Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ALSN"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "ALSN",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 5,
"ticker": "ALSN",
"hitRates": {
"1": 0.5524475524475524,
"5": 0.5524475524475524,
"10": 0.5874125874125874
},
"hitRate1D": 0.5524475524475524,
"comboQuality": 0.8795069476808164,
"eligibleDays": 330,
"fitnessScore": 0.7873092613032838,
"lookbackDays": 30,
"returnLift1D": 0.0016998587481893632,
"hitRateLift1D": 0.03573022721958885,
"activationRate": 0.43636363636363634,
"activationCount": 144,
"baselineHitRates": {
"1": 0.5167173252279635,
"5": 0.5415384615384615,
"10": 0.55
},
"sampleConfidence": 0.9986111111111112,
"shadowSharpeLike": 1.5211503028050106,
"avgForwardReturns": {
"1": 0.0026101470569158997,
"5": 0.008945343967158192,
"10": 0.014329526770024519
},
"shadowMaxDrawdown": -0.14113774407315582,
"shadowTotalReturn": 0.4064296615248868,
"avgForwardReturn1D": 0.0026101470569158997,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 143,
"5": 143,
"10": 143
},
"baselineAvgForwardReturns": {
"1": 0.0009102883087265365,
"5": 0.004476467876714812,
"10": 0.009986464276856311
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.8795069476808164,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.683878590901321,
"bestRawFitnessScore": 0.7873092613032838,
"upperQuartileComboQuality": 0.8200433985228979
},
"algorithmFit": {
"label": "good",
"score": 0.7666157644771777,
"rawScore": 0.7816086930618226,
"confidence": 0.9616357169060835,
"bestProfile": {
"topN": 5,
"lookbackDays": 30
},
"profileBreadth": 0.6501090054087088,
"recommendedRegion": {
"topNs": [
3,
4,
5
],
"lookbackDays": [
14,
21,
30,
45
]
},
"parameterStability": 0.855601824592236,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 5,
"ticker": "ALSN",
"hitRates": {
"1": 0.5524475524475524,
"5": 0.5524475524475524,
"10": 0.5874125874125874
},
"hitRate1D": 0.5524475524475524,
"comboQuality": 0.8795069476808164,
"eligibleDays": 330,
"fitnessScore": 0.7873092613032838,
"lookbackDays": 30,
"returnLift1D": 0.0016998587481893632,
"hitRateLift1D": 0.03573022721958885,
"activationRate": 0.43636363636363634,
"activationCount": 144,
"baselineHitRates": {
"1": 0.5167173252279635,
"5": 0.5415384615384615,
"10": 0.55
},
"sampleConfidence": 0.9986111111111112,
"shadowSharpeLike": 1.5211503028050106,
"avgForwardReturns": {
"1": 0.0026101470569158997,
"5": 0.008945343967158192,
"10": 0.014329526770024519
},
"shadowMaxDrawdown": -0.14113774407315582,
"shadowTotalReturn": 0.4064296615248868,
"avgForwardReturn1D": 0.0026101470569158997,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 143,
"5": 143,
"10": 143
},
"baselineAvgForwardReturns": {
"1": 0.0009102883087265365,
"5": 0.004476467876714812,
"10": 0.009986464276856311
}
},
{
"topN": 4,
"ticker": "ALSN",
"hitRates": {
"1": 0.562962962962963,
"5": 0.5851851851851851,
"10": 0.5925925925925926
},
"hitRate1D": 0.562962962962963,
"comboQuality": 0.8787290514325842,
"eligibleDays": 339,
"fitnessScore": 0.785698849784852,
"lookbackDays": 21,
"returnLift1D": 0.001968305682451074,
"hitRateLift1D": 0.05408722331799254,
"activationRate": 0.39823008849557523,
"activationCount": 135,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5359281437125748,
"10": 0.5349544072948328
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3415565192766872,
"avgForwardReturns": {
"1": 0.002801548774656316,
"5": 0.01083446650001597,
"10": 0.013553671530886685
},
"shadowMaxDrawdown": -0.10636815998240823,
"shadowTotalReturn": 0.4003076518398738,
"avgForwardReturn1D": 0.002801548774656316,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-04-02",
"2025-04-03",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 135,
"5": 135,
"10": 135
},
"baselineAvgForwardReturns": {
"1": 0.000833243092205242,
"5": 0.0036172487919864647,
"10": 0.007383212645198218
}
},
{
"topN": 5,
"ticker": "ALSN",
"hitRates": {
"1": 0.5390070921985816,
"5": 0.5673758865248227,
"10": 0.624113475177305
},
"hitRate1D": 0.5390070921985816,
"comboQuality": 0.8670022156934645,
"eligibleDays": 315,
"fitnessScore": 0.7624359939986246,
"lookbackDays": 45,
"returnLift1D": 0.0013794087848093342,
"hitRateLift1D": 0.019898811943804495,
"activationRate": 0.4507936507936508,
"activationCount": 142,
"baselineHitRates": {
"1": 0.5191082802547771,
"5": 0.5419354838709678,
"10": 0.5442622950819672
},
"sampleConfidence": 0.9985915492957748,
"shadowSharpeLike": 1.4753917605262161,
"avgForwardReturns": {
"1": 0.0025491775179799442,
"5": 0.008242416164789804,
"10": 0.015456988105593327
},
"shadowMaxDrawdown": -0.12576645743381598,
"shadowTotalReturn": 0.3923398175871047,
"avgForwardReturn1D": 0.0025491775179799442,
"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": 141,
"5": 141,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.00116976873317061,
"5": 0.005075049275614477,
"10": 0.009577203576197067
}
},
{
"topN": 4,
"ticker": "ALSN",
"hitRates": {
"1": 0.5433070866141733,
"5": 0.6141732283464567,
"10": 0.6850393700787402
},
"hitRate1D": 0.5433070866141733,
"comboQuality": 0.8551851060259147,
"eligibleDays": 315,
"fitnessScore": 0.7406895542398778,
"lookbackDays": 45,
"returnLift1D": 0.0016439429933132331,
"hitRateLift1D": 0.024198806359396197,
"activationRate": 0.40634920634920635,
"activationCount": 128,
"baselineHitRates": {
"1": 0.5191082802547771,
"5": 0.5419354838709678,
"10": 0.5442622950819672
},
"sampleConfidence": 0.9984375000000001,
"shadowSharpeLike": 1.4725441122626666,
"avgForwardReturns": {
"1": 0.002813711726483843,
"5": 0.012396496071712441,
"10": 0.02375359008098166
},
"shadowMaxDrawdown": -0.12822306127507688,
"shadowTotalReturn": 0.3848523423326755,
"avgForwardReturn1D": 0.002813711726483843,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 127,
"5": 127,
"10": 127
},
"baselineAvgForwardReturns": {
"1": 0.00116976873317061,
"5": 0.005075049275614477,
"10": 0.009577203576197067
}
},
{
"topN": 3,
"ticker": "ALSN",
"hitRates": {
"1": 0.543859649122807,
"5": 0.6491228070175439,
"10": 0.7280701754385965
},
"hitRate1D": 0.543859649122807,
"comboQuality": 0.8359350805012595,
"eligibleDays": 315,
"fitnessScore": 0.7082235261150719,
"lookbackDays": 45,
"returnLift1D": 0.0017963961679606337,
"hitRateLift1D": 0.024751368868029977,
"activationRate": 0.36507936507936506,
"activationCount": 115,
"baselineHitRates": {
"1": 0.5191082802547771,
"5": 0.5419354838709678,
"10": 0.5442622950819672
},
"sampleConfidence": 0.9982608695652174,
"shadowSharpeLike": 1.5404952726425958,
"avgForwardReturns": {
"1": 0.0029661649011312437,
"5": 0.016026886270509414,
"10": 0.027877264206755226
},
"shadowMaxDrawdown": -0.12781764861477307,
"shadowTotalReturn": 0.36771980047410513,
"avgForwardReturn1D": 0.0029661649011312437,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-13",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-12-02",
"2025-12-03"
],
"horizonObservationCounts": {
"1": 114,
"5": 114,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.00116976873317061,
"5": 0.005075049275614477,
"10": 0.009577203576197067
}
},
{
"topN": 3,
"ticker": "ALSN",
"hitRates": {
"1": 0.5371900826446281,
"5": 0.5785123966942148,
"10": 0.6363636363636364
},
"hitRate1D": 0.5371900826446281,
"comboQuality": 0.8147461711967774,
"eligibleDays": 330,
"fitnessScore": 0.6758529309378062,
"lookbackDays": 30,
"returnLift1D": 0.001777395567564417,
"hitRateLift1D": 0.020472757416664544,
"activationRate": 0.36666666666666664,
"activationCount": 121,
"baselineHitRates": {
"1": 0.5167173252279635,
"5": 0.5415384615384615,
"10": 0.55
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4319737182689374,
"avgForwardReturns": {
"1": 0.0026876838762909536,
"5": 0.011574268411285931,
"10": 0.02057974332040169
},
"shadowMaxDrawdown": -0.10886778495950156,
"shadowTotalReturn": 0.34427698377869254,
"avgForwardReturn1D": 0.0026876838762909536,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29"
],
"horizonObservationCounts": {
"1": 121,
"5": 121,
"10": 121
},
"baselineAvgForwardReturns": {
"1": 0.0009102883087265365,
"5": 0.004476467876714812,
"10": 0.009986464276856311
}
},
{
"topN": 4,
"ticker": "ALSN",
"hitRates": {
"1": 0.5514705882352942,
"5": 0.5588235294117647,
"10": 0.5955882352941176
},
"hitRate1D": 0.5514705882352942,
"comboQuality": 0.8078283256293772,
"eligibleDays": 330,
"fitnessScore": 0.6659113007146665,
"lookbackDays": 30,
"returnLift1D": 0.001297970496249232,
"hitRateLift1D": 0.034753263007330615,
"activationRate": 0.4121212121212121,
"activationCount": 136,
"baselineHitRates": {
"1": 0.5167173252279635,
"5": 0.5415384615384615,
"10": 0.55
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3007795970365659,
"avgForwardReturns": {
"1": 0.0022082588049757686,
"5": 0.009094277336879605,
"10": 0.015522098576015957
},
"shadowMaxDrawdown": -0.12048544304426867,
"shadowTotalReturn": 0.3128748038079596,
"avgForwardReturn1D": 0.0022082588049757686,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27"
],
"horizonObservationCounts": {
"1": 136,
"5": 136,
"10": 136
},
"baselineAvgForwardReturns": {
"1": 0.0009102883087265365,
"5": 0.004476467876714812,
"10": 0.009986464276856311
}
},
{
"topN": 4,
"ticker": "ALSN",
"hitRates": {
"1": 0.5615384615384615,
"5": 0.5968992248062015,
"10": 0.5736434108527132
},
"hitRate1D": 0.5615384615384615,
"comboQuality": 0.7887187238886261,
"eligibleDays": 352,
"fitnessScore": 0.6397882795359932,
"lookbackDays": 14,
"returnLift1D": 0.0018530504930979732,
"hitRateLift1D": 0.05010989010989009,
"activationRate": 0.3721590909090909,
"activationCount": 131,
"baselineHitRates": {
"1": 0.5114285714285715,
"5": 0.5404624277456648,
"10": 0.5292397660818714
},
"sampleConfidence": 0.9974554707379135,
"shadowSharpeLike": 1.1442815557798476,
"avgForwardReturns": {
"1": 0.0023828141700819525,
"5": 0.011783818995263127,
"10": 0.014436942505922413
},
"shadowMaxDrawdown": -0.14399241755310033,
"shadowTotalReturn": 0.30756761142221545,
"avgForwardReturn1D": 0.0023828141700819525,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-02",
"2025-05-05",
"2025-05-06",
"2025-05-07"
],
"horizonObservationCounts": {
"1": 130,
"5": 129,
"10": 129
},
"baselineAvgForwardReturns": {
"1": 0.0005297636769839792,
"5": 0.0033104491472521944,
"10": 0.006223870062864744
}
},
{
"topN": 5,
"ticker": "ALSN",
"hitRates": {
"1": 0.5234899328859061,
"5": 0.5503355704697986,
"10": 0.5945945945945946
},
"hitRate1D": 0.5234899328859061,
"comboQuality": 0.7623830631963214,
"eligibleDays": 339,
"fitnessScore": 0.6064736392210247,
"lookbackDays": 21,
"returnLift1D": 0.0011899587083635471,
"hitRateLift1D": 0.014614193240935602,
"activationRate": 0.43952802359882004,
"activationCount": 149,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5359281437125748,
"10": 0.5349544072948328
},
"sampleConfidence": 0.9995525727069352,
"shadowSharpeLike": 1.039723346552261,
"avgForwardReturns": {
"1": 0.0020232018005687893,
"5": 0.00960742166394242,
"10": 0.0130330073389633
},
"shadowMaxDrawdown": -0.11918391129687611,
"shadowTotalReturn": 0.2945896698269723,
"avgForwardReturn1D": 0.0020232018005687893,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-04-02",
"2025-04-03",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 149,
"5": 149,
"10": 148
},
"baselineAvgForwardReturns": {
"1": 0.000833243092205242,
"5": 0.0036172487919864647,
"10": 0.007383212645198218
}
},
{
"topN": 2,
"ticker": "ALSN",
"hitRates": {
"1": 0.5512820512820513,
"5": 0.6410256410256411,
"10": 0.6666666666666666
},
"hitRate1D": 0.5512820512820513,
"comboQuality": 0.7040859444817255,
"eligibleDays": 330,
"fitnessScore": 0.5407029013454203,
"lookbackDays": 30,
"returnLift1D": 0.0023567726954141967,
"hitRateLift1D": 0.03456472605408778,
"activationRate": 0.23636363636363636,
"activationCount": 78,
"baselineHitRates": {
"1": 0.5167173252279635,
"5": 0.5415384615384615,
"10": 0.55
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.431454081245778,
"avgForwardReturns": {
"1": 0.0032670610041407333,
"5": 0.014753826753657493,
"10": 0.026298798653800023
},
"shadowMaxDrawdown": -0.1276100426622372,
"shadowTotalReturn": 0.25976835401549203,
"avgForwardReturn1D": 0.0032670610041407333,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-22",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-11-24",
"2025-11-25",
"2025-11-26",
"2025-11-28",
"2025-12-01",
"2025-12-02"
],
"horizonObservationCounts": {
"1": 78,
"5": 78,
"10": 78
},
"baselineAvgForwardReturns": {
"1": 0.0009102883087265365,
"5": 0.004476467876714812,
"10": 0.009986464276856311
}
},
{
"topN": 2,
"ticker": "ALSN",
"hitRates": {
"1": 0.5542168674698795,
"5": 0.6144578313253012,
"10": 0.7349397590361446
},
"hitRate1D": 0.5542168674698795,
"comboQuality": 0.6636712373209164,
"eligibleDays": 315,
"fitnessScore": 0.49953350728971835,
"lookbackDays": 45,
"returnLift1D": 0.0014531347484448916,
"hitRateLift1D": 0.03510858721510246,
"activationRate": 0.26666666666666666,
"activationCount": 84,
"baselineHitRates": {
"1": 0.5191082802547771,
"5": 0.5419354838709678,
"10": 0.5442622950819672
},
"sampleConfidence": 0.9976190476190476,
"shadowSharpeLike": 1.2735274843882747,
"avgForwardReturns": {
"1": 0.0026229034816155016,
"5": 0.012059888998780027,
"10": 0.024344553182379047
},
"shadowMaxDrawdown": -0.11412974841106094,
"shadowTotalReturn": 0.21837782271705564,
"avgForwardReturn1D": 0.0026229034816155016,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-12-08",
"2025-12-09",
"2025-12-10",
"2025-12-11",
"2025-12-12",
"2025-12-15",
"2025-12-16",
"2025-12-17"
],
"horizonObservationCounts": {
"1": 83,
"5": 83,
"10": 83
},
"baselineAvgForwardReturns": {
"1": 0.00116976873317061,
"5": 0.005075049275614477,
"10": 0.009577203576197067
}
},
{
"topN": 2,
"ticker": "ALSN",
"hitRates": {
"1": 0.52,
"5": 0.6,
"10": 0.7
},
"hitRate1D": 0.52,
"comboQuality": 0.6404118564401515,
"eligibleDays": 297,
"fitnessScore": 0.47697347612495006,
"lookbackDays": 63,
"returnLift1D": 0.0015678585760755925,
"hitRateLift1D": 0.01662162162162162,
"activationRate": 0.3367003367003367,
"activationCount": 100,
"baselineHitRates": {
"1": 0.5033783783783784,
"5": 0.5205479452054794,
"10": 0.5261324041811847
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.108647988120224,
"avgForwardReturns": {
"1": 0.0021793954242603233,
"5": 0.011260908143696015,
"10": 0.02159924486478463
},
"shadowMaxDrawdown": -0.11444239761505803,
"shadowTotalReturn": 0.21719689431093814,
"avgForwardReturn1D": 0.0021793954242603233,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-12-11",
"2025-12-12",
"2025-12-15",
"2025-12-17",
"2025-12-18"
],
"horizonObservationCounts": {
"1": 100,
"5": 100,
"10": 100
},
"baselineAvgForwardReturns": {
"1": 0.0006115368481847308,
"5": 0.0027625834549297747,
"10": 0.005727272568104302
}
},
{
"topN": 2,
"ticker": "ALSN",
"hitRates": {
"1": 0.5465116279069767,
"5": 0.6162790697674418,
"10": 0.6046511627906976
},
"hitRate1D": 0.5465116279069767,
"comboQuality": 0.6275835914396006,
"eligibleDays": 339,
"fitnessScore": 0.46481013928910786,
"lookbackDays": 21,
"returnLift1D": 0.0016818717456049607,
"hitRateLift1D": 0.037635888262006256,
"activationRate": 0.2536873156342183,
"activationCount": 86,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5359281437125748,
"10": 0.5349544072948328
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0549331746751163,
"avgForwardReturns": {
"1": 0.002515114837810203,
"5": 0.011117150542513563,
"10": 0.01568275536541894
},
"shadowMaxDrawdown": -0.10065783725922528,
"shadowTotalReturn": 0.20551241084944705,
"avgForwardReturn1D": 0.002515114837810203,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-05-09",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28"
],
"horizonObservationCounts": {
"1": 86,
"5": 86,
"10": 86
},
"baselineAvgForwardReturns": {
"1": 0.000833243092205242,
"5": 0.0036172487919864647,
"10": 0.007383212645198218
}
},
{
"topN": 3,
"ticker": "ALSN",
"hitRates": {
"1": 0.5178571428571429,
"5": 0.5625,
"10": 0.6428571428571429
},
"hitRate1D": 0.5178571428571429,
"comboQuality": 0.6051686938816467,
"eligibleDays": 297,
"fitnessScore": 0.44395070332231723,
"lookbackDays": 63,
"returnLift1D": 0.0011249646138593692,
"hitRateLift1D": 0.014478764478764505,
"activationRate": 0.3771043771043771,
"activationCount": 112,
"baselineHitRates": {
"1": 0.5033783783783784,
"5": 0.5205479452054794,
"10": 0.5261324041811847
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9283865534817403,
"avgForwardReturns": {
"1": 0.0017365014620441,
"5": 0.00875723083565984,
"10": 0.014790023419849394
},
"shadowMaxDrawdown": -0.12576645743381598,
"shadowTotalReturn": 0.1895491708950312,
"avgForwardReturn1D": 0.0017365014620441,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-12-11"
],
"horizonObservationCounts": {
"1": 112,
"5": 112,
"10": 112
},
"baselineAvgForwardReturns": {
"1": 0.0006115368481847308,
"5": 0.0027625834549297747,
"10": 0.005727272568104302
}
},
{
"topN": 5,
"ticker": "ALSN",
"hitRates": {
"1": 0.5298013245033113,
"5": 0.5733333333333334,
"10": 0.5733333333333334
},
"hitRate1D": 0.5298013245033113,
"comboQuality": 0.595202266460125,
"eligibleDays": 352,
"fitnessScore": 0.4348130299309755,
"lookbackDays": 14,
"returnLift1D": 0.0008689252147427483,
"hitRateLift1D": 0.018372753074739845,
"activationRate": 0.4318181818181818,
"activationCount": 152,
"baselineHitRates": {
"1": 0.5114285714285715,
"5": 0.5404624277456648,
"10": 0.5292397660818714
},
"sampleConfidence": 0.9978070175438597,
"shadowSharpeLike": 0.6488089754744537,
"avgForwardReturns": {
"1": 0.0013986888917267275,
"5": 0.008704045197628074,
"10": 0.011598045789566563
},
"shadowMaxDrawdown": -0.15607043347030247,
"shadowTotalReturn": 0.1700559562977031,
"avgForwardReturn1D": 0.0013986888917267275,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-02",
"2025-04-03",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 151,
"5": 150,
"10": 150
},
"baselineAvgForwardReturns": {
"1": 0.0005297636769839792,
"5": 0.0033104491472521944,
"10": 0.006223870062864744
}
},
{
"topN": 3,
"ticker": "ALSN",
"hitRates": {
"1": 0.5350877192982456,
"5": 0.5789473684210527,
"10": 0.5789473684210527
},
"hitRate1D": 0.5350877192982456,
"comboQuality": 0.5939125091914823,
"eligibleDays": 339,
"fitnessScore": 0.4336359450525444,
"lookbackDays": 21,
"returnLift1D": 0.0009333781835783717,
"hitRateLift1D": 0.026211979653275153,
"activationRate": 0.336283185840708,
"activationCount": 114,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5359281437125748,
"10": 0.5349544072948328
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7638786080183733,
"avgForwardReturns": {
"1": 0.0017666212757836137,
"5": 0.008624314718216836,
"10": 0.011545221597792527
},
"shadowMaxDrawdown": -0.10867738465418697,
"shadowTotalReturn": 0.18018344041914247,
"avgForwardReturn1D": 0.0017666212757836137,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-04-03",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 114,
"5": 114,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.000833243092205242,
"5": 0.0036172487919864647,
"10": 0.007383212645198218
}
},
{
"topN": 5,
"ticker": "ALSN",
"hitRates": {
"1": 0.5079365079365079,
"5": 0.5396825396825397,
"10": 0.6031746031746031
},
"hitRate1D": 0.5079365079365079,
"comboQuality": 0.5506976359906767,
"eligibleDays": 297,
"fitnessScore": 0.3947677617030586,
"lookbackDays": 63,
"returnLift1D": 0.0007928224936369034,
"hitRateLift1D": 0.004558129558129509,
"activationRate": 0.42424242424242425,
"activationCount": 126,
"baselineHitRates": {
"1": 0.5033783783783784,
"5": 0.5205479452054794,
"10": 0.5261324041811847
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7626882909197992,
"avgForwardReturns": {
"1": 0.0014043593418216341,
"5": 0.005765157301161827,
"10": 0.0079808797676875
},
"shadowMaxDrawdown": -0.17087816502737518,
"shadowTotalReturn": 0.16420146813786385,
"avgForwardReturn1D": 0.0014043593418216341,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 126,
"5": 126,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.0006115368481847308,
"5": 0.0027625834549297747,
"10": 0.005727272568104302
}
},
{
"topN": 4,
"ticker": "ALSN",
"hitRates": {
"1": 0.5083333333333333,
"5": 0.55,
"10": 0.6166666666666667
},
"hitRate1D": 0.5083333333333333,
"comboQuality": 0.5187664805215559,
"eligibleDays": 297,
"fitnessScore": 0.366522264207758,
"lookbackDays": 63,
"returnLift1D": 0.0007304207805996124,
"hitRateLift1D": 0.004954954954954904,
"activationRate": 0.40404040404040403,
"activationCount": 120,
"baselineHitRates": {
"1": 0.5033783783783784,
"5": 0.5205479452054794,
"10": 0.5261324041811847
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7097455348758,
"avgForwardReturns": {
"1": 0.0013419576287843431,
"5": 0.006216941490423343,
"10": 0.010692658342406229
},
"shadowMaxDrawdown": -0.15979528890875716,
"shadowTotalReturn": 0.14617499766571362,
"avgForwardReturn1D": 0.0013419576287843431,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 120,
"5": 120,
"10": 120
},
"baselineAvgForwardReturns": {
"1": 0.0006115368481847308,
"5": 0.0027625834549297747,
"10": 0.005727272568104302
}
},
{
"topN": 3,
"ticker": "ALSN",
"hitRates": {
"1": 0.5471698113207547,
"5": 0.5904761904761905,
"10": 0.5619047619047619
},
"hitRate1D": 0.5471698113207547,
"comboQuality": 0.5107917573931838,
"eligibleDays": 352,
"fitnessScore": 0.3594982215987972,
"lookbackDays": 14,
"returnLift1D": 0.0009762182921928288,
"hitRateLift1D": 0.03574123989218325,
"activationRate": 0.3039772727272727,
"activationCount": 107,
"baselineHitRates": {
"1": 0.5114285714285715,
"5": 0.5404624277456648,
"10": 0.5292397660818714
},
"sampleConfidence": 0.9968847352024923,
"shadowSharpeLike": 0.6231970878390953,
"avgForwardReturns": {
"1": 0.001505981969176808,
"5": 0.010030939978392342,
"10": 0.01347653519461091
},
"shadowMaxDrawdown": -0.12898394834431948,
"shadowTotalReturn": 0.1282547462676742,
"avgForwardReturn1D": 0.001505981969176808,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 106,
"5": 105,
"10": 105
},
"baselineAvgForwardReturns": {
"1": 0.0005297636769839792,
"5": 0.0033104491472521944,
"10": 0.006223870062864744
}
},
{
"topN": 2,
"ticker": "ALSN",
"hitRates": {
"1": 0.5641025641025641,
"5": 0.6103896103896104,
"10": 0.6233766233766234
},
"hitRate1D": 0.5641025641025641,
"comboQuality": 0.4373740129377769,
"eligibleDays": 352,
"fitnessScore": 0.2945981937378471,
"lookbackDays": 14,
"returnLift1D": 0.0008470952062170211,
"hitRateLift1D": 0.05267399267399264,
"activationRate": 0.22443181818181818,
"activationCount": 79,
"baselineHitRates": {
"1": 0.5114285714285715,
"5": 0.5404624277456648,
"10": 0.5292397660818714
},
"sampleConfidence": 0.9957805907172996,
"shadowSharpeLike": 0.5366665342471197,
"avgForwardReturns": {
"1": 0.0013768588832010003,
"5": 0.010037839925205084,
"10": 0.020966074150173954
},
"shadowMaxDrawdown": -0.11002152637004403,
"shadowTotalReturn": 0.08313654344278465,
"avgForwardReturn1D": 0.0013768588832010003,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-05-05",
"2025-05-06",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 78,
"5": 77,
"10": 77
},
"baselineAvgForwardReturns": {
"1": 0.0005297636769839792,
"5": 0.0033104491472521944,
"10": 0.006223870062864744
}
}
],
"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": 4,
"comboQuality": 0.7887187238886261,
"fitnessScore": 0.6397882795359932,
"lookbackDays": 14,
"returnLift1D": 0.0018530504930979732,
"activationRate": 0.3721590909090909,
"activationCount": 131,
"sampleConfidence": 0.9974554707379135,
"shadowTotalReturn": 0.30756761142221545,
"avgForwardReturn1D": 0.0023828141700819525
},
{
"bestTopN": 4,
"comboQuality": 0.8787290514325842,
"fitnessScore": 0.785698849784852,
"lookbackDays": 21,
"returnLift1D": 0.001968305682451074,
"activationRate": 0.39823008849557523,
"activationCount": 135,
"sampleConfidence": 1,
"shadowTotalReturn": 0.4003076518398738,
"avgForwardReturn1D": 0.002801548774656316
},
{
"bestTopN": 5,
"comboQuality": 0.8795069476808164,
"fitnessScore": 0.7873092613032838,
"lookbackDays": 30,
"returnLift1D": 0.0016998587481893632,
"activationRate": 0.43636363636363634,
"activationCount": 144,
"sampleConfidence": 0.9986111111111112,
"shadowTotalReturn": 0.4064296615248868,
"avgForwardReturn1D": 0.0026101470569158997
},
{
"bestTopN": 5,
"comboQuality": 0.8670022156934645,
"fitnessScore": 0.7624359939986246,
"lookbackDays": 45,
"returnLift1D": 0.0013794087848093342,
"activationRate": 0.4507936507936508,
"activationCount": 142,
"sampleConfidence": 0.9985915492957748,
"shadowTotalReturn": 0.3923398175871047,
"avgForwardReturn1D": 0.0025491775179799442
},
{
"bestTopN": 2,
"comboQuality": 0.6404118564401515,
"fitnessScore": 0.47697347612495006,
"lookbackDays": 63,
"returnLift1D": 0.0015678585760755925,
"activationRate": 0.3367003367003367,
"activationCount": 100,
"sampleConfidence": 1,
"shadowTotalReturn": 0.21719689431093814,
"avgForwardReturn1D": 0.0021793954242603233
}
],
"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": "a542278f588a1b9939945c7f12b7bd67e4bc7f3a9182e2c924869a3e0496df2c",
"size": 13,
"members": [
"ALSN",
"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",
"ALSN"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "ALSN",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "ALSN",
"hitRates": {
"1": 0.5588235294117647,
"5": 0.5808823529411765,
"10": 0.5882352941176471
},
"hitRate1D": 0.5588235294117647,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8535574914641357,
"eligibleDays": 368,
"fitnessScore": 0.7378115959050338,
"lookbackDays": 21,
"returnLift1D": 0.0022682332849645556,
"hitRateLift1D": 0.045236572890025584,
"portfolioSize": 4,
"activationRate": 0.3695652173913043,
"activationCount": 136,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.521978021978022,
"10": 0.5153203342618384
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2303806283491714,
"avgForwardReturns": {
"1": 0.002675543907055871,
"5": 0.010040459892830792,
"10": 0.01235805353722299
},
"shadowMaxDrawdown": -0.106368159982408,
"shadowTotalReturn": 0.3788441321494207,
"avgForwardReturn1D": 0.002675543907055871,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-04-02",
"2025-04-03",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 136,
"5": 136,
"10": 136
},
"baselineAvgForwardReturns": {
"1": 0.0004073106220913152,
"5": 0.0013839111144836821,
"10": 0.0037410154954748134
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.8535574914641357,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.6736873400507054,
"bestRawFitnessScore": 0.7378115959050338,
"upperQuartileComboQuality": 0.8089053985243874
},
"algorithmFit": {
"label": "good",
"score": 0.7274983462294116,
"rawScore": 0.743777027055094,
"confidence": 0.9562269867620513,
"bestProfile": {
"lookbackDays": 21,
"portfolioSize": 4
},
"profileBreadth": 0.7000695574985132,
"recommendedRegion": {
"lookbackDays": [
21,
30,
45
],
"portfolioSizes": [
3,
4,
5
]
},
"parameterStability": 0.7202105884204726,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "ALSN",
"hitRates": {
"1": 0.5588235294117647,
"5": 0.5808823529411765,
"10": 0.5882352941176471
},
"hitRate1D": 0.5588235294117647,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8535574914641357,
"eligibleDays": 368,
"fitnessScore": 0.7378115959050338,
"lookbackDays": 21,
"returnLift1D": 0.0022682332849645556,
"hitRateLift1D": 0.045236572890025584,
"portfolioSize": 4,
"activationRate": 0.3695652173913043,
"activationCount": 136,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.521978021978022,
"10": 0.5153203342618384
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2303806283491714,
"avgForwardReturns": {
"1": 0.002675543907055871,
"5": 0.010040459892830792,
"10": 0.01235805353722299
},
"shadowMaxDrawdown": -0.106368159982408,
"shadowTotalReturn": 0.3788441321494207,
"avgForwardReturn1D": 0.002675543907055871,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-04-02",
"2025-04-03",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 136,
"5": 136,
"10": 136
},
"baselineAvgForwardReturns": {
"1": 0.0004073106220913152,
"5": 0.0013839111144836821,
"10": 0.0037410154954748134
}
},
{
"topN": 5,
"ticker": "ALSN",
"hitRates": {
"1": 0.5588235294117647,
"5": 0.5808823529411765,
"10": 0.5882352941176471
},
"hitRate1D": 0.5588235294117647,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8535574914641357,
"eligibleDays": 368,
"fitnessScore": 0.7378115959050338,
"lookbackDays": 21,
"returnLift1D": 0.0022682332849645556,
"hitRateLift1D": 0.045236572890025584,
"portfolioSize": 5,
"activationRate": 0.3695652173913043,
"activationCount": 136,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.521978021978022,
"10": 0.5153203342618384
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2303806283491714,
"avgForwardReturns": {
"1": 0.002675543907055871,
"5": 0.010040459892830792,
"10": 0.01235805353722299
},
"shadowMaxDrawdown": -0.106368159982408,
"shadowTotalReturn": 0.3788441321494207,
"avgForwardReturn1D": 0.002675543907055871,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-04-02",
"2025-04-03",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 136,
"5": 136,
"10": 136
},
"baselineAvgForwardReturns": {
"1": 0.0004073106220913152,
"5": 0.0013839111144836821,
"10": 0.0037410154954748134
}
},
{
"topN": 4,
"ticker": "ALSN",
"hitRates": {
"1": 0.5433070866141733,
"5": 0.6141732283464567,
"10": 0.6850393700787402
},
"hitRate1D": 0.5433070866141733,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8446435319114252,
"eligibleDays": 344,
"fitnessScore": 0.7225023306542353,
"lookbackDays": 45,
"returnLift1D": 0.001946292788550495,
"hitRateLift1D": 0.031679179637429056,
"portfolioSize": 4,
"activationRate": 0.3691860465116279,
"activationCount": 127,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.5441176470588235,
"10": 0.5373134328358209
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4108282091282844,
"avgForwardReturns": {
"1": 0.0028137088032140767,
"5": 0.012396493781870015,
"10": 0.023753587912495315
},
"shadowMaxDrawdown": -0.12778695475245327,
"shadowTotalReturn": 0.3855445900005494,
"avgForwardReturn1D": 0.0028137088032140767,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 127,
"5": 127,
"10": 127
},
"baselineAvgForwardReturns": {
"1": 0.0008674160146635817,
"5": 0.003954050325369125,
"10": 0.007678183966978027
}
},
{
"topN": 5,
"ticker": "ALSN",
"hitRates": {
"1": 0.5433070866141733,
"5": 0.6141732283464567,
"10": 0.6850393700787402
},
"hitRate1D": 0.5433070866141733,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8446435319114252,
"eligibleDays": 344,
"fitnessScore": 0.7225023306542353,
"lookbackDays": 45,
"returnLift1D": 0.001946292788550495,
"hitRateLift1D": 0.031679179637429056,
"portfolioSize": 5,
"activationRate": 0.3691860465116279,
"activationCount": 127,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.5441176470588235,
"10": 0.5373134328358209
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4108282091282844,
"avgForwardReturns": {
"1": 0.0028137088032140767,
"5": 0.012396493781870015,
"10": 0.023753587912495315
},
"shadowMaxDrawdown": -0.12778695475245327,
"shadowTotalReturn": 0.3855445900005494,
"avgForwardReturn1D": 0.0028137088032140767,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 127,
"5": 127,
"10": 127
},
"baselineAvgForwardReturns": {
"1": 0.0008674160146635817,
"5": 0.003954050325369125,
"10": 0.007678183966978027
}
},
{
"topN": 3,
"ticker": "ALSN",
"hitRates": {
"1": 0.543859649122807,
"5": 0.6491228070175439,
"10": 0.7280701754385965
},
"hitRate1D": 0.543859649122807,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8254269291531263,
"eligibleDays": 344,
"fitnessScore": 0.6917826157380251,
"lookbackDays": 45,
"returnLift1D": 0.0020987481550696642,
"hitRateLift1D": 0.032231742146062836,
"portfolioSize": 3,
"activationRate": 0.3313953488372093,
"activationCount": 114,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.5441176470588235,
"10": 0.5373134328358209
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4759890195665688,
"avgForwardReturns": {
"1": 0.002966164169733246,
"5": 0.01602688683527531,
"10": 0.027877264147137145
},
"shadowMaxDrawdown": -0.1273813392844152,
"shadowTotalReturn": 0.36840388711157734,
"avgForwardReturn1D": 0.002966164169733246,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-13",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-12-02",
"2025-12-03"
],
"horizonObservationCounts": {
"1": 114,
"5": 114,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.0008674160146635817,
"5": 0.003954050325369125,
"10": 0.007678183966978027
}
},
{
"topN": 3,
"ticker": "ALSN",
"hitRates": {
"1": 0.5371900826446281,
"5": 0.5785123966942148,
"10": 0.6363636363636364
},
"hitRate1D": 0.5371900826446281,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.803398221648141,
"eligibleDays": 359,
"fitnessScore": 0.6596874561406787,
"lookbackDays": 30,
"returnLift1D": 0.0020804801261194005,
"hitRateLift1D": 0.027440779023458206,
"portfolioSize": 3,
"activationRate": 0.3370473537604457,
"activationCount": 121,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5295774647887324,
"10": 0.5228571428571429
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3726337323904498,
"avgForwardReturns": {
"1": 0.0026876819114522777,
"5": 0.01157426945290193,
"10": 0.02057974306639589
},
"shadowMaxDrawdown": -0.10886797618818811,
"shadowTotalReturn": 0.34427666558548475,
"avgForwardReturn1D": 0.0026876819114522777,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29"
],
"horizonObservationCounts": {
"1": 121,
"5": 121,
"10": 121
},
"baselineAvgForwardReturns": {
"1": 0.0006072017853328771,
"5": 0.0028365175987835403,
"10": 0.006124952926600175
}
},
{
"topN": 4,
"ticker": "ALSN",
"hitRates": {
"1": 0.5474452554744526,
"5": 0.5547445255474452,
"10": 0.5912408759124088
},
"hitRate1D": 0.5474452554744526,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7861097314533236,
"eligibleDays": 359,
"fitnessScore": 0.6363593194921824,
"lookbackDays": 30,
"returnLift1D": 0.0015606966639218844,
"hitRateLift1D": 0.03769595185328267,
"portfolioSize": 4,
"activationRate": 0.3816155988857939,
"activationCount": 137,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5295774647887324,
"10": 0.5228571428571429
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2281028431891599,
"avgForwardReturns": {
"1": 0.0021678984492547616,
"5": 0.00899410691102696,
"10": 0.014875511697389224
},
"shadowMaxDrawdown": -0.12048544304426856,
"shadowTotalReturn": 0.3072042366532881,
"avgForwardReturn1D": 0.0021678984492547616,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 137,
"5": 137,
"10": 137
},
"baselineAvgForwardReturns": {
"1": 0.0006072017853328771,
"5": 0.0028365175987835403,
"10": 0.006124952926600175
}
},
{
"topN": 5,
"ticker": "ALSN",
"hitRates": {
"1": 0.5474452554744526,
"5": 0.5547445255474452,
"10": 0.5912408759124088
},
"hitRate1D": 0.5474452554744526,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7861097314533236,
"eligibleDays": 359,
"fitnessScore": 0.6363593194921824,
"lookbackDays": 30,
"returnLift1D": 0.0015606966639218844,
"hitRateLift1D": 0.03769595185328267,
"portfolioSize": 5,
"activationRate": 0.3816155988857939,
"activationCount": 137,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5295774647887324,
"10": 0.5228571428571429
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2281028431891599,
"avgForwardReturns": {
"1": 0.0021678984492547616,
"5": 0.00899410691102696,
"10": 0.014875511697389224
},
"shadowMaxDrawdown": -0.12048544304426856,
"shadowTotalReturn": 0.3072042366532881,
"avgForwardReturn1D": 0.0021678984492547616,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 137,
"5": 137,
"10": 137
},
"baselineAvgForwardReturns": {
"1": 0.0006072017853328771,
"5": 0.0028365175987835403,
"10": 0.006124952926600175
}
},
{
"topN": 2,
"ticker": "ALSN",
"hitRates": {
"1": 0.5512820512820513,
"5": 0.6410256410256411,
"10": 0.6666666666666666
},
"hitRate1D": 0.5512820512820513,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.693913037786123,
"eligibleDays": 359,
"fitnessScore": 0.5300650269115023,
"lookbackDays": 30,
"returnLift1D": 0.002659858231670907,
"hitRateLift1D": 0.04153274766088144,
"portfolioSize": 2,
"activationRate": 0.21727019498607242,
"activationCount": 78,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5295774647887324,
"10": 0.5228571428571429
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3721366569736178,
"avgForwardReturns": {
"1": 0.0032670600170037842,
"5": 0.01475382484981206,
"10": 0.026298798632889184
},
"shadowMaxDrawdown": -0.1276100426622372,
"shadowTotalReturn": 0.2597682598841866,
"avgForwardReturn1D": 0.0032670600170037842,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-22",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-11-24",
"2025-11-25",
"2025-11-26",
"2025-11-28",
"2025-12-01",
"2025-12-02"
],
"horizonObservationCounts": {
"1": 78,
"5": 78,
"10": 78
},
"baselineAvgForwardReturns": {
"1": 0.0006072017853328771,
"5": 0.0028365175987835403,
"10": 0.006124952926600175
}
},
{
"topN": 4,
"ticker": "ALSN",
"hitRates": {
"1": 0.5514705882352942,
"5": 0.5703703703703704,
"10": 0.5481481481481482
},
"hitRate1D": 0.5514705882352942,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6736873400507054,
"eligibleDays": 375,
"fitnessScore": 0.5094802252506009,
"lookbackDays": 14,
"returnLift1D": 0.0015808351658531151,
"hitRateLift1D": 0.039470588235294146,
"portfolioSize": 4,
"activationRate": 0.3626666666666667,
"activationCount": 136,
"baselineHitRates": {
"1": 0.512,
"5": 0.5121293800539084,
"10": 0.505464480874317
},
"sampleConfidence": 0.9990196078431373,
"shadowSharpeLike": 0.8313234777761955,
"avgForwardReturns": {
"1": 0.001816171899565371,
"5": 0.01053404100712436,
"10": 0.010247040395554463
},
"shadowMaxDrawdown": -0.14399241755310055,
"shadowTotalReturn": 0.22344617893914598,
"avgForwardReturn1D": 0.001816171899565371,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 136,
"5": 135,
"10": 135
},
"baselineAvgForwardReturns": {
"1": 0.0002353367337122559,
"5": 0.0010379829209396297,
"10": 0.002332256551372426
}
},
{
"topN": 5,
"ticker": "ALSN",
"hitRates": {
"1": 0.5514705882352942,
"5": 0.5703703703703704,
"10": 0.5481481481481482
},
"hitRate1D": 0.5514705882352942,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6736873400507054,
"eligibleDays": 375,
"fitnessScore": 0.5094802252506009,
"lookbackDays": 14,
"returnLift1D": 0.0015808351658531151,
"hitRateLift1D": 0.039470588235294146,
"portfolioSize": 5,
"activationRate": 0.3626666666666667,
"activationCount": 136,
"baselineHitRates": {
"1": 0.512,
"5": 0.5121293800539084,
"10": 0.505464480874317
},
"sampleConfidence": 0.9990196078431373,
"shadowSharpeLike": 0.8313234777761955,
"avgForwardReturns": {
"1": 0.001816171899565371,
"5": 0.01053404100712436,
"10": 0.010247040395554463
},
"shadowMaxDrawdown": -0.14399241755310055,
"shadowTotalReturn": 0.22344617893914598,
"avgForwardReturn1D": 0.001816171899565371,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 136,
"5": 135,
"10": 135
},
"baselineAvgForwardReturns": {
"1": 0.0002353367337122559,
"5": 0.0010379829209396297,
"10": 0.002332256551372426
}
},
{
"topN": 2,
"ticker": "ALSN",
"hitRates": {
"1": 0.5542168674698795,
"5": 0.6144578313253012,
"10": 0.7349397590361446
},
"hitRate1D": 0.5542168674698795,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6516620825612532,
"eligibleDays": 344,
"fitnessScore": 0.4877976849784287,
"lookbackDays": 45,
"returnLift1D": 0.001755489224043672,
"hitRateLift1D": 0.04258896049313532,
"portfolioSize": 2,
"activationRate": 0.24127906976744187,
"activationCount": 83,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.5441176470588235,
"10": 0.5373134328358209
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2214487325083097,
"avgForwardReturns": {
"1": 0.0026229052387072536,
"5": 0.01205988986237125,
"10": 0.024344553174388443
},
"shadowMaxDrawdown": -0.11412974841106094,
"shadowTotalReturn": 0.218987493803652,
"avgForwardReturn1D": 0.0026229052387072536,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-12-08",
"2025-12-09",
"2025-12-10",
"2025-12-11",
"2025-12-12",
"2025-12-15",
"2025-12-16",
"2025-12-17"
],
"horizonObservationCounts": {
"1": 83,
"5": 83,
"10": 83
},
"baselineAvgForwardReturns": {
"1": 0.0008674160146635817,
"5": 0.003954050325369125,
"10": 0.007678183966978027
}
},
{
"topN": 2,
"ticker": "ALSN",
"hitRates": {
"1": 0.5294117647058824,
"5": 0.5980392156862745,
"10": 0.6862745098039216
},
"hitRate1D": 0.5294117647058824,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6347104047983657,
"eligibleDays": 326,
"fitnessScore": 0.47154524556302646,
"lookbackDays": 63,
"returnLift1D": 0.0010763814208166358,
"hitRateLift1D": 0.014074341392998901,
"portfolioSize": 2,
"activationRate": 0.3128834355828221,
"activationCount": 102,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.546583850931677,
"10": 0.555205047318612
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0616776136149935,
"avgForwardReturns": {
"1": 0.002153463612441954,
"5": 0.011096753097747212,
"10": 0.021131184261722797
},
"shadowMaxDrawdown": -0.11444239761505803,
"shadowTotalReturn": 0.2180652963905536,
"avgForwardReturn1D": 0.002153463612441954,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-14",
"2025-05-15",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-12-11",
"2025-12-12",
"2025-12-15"
],
"horizonObservationCounts": {
"1": 102,
"5": 102,
"10": 102
},
"baselineAvgForwardReturns": {
"1": 0.001077082191625318,
"5": 0.00550156053593856,
"10": 0.010899209495723188
}
},
{
"topN": 2,
"ticker": "ALSN",
"hitRates": {
"1": 0.5465116279069767,
"5": 0.6162790697674418,
"10": 0.6046511627906976
},
"hitRate1D": 0.5465116279069767,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6177464181973721,
"eligibleDays": 368,
"fitnessScore": 0.45559864295853714,
"lookbackDays": 21,
"returnLift1D": 0.00210780603145213,
"hitRateLift1D": 0.03292467138523758,
"portfolioSize": 2,
"activationRate": 0.23369565217391305,
"activationCount": 86,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.521978021978022,
"10": 0.5153203342618384
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0124559803121218,
"avgForwardReturns": {
"1": 0.002515116653543445,
"5": 0.01111715330297048,
"10": 0.01568275604799671
},
"shadowMaxDrawdown": -0.10065783725922528,
"shadowTotalReturn": 0.20551260499815993,
"avgForwardReturn1D": 0.002515116653543445,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-05-09",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28"
],
"horizonObservationCounts": {
"1": 86,
"5": 86,
"10": 86
},
"baselineAvgForwardReturns": {
"1": 0.0004073106220913152,
"5": 0.0013839111144836821,
"10": 0.0037410154954748134
}
},
{
"topN": 3,
"ticker": "ALSN",
"hitRates": {
"1": 0.5263157894736842,
"5": 0.5614035087719298,
"10": 0.631578947368421
},
"hitRate1D": 0.5263157894736842,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5964093478610122,
"eligibleDays": 326,
"fitnessScore": 0.4359157485052806,
"lookbackDays": 63,
"returnLift1D": 0.0006439884604422389,
"hitRateLift1D": 0.010978366160800723,
"portfolioSize": 3,
"activationRate": 0.3496932515337423,
"activationCount": 114,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.546583850931677,
"10": 0.555205047318612
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.889429838240962,
"avgForwardReturns": {
"1": 0.001721070652067557,
"5": 0.00865427939686654,
"10": 0.01449069300021399
},
"shadowMaxDrawdown": -0.1257664574338161,
"shadowTotalReturn": 0.1903980212230334,
"avgForwardReturn1D": 0.001721070652067557,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-14",
"2025-05-15",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29"
],
"horizonObservationCounts": {
"1": 114,
"5": 114,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.001077082191625318,
"5": 0.00550156053593856,
"10": 0.010899209495723188
}
},
{
"topN": 3,
"ticker": "ALSN",
"hitRates": {
"1": 0.5304347826086957,
"5": 0.5739130434782609,
"10": 0.5739130434782609
},
"hitRate1D": 0.5304347826086957,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5463369830230927,
"eligibleDays": 368,
"fitnessScore": 0.3908938862878542,
"lookbackDays": 21,
"returnLift1D": 0.0012192936206594904,
"hitRateLift1D": 0.016847826086956563,
"portfolioSize": 3,
"activationRate": 0.3125,
"activationCount": 115,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.521978021978022,
"10": 0.5153203342618384
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6717486875719882,
"avgForwardReturns": {
"1": 0.0016266042427508056,
"5": 0.007704533735285394,
"10": 0.010148738173413196
},
"shadowMaxDrawdown": -0.11105750735649011,
"shadowTotalReturn": 0.1620936693518289,
"avgForwardReturn1D": 0.0016266042427508056,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-03-25",
"2025-03-26",
"2025-04-03",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 115,
"5": 115,
"10": 115
},
"baselineAvgForwardReturns": {
"1": 0.0004073106220913152,
"5": 0.0013839111144836821,
"10": 0.0037410154954748134
}
},
{
"topN": 4,
"ticker": "ALSN",
"hitRates": {
"1": 0.5203252032520326,
"5": 0.5447154471544715,
"10": 0.6016260162601627
},
"hitRate1D": 0.5203252032520326,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5346383722632329,
"eligibleDays": 326,
"fitnessScore": 0.38053067187572426,
"lookbackDays": 63,
"returnLift1D": 0.0003233891393266662,
"hitRateLift1D": 0.004987779939149117,
"portfolioSize": 4,
"activationRate": 0.3773006134969325,
"activationCount": 123,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.546583850931677,
"10": 0.555205047318612
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7251817241767774,
"avgForwardReturns": {
"1": 0.0014004713309519843,
"5": 0.0060066751881628746,
"10": 0.010288538117602672
},
"shadowMaxDrawdown": -0.15979528890875672,
"shadowTotalReturn": 0.1590571900617308,
"avgForwardReturn1D": 0.0014004713309519843,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28"
],
"horizonObservationCounts": {
"1": 123,
"5": 123,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.001077082191625318,
"5": 0.00550156053593856,
"10": 0.010899209495723188
}
},
{
"topN": 5,
"ticker": "ALSN",
"hitRates": {
"1": 0.5203252032520326,
"5": 0.5447154471544715,
"10": 0.6016260162601627
},
"hitRate1D": 0.5203252032520326,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5346383722632329,
"eligibleDays": 326,
"fitnessScore": 0.38053067187572426,
"lookbackDays": 63,
"returnLift1D": 0.0003233891393266662,
"hitRateLift1D": 0.004987779939149117,
"portfolioSize": 5,
"activationRate": 0.3773006134969325,
"activationCount": 123,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.546583850931677,
"10": 0.555205047318612
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7251817241767774,
"avgForwardReturns": {
"1": 0.0014004713309519843,
"5": 0.0060066751881628746,
"10": 0.010288538117602672
},
"shadowMaxDrawdown": -0.15979528890875672,
"shadowTotalReturn": 0.1590571900617308,
"avgForwardReturn1D": 0.0014004713309519843,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28"
],
"horizonObservationCounts": {
"1": 123,
"5": 123,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.001077082191625318,
"5": 0.00550156053593856,
"10": 0.010899209495723188
}
},
{
"topN": 3,
"ticker": "ALSN",
"hitRates": {
"1": 0.5315315315315315,
"5": 0.5636363636363636,
"10": 0.5363636363636364
},
"hitRate1D": 0.5315315315315315,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.35618768388863964,
"eligibleDays": 375,
"fitnessScore": 0.219771119865889,
"lookbackDays": 14,
"returnLift1D": 0.0005694687623194138,
"hitRateLift1D": 0.019531531531531532,
"portfolioSize": 3,
"activationRate": 0.296,
"activationCount": 111,
"baselineHitRates": {
"1": 0.512,
"5": 0.5121293800539084,
"10": 0.505464480874317
},
"sampleConfidence": 0.9987987987987988,
"shadowSharpeLike": 0.27488842156904936,
"avgForwardReturns": {
"1": 0.0008048054960316697,
"5": 0.00875714130599235,
"10": 0.008610056747813451
},
"shadowMaxDrawdown": -0.13330595280835245,
"shadowTotalReturn": 0.0477816544534837,
"avgForwardReturn1D": 0.0008048054960316697,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-03-21",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 111,
"5": 110,
"10": 110
},
"baselineAvgForwardReturns": {
"1": 0.0002353367337122559,
"5": 0.0010379829209396297,
"10": 0.002332256551372426
}
},
{
"topN": 2,
"ticker": "ALSN",
"hitRates": {
"1": 0.5487804878048781,
"5": 0.5802469135802469,
"10": 0.5925925925925926
},
"hitRate1D": 0.5487804878048781,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.351903662268877,
"eligibleDays": 375,
"fitnessScore": 0.2156499812877865,
"lookbackDays": 14,
"returnLift1D": 0.0006922199332532609,
"hitRateLift1D": 0.03678048780487808,
"portfolioSize": 2,
"activationRate": 0.21866666666666668,
"activationCount": 82,
"baselineHitRates": {
"1": 0.512,
"5": 0.5121293800539084,
"10": 0.505464480874317
},
"sampleConfidence": 0.9983739837398374,
"shadowSharpeLike": 0.31323811655479966,
"avgForwardReturns": {
"1": 0.0009275566669655168,
"5": 0.008614243280399473,
"10": 0.015518188897781445
},
"shadowMaxDrawdown": -0.11002152637004425,
"shadowTotalReturn": 0.046665187169493416,
"avgForwardReturn1D": 0.0009275566669655168,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-30",
"2025-01-31",
"2025-03-25",
"2025-05-05",
"2025-05-06",
"2025-05-13",
"2025-05-14",
"2025-05-15"
],
"horizonObservationCounts": {
"1": 82,
"5": 81,
"10": 81
},
"baselineAvgForwardReturns": {
"1": 0.0002353367337122559,
"5": 0.0010379829209396297,
"10": 0.002332256551372426
}
}
],
"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": 0.6736873400507054,
"fitnessScore": 0.5094802252506009,
"lookbackDays": 14,
"returnLift1D": 0.0015808351658531151,
"activationRate": 0.3626666666666667,
"activationCount": 136,
"sampleConfidence": 0.9990196078431373,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.22344617893914598,
"avgForwardReturn1D": 0.001816171899565371
},
{
"comboQuality": 0.8535574914641357,
"fitnessScore": 0.7378115959050338,
"lookbackDays": 21,
"returnLift1D": 0.0022682332849645556,
"activationRate": 0.3695652173913043,
"activationCount": 136,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.3788441321494207,
"avgForwardReturn1D": 0.002675543907055871
},
{
"comboQuality": 0.803398221648141,
"fitnessScore": 0.6596874561406787,
"lookbackDays": 30,
"returnLift1D": 0.0020804801261194005,
"activationRate": 0.3370473537604457,
"activationCount": 121,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.34427666558548475,
"avgForwardReturn1D": 0.0026876819114522777
},
{
"comboQuality": 0.8446435319114252,
"fitnessScore": 0.7225023306542353,
"lookbackDays": 45,
"returnLift1D": 0.001946292788550495,
"activationRate": 0.3691860465116279,
"activationCount": 127,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.3855445900005494,
"avgForwardReturn1D": 0.0028137088032140767
},
{
"comboQuality": 0.6347104047983657,
"fitnessScore": 0.47154524556302646,
"lookbackDays": 63,
"returnLift1D": 0.0010763814208166358,
"activationRate": 0.3128834355828221,
"activationCount": 102,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.2180652963905536,
"avgForwardReturn1D": 0.002153463612441954
}
],
"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": "a542278f588a1b9939945c7f12b7bd67e4bc7f3a9182e2c924869a3e0496df2c",
"size": 13,
"members": [
"ALSN",
"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