Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"AGL"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "AGL",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 3,
"ticker": "AGL",
"hitRates": {
"1": 0.48091603053435117,
"5": 0.6220472440944882,
"10": 0.6229508196721312
},
"hitRate1D": 0.48091603053435117,
"comboQuality": 0.9999999999936973,
"eligibleDays": 330,
"fitnessScore": 6.023807027487612,
"lookbackDays": 30,
"returnLift1D": 0.016101353193448825,
"hitRateLift1D": 0.024988978862618638,
"activationRate": 0.396969696969697,
"activationCount": 131,
"baselineHitRates": {
"1": 0.45592705167173253,
"5": 0.5015384615384615,
"10": 0.465625
},
"sampleConfidence": 0.9933842239185751,
"shadowSharpeLike": 1.564368117492711,
"avgForwardReturns": {
"1": 0.02036041879223,
"5": 0.11077897800877258,
"10": 0.22873729392936937
},
"shadowMaxDrawdown": -0.47702444527872845,
"shadowTotalReturn": 5.395783421759216,
"avgForwardReturn1D": 0.02036041879223,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 131,
"5": 127,
"10": 122
},
"baselineAvgForwardReturns": {
"1": 0.004259065598781175,
"5": 0.03134917946860416,
"10": 0.07440917773091565
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999999999936973,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9986148880708587,
"bestRawFitnessScore": 6.023807027487612,
"upperQuartileComboQuality": 0.9999777938821683
},
"algorithmFit": {
"label": "strong",
"score": 0.9893918044757483,
"rawScore": 0.9985732595098614,
"confidence": 0.9816108533917287,
"bestProfile": {
"topN": 3,
"lookbackDays": 30
},
"profileBreadth": 0.8996011846451245,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
14,
21,
30,
45,
63
]
},
"parameterStability": 0.9956642790596058,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "AGL",
"hitRates": {
"1": 0.48091603053435117,
"5": 0.6220472440944882,
"10": 0.6229508196721312
},
"hitRate1D": 0.48091603053435117,
"comboQuality": 0.9999999999936973,
"eligibleDays": 330,
"fitnessScore": 6.023807027487612,
"lookbackDays": 30,
"returnLift1D": 0.016101353193448825,
"hitRateLift1D": 0.024988978862618638,
"activationRate": 0.396969696969697,
"activationCount": 131,
"baselineHitRates": {
"1": 0.45592705167173253,
"5": 0.5015384615384615,
"10": 0.465625
},
"sampleConfidence": 0.9933842239185751,
"shadowSharpeLike": 1.564368117492711,
"avgForwardReturns": {
"1": 0.02036041879223,
"5": 0.11077897800877258,
"10": 0.22873729392936937
},
"shadowMaxDrawdown": -0.47702444527872845,
"shadowTotalReturn": 5.395783421759216,
"avgForwardReturn1D": 0.02036041879223,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 131,
"5": 127,
"10": 122
},
"baselineAvgForwardReturns": {
"1": 0.004259065598781175,
"5": 0.03134917946860416,
"10": 0.07440917773091565
}
},
{
"topN": 2,
"ticker": "AGL",
"hitRates": {
"1": 0.47692307692307695,
"5": 0.6190476190476191,
"10": 0.6198347107438017
},
"hitRate1D": 0.47692307692307695,
"comboQuality": 0.9999999912168905,
"eligibleDays": 330,
"fitnessScore": 4.431095773348982,
"lookbackDays": 30,
"returnLift1D": 0.013951711710980553,
"hitRateLift1D": 0.02099602525134442,
"activationRate": 0.3939393939393939,
"activationCount": 130,
"baselineHitRates": {
"1": 0.45592705167173253,
"5": 0.5015384615384615,
"10": 0.465625
},
"sampleConfidence": 0.9933333333333334,
"shadowSharpeLike": 1.4158204804109753,
"avgForwardReturns": {
"1": 0.018210777309761728,
"5": 0.10553952703238427,
"10": 0.2157685808919412
},
"shadowMaxDrawdown": -0.47702444527872845,
"shadowTotalReturn": 3.920360603221467,
"avgForwardReturn1D": 0.018210777309761728,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 130,
"5": 126,
"10": 121
},
"baselineAvgForwardReturns": {
"1": 0.004259065598781175,
"5": 0.03134917946860416,
"10": 0.07440917773091565
}
},
{
"topN": 4,
"ticker": "AGL",
"hitRates": {
"1": 0.47058823529411764,
"5": 0.6136363636363636,
"10": 0.6141732283464567
},
"hitRate1D": 0.47058823529411764,
"comboQuality": 0.9999999849737968,
"eligibleDays": 330,
"fitnessScore": 4.312963458817223,
"lookbackDays": 30,
"returnLift1D": 0.013671879128303041,
"hitRateLift1D": 0.01466118362238511,
"activationRate": 0.4121212121212121,
"activationCount": 136,
"baselineHitRates": {
"1": 0.45592705167173253,
"5": 0.5015384615384615,
"10": 0.465625
},
"sampleConfidence": 0.9936274509803922,
"shadowSharpeLike": 1.4052379462710625,
"avgForwardReturns": {
"1": 0.017930944727084216,
"5": 0.10939732880931735,
"10": 0.23703058760106388
},
"shadowMaxDrawdown": -0.638105639690713,
"shadowTotalReturn": 3.87487796279572,
"avgForwardReturn1D": 0.017930944727084216,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 136,
"5": 132,
"10": 127
},
"baselineAvgForwardReturns": {
"1": 0.004259065598781175,
"5": 0.03134917946860416,
"10": 0.07440917773091565
}
},
{
"topN": 5,
"ticker": "AGL",
"hitRates": {
"1": 0.47058823529411764,
"5": 0.6136363636363636,
"10": 0.6141732283464567
},
"hitRate1D": 0.47058823529411764,
"comboQuality": 0.9999999849737968,
"eligibleDays": 330,
"fitnessScore": 4.312963458817223,
"lookbackDays": 30,
"returnLift1D": 0.013671879128303041,
"hitRateLift1D": 0.01466118362238511,
"activationRate": 0.4121212121212121,
"activationCount": 136,
"baselineHitRates": {
"1": 0.45592705167173253,
"5": 0.5015384615384615,
"10": 0.465625
},
"sampleConfidence": 0.9936274509803922,
"shadowSharpeLike": 1.4052379462710625,
"avgForwardReturns": {
"1": 0.017930944727084216,
"5": 0.10939732880931735,
"10": 0.23703058760106388
},
"shadowMaxDrawdown": -0.638105639690713,
"shadowTotalReturn": 3.87487796279572,
"avgForwardReturn1D": 0.017930944727084216,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 136,
"5": 132,
"10": 127
},
"baselineAvgForwardReturns": {
"1": 0.004259065598781175,
"5": 0.03134917946860416,
"10": 0.07440917773091565
}
},
{
"topN": 2,
"ticker": "AGL",
"hitRates": {
"1": 0.532258064516129,
"5": 0.7586206896551724,
"10": 0.8113207547169812
},
"hitRate1D": 0.532258064516129,
"comboQuality": 0.9999984824676947,
"eligibleDays": 297,
"fitnessScore": 3.2976531718137627,
"lookbackDays": 63,
"returnLift1D": 0.022981980872883327,
"hitRateLift1D": 0.06266346992153443,
"activationRate": 0.21212121212121213,
"activationCount": 63,
"baselineHitRates": {
"1": 0.46959459459459457,
"5": 0.5171232876712328,
"10": 0.5017421602787456
},
"sampleConfidence": 0.9830687830687831,
"shadowSharpeLike": 1.3035901918461434,
"avgForwardReturns": {
"1": 0.029152062799392912,
"5": 0.16854926890332778,
"10": 0.37730777076929783
},
"shadowMaxDrawdown": -0.2277418401789877,
"shadowTotalReturn": 2.616891341342792,
"avgForwardReturn1D": 0.029152062799392912,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-17",
"2026-04-20",
"2026-04-28",
"2026-04-29",
"2026-04-30",
"2026-05-01",
"2026-05-04",
"2026-05-05",
"2026-05-06",
"2026-05-07"
],
"horizonObservationCounts": {
"1": 62,
"5": 58,
"10": 53
},
"baselineAvgForwardReturns": {
"1": 0.006170081926509585,
"5": 0.04144557039339088,
"10": 0.10214886555987066
}
},
{
"topN": 3,
"ticker": "AGL",
"hitRates": {
"1": 0.5074626865671642,
"5": 0.7301587301587301,
"10": 0.7758620689655172
},
"hitRate1D": 0.5074626865671642,
"comboQuality": 0.9999708976869929,
"eligibleDays": 297,
"fitnessScore": 2.6478260358748966,
"lookbackDays": 63,
"returnLift1D": 0.01894033892438579,
"hitRateLift1D": 0.03786809197256963,
"activationRate": 0.22895622895622897,
"activationCount": 68,
"baselineHitRates": {
"1": 0.46959459459459457,
"5": 0.5171232876712328,
"10": 0.5017421602787456
},
"sampleConfidence": 0.9843137254901961,
"shadowSharpeLike": 1.1936251923145995,
"avgForwardReturns": {
"1": 0.025110420850895376,
"5": 0.15600625699408602,
"10": 0.36043822771481293
},
"shadowMaxDrawdown": -0.2910959418905881,
"shadowTotalReturn": 2.1088602504201,
"avgForwardReturn1D": 0.025110420850895376,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-01-13",
"2026-04-16",
"2026-04-17",
"2026-04-20",
"2026-04-21",
"2026-04-23",
"2026-04-27",
"2026-04-28",
"2026-04-29",
"2026-04-30"
],
"horizonObservationCounts": {
"1": 67,
"5": 63,
"10": 58
},
"baselineAvgForwardReturns": {
"1": 0.006170081926509585,
"5": 0.04144557039339088,
"10": 0.10214886555987066
}
},
{
"topN": 4,
"ticker": "AGL",
"hitRates": {
"1": 0.5074626865671642,
"5": 0.7301587301587301,
"10": 0.7758620689655172
},
"hitRate1D": 0.5074626865671642,
"comboQuality": 0.9999708976869929,
"eligibleDays": 297,
"fitnessScore": 2.6478260358748966,
"lookbackDays": 63,
"returnLift1D": 0.01894033892438579,
"hitRateLift1D": 0.03786809197256963,
"activationRate": 0.22895622895622897,
"activationCount": 68,
"baselineHitRates": {
"1": 0.46959459459459457,
"5": 0.5171232876712328,
"10": 0.5017421602787456
},
"sampleConfidence": 0.9843137254901961,
"shadowSharpeLike": 1.1936251923145995,
"avgForwardReturns": {
"1": 0.025110420850895376,
"5": 0.15600625699408602,
"10": 0.36043822771481293
},
"shadowMaxDrawdown": -0.2910959418905881,
"shadowTotalReturn": 2.1088602504201,
"avgForwardReturn1D": 0.025110420850895376,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-01-13",
"2026-04-16",
"2026-04-17",
"2026-04-20",
"2026-04-21",
"2026-04-23",
"2026-04-27",
"2026-04-28",
"2026-04-29",
"2026-04-30"
],
"horizonObservationCounts": {
"1": 67,
"5": 63,
"10": 58
},
"baselineAvgForwardReturns": {
"1": 0.006170081926509585,
"5": 0.04144557039339088,
"10": 0.10214886555987066
}
},
{
"topN": 5,
"ticker": "AGL",
"hitRates": {
"1": 0.5074626865671642,
"5": 0.7301587301587301,
"10": 0.7758620689655172
},
"hitRate1D": 0.5074626865671642,
"comboQuality": 0.9999708976869929,
"eligibleDays": 297,
"fitnessScore": 2.6478260358748966,
"lookbackDays": 63,
"returnLift1D": 0.01894033892438579,
"hitRateLift1D": 0.03786809197256963,
"activationRate": 0.22895622895622897,
"activationCount": 68,
"baselineHitRates": {
"1": 0.46959459459459457,
"5": 0.5171232876712328,
"10": 0.5017421602787456
},
"sampleConfidence": 0.9843137254901961,
"shadowSharpeLike": 1.1936251923145995,
"avgForwardReturns": {
"1": 0.025110420850895376,
"5": 0.15600625699408602,
"10": 0.36043822771481293
},
"shadowMaxDrawdown": -0.2910959418905881,
"shadowTotalReturn": 2.1088602504201,
"avgForwardReturn1D": 0.025110420850895376,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-01-13",
"2026-04-16",
"2026-04-17",
"2026-04-20",
"2026-04-21",
"2026-04-23",
"2026-04-27",
"2026-04-28",
"2026-04-29",
"2026-04-30"
],
"horizonObservationCounts": {
"1": 67,
"5": 63,
"10": 58
},
"baselineAvgForwardReturns": {
"1": 0.006170081926509585,
"5": 0.04144557039339088,
"10": 0.10214886555987066
}
},
{
"topN": 2,
"ticker": "AGL",
"hitRates": {
"1": 0.46153846153846156,
"5": 0.61,
"10": 0.5578947368421052
},
"hitRate1D": 0.46153846153846156,
"comboQuality": 0.999757979649557,
"eligibleDays": 315,
"fitnessScore": 2.1817742724515465,
"lookbackDays": 45,
"returnLift1D": 0.012151279232089309,
"hitRateLift1D": 0.0029397354238118734,
"activationRate": 0.3333333333333333,
"activationCount": 105,
"baselineHitRates": {
"1": 0.4585987261146497,
"5": 0.5032258064516129,
"10": 0.47540983606557374
},
"sampleConfidence": 0.98984126984127,
"shadowSharpeLike": 1.1126010295331614,
"avgForwardReturns": {
"1": 0.01657883585343165,
"5": 0.08290763551054811,
"10": 0.15563621313157758
},
"shadowMaxDrawdown": -0.5053007399455377,
"shadowTotalReturn": 1.877606325253582,
"avgForwardReturn1D": 0.01657883585343165,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 104,
"5": 100,
"10": 95
},
"baselineAvgForwardReturns": {
"1": 0.00442755662134234,
"5": 0.03220695932944971,
"10": 0.08135604106743849
}
},
{
"topN": 3,
"ticker": "AGL",
"hitRates": {
"1": 0.45714285714285713,
"5": 0.6138613861386139,
"10": 0.5625
},
"hitRate1D": 0.45714285714285713,
"comboQuality": 0.9993768191809717,
"eligibleDays": 315,
"fitnessScore": 1.9736111027401104,
"lookbackDays": 45,
"returnLift1D": 0.011430203714424098,
"hitRateLift1D": -0.0014558689717925621,
"activationRate": 0.33650793650793653,
"activationCount": 106,
"baselineHitRates": {
"1": 0.4585987261146497,
"5": 0.5032258064516129,
"10": 0.47540983606557374
},
"sampleConfidence": 0.989937106918239,
"shadowSharpeLike": 1.0732032689222735,
"avgForwardReturns": {
"1": 0.015857760335766437,
"5": 0.08222268459842355,
"10": 0.15426799482621814
},
"shadowMaxDrawdown": -0.5345543322446792,
"shadowTotalReturn": 1.707441683755773,
"avgForwardReturn1D": 0.015857760335766437,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 105,
"5": 101,
"10": 96
},
"baselineAvgForwardReturns": {
"1": 0.00442755662134234,
"5": 0.03220695932944971,
"10": 0.08135604106743849
}
},
{
"topN": 4,
"ticker": "AGL",
"hitRates": {
"1": 0.4528301886792453,
"5": 0.6078431372549019,
"10": 0.5567010309278351
},
"hitRate1D": 0.4528301886792453,
"comboQuality": 0.9978529569607459,
"eligibleDays": 315,
"fitnessScore": 1.7011331598196604,
"lookbackDays": 45,
"returnLift1D": 0.01050014369801531,
"hitRateLift1D": -0.005768537435404397,
"activationRate": 0.3396825396825397,
"activationCount": 107,
"baselineHitRates": {
"1": 0.4585987261146497,
"5": 0.5032258064516129,
"10": 0.47540983606557374
},
"sampleConfidence": 0.9900311526479751,
"shadowSharpeLike": 1.017722518207552,
"avgForwardReturns": {
"1": 0.01492770031935765,
"5": 0.07701975568604841,
"10": 0.14841324280066828
},
"shadowMaxDrawdown": -0.5730600013674252,
"shadowTotalReturn": 1.4834588198769456,
"avgForwardReturn1D": 0.01492770031935765,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 106,
"5": 102,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.00442755662134234,
"5": 0.03220695932944971,
"10": 0.08135604106743849
}
},
{
"topN": 5,
"ticker": "AGL",
"hitRates": {
"1": 0.4528301886792453,
"5": 0.6078431372549019,
"10": 0.5567010309278351
},
"hitRate1D": 0.4528301886792453,
"comboQuality": 0.9978529569607459,
"eligibleDays": 315,
"fitnessScore": 1.7011331598196604,
"lookbackDays": 45,
"returnLift1D": 0.01050014369801531,
"hitRateLift1D": -0.005768537435404397,
"activationRate": 0.3396825396825397,
"activationCount": 107,
"baselineHitRates": {
"1": 0.4585987261146497,
"5": 0.5032258064516129,
"10": 0.47540983606557374
},
"sampleConfidence": 0.9900311526479751,
"shadowSharpeLike": 1.017722518207552,
"avgForwardReturns": {
"1": 0.01492770031935765,
"5": 0.07701975568604841,
"10": 0.14841324280066828
},
"shadowMaxDrawdown": -0.5730600013674252,
"shadowTotalReturn": 1.4834588198769456,
"avgForwardReturn1D": 0.01492770031935765,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 106,
"5": 102,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.00442755662134234,
"5": 0.03220695932944971,
"10": 0.08135604106743849
}
},
{
"topN": 4,
"ticker": "AGL",
"hitRates": {
"1": 0.45454545454545453,
"5": 0.5333333333333333,
"10": 0.5684931506849316
},
"hitRate1D": 0.45454545454545453,
"comboQuality": 0.9940080113389316,
"eligibleDays": 339,
"fitnessScore": 1.4744908207396896,
"lookbackDays": 21,
"returnLift1D": 0.006374866202079442,
"hitRateLift1D": -0.001075847229693394,
"activationRate": 0.45427728613569324,
"activationCount": 154,
"baselineHitRates": {
"1": 0.4556213017751479,
"5": 0.49700598802395207,
"10": 0.46504559270516715
},
"sampleConfidence": 0.9948051948051949,
"shadowSharpeLike": 0.9536405004343994,
"avgForwardReturns": {
"1": 0.010554111074082077,
"5": 0.054700978888419356,
"10": 0.13458294690899167
},
"shadowMaxDrawdown": -0.6904531851473257,
"shadowTotalReturn": 1.3228960020732128,
"avgForwardReturn1D": 0.010554111074082077,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 154,
"5": 150,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.004179244872002635,
"5": 0.02975444030603902,
"10": 0.07392493867918974
}
},
{
"topN": 5,
"ticker": "AGL",
"hitRates": {
"1": 0.45161290322580644,
"5": 0.5364238410596026,
"10": 0.564625850340136
},
"hitRate1D": 0.45161290322580644,
"comboQuality": 0.9935024098183834,
"eligibleDays": 339,
"fitnessScore": 1.4565571265547312,
"lookbackDays": 21,
"returnLift1D": 0.006278846102704688,
"hitRateLift1D": -0.004008398549341485,
"activationRate": 0.45722713864306785,
"activationCount": 155,
"baselineHitRates": {
"1": 0.4556213017751479,
"5": 0.49700598802395207,
"10": 0.46504559270516715
},
"sampleConfidence": 0.9948387096774194,
"shadowSharpeLike": 0.9504778304380469,
"avgForwardReturns": {
"1": 0.010458090974707323,
"5": 0.054396058555767623,
"10": 0.133490722603665
},
"shadowMaxDrawdown": -0.6921020140622505,
"shadowTotalReturn": 1.310522887859762,
"avgForwardReturn1D": 0.010458090974707323,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 147
},
"baselineAvgForwardReturns": {
"1": 0.004179244872002635,
"5": 0.02975444030603902,
"10": 0.07392493867918974
}
},
{
"topN": 3,
"ticker": "AGL",
"hitRates": {
"1": 0.4473684210526316,
"5": 0.5405405405405406,
"10": 0.5763888888888888
},
"hitRate1D": 0.4473684210526316,
"comboQuality": 0.9919189165907504,
"eligibleDays": 339,
"fitnessScore": 1.4082253919135677,
"lookbackDays": 21,
"returnLift1D": 0.006375985542883751,
"hitRateLift1D": -0.008252880722516343,
"activationRate": 0.44837758112094395,
"activationCount": 152,
"baselineHitRates": {
"1": 0.4556213017751479,
"5": 0.49700598802395207,
"10": 0.46504559270516715
},
"sampleConfidence": 0.9947368421052633,
"shadowSharpeLike": 0.941291319760846,
"avgForwardReturns": {
"1": 0.010555230414886386,
"5": 0.05592185650446353,
"10": 0.13773331550491472
},
"shadowMaxDrawdown": -0.6968296049484459,
"shadowTotalReturn": 1.275046179839984,
"avgForwardReturn1D": 0.010555230414886386,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 152,
"5": 148,
"10": 144
},
"baselineAvgForwardReturns": {
"1": 0.004179244872002635,
"5": 0.02975444030603902,
"10": 0.07392493867918974
}
},
{
"topN": 2,
"ticker": "AGL",
"hitRates": {
"1": 0.436241610738255,
"5": 0.5448275862068965,
"10": 0.574468085106383
},
"hitRate1D": 0.436241610738255,
"comboQuality": 0.9714405557586306,
"eligibleDays": 339,
"fitnessScore": 1.1258943281973186,
"lookbackDays": 21,
"returnLift1D": 0.005881677690979569,
"hitRateLift1D": -0.01937969103689291,
"activationRate": 0.43952802359882004,
"activationCount": 149,
"baselineHitRates": {
"1": 0.4556213017751479,
"5": 0.49700598802395207,
"10": 0.46504559270516715
},
"sampleConfidence": 0.9946308724832216,
"shadowSharpeLike": 0.8785864331823574,
"avgForwardReturns": {
"1": 0.010060922562982204,
"5": 0.058340020625616607,
"10": 0.14194951117952334
},
"shadowMaxDrawdown": -0.7271324516223617,
"shadowTotalReturn": 1.04764806746148,
"avgForwardReturn1D": 0.010060922562982204,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 149,
"5": 145,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.004179244872002635,
"5": 0.02975444030603902,
"10": 0.07392493867918974
}
},
{
"topN": 5,
"ticker": "AGL",
"hitRates": {
"1": 0.49375,
"5": 0.5128205128205128,
"10": 0.5328947368421053
},
"hitRate1D": 0.49375,
"comboQuality": 0.905828235891658,
"eligibleDays": 352,
"fitnessScore": 0.8480204482843972,
"lookbackDays": 14,
"returnLift1D": 0.0011376650392103567,
"hitRateLift1D": 0.02803571428571433,
"activationRate": 0.45454545454545453,
"activationCount": 160,
"baselineHitRates": {
"1": 0.4657142857142857,
"5": 0.5115606936416185,
"10": 0.4766081871345029
},
"sampleConfidence": 0.9950000000000001,
"shadowSharpeLike": 0.8725260553315815,
"avgForwardReturns": {
"1": 0.005862607080424525,
"5": 0.03006903807250042,
"10": 0.08254467115359969
},
"shadowMaxDrawdown": -0.505894171859189,
"shadowTotalReturn": 0.6871253633734835,
"avgForwardReturn1D": 0.005862607080424525,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20"
],
"horizonObservationCounts": {
"1": 160,
"5": 156,
"10": 152
},
"baselineAvgForwardReturns": {
"1": 0.004724942041214169,
"5": 0.031262214770689405,
"10": 0.07458360772732665
}
},
{
"topN": 4,
"ticker": "AGL",
"hitRates": {
"1": 0.4838709677419355,
"5": 0.5165562913907285,
"10": 0.5436241610738255
},
"hitRate1D": 0.4838709677419355,
"comboQuality": 0.7370422430007232,
"eligibleDays": 352,
"fitnessScore": 0.5767433978807163,
"lookbackDays": 14,
"returnLift1D": 0.0004230731620497455,
"hitRateLift1D": 0.018156682027649806,
"activationRate": 0.4403409090909091,
"activationCount": 155,
"baselineHitRates": {
"1": 0.4657142857142857,
"5": 0.5115606936416185,
"10": 0.4766081871345029
},
"sampleConfidence": 0.9956989247311828,
"shadowSharpeLike": 0.7415963690755355,
"avgForwardReturns": {
"1": 0.005148015203263914,
"5": 0.032236832640539864,
"10": 0.08561181602728586
},
"shadowMaxDrawdown": -0.5150202259388436,
"shadowTotalReturn": 0.46966871767021345,
"avgForwardReturn1D": 0.005148015203263914,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.004724942041214169,
"5": 0.031262214770689405,
"10": 0.07458360772732665
}
},
{
"topN": 3,
"ticker": "AGL",
"hitRates": {
"1": 0.48,
"5": 0.5068493150684932,
"10": 0.5347222222222222
},
"hitRate1D": 0.48,
"comboQuality": 0.6513892591379403,
"eligibleDays": 352,
"fitnessScore": 0.48753332115232306,
"lookbackDays": 14,
"returnLift1D": 0.00025921697318425675,
"hitRateLift1D": 0.01428571428571429,
"activationRate": 0.42613636363636365,
"activationCount": 150,
"baselineHitRates": {
"1": 0.4657142857142857,
"5": 0.5115606936416185,
"10": 0.4766081871345029
},
"sampleConfidence": 0.9955555555555556,
"shadowSharpeLike": 0.6989067115190473,
"avgForwardReturns": {
"1": 0.004984159014398425,
"5": 0.031871701957721314,
"10": 0.08671583984455168
},
"shadowMaxDrawdown": -0.5252346381231934,
"shadowTotalReturn": 0.4056309044473976,
"avgForwardReturn1D": 0.004984159014398425,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 150,
"5": 146,
"10": 144
},
"baselineAvgForwardReturns": {
"1": 0.004724942041214169,
"5": 0.031262214770689405,
"10": 0.07458360772732665
}
},
{
"topN": 2,
"ticker": "AGL",
"hitRates": {
"1": 0.46206896551724136,
"5": 0.49645390070921985,
"10": 0.5251798561151079
},
"hitRate1D": 0.46206896551724136,
"comboQuality": 0.1002294877199711,
"eligibleDays": 352,
"fitnessScore": -0.13282900830459057,
"lookbackDays": 14,
"returnLift1D": -0.0025256585388765606,
"hitRateLift1D": -0.0036453201970443327,
"activationRate": 0.4119318181818182,
"activationCount": 145,
"baselineHitRates": {
"1": 0.4657142857142857,
"5": 0.5115606936416185,
"10": 0.4766081871345029
},
"sampleConfidence": 0.9954022988505747,
"shadowSharpeLike": 0.29947568708939704,
"avgForwardReturns": {
"1": 0.002199283502337608,
"5": 0.02629944292950358,
"10": 0.08171616060649534
},
"shadowMaxDrawdown": -0.5985223538385434,
"shadowTotalReturn": -0.05983893145751096,
"avgForwardReturn1D": 0.002199283502337608,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 145,
"5": 141,
"10": 139
},
"baselineAvgForwardReturns": {
"1": 0.004724942041214169,
"5": 0.031262214770689405,
"10": 0.07458360772732665
}
}
],
"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": 0.905828235891658,
"fitnessScore": 0.8480204482843972,
"lookbackDays": 14,
"returnLift1D": 0.0011376650392103567,
"activationRate": 0.45454545454545453,
"activationCount": 160,
"sampleConfidence": 0.9950000000000001,
"shadowTotalReturn": 0.6871253633734835,
"avgForwardReturn1D": 0.005862607080424525
},
{
"bestTopN": 4,
"comboQuality": 0.9940080113389316,
"fitnessScore": 1.4744908207396896,
"lookbackDays": 21,
"returnLift1D": 0.006374866202079442,
"activationRate": 0.45427728613569324,
"activationCount": 154,
"sampleConfidence": 0.9948051948051949,
"shadowTotalReturn": 1.3228960020732128,
"avgForwardReturn1D": 0.010554111074082077
},
{
"bestTopN": 3,
"comboQuality": 0.9999999999936973,
"fitnessScore": 6.023807027487612,
"lookbackDays": 30,
"returnLift1D": 0.016101353193448825,
"activationRate": 0.396969696969697,
"activationCount": 131,
"sampleConfidence": 0.9933842239185751,
"shadowTotalReturn": 5.395783421759216,
"avgForwardReturn1D": 0.02036041879223
},
{
"bestTopN": 2,
"comboQuality": 0.999757979649557,
"fitnessScore": 2.1817742724515465,
"lookbackDays": 45,
"returnLift1D": 0.012151279232089309,
"activationRate": 0.3333333333333333,
"activationCount": 105,
"sampleConfidence": 0.98984126984127,
"shadowTotalReturn": 1.877606325253582,
"avgForwardReturn1D": 0.01657883585343165
},
{
"bestTopN": 2,
"comboQuality": 0.9999984824676947,
"fitnessScore": 3.2976531718137627,
"lookbackDays": 63,
"returnLift1D": 0.022981980872883327,
"activationRate": 0.21212121212121213,
"activationCount": 63,
"sampleConfidence": 0.9830687830687831,
"shadowTotalReturn": 2.616891341342792,
"avgForwardReturn1D": 0.029152062799392912
}
],
"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": "bb697822a1ca3baea81b1fc2eaf31be2f05651022407fc7c43f7967a43512049",
"size": 13,
"members": [
"AGL",
"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",
"AGL"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "AGL",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 3,
"ticker": "AGL",
"hitRates": {
"1": 0.4967741935483871,
"5": 0.609271523178808,
"10": 0.6095890410958904
},
"hitRate1D": 0.4967741935483871,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999999999997473,
"eligibleDays": 359,
"fitnessScore": 6.731419602517903,
"lookbackDays": 30,
"returnLift1D": 0.013349691047390878,
"hitRateLift1D": 0.031593135052565335,
"portfolioSize": 3,
"activationRate": 0.43175487465181056,
"activationCount": 155,
"baselineHitRates": {
"1": 0.46518105849582175,
"5": 0.5126760563380282,
"10": 0.48
},
"sampleConfidence": 0.9944086021505377,
"shadowSharpeLike": 1.5538869790906122,
"avgForwardReturns": {
"1": 0.0179939513699986,
"5": 0.09348140231213291,
"10": 0.20163652953048944
},
"shadowMaxDrawdown": -0.47702444527872856,
"shadowTotalReturn": 6.073837700765083,
"avgForwardReturn1D": 0.0179939513699986,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-11"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.004644260322607721,
"5": 0.031472471739589565,
"10": 0.07745479565415318
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999999999997473,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9994956574886688,
"bestRawFitnessScore": 6.731419602517903,
"upperQuartileComboQuality": 0.9998958649244953
},
"algorithmFit": {
"label": "strong",
"score": 0.9884306541136251,
"rawScore": 0.9996927843094403,
"confidence": 0.9774688176756328,
"bestProfile": {
"lookbackDays": 30,
"portfolioSize": 3
},
"profileBreadth": 0.7995801686981154,
"recommendedRegion": {
"lookbackDays": [
21,
30,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.999602775414435,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "AGL",
"hitRates": {
"1": 0.4967741935483871,
"5": 0.609271523178808,
"10": 0.6095890410958904
},
"hitRate1D": 0.4967741935483871,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999999999997473,
"eligibleDays": 359,
"fitnessScore": 6.731419602517903,
"lookbackDays": 30,
"returnLift1D": 0.013349691047390878,
"hitRateLift1D": 0.031593135052565335,
"portfolioSize": 3,
"activationRate": 0.43175487465181056,
"activationCount": 155,
"baselineHitRates": {
"1": 0.46518105849582175,
"5": 0.5126760563380282,
"10": 0.48
},
"sampleConfidence": 0.9944086021505377,
"shadowSharpeLike": 1.5538869790906122,
"avgForwardReturns": {
"1": 0.0179939513699986,
"5": 0.09348140231213291,
"10": 0.20163652953048944
},
"shadowMaxDrawdown": -0.47702444527872856,
"shadowTotalReturn": 6.073837700765083,
"avgForwardReturn1D": 0.0179939513699986,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-11"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.004644260322607721,
"5": 0.031472471739589565,
"10": 0.07745479565415318
}
},
{
"topN": 2,
"ticker": "AGL",
"hitRates": {
"1": 0.4935064935064935,
"5": 0.6066666666666667,
"10": 0.6068965517241379
},
"hitRate1D": 0.4935064935064935,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.999999999279094,
"eligibleDays": 359,
"fitnessScore": 4.981112728588756,
"lookbackDays": 30,
"returnLift1D": 0.01151969195555253,
"hitRateLift1D": 0.02832543501067175,
"portfolioSize": 2,
"activationRate": 0.42896935933147634,
"activationCount": 154,
"baselineHitRates": {
"1": 0.46518105849582175,
"5": 0.5126760563380282,
"10": 0.48
},
"sampleConfidence": 0.9943722943722945,
"shadowSharpeLike": 1.4136458719677403,
"avgForwardReturns": {
"1": 0.01616395227816025,
"5": 0.08896494632065581,
"10": 0.1906274602758157
},
"shadowMaxDrawdown": -0.47702444527872856,
"shadowTotalReturn": 4.441996709584269,
"avgForwardReturn1D": 0.01616395227816025,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-11"
],
"horizonObservationCounts": {
"1": 154,
"5": 150,
"10": 145
},
"baselineAvgForwardReturns": {
"1": 0.004644260322607721,
"5": 0.031472471739589565,
"10": 0.07745479565415318
}
},
{
"topN": 4,
"ticker": "AGL",
"hitRates": {
"1": 0.484472049689441,
"5": 0.6050955414012739,
"10": 0.6052631578947368
},
"hitRate1D": 0.484472049689441,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999999958495027,
"eligibleDays": 359,
"fitnessScore": 4.596008285631854,
"lookbackDays": 30,
"returnLift1D": 0.010980486811425282,
"hitRateLift1D": 0.019290991193619267,
"portfolioSize": 4,
"activationRate": 0.44846796657381616,
"activationCount": 161,
"baselineHitRates": {
"1": 0.46518105849582175,
"5": 0.5126760563380282,
"10": 0.48
},
"sampleConfidence": 0.994616977225673,
"shadowSharpeLike": 1.3766297029482482,
"avgForwardReturns": {
"1": 0.015624747134033003,
"5": 0.09307139455317098,
"10": 0.21009174342421327
},
"shadowMaxDrawdown": -0.6381056396907132,
"shadowTotalReturn": 4.149757283414622,
"avgForwardReturn1D": 0.015624747134033003,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 161,
"5": 157,
"10": 152
},
"baselineAvgForwardReturns": {
"1": 0.004644260322607721,
"5": 0.031472471739589565,
"10": 0.07745479565415318
}
},
{
"topN": 5,
"ticker": "AGL",
"hitRates": {
"1": 0.484472049689441,
"5": 0.6050955414012739,
"10": 0.6052631578947368
},
"hitRate1D": 0.484472049689441,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999999958495027,
"eligibleDays": 359,
"fitnessScore": 4.596008285631854,
"lookbackDays": 30,
"returnLift1D": 0.010980486811425282,
"hitRateLift1D": 0.019290991193619267,
"portfolioSize": 5,
"activationRate": 0.44846796657381616,
"activationCount": 161,
"baselineHitRates": {
"1": 0.46518105849582175,
"5": 0.5126760563380282,
"10": 0.48
},
"sampleConfidence": 0.994616977225673,
"shadowSharpeLike": 1.3766297029482482,
"avgForwardReturns": {
"1": 0.015624747134033003,
"5": 0.09307139455317098,
"10": 0.21009174342421327
},
"shadowMaxDrawdown": -0.6381056396907132,
"shadowTotalReturn": 4.149757283414622,
"avgForwardReturn1D": 0.015624747134033003,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 161,
"5": 157,
"10": 152
},
"baselineAvgForwardReturns": {
"1": 0.004644260322607721,
"5": 0.031472471739589565,
"10": 0.07745479565415318
}
},
{
"topN": 2,
"ticker": "AGL",
"hitRates": {
"1": 0.47761194029850745,
"5": 0.5923076923076923,
"10": 0.536
},
"hitRate1D": 0.47761194029850745,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9999554834736559,
"eligibleDays": 344,
"fitnessScore": 2.5543132191734856,
"lookbackDays": 45,
"returnLift1D": 0.009816485225648946,
"hitRateLift1D": 0.012495661228740018,
"portfolioSize": 2,
"activationRate": 0.38953488372093026,
"activationCount": 134,
"baselineHitRates": {
"1": 0.46511627906976744,
"5": 0.5058823529411764,
"10": 0.4746268656716418
},
"sampleConfidence": 0.9935323383084578,
"shadowSharpeLike": 1.1463693372365706,
"avgForwardReturns": {
"1": 0.014490117942703997,
"5": 0.06823133988981815,
"10": 0.12120794679914938
},
"shadowMaxDrawdown": -0.6115565669290663,
"shadowTotalReturn": 2.2566192022494564,
"avgForwardReturn1D": 0.014490117942703997,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 134,
"5": 130,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.004673632717055051,
"5": 0.03106902360809108,
"10": 0.07516162874018668
}
},
{
"topN": 3,
"ticker": "AGL",
"hitRates": {
"1": 0.4740740740740741,
"5": 0.5954198473282443,
"10": 0.5396825396825397
},
"hitRate1D": 0.4740740740740741,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9998759920747751,
"eligibleDays": 344,
"fitnessScore": 2.3289090344500902,
"lookbackDays": 45,
"returnLift1D": 0.009271120696433243,
"hitRateLift1D": 0.008957795004306657,
"portfolioSize": 3,
"activationRate": 0.39244186046511625,
"activationCount": 135,
"baselineHitRates": {
"1": 0.46511627906976744,
"5": 0.5058823529411764,
"10": 0.4746268656716418
},
"sampleConfidence": 0.9935802469135803,
"shadowSharpeLike": 1.1102897294492362,
"avgForwardReturns": {
"1": 0.013944753413488295,
"5": 0.06781528075620095,
"10": 0.12043873496595829
},
"shadowMaxDrawdown": -0.6345268172202936,
"shadowTotalReturn": 2.0640419778451347,
"avgForwardReturn1D": 0.013944753413488295,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 135,
"5": 131,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.004673632717055051,
"5": 0.03106902360809108,
"10": 0.07516162874018668
}
},
{
"topN": 2,
"ticker": "AGL",
"hitRates": {
"1": 0.5,
"5": 0.6585365853658537,
"10": 0.5844155844155844
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9998588100555014,
"eligibleDays": 326,
"fitnessScore": 2.300357915027948,
"lookbackDays": 63,
"returnLift1D": 0.015472328476522166,
"hitRateLift1D": 0.039877300613496924,
"portfolioSize": 2,
"activationRate": 0.26380368098159507,
"activationCount": 86,
"baselineHitRates": {
"1": 0.4601226993865031,
"5": 0.5,
"10": 0.4605678233438486
},
"sampleConfidence": 0.9899224806201551,
"shadowSharpeLike": 1.1033199954877588,
"avgForwardReturns": {
"1": 0.020007970501505153,
"5": 0.1000644976635637,
"10": 0.1911746365594615
},
"shadowMaxDrawdown": -0.482255369300161,
"shadowTotalReturn": 1.9087392530734002,
"avgForwardReturn1D": 0.020007970501505153,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 86,
"5": 82,
"10": 77
},
"baselineAvgForwardReturns": {
"1": 0.004535642024982988,
"5": 0.029877348804193682,
"10": 0.07198189852565999
}
},
{
"topN": 4,
"ticker": "AGL",
"hitRates": {
"1": 0.47058823529411764,
"5": 0.5909090909090909,
"10": 0.5354330708661418
},
"hitRate1D": 0.47058823529411764,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9995246630032593,
"eligibleDays": 344,
"fitnessScore": 2.0332224395039997,
"lookbackDays": 45,
"returnLift1D": 0.00856028720513138,
"hitRateLift1D": 0.005471956224350205,
"portfolioSize": 4,
"activationRate": 0.3953488372093023,
"activationCount": 136,
"baselineHitRates": {
"1": 0.46511627906976744,
"5": 0.5058823529411764,
"10": 0.4746268656716418
},
"sampleConfidence": 0.9936274509803922,
"shadowSharpeLike": 1.0594520385907686,
"avgForwardReturns": {
"1": 0.013233919922186432,
"5": 0.06390398268635217,
"10": 0.11623336735479232
},
"shadowMaxDrawdown": -0.664761902482168,
"shadowTotalReturn": 1.8105580703761905,
"avgForwardReturn1D": 0.013233919922186432,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 136,
"5": 132,
"10": 127
},
"baselineAvgForwardReturns": {
"1": 0.004673632717055051,
"5": 0.03106902360809108,
"10": 0.07516162874018668
}
},
{
"topN": 5,
"ticker": "AGL",
"hitRates": {
"1": 0.47058823529411764,
"5": 0.5909090909090909,
"10": 0.5354330708661418
},
"hitRate1D": 0.47058823529411764,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9995246630032593,
"eligibleDays": 344,
"fitnessScore": 2.0332224395039997,
"lookbackDays": 45,
"returnLift1D": 0.00856028720513138,
"hitRateLift1D": 0.005471956224350205,
"portfolioSize": 5,
"activationRate": 0.3953488372093023,
"activationCount": 136,
"baselineHitRates": {
"1": 0.46511627906976744,
"5": 0.5058823529411764,
"10": 0.4746268656716418
},
"sampleConfidence": 0.9936274509803922,
"shadowSharpeLike": 1.0594520385907686,
"avgForwardReturns": {
"1": 0.013233919922186432,
"5": 0.06390398268635217,
"10": 0.11623336735479232
},
"shadowMaxDrawdown": -0.664761902482168,
"shadowTotalReturn": 1.8105580703761905,
"avgForwardReturn1D": 0.013233919922186432,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 136,
"5": 132,
"10": 127
},
"baselineAvgForwardReturns": {
"1": 0.004673632717055051,
"5": 0.03106902360809108,
"10": 0.07516162874018668
}
},
{
"topN": 4,
"ticker": "AGL",
"hitRates": {
"1": 0.48295454545454547,
"5": 0.5697674418604651,
"10": 0.5892857142857143
},
"hitRate1D": 0.48295454545454547,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9994956574886688,
"eligibleDays": 368,
"fitnessScore": 2.020185102299374,
"lookbackDays": 21,
"returnLift1D": 0.005807022256718239,
"hitRateLift1D": 0.015563241106719361,
"portfolioSize": 4,
"activationRate": 0.4782608695652174,
"activationCount": 176,
"baselineHitRates": {
"1": 0.4673913043478261,
"5": 0.5192307692307693,
"10": 0.48467966573816157
},
"sampleConfidence": 0.9954545454545455,
"shadowSharpeLike": 1.022216766859507,
"avgForwardReturns": {
"1": 0.010374625672656308,
"5": 0.054306259949408804,
"10": 0.12622644574881714
},
"shadowMaxDrawdown": -0.6904531851473258,
"shadowTotalReturn": 1.7975880619146487,
"avgForwardReturn1D": 0.010374625672656308,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 176,
"5": 172,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.004567603415938069,
"5": 0.031177946840615284,
"10": 0.07595599366462509
}
},
{
"topN": 5,
"ticker": "AGL",
"hitRates": {
"1": 0.48295454545454547,
"5": 0.5697674418604651,
"10": 0.5892857142857143
},
"hitRate1D": 0.48295454545454547,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9994956574886688,
"eligibleDays": 368,
"fitnessScore": 2.020185102299374,
"lookbackDays": 21,
"returnLift1D": 0.005807022256718239,
"hitRateLift1D": 0.015563241106719361,
"portfolioSize": 5,
"activationRate": 0.4782608695652174,
"activationCount": 176,
"baselineHitRates": {
"1": 0.4673913043478261,
"5": 0.5192307692307693,
"10": 0.48467966573816157
},
"sampleConfidence": 0.9954545454545455,
"shadowSharpeLike": 1.022216766859507,
"avgForwardReturns": {
"1": 0.010374625672656308,
"5": 0.054306259949408804,
"10": 0.12622644574881714
},
"shadowMaxDrawdown": -0.6904531851473258,
"shadowTotalReturn": 1.7975880619146487,
"avgForwardReturn1D": 0.010374625672656308,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 176,
"5": 172,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.004567603415938069,
"5": 0.031177946840615284,
"10": 0.07595599366462509
}
},
{
"topN": 3,
"ticker": "AGL",
"hitRates": {
"1": 0.4797687861271676,
"5": 0.5739644970414202,
"10": 0.593939393939394
},
"hitRate1D": 0.4797687861271676,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9993293310370762,
"eligibleDays": 368,
"fitnessScore": 1.9574440794750636,
"lookbackDays": 21,
"returnLift1D": 0.005882228345903913,
"hitRateLift1D": 0.012377481779341504,
"portfolioSize": 3,
"activationRate": 0.4701086956521739,
"activationCount": 173,
"baselineHitRates": {
"1": 0.4673913043478261,
"5": 0.5192307692307693,
"10": 0.48467966573816157
},
"sampleConfidence": 0.9953757225433527,
"shadowSharpeLike": 1.012030902854761,
"avgForwardReturns": {
"1": 0.010449831761841982,
"5": 0.05502349284268361,
"10": 0.12816722555569016
},
"shadowMaxDrawdown": -0.6968296049484458,
"shadowTotalReturn": 1.7477179462638275,
"avgForwardReturn1D": 0.010449831761841982,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 173,
"5": 169,
"10": 165
},
"baselineAvgForwardReturns": {
"1": 0.004567603415938069,
"5": 0.031177946840615284,
"10": 0.07595599366462509
}
},
{
"topN": 3,
"ticker": "AGL",
"hitRates": {
"1": 0.4835164835164835,
"5": 0.6436781609195402,
"10": 0.573170731707317
},
"hitRate1D": 0.4835164835164835,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9985159504030274,
"eligibleDays": 326,
"fitnessScore": 1.782529023588432,
"lookbackDays": 63,
"returnLift1D": 0.012999036728611215,
"hitRateLift1D": 0.023393784129980444,
"portfolioSize": 3,
"activationRate": 0.2791411042944785,
"activationCount": 91,
"baselineHitRates": {
"1": 0.4601226993865031,
"5": 0.5,
"10": 0.4605678233438486
},
"sampleConfidence": 0.9904761904761905,
"shadowSharpeLike": 1.008385819582433,
"avgForwardReturns": {
"1": 0.017534678753594202,
"5": 0.09491753336375439,
"10": 0.1905921020946939
},
"shadowMaxDrawdown": -0.5551800773842341,
"shadowTotalReturn": 1.5001757004287906,
"avgForwardReturn1D": 0.017534678753594202,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 91,
"5": 87,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.004535642024982988,
"5": 0.029877348804193682,
"10": 0.07198189852565999
}
},
{
"topN": 4,
"ticker": "AGL",
"hitRates": {
"1": 0.4835164835164835,
"5": 0.6436781609195402,
"10": 0.573170731707317
},
"hitRate1D": 0.4835164835164835,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9985159504030274,
"eligibleDays": 326,
"fitnessScore": 1.782529023588432,
"lookbackDays": 63,
"returnLift1D": 0.012999036728611215,
"hitRateLift1D": 0.023393784129980444,
"portfolioSize": 4,
"activationRate": 0.2791411042944785,
"activationCount": 91,
"baselineHitRates": {
"1": 0.4601226993865031,
"5": 0.5,
"10": 0.4605678233438486
},
"sampleConfidence": 0.9904761904761905,
"shadowSharpeLike": 1.008385819582433,
"avgForwardReturns": {
"1": 0.017534678753594202,
"5": 0.09491753336375439,
"10": 0.1905921020946939
},
"shadowMaxDrawdown": -0.5551800773842341,
"shadowTotalReturn": 1.5001757004287906,
"avgForwardReturn1D": 0.017534678753594202,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 91,
"5": 87,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.004535642024982988,
"5": 0.029877348804193682,
"10": 0.07198189852565999
}
},
{
"topN": 5,
"ticker": "AGL",
"hitRates": {
"1": 0.4835164835164835,
"5": 0.6436781609195402,
"10": 0.573170731707317
},
"hitRate1D": 0.4835164835164835,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9985159504030274,
"eligibleDays": 326,
"fitnessScore": 1.782529023588432,
"lookbackDays": 63,
"returnLift1D": 0.012999036728611215,
"hitRateLift1D": 0.023393784129980444,
"portfolioSize": 5,
"activationRate": 0.2791411042944785,
"activationCount": 91,
"baselineHitRates": {
"1": 0.4601226993865031,
"5": 0.5,
"10": 0.4605678233438486
},
"sampleConfidence": 0.9904761904761905,
"shadowSharpeLike": 1.008385819582433,
"avgForwardReturns": {
"1": 0.017534678753594202,
"5": 0.09491753336375439,
"10": 0.1905921020946939
},
"shadowMaxDrawdown": -0.5551800773842341,
"shadowTotalReturn": 1.5001757004287906,
"avgForwardReturn1D": 0.017534678753594202,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 91,
"5": 87,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.004535642024982988,
"5": 0.029877348804193682,
"10": 0.07198189852565999
}
},
{
"topN": 2,
"ticker": "AGL",
"hitRates": {
"1": 0.46745562130177515,
"5": 0.5818181818181818,
"10": 0.5962732919254659
},
"hitRate1D": 0.46745562130177515,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9964064580452319,
"eligibleDays": 368,
"fitnessScore": 1.5875037249750024,
"lookbackDays": 21,
"returnLift1D": 0.005423507420626332,
"hitRateLift1D": 0.00006431695394903958,
"portfolioSize": 2,
"activationRate": 0.4592391304347826,
"activationCount": 169,
"baselineHitRates": {
"1": 0.4673913043478261,
"5": 0.5192307692307693,
"10": 0.48467966573816157
},
"sampleConfidence": 0.9952662721893492,
"shadowSharpeLike": 0.9443779575758339,
"avgForwardReturns": {
"1": 0.0099911108365644,
"5": 0.05782219422957029,
"10": 0.1325296846064502
},
"shadowMaxDrawdown": -0.7271324516223616,
"shadowTotalReturn": 1.4389162937214097,
"avgForwardReturn1D": 0.0099911108365644,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 169,
"5": 165,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.004567603415938069,
"5": 0.031177946840615284,
"10": 0.07595599366462509
}
},
{
"topN": 3,
"ticker": "AGL",
"hitRates": {
"1": 0.47023809523809523,
"5": 0.4878048780487805,
"10": 0.5370370370370371
},
"hitRate1D": 0.47023809523809523,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.33201423124816526,
"eligibleDays": 375,
"fitnessScore": 0.1962004121145692,
"lookbackDays": 14,
"returnLift1D": -0.0008686348716943466,
"hitRateLift1D": 0.0035714285714285587,
"portfolioSize": 3,
"activationRate": 0.448,
"activationCount": 168,
"baselineHitRates": {
"1": 0.4666666666666667,
"5": 0.5121293800539084,
"10": 0.4808743169398907
},
"sampleConfidence": 0.996031746031746,
"shadowSharpeLike": 0.5046831621891336,
"avgForwardReturns": {
"1": 0.003405609465631653,
"5": 0.026307617188015896,
"10": 0.08036428997195016
},
"shadowMaxDrawdown": -0.525234638123193,
"shadowTotalReturn": 0.16215056389465565,
"avgForwardReturn1D": 0.003405609465631653,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 168,
"5": 164,
"10": 162
},
"baselineAvgForwardReturns": {
"1": 0.0042742443373259996,
"5": 0.03010618949602649,
"10": 0.07393815708625422
}
},
{
"topN": 4,
"ticker": "AGL",
"hitRates": {
"1": 0.47126436781609193,
"5": 0.5,
"10": 0.5476190476190477
},
"hitRate1D": 0.47126436781609193,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.30765861191581123,
"eligibleDays": 375,
"fitnessScore": 0.17156055112451585,
"lookbackDays": 14,
"returnLift1D": -0.0010914617042550212,
"hitRateLift1D": 0.0045977011494252595,
"portfolioSize": 4,
"activationRate": 0.464,
"activationCount": 174,
"baselineHitRates": {
"1": 0.4666666666666667,
"5": 0.5121293800539084,
"10": 0.4808743169398907
},
"sampleConfidence": 0.996168582375479,
"shadowSharpeLike": 0.48244098424097603,
"avgForwardReturns": {
"1": 0.0031827826330709783,
"5": 0.02678787160487347,
"10": 0.0798573364442224
},
"shadowMaxDrawdown": -0.518943354300752,
"shadowTotalReturn": 0.1316713921688677,
"avgForwardReturn1D": 0.0031827826330709783,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 174,
"5": 170,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.0042742443373259996,
"5": 0.03010618949602649,
"10": 0.07393815708625422
}
},
{
"topN": 5,
"ticker": "AGL",
"hitRates": {
"1": 0.47126436781609193,
"5": 0.5,
"10": 0.5476190476190477
},
"hitRate1D": 0.47126436781609193,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.30765861191581123,
"eligibleDays": 375,
"fitnessScore": 0.17156055112451585,
"lookbackDays": 14,
"returnLift1D": -0.0010914617042550212,
"hitRateLift1D": 0.0045977011494252595,
"portfolioSize": 5,
"activationRate": 0.464,
"activationCount": 174,
"baselineHitRates": {
"1": 0.4666666666666667,
"5": 0.5121293800539084,
"10": 0.4808743169398907
},
"sampleConfidence": 0.996168582375479,
"shadowSharpeLike": 0.48244098424097603,
"avgForwardReturns": {
"1": 0.0031827826330709783,
"5": 0.02678787160487347,
"10": 0.0798573364442224
},
"shadowMaxDrawdown": -0.518943354300752,
"shadowTotalReturn": 0.1316713921688677,
"avgForwardReturn1D": 0.0031827826330709783,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 174,
"5": 170,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.0042742443373259996,
"5": 0.03010618949602649,
"10": 0.07393815708625422
}
},
{
"topN": 2,
"ticker": "AGL",
"hitRates": {
"1": 0.4567901234567901,
"5": 0.47468354430379744,
"10": 0.5256410256410257
},
"hitRate1D": 0.4567901234567901,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.04364867704999606,
"eligibleDays": 375,
"fitnessScore": -0.32912952018443564,
"lookbackDays": 14,
"returnLift1D": -0.0033715313455829794,
"hitRateLift1D": -0.009876543209876576,
"portfolioSize": 2,
"activationRate": 0.432,
"activationCount": 162,
"baselineHitRates": {
"1": 0.4666666666666667,
"5": 0.5121293800539084,
"10": 0.4808743169398907
},
"sampleConfidence": 0.9958847736625515,
"shadowSharpeLike": 0.1191356952867842,
"avgForwardReturns": {
"1": 0.00090271299174302,
"5": 0.020610176175853263,
"10": 0.074663734032282
},
"shadowMaxDrawdown": -0.6022040040991448,
"shadowTotalReturn": -0.2212634729287989,
"avgForwardReturn1D": 0.00090271299174302,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 162,
"5": 158,
"10": 156
},
"baselineAvgForwardReturns": {
"1": 0.0042742443373259996,
"5": 0.03010618949602649,
"10": 0.07393815708625422
}
}
],
"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": 0.33201423124816526,
"fitnessScore": 0.1962004121145692,
"lookbackDays": 14,
"returnLift1D": -0.0008686348716943466,
"activationRate": 0.448,
"activationCount": 168,
"sampleConfidence": 0.996031746031746,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.16215056389465565,
"avgForwardReturn1D": 0.003405609465631653
},
{
"comboQuality": 0.9994956574886688,
"fitnessScore": 2.020185102299374,
"lookbackDays": 21,
"returnLift1D": 0.005807022256718239,
"activationRate": 0.4782608695652174,
"activationCount": 176,
"sampleConfidence": 0.9954545454545455,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.7975880619146487,
"avgForwardReturn1D": 0.010374625672656308
},
{
"comboQuality": 0.9999999999997473,
"fitnessScore": 6.731419602517903,
"lookbackDays": 30,
"returnLift1D": 0.013349691047390878,
"activationRate": 0.43175487465181056,
"activationCount": 155,
"sampleConfidence": 0.9944086021505377,
"bestPortfolioSize": 3,
"shadowTotalReturn": 6.073837700765083,
"avgForwardReturn1D": 0.0179939513699986
},
{
"comboQuality": 0.9999554834736559,
"fitnessScore": 2.5543132191734856,
"lookbackDays": 45,
"returnLift1D": 0.009816485225648946,
"activationRate": 0.38953488372093026,
"activationCount": 134,
"sampleConfidence": 0.9935323383084578,
"bestPortfolioSize": 2,
"shadowTotalReturn": 2.2566192022494564,
"avgForwardReturn1D": 0.014490117942703997
},
{
"comboQuality": 0.9998588100555014,
"fitnessScore": 2.300357915027948,
"lookbackDays": 63,
"returnLift1D": 0.015472328476522166,
"activationRate": 0.26380368098159507,
"activationCount": 86,
"sampleConfidence": 0.9899224806201551,
"bestPortfolioSize": 2,
"shadowTotalReturn": 1.9087392530734002,
"avgForwardReturn1D": 0.020007970501505153
}
],
"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": "bb697822a1ca3baea81b1fc2eaf31be2f05651022407fc7c43f7967a43512049",
"size": 13,
"members": [
"AGL",
"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."
}