Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"AMAT"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "AMAT",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "AMAT",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08046825638801719,
"eligibleDays": 315,
"fitnessScore": -0.18592039381424497,
"lookbackDays": 45,
"returnLift1D": -0.006809887909936949,
"hitRateLift1D": -0.5833333333333334,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.08046825638801719,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.041558060743019085,
"bestRawFitnessScore": -0.18592039381424497,
"upperQuartileComboQuality": 0.08046825638801719
},
"algorithmFit": {
"label": "poor",
"score": 0.13604823984219688,
"rawScore": 0.18283864626800359,
"confidence": 0.48817815728933295,
"bestProfile": {
"topN": 2,
"lookbackDays": 45
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
45
]
},
"parameterStability": 0.6701405970779454,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "AMAT",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08046825638801719,
"eligibleDays": 315,
"fitnessScore": -0.18592039381424497,
"lookbackDays": 45,
"returnLift1D": -0.006809887909936949,
"hitRateLift1D": -0.5833333333333334,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 3,
"ticker": "AMAT",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08046825638801719,
"eligibleDays": 315,
"fitnessScore": -0.18592039381424497,
"lookbackDays": 45,
"returnLift1D": -0.006809887909936949,
"hitRateLift1D": -0.5833333333333334,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 4,
"ticker": "AMAT",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08046825638801719,
"eligibleDays": 315,
"fitnessScore": -0.18592039381424497,
"lookbackDays": 45,
"returnLift1D": -0.006809887909936949,
"hitRateLift1D": -0.5833333333333334,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 5,
"ticker": "AMAT",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08046825638801719,
"eligibleDays": 315,
"fitnessScore": -0.18592039381424497,
"lookbackDays": 45,
"returnLift1D": -0.006809887909936949,
"hitRateLift1D": -0.5833333333333334,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 2,
"ticker": "AMAT",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08046825638801719,
"eligibleDays": 297,
"fitnessScore": -0.18592039381424497,
"lookbackDays": 63,
"returnLift1D": -0.006809887909936949,
"hitRateLift1D": -0.5833333333333334,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 3,
"ticker": "AMAT",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08046825638801719,
"eligibleDays": 297,
"fitnessScore": -0.18592039381424497,
"lookbackDays": 63,
"returnLift1D": -0.006809887909936949,
"hitRateLift1D": -0.5833333333333334,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 4,
"ticker": "AMAT",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08046825638801719,
"eligibleDays": 297,
"fitnessScore": -0.18592039381424497,
"lookbackDays": 63,
"returnLift1D": -0.006809887909936949,
"hitRateLift1D": -0.5833333333333334,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 5,
"ticker": "AMAT",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08046825638801719,
"eligibleDays": 297,
"fitnessScore": -0.18592039381424497,
"lookbackDays": 63,
"returnLift1D": -0.006809887909936949,
"hitRateLift1D": -0.5833333333333334,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 2,
"ticker": "AMAT",
"hitRates": {
"1": 0.4,
"5": 0.4,
"10": 0.1
},
"hitRate1D": 0.4,
"comboQuality": 0.0557506359599751,
"eligibleDays": 352,
"fitnessScore": -0.2724903235001688,
"lookbackDays": 14,
"returnLift1D": -0.008719264585560091,
"hitRateLift1D": -0.18333333333333335,
"activationRate": 0.028409090909090908,
"activationCount": 10,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.8389087296526012,
"shadowSharpeLike": -0.09255124466682577,
"avgForwardReturns": {
"1": -0.0019093766756231422,
"5": -0.01579503000320389,
"10": -0.09375200734215121
},
"shadowMaxDrawdown": -0.16271668362856195,
"shadowTotalReturn": -0.036374555467759695,
"avgForwardReturn1D": -0.0019093766756231422,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-22",
"2026-06-23",
"2026-06-24",
"2026-06-25",
"2026-06-26",
"2026-06-29",
"2026-06-30",
"2026-07-01",
"2026-07-02",
"2026-07-06"
],
"horizonObservationCounts": {
"1": 10,
"5": 10,
"10": 10
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 3,
"ticker": "AMAT",
"hitRates": {
"1": 0.4,
"5": 0.4,
"10": 0.1
},
"hitRate1D": 0.4,
"comboQuality": 0.0557506359599751,
"eligibleDays": 352,
"fitnessScore": -0.2724903235001688,
"lookbackDays": 14,
"returnLift1D": -0.008719264585560091,
"hitRateLift1D": -0.18333333333333335,
"activationRate": 0.028409090909090908,
"activationCount": 10,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.8389087296526012,
"shadowSharpeLike": -0.09255124466682577,
"avgForwardReturns": {
"1": -0.0019093766756231422,
"5": -0.01579503000320389,
"10": -0.09375200734215121
},
"shadowMaxDrawdown": -0.16271668362856195,
"shadowTotalReturn": -0.036374555467759695,
"avgForwardReturn1D": -0.0019093766756231422,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-22",
"2026-06-23",
"2026-06-24",
"2026-06-25",
"2026-06-26",
"2026-06-29",
"2026-06-30",
"2026-07-01",
"2026-07-02",
"2026-07-06"
],
"horizonObservationCounts": {
"1": 10,
"5": 10,
"10": 10
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 3,
"ticker": "AMAT",
"hitRates": {
"1": 0.2857142857142857,
"5": 0,
"10": 0
},
"hitRate1D": 0.2857142857142857,
"comboQuality": 0.02736548552606307,
"eligibleDays": 330,
"fitnessScore": -0.43555967976661053,
"lookbackDays": 30,
"returnLift1D": -0.015782804532198498,
"hitRateLift1D": -0.29761904761904767,
"activationRate": 0.021212121212121213,
"activationCount": 7,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.6706224833085742,
"shadowSharpeLike": -0.531159215445492,
"avgForwardReturns": {
"1": -0.008972916622261549,
"5": -0.04227445301363605,
"10": 0
},
"shadowMaxDrawdown": -0.11570618069832117,
"shadowTotalReturn": -0.06710160978211233,
"avgForwardReturn1D": -0.008972916622261549,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-15",
"2026-07-16",
"2026-07-17",
"2026-07-20",
"2026-07-21",
"2026-07-22",
"2026-07-23"
],
"horizonObservationCounts": {
"1": 7,
"5": 3,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 4,
"ticker": "AMAT",
"hitRates": {
"1": 0.2857142857142857,
"5": 0,
"10": 0
},
"hitRate1D": 0.2857142857142857,
"comboQuality": 0.02736548552606307,
"eligibleDays": 330,
"fitnessScore": -0.43555967976661053,
"lookbackDays": 30,
"returnLift1D": -0.015782804532198498,
"hitRateLift1D": -0.29761904761904767,
"activationRate": 0.021212121212121213,
"activationCount": 7,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.6706224833085742,
"shadowSharpeLike": -0.531159215445492,
"avgForwardReturns": {
"1": -0.008972916622261549,
"5": -0.04227445301363605,
"10": 0
},
"shadowMaxDrawdown": -0.11570618069832117,
"shadowTotalReturn": -0.06710160978211233,
"avgForwardReturn1D": -0.008972916622261549,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-15",
"2026-07-16",
"2026-07-17",
"2026-07-20",
"2026-07-21",
"2026-07-22",
"2026-07-23"
],
"horizonObservationCounts": {
"1": 7,
"5": 3,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 5,
"ticker": "AMAT",
"hitRates": {
"1": 0.2857142857142857,
"5": 0,
"10": 0
},
"hitRate1D": 0.2857142857142857,
"comboQuality": 0.02673232196375765,
"eligibleDays": 330,
"fitnessScore": -0.44085286643828425,
"lookbackDays": 30,
"returnLift1D": -0.015782804532198498,
"hitRateLift1D": -0.29761904761904767,
"activationRate": 0.024242424242424242,
"activationCount": 8,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.6811838759518551,
"shadowSharpeLike": -0.5269985815500009,
"avgForwardReturns": {
"1": -0.008972916622261549,
"5": -0.04227445301363605,
"10": 0
},
"shadowMaxDrawdown": -0.11570618069832117,
"shadowTotalReturn": -0.06663492724573528,
"avgForwardReturn1D": -0.008972916622261549,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-15",
"2026-07-16",
"2026-07-17",
"2026-07-20",
"2026-07-21",
"2026-07-22",
"2026-07-23",
"2026-07-24"
],
"horizonObservationCounts": {
"1": 7,
"5": 3,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 4,
"ticker": "AMAT",
"hitRates": {
"1": 0.36363636363636365,
"5": 0.36363636363636365,
"10": 0.09090909090909091
},
"hitRate1D": 0.36363636363636365,
"comboQuality": 0.009756728058197477,
"eligibleDays": 352,
"fitnessScore": -0.6663985783370205,
"lookbackDays": 14,
"returnLift1D": -0.020076666752523686,
"hitRateLift1D": -0.21969696969696972,
"activationRate": 0.03125,
"activationCount": 11,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.8578909167902615,
"shadowSharpeLike": -0.5569970308242366,
"avgForwardReturns": {
"1": -0.013266778842586736,
"5": -0.017554540417765295,
"10": -0.09372584619314579
},
"shadowMaxDrawdown": -0.2689183697326437,
"shadowTotalReturn": -0.1586015782461755,
"avgForwardReturn1D": -0.013266778842586736,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-22",
"2026-06-23",
"2026-06-24",
"2026-06-25",
"2026-06-26",
"2026-06-29",
"2026-06-30",
"2026-07-01",
"2026-07-02",
"2026-07-06"
],
"horizonObservationCounts": {
"1": 11,
"5": 11,
"10": 11
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 2,
"ticker": "AMAT",
"hitRates": {
"1": 0.16666666666666666,
"5": 0,
"10": 0
},
"hitRate1D": 0.16666666666666666,
"comboQuality": 0.008214776945956924,
"eligibleDays": 330,
"fitnessScore": -0.7045858346647577,
"lookbackDays": 30,
"returnLift1D": -0.026017116945779715,
"hitRateLift1D": -0.41666666666666674,
"activationRate": 0.01818181818181818,
"activationCount": 6,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.6512474066278414,
"shadowSharpeLike": -1.1306864126134808,
"avgForwardReturns": {
"1": -0.019207229035842766,
"5": -0.04227445301363605,
"10": 0
},
"shadowMaxDrawdown": -0.116148327607972,
"shadowTotalReturn": -0.11445518837120106,
"avgForwardReturn1D": -0.019207229035842766,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-15",
"2026-07-16",
"2026-07-17",
"2026-07-21",
"2026-07-22",
"2026-07-23"
],
"horizonObservationCounts": {
"1": 6,
"5": 3,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 5,
"ticker": "AMAT",
"hitRates": {
"1": 0.3333333333333333,
"5": 0.3333333333333333,
"10": 0.09090909090909091
},
"hitRate1D": 0.3333333333333333,
"comboQuality": 0.007312912831293384,
"eligibleDays": 352,
"fitnessScore": -0.7303702424233445,
"lookbackDays": 14,
"returnLift1D": -0.020143771685854947,
"hitRateLift1D": -0.25000000000000006,
"activationRate": 0.03409090909090909,
"activationCount": 12,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.8704726125272604,
"shadowSharpeLike": -0.612903245450343,
"avgForwardReturns": {
"1": -0.013333883775917996,
"5": -0.019986977553311153,
"10": -0.09372584619314579
},
"shadowMaxDrawdown": -0.27993193320158705,
"shadowTotalReturn": -0.17127703682289508,
"avgForwardReturn1D": -0.013333883775917996,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-22",
"2026-06-23",
"2026-06-24",
"2026-06-25",
"2026-06-26",
"2026-06-29",
"2026-06-30",
"2026-07-01",
"2026-07-02",
"2026-07-06"
],
"horizonObservationCounts": {
"1": 12,
"5": 12,
"10": 11
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 2,
"ticker": "AMAT",
"hitRates": {
"1": 0.3,
"5": 0.2,
"10": 0.14285714285714285
},
"hitRate1D": 0.3,
"comboQuality": 0.004384095107611432,
"eligibleDays": 339,
"fitnessScore": -0.843583226414524,
"lookbackDays": 21,
"returnLift1D": -0.02627228868845731,
"hitRateLift1D": -0.2833333333333334,
"activationRate": 0.029498525073746312,
"activationCount": 10,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.8189087296526013,
"shadowSharpeLike": -0.7936564391838941,
"avgForwardReturns": {
"1": -0.01946240077852036,
"5": -0.05340203509088291,
"10": -0.09305202741808731
},
"shadowMaxDrawdown": -0.2689428915687838,
"shadowTotalReturn": -0.196733854536833,
"avgForwardReturn1D": -0.01946240077852036,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-01",
"2026-07-02",
"2026-07-06",
"2026-07-07",
"2026-07-08",
"2026-07-09",
"2026-07-10",
"2026-07-13",
"2026-07-14",
"2026-07-15"
],
"horizonObservationCounts": {
"1": 10,
"5": 10,
"10": 7
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 3,
"ticker": "AMAT",
"hitRates": {
"1": 0.3,
"5": 0.2,
"10": 0.14285714285714285
},
"hitRate1D": 0.3,
"comboQuality": 0.004384095107611432,
"eligibleDays": 339,
"fitnessScore": -0.843583226414524,
"lookbackDays": 21,
"returnLift1D": -0.02627228868845731,
"hitRateLift1D": -0.2833333333333334,
"activationRate": 0.029498525073746312,
"activationCount": 10,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.8189087296526013,
"shadowSharpeLike": -0.7936564391838941,
"avgForwardReturns": {
"1": -0.01946240077852036,
"5": -0.05340203509088291,
"10": -0.09305202741808731
},
"shadowMaxDrawdown": -0.2689428915687838,
"shadowTotalReturn": -0.196733854536833,
"avgForwardReturn1D": -0.01946240077852036,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-01",
"2026-07-02",
"2026-07-06",
"2026-07-07",
"2026-07-08",
"2026-07-09",
"2026-07-10",
"2026-07-13",
"2026-07-14",
"2026-07-15"
],
"horizonObservationCounts": {
"1": 10,
"5": 10,
"10": 7
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 4,
"ticker": "AMAT",
"hitRates": {
"1": 0.3,
"5": 0.2,
"10": 0.14285714285714285
},
"hitRate1D": 0.3,
"comboQuality": 0.004384095107611432,
"eligibleDays": 339,
"fitnessScore": -0.843583226414524,
"lookbackDays": 21,
"returnLift1D": -0.02627228868845731,
"hitRateLift1D": -0.2833333333333334,
"activationRate": 0.029498525073746312,
"activationCount": 10,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.8189087296526013,
"shadowSharpeLike": -0.7936564391838941,
"avgForwardReturns": {
"1": -0.01946240077852036,
"5": -0.05340203509088291,
"10": -0.09305202741808731
},
"shadowMaxDrawdown": -0.2689428915687838,
"shadowTotalReturn": -0.196733854536833,
"avgForwardReturn1D": -0.01946240077852036,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-01",
"2026-07-02",
"2026-07-06",
"2026-07-07",
"2026-07-08",
"2026-07-09",
"2026-07-10",
"2026-07-13",
"2026-07-14",
"2026-07-15"
],
"horizonObservationCounts": {
"1": 10,
"5": 10,
"10": 7
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
},
{
"topN": 5,
"ticker": "AMAT",
"hitRates": {
"1": 0.3,
"5": 0.2,
"10": 0.14285714285714285
},
"hitRate1D": 0.3,
"comboQuality": 0.004384095107611432,
"eligibleDays": 339,
"fitnessScore": -0.843583226414524,
"lookbackDays": 21,
"returnLift1D": -0.02627228868845731,
"hitRateLift1D": -0.2833333333333334,
"activationRate": 0.029498525073746312,
"activationCount": 10,
"baselineHitRates": {
"1": 0.5833333333333334,
"5": 0.53125,
"10": 0.5185185185185185
},
"sampleConfidence": 0.8189087296526013,
"shadowSharpeLike": -0.7936564391838941,
"avgForwardReturns": {
"1": -0.01946240077852036,
"5": -0.05340203509088291,
"10": -0.09305202741808731
},
"shadowMaxDrawdown": -0.2689428915687838,
"shadowTotalReturn": -0.196733854536833,
"avgForwardReturn1D": -0.01946240077852036,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-01",
"2026-07-02",
"2026-07-06",
"2026-07-07",
"2026-07-08",
"2026-07-09",
"2026-07-10",
"2026-07-13",
"2026-07-14",
"2026-07-15"
],
"horizonObservationCounts": {
"1": 10,
"5": 10,
"10": 7
},
"baselineAvgForwardReturns": {
"1": 0.006809887909936949,
"5": 0.02794612697768152,
"10": 0.06032639416703426
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 2,
"comboQuality": 0.0557506359599751,
"fitnessScore": -0.2724903235001688,
"lookbackDays": 14,
"returnLift1D": -0.008719264585560091,
"activationRate": 0.028409090909090908,
"activationCount": 10,
"sampleConfidence": 0.8389087296526012,
"shadowTotalReturn": -0.036374555467759695,
"avgForwardReturn1D": -0.0019093766756231422
},
{
"bestTopN": 2,
"comboQuality": 0.004384095107611432,
"fitnessScore": -0.843583226414524,
"lookbackDays": 21,
"returnLift1D": -0.02627228868845731,
"activationRate": 0.029498525073746312,
"activationCount": 10,
"sampleConfidence": 0.8189087296526013,
"shadowTotalReturn": -0.196733854536833,
"avgForwardReturn1D": -0.01946240077852036
},
{
"bestTopN": 3,
"comboQuality": 0.02736548552606307,
"fitnessScore": -0.43555967976661053,
"lookbackDays": 30,
"returnLift1D": -0.015782804532198498,
"activationRate": 0.021212121212121213,
"activationCount": 7,
"sampleConfidence": 0.6706224833085742,
"shadowTotalReturn": -0.06710160978211233,
"avgForwardReturn1D": -0.008972916622261549
},
{
"bestTopN": 2,
"comboQuality": 0.08046825638801719,
"fitnessScore": -0.18592039381424497,
"lookbackDays": 45,
"returnLift1D": -0.006809887909936949,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08046825638801719,
"fitnessScore": -0.18592039381424497,
"lookbackDays": 63,
"returnLift1D": -0.006809887909936949,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
}
],
"strategyOptions": {
"shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
"blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
"coverage": "Rewards stocks that activate often without giving up too much quality.",
"precision": "Prioritizes hit rate and average return after activation."
},
"universeIdentity": {
"hash": "49a39f737522fb83b48ed9e7133920b9e36775da68dbfa0151a07edde7916052",
"size": 13,
"members": [
"AMAT",
"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",
"AMAT"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "AMAT",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "AMAT",
"hitRates": {
"1": 0.5851851851851851,
"5": 0.6428571428571429,
"10": 0.6551724137931034
},
"hitRate1D": 0.5851851851851851,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999278346636988,
"eligibleDays": 344,
"fitnessScore": 2.448025284530191,
"lookbackDays": 45,
"returnLift1D": -0.000006156854221374408,
"hitRateLift1D": 0.015417743324720012,
"portfolioSize": 4,
"activationRate": 0.7848837209302325,
"activationCount": 270,
"baselineHitRates": {
"1": 0.5697674418604651,
"5": 0.6294117647058823,
"10": 0.6597014925373135
},
"sampleConfidence": 0.9967901234567902,
"shadowSharpeLike": 1.7948819439394474,
"avgForwardReturns": {
"1": 0.0044560781538030515,
"5": 0.021766878957359855,
"10": 0.041727775518082134
},
"shadowMaxDrawdown": -0.27289071617284744,
"shadowTotalReturn": 1.8124126508479756,
"avgForwardReturn1D": 0.0044560781538030515,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"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"
],
"horizonObservationCounts": {
"1": 270,
"5": 266,
"10": 261
},
"baselineAvgForwardReturns": {
"1": 0.004462235008024426,
"5": 0.021660731147820775,
"10": 0.04461973683646047
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999278346636988,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9986661769275293,
"bestRawFitnessScore": 2.448025284530191,
"upperQuartileComboQuality": 0.9992903980900791
},
"algorithmFit": {
"label": "strong",
"score": 0.9957745512541906,
"rawScore": 0.9991126040240244,
"confidence": 0.9933179648492283,
"bestProfile": {
"lookbackDays": 45,
"portfolioSize": 4
},
"profileBreadth": 0.949885030120856,
"recommendedRegion": {
"lookbackDays": [
14,
21,
30,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.9991717926546901,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "AMAT",
"hitRates": {
"1": 0.5851851851851851,
"5": 0.6428571428571429,
"10": 0.6551724137931034
},
"hitRate1D": 0.5851851851851851,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999278346636988,
"eligibleDays": 344,
"fitnessScore": 2.448025284530191,
"lookbackDays": 45,
"returnLift1D": -0.000006156854221374408,
"hitRateLift1D": 0.015417743324720012,
"portfolioSize": 4,
"activationRate": 0.7848837209302325,
"activationCount": 270,
"baselineHitRates": {
"1": 0.5697674418604651,
"5": 0.6294117647058823,
"10": 0.6597014925373135
},
"sampleConfidence": 0.9967901234567902,
"shadowSharpeLike": 1.7948819439394474,
"avgForwardReturns": {
"1": 0.0044560781538030515,
"5": 0.021766878957359855,
"10": 0.041727775518082134
},
"shadowMaxDrawdown": -0.27289071617284744,
"shadowTotalReturn": 1.8124126508479756,
"avgForwardReturn1D": 0.0044560781538030515,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"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"
],
"horizonObservationCounts": {
"1": 270,
"5": 266,
"10": 261
},
"baselineAvgForwardReturns": {
"1": 0.004462235008024426,
"5": 0.021660731147820775,
"10": 0.04461973683646047
}
},
{
"topN": 5,
"ticker": "AMAT",
"hitRates": {
"1": 0.5851851851851851,
"5": 0.6428571428571429,
"10": 0.6551724137931034
},
"hitRate1D": 0.5851851851851851,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999278346636988,
"eligibleDays": 344,
"fitnessScore": 2.448025284530191,
"lookbackDays": 45,
"returnLift1D": -0.000006156854221374408,
"hitRateLift1D": 0.015417743324720012,
"portfolioSize": 5,
"activationRate": 0.7848837209302325,
"activationCount": 270,
"baselineHitRates": {
"1": 0.5697674418604651,
"5": 0.6294117647058823,
"10": 0.6597014925373135
},
"sampleConfidence": 0.9967901234567902,
"shadowSharpeLike": 1.7948819439394474,
"avgForwardReturns": {
"1": 0.0044560781538030515,
"5": 0.021766878957359855,
"10": 0.041727775518082134
},
"shadowMaxDrawdown": -0.27289071617284744,
"shadowTotalReturn": 1.8124126508479756,
"avgForwardReturn1D": 0.0044560781538030515,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"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"
],
"horizonObservationCounts": {
"1": 270,
"5": 266,
"10": 261
},
"baselineAvgForwardReturns": {
"1": 0.004462235008024426,
"5": 0.021660731147820775,
"10": 0.04461973683646047
}
},
{
"topN": 3,
"ticker": "AMAT",
"hitRates": {
"1": 0.5862068965517241,
"5": 0.6303501945525292,
"10": 0.6428571428571429
},
"hitRate1D": 0.5862068965517241,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9998209459961946,
"eligibleDays": 344,
"fitnessScore": 2.248081686677612,
"lookbackDays": 45,
"returnLift1D": -0.00010621040346589939,
"hitRateLift1D": 0.01643945469125896,
"portfolioSize": 3,
"activationRate": 0.7587209302325582,
"activationCount": 261,
"baselineHitRates": {
"1": 0.5697674418604651,
"5": 0.6294117647058823,
"10": 0.6597014925373135
},
"sampleConfidence": 0.9966794380587485,
"shadowSharpeLike": 1.713132404433908,
"avgForwardReturns": {
"1": 0.0043560246045585265,
"5": 0.02073065003680659,
"10": 0.040307697743290426
},
"shadowMaxDrawdown": -0.27289071617284744,
"shadowTotalReturn": 1.6391759257785274,
"avgForwardReturn1D": 0.0043560246045585265,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-06-04",
"2025-06-05"
],
"horizonObservationCounts": {
"1": 261,
"5": 257,
"10": 252
},
"baselineAvgForwardReturns": {
"1": 0.004462235008024426,
"5": 0.021660731147820775,
"10": 0.04461973683646047
}
},
{
"topN": 3,
"ticker": "AMAT",
"hitRates": {
"1": 0.5789473684210527,
"5": 0.6337448559670782,
"10": 0.6470588235294118
},
"hitRate1D": 0.5789473684210527,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9995914138100402,
"eligibleDays": 326,
"fitnessScore": 2.066527781078435,
"lookbackDays": 63,
"returnLift1D": -0.0007089289058161419,
"hitRateLift1D": 0.0022602518566354757,
"portfolioSize": 3,
"activationRate": 0.7576687116564417,
"activationCount": 247,
"baselineHitRates": {
"1": 0.5766871165644172,
"5": 0.6459627329192547,
"10": 0.6876971608832808
},
"sampleConfidence": 0.9964912280701754,
"shadowSharpeLike": 1.7200187881281204,
"avgForwardReturns": {
"1": 0.004293528538067074,
"5": 0.021979007036342302,
"10": 0.04358661557437927
},
"shadowMaxDrawdown": -0.27289071617284744,
"shadowTotalReturn": 1.4810775500126172,
"avgForwardReturn1D": 0.004293528538067074,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-16",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20"
],
"horizonObservationCounts": {
"1": 247,
"5": 243,
"10": 238
},
"baselineAvgForwardReturns": {
"1": 0.005002457443883216,
"5": 0.024488784023329255,
"10": 0.04995261609362224
}
},
{
"topN": 4,
"ticker": "AMAT",
"hitRates": {
"1": 0.5791666666666667,
"5": 0.6375,
"10": 0.6751054852320675
},
"hitRate1D": 0.5791666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9992903980900791,
"eligibleDays": 368,
"fitnessScore": 1.9450212479586977,
"lookbackDays": 21,
"returnLift1D": 0.0005683566580297343,
"hitRateLift1D": 0.013949275362318936,
"portfolioSize": 4,
"activationRate": 0.6521739130434783,
"activationCount": 240,
"baselineHitRates": {
"1": 0.5652173913043478,
"5": 0.5989010989010989,
"10": 0.6239554317548747
},
"sampleConfidence": 0.9991666666666668,
"shadowSharpeLike": 1.592437465263589,
"avgForwardReturns": {
"1": 0.004296106996710425,
"5": 0.023817911560004103,
"10": 0.044813046836019235
},
"shadowMaxDrawdown": -0.23305670816044266,
"shadowTotalReturn": 1.3928175510712086,
"avgForwardReturn1D": 0.004296106996710425,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-11",
"2025-02-12",
"2025-04-10",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02"
],
"horizonObservationCounts": {
"1": 240,
"5": 240,
"10": 237
},
"baselineAvgForwardReturns": {
"1": 0.003727750338680691,
"5": 0.017866992300762673,
"10": 0.037239255025634854
}
},
{
"topN": 5,
"ticker": "AMAT",
"hitRates": {
"1": 0.5791666666666667,
"5": 0.6375,
"10": 0.6751054852320675
},
"hitRate1D": 0.5791666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9992903980900791,
"eligibleDays": 368,
"fitnessScore": 1.9450212479586977,
"lookbackDays": 21,
"returnLift1D": 0.0005683566580297343,
"hitRateLift1D": 0.013949275362318936,
"portfolioSize": 5,
"activationRate": 0.6521739130434783,
"activationCount": 240,
"baselineHitRates": {
"1": 0.5652173913043478,
"5": 0.5989010989010989,
"10": 0.6239554317548747
},
"sampleConfidence": 0.9991666666666668,
"shadowSharpeLike": 1.592437465263589,
"avgForwardReturns": {
"1": 0.004296106996710425,
"5": 0.023817911560004103,
"10": 0.044813046836019235
},
"shadowMaxDrawdown": -0.23305670816044266,
"shadowTotalReturn": 1.3928175510712086,
"avgForwardReturn1D": 0.004296106996710425,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-11",
"2025-02-12",
"2025-04-10",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02"
],
"horizonObservationCounts": {
"1": 240,
"5": 240,
"10": 237
},
"baselineAvgForwardReturns": {
"1": 0.003727750338680691,
"5": 0.017866992300762673,
"10": 0.037239255025634854
}
},
{
"topN": 4,
"ticker": "AMAT",
"hitRates": {
"1": 0.5803921568627451,
"5": 0.6215139442231076,
"10": 0.6544715447154471
},
"hitRate1D": 0.5803921568627451,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9991609054630114,
"eligibleDays": 359,
"fitnessScore": 1.9081165012371615,
"lookbackDays": 30,
"returnLift1D": 0.000007871583654658898,
"hitRateLift1D": 0.012147031514555762,
"portfolioSize": 4,
"activationRate": 0.7103064066852368,
"activationCount": 255,
"baselineHitRates": {
"1": 0.5682451253481894,
"5": 0.6028169014084507,
"10": 0.64
},
"sampleConfidence": 0.9966013071895425,
"shadowSharpeLike": 1.5561927487807297,
"avgForwardReturns": {
"1": 0.003970943287351802,
"5": 0.02098966217210824,
"10": 0.04358044134985302
},
"shadowMaxDrawdown": -0.27289071617284755,
"shadowTotalReturn": 1.3568669926492078,
"avgForwardReturn1D": 0.003970943287351802,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 255,
"5": 251,
"10": 246
},
"baselineAvgForwardReturns": {
"1": 0.003963071703697143,
"5": 0.018883996755756124,
"10": 0.04005989604940481
}
},
{
"topN": 5,
"ticker": "AMAT",
"hitRates": {
"1": 0.5803921568627451,
"5": 0.6215139442231076,
"10": 0.6544715447154471
},
"hitRate1D": 0.5803921568627451,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9991609054630114,
"eligibleDays": 359,
"fitnessScore": 1.9081165012371615,
"lookbackDays": 30,
"returnLift1D": 0.000007871583654658898,
"hitRateLift1D": 0.012147031514555762,
"portfolioSize": 5,
"activationRate": 0.7103064066852368,
"activationCount": 255,
"baselineHitRates": {
"1": 0.5682451253481894,
"5": 0.6028169014084507,
"10": 0.64
},
"sampleConfidence": 0.9966013071895425,
"shadowSharpeLike": 1.5561927487807297,
"avgForwardReturns": {
"1": 0.003970943287351802,
"5": 0.02098966217210824,
"10": 0.04358044134985302
},
"shadowMaxDrawdown": -0.27289071617284755,
"shadowTotalReturn": 1.3568669926492078,
"avgForwardReturn1D": 0.003970943287351802,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 255,
"5": 251,
"10": 246
},
"baselineAvgForwardReturns": {
"1": 0.003963071703697143,
"5": 0.018883996755756124,
"10": 0.04005989604940481
}
},
{
"topN": 4,
"ticker": "AMAT",
"hitRates": {
"1": 0.5849802371541502,
"5": 0.6345381526104418,
"10": 0.6475409836065574
},
"hitRate1D": 0.5849802371541502,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9991447509203613,
"eligibleDays": 326,
"fitnessScore": 1.9039176829494067,
"lookbackDays": 63,
"returnLift1D": -0.0010209526875775273,
"hitRateLift1D": 0.008293120589732972,
"portfolioSize": 4,
"activationRate": 0.7760736196319018,
"activationCount": 253,
"baselineHitRates": {
"1": 0.5766871165644172,
"5": 0.6459627329192547,
"10": 0.6876971608832808
},
"sampleConfidence": 0.996574440052701,
"shadowSharpeLike": 1.5701476593410448,
"avgForwardReturns": {
"1": 0.0039815047563056885,
"5": 0.02124684740998935,
"10": 0.043133329788184877
},
"shadowMaxDrawdown": -0.2728907161728473,
"shadowTotalReturn": 1.3212980192556083,
"avgForwardReturn1D": 0.0039815047563056885,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-16",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 253,
"5": 249,
"10": 244
},
"baselineAvgForwardReturns": {
"1": 0.005002457443883216,
"5": 0.024488784023329255,
"10": 0.04995261609362224
}
},
{
"topN": 5,
"ticker": "AMAT",
"hitRates": {
"1": 0.5849802371541502,
"5": 0.6345381526104418,
"10": 0.6475409836065574
},
"hitRate1D": 0.5849802371541502,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9991447509203613,
"eligibleDays": 326,
"fitnessScore": 1.9039176829494067,
"lookbackDays": 63,
"returnLift1D": -0.0010209526875775273,
"hitRateLift1D": 0.008293120589732972,
"portfolioSize": 5,
"activationRate": 0.7760736196319018,
"activationCount": 253,
"baselineHitRates": {
"1": 0.5766871165644172,
"5": 0.6459627329192547,
"10": 0.6876971608832808
},
"sampleConfidence": 0.996574440052701,
"shadowSharpeLike": 1.5701476593410448,
"avgForwardReturns": {
"1": 0.0039815047563056885,
"5": 0.02124684740998935,
"10": 0.043133329788184877
},
"shadowMaxDrawdown": -0.2728907161728473,
"shadowTotalReturn": 1.3212980192556083,
"avgForwardReturn1D": 0.0039815047563056885,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-16",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 253,
"5": 249,
"10": 244
},
"baselineAvgForwardReturns": {
"1": 0.005002457443883216,
"5": 0.024488784023329255,
"10": 0.04995261609362224
}
},
{
"topN": 3,
"ticker": "AMAT",
"hitRates": {
"1": 0.5822222222222222,
"5": 0.6444444444444445,
"10": 0.6681614349775785
},
"hitRate1D": 0.5822222222222222,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9981876029346973,
"eligibleDays": 368,
"fitnessScore": 1.7384840030514883,
"lookbackDays": 21,
"returnLift1D": 0.0005090785694791687,
"hitRateLift1D": 0.017004830917874414,
"portfolioSize": 3,
"activationRate": 0.6114130434782609,
"activationCount": 225,
"baselineHitRates": {
"1": 0.5652173913043478,
"5": 0.5989010989010989,
"10": 0.6239554317548747
},
"sampleConfidence": 0.9994074074074075,
"shadowSharpeLike": 1.487418489455759,
"avgForwardReturns": {
"1": 0.00423682890815986,
"5": 0.024531268561875506,
"10": 0.043423184869913825
},
"shadowMaxDrawdown": -0.23305670816044266,
"shadowTotalReturn": 1.218206919631236,
"avgForwardReturn1D": 0.00423682890815986,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-12",
"2025-04-10",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 225,
"5": 225,
"10": 223
},
"baselineAvgForwardReturns": {
"1": 0.003727750338680691,
"5": 0.017866992300762673,
"10": 0.037239255025634854
}
},
{
"topN": 2,
"ticker": "AMAT",
"hitRates": {
"1": 0.5714285714285714,
"5": 0.616504854368932,
"10": 0.6368159203980099
},
"hitRate1D": 0.5714285714285714,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9957785961316541,
"eligibleDays": 326,
"fitnessScore": 1.5519385833144197,
"lookbackDays": 63,
"returnLift1D": -0.0008630078927266633,
"hitRateLift1D": -0.005258545135845782,
"portfolioSize": 2,
"activationRate": 0.6441717791411042,
"activationCount": 210,
"baselineHitRates": {
"1": 0.5766871165644172,
"5": 0.6459627329192547,
"10": 0.6876971608832808
},
"sampleConfidence": 0.9958730158730159,
"shadowSharpeLike": 1.469885046199844,
"avgForwardReturns": {
"1": 0.004139449551156553,
"5": 0.021298964514411742,
"10": 0.04195315691858026
},
"shadowMaxDrawdown": -0.2728907161728473,
"shadowTotalReturn": 1.0719522685999685,
"avgForwardReturn1D": 0.004139449551156553,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-16",
"2025-06-10",
"2025-06-11",
"2025-06-17",
"2025-06-18",
"2025-06-25",
"2025-06-26",
"2025-06-27",
"2025-06-30",
"2025-07-01"
],
"horizonObservationCounts": {
"1": 210,
"5": 206,
"10": 201
},
"baselineAvgForwardReturns": {
"1": 0.005002457443883216,
"5": 0.024488784023329255,
"10": 0.04995261609362224
}
},
{
"topN": 3,
"ticker": "AMAT",
"hitRates": {
"1": 0.575,
"5": 0.6059322033898306,
"10": 0.645021645021645
},
"hitRate1D": 0.575,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9935525135240596,
"eligibleDays": 359,
"fitnessScore": 1.458271242426796,
"lookbackDays": 30,
"returnLift1D": -0.0004760480993707731,
"hitRateLift1D": 0.006754874651810572,
"portfolioSize": 3,
"activationRate": 0.6685236768802229,
"activationCount": 240,
"baselineHitRates": {
"1": 0.5682451253481894,
"5": 0.6028169014084507,
"10": 0.64
},
"sampleConfidence": 0.996388888888889,
"shadowSharpeLike": 1.2928798522876643,
"avgForwardReturns": {
"1": 0.0034870236043263703,
"5": 0.01905817083208687,
"10": 0.0430676461682079
},
"shadowMaxDrawdown": -0.27289071617284744,
"shadowTotalReturn": 0.9767620458958279,
"avgForwardReturn1D": 0.0034870236043263703,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 240,
"5": 236,
"10": 231
},
"baselineAvgForwardReturns": {
"1": 0.003963071703697143,
"5": 0.018883996755756124,
"10": 0.04005989604940481
}
},
{
"topN": 2,
"ticker": "AMAT",
"hitRates": {
"1": 0.57,
"5": 0.6071428571428571,
"10": 0.5916230366492147
},
"hitRate1D": 0.57,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9792981899759826,
"eligibleDays": 344,
"fitnessScore": 1.1984553099482178,
"lookbackDays": 45,
"returnLift1D": -0.0009129721650742795,
"hitRateLift1D": 0.00023255813953482196,
"portfolioSize": 2,
"activationRate": 0.5813953488372093,
"activationCount": 200,
"baselineHitRates": {
"1": 0.5697674418604651,
"5": 0.6294117647058823,
"10": 0.6597014925373135
},
"sampleConfidence": 0.9956666666666667,
"shadowSharpeLike": 1.2470936955562368,
"avgForwardReturns": {
"1": 0.0035492628429501464,
"5": 0.015725524001524365,
"10": 0.027785137666221
},
"shadowMaxDrawdown": -0.27289071617284755,
"shadowTotalReturn": 0.7844996765857157,
"avgForwardReturn1D": 0.0035492628429501464,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-09",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-06-09",
"2025-06-10",
"2025-06-12",
"2025-06-16"
],
"horizonObservationCounts": {
"1": 200,
"5": 196,
"10": 191
},
"baselineAvgForwardReturns": {
"1": 0.004462235008024426,
"5": 0.021660731147820775,
"10": 0.04461973683646047
}
},
{
"topN": 3,
"ticker": "AMAT",
"hitRates": {
"1": 0.5566502463054187,
"5": 0.5960591133004927,
"10": 0.6403940886699507
},
"hitRate1D": 0.5566502463054187,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9441662673025385,
"eligibleDays": 375,
"fitnessScore": 0.9721432944961592,
"lookbackDays": 14,
"returnLift1D": -0.000370868333310959,
"hitRateLift1D": -0.0033497536945813478,
"portfolioSize": 3,
"activationRate": 0.5413333333333333,
"activationCount": 203,
"baselineHitRates": {
"1": 0.56,
"5": 0.5983827493261455,
"10": 0.6229508196721312
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9848522145078729,
"avgForwardReturns": {
"1": 0.003124309090291342,
"5": 0.018343209172221923,
"10": 0.0367998436766215
},
"shadowMaxDrawdown": -0.2815932277406167,
"shadowTotalReturn": 0.6178501180681288,
"avgForwardReturn1D": 0.003124309090291342,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-02-03",
"2025-02-14",
"2025-03-21",
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 203,
"5": 203,
"10": 203
},
"baselineAvgForwardReturns": {
"1": 0.003495177423602301,
"5": 0.017558608203477398,
"10": 0.03657782867818232
}
},
{
"topN": 2,
"ticker": "AMAT",
"hitRates": {
"1": 0.5659340659340659,
"5": 0.6428571428571429,
"10": 0.6388888888888888
},
"hitRate1D": 0.5659340659340659,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9366439122578233,
"eligibleDays": 368,
"fitnessScore": 0.9425770798849157,
"lookbackDays": 21,
"returnLift1D": -0.0004338734447820523,
"hitRateLift1D": 0.0007166746297181392,
"portfolioSize": 2,
"activationRate": 0.4945652173913043,
"activationCount": 182,
"baselineHitRates": {
"1": 0.5652173913043478,
"5": 0.5989010989010989,
"10": 0.6239554317548747
},
"sampleConfidence": 0.9992673992673993,
"shadowSharpeLike": 0.9846089889326733,
"avgForwardReturns": {
"1": 0.0032938768938986385,
"5": 0.02283343819142329,
"10": 0.037097178092945285
},
"shadowMaxDrawdown": -0.23305670816044255,
"shadowTotalReturn": 0.5810704373221789,
"avgForwardReturn1D": 0.0032938768938986385,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-04-10",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 182,
"5": 182,
"10": 180
},
"baselineAvgForwardReturns": {
"1": 0.003727750338680691,
"5": 0.017866992300762673,
"10": 0.037239255025634854
}
},
{
"topN": 2,
"ticker": "AMAT",
"hitRates": {
"1": 0.5561497326203209,
"5": 0.5760869565217391,
"10": 0.5921787709497207
},
"hitRate1D": 0.5561497326203209,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9354735723266993,
"eligibleDays": 359,
"fitnessScore": 0.9382751653409317,
"lookbackDays": 30,
"returnLift1D": -0.0007475222114561395,
"hitRateLift1D": -0.012095392727868526,
"portfolioSize": 2,
"activationRate": 0.520891364902507,
"activationCount": 187,
"baselineHitRates": {
"1": 0.5682451253481894,
"5": 0.6028169014084507,
"10": 0.64
},
"sampleConfidence": 0.996078431372549,
"shadowSharpeLike": 1.0100471467219276,
"avgForwardReturns": {
"1": 0.003215549492241004,
"5": 0.014923066493981863,
"10": 0.031064618845418546
},
"shadowMaxDrawdown": -0.2751285607687527,
"shadowTotalReturn": 0.5982428111613498,
"avgForwardReturn1D": 0.003215549492241004,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 187,
"5": 184,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.003963071703697143,
"5": 0.018883996755756124,
"10": 0.04005989604940481
}
},
{
"topN": 4,
"ticker": "AMAT",
"hitRates": {
"1": 0.5560747663551402,
"5": 0.602803738317757,
"10": 0.6495327102803738
},
"hitRate1D": 0.5560747663551402,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9150434100790482,
"eligibleDays": 375,
"fitnessScore": 0.8729028392800633,
"lookbackDays": 14,
"returnLift1D": -0.0008011393361796555,
"hitRateLift1D": -0.00392523364485986,
"portfolioSize": 4,
"activationRate": 0.5706666666666667,
"activationCount": 214,
"baselineHitRates": {
"1": 0.56,
"5": 0.5983827493261455,
"10": 0.6229508196721312
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8802878857256076,
"avgForwardReturns": {
"1": 0.0026940380874226457,
"5": 0.019319062654028017,
"10": 0.039552401657702484
},
"shadowMaxDrawdown": -0.2815932277406167,
"shadowTotalReturn": 0.5220880949049602,
"avgForwardReturn1D": 0.0026940380874226457,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-02-03",
"2025-02-14",
"2025-03-21",
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 214,
"5": 214,
"10": 214
},
"baselineAvgForwardReturns": {
"1": 0.003495177423602301,
"5": 0.017558608203477398,
"10": 0.03657782867818232
}
},
{
"topN": 5,
"ticker": "AMAT",
"hitRates": {
"1": 0.5560747663551402,
"5": 0.602803738317757,
"10": 0.6495327102803738
},
"hitRate1D": 0.5560747663551402,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9150434100790482,
"eligibleDays": 375,
"fitnessScore": 0.8729028392800633,
"lookbackDays": 14,
"returnLift1D": -0.0008011393361796555,
"hitRateLift1D": -0.00392523364485986,
"portfolioSize": 5,
"activationRate": 0.5706666666666667,
"activationCount": 214,
"baselineHitRates": {
"1": 0.56,
"5": 0.5983827493261455,
"10": 0.6229508196721312
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8802878857256076,
"avgForwardReturns": {
"1": 0.0026940380874226457,
"5": 0.019319062654028017,
"10": 0.039552401657702484
},
"shadowMaxDrawdown": -0.2815932277406167,
"shadowTotalReturn": 0.5220880949049602,
"avgForwardReturn1D": 0.0026940380874226457,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-02-03",
"2025-02-14",
"2025-03-21",
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 214,
"5": 214,
"10": 214
},
"baselineAvgForwardReturns": {
"1": 0.003495177423602301,
"5": 0.017558608203477398,
"10": 0.03657782867818232
}
},
{
"topN": 2,
"ticker": "AMAT",
"hitRates": {
"1": 0.5508982035928144,
"5": 0.6047904191616766,
"10": 0.6167664670658682
},
"hitRate1D": 0.5508982035928144,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6972928908758167,
"eligibleDays": 375,
"fitnessScore": 0.533576764249512,
"lookbackDays": 14,
"returnLift1D": -0.0011067255275618738,
"hitRateLift1D": -0.00910179640718567,
"portfolioSize": 2,
"activationRate": 0.44533333333333336,
"activationCount": 167,
"baselineHitRates": {
"1": 0.56,
"5": 0.5983827493261455,
"10": 0.6229508196721312
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6616754398919867,
"avgForwardReturns": {
"1": 0.0023884518960404274,
"5": 0.017941170986876236,
"10": 0.033260143237049976
},
"shadowMaxDrawdown": -0.3342683720081715,
"shadowTotalReturn": 0.3056488588476953,
"avgForwardReturn1D": 0.0023884518960404274,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-02-14",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-05-01",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 167,
"5": 167,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.003495177423602301,
"5": 0.017558608203477398,
"10": 0.03657782867818232
}
}
],
"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": 0.9441662673025385,
"fitnessScore": 0.9721432944961592,
"lookbackDays": 14,
"returnLift1D": -0.000370868333310959,
"activationRate": 0.5413333333333333,
"activationCount": 203,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.6178501180681288,
"avgForwardReturn1D": 0.003124309090291342
},
{
"comboQuality": 0.9992903980900791,
"fitnessScore": 1.9450212479586977,
"lookbackDays": 21,
"returnLift1D": 0.0005683566580297343,
"activationRate": 0.6521739130434783,
"activationCount": 240,
"sampleConfidence": 0.9991666666666668,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.3928175510712086,
"avgForwardReturn1D": 0.004296106996710425
},
{
"comboQuality": 0.9991609054630114,
"fitnessScore": 1.9081165012371615,
"lookbackDays": 30,
"returnLift1D": 0.000007871583654658898,
"activationRate": 0.7103064066852368,
"activationCount": 255,
"sampleConfidence": 0.9966013071895425,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.3568669926492078,
"avgForwardReturn1D": 0.003970943287351802
},
{
"comboQuality": 0.9999278346636988,
"fitnessScore": 2.448025284530191,
"lookbackDays": 45,
"returnLift1D": -0.000006156854221374408,
"activationRate": 0.7848837209302325,
"activationCount": 270,
"sampleConfidence": 0.9967901234567902,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.8124126508479756,
"avgForwardReturn1D": 0.0044560781538030515
},
{
"comboQuality": 0.9995914138100402,
"fitnessScore": 2.066527781078435,
"lookbackDays": 63,
"returnLift1D": -0.0007089289058161419,
"activationRate": 0.7576687116564417,
"activationCount": 247,
"sampleConfidence": 0.9964912280701754,
"bestPortfolioSize": 3,
"shadowTotalReturn": 1.4810775500126172,
"avgForwardReturn1D": 0.004293528538067074
}
],
"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": "49a39f737522fb83b48ed9e7133920b9e36775da68dbfa0151a07edde7916052",
"size": 13,
"members": [
"AMAT",
"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