Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ACVA"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "ACVA",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 4,
"ticker": "ACVA",
"hitRates": {
"1": 0.5,
"5": 0.625,
"10": 0.6074766355140186
},
"hitRate1D": 0.5,
"comboQuality": 0.7827948958348009,
"eligibleDays": 330,
"fitnessScore": 0.6320462980460914,
"lookbackDays": 30,
"returnLift1D": 0.004463590856526549,
"hitRateLift1D": 0.0015197568389057614,
"activationRate": 0.35454545454545455,
"activationCount": 117,
"baselineHitRates": {
"1": 0.49848024316109424,
"5": 0.5169230769230769,
"10": 0.471875
},
"sampleConfidence": 0.990883190883191,
"shadowSharpeLike": 0.8962096770398882,
"avgForwardReturns": {
"1": 0.0035656722799278164,
"5": 0.020037575091512688,
"10": 0.03596311507377154
},
"shadowMaxDrawdown": -0.18398800910873236,
"shadowTotalReturn": 0.39030892584747834,
"avgForwardReturn1D": 0.0035656722799278164,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 116,
"5": 112,
"10": 107
},
"baselineAvgForwardReturns": {
"1": -0.0008979185765987327,
"5": -0.004456799148463941,
"10": -0.010716515214634677
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.7827948958348009,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.378117947960538,
"bestRawFitnessScore": 0.6320462980460914,
"upperQuartileComboQuality": 0.52714418267153
},
"algorithmFit": {
"label": "moderate",
"score": 0.5014911166228575,
"rawScore": 0.5272004483880228,
"confidence": 0.9024684753445313,
"bestProfile": {
"topN": 4,
"lookbackDays": 30
},
"profileBreadth": 0.250652235190236,
"recommendedRegion": {
"topNs": [
3,
4,
5
],
"lookbackDays": [
30
]
},
"parameterStability": 0.6337399458035246,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "ACVA",
"hitRates": {
"1": 0.5,
"5": 0.625,
"10": 0.6074766355140186
},
"hitRate1D": 0.5,
"comboQuality": 0.7827948958348009,
"eligibleDays": 330,
"fitnessScore": 0.6320462980460914,
"lookbackDays": 30,
"returnLift1D": 0.004463590856526549,
"hitRateLift1D": 0.0015197568389057614,
"activationRate": 0.35454545454545455,
"activationCount": 117,
"baselineHitRates": {
"1": 0.49848024316109424,
"5": 0.5169230769230769,
"10": 0.471875
},
"sampleConfidence": 0.990883190883191,
"shadowSharpeLike": 0.8962096770398882,
"avgForwardReturns": {
"1": 0.0035656722799278164,
"5": 0.020037575091512688,
"10": 0.03596311507377154
},
"shadowMaxDrawdown": -0.18398800910873236,
"shadowTotalReturn": 0.39030892584747834,
"avgForwardReturn1D": 0.0035656722799278164,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 116,
"5": 112,
"10": 107
},
"baselineAvgForwardReturns": {
"1": -0.0008979185765987327,
"5": -0.004456799148463941,
"10": -0.010716515214634677
}
},
{
"topN": 5,
"ticker": "ACVA",
"hitRates": {
"1": 0.5,
"5": 0.635593220338983,
"10": 0.6017699115044248
},
"hitRate1D": 0.5,
"comboQuality": 0.7792042092726887,
"eligibleDays": 330,
"fitnessScore": 0.6274276788517339,
"lookbackDays": 30,
"returnLift1D": 0.004235340238764008,
"hitRateLift1D": 0.0015197568389057614,
"activationRate": 0.37272727272727274,
"activationCount": 123,
"baselineHitRates": {
"1": 0.49848024316109424,
"5": 0.5169230769230769,
"10": 0.471875
},
"sampleConfidence": 0.9913279132791328,
"shadowSharpeLike": 0.8836350728761746,
"avgForwardReturns": {
"1": 0.003337421662165276,
"5": 0.01913092491979028,
"10": 0.0345349652751257
},
"shadowMaxDrawdown": -0.19004476451869878,
"shadowTotalReturn": 0.38350523313435003,
"avgForwardReturn1D": 0.003337421662165276,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 122,
"5": 118,
"10": 113
},
"baselineAvgForwardReturns": {
"1": -0.0008979185765987327,
"5": -0.004456799148463941,
"10": -0.010716515214634677
}
},
{
"topN": 3,
"ticker": "ACVA",
"hitRates": {
"1": 0.49074074074074076,
"5": 0.6153846153846154,
"10": 0.63
},
"hitRate1D": 0.49074074074074076,
"comboQuality": 0.6672537071496834,
"eligibleDays": 330,
"fitnessScore": 0.5030738061302756,
"lookbackDays": 30,
"returnLift1D": 0.0040515100670914595,
"hitRateLift1D": -0.0077395024203534835,
"activationRate": 0.3303030303030303,
"activationCount": 109,
"baselineHitRates": {
"1": 0.49848024316109424,
"5": 0.5169230769230769,
"10": 0.471875
},
"sampleConfidence": 0.9908256880733946,
"shadowSharpeLike": 0.7482785051681984,
"avgForwardReturns": {
"1": 0.0031535914904927266,
"5": 0.020863302525574848,
"10": 0.04094659536389131
},
"shadowMaxDrawdown": -0.16186513505694455,
"shadowTotalReturn": 0.2962928656127357,
"avgForwardReturn1D": 0.0031535914904927266,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 108,
"5": 104,
"10": 100
},
"baselineAvgForwardReturns": {
"1": -0.0008979185765987327,
"5": -0.004456799148463941,
"10": -0.010716515214634677
}
},
{
"topN": 3,
"ticker": "ACVA",
"hitRates": {
"1": 0.49572649572649574,
"5": 0.5929203539823009,
"10": 0.6574074074074074
},
"hitRate1D": 0.49572649572649574,
"comboQuality": 0.6465845835824063,
"eligibleDays": 339,
"fitnessScore": 0.4828931649439265,
"lookbackDays": 21,
"returnLift1D": 0.00355351577610901,
"hitRateLift1D": 0.0016436554898093259,
"activationRate": 0.3480825958702065,
"activationCount": 118,
"baselineHitRates": {
"1": 0.4940828402366864,
"5": 0.5089820359281437,
"10": 0.46808510638297873
},
"sampleConfidence": 0.9909604519774012,
"shadowSharpeLike": 0.6776258871125922,
"avgForwardReturns": {
"1": 0.0027058838487796417,
"5": 0.020570971113621835,
"10": 0.03758439649005431
},
"shadowMaxDrawdown": -0.14003921581351708,
"shadowTotalReturn": 0.2643496967189707,
"avgForwardReturn1D": 0.0027058838487796417,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 117,
"5": 113,
"10": 108
},
"baselineAvgForwardReturns": {
"1": -0.0008476319273293684,
"5": -0.0051529980100553175,
"10": -0.012328217556904811
}
},
{
"topN": 4,
"ticker": "ACVA",
"hitRates": {
"1": 0.4918032786885246,
"5": 0.5847457627118644,
"10": 0.6371681415929203
},
"hitRate1D": 0.4918032786885246,
"comboQuality": 0.6080203509798752,
"eligibleDays": 339,
"fitnessScore": 0.4465796547616033,
"lookbackDays": 21,
"returnLift1D": 0.003260692700322077,
"hitRateLift1D": -0.0022795615481618348,
"activationRate": 0.36283185840707965,
"activationCount": 123,
"baselineHitRates": {
"1": 0.4940828402366864,
"5": 0.5089820359281437,
"10": 0.46808510638297873
},
"sampleConfidence": 0.9913279132791328,
"shadowSharpeLike": 0.6227900756999353,
"avgForwardReturns": {
"1": 0.0024130607729927088,
"5": 0.01880990561070551,
"10": 0.03450891733963229
},
"shadowMaxDrawdown": -0.14003921581351708,
"shadowTotalReturn": 0.23485719285227735,
"avgForwardReturn1D": 0.0024130607729927088,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 122,
"5": 118,
"10": 113
},
"baselineAvgForwardReturns": {
"1": -0.0008476319273293684,
"5": -0.0051529980100553175,
"10": -0.012328217556904811
}
},
{
"topN": 5,
"ticker": "ACVA",
"hitRates": {
"1": 0.4921875,
"5": 0.5967741935483871,
"10": 0.6218487394957983
},
"hitRate1D": 0.4921875,
"comboQuality": 0.5001854599020815,
"eligibleDays": 339,
"fitnessScore": 0.35016320472131635,
"lookbackDays": 21,
"returnLift1D": 0.002850843473498574,
"hitRateLift1D": -0.0018953402366864158,
"activationRate": 0.3805309734513274,
"activationCount": 129,
"baselineHitRates": {
"1": 0.4940828402366864,
"5": 0.5089820359281437,
"10": 0.46808510638297873
},
"sampleConfidence": 0.9917312661498708,
"shadowSharpeLike": 0.5172261496286122,
"avgForwardReturns": {
"1": 0.0020032115461692057,
"5": 0.01891001355122393,
"10": 0.031693882241951396
},
"shadowMaxDrawdown": -0.2283859011344591,
"shadowTotalReturn": 0.18044060106711113,
"avgForwardReturn1D": 0.0020032115461692057,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-04-03",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 128,
"5": 124,
"10": 119
},
"baselineAvgForwardReturns": {
"1": -0.0008476319273293684,
"5": -0.0051529980100553175,
"10": -0.012328217556904811
}
},
{
"topN": 2,
"ticker": "ACVA",
"hitRates": {
"1": 0.5,
"5": 0.4827586206896552,
"10": 0.48148148148148145
},
"hitRate1D": 0.5,
"comboQuality": 0.48750991142407696,
"eligibleDays": 315,
"fitnessScore": 0.33900643497712796,
"lookbackDays": 45,
"returnLift1D": 0.00421539617050207,
"hitRateLift1D": 0.0031847133757961776,
"activationRate": 0.2,
"activationCount": 63,
"baselineHitRates": {
"1": 0.4968152866242038,
"5": 0.5129032258064516,
"10": 0.4524590163934426
},
"sampleConfidence": 0.9841269841269842,
"shadowSharpeLike": 0.7581477022597485,
"avgForwardReturns": {
"1": 0.0031679424511998023,
"5": 0.004042080999123408,
"10": 0.0028725752668182945
},
"shadowMaxDrawdown": -0.12884802427603292,
"shadowTotalReturn": 0.17871242652984987,
"avgForwardReturn1D": 0.0031679424511998023,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 62,
"5": 58,
"10": 54
},
"baselineAvgForwardReturns": {
"1": -0.0010474537193022675,
"5": -0.005341877823904693,
"10": -0.01336680015565365
}
},
{
"topN": 3,
"ticker": "ACVA",
"hitRates": {
"1": 0.5217391304347826,
"5": 0.5340909090909091,
"10": 0.47619047619047616
},
"hitRate1D": 0.5217391304347826,
"comboQuality": 0.45476926239870213,
"eligibleDays": 315,
"fitnessScore": 0.31008784153907365,
"lookbackDays": 45,
"returnLift1D": 0.002861527081121944,
"hitRateLift1D": 0.024923843810578772,
"activationRate": 0.29523809523809524,
"activationCount": 93,
"baselineHitRates": {
"1": 0.4968152866242038,
"5": 0.5129032258064516,
"10": 0.4524590163934426
},
"sampleConfidence": 0.989247311827957,
"shadowSharpeLike": 0.5301833330162798,
"avgForwardReturns": {
"1": 0.0018140733618196762,
"5": 0.012976563481765275,
"10": 0.012634289762790005
},
"shadowMaxDrawdown": -0.18917386196027397,
"shadowTotalReturn": 0.13201764718730113,
"avgForwardReturn1D": 0.0018140733618196762,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 92,
"5": 88,
"10": 84
},
"baselineAvgForwardReturns": {
"1": -0.0010474537193022675,
"5": -0.005341877823904693,
"10": -0.01336680015565365
}
},
{
"topN": 5,
"ticker": "ACVA",
"hitRates": {
"1": 0.5352112676056338,
"5": 0.582089552238806,
"10": 0.4838709677419355
},
"hitRate1D": 0.5352112676056338,
"comboQuality": 0.3945726918366164,
"eligibleDays": 297,
"fitnessScore": 0.2558111543293066,
"lookbackDays": 63,
"returnLift1D": 0.003562111584455031,
"hitRateLift1D": 0.05548153787590404,
"activationRate": 0.24242424242424243,
"activationCount": 72,
"baselineHitRates": {
"1": 0.4797297297297297,
"5": 0.4931506849315068,
"10": 0.43205574912891986
},
"sampleConfidence": 0.9851851851851853,
"shadowSharpeLike": 0.42731480031768027,
"avgForwardReturns": {
"1": 0.001852982476502303,
"5": 0.009124611198836797,
"10": -0.006214452229055946
},
"shadowMaxDrawdown": -0.20123363837899988,
"shadowTotalReturn": 0.0936398784646062,
"avgForwardReturn1D": 0.001852982476502303,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09"
],
"horizonObservationCounts": {
"1": 71,
"5": 67,
"10": 62
},
"baselineAvgForwardReturns": {
"1": -0.0017091291079527281,
"5": -0.0080794082199284,
"10": -0.018479857279128264
}
},
{
"topN": 5,
"ticker": "ACVA",
"hitRates": {
"1": 0.5148514851485149,
"5": 0.5257731958762887,
"10": 0.44565217391304346
},
"hitRate1D": 0.5148514851485149,
"comboQuality": 0.39392884815182944,
"eligibleDays": 315,
"fitnessScore": 0.2552180408765004,
"lookbackDays": 45,
"returnLift1D": 0.0025573306564070407,
"hitRateLift1D": 0.018036198524311042,
"activationRate": 0.3238095238095238,
"activationCount": 102,
"baselineHitRates": {
"1": 0.4968152866242038,
"5": 0.5129032258064516,
"10": 0.4524590163934426
},
"sampleConfidence": 0.9895424836601308,
"shadowSharpeLike": 0.4589485074970777,
"avgForwardReturns": {
"1": 0.001509876937104773,
"5": 0.010841320139331147,
"10": 0.006321415188398945
},
"shadowMaxDrawdown": -0.26255652346790415,
"shadowTotalReturn": 0.11202627120472397,
"avgForwardReturn1D": 0.001509876937104773,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 101,
"5": 97,
"10": 92
},
"baselineAvgForwardReturns": {
"1": -0.0010474537193022675,
"5": -0.005341877823904693,
"10": -0.01336680015565365
}
},
{
"topN": 4,
"ticker": "ACVA",
"hitRates": {
"1": 0.5208333333333334,
"5": 0.532608695652174,
"10": 0.4659090909090909
},
"hitRate1D": 0.5208333333333334,
"comboQuality": 0.3623070477692465,
"eligibleDays": 315,
"fitnessScore": 0.22561973281594824,
"lookbackDays": 45,
"returnLift1D": 0.002325100983943968,
"hitRateLift1D": 0.024018046709129548,
"activationRate": 0.30793650793650795,
"activationCount": 97,
"baselineHitRates": {
"1": 0.4968152866242038,
"5": 0.5129032258064516,
"10": 0.4524590163934426
},
"sampleConfidence": 0.9896907216494846,
"shadowSharpeLike": 0.3765890763298715,
"avgForwardReturns": {
"1": 0.0012776472646417007,
"5": 0.0119397798578337,
"10": 0.011222581249259032
},
"shadowMaxDrawdown": -0.23762668981402968,
"shadowTotalReturn": 0.08177041004114094,
"avgForwardReturn1D": 0.0012776472646417007,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 96,
"5": 92,
"10": 88
},
"baselineAvgForwardReturns": {
"1": -0.0010474537193022675,
"5": -0.005341877823904693,
"10": -0.01336680015565365
}
},
{
"topN": 4,
"ticker": "ACVA",
"hitRates": {
"1": 0.5230769230769231,
"5": 0.5901639344262295,
"10": 0.48214285714285715
},
"hitRate1D": 0.5230769230769231,
"comboQuality": 0.31367563372648,
"eligibleDays": 297,
"fitnessScore": 0.17774199875829547,
"lookbackDays": 63,
"returnLift1D": 0.003372281464876401,
"hitRateLift1D": 0.04334719334719339,
"activationRate": 0.2222222222222222,
"activationCount": 66,
"baselineHitRates": {
"1": 0.4797297297297297,
"5": 0.4931506849315068,
"10": 0.43205574912891986
},
"sampleConfidence": 0.983838383838384,
"shadowSharpeLike": 0.3423485752021511,
"avgForwardReturns": {
"1": 0.001663152356923673,
"5": 0.009636753415745871,
"10": -0.0038191440287990946
},
"shadowMaxDrawdown": -0.23647016778867402,
"shadowTotalReturn": 0.0660209420404343,
"avgForwardReturn1D": 0.001663152356923673,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-05-28",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 65,
"5": 61,
"10": 56
},
"baselineAvgForwardReturns": {
"1": -0.0017091291079527281,
"5": -0.0080794082199284,
"10": -0.018479857279128264
}
},
{
"topN": 5,
"ticker": "ACVA",
"hitRates": {
"1": 0.48175182481751827,
"5": 0.5338345864661654,
"10": 0.546875
},
"hitRate1D": 0.48175182481751827,
"comboQuality": 0.30648145641578084,
"eligibleDays": 352,
"fitnessScore": 0.1703434402649682,
"lookbackDays": 14,
"returnLift1D": 0.0019819006233284782,
"hitRateLift1D": -0.01824817518248173,
"activationRate": 0.39204545454545453,
"activationCount": 138,
"baselineHitRates": {
"1": 0.5,
"5": 0.5144508670520231,
"10": 0.4649122807017544
},
"sampleConfidence": 0.9922705314009662,
"shadowSharpeLike": 0.28874188099767856,
"avgForwardReturns": {
"1": 0.001236944707794357,
"5": -0.002808702718073988,
"10": -0.0015132584384265554
},
"shadowMaxDrawdown": -0.27428239088176787,
"shadowTotalReturn": 0.05941043889242281,
"avgForwardReturn1D": 0.001236944707794357,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-03",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 137,
"5": 133,
"10": 128
},
"baselineAvgForwardReturns": {
"1": -0.0007449559155341213,
"5": -0.004822775376053403,
"10": -0.014329740670851595
}
},
{
"topN": 3,
"ticker": "ACVA",
"hitRates": {
"1": 0.5079365079365079,
"5": 0.5932203389830508,
"10": 0.5
},
"hitRate1D": 0.5079365079365079,
"comboQuality": 0.27734420339821503,
"eligibleDays": 297,
"fitnessScore": 0.13931178911407333,
"lookbackDays": 63,
"returnLift1D": 0.0032809492378549827,
"hitRateLift1D": 0.028206778206778194,
"activationRate": 0.21548821548821548,
"activationCount": 64,
"baselineHitRates": {
"1": 0.4797297297297297,
"5": 0.4931506849315068,
"10": 0.43205574912891986
},
"sampleConfidence": 0.9833333333333334,
"shadowSharpeLike": 0.3149854492599482,
"avgForwardReturns": {
"1": 0.0015718201299022546,
"5": 0.009260342124571712,
"10": -0.001782795454798577
},
"shadowMaxDrawdown": -0.2425895808674371,
"shadowTotalReturn": 0.05747717306147382,
"avgForwardReturn1D": 0.0015718201299022546,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-05-28",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 63,
"5": 59,
"10": 54
},
"baselineAvgForwardReturns": {
"1": -0.0017091291079527281,
"5": -0.0080794082199284,
"10": -0.018479857279128264
}
},
{
"topN": 4,
"ticker": "ACVA",
"hitRates": {
"1": 0.47692307692307695,
"5": 0.5396825396825397,
"10": 0.5537190082644629
},
"hitRate1D": 0.47692307692307695,
"comboQuality": 0.18666752628739605,
"eligibleDays": 352,
"fitnessScore": 0.02620160803981082,
"lookbackDays": 14,
"returnLift1D": 0.0012605244448484518,
"hitRateLift1D": -0.02307692307692305,
"activationRate": 0.3721590909090909,
"activationCount": 131,
"baselineHitRates": {
"1": 0.5,
"5": 0.5144508670520231,
"10": 0.4649122807017544
},
"sampleConfidence": 0.9918575063613232,
"shadowSharpeLike": 0.0918513993846584,
"avgForwardReturns": {
"1": 0.0005155685293143304,
"5": -0.001658287873235949,
"10": 0.0011352046542461695
},
"shadowMaxDrawdown": -0.27980679858608204,
"shadowTotalReturn": -0.0381360435892405,
"avgForwardReturn1D": 0.0005155685293143304,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-03",
"2025-04-16",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 130,
"5": 126,
"10": 121
},
"baselineAvgForwardReturns": {
"1": -0.0007449559155341213,
"5": -0.004822775376053403,
"10": -0.014329740670851595
}
},
{
"topN": 2,
"ticker": "ACVA",
"hitRates": {
"1": 0.46236559139784944,
"5": 0.5617977528089888,
"10": 0.6666666666666666
},
"hitRate1D": 0.46236559139784944,
"comboQuality": 0.1651683610949065,
"eligibleDays": 339,
"fitnessScore": -0.006458245113994632,
"lookbackDays": 21,
"returnLift1D": 0.001227918785051806,
"hitRateLift1D": -0.031717248838836976,
"activationRate": 0.27728613569321536,
"activationCount": 94,
"baselineHitRates": {
"1": 0.4940828402366864,
"5": 0.5089820359281437,
"10": 0.46808510638297873
},
"sampleConfidence": 0.9886524822695035,
"shadowSharpeLike": 0.05702132051079257,
"avgForwardReturns": {
"1": 0.0003802868577224376,
"5": 0.01678412461648794,
"10": 0.03280980851623012
},
"shadowMaxDrawdown": -0.24090961369759623,
"shadowTotalReturn": -0.01530193539641067,
"avgForwardReturn1D": 0.0003802868577224376,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-16",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 93,
"5": 89,
"10": 84
},
"baselineAvgForwardReturns": {
"1": -0.0008476319273293684,
"5": -0.0051529980100553175,
"10": -0.012328217556904811
}
},
{
"topN": 2,
"ticker": "ACVA",
"hitRates": {
"1": 0.45714285714285713,
"5": 0.5161290322580645,
"10": 0.38461538461538464
},
"hitRate1D": 0.45714285714285713,
"comboQuality": 0.12123882188935214,
"eligibleDays": 297,
"fitnessScore": -0.08576518228029231,
"lookbackDays": 63,
"returnLift1D": 0.0017155203602226736,
"hitRateLift1D": -0.022586872586872586,
"activationRate": 0.12121212121212122,
"activationCount": 36,
"baselineHitRates": {
"1": 0.4797297297297297,
"5": 0.4931506849315068,
"10": 0.43205574912891986
},
"sampleConfidence": 0.9703703703703704,
"shadowSharpeLike": -0.020478812934063062,
"avgForwardReturns": {
"1": 0.000006391252269945445,
"5": 0.0028910361674501623,
"10": -0.047295826929045444
},
"shadowMaxDrawdown": -0.196346518488843,
"shadowTotalReturn": -0.022635618671244084,
"avgForwardReturn1D": 0.000006391252269945445,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-02",
"2025-06-03",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2026-02-09"
],
"horizonObservationCounts": {
"1": 35,
"5": 31,
"10": 26
},
"baselineAvgForwardReturns": {
"1": -0.0017091291079527281,
"5": -0.0080794082199284,
"10": -0.018479857279128264
}
},
{
"topN": 3,
"ticker": "ACVA",
"hitRates": {
"1": 0.47580645161290325,
"5": 0.5371900826446281,
"10": 0.5517241379310345
},
"hitRate1D": 0.47580645161290325,
"comboQuality": 0.11774304545900344,
"eligibleDays": 352,
"fitnessScore": -0.09307530872529773,
"lookbackDays": 14,
"returnLift1D": 0.00047956277708648717,
"hitRateLift1D": -0.024193548387096753,
"activationRate": 0.35511363636363635,
"activationCount": 125,
"baselineHitRates": {
"1": 0.5,
"5": 0.5144508670520231,
"10": 0.4649122807017544
},
"sampleConfidence": 0.9925333333333334,
"shadowSharpeLike": -0.11246653367327791,
"avgForwardReturns": {
"1": -0.00026539313844763416,
"5": -0.002088393176441652,
"10": 0.002542226108291797
},
"shadowMaxDrawdown": -0.2617284553420256,
"shadowTotalReturn": -0.12613579595828828,
"avgForwardReturn1D": -0.00026539313844763416,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-03",
"2025-04-16",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 124,
"5": 121,
"10": 116
},
"baselineAvgForwardReturns": {
"1": -0.0007449559155341213,
"5": -0.004822775376053403,
"10": -0.014329740670851595
}
},
{
"topN": 2,
"ticker": "ACVA",
"hitRates": {
"1": 0.4430379746835443,
"5": 0.5866666666666667,
"10": 0.5833333333333334
},
"hitRate1D": 0.4430379746835443,
"comboQuality": 0.07828026763519935,
"eligibleDays": 330,
"fitnessScore": -0.19250804035212155,
"lookbackDays": 30,
"returnLift1D": 0.00021507150134545034,
"hitRateLift1D": -0.05544226847754996,
"activationRate": 0.24242424242424243,
"activationCount": 80,
"baselineHitRates": {
"1": 0.49848024316109424,
"5": 0.5169230769230769,
"10": 0.471875
},
"sampleConfidence": 0.9883333333333334,
"shadowSharpeLike": -0.23202296259939031,
"avgForwardReturns": {
"1": -0.0006828470752532823,
"5": 0.011008812110808475,
"10": 0.02350562800858472
},
"shadowMaxDrawdown": -0.29361437090431397,
"shadowTotalReturn": -0.0983288897756508,
"avgForwardReturn1D": -0.0006828470752532823,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-25",
"2025-04-28",
"2025-04-30",
"2025-05-08",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 79,
"5": 75,
"10": 72
},
"baselineAvgForwardReturns": {
"1": -0.0008979185765987327,
"5": -0.004456799148463941,
"10": -0.010716515214634677
}
},
{
"topN": 2,
"ticker": "ACVA",
"hitRates": {
"1": 0.43157894736842106,
"5": 0.5161290322580645,
"10": 0.5
},
"hitRate1D": 0.43157894736842106,
"comboQuality": 0.004021788577255625,
"eligibleDays": 352,
"fitnessScore": -0.8626397047302782,
"lookbackDays": 14,
"returnLift1D": -0.005341467255978865,
"hitRateLift1D": -0.06842105263157894,
"activationRate": 0.26988636363636365,
"activationCount": 95,
"baselineHitRates": {
"1": 0.5,
"5": 0.5144508670520231,
"10": 0.4649122807017544
},
"sampleConfidence": 0.9936842105263158,
"shadowSharpeLike": -1.6852044732625666,
"avgForwardReturns": {
"1": -0.006086423171512986,
"5": 0.0026601062991399855,
"10": -0.003168201473375573
},
"shadowMaxDrawdown": -0.5285024531064426,
"shadowTotalReturn": -0.4771114460374962,
"avgForwardReturn1D": -0.006086423171512986,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-03",
"2025-04-21",
"2025-04-24",
"2025-05-06",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 95,
"5": 93,
"10": 88
},
"baselineAvgForwardReturns": {
"1": -0.0007449559155341213,
"5": -0.004822775376053403,
"10": -0.014329740670851595
}
}
],
"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": 0.30648145641578084,
"fitnessScore": 0.1703434402649682,
"lookbackDays": 14,
"returnLift1D": 0.0019819006233284782,
"activationRate": 0.39204545454545453,
"activationCount": 138,
"sampleConfidence": 0.9922705314009662,
"shadowTotalReturn": 0.05941043889242281,
"avgForwardReturn1D": 0.001236944707794357
},
{
"bestTopN": 3,
"comboQuality": 0.6465845835824063,
"fitnessScore": 0.4828931649439265,
"lookbackDays": 21,
"returnLift1D": 0.00355351577610901,
"activationRate": 0.3480825958702065,
"activationCount": 118,
"sampleConfidence": 0.9909604519774012,
"shadowTotalReturn": 0.2643496967189707,
"avgForwardReturn1D": 0.0027058838487796417
},
{
"bestTopN": 4,
"comboQuality": 0.7827948958348009,
"fitnessScore": 0.6320462980460914,
"lookbackDays": 30,
"returnLift1D": 0.004463590856526549,
"activationRate": 0.35454545454545455,
"activationCount": 117,
"sampleConfidence": 0.990883190883191,
"shadowTotalReturn": 0.39030892584747834,
"avgForwardReturn1D": 0.0035656722799278164
},
{
"bestTopN": 2,
"comboQuality": 0.48750991142407696,
"fitnessScore": 0.33900643497712796,
"lookbackDays": 45,
"returnLift1D": 0.00421539617050207,
"activationRate": 0.2,
"activationCount": 63,
"sampleConfidence": 0.9841269841269842,
"shadowTotalReturn": 0.17871242652984987,
"avgForwardReturn1D": 0.0031679424511998023
},
{
"bestTopN": 5,
"comboQuality": 0.3945726918366164,
"fitnessScore": 0.2558111543293066,
"lookbackDays": 63,
"returnLift1D": 0.003562111584455031,
"activationRate": 0.24242424242424243,
"activationCount": 72,
"sampleConfidence": 0.9851851851851853,
"shadowTotalReturn": 0.0936398784646062,
"avgForwardReturn1D": 0.001852982476502303
}
],
"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": "d0576690b9cbebe4ef49ee7e5e4fe2a97a56cf556c35ed3fc954c07c37c0d519",
"size": 13,
"members": [
"ACVA",
"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."
}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",
"ACVA"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "ACVA",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "ACVA",
"hitRates": {
"1": 0.5,
"5": 0.625,
"10": 0.6074766355140186
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7759165967622591,
"eligibleDays": 359,
"fitnessScore": 0.6232458778653653,
"lookbackDays": 30,
"returnLift1D": 0.005495708614961725,
"hitRateLift1D": 0.02089136490250698,
"portfolioSize": 4,
"activationRate": 0.3231197771587744,
"activationCount": 116,
"baselineHitRates": {
"1": 0.479108635097493,
"5": 0.49859154929577465,
"10": 0.45714285714285713
},
"sampleConfidence": 0.992528735632184,
"shadowSharpeLike": 0.8592442085783357,
"avgForwardReturns": {
"1": 0.0035656722799278164,
"5": 0.020037575091512688,
"10": 0.03596311507377154
},
"shadowMaxDrawdown": -0.18398800910873236,
"shadowTotalReturn": 0.39030892584747834,
"avgForwardReturn1D": 0.0035656722799278164,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 116,
"5": 112,
"10": 107
},
"baselineAvgForwardReturns": {
"1": -0.0019300363350339088,
"5": -0.008351281734273464,
"10": -0.016104744986718163
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.7759165967622591,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.31880427926919674,
"bestRawFitnessScore": 0.6232458778653653,
"upperQuartileComboQuality": 0.597516413855371
},
"algorithmFit": {
"label": "weak",
"score": 0.49496577926460017,
"rawScore": 0.5188112158688833,
"confidence": 0.9080766341400394,
"bestProfile": {
"lookbackDays": 30,
"portfolioSize": 4
},
"profileBreadth": 0.30067972780400415,
"recommendedRegion": {
"lookbackDays": [
30
],
"portfolioSizes": [
4,
5
]
},
"parameterStability": 0.6276145559151152,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "ACVA",
"hitRates": {
"1": 0.5,
"5": 0.625,
"10": 0.6074766355140186
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7759165967622591,
"eligibleDays": 359,
"fitnessScore": 0.6232458778653653,
"lookbackDays": 30,
"returnLift1D": 0.005495708614961725,
"hitRateLift1D": 0.02089136490250698,
"portfolioSize": 4,
"activationRate": 0.3231197771587744,
"activationCount": 116,
"baselineHitRates": {
"1": 0.479108635097493,
"5": 0.49859154929577465,
"10": 0.45714285714285713
},
"sampleConfidence": 0.992528735632184,
"shadowSharpeLike": 0.8592442085783357,
"avgForwardReturns": {
"1": 0.0035656722799278164,
"5": 0.020037575091512688,
"10": 0.03596311507377154
},
"shadowMaxDrawdown": -0.18398800910873236,
"shadowTotalReturn": 0.39030892584747834,
"avgForwardReturn1D": 0.0035656722799278164,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 116,
"5": 112,
"10": 107
},
"baselineAvgForwardReturns": {
"1": -0.0019300363350339088,
"5": -0.008351281734273464,
"10": -0.016104744986718163
}
},
{
"topN": 5,
"ticker": "ACVA",
"hitRates": {
"1": 0.5,
"5": 0.625,
"10": 0.6074766355140186
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7759165967622591,
"eligibleDays": 359,
"fitnessScore": 0.6232458778653653,
"lookbackDays": 30,
"returnLift1D": 0.005495708614961725,
"hitRateLift1D": 0.02089136490250698,
"portfolioSize": 5,
"activationRate": 0.3231197771587744,
"activationCount": 116,
"baselineHitRates": {
"1": 0.479108635097493,
"5": 0.49859154929577465,
"10": 0.45714285714285713
},
"sampleConfidence": 0.992528735632184,
"shadowSharpeLike": 0.8592442085783357,
"avgForwardReturns": {
"1": 0.0035656722799278164,
"5": 0.020037575091512688,
"10": 0.03596311507377154
},
"shadowMaxDrawdown": -0.18398800910873236,
"shadowTotalReturn": 0.39030892584747834,
"avgForwardReturn1D": 0.0035656722799278164,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 116,
"5": 112,
"10": 107
},
"baselineAvgForwardReturns": {
"1": -0.0019300363350339088,
"5": -0.008351281734273464,
"10": -0.016104744986718163
}
},
{
"topN": 3,
"ticker": "ACVA",
"hitRates": {
"1": 0.49074074074074076,
"5": 0.6153846153846154,
"10": 0.63
},
"hitRate1D": 0.49074074074074076,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.6595259745813631,
"eligibleDays": 359,
"fitnessScore": 0.49546015387448666,
"lookbackDays": 30,
"returnLift1D": 0.005083627825526635,
"hitRateLift1D": 0.011632105643247737,
"portfolioSize": 3,
"activationRate": 0.3008356545961003,
"activationCount": 108,
"baselineHitRates": {
"1": 0.479108635097493,
"5": 0.49859154929577465,
"10": 0.45714285714285713
},
"sampleConfidence": 0.9925925925925927,
"shadowSharpeLike": 0.7174427246089753,
"avgForwardReturns": {
"1": 0.0031535914904927266,
"5": 0.020863302525574848,
"10": 0.04094659536389131
},
"shadowMaxDrawdown": -0.16186513505694455,
"shadowTotalReturn": 0.2962928656127357,
"avgForwardReturn1D": 0.0031535914904927266,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 108,
"5": 104,
"10": 100
},
"baselineAvgForwardReturns": {
"1": -0.0019300363350339088,
"5": -0.008351281734273464,
"10": -0.016104744986718163
}
},
{
"topN": 3,
"ticker": "ACVA",
"hitRates": {
"1": 0.49572649572649574,
"5": 0.5929203539823009,
"10": 0.6574074074074074
},
"hitRate1D": 0.49572649572649574,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.6371087051948257,
"eligibleDays": 368,
"fitnessScore": 0.4738241326827767,
"lookbackDays": 21,
"returnLift1D": 0.004440619020101616,
"hitRateLift1D": 0.009313452248234877,
"portfolioSize": 3,
"activationRate": 0.3179347826086957,
"activationCount": 117,
"baselineHitRates": {
"1": 0.48641304347826086,
"5": 0.5,
"10": 0.44846796657381616
},
"sampleConfidence": 0.9925925925925927,
"shadowSharpeLike": 0.6504071094752557,
"avgForwardReturns": {
"1": 0.0027058838487796417,
"5": 0.020570971113621835,
"10": 0.03758439649005431
},
"shadowMaxDrawdown": -0.14003921581351708,
"shadowTotalReturn": 0.2643496967189707,
"avgForwardReturn1D": 0.0027058838487796417,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 117,
"5": 113,
"10": 108
},
"baselineAvgForwardReturns": {
"1": -0.0017347351713219745,
"5": -0.008751751918362069,
"10": -0.0196331226227273
}
},
{
"topN": 4,
"ticker": "ACVA",
"hitRates": {
"1": 0.4918032786885246,
"5": 0.5847457627118644,
"10": 0.6371681415929203
},
"hitRate1D": 0.4918032786885246,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.597516413855371,
"eligibleDays": 368,
"fitnessScore": 0.4369280363718347,
"lookbackDays": 21,
"returnLift1D": 0.004147795944314683,
"hitRateLift1D": 0.005390235210263716,
"portfolioSize": 4,
"activationRate": 0.33152173913043476,
"activationCount": 122,
"baselineHitRates": {
"1": 0.48641304347826086,
"5": 0.5,
"10": 0.44846796657381616
},
"sampleConfidence": 0.992896174863388,
"shadowSharpeLike": 0.5977806188393961,
"avgForwardReturns": {
"1": 0.0024130607729927088,
"5": 0.01880990561070551,
"10": 0.03450891733963229
},
"shadowMaxDrawdown": -0.14003921581351708,
"shadowTotalReturn": 0.23485719285227735,
"avgForwardReturn1D": 0.0024130607729927088,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 122,
"5": 118,
"10": 113
},
"baselineAvgForwardReturns": {
"1": -0.0017347351713219745,
"5": -0.008751751918362069,
"10": -0.0196331226227273
}
},
{
"topN": 5,
"ticker": "ACVA",
"hitRates": {
"1": 0.4918032786885246,
"5": 0.5847457627118644,
"10": 0.6371681415929203
},
"hitRate1D": 0.4918032786885246,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.597516413855371,
"eligibleDays": 368,
"fitnessScore": 0.4369280363718347,
"lookbackDays": 21,
"returnLift1D": 0.004147795944314683,
"hitRateLift1D": 0.005390235210263716,
"portfolioSize": 5,
"activationRate": 0.33152173913043476,
"activationCount": 122,
"baselineHitRates": {
"1": 0.48641304347826086,
"5": 0.5,
"10": 0.44846796657381616
},
"sampleConfidence": 0.992896174863388,
"shadowSharpeLike": 0.5977806188393961,
"avgForwardReturns": {
"1": 0.0024130607729927088,
"5": 0.01880990561070551,
"10": 0.03450891733963229
},
"shadowMaxDrawdown": -0.14003921581351708,
"shadowTotalReturn": 0.23485719285227735,
"avgForwardReturn1D": 0.0024130607729927088,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 122,
"5": 118,
"10": 113
},
"baselineAvgForwardReturns": {
"1": -0.0017347351713219745,
"5": -0.008751751918362069,
"10": -0.0196331226227273
}
},
{
"topN": 2,
"ticker": "ACVA",
"hitRates": {
"1": 0.5,
"5": 0.4827586206896552,
"10": 0.48148148148148145
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.4710764526915857,
"eligibleDays": 344,
"fitnessScore": 0.32451883053157987,
"lookbackDays": 45,
"returnLift1D": 0.003776336708013271,
"hitRateLift1D": 0.0029069767441860517,
"portfolioSize": 2,
"activationRate": 0.18023255813953487,
"activationCount": 62,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.5176470588235295,
"10": 0.4716417910447761
},
"sampleConfidence": 0.9870967741935485,
"shadowSharpeLike": 0.7255148182100394,
"avgForwardReturns": {
"1": 0.0031679424511998023,
"5": 0.004042080999123408,
"10": 0.0028725752668182945
},
"shadowMaxDrawdown": -0.12884802427603292,
"shadowTotalReturn": 0.17871242652984987,
"avgForwardReturn1D": 0.0031679424511998023,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 62,
"5": 58,
"10": 54
},
"baselineAvgForwardReturns": {
"1": -0.0006083942568134689,
"5": -0.0038837799819318093,
"10": -0.010871328357253423
}
},
{
"topN": 3,
"ticker": "ACVA",
"hitRates": {
"1": 0.5217391304347826,
"5": 0.5340909090909091,
"10": 0.47619047619047616
},
"hitRate1D": 0.5217391304347826,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.4338998492869045,
"eligibleDays": 344,
"fitnessScore": 0.2914894024009021,
"lookbackDays": 45,
"returnLift1D": 0.002422467618633145,
"hitRateLift1D": 0.024646107178968646,
"portfolioSize": 3,
"activationRate": 0.26744186046511625,
"activationCount": 92,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.5176470588235295,
"10": 0.4716417910447761
},
"sampleConfidence": 0.991304347826087,
"shadowSharpeLike": 0.5073876996621843,
"avgForwardReturns": {
"1": 0.0018140733618196762,
"5": 0.012976563481765275,
"10": 0.012634289762790005
},
"shadowMaxDrawdown": -0.18917386196027397,
"shadowTotalReturn": 0.13201764718730113,
"avgForwardReturn1D": 0.0018140733618196762,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 92,
"5": 88,
"10": 84
},
"baselineAvgForwardReturns": {
"1": -0.0006083942568134689,
"5": -0.0038837799819318093,
"10": -0.010871328357253423
}
},
{
"topN": 4,
"ticker": "ACVA",
"hitRates": {
"1": 0.5208333333333334,
"5": 0.532608695652174,
"10": 0.4659090909090909
},
"hitRate1D": 0.5208333333333334,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3425869369295378,
"eligibleDays": 344,
"fitnessScore": 0.20660684330229434,
"lookbackDays": 45,
"returnLift1D": 0.0018860415214551696,
"hitRateLift1D": 0.023740310077519422,
"portfolioSize": 4,
"activationRate": 0.27906976744186046,
"activationCount": 96,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.5176470588235295,
"10": 0.4716417910447761
},
"sampleConfidence": 0.9916666666666667,
"shadowSharpeLike": 0.36040576627131815,
"avgForwardReturns": {
"1": 0.0012776472646417007,
"5": 0.0119397798578337,
"10": 0.011222581249259032
},
"shadowMaxDrawdown": -0.23762668981402968,
"shadowTotalReturn": 0.08177041004114094,
"avgForwardReturn1D": 0.0012776472646417007,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 96,
"5": 92,
"10": 88
},
"baselineAvgForwardReturns": {
"1": -0.0006083942568134689,
"5": -0.0038837799819318093,
"10": -0.010871328357253423
}
},
{
"topN": 5,
"ticker": "ACVA",
"hitRates": {
"1": 0.5208333333333334,
"5": 0.532608695652174,
"10": 0.4659090909090909
},
"hitRate1D": 0.5208333333333334,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3425869369295378,
"eligibleDays": 344,
"fitnessScore": 0.20660684330229434,
"lookbackDays": 45,
"returnLift1D": 0.0018860415214551696,
"hitRateLift1D": 0.023740310077519422,
"portfolioSize": 5,
"activationRate": 0.27906976744186046,
"activationCount": 96,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.5176470588235295,
"10": 0.4716417910447761
},
"sampleConfidence": 0.9916666666666667,
"shadowSharpeLike": 0.36040576627131815,
"avgForwardReturns": {
"1": 0.0012776472646417007,
"5": 0.0119397798578337,
"10": 0.011222581249259032
},
"shadowMaxDrawdown": -0.23762668981402968,
"shadowTotalReturn": 0.08177041004114094,
"avgForwardReturn1D": 0.0012776472646417007,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 96,
"5": 92,
"10": 88
},
"baselineAvgForwardReturns": {
"1": -0.0006083942568134689,
"5": -0.0038837799819318093,
"10": -0.010871328357253423
}
},
{
"topN": 4,
"ticker": "ACVA",
"hitRates": {
"1": 0.5230769230769231,
"5": 0.5901639344262295,
"10": 0.48214285714285715
},
"hitRate1D": 0.5230769230769231,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.2950216216088557,
"eligibleDays": 326,
"fitnessScore": 0.158353933047018,
"lookbackDays": 63,
"returnLift1D": 0.0024797528769456463,
"hitRateLift1D": 0.026144407739499775,
"portfolioSize": 4,
"activationRate": 0.19938650306748465,
"activationCount": 65,
"baselineHitRates": {
"1": 0.49693251533742333,
"5": 0.5217391304347826,
"10": 0.47318611987381703
},
"sampleConfidence": 0.9866666666666667,
"shadowSharpeLike": 0.3268091329601772,
"avgForwardReturns": {
"1": 0.001663152356923673,
"5": 0.009636753415745871,
"10": -0.0038191440287990946
},
"shadowMaxDrawdown": -0.23647016778867402,
"shadowTotalReturn": 0.0660209420404343,
"avgForwardReturn1D": 0.001663152356923673,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-05-28",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 65,
"5": 61,
"10": 56
},
"baselineAvgForwardReturns": {
"1": -0.0008166005200219733,
"5": -0.003862645554672624,
"10": -0.010620005975438059
}
},
{
"topN": 5,
"ticker": "ACVA",
"hitRates": {
"1": 0.5230769230769231,
"5": 0.5901639344262295,
"10": 0.48214285714285715
},
"hitRate1D": 0.5230769230769231,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.2950216216088557,
"eligibleDays": 326,
"fitnessScore": 0.158353933047018,
"lookbackDays": 63,
"returnLift1D": 0.0024797528769456463,
"hitRateLift1D": 0.026144407739499775,
"portfolioSize": 5,
"activationRate": 0.19938650306748465,
"activationCount": 65,
"baselineHitRates": {
"1": 0.49693251533742333,
"5": 0.5217391304347826,
"10": 0.47318611987381703
},
"sampleConfidence": 0.9866666666666667,
"shadowSharpeLike": 0.3268091329601772,
"avgForwardReturns": {
"1": 0.001663152356923673,
"5": 0.009636753415745871,
"10": -0.0038191440287990946
},
"shadowMaxDrawdown": -0.23647016778867402,
"shadowTotalReturn": 0.0660209420404343,
"avgForwardReturn1D": 0.001663152356923673,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-05-28",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 65,
"5": 61,
"10": 56
},
"baselineAvgForwardReturns": {
"1": -0.0008166005200219733,
"5": -0.003862645554672624,
"10": -0.010620005975438059
}
},
{
"topN": 3,
"ticker": "ACVA",
"hitRates": {
"1": 0.5079365079365079,
"5": 0.5932203389830508,
"10": 0.5
},
"hitRate1D": 0.5079365079365079,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.260280987565607,
"eligibleDays": 326,
"fitnessScore": 0.12020810089404908,
"lookbackDays": 63,
"returnLift1D": 0.0023884206499242278,
"hitRateLift1D": 0.011003992599084578,
"portfolioSize": 3,
"activationRate": 0.19325153374233128,
"activationCount": 63,
"baselineHitRates": {
"1": 0.49693251533742333,
"5": 0.5217391304347826,
"10": 0.47318611987381703
},
"sampleConfidence": 0.9862433862433863,
"shadowSharpeLike": 0.30068899630207574,
"avgForwardReturns": {
"1": 0.0015718201299022546,
"5": 0.009260342124571712,
"10": -0.001782795454798577
},
"shadowMaxDrawdown": -0.2425895808674371,
"shadowTotalReturn": 0.05747717306147382,
"avgForwardReturn1D": 0.0015718201299022546,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-05-28",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 63,
"5": 59,
"10": 54
},
"baselineAvgForwardReturns": {
"1": -0.0008166005200219733,
"5": -0.003862645554672624,
"10": -0.010620005975438059
}
},
{
"topN": 4,
"ticker": "ACVA",
"hitRates": {
"1": 0.48091603053435117,
"5": 0.5354330708661418,
"10": 0.5573770491803278
},
"hitRate1D": 0.48091603053435117,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.19195040334579333,
"eligibleDays": 375,
"fitnessScore": 0.03377498850553677,
"lookbackDays": 14,
"returnLift1D": 0.0024499005155696266,
"hitRateLift1D": -0.00441730279898217,
"portfolioSize": 4,
"activationRate": 0.34933333333333333,
"activationCount": 131,
"baselineHitRates": {
"1": 0.48533333333333334,
"5": 0.49326145552560646,
"10": 0.45081967213114754
},
"sampleConfidence": 0.9933842239185751,
"shadowSharpeLike": 0.09619923133747682,
"avgForwardReturns": {
"1": 0.0005474042921147631,
"5": -0.001822340325689042,
"10": 0.0011566277709255432
},
"shadowMaxDrawdown": -0.27980679858608193,
"shadowTotalReturn": -0.034592574835315526,
"avgForwardReturn1D": 0.0005474042921147631,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-29",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-03",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 131,
"5": 127,
"10": 122
},
"baselineAvgForwardReturns": {
"1": -0.0019024962234548634,
"5": -0.0089716705426986,
"10": -0.019303199263345377
}
},
{
"topN": 5,
"ticker": "ACVA",
"hitRates": {
"1": 0.48091603053435117,
"5": 0.5354330708661418,
"10": 0.5573770491803278
},
"hitRate1D": 0.48091603053435117,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.19195040334579333,
"eligibleDays": 375,
"fitnessScore": 0.03377498850553677,
"lookbackDays": 14,
"returnLift1D": 0.0024499005155696266,
"hitRateLift1D": -0.00441730279898217,
"portfolioSize": 5,
"activationRate": 0.34933333333333333,
"activationCount": 131,
"baselineHitRates": {
"1": 0.48533333333333334,
"5": 0.49326145552560646,
"10": 0.45081967213114754
},
"sampleConfidence": 0.9933842239185751,
"shadowSharpeLike": 0.09619923133747682,
"avgForwardReturns": {
"1": 0.0005474042921147631,
"5": -0.001822340325689042,
"10": 0.0011566277709255432
},
"shadowMaxDrawdown": -0.27980679858608193,
"shadowTotalReturn": -0.034592574835315526,
"avgForwardReturn1D": 0.0005474042921147631,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-29",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-03",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 131,
"5": 127,
"10": 122
},
"baselineAvgForwardReturns": {
"1": -0.0019024962234548634,
"5": -0.0089716705426986,
"10": -0.019303199263345377
}
},
{
"topN": 2,
"ticker": "ACVA",
"hitRates": {
"1": 0.46236559139784944,
"5": 0.5617977528089888,
"10": 0.6666666666666666
},
"hitRate1D": 0.46236559139784944,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.1616512744855875,
"eligibleDays": 368,
"fitnessScore": -0.012118408472166022,
"lookbackDays": 21,
"returnLift1D": 0.002115022029044412,
"hitRateLift1D": -0.024047452080411424,
"portfolioSize": 2,
"activationRate": 0.25271739130434784,
"activationCount": 93,
"baselineHitRates": {
"1": 0.48641304347826086,
"5": 0.5,
"10": 0.44846796657381616
},
"sampleConfidence": 0.9906810035842295,
"shadowSharpeLike": 0.054734809467617856,
"avgForwardReturns": {
"1": 0.0003802868577224376,
"5": 0.01678412461648794,
"10": 0.03280980851623012
},
"shadowMaxDrawdown": -0.24090961369759623,
"shadowTotalReturn": -0.01530193539641067,
"avgForwardReturn1D": 0.0003802868577224376,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-16",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 93,
"5": 89,
"10": 84
},
"baselineAvgForwardReturns": {
"1": -0.0017347351713219745,
"5": -0.008751751918362069,
"10": -0.0196331226227273
}
},
{
"topN": 3,
"ticker": "ACVA",
"hitRates": {
"1": 0.48,
"5": 0.5327868852459017,
"10": 0.5555555555555556
},
"hitRate1D": 0.48,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.12174403227714678,
"eligibleDays": 375,
"fitnessScore": -0.08472381514796878,
"lookbackDays": 14,
"returnLift1D": 0.0016767146577641783,
"hitRateLift1D": -0.005333333333333357,
"portfolioSize": 3,
"activationRate": 0.3333333333333333,
"activationCount": 125,
"baselineHitRates": {
"1": 0.48533333333333334,
"5": 0.49326145552560646,
"10": 0.45081967213114754
},
"sampleConfidence": 0.9941333333333334,
"shadowSharpeLike": -0.1015840262091225,
"avgForwardReturns": {
"1": -0.00022578156569068498,
"5": -0.0022556436367558905,
"10": 0.002552538918384429
},
"shadowMaxDrawdown": -0.2617284553420255,
"shadowTotalReturn": -0.12291651480989152,
"avgForwardReturn1D": -0.00022578156569068498,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-29",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-03",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 125,
"5": 122,
"10": 117
},
"baselineAvgForwardReturns": {
"1": -0.0019024962234548634,
"5": -0.0089716705426986,
"10": -0.019303199263345377
}
},
{
"topN": 2,
"ticker": "ACVA",
"hitRates": {
"1": 0.45714285714285713,
"5": 0.5161290322580645,
"10": 0.38461538461538464
},
"hitRate1D": 0.45714285714285713,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.11431897334548564,
"eligibleDays": 326,
"fitnessScore": -0.1004201498880664,
"lookbackDays": 63,
"returnLift1D": 0.0008229917722919187,
"hitRateLift1D": -0.0397896581945662,
"portfolioSize": 2,
"activationRate": 0.10736196319018405,
"activationCount": 35,
"baselineHitRates": {
"1": 0.49693251533742333,
"5": 0.5217391304347826,
"10": 0.47318611987381703
},
"sampleConfidence": 0.9752380952380952,
"shadowSharpeLike": -0.019549669549594542,
"avgForwardReturns": {
"1": 0.000006391252269945445,
"5": 0.0028910361674501623,
"10": -0.047295826929045444
},
"shadowMaxDrawdown": -0.196346518488843,
"shadowTotalReturn": -0.022635618671244084,
"avgForwardReturn1D": 0.000006391252269945445,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-02",
"2025-06-03",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2026-02-09"
],
"horizonObservationCounts": {
"1": 35,
"5": 31,
"10": 26
},
"baselineAvgForwardReturns": {
"1": -0.0008166005200219733,
"5": -0.003862645554672624,
"10": -0.010620005975438059
}
},
{
"topN": 2,
"ticker": "ACVA",
"hitRates": {
"1": 0.4430379746835443,
"5": 0.5866666666666667,
"10": 0.5833333333333334
},
"hitRate1D": 0.4430379746835443,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.0772480425176301,
"eligibleDays": 359,
"fitnessScore": -0.19567455522489238,
"lookbackDays": 30,
"returnLift1D": 0.0012471892597806264,
"hitRateLift1D": -0.03607066041394874,
"portfolioSize": 2,
"activationRate": 0.2200557103064067,
"activationCount": 79,
"baselineHitRates": {
"1": 0.479108635097493,
"5": 0.49859154929577465,
"10": 0.45714285714285713
},
"sampleConfidence": 0.9907172995780591,
"shadowSharpeLike": -0.22247963573594864,
"avgForwardReturns": {
"1": -0.0006828470752532823,
"5": 0.011008812110808475,
"10": 0.02350562800858472
},
"shadowMaxDrawdown": -0.29361437090431397,
"shadowTotalReturn": -0.0983288897756508,
"avgForwardReturn1D": -0.0006828470752532823,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-25",
"2025-04-28",
"2025-04-30",
"2025-05-08",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 79,
"5": 75,
"10": 72
},
"baselineAvgForwardReturns": {
"1": -0.0019300363350339088,
"5": -0.008351281734273464,
"10": -0.016104744986718163
}
},
{
"topN": 2,
"ticker": "ACVA",
"hitRates": {
"1": 0.43157894736842106,
"5": 0.5161290322580645,
"10": 0.5
},
"hitRate1D": 0.43157894736842106,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.004094520024820463,
"eligibleDays": 375,
"fitnessScore": -0.858680627677311,
"lookbackDays": 14,
"returnLift1D": -0.004183926948058123,
"hitRateLift1D": -0.05375438596491228,
"portfolioSize": 2,
"activationRate": 0.25333333333333335,
"activationCount": 95,
"baselineHitRates": {
"1": 0.48533333333333334,
"5": 0.49326145552560646,
"10": 0.45081967213114754
},
"sampleConfidence": 0.9936842105263158,
"shadowSharpeLike": -1.6309145641328633,
"avgForwardReturns": {
"1": -0.006086423171512986,
"5": 0.0026601062991399855,
"10": -0.003168201473375573
},
"shadowMaxDrawdown": -0.5285024531064426,
"shadowTotalReturn": -0.4768498709729827,
"avgForwardReturn1D": -0.006086423171512986,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-03",
"2025-04-21",
"2025-04-24",
"2025-05-06",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 95,
"5": 93,
"10": 88
},
"baselineAvgForwardReturns": {
"1": -0.0019024962234548634,
"5": -0.0089716705426986,
"10": -0.019303199263345377
}
}
],
"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": 0.19195040334579333,
"fitnessScore": 0.03377498850553677,
"lookbackDays": 14,
"returnLift1D": 0.0024499005155696266,
"activationRate": 0.34933333333333333,
"activationCount": 131,
"sampleConfidence": 0.9933842239185751,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.034592574835315526,
"avgForwardReturn1D": 0.0005474042921147631
},
{
"comboQuality": 0.6371087051948257,
"fitnessScore": 0.4738241326827767,
"lookbackDays": 21,
"returnLift1D": 0.004440619020101616,
"activationRate": 0.3179347826086957,
"activationCount": 117,
"sampleConfidence": 0.9925925925925927,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.2643496967189707,
"avgForwardReturn1D": 0.0027058838487796417
},
{
"comboQuality": 0.7759165967622591,
"fitnessScore": 0.6232458778653653,
"lookbackDays": 30,
"returnLift1D": 0.005495708614961725,
"activationRate": 0.3231197771587744,
"activationCount": 116,
"sampleConfidence": 0.992528735632184,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.39030892584747834,
"avgForwardReturn1D": 0.0035656722799278164
},
{
"comboQuality": 0.4710764526915857,
"fitnessScore": 0.32451883053157987,
"lookbackDays": 45,
"returnLift1D": 0.003776336708013271,
"activationRate": 0.18023255813953487,
"activationCount": 62,
"sampleConfidence": 0.9870967741935485,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.17871242652984987,
"avgForwardReturn1D": 0.0031679424511998023
},
{
"comboQuality": 0.2950216216088557,
"fitnessScore": 0.158353933047018,
"lookbackDays": 63,
"returnLift1D": 0.0024797528769456463,
"activationRate": 0.19938650306748465,
"activationCount": 65,
"sampleConfidence": 0.9866666666666667,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.0660209420404343,
"avgForwardReturn1D": 0.001663152356923673
}
],
"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": "d0576690b9cbebe4ef49ee7e5e4fe2a97a56cf556c35ed3fc954c07c37c0d519",
"size": 13,
"members": [
"ACVA",
"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