"hitRateLift1D": -0.02168935339317568,
"activationRate": 0.46923076923076923,
"activationCount": 183,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.0813064564746965,
"avgForwardReturns": {
"1": 0.0001370877395075383,
"5": 0.002044690982149742,
"10": 0.007762282767947951
},
"minimumEntryScore": 35,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": -0.0017115202193076495,
"avgForwardReturn1D": 0.0001370877395075383,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 183,
"5": 183,
"10": 183
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5027322404371585,
"5": 0.46994535519125685,
"10": 0.5027322404371585
},
"hitRate1D": 0.5027322404371585,
"riskOffDays": 56,
"comboQuality": 0.30646529707873105,
"eligibleDays": 390,
"fitnessScore": 0.17032671433286725,
"lookbackDays": 40,
"maxPositions": 4,
"returnLift1D": -0.0007049130025059953,
"hitRateLift1D": -0.02168935339317568,
"activationRate": 0.46923076923076923,
"activationCount": 183,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.0813064564746965,
"avgForwardReturns": {
"1": 0.0001370877395075383,
"5": 0.002044690982149742,
"10": 0.007762282767947951
},
"minimumEntryScore": 40,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": -0.0017115202193076495,
"avgForwardReturn1D": 0.0001370877395075383,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 183,
"5": 183,
"10": 183
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 8,
"ticker": "AAPL",
"hitRates": {
"1": 0.4975124378109453,
"5": 0.46766169154228854,
"10": 0.5024875621890548
},
"hitRate1D": 0.4975124378109453,
"riskOffDays": 56,
"comboQuality": 0.2849752600860846,
"eligibleDays": 390,
"fitnessScore": 0.14761874981055995,
"lookbackDays": 20,
"maxPositions": 8,
"returnLift1D": -0.0008586301476690972,
"hitRateLift1D": -0.02690915601938887,
"activationRate": 0.5153846153846153,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.026534590796860814,
"avgForwardReturns": {
"1": -0.00001662940565556349,
"5": 0.0019869543881940637,
"10": 0.006216619146498354
},
"minimumEntryScore": 20,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": -0.0315304573388947,
"avgForwardReturn1D": -0.00001662940565556349,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 201,
"5": 201,
"10": 201
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 8,
"ticker": "AAPL",
"hitRates": {
"1": 0.4975124378109453,
"5": 0.46766169154228854,
"10": 0.5024875621890548
},
"hitRate1D": 0.4975124378109453,
"riskOffDays": 56,
"comboQuality": 0.2849752600860846,
"eligibleDays": 390,
"fitnessScore": 0.14761874981055995,
"lookbackDays": 25,
"maxPositions": 8,
"returnLift1D": -0.0008586301476690972,
"hitRateLift1D": -0.02690915601938887,
"activationRate": 0.5153846153846153,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.026534590796860814,
"avgForwardReturns": {
"1": -0.00001662940565556349,
"5": 0.0019869543881940637,
"10": 0.006216619146498354
},
"minimumEntryScore": 25,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": -0.0315304573388947,
"avgForwardReturn1D": -0.00001662940565556349,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 201,
"5": 201,
"10": 201
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 8,
"ticker": "AAPL",
"hitRates": {
"1": 0.4975124378109453,
"5": 0.46766169154228854,
"10": 0.5024875621890548
},
"hitRate1D": 0.4975124378109453,
"riskOffDays": 56,
"comboQuality": 0.2849752600860846,
"eligibleDays": 390,
"fitnessScore": 0.14761874981055995,
"lookbackDays": 30,
"maxPositions": 8,
"returnLift1D": -0.0008586301476690972,
"hitRateLift1D": -0.02690915601938887,
"activationRate": 0.5153846153846153,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.026534590796860814,
"avgForwardReturns": {
"1": -0.00001662940565556349,
"5": 0.0019869543881940637,
"10": 0.006216619146498354
},
"minimumEntryScore": 30,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": -0.0315304573388947,
"avgForwardReturn1D": -0.00001662940565556349,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 201,
"5": 201,
"10": 201
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 8,
"ticker": "AAPL",
"hitRates": {
"1": 0.4975124378109453,
"5": 0.46766169154228854,
"10": 0.5024875621890548
},
"hitRate1D": 0.4975124378109453,
"riskOffDays": 56,
"comboQuality": 0.2849752600860846,
"eligibleDays": 390,
"fitnessScore": 0.14761874981055995,
"lookbackDays": 35,
"maxPositions": 8,
"returnLift1D": -0.0008586301476690972,
"hitRateLift1D": -0.02690915601938887,
"activationRate": 0.5153846153846153,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.026534590796860814,
"avgForwardReturns": {
"1": -0.00001662940565556349,
"5": 0.0019869543881940637,
"10": 0.006216619146498354
},
"minimumEntryScore": 35,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": -0.0315304573388947,
"avgForwardReturn1D": -0.00001662940565556349,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 201,
"5": 201,
"10": 201
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 8,
"ticker": "AAPL",
"hitRates": {
"1": 0.4975124378109453,
"5": 0.46766169154228854,
"10": 0.5024875621890548
},
"hitRate1D": 0.4975124378109453,
"riskOffDays": 56,
"comboQuality": 0.2849752600860846,
"eligibleDays": 390,
"fitnessScore": 0.14761874981055995,
"lookbackDays": 40,
"maxPositions": 8,
"returnLift1D": -0.0008586301476690972,
"hitRateLift1D": -0.02690915601938887,
"activationRate": 0.5153846153846153,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.026534590796860814,
"avgForwardReturns": {
"1": -0.00001662940565556349,
"5": 0.0019869543881940637,
"10": 0.006216619146498354
},
"minimumEntryScore": 40,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": -0.0315304573388947,
"avgForwardReturn1D": -0.00001662940565556349,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 201,
"5": 201,
"10": 201
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.5606060606060606
},
"hitRate1D": 0.5,
"riskOffDays": 56,
"comboQuality": 0.27325227613107694,
"eligibleDays": 390,
"fitnessScore": 0.13479953086086907,
"lookbackDays": 20,
"maxPositions": 2,
"returnLift1D": -0.0005091491595587026,
"hitRateLift1D": -0.024421593830334154,
"activationRate": 0.3384615384615385,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.18138865477522453,
"avgForwardReturns": {
"1": 0.00033285158245483117,
"5": 0.003841676995776283,
"10": 0.010513265878377615
},
"minimumEntryScore": 20,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": 0.025027588468949258,
"avgForwardReturn1D": 0.00033285158245483117,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 132,
"5": 132,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.5606060606060606
},
"hitRate1D": 0.5,
"riskOffDays": 56,
"comboQuality": 0.27325227613107694,
"eligibleDays": 390,
"fitnessScore": 0.13479953086086907,
"lookbackDays": 20,
"maxPositions": 3,
"returnLift1D": -0.0005091491595587026,
"hitRateLift1D": -0.024421593830334154,
"activationRate": 0.3384615384615385,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.18138865477522453,
"avgForwardReturns": {
"1": 0.00033285158245483117,
"5": 0.003841676995776283,
"10": 0.010513265878377615
},
"minimumEntryScore": 20,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": 0.025027588468949258,
"avgForwardReturn1D": 0.00033285158245483117,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 132,
"5": 132,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.5606060606060606
},
"hitRate1D": 0.5,
"riskOffDays": 56,
"comboQuality": 0.27325227613107694,
"eligibleDays": 390,
"fitnessScore": 0.13479953086086907,
"lookbackDays": 25,
"maxPositions": 2,
"returnLift1D": -0.0005091491595587026,
"hitRateLift1D": -0.024421593830334154,
"activationRate": 0.3384615384615385,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.18138865477522453,
"avgForwardReturns": {
"1": 0.00033285158245483117,
"5": 0.003841676995776283,
"10": 0.010513265878377615
},
"minimumEntryScore": 25,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": 0.025027588468949258,
"avgForwardReturn1D": 0.00033285158245483117,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 132,
"5": 132,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.5606060606060606
},
"hitRate1D": 0.5,
"riskOffDays": 56,
"comboQuality": 0.27325227613107694,
"eligibleDays": 390,
"fitnessScore": 0.13479953086086907,
"lookbackDays": 25,
"maxPositions": 3,
"returnLift1D": -0.0005091491595587026,
"hitRateLift1D": -0.024421593830334154,
"activationRate": 0.3384615384615385,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.18138865477522453,
"avgForwardReturns": {
"1": 0.00033285158245483117,
"5": 0.003841676995776283,
"10": 0.010513265878377615
},
"minimumEntryScore": 25,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": 0.025027588468949258,
"avgForwardReturn1D": 0.00033285158245483117,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 132,
"5": 132,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.5606060606060606
},
"hitRate1D": 0.5,
"riskOffDays": 56,
"comboQuality": 0.27325227613107694,
"eligibleDays": 390,
"fitnessScore": 0.13479953086086907,
"lookbackDays": 30,
"maxPositions": 2,
"returnLift1D": -0.0005091491595587026,
"hitRateLift1D": -0.024421593830334154,
"activationRate": 0.3384615384615385,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.18138865477522453,
"avgForwardReturns": {
"1": 0.00033285158245483117,
"5": 0.003841676995776283,
"10": 0.010513265878377615
},
"minimumEntryScore": 30,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": 0.025027588468949258,
"avgForwardReturn1D": 0.00033285158245483117,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 132,
"5": 132,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.5606060606060606
},
"hitRate1D": 0.5,
"riskOffDays": 56,
"comboQuality": 0.27325227613107694,
"eligibleDays": 390,
"fitnessScore": 0.13479953086086907,
"lookbackDays": 30,
"maxPositions": 3,
"returnLift1D": -0.0005091491595587026,
"hitRateLift1D": -0.024421593830334154,
"activationRate": 0.3384615384615385,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.18138865477522453,
"avgForwardReturns": {
"1": 0.00033285158245483117,
"5": 0.003841676995776283,
"10": 0.010513265878377615
},
"minimumEntryScore": 30,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": 0.025027588468949258,
"avgForwardReturn1D": 0.00033285158245483117,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 132,
"5": 132,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.5606060606060606
},
"hitRate1D": 0.5,
"riskOffDays": 56,
"comboQuality": 0.27325227613107694,
"eligibleDays": 390,
"fitnessScore": 0.13479953086086907,
"lookbackDays": 35,
"maxPositions": 2,
"returnLift1D": -0.0005091491595587026,
"hitRateLift1D": -0.024421593830334154,
"activationRate": 0.3384615384615385,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.18138865477522453,
"avgForwardReturns": {
"1": 0.00033285158245483117,
"5": 0.003841676995776283,
"10": 0.010513265878377615
},
"minimumEntryScore": 35,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": 0.025027588468949258,
"avgForwardReturn1D": 0.00033285158245483117,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 132,
"5": 132,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.5606060606060606
},
"hitRate1D": 0.5,
"riskOffDays": 56,
"comboQuality": 0.27325227613107694,
"eligibleDays": 390,
"fitnessScore": 0.13479953086086907,
"lookbackDays": 35,
"maxPositions": 3,
"returnLift1D": -0.0005091491595587026,
"hitRateLift1D": -0.024421593830334154,
"activationRate": 0.3384615384615385,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.18138865477522453,
"avgForwardReturns": {
"1": 0.00033285158245483117,
"5": 0.003841676995776283,
"10": 0.010513265878377615
},
"minimumEntryScore": 35,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": 0.025027588468949258,
"avgForwardReturn1D": 0.00033285158245483117,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 132,
"5": 132,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.5606060606060606
},
"hitRate1D": 0.5,
"riskOffDays": 56,
"comboQuality": 0.27325227613107694,
"eligibleDays": 390,
"fitnessScore": 0.13479953086086907,
"lookbackDays": 40,
"maxPositions": 2,
"returnLift1D": -0.0005091491595587026,
"hitRateLift1D": -0.024421593830334154,
"activationRate": 0.3384615384615385,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.18138865477522453,
"avgForwardReturns": {
"1": 0.00033285158245483117,
"5": 0.003841676995776283,
"10": 0.010513265878377615
},
"minimumEntryScore": 40,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": 0.025027588468949258,
"avgForwardReturn1D": 0.00033285158245483117,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 132,
"5": 132,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.5606060606060606
},
"hitRate1D": 0.5,
"riskOffDays": 56,
"comboQuality": 0.27325227613107694,
"eligibleDays": 390,
"fitnessScore": 0.13479953086086907,
"lookbackDays": 40,
"maxPositions": 3,
"returnLift1D": -0.0005091491595587026,
"hitRateLift1D": -0.024421593830334154,
"activationRate": 0.3384615384615385,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.18138865477522453,
"avgForwardReturns": {
"1": 0.00033285158245483117,
"5": 0.003841676995776283,
"10": 0.010513265878377615
},
"minimumEntryScore": 40,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": 0.025027588468949258,
"avgForwardReturn1D": 0.00033285158245483117,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 132,
"5": 132,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.4925373134328358,
"5": 0.44776119402985076,
"10": 0.4577114427860697
},
"hitRate1D": 0.4925373134328358,
"riskOffDays": 56,
"comboQuality": 0.23423853636033853,
"eligibleDays": 390,
"fitnessScore": 0.08940323856795498,
"lookbackDays": 20,
"maxPositions": 5,
"returnLift1D": -0.0010643738320009833,
"hitRateLift1D": -0.031884280397498355,
"activationRate": 0.5153846153846153,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.17344254271166445,
"avgForwardReturns": {
"1": -0.00022237308998744964,
"5": 0.0005421162260211505,
"10": 0.003560705876763944
},
"minimumEntryScore": 20,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": -0.0695569334118028,
"avgForwardReturn1D": -0.00022237308998744964,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 201,
"5": 201,
"10": 201
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.4925373134328358,
"5": 0.44776119402985076,
"10": 0.4577114427860697
},
"hitRate1D": 0.4925373134328358,
"riskOffDays": 56,
"comboQuality": 0.23423853636033853,
"eligibleDays": 390,
"fitnessScore": 0.08940323856795498,
"lookbackDays": 25,
"maxPositions": 5,
"returnLift1D": -0.0010643738320009833,
"hitRateLift1D": -0.031884280397498355,
"activationRate": 0.5153846153846153,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.17344254271166445,
"avgForwardReturns": {
"1": -0.00022237308998744964,
"5": 0.0005421162260211505,
"10": 0.003560705876763944
},
"minimumEntryScore": 25,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": -0.0695569334118028,
"avgForwardReturn1D": -0.00022237308998744964,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 201,
"5": 201,
"10": 201
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.4925373134328358,
"5": 0.44776119402985076,
"10": 0.4577114427860697
},
"hitRate1D": 0.4925373134328358,
"riskOffDays": 56,
"comboQuality": 0.23423853636033853,
"eligibleDays": 390,
"fitnessScore": 0.08940323856795498,
"lookbackDays": 30,
"maxPositions": 5,
"returnLift1D": -0.0010643738320009833,
"hitRateLift1D": -0.031884280397498355,
"activationRate": 0.5153846153846153,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.17344254271166445,
"avgForwardReturns": {
"1": -0.00022237308998744964,
"5": 0.0005421162260211505,
"10": 0.003560705876763944
},
"minimumEntryScore": 30,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": -0.0695569334118028,
"avgForwardReturn1D": -0.00022237308998744964,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 201,
"5": 201,
"10": 201
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.4925373134328358,
"5": 0.44776119402985076,
"10": 0.4577114427860697
},
"hitRate1D": 0.4925373134328358,
"riskOffDays": 56,
"comboQuality": 0.23423853636033853,
"eligibleDays": 390,
"fitnessScore": 0.08940323856795498,
"lookbackDays": 35,
"maxPositions": 5,
"returnLift1D": -0.0010643738320009833,
"hitRateLift1D": -0.031884280397498355,
"activationRate": 0.5153846153846153,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.17344254271166445,
"avgForwardReturns": {
"1": -0.00022237308998744964,
"5": 0.0005421162260211505,
"10": 0.003560705876763944
},
"minimumEntryScore": 35,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": -0.0695569334118028,
"avgForwardReturn1D": -0.00022237308998744964,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 201,
"5": 201,
"10": 201
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.4925373134328358,
"5": 0.44776119402985076,
"10": 0.4577114427860697
},
"hitRate1D": 0.4925373134328358,
"riskOffDays": 56,
"comboQuality": 0.23423853636033853,
"eligibleDays": 390,
"fitnessScore": 0.08940323856795498,
"lookbackDays": 40,
"maxPositions": 5,
"returnLift1D": -0.0010643738320009833,
"hitRateLift1D": -0.031884280397498355,
"activationRate": 0.5153846153846153,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5244215938303342,
"5": 0.535064935064935,
"10": 0.5605263157894737
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.17344254271166445,
"avgForwardReturns": {
"1": -0.00022237308998744964,
"5": 0.0005421162260211505,
"10": 0.003560705876763944
},
"minimumEntryScore": 40,
"shadowMaxDrawdown": -0.1852128552368527,
"shadowTotalReturn": -0.0695569334118028,
"avgForwardReturn1D": -0.00022237308998744964,
"activationDatesSample": [
"2025-01-02",
"2025-01-03",
"2025-01-06",
"2025-01-07",
"2025-01-08",
"2025-01-10",
"2025-01-13",
"2025-01-14",
"2025-01-15",
"2025-01-16"
],
"horizonObservationCounts": {
"1": 201,
"5": 201,
"10": 201
},
"baselineAvgForwardReturns": {
"1": 0.0008420007420135337,
"5": 0.004837579910686456,
"10": 0.009586018643304056
}
}
],
"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.",
"backendMeaning": "This Draco evaluator reuses the live bots.draco candidate scoring, locked-target selection, and exit logic (stop loss / target reached / max hold / risk-off liquidation) so behavior matches production.",
"fitScopeMeaning": "Draco fit is currently universe-conditioned: each week the stock competes for a limited number of position slots against the other tested universe members, ranked by Draco's regression-quality score.",
"rawScoreMeaning": "The unadjusted Draco-family fit estimate before the conservative confidence penalty.",
"activationMeaning": "Activation count measures how many trading days the stock was actually held as an open Draco position (from entry through exit), not just how many days it passed the entry scan.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Draco strategy family within this tested universe, not only under its single best parameter combination.",
"maxPositionsMeaning": "The maximum number of concurrent Draco positions in the tested portfolio; more slots make it easier for a given stock to be selected when it ranks well.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"minimumEntryScoreMeaning": "The multi-timeframe regression score threshold a candidate must clear to be eligible for entry; lower values are more permissive (more activations), higher values are more selective.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
},
"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": "draco",
"universeIdentity": {
"hash": "41a735b437644300d464ab1b2bebc5c92fcc0e73dc612afb8659a290bb5d187e",
"size": 13,
"members": [
"AAPL",
"SMH",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"entryScoreSummary": [
{
"comboQuality": 0.30646529707873105,
"fitnessScore": 0.17032671433286725,
"returnLift1D": -0.0007049130025059953,
"activationRate": 0.46923076923076923,
"activationCount": 183,
"bestMaxPositions": 4,
"sampleConfidence": 1,
"minimumEntryScore": 20,
"shadowTotalReturn": -0.0017115202193076495,
"avgForwardReturn1D": 0.0001370877395075383
},
{
"comboQuality": 0.30646529707873105,
"fitnessScore": 0.17032671433286725,
"returnLift1D": -0.0007049130025059953,
"activationRate": 0.46923076923076923,
"activationCount": 183,
"bestMaxPositions": 4,
"sampleConfidence": 1,
"minimumEntryScore": 25,
"shadowTotalReturn": -0.0017115202193076495,
"avgForwardReturn1D": 0.0001370877395075383
},
{
"comboQuality": 0.30646529707873105,
"fitnessScore": 0.17032671433286725,
"returnLift1D": -0.0007049130025059953,
"activationRate": 0.46923076923076923,
"activationCount": 183,
"bestMaxPositions": 4,
"sampleConfidence": 1,
"minimumEntryScore": 30,
"shadowTotalReturn": -0.0017115202193076495,
"avgForwardReturn1D": 0.0001370877395075383
},
{
"comboQuality": 0.30646529707873105,
"fitnessScore": 0.17032671433286725,
"returnLift1D": -0.0007049130025059953,
"activationRate": 0.46923076923076923,
"activationCount": 183,
"bestMaxPositions": 4,
"sampleConfidence": 1,
"minimumEntryScore": 35,
"shadowTotalReturn": -0.0017115202193076495,
"avgForwardReturn1D": 0.0001370877395075383
},
{
"comboQuality": 0.30646529707873105,
"fitnessScore": 0.17032671433286725,
"returnLift1D": -0.0007049130025059953,
"activationRate": 0.46923076923076923,
"activationCount": 183,
"bestMaxPositions": 4,
"sampleConfidence": 1,
"minimumEntryScore": 40,
"shadowTotalReturn": -0.0017115202193076495,
"avgForwardReturn1D": 0.0001370877395075383
}
],
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}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",
"AAPL"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "AAPL",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5225806451612903,
"5": 0.5761589403973509,
"10": 0.6027397260273972
},
"hitRate1D": 0.5225806451612903,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7151275158573983,
"eligibleDays": 326,
"fitnessScore": 0.552492227204419,
"lookbackDays": 63,
"returnLift1D": -0.000036797610476538116,
"hitRateLift1D": -0.01116168612705326,
"portfolioSize": 4,
"activationRate": 0.4754601226993865,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5337423312883436,
"5": 0.5714285714285714,
"10": 0.5930599369085173
},
"sampleConfidence": 0.9944086021505377,
"shadowSharpeLike": 1.1266229688397371,
"avgForwardReturns": {
"1": 0.0015609886296175518,
"5": 0.0075419688655810535,
"10": 0.016031043404884333
},
"shadowMaxDrawdown": -0.13843793690028505,
"shadowTotalReturn": 0.24645701916153473,
"avgForwardReturn1D": 0.0015609886296175518,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.00159778624009409,
"5": 0.009437699982683158,
"10": 0.01782512031508443
}
},
"dateRange": {
"end": "2026-07-27",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.7151275158573983,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.5508356241956769,
"bestRawFitnessScore": 0.552492227204419,
"upperQuartileComboQuality": 0.6723743394141901
},
"algorithmFit": {
"label": "moderate",
"score": 0.6452165857603896,
"rawScore": 0.66411176307188,
"confidence": 0.943096393221256,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0.5003055401183159,
"recommendedRegion": {
"lookbackDays": [
30,
45,
63
],
"portfolioSizes": [
2,
4,
5
]
},
"parameterStability": 0.8420740058072603,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5225806451612903,
"5": 0.5761589403973509,
"10": 0.6027397260273972
},
"hitRate1D": 0.5225806451612903,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7151275158573983,
"eligibleDays": 326,
"fitnessScore": 0.552492227204419,
"lookbackDays": 63,
"returnLift1D": -0.000036797610476538116,
"hitRateLift1D": -0.01116168612705326,
"portfolioSize": 4,
"activationRate": 0.4754601226993865,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5337423312883436,
"5": 0.5714285714285714,
"10": 0.5930599369085173
},
"sampleConfidence": 0.9944086021505377,
"shadowSharpeLike": 1.1266229688397371,
"avgForwardReturns": {
"1": 0.0015609886296175518,
"5": 0.0075419688655810535,
"10": 0.016031043404884333
},
"shadowMaxDrawdown": -0.13843793690028505,
"shadowTotalReturn": 0.24645701916153473,
"avgForwardReturn1D": 0.0015609886296175518,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.00159778624009409,
"5": 0.009437699982683158,
"10": 0.01782512031508443
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5225806451612903,
"5": 0.5761589403973509,
"10": 0.6027397260273972
},
"hitRate1D": 0.5225806451612903,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7151275158573983,
"eligibleDays": 326,
"fitnessScore": 0.552492227204419,
"lookbackDays": 63,
"returnLift1D": -0.000036797610476538116,
"hitRateLift1D": -0.01116168612705326,
"portfolioSize": 5,
"activationRate": 0.4754601226993865,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5337423312883436,
"5": 0.5714285714285714,
"10": 0.5930599369085173
},
"sampleConfidence": 0.9944086021505377,
"shadowSharpeLike": 1.1266229688397371,
"avgForwardReturns": {
"1": 0.0015609886296175518,
"5": 0.0075419688655810535,
"10": 0.016031043404884333
},
"shadowMaxDrawdown": -0.13843793690028505,
"shadowTotalReturn": 0.24645701916153473,
"avgForwardReturn1D": 0.0015609886296175518,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.00159778624009409,
"5": 0.009437699982683158,
"10": 0.01782512031508443
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5225806451612903,
"5": 0.5761589403973509,
"10": 0.6308724832214765
},
"hitRate1D": 0.5225806451612903,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6883578958767068,
"eligibleDays": 359,
"fitnessScore": 0.5243397640506403,
"lookbackDays": 30,
"returnLift1D": 0.0005052018998078455,
"hitRateLift1D": -0.0038817503818852073,
"portfolioSize": 4,
"activationRate": 0.43175487465181056,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5264623955431755,
"5": 0.5464788732394367,
"10": 0.5571428571428572
},
"sampleConfidence": 0.9956989247311828,
"shadowSharpeLike": 1.0157457020522935,
"avgForwardReturns": {
"1": 0.0014650075573471926,
"5": 0.005875807969385056,
"10": 0.015765785052497188
},
"shadowMaxDrawdown": -0.08151150077355773,
"shadowTotalReturn": 0.22011592840098526,
"avgForwardReturn1D": 0.0014650075573471926,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-03",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-07-09",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.0009598056575393472,
"5": 0.005146648239154891,
"10": 0.00991483029478887
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5225806451612903,
"5": 0.5761589403973509,
"10": 0.6308724832214765
},
"hitRate1D": 0.5225806451612903,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6883578958767068,
"eligibleDays": 359,
"fitnessScore": 0.5243397640506403,
"lookbackDays": 30,
"returnLift1D": 0.0005052018998078455,
"hitRateLift1D": -0.0038817503818852073,
"portfolioSize": 5,
"activationRate": 0.43175487465181056,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5264623955431755,
"5": 0.5464788732394367,
"10": 0.5571428571428572
},
"sampleConfidence": 0.9956989247311828,
"shadowSharpeLike": 1.0157457020522935,
"avgForwardReturns": {
"1": 0.0014650075573471926,
"5": 0.005875807969385056,
"10": 0.015765785052497188
},
"shadowMaxDrawdown": -0.08151150077355773,
"shadowTotalReturn": 0.22011592840098526,
"avgForwardReturn1D": 0.0014650075573471926,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-03",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-07-09",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.0009598056575393472,
"5": 0.005146648239154891,
"10": 0.00991483029478887
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.525,
"5": 0.6025641025641025,
"10": 0.6291390728476821
},
"hitRate1D": 0.525,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6723743394141901,
"eligibleDays": 344,
"fitnessScore": 0.5081675832437154,
"lookbackDays": 45,
"returnLift1D": 0.0001611726056208098,
"hitRateLift1D": -0.009883720930232487,
"portfolioSize": 4,
"activationRate": 0.46511627906976744,
"activationCount": 160,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.5647058823529412,
"10": 0.582089552238806
},
"sampleConfidence": 0.9945833333333334,
"shadowSharpeLike": 0.9677510625050791,
"avgForwardReturns": {
"1": 0.0013674570283246923,
"5": 0.00850336911564559,
"10": 0.016501625649026366
},
"shadowMaxDrawdown": -0.13539909792294624,
"shadowTotalReturn": 0.21292123227604387,
"avgForwardReturn1D": 0.0013674570283246923,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20"
],
"horizonObservationCounts": {
"1": 160,
"5": 156,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.0012062844227038825,
"5": 0.007056065076495302,
"10": 0.013786125861506746
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.525,
"5": 0.6025641025641025,
"10": 0.6291390728476821
},
"hitRate1D": 0.525,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6723743394141901,
"eligibleDays": 344,
"fitnessScore": 0.5081675832437154,
"lookbackDays": 45,
"returnLift1D": 0.0001611726056208098,
"hitRateLift1D": -0.009883720930232487,
"portfolioSize": 5,
"activationRate": 0.46511627906976744,
"activationCount": 160,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.5647058823529412,
"10": 0.582089552238806
},
"sampleConfidence": 0.9945833333333334,
"shadowSharpeLike": 0.9677510625050791,
"avgForwardReturns": {
"1": 0.0013674570283246923,
"5": 0.00850336911564559,
"10": 0.016501625649026366
},
"shadowMaxDrawdown": -0.13539909792294624,
"shadowTotalReturn": 0.21292123227604387,
"avgForwardReturn1D": 0.0013674570283246923,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20"
],
"horizonObservationCounts": {
"1": 160,
"5": 156,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.0012062844227038825,
"5": 0.007056065076495302,
"10": 0.013786125861506746
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.5568181818181818,
"5": 0.6071428571428571,
"10": 0.6585365853658537
},
"hitRate1D": 0.5568181818181818,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.615769280295508,
"eligibleDays": 326,
"fitnessScore": 0.45375841160856956,
"lookbackDays": 63,
"returnLift1D": 0.00032183074370536395,
"hitRateLift1D": 0.023075850529838182,
"portfolioSize": 2,
"activationRate": 0.26993865030674846,
"activationCount": 88,
"baselineHitRates": {
"1": 0.5337423312883436,
"5": 0.5714285714285714,
"10": 0.5930599369085173
},
"sampleConfidence": 0.9924242424242424,
"shadowSharpeLike": 1.1804243708698576,
"avgForwardReturns": {
"1": 0.0019196169837994539,
"5": 0.010322081531955452,
"10": 0.020359456544501282
},
"shadowMaxDrawdown": -0.06680407468662075,
"shadowTotalReturn": 0.17314813808459406,
"avgForwardReturn1D": 0.0019196169837994539,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-05",
"2025-09-08"
],
"horizonObservationCounts": {
"1": 88,
"5": 84,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.00159778624009409,
"5": 0.009437699982683158,
"10": 0.01782512031508443
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5202702702702703,
"5": 0.5763888888888888,
"10": 0.5971223021582733
},
"hitRate1D": 0.5202702702702703,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5730915515069634,
"eligibleDays": 326,
"fitnessScore": 0.4147846970771021,
"lookbackDays": 63,
"returnLift1D": -0.00041867909387996666,
"hitRateLift1D": -0.0134720610180733,
"portfolioSize": 3,
"activationRate": 0.4539877300613497,
"activationCount": 148,
"baselineHitRates": {
"1": 0.5337423312883436,
"5": 0.5714285714285714,
"10": 0.5930599369085173
},
"sampleConfidence": 0.9941441441441442,
"shadowSharpeLike": 0.8139855439628368,
"avgForwardReturns": {
"1": 0.0011791071462141233,
"5": 0.006945961708792146,
"10": 0.014250185761503529
},
"shadowMaxDrawdown": -0.16862799648885451,
"shadowTotalReturn": 0.16274590761667196,
"avgForwardReturn1D": 0.0011791071462141233,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28"
],
"horizonObservationCounts": {
"1": 148,
"5": 144,
"10": 139
},
"baselineAvgForwardReturns": {
"1": 0.00159778624009409,
"5": 0.009437699982683158,
"10": 0.01782512031508443
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5633802816901409,
"10": 0.5693430656934306
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5543062950910842,
"eligibleDays": 368,
"fitnessScore": 0.39797880062654356,
"lookbackDays": 21,
"returnLift1D": 0.00019316733429264473,
"hitRateLift1D": -0.03260869565217395,
"portfolioSize": 4,
"activationRate": 0.3967391304347826,
"activationCount": 146,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.554945054945055,
"10": 0.5682451253481894
},
"sampleConfidence": 0.9940639269406393,
"shadowSharpeLike": 0.8413613882127935,
"avgForwardReturns": {
"1": 0.0013265677547001395,
"5": 0.0028580342888547086,
"10": 0.0056584044197935885
},
"shadowMaxDrawdown": -0.10814128408090606,
"shadowTotalReturn": 0.17008429604253483,
"avgForwardReturn1D": 0.0013265677547001395,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-03-03",
"2025-03-05",
"2025-03-06"
],
"horizonObservationCounts": {
"1": 146,
"5": 142,
"10": 137
},
"baselineAvgForwardReturns": {
"1": 0.0011334004204074947,
"5": 0.005880415550231182,
"10": 0.010912243050862473
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5633802816901409,
"10": 0.5693430656934306
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5543062950910842,
"eligibleDays": 368,
"fitnessScore": 0.39797880062654356,
"lookbackDays": 21,
"returnLift1D": 0.00019316733429264473,
"hitRateLift1D": -0.03260869565217395,
"portfolioSize": 5,
"activationRate": 0.3967391304347826,
"activationCount": 146,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.554945054945055,
"10": 0.5682451253481894
},
"sampleConfidence": 0.9940639269406393,
"shadowSharpeLike": 0.8413613882127935,
"avgForwardReturns": {
"1": 0.0013265677547001395,
"5": 0.0028580342888547086,
"10": 0.0056584044197935885
},
"shadowMaxDrawdown": -0.10814128408090606,
"shadowTotalReturn": 0.17008429604253483,
"avgForwardReturn1D": 0.0013265677547001395,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-03-03",
"2025-03-05",
"2025-03-06"
],
"horizonObservationCounts": {
"1": 146,
"5": 142,
"10": 137
},
"baselineAvgForwardReturns": {
"1": 0.0011334004204074947,
"5": 0.005880415550231182,
"10": 0.010912243050862473
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5234899328859061,
"5": 0.6068965517241379,
"10": 0.6214285714285714
},
"hitRate1D": 0.5234899328859061,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5473649533002697,
"eligibleDays": 344,
"fitnessScore": 0.39180651337873373,
"lookbackDays": 45,
"returnLift1D": -0.00014457309622980998,
"hitRateLift1D": -0.011393788044326447,
"portfolioSize": 3,
"activationRate": 0.4331395348837209,
"activationCount": 149,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.5647058823529412,
"10": 0.582089552238806
},
"sampleConfidence": 0.9941834451901567,
"shadowSharpeLike": 0.7234304229614035,
"avgForwardReturns": {
"1": 0.0010617113264740725,
"5": 0.007259541238083984,
"10": 0.01599822708712366
},
"shadowMaxDrawdown": -0.14891665795601072,
"shadowTotalReturn": 0.14252245926429685,
"avgForwardReturn1D": 0.0010617113264740725,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21"
],
"horizonObservationCounts": {
"1": 149,
"5": 145,
"10": 140
},
"baselineAvgForwardReturns": {
"1": 0.0012062844227038825,
"5": 0.007056065076495302,
"10": 0.013786125861506746
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5379746835443038,
"5": 0.5454545454545454,
"10": 0.5637583892617449
},
"hitRate1D": 0.5379746835443038,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.45614907958591233,
"eligibleDays": 375,
"fitnessScore": 0.3113117941928707,
"lookbackDays": 14,
"returnLift1D": -0.00040387541937172305,
"hitRateLift1D": 0.007308016877637158,
"portfolioSize": 4,
"activationRate": 0.42133333333333334,
"activationCount": 158,
"baselineHitRates": {
"1": 0.5306666666666666,
"5": 0.5498652291105122,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9945147679324895,
"shadowSharpeLike": 0.41144979209491905,
"avgForwardReturns": {
"1": 0.0007645371899157559,
"5": 0.00012373465364574665,
"10": 0.003364496553684388
},
"shadowMaxDrawdown": -0.1756534811197823,
"shadowTotalReturn": 0.08338099248631492,
"avgForwardReturn1D": 0.0007645371899157559,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 158,
"5": 154,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.001168412609287479,
"5": 0.005791065713243756,
"10": 0.010920359765661207
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5379746835443038,
"5": 0.5454545454545454,
"10": 0.5637583892617449
},
"hitRate1D": 0.5379746835443038,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.45614907958591233,
"eligibleDays": 375,
"fitnessScore": 0.3113117941928707,
"lookbackDays": 14,
"returnLift1D": -0.00040387541937172305,
"hitRateLift1D": 0.007308016877637158,
"portfolioSize": 5,
"activationRate": 0.42133333333333334,
"activationCount": 158,
"baselineHitRates": {
"1": 0.5306666666666666,
"5": 0.5498652291105122,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9945147679324895,
"shadowSharpeLike": 0.41144979209491905,
"avgForwardReturns": {
"1": 0.0007645371899157559,
"5": 0.00012373465364574665,
"10": 0.003364496553684388
},
"shadowMaxDrawdown": -0.1756534811197823,
"shadowTotalReturn": 0.08338099248631492,
"avgForwardReturn1D": 0.0007645371899157559,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 158,
"5": 154,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.001168412609287479,
"5": 0.005791065713243756,
"10": 0.010920359765661207
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5508474576271186,
"10": 0.5309734513274337
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.44645071231794053,
"eligibleDays": 368,
"fitnessScore": 0.30269520663793453,
"lookbackDays": 21,
"returnLift1D": 0.00002561958916879269,
"hitRateLift1D": -0.03260869565217395,
"portfolioSize": 3,
"activationRate": 0.33152173913043476,
"activationCount": 122,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.554945054945055,
"10": 0.5682451253481894
},
"sampleConfidence": 0.992896174863388,
"shadowSharpeLike": 0.6741891244560092,
"avgForwardReturns": {
"1": 0.0011590200095762874,
"5": 0.0007613483391880042,
"10": 0.0017314364928936357
},
"shadowMaxDrawdown": -0.09116741062711498,
"shadowTotalReturn": 0.1162111387970377,
"avgForwardReturn1D": 0.0011590200095762874,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-03-03",
"2025-03-05",
"2025-03-07"
],
"horizonObservationCounts": {
"1": 122,
"5": 118,
"10": 113
},
"baselineAvgForwardReturns": {
"1": 0.0011334004204074947,
"5": 0.005880415550231182,
"10": 0.010912243050862473
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5757575757575758,
"10": 0.6153846153846154
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.4455686996652325,
"eligibleDays": 359,
"fitnessScore": 0.3019098785156511,
"lookbackDays": 30,
"returnLift1D": -0.00003155148662642763,
"hitRateLift1D": -0.026462395543175532,
"portfolioSize": 3,
"activationRate": 0.3788300835654596,
"activationCount": 136,
"baselineHitRates": {
"1": 0.5264623955431755,
"5": 0.5464788732394367,
"10": 0.5571428571428572
},
"sampleConfidence": 0.9950980392156863,
"shadowSharpeLike": 0.5715327254199741,
"avgForwardReturns": {
"1": 0.0009282541709129196,
"5": 0.005787285442562612,
"10": 0.01300656244792472
},
"shadowMaxDrawdown": -0.1001584159802077,
"shadowTotalReturn": 0.10251711954706555,
"avgForwardReturn1D": 0.0009282541709129196,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-03",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-07-23",
"2025-07-25",
"2025-07-29",
"2025-08-07",
"2025-08-08"
],
"horizonObservationCounts": {
"1": 136,
"5": 132,
"10": 130
},
"baselineAvgForwardReturns": {
"1": 0.0009598056575393472,
"5": 0.005146648239154891,
"10": 0.00991483029478887
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.5419847328244275,
"10": 0.5714285714285714
},
"hitRate1D": 0.5555555555555556,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.43557634531364847,
"eligibleDays": 375,
"fitnessScore": 0.292990290229192,
"lookbackDays": 14,
"returnLift1D": -0.0004407414400192305,
"hitRateLift1D": 0.02488888888888896,
"portfolioSize": 3,
"activationRate": 0.36,
"activationCount": 135,
"baselineHitRates": {
"1": 0.5306666666666666,
"5": 0.5498652291105122,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9935802469135803,
"shadowSharpeLike": 0.3554823180496091,
"avgForwardReturns": {
"1": 0.0007276711692682484,
"5": 0.00006846676198783443,
"10": 0.003442309017151253
},
"shadowMaxDrawdown": -0.14107623757081877,
"shadowTotalReturn": 0.06334842870746593,
"avgForwardReturn1D": 0.0007276711692682484,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-20",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 135,
"5": 131,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.001168412609287479,
"5": 0.005791065713243756,
"10": 0.010920359765661207
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.5052631578947369,
"5": 0.5978260869565217,
"10": 0.6067415730337079
},
"hitRate1D": 0.5052631578947369,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.4134069197771484,
"eligibleDays": 344,
"fitnessScore": 0.27302222566401624,
"lookbackDays": 45,
"returnLift1D": -0.00003434339272904269,
"hitRateLift1D": -0.02962056303549565,
"portfolioSize": 2,
"activationRate": 0.2761627906976744,
"activationCount": 95,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.5647058823529412,
"10": 0.582089552238806
},
"sampleConfidence": 0.9936842105263158,
"shadowSharpeLike": 0.700596680377232,
"avgForwardReturns": {
"1": 0.0011719410299748398,
"5": 0.007587327376946753,
"10": 0.015859814056312153
},
"shadowMaxDrawdown": -0.07425888982807016,
"shadowTotalReturn": 0.1005940514286301,
"avgForwardReturn1D": 0.0011719410299748398,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22"
],
"horizonObservationCounts": {
"1": 95,
"5": 92,
"10": 89
},
"baselineAvgForwardReturns": {
"1": 0.0012062844227038825,
"5": 0.007056065076495302,
"10": 0.013786125861506746
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.4880952380952381,
"5": 0.5625,
"10": 0.625
},
"hitRate1D": 0.4880952380952381,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.24052006650787916,
"eligibleDays": 359,
"fitnessScore": 0.09703731677035808,
"lookbackDays": 30,
"returnLift1D": -0.0005519126137830809,
"hitRateLift1D": -0.03836715744793745,
"portfolioSize": 2,
"activationRate": 0.233983286908078,
"activationCount": 84,
"baselineHitRates": {
"1": 0.5264623955431755,
"5": 0.5464788732394367,
"10": 0.5571428571428572
},
"sampleConfidence": 0.9936507936507937,
"shadowSharpeLike": 0.15925022092759578,
"avgForwardReturns": {
"1": 0.00040789304375626624,
"5": 0.004262212643716165,
"10": 0.011363970627883989
},
"shadowMaxDrawdown": -0.08072791327859474,
"shadowTotalReturn": 0.016424200403833744,
"avgForwardReturn1D": 0.00040789304375626624,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-03",
"2025-03-05",
"2025-03-07",
"2025-03-10",
"2025-08-07",
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14"
],
"horizonObservationCounts": {
"1": 84,
"5": 80,
"10": 80
},
"baselineAvgForwardReturns": {
"1": 0.0009598056575393472,
"5": 0.005146648239154891,
"10": 0.00991483029478887
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.45569620253164556,
"5": 0.49333333333333335,
"10": 0.5142857142857142
},
"hitRate1D": 0.45569620253164556,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.21154497183071613,
"eligibleDays": 368,
"fitnessScore": 0.060559692478279525,
"lookbackDays": 21,
"returnLift1D": -0.0004971082776483636,
"hitRateLift1D": -0.07691249312052839,
"portfolioSize": 2,
"activationRate": 0.21467391304347827,
"activationCount": 79,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.554945054945055,
"10": 0.5682451253481894
},
"sampleConfidence": 0.989029535864979,
"shadowSharpeLike": 0.21868060410669451,
"avgForwardReturns": {
"1": 0.0006362921427591311,
"5": -0.0032496864215764616,
"10": -0.001467034574704865
},
"shadowMaxDrawdown": -0.07634958990522911,
"shadowTotalReturn": 0.026507899023406223,
"avgForwardReturn1D": 0.0006362921427591311,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-03-05",
"2025-03-07",
"2025-03-10"
],
"horizonObservationCounts": {
"1": 79,
"5": 75,
"10": 70
},
"baselineAvgForwardReturns": {
"1": 0.0011334004204074947,
"5": 0.005880415550231182,
"10": 0.010912243050862473
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.5212765957446809,
"5": 0.45555555555555555,
"10": 0.5058823529411764
},
"hitRate1D": 0.5212765957446809,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.11743912387144174,
"eligibleDays": 375,
"fitnessScore": -0.09371968591752818,
"lookbackDays": 14,
"returnLift1D": -0.0020986464090618794,
"hitRateLift1D": -0.009390070921985738,
"portfolioSize": 2,
"activationRate": 0.25066666666666665,
"activationCount": 94,
"baselineHitRates": {
"1": 0.5306666666666666,
"5": 0.5498652291105122,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9907801418439717,
"shadowSharpeLike": -0.5488778766935382,
"avgForwardReturns": {
"1": -0.0009302337997744005,
"5": -0.00769940210496692,
"10": -0.00471825095570738
},
"shadowMaxDrawdown": -0.19650462301621663,
"shadowTotalReturn": -0.1119770956592614,
"avgForwardReturn1D": -0.0009302337997744005,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 94,
"5": 90,
"10": 85
},
"baselineAvgForwardReturns": {
"1": 0.001168412609287479,
"5": 0.005791065713243756,
"10": 0.010920359765661207
}
}
],
"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": 0.45614907958591233,
"fitnessScore": 0.3113117941928707,
"lookbackDays": 14,
"returnLift1D": -0.00040387541937172305,
"activationRate": 0.42133333333333334,
"activationCount": 158,
"sampleConfidence": 0.9945147679324895,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.08338099248631492,
"avgForwardReturn1D": 0.0007645371899157559
},
{
"comboQuality": 0.5543062950910842,
"fitnessScore": 0.39797880062654356,
"lookbackDays": 21,
"returnLift1D": 0.00019316733429264473,
"activationRate": 0.3967391304347826,
"activationCount": 146,
"sampleConfidence": 0.9940639269406393,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.17008429604253483,
"avgForwardReturn1D": 0.0013265677547001395
},
{
"comboQuality": 0.6883578958767068,
"fitnessScore": 0.5243397640506403,
"lookbackDays": 30,
"returnLift1D": 0.0005052018998078455,
"activationRate": 0.43175487465181056,
"activationCount": 155,
"sampleConfidence": 0.9956989247311828,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.22011592840098526,
"avgForwardReturn1D": 0.0014650075573471926
},
{
"comboQuality": 0.6723743394141901,
"fitnessScore": 0.5081675832437154,
"lookbackDays": 45,
"returnLift1D": 0.0001611726056208098,
"activationRate": 0.46511627906976744,
"activationCount": 160,
"sampleConfidence": 0.9945833333333334,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.21292123227604387,
"avgForwardReturn1D": 0.0013674570283246923
},
{
"comboQuality": 0.7151275158573983,
"fitnessScore": 0.552492227204419,
"lookbackDays": 63,
"returnLift1D": -0.000036797610476538116,
"activationRate": 0.4754601226993865,
"activationCount": 155,
"sampleConfidence": 0.9944086021505377,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.24645701916153473,
"avgForwardReturn1D": 0.0015609886296175518
}
],
"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": "41a735b437644300d464ab1b2bebc5c92fcc0e73dc612afb8659a290bb5d187e",
"size": 13,
"members": [
"AAPL",
"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."
}
TM