Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"APTV"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "APTV",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "APTV",
"hitRates": {
"1": 0.5125,
"5": 0.5555555555555556,
"10": 0.5555555555555556
},
"hitRate1D": 0.5125,
"comboQuality": 0.7223944575863227,
"eligibleDays": 352,
"fitnessScore": 0.5604014299090365,
"lookbackDays": 14,
"returnLift1D": 0.00417260729425108,
"hitRateLift1D": 0.029642857142857082,
"activationRate": 0.23011363636363635,
"activationCount": 81,
"baselineHitRates": {
"1": 0.4828571428571429,
"5": 0.476878612716763,
"10": 0.4766081871345029
},
"sampleConfidence": 0.9991769547325103,
"shadowSharpeLike": 1.1515225281148693,
"avgForwardReturns": {
"1": 0.004131444612566546,
"5": 0.003183174010742304,
"10": 0.004084845440597534
},
"shadowMaxDrawdown": -0.15126272836167343,
"shadowTotalReturn": 0.3339199884165691,
"avgForwardReturn1D": 0.004131444612566546,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-13",
"2025-02-17",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 80,
"5": 81,
"10": 81
},
"baselineAvgForwardReturns": {
"1": -0.00004116268168453452,
"5": 0.0005747664410679646,
"10": 0.0018479345437064155
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.7223944575863227,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.24408014919301996,
"bestRawFitnessScore": 0.5604014299090365,
"upperQuartileComboQuality": 0.3474432479104687
},
"algorithmFit": {
"label": "weak",
"score": 0.3568182155822247,
"rawScore": 0.37728213578106246,
"confidence": 0.8915192729362992,
"bestProfile": {
"topN": 2,
"lookbackDays": 14
},
"profileBreadth": 0.15010182549501264,
"recommendedRegion": {
"topNs": [
2,
3
],
"lookbackDays": [
14
]
},
"parameterStability": 0.4221504774414443,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "APTV",
"hitRates": {
"1": 0.5125,
"5": 0.5555555555555556,
"10": 0.5555555555555556
},
"hitRate1D": 0.5125,
"comboQuality": 0.7223944575863227,
"eligibleDays": 352,
"fitnessScore": 0.5604014299090365,
"lookbackDays": 14,
"returnLift1D": 0.00417260729425108,
"hitRateLift1D": 0.029642857142857082,
"activationRate": 0.23011363636363635,
"activationCount": 81,
"baselineHitRates": {
"1": 0.4828571428571429,
"5": 0.476878612716763,
"10": 0.4766081871345029
},
"sampleConfidence": 0.9991769547325103,
"shadowSharpeLike": 1.1515225281148693,
"avgForwardReturns": {
"1": 0.004131444612566546,
"5": 0.003183174010742304,
"10": 0.004084845440597534
},
"shadowMaxDrawdown": -0.15126272836167343,
"shadowTotalReturn": 0.3339199884165691,
"avgForwardReturn1D": 0.004131444612566546,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-13",
"2025-02-17",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 80,
"5": 81,
"10": 81
},
"baselineAvgForwardReturns": {
"1": -0.00004116268168453452,
"5": 0.0005747664410679646,
"10": 0.0018479345437064155
}
},
{
"topN": 3,
"ticker": "APTV",
"hitRates": {
"1": 0.504950495049505,
"5": 0.5392156862745098,
"10": 0.5
},
"hitRate1D": 0.504950495049505,
"comboQuality": 0.632646939873195,
"eligibleDays": 352,
"fitnessScore": 0.46958960360999963,
"lookbackDays": 14,
"returnLift1D": 0.0029481211478049915,
"hitRateLift1D": 0.02209335219236208,
"activationRate": 0.2897727272727273,
"activationCount": 102,
"baselineHitRates": {
"1": 0.4828571428571429,
"5": 0.476878612716763,
"10": 0.4766081871345029
},
"sampleConfidence": 0.9993464052287582,
"shadowSharpeLike": 0.8940235062357108,
"avgForwardReturns": {
"1": 0.002906958466120457,
"5": 0.006933445383530061,
"10": 0.001673783488624931
},
"shadowMaxDrawdown": -0.18200254904905178,
"shadowTotalReturn": 0.2736791060770496,
"avgForwardReturn1D": 0.002906958466120457,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-13",
"2025-02-17",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07"
],
"horizonObservationCounts": {
"1": 101,
"5": 102,
"10": 102
},
"baselineAvgForwardReturns": {
"1": -0.00004116268168453452,
"5": 0.0005747664410679646,
"10": 0.0018479345437064155
}
},
{
"topN": 3,
"ticker": "APTV",
"hitRates": {
"1": 0.53125,
"5": 0.5208333333333334,
"10": 0.4895833333333333
},
"hitRate1D": 0.53125,
"comboQuality": 0.5945612075400127,
"eligibleDays": 339,
"fitnessScore": 0.43422782464370524,
"lookbackDays": 21,
"returnLift1D": 0.0025841137937938265,
"hitRateLift1D": 0.05196005917159763,
"activationRate": 0.2831858407079646,
"activationCount": 96,
"baselineHitRates": {
"1": 0.47928994082840237,
"5": 0.47604790419161674,
"10": 0.47416413373860183
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.816839054505003,
"avgForwardReturns": {
"1": 0.0025886282540076404,
"5": 0.0006077950846680608,
"10": -0.010764336965174455
},
"shadowMaxDrawdown": -0.21387934900070515,
"shadowTotalReturn": 0.23103373902603108,
"avgForwardReturn1D": 0.0025886282540076404,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"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": 96,
"5": 96,
"10": 96
},
"baselineAvgForwardReturns": {
"1": 0.000004514460213813645,
"5": 0.0005291756892317447,
"10": 0.0020065512102785776
}
},
{
"topN": 4,
"ticker": "APTV",
"hitRates": {
"1": 0.48672566371681414,
"5": 0.5263157894736842,
"10": 0.4649122807017544
},
"hitRate1D": 0.48672566371681414,
"comboQuality": 0.48610407263929384,
"eligibleDays": 352,
"fitnessScore": 0.3377684341054165,
"lookbackDays": 14,
"returnLift1D": 0.0020137972711621113,
"hitRateLift1D": 0.003868520859671265,
"activationRate": 0.32386363636363635,
"activationCount": 114,
"baselineHitRates": {
"1": 0.4828571428571429,
"5": 0.476878612716763,
"10": 0.4766081871345029
},
"sampleConfidence": 0.9994152046783626,
"shadowSharpeLike": 0.640517010615908,
"avgForwardReturns": {
"1": 0.001972634589477577,
"5": 0.004720557476488291,
"10": -0.0022117676167148575
},
"shadowMaxDrawdown": -0.18200254904905144,
"shadowTotalReturn": 0.18367704381316274,
"avgForwardReturn1D": 0.001972634589477577,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-10",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 113,
"5": 114,
"10": 114
},
"baselineAvgForwardReturns": {
"1": -0.00004116268168453452,
"5": 0.0005747664410679646,
"10": 0.0018479345437064155
}
},
{
"topN": 3,
"ticker": "APTV",
"hitRates": {
"1": 0.5145631067961165,
"5": 0.4854368932038835,
"10": 0.4563106796116505
},
"hitRate1D": 0.5145631067961165,
"comboQuality": 0.43283359776131397,
"eligibleDays": 330,
"fitnessScore": 0.2905341351484926,
"lookbackDays": 30,
"returnLift1D": 0.0014381297745910283,
"hitRateLift1D": 0.03128043202408004,
"activationRate": 0.31212121212121213,
"activationCount": 103,
"baselineHitRates": {
"1": 0.48328267477203646,
"5": 0.48307692307692307,
"10": 0.4875
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5589794393059041,
"avgForwardReturns": {
"1": 0.0016000283807652282,
"5": -0.0026019284593860287,
"10": -0.011180604365967664
},
"shadowMaxDrawdown": -0.22045201129113468,
"shadowTotalReturn": 0.13541409477043898,
"avgForwardReturn1D": 0.0016000283807652282,
"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": 103,
"5": 103,
"10": 103
},
"baselineAvgForwardReturns": {
"1": 0.00016189860617420006,
"5": 0.001840779998331371,
"10": 0.0063246913533131595
}
},
{
"topN": 5,
"ticker": "APTV",
"hitRates": {
"1": 0.504424778761062,
"5": 0.4778761061946903,
"10": 0.48672566371681414
},
"hitRate1D": 0.504424778761062,
"comboQuality": 0.31897979796018694,
"eligibleDays": 339,
"fitnessScore": 0.18313787611766533,
"lookbackDays": 21,
"returnLift1D": 0.001064590285973645,
"hitRateLift1D": 0.02513483793265958,
"activationRate": 0.3333333333333333,
"activationCount": 113,
"baselineHitRates": {
"1": 0.47928994082840237,
"5": 0.47604790419161674,
"10": 0.47416413373860183
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.32008884771123974,
"avgForwardReturns": {
"1": 0.0010691047461874586,
"5": -0.0020360068346693214,
"10": -0.009747936254830506
},
"shadowMaxDrawdown": -0.2501231008665715,
"shadowTotalReturn": 0.06755603460360637,
"avgForwardReturn1D": 0.0010691047461874586,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-05-05",
"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": 113,
"5": 113,
"10": 113
},
"baselineAvgForwardReturns": {
"1": 0.000004514460213813645,
"5": 0.0005291756892317447,
"10": 0.0020065512102785776
}
},
{
"topN": 4,
"ticker": "APTV",
"hitRates": {
"1": 0.5094339622641509,
"5": 0.49056603773584906,
"10": 0.4716981132075472
},
"hitRate1D": 0.5094339622641509,
"comboQuality": 0.31418626261066596,
"eligibleDays": 339,
"fitnessScore": 0.1782635850508538,
"lookbackDays": 21,
"returnLift1D": 0.00111832857821995,
"hitRateLift1D": 0.03014402143574857,
"activationRate": 0.31268436578171094,
"activationCount": 106,
"baselineHitRates": {
"1": 0.47928994082840237,
"5": 0.47604790419161674,
"10": 0.47416413373860183
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.32602506874776443,
"avgForwardReturns": {
"1": 0.0011228430384337637,
"5": -0.0011168414571008337,
"10": -0.011001054074615801
},
"shadowMaxDrawdown": -0.259448368909706,
"shadowTotalReturn": 0.06918308274691243,
"avgForwardReturn1D": 0.0011228430384337637,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-05-05",
"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": 106,
"5": 106,
"10": 106
},
"baselineAvgForwardReturns": {
"1": 0.000004514460213813645,
"5": 0.0005291756892317447,
"10": 0.0020065512102785776
}
},
{
"topN": 4,
"ticker": "APTV",
"hitRates": {
"1": 0.5,
"5": 0.4818181818181818,
"10": 0.43636363636363634
},
"hitRate1D": 0.5,
"comboQuality": 0.2992149937447533,
"eligibleDays": 330,
"fitnessScore": 0.16277146695204947,
"lookbackDays": 30,
"returnLift1D": 0.0006940124988826198,
"hitRateLift1D": 0.016717325227963542,
"activationRate": 0.3333333333333333,
"activationCount": 110,
"baselineHitRates": {
"1": 0.48328267477203646,
"5": 0.48307692307692307,
"10": 0.4875
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.29154282599257814,
"avgForwardReturns": {
"1": 0.0008559111050568199,
"5": -0.0029421837215453167,
"10": -0.01182385058057656
},
"shadowMaxDrawdown": -0.23430651251555434,
"shadowTotalReturn": 0.05397626741726458,
"avgForwardReturn1D": 0.0008559111050568199,
"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": 110,
"5": 110,
"10": 110
},
"baselineAvgForwardReturns": {
"1": 0.00016189860617420006,
"5": 0.001840779998331371,
"10": 0.0063246913533131595
}
},
{
"topN": 2,
"ticker": "APTV",
"hitRates": {
"1": 0.4857142857142857,
"5": 0.6376811594202898,
"10": 0.6376811594202898
},
"hitRate1D": 0.4857142857142857,
"comboQuality": 0.2919474666370022,
"eligibleDays": 315,
"fitnessScore": 0.155092229073792,
"lookbackDays": 45,
"returnLift1D": 0.00045613786617158694,
"hitRateLift1D": -0.00154686078252958,
"activationRate": 0.2222222222222222,
"activationCount": 70,
"baselineHitRates": {
"1": 0.4872611464968153,
"5": 0.4806451612903226,
"10": 0.4786885245901639
},
"sampleConfidence": 0.9980952380952381,
"shadowSharpeLike": 0.40880538825233764,
"avgForwardReturns": {
"1": 0.0009784795840841575,
"5": 0.008258834689224254,
"10": 0.014198813525609328
},
"shadowMaxDrawdown": -0.0827461483396007,
"shadowTotalReturn": 0.05543372497849397,
"avgForwardReturn1D": 0.0009784795840841575,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-28",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 70,
"5": 69,
"10": 69
},
"baselineAvgForwardReturns": {
"1": 0.0005223417179125706,
"5": 0.0025777485422444073,
"10": 0.004913728184467254
}
},
{
"topN": 5,
"ticker": "APTV",
"hitRates": {
"1": 0.4838709677419355,
"5": 0.47580645161290325,
"10": 0.41935483870967744
},
"hitRate1D": 0.4838709677419355,
"comboQuality": 0.24739186992970183,
"eligibleDays": 330,
"fitnessScore": 0.1052343616578059,
"lookbackDays": 30,
"returnLift1D": 0.00029222986546296906,
"hitRateLift1D": 0.0005882929698990402,
"activationRate": 0.37575757575757573,
"activationCount": 124,
"baselineHitRates": {
"1": 0.48328267477203646,
"5": 0.48307692307692307,
"10": 0.4875
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.15870128429904945,
"avgForwardReturns": {
"1": 0.00045412847163716914,
"5": -0.004307770580041772,
"10": -0.012925542841988059
},
"shadowMaxDrawdown": -0.2379495583502197,
"shadowTotalReturn": 0.014132650059078156,
"avgForwardReturn1D": 0.00045412847163716914,
"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": 124,
"5": 124,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.00016189860617420006,
"5": 0.001840779998331371,
"10": 0.0063246913533131595
}
},
{
"topN": 5,
"ticker": "APTV",
"hitRates": {
"1": 0.4925373134328358,
"5": 0.5074626865671642,
"10": 0.4444444444444444
},
"hitRate1D": 0.4925373134328358,
"comboQuality": 0.2407684284563381,
"eligibleDays": 352,
"fitnessScore": 0.0973363276547995,
"lookbackDays": 14,
"returnLift1D": 0.0006725580975104594,
"hitRateLift1D": 0.009680170575692926,
"activationRate": 0.3835227272727273,
"activationCount": 135,
"baselineHitRates": {
"1": 0.4828571428571429,
"5": 0.476878612716763,
"10": 0.4766081871345029
},
"sampleConfidence": 0.9990123456790124,
"shadowSharpeLike": 0.1721710754507899,
"avgForwardReturns": {
"1": 0.0006313954158259249,
"5": 0.0017829898368495914,
"10": -0.006897253281252485
},
"shadowMaxDrawdown": -0.30790192979101083,
"shadowTotalReturn": 0.014118790173953677,
"avgForwardReturn1D": 0.0006313954158259249,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-10",
"2025-03-11",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 135
},
"baselineAvgForwardReturns": {
"1": -0.00004116268168453452,
"5": 0.0005747664410679646,
"10": 0.0018479345437064155
}
},
{
"topN": 2,
"ticker": "APTV",
"hitRates": {
"1": 0.5121951219512195,
"5": 0.5121951219512195,
"10": 0.5
},
"hitRate1D": 0.5121951219512195,
"comboQuality": 0.2056976922158122,
"eligibleDays": 330,
"fitnessScore": 0.05276755863814615,
"lookbackDays": 30,
"returnLift1D": 0.00012123518291790776,
"hitRateLift1D": 0.028912447179183065,
"activationRate": 0.24848484848484848,
"activationCount": 82,
"baselineHitRates": {
"1": 0.48328267477203646,
"5": 0.48307692307692307,
"10": 0.4875
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.06247734584363073,
"avgForwardReturns": {
"1": 0.0002831337890921078,
"5": -0.00207067347352178,
"10": -0.00641112666161
},
"shadowMaxDrawdown": -0.2280124248562797,
"shadowTotalReturn": -0.005498415702441806,
"avgForwardReturn1D": 0.0002831337890921078,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28"
],
"horizonObservationCounts": {
"1": 82,
"5": 82,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.00016189860617420006,
"5": 0.001840779998331371,
"10": 0.0063246913533131595
}
},
{
"topN": 2,
"ticker": "APTV",
"hitRates": {
"1": 0.5058823529411764,
"5": 0.5058823529411764,
"10": 0.49411764705882355
},
"hitRate1D": 0.5058823529411764,
"comboQuality": 0.20089666719141724,
"eligibleDays": 339,
"fitnessScore": 0.04624609178799048,
"lookbackDays": 21,
"returnLift1D": 0.0003182242172558813,
"hitRateLift1D": 0.026592412112774078,
"activationRate": 0.25073746312684364,
"activationCount": 85,
"baselineHitRates": {
"1": 0.47928994082840237,
"5": 0.47604790419161674,
"10": 0.47416413373860183
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.0771550622102834,
"avgForwardReturns": {
"1": 0.0003227386774696949,
"5": -0.003959393935534107,
"10": -0.011490452916781975
},
"shadowMaxDrawdown": -0.2359496493472567,
"shadowTotalReturn": -0.004049107035450583,
"avgForwardReturn1D": 0.0003227386774696949,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"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": 85,
"5": 85,
"10": 85
},
"baselineAvgForwardReturns": {
"1": 0.000004514460213813645,
"5": 0.0005291756892317447,
"10": 0.0020065512102785776
}
},
{
"topN": 2,
"ticker": "APTV",
"hitRates": {
"1": 0.5074626865671642,
"5": 0.5970149253731343,
"10": 0.4626865671641791
},
"hitRate1D": 0.5074626865671642,
"comboQuality": 0.20067797446473343,
"eligibleDays": 297,
"fitnessScore": 0.0459462733031213,
"lookbackDays": 63,
"returnLift1D": 0.00006261519536316187,
"hitRateLift1D": 0.03448971359419123,
"activationRate": 0.2255892255892256,
"activationCount": 67,
"baselineHitRates": {
"1": 0.47297297297297297,
"5": 0.4589041095890411,
"10": 0.4564459930313589
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.20192985055972346,
"avgForwardReturns": {
"1": -0.0003058495503937561,
"5": -0.00022747635192336616,
"10": -0.006424079378784966
},
"shadowMaxDrawdown": -0.08274614833960081,
"shadowTotalReturn": -0.03322212334943142,
"avgForwardReturn1D": -0.0003058495503937561,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-28",
"2025-07-02",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18",
"2025-07-24",
"2025-07-25"
],
"horizonObservationCounts": {
"1": 67,
"5": 67,
"10": 67
},
"baselineAvgForwardReturns": {
"1": -0.00036846474575691796,
"5": -0.0011063013213847752,
"10": -0.0016084255149298047
}
},
{
"topN": 5,
"ticker": "APTV",
"hitRates": {
"1": 0.46551724137931033,
"5": 0.5172413793103449,
"10": 0.49137931034482757
},
"hitRate1D": 0.46551724137931033,
"comboQuality": 0.1280732801782517,
"eligibleDays": 297,
"fitnessScore": -0.07198261203564621,
"lookbackDays": 63,
"returnLift1D": -0.0005142125956710084,
"hitRateLift1D": -0.00745573159366264,
"activationRate": 0.39057239057239057,
"activationCount": 116,
"baselineHitRates": {
"1": 0.47297297297297297,
"5": 0.4589041095890411,
"10": 0.4564459930313589
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.516768808651719,
"avgForwardReturns": {
"1": -0.0008826773414279264,
"5": -0.004892105556496363,
"10": -0.0021607373290425517
},
"shadowMaxDrawdown": -0.1471404905972925,
"shadowTotalReturn": -0.12162780560305009,
"avgForwardReturn1D": -0.0008826773414279264,
"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": 116,
"5": 116,
"10": 116
},
"baselineAvgForwardReturns": {
"1": -0.00036846474575691796,
"5": -0.0011063013213847752,
"10": -0.0016084255149298047
}
},
{
"topN": 5,
"ticker": "APTV",
"hitRates": {
"1": 0.4918032786885246,
"5": 0.48739495798319327,
"10": 0.4827586206896552
},
"hitRate1D": 0.4918032786885246,
"comboQuality": 0.12283432261548029,
"eligibleDays": 315,
"fitnessScore": -0.08248907053514502,
"lookbackDays": 45,
"returnLift1D": -0.0012064002707648683,
"hitRateLift1D": 0.004542132191709292,
"activationRate": 0.3904761904761905,
"activationCount": 123,
"baselineHitRates": {
"1": 0.4872611464968153,
"5": 0.4806451612903226,
"10": 0.4786885245901639
},
"sampleConfidence": 0.9934959349593496,
"shadowSharpeLike": -0.37897270750818157,
"avgForwardReturns": {
"1": -0.0006840585528522978,
"5": -0.00319897162271541,
"10": -0.007508140450756167
},
"shadowMaxDrawdown": -0.2923436736700824,
"shadowTotalReturn": -0.11176496513100209,
"avgForwardReturn1D": -0.0006840585528522978,
"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": 122,
"5": 119,
"10": 116
},
"baselineAvgForwardReturns": {
"1": 0.0005223417179125706,
"5": 0.0025777485422444073,
"10": 0.004913728184467254
}
},
{
"topN": 3,
"ticker": "APTV",
"hitRates": {
"1": 0.46875,
"5": 0.5104166666666666,
"10": 0.4479166666666667
},
"hitRate1D": 0.46875,
"comboQuality": 0.09667455014999785,
"eligibleDays": 297,
"fitnessScore": -0.14164119703628042,
"lookbackDays": 63,
"returnLift1D": -0.0009053747391559244,
"hitRateLift1D": -0.0042229729729729715,
"activationRate": 0.32323232323232326,
"activationCount": 96,
"baselineHitRates": {
"1": 0.47297297297297297,
"5": 0.4589041095890411,
"10": 0.4564459930313589
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6873950256786941,
"avgForwardReturns": {
"1": -0.0012738394849128424,
"5": -0.005952980908985418,
"10": -0.00689827980893484
},
"shadowMaxDrawdown": -0.1640087384462472,
"shadowTotalReturn": -0.13649252879906792,
"avgForwardReturn1D": -0.0012738394849128424,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-22",
"2025-05-23",
"2025-05-28",
"2025-05-30",
"2025-06-12",
"2025-06-13",
"2025-06-18",
"2025-06-20",
"2025-06-30"
],
"horizonObservationCounts": {
"1": 96,
"5": 96,
"10": 96
},
"baselineAvgForwardReturns": {
"1": -0.00036846474575691796,
"5": -0.0011063013213847752,
"10": -0.0016084255149298047
}
},
{
"topN": 4,
"ticker": "APTV",
"hitRates": {
"1": 0.46226415094339623,
"5": 0.5283018867924528,
"10": 0.4811320754716981
},
"hitRate1D": 0.46226415094339623,
"comboQuality": 0.08153432494574102,
"eligibleDays": 297,
"fitnessScore": -0.1827696960833885,
"lookbackDays": 63,
"returnLift1D": -0.0010597365945204198,
"hitRateLift1D": -0.010708822029576737,
"activationRate": 0.3569023569023569,
"activationCount": 106,
"baselineHitRates": {
"1": 0.47297297297297297,
"5": 0.4589041095890411,
"10": 0.4564459930313589
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.8209574467850618,
"avgForwardReturns": {
"1": -0.0014282013402773378,
"5": -0.0031148034288422974,
"10": -0.0010951926647114374
},
"shadowMaxDrawdown": -0.19344829041546596,
"shadowTotalReturn": -0.1628819741905192,
"avgForwardReturn1D": -0.0014282013402773378,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-22",
"2025-05-23",
"2025-05-28",
"2025-05-30",
"2025-06-02",
"2025-06-11",
"2025-06-12",
"2025-06-13"
],
"horizonObservationCounts": {
"1": 106,
"5": 106,
"10": 106
},
"baselineAvgForwardReturns": {
"1": -0.00036846474575691796,
"5": -0.0011063013213847752,
"10": -0.0016084255149298047
}
},
{
"topN": 4,
"ticker": "APTV",
"hitRates": {
"1": 0.47706422018348627,
"5": 0.5,
"10": 0.5096153846153846
},
"hitRate1D": 0.47706422018348627,
"comboQuality": 0.06709072593365181,
"eligibleDays": 315,
"fitnessScore": -0.2290976693085152,
"lookbackDays": 45,
"returnLift1D": -0.00204007993342241,
"hitRateLift1D": -0.010196926313329024,
"activationRate": 0.3492063492063492,
"activationCount": 110,
"baselineHitRates": {
"1": 0.4872611464968153,
"5": 0.4806451612903226,
"10": 0.4786885245901639
},
"sampleConfidence": 0.9933333333333334,
"shadowSharpeLike": -0.7584414777809908,
"avgForwardReturns": {
"1": -0.0015177382155098392,
"5": -0.003084263126224598,
"10": -0.004558373735194303
},
"shadowMaxDrawdown": -0.2917947510686236,
"shadowTotalReturn": -0.17924155507421768,
"avgForwardReturn1D": -0.0015177382155098392,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-15",
"2025-05-20",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-06-02",
"2025-06-04",
"2025-06-05"
],
"horizonObservationCounts": {
"1": 109,
"5": 106,
"10": 104
},
"baselineAvgForwardReturns": {
"1": 0.0005223417179125706,
"5": 0.0025777485422444073,
"10": 0.004913728184467254
}
},
{
"topN": 3,
"ticker": "APTV",
"hitRates": {
"1": 0.46534653465346537,
"5": 0.5204081632653061,
"10": 0.5104166666666666
},
"hitRate1D": 0.46534653465346537,
"comboQuality": 0.05460052963748035,
"eligibleDays": 315,
"fitnessScore": -0.27734407452402504,
"lookbackDays": 45,
"returnLift1D": -0.002269783478179789,
"hitRateLift1D": -0.021914611843349918,
"activationRate": 0.32063492063492066,
"activationCount": 101,
"baselineHitRates": {
"1": 0.4872611464968153,
"5": 0.4806451612903226,
"10": 0.4786885245901639
},
"sampleConfidence": 0.9947194719471948,
"shadowSharpeLike": -0.8255300750517758,
"avgForwardReturns": {
"1": -0.0017474417602672185,
"5": -0.0025260077539456622,
"10": -0.003909250126059548
},
"shadowMaxDrawdown": -0.299750283618778,
"shadowTotalReturn": -0.1849908147610645,
"avgForwardReturn1D": -0.0017474417602672185,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-22",
"2025-05-23",
"2025-05-28",
"2025-06-04",
"2025-06-05",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13"
],
"horizonObservationCounts": {
"1": 101,
"5": 98,
"10": 96
},
"baselineAvgForwardReturns": {
"1": 0.0005223417179125706,
"5": 0.0025777485422444073,
"10": 0.004913728184467254
}
}
],
"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": 0.7223944575863227,
"fitnessScore": 0.5604014299090365,
"lookbackDays": 14,
"returnLift1D": 0.00417260729425108,
"activationRate": 0.23011363636363635,
"activationCount": 81,
"sampleConfidence": 0.9991769547325103,
"shadowTotalReturn": 0.3339199884165691,
"avgForwardReturn1D": 0.004131444612566546
},
{
"bestTopN": 3,
"comboQuality": 0.5945612075400127,
"fitnessScore": 0.43422782464370524,
"lookbackDays": 21,
"returnLift1D": 0.0025841137937938265,
"activationRate": 0.2831858407079646,
"activationCount": 96,
"sampleConfidence": 1,
"shadowTotalReturn": 0.23103373902603108,
"avgForwardReturn1D": 0.0025886282540076404
},
{
"bestTopN": 3,
"comboQuality": 0.43283359776131397,
"fitnessScore": 0.2905341351484926,
"lookbackDays": 30,
"returnLift1D": 0.0014381297745910283,
"activationRate": 0.31212121212121213,
"activationCount": 103,
"sampleConfidence": 1,
"shadowTotalReturn": 0.13541409477043898,
"avgForwardReturn1D": 0.0016000283807652282
},
{
"bestTopN": 2,
"comboQuality": 0.2919474666370022,
"fitnessScore": 0.155092229073792,
"lookbackDays": 45,
"returnLift1D": 0.00045613786617158694,
"activationRate": 0.2222222222222222,
"activationCount": 70,
"sampleConfidence": 0.9980952380952381,
"shadowTotalReturn": 0.05543372497849397,
"avgForwardReturn1D": 0.0009784795840841575
},
{
"bestTopN": 2,
"comboQuality": 0.20067797446473343,
"fitnessScore": 0.0459462733031213,
"lookbackDays": 63,
"returnLift1D": 0.00006261519536316187,
"activationRate": 0.2255892255892256,
"activationCount": 67,
"sampleConfidence": 1,
"shadowTotalReturn": -0.03322212334943142,
"avgForwardReturn1D": -0.0003058495503937561
}
],
"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": "c0749968b0d9cbeb4b2bcbbc4f61f3478f59f1b062fac55d5000b6ae40340721",
"size": 13,
"members": [
"APTV",
"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",
"APTV"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "APTV",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "APTV",
"hitRates": {
"1": 0.48863636363636365,
"5": 0.5113636363636364,
"10": 0.5113636363636364
},
"hitRate1D": 0.48863636363636365,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6397406004169722,
"eligibleDays": 375,
"fitnessScore": 0.4763324603137116,
"lookbackDays": 14,
"returnLift1D": 0.0035002580238206087,
"hitRateLift1D": 0.011303030303030315,
"portfolioSize": 2,
"activationRate": 0.23466666666666666,
"activationCount": 88,
"baselineHitRates": {
"1": 0.47733333333333333,
"5": 0.4716981132075472,
"10": 0.4726775956284153
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.020060062747554,
"avgForwardReturns": {
"1": 0.0034709789617646094,
"5": 0.001025524415817287,
"10": 0.0006538977619993707
},
"shadowMaxDrawdown": -0.1512627283616732,
"shadowTotalReturn": 0.30047126906036015,
"avgForwardReturn1D": 0.0034709789617646094,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-13",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 88,
"5": 88,
"10": 88
},
"baselineAvgForwardReturns": {
"1": -0.000029279062055999284,
"5": 0.00041731213600458843,
"10": 0.001958951445445071
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.6397406004169722,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.17585021791317057,
"bestRawFitnessScore": 0.4763324603137116,
"upperQuartileComboQuality": 0.3363465051416246
},
"algorithmFit": {
"label": "poor",
"score": 0.3276002238443929,
"rawScore": 0.346208200795318,
"confidence": 0.8925041237718901,
"bestProfile": {
"lookbackDays": 14,
"portfolioSize": 2
},
"profileBreadth": 0.10007815921393155,
"recommendedRegion": {
"lookbackDays": [
14
],
"portfolioSizes": [
2,
3
]
},
"parameterStability": 0.479101986410489,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "APTV",
"hitRates": {
"1": 0.48863636363636365,
"5": 0.5113636363636364,
"10": 0.5113636363636364
},
"hitRate1D": 0.48863636363636365,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6397406004169722,
"eligibleDays": 375,
"fitnessScore": 0.4763324603137116,
"lookbackDays": 14,
"returnLift1D": 0.0035002580238206087,
"hitRateLift1D": 0.011303030303030315,
"portfolioSize": 2,
"activationRate": 0.23466666666666666,
"activationCount": 88,
"baselineHitRates": {
"1": 0.47733333333333333,
"5": 0.4716981132075472,
"10": 0.4726775956284153
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.020060062747554,
"avgForwardReturns": {
"1": 0.0034709789617646094,
"5": 0.001025524415817287,
"10": 0.0006538977619993707
},
"shadowMaxDrawdown": -0.1512627283616732,
"shadowTotalReturn": 0.30047126906036015,
"avgForwardReturn1D": 0.0034709789617646094,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-13",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 88,
"5": 88,
"10": 88
},
"baselineAvgForwardReturns": {
"1": -0.000029279062055999284,
"5": 0.00041731213600458843,
"10": 0.001958951445445071
}
},
{
"topN": 3,
"ticker": "APTV",
"hitRates": {
"1": 0.49107142857142855,
"5": 0.5,
"10": 0.4732142857142857
},
"hitRate1D": 0.49107142857142855,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5957015481428446,
"eligibleDays": 375,
"fitnessScore": 0.43526901593065137,
"lookbackDays": 14,
"returnLift1D": 0.0025909289832976834,
"hitRateLift1D": 0.013738095238095216,
"portfolioSize": 3,
"activationRate": 0.2986666666666667,
"activationCount": 112,
"baselineHitRates": {
"1": 0.47733333333333333,
"5": 0.4716981132075472,
"10": 0.4726775956284153
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8365688653733165,
"avgForwardReturns": {
"1": 0.002561649921241684,
"5": 0.005063375448770521,
"10": -0.0008022796991578873
},
"shadowMaxDrawdown": -0.18200254904905167,
"shadowTotalReturn": 0.26336334141042017,
"avgForwardReturn1D": 0.002561649921241684,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-02-07",
"2025-02-10",
"2025-02-13",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25"
],
"horizonObservationCounts": {
"1": 112,
"5": 112,
"10": 112
},
"baselineAvgForwardReturns": {
"1": -0.000029279062055999284,
"5": 0.00041731213600458843,
"10": 0.001958951445445071
}
},
{
"topN": 3,
"ticker": "APTV",
"hitRates": {
"1": 0.5128205128205128,
"5": 0.49572649572649574,
"10": 0.4444444444444444
},
"hitRate1D": 0.5128205128205128,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5463892757741418,
"eligibleDays": 368,
"fitnessScore": 0.3909403030071572,
"lookbackDays": 21,
"returnLift1D": 0.00191618826284382,
"hitRateLift1D": 0.03184225195094753,
"portfolioSize": 3,
"activationRate": 0.3179347826086957,
"activationCount": 117,
"baselineHitRates": {
"1": 0.48097826086956524,
"5": 0.47527472527472525,
"10": 0.467966573816156
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7124440638345126,
"avgForwardReturns": {
"1": 0.0020256319317749627,
"5": -0.0006945222943143932,
"10": -0.012682126847380387
},
"shadowMaxDrawdown": -0.21387934900070493,
"shadowTotalReturn": 0.21234289613841661,
"avgForwardReturn1D": 0.0020256319317749627,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24"
],
"horizonObservationCounts": {
"1": 117,
"5": 117,
"10": 117
},
"baselineAvgForwardReturns": {
"1": 0.0001094436689311428,
"5": 0.0006861175393005427,
"10": 0.0014301901347963878
}
},
{
"topN": 4,
"ticker": "APTV",
"hitRates": {
"1": 0.47619047619047616,
"5": 0.49206349206349204,
"10": 0.4365079365079365
},
"hitRate1D": 0.47619047619047616,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.4263850748770349,
"eligibleDays": 375,
"fitnessScore": 0.28474460332533125,
"lookbackDays": 14,
"returnLift1D": 0.0016160445032799699,
"hitRateLift1D": -0.0011428571428571677,
"portfolioSize": 4,
"activationRate": 0.336,
"activationCount": 126,
"baselineHitRates": {
"1": 0.47733333333333333,
"5": 0.4716981132075472,
"10": 0.4726775956284153
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5374443075971962,
"avgForwardReturns": {
"1": 0.0015867654412239705,
"5": 0.0030928700342759594,
"10": -0.004611231197754997
},
"shadowMaxDrawdown": -0.1820025490490519,
"shadowTotalReturn": 0.15263485523333187,
"avgForwardReturn1D": 0.0015867654412239705,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-02-07",
"2025-02-10",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24"
],
"horizonObservationCounts": {
"1": 126,
"5": 126,
"10": 126
},
"baselineAvgForwardReturns": {
"1": -0.000029279062055999284,
"5": 0.00041731213600458843,
"10": 0.001958951445445071
}
},
{
"topN": 5,
"ticker": "APTV",
"hitRates": {
"1": 0.47619047619047616,
"5": 0.49206349206349204,
"10": 0.4365079365079365
},
"hitRate1D": 0.47619047619047616,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.4263850748770349,
"eligibleDays": 375,
"fitnessScore": 0.28474460332533125,
"lookbackDays": 14,
"returnLift1D": 0.0016160445032799699,
"hitRateLift1D": -0.0011428571428571677,
"portfolioSize": 5,
"activationRate": 0.336,
"activationCount": 126,
"baselineHitRates": {
"1": 0.47733333333333333,
"5": 0.4716981132075472,
"10": 0.4726775956284153
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5374443075971962,
"avgForwardReturns": {
"1": 0.0015867654412239705,
"5": 0.0030928700342759594,
"10": -0.004611231197754997
},
"shadowMaxDrawdown": -0.1820025490490519,
"shadowTotalReturn": 0.15263485523333187,
"avgForwardReturn1D": 0.0015867654412239705,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-02-07",
"2025-02-10",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24"
],
"horizonObservationCounts": {
"1": 126,
"5": 126,
"10": 126
},
"baselineAvgForwardReturns": {
"1": -0.000029279062055999284,
"5": 0.00041731213600458843,
"10": 0.001958951445445071
}
},
{
"topN": 4,
"ticker": "APTV",
"hitRates": {
"1": 0.5,
"5": 0.46875,
"10": 0.4375
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.30633364856315454,
"eligibleDays": 368,
"fitnessScore": 0.17019043147754695,
"lookbackDays": 21,
"returnLift1D": 0.0008009656724440614,
"hitRateLift1D": 0.019021739130434756,
"portfolioSize": 4,
"activationRate": 0.34782608695652173,
"activationCount": 128,
"baselineHitRates": {
"1": 0.48097826086956524,
"5": 0.47527472527472525,
"10": 0.467966573816156
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.2925520962335986,
"avgForwardReturns": {
"1": 0.0009104093413752042,
"5": -0.0020613122742178854,
"10": -0.012468526254435066
},
"shadowMaxDrawdown": -0.2594483689097059,
"shadowTotalReturn": 0.06244766327419771,
"avgForwardReturn1D": 0.0009104093413752042,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24"
],
"horizonObservationCounts": {
"1": 128,
"5": 128,
"10": 128
},
"baselineAvgForwardReturns": {
"1": 0.0001094436689311428,
"5": 0.0006861175393005427,
"10": 0.0014301901347963878
}
},
{
"topN": 5,
"ticker": "APTV",
"hitRates": {
"1": 0.5,
"5": 0.46875,
"10": 0.4375
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.30633364856315454,
"eligibleDays": 368,
"fitnessScore": 0.17019043147754695,
"lookbackDays": 21,
"returnLift1D": 0.0008009656724440614,
"hitRateLift1D": 0.019021739130434756,
"portfolioSize": 5,
"activationRate": 0.34782608695652173,
"activationCount": 128,
"baselineHitRates": {
"1": 0.48097826086956524,
"5": 0.47527472527472525,
"10": 0.467966573816156
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.2925520962335986,
"avgForwardReturns": {
"1": 0.0009104093413752042,
"5": -0.0020613122742178854,
"10": -0.012468526254435066
},
"shadowMaxDrawdown": -0.2594483689097059,
"shadowTotalReturn": 0.06244766327419771,
"avgForwardReturn1D": 0.0009104093413752042,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24"
],
"horizonObservationCounts": {
"1": 128,
"5": 128,
"10": 128
},
"baselineAvgForwardReturns": {
"1": 0.0001094436689311428,
"5": 0.0006861175393005427,
"10": 0.0014301901347963878
}
},
{
"topN": 2,
"ticker": "APTV",
"hitRates": {
"1": 0.5142857142857142,
"5": 0.5857142857142857,
"10": 0.45714285714285713
},
"hitRate1D": 0.5142857142857142,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.21508893170071297,
"eligibleDays": 326,
"fitnessScore": 0.06520585428638156,
"lookbackDays": 63,
"returnLift1D": -0.00040547205752527234,
"hitRateLift1D": 0.029623137598597693,
"portfolioSize": 2,
"activationRate": 0.2147239263803681,
"activationCount": 70,
"baselineHitRates": {
"1": 0.48466257668711654,
"5": 0.48757763975155277,
"10": 0.4921135646687697
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.06686413469383697,
"avgForwardReturns": {
"1": -0.0000365443388515899,
"5": -0.0009064253279226251,
"10": -0.006332982980235024
},
"shadowMaxDrawdown": -0.0995072977767103,
"shadowTotalReturn": -0.01729209394219977,
"avgForwardReturn1D": -0.0000365443388515899,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-28",
"2025-07-02",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17"
],
"horizonObservationCounts": {
"1": 70,
"5": 70,
"10": 70
},
"baselineAvgForwardReturns": {
"1": 0.00036892771867368243,
"5": 0.0030894136052698287,
"10": 0.007854084668467175
}
},
{
"topN": 2,
"ticker": "APTV",
"hitRates": {
"1": 0.5,
"5": 0.46,
"10": 0.44
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.19313705862255068,
"eligibleDays": 368,
"fitnessScore": 0.03545417907636947,
"lookbackDays": 21,
"returnLift1D": 0.0001199109540190758,
"hitRateLift1D": 0.019021739130434756,
"portfolioSize": 2,
"activationRate": 0.2717391304347826,
"activationCount": 100,
"baselineHitRates": {
"1": 0.48097826086956524,
"5": 0.47527472527472525,
"10": 0.467966573816156
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.044057401764363416,
"avgForwardReturns": {
"1": 0.0002293546229502186,
"5": -0.00563686882464866,
"10": -0.014365780765787943
},
"shadowMaxDrawdown": -0.2359496493472566,
"shadowTotalReturn": -0.013031334672892636,
"avgForwardReturn1D": 0.0002293546229502186,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26"
],
"horizonObservationCounts": {
"1": 100,
"5": 100,
"10": 100
},
"baselineAvgForwardReturns": {
"1": 0.0001094436689311428,
"5": 0.0006861175393005427,
"10": 0.0014301901347963878
}
},
{
"topN": 2,
"ticker": "APTV",
"hitRates": {
"1": 0.4805194805194805,
"5": 0.5789473684210527,
"10": 0.6052631578947368
},
"hitRate1D": 0.4805194805194805,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.17919686455250972,
"eligibleDays": 344,
"fitnessScore": 0.015204375995865766,
"lookbackDays": 45,
"returnLift1D": 0.00007556766295839721,
"hitRateLift1D": 0.0008683177287828192,
"portfolioSize": 2,
"activationRate": 0.2238372093023256,
"activationCount": 77,
"baselineHitRates": {
"1": 0.4796511627906977,
"5": 0.47352941176470587,
"10": 0.4746268656716418
},
"sampleConfidence": 0.9982683982683983,
"shadowSharpeLike": -0.036204805943549356,
"avgForwardReturns": {
"1": 0.000012561686857440011,
"5": 0.003699326282416182,
"10": 0.00512662373634141
},
"shadowMaxDrawdown": -0.1314341232923414,
"shadowTotalReturn": -0.018231219842148594,
"avgForwardReturn1D": 0.000012561686857440011,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-17",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-05-28",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 77,
"5": 76,
"10": 76
},
"baselineAvgForwardReturns": {
"1": -0.0000630059761009572,
"5": 0.00041538399547890115,
"10": 0.0018367021634251952
}
},
{
"topN": 3,
"ticker": "APTV",
"hitRates": {
"1": 0.4715447154471545,
"5": 0.43902439024390244,
"10": 0.4065040650406504
},
"hitRate1D": 0.4715447154471545,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.1725035712738314,
"eligibleDays": 359,
"fitnessScore": 0.005042892513948932,
"lookbackDays": 30,
"returnLift1D": 0.00019156192254318006,
"hitRateLift1D": -0.0019928890096700402,
"portfolioSize": 3,
"activationRate": 0.3426183844011142,
"activationCount": 123,
"baselineHitRates": {
"1": 0.4735376044568245,
"5": 0.4619718309859155,
"10": 0.46
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.028934643545534555,
"avgForwardReturns": {
"1": 0.000024888981734080446,
"5": -0.00495503967460449,
"10": -0.017292319249256945
},
"shadowMaxDrawdown": -0.22045201129113434,
"shadowTotalReturn": -0.041355825036385796,
"avgForwardReturn1D": 0.000024888981734080446,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 123,
"5": 123,
"10": 123
},
"baselineAvgForwardReturns": {
"1": -0.00016667294080909963,
"5": -0.0003685366400563837,
"10": 0.00024323779717649684
}
},
{
"topN": 4,
"ticker": "APTV",
"hitRates": {
"1": 0.46616541353383456,
"5": 0.43609022556390975,
"10": 0.38345864661654133
},
"hitRate1D": 0.46616541353383456,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.12499201328744619,
"eligibleDays": 359,
"fitnessScore": -0.07811629793391059,
"lookbackDays": 30,
"returnLift1D": -0.0002828182303983344,
"hitRateLift1D": -0.007372190922989963,
"portfolioSize": 4,
"activationRate": 0.37047353760445684,
"activationCount": 133,
"baselineHitRates": {
"1": 0.4735376044568245,
"5": 0.4619718309859155,
"10": 0.46
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.231266771607484,
"avgForwardReturns": {
"1": -0.0004494911712074341,
"5": -0.005458522146201943,
"10": -0.017851998764569
},
"shadowMaxDrawdown": -0.2343065125155538,
"shadowTotalReturn": -0.1035799000224834,
"avgForwardReturn1D": -0.0004494911712074341,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 133,
"5": 133,
"10": 133
},
"baselineAvgForwardReturns": {
"1": -0.00016667294080909963,
"5": -0.0003685366400563837,
"10": 0.00024323779717649684
}
},
{
"topN": 5,
"ticker": "APTV",
"hitRates": {
"1": 0.46616541353383456,
"5": 0.43609022556390975,
"10": 0.38345864661654133
},
"hitRate1D": 0.46616541353383456,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.12499201328744619,
"eligibleDays": 359,
"fitnessScore": -0.07811629793391059,
"lookbackDays": 30,
"returnLift1D": -0.0002828182303983344,
"hitRateLift1D": -0.007372190922989963,
"portfolioSize": 5,
"activationRate": 0.37047353760445684,
"activationCount": 133,
"baselineHitRates": {
"1": 0.4735376044568245,
"5": 0.4619718309859155,
"10": 0.46
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.231266771607484,
"avgForwardReturns": {
"1": -0.0004494911712074341,
"5": -0.005458522146201943,
"10": -0.017851998764569
},
"shadowMaxDrawdown": -0.2343065125155538,
"shadowTotalReturn": -0.1035799000224834,
"avgForwardReturn1D": -0.0004494911712074341,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 133,
"5": 133,
"10": 133
},
"baselineAvgForwardReturns": {
"1": -0.00016667294080909963,
"5": -0.0003685366400563837,
"10": 0.00024323779717649684
}
},
{
"topN": 3,
"ticker": "APTV",
"hitRates": {
"1": 0.48,
"5": 0.5,
"10": 0.44
},
"hitRate1D": 0.48,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.10714703445973345,
"eligibleDays": 326,
"fitnessScore": -0.11644837141395312,
"lookbackDays": 63,
"returnLift1D": -0.0013889800638419122,
"hitRateLift1D": -0.00466257668711656,
"portfolioSize": 3,
"activationRate": 0.3067484662576687,
"activationCount": 100,
"baselineHitRates": {
"1": 0.48466257668711654,
"5": 0.48757763975155277,
"10": 0.4921135646687697
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.5443214033540124,
"avgForwardReturns": {
"1": -0.0010200523451682297,
"5": -0.006362882299061186,
"10": -0.006940730970414433
},
"shadowMaxDrawdown": -0.17756116873395822,
"shadowTotalReturn": -0.11931537896287603,
"avgForwardReturn1D": -0.0010200523451682297,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-22",
"2025-05-23",
"2025-05-28",
"2025-05-30",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 100,
"5": 100,
"10": 100
},
"baselineAvgForwardReturns": {
"1": 0.00036892771867368243,
"5": 0.0030894136052698287,
"10": 0.007854084668467175
}
},
{
"topN": 4,
"ticker": "APTV",
"hitRates": {
"1": 0.4727272727272727,
"5": 0.5181818181818182,
"10": 0.4727272727272727
},
"hitRate1D": 0.4727272727272727,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.08939254054906472,
"eligibleDays": 326,
"fitnessScore": -0.1606364285033065,
"lookbackDays": 63,
"returnLift1D": -0.0015608003189881178,
"hitRateLift1D": -0.011935303959843824,
"portfolioSize": 4,
"activationRate": 0.3374233128834356,
"activationCount": 110,
"baselineHitRates": {
"1": 0.48466257668711654,
"5": 0.48757763975155277,
"10": 0.4921135646687697
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.672883987456559,
"avgForwardReturns": {
"1": -0.0011918726003144354,
"5": -0.00359064751000729,
"10": -0.0013448059803919175
},
"shadowMaxDrawdown": -0.20652346993021642,
"shadowTotalReturn": -0.14622977112398572,
"avgForwardReturn1D": -0.0011918726003144354,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-22",
"2025-05-23",
"2025-05-28",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 110,
"5": 110,
"10": 110
},
"baselineAvgForwardReturns": {
"1": 0.00036892771867368243,
"5": 0.0030894136052698287,
"10": 0.007854084668467175
}
},
{
"topN": 5,
"ticker": "APTV",
"hitRates": {
"1": 0.4727272727272727,
"5": 0.5181818181818182,
"10": 0.4727272727272727
},
"hitRate1D": 0.4727272727272727,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.08939254054906472,
"eligibleDays": 326,
"fitnessScore": -0.1606364285033065,
"lookbackDays": 63,
"returnLift1D": -0.0015608003189881178,
"hitRateLift1D": -0.011935303959843824,
"portfolioSize": 5,
"activationRate": 0.3374233128834356,
"activationCount": 110,
"baselineHitRates": {
"1": 0.48466257668711654,
"5": 0.48757763975155277,
"10": 0.4921135646687697
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.672883987456559,
"avgForwardReturns": {
"1": -0.0011918726003144354,
"5": -0.00359064751000729,
"10": -0.0013448059803919175
},
"shadowMaxDrawdown": -0.20652346993021642,
"shadowTotalReturn": -0.14622977112398572,
"avgForwardReturn1D": -0.0011918726003144354,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-22",
"2025-05-23",
"2025-05-28",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 110,
"5": 110,
"10": 110
},
"baselineAvgForwardReturns": {
"1": 0.00036892771867368243,
"5": 0.0030894136052698287,
"10": 0.007854084668467175
}
},
{
"topN": 2,
"ticker": "APTV",
"hitRates": {
"1": 0.45454545454545453,
"5": 0.46464646464646464,
"10": 0.43434343434343436
},
"hitRate1D": 0.45454545454545453,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.06077058145429553,
"eligibleDays": 359,
"fitnessScore": -0.25234987061716185,
"lookbackDays": 30,
"returnLift1D": -0.0013483226634342196,
"hitRateLift1D": -0.018992149911369993,
"portfolioSize": 2,
"activationRate": 0.2757660167130919,
"activationCount": 99,
"baselineHitRates": {
"1": 0.4735376044568245,
"5": 0.4619718309859155,
"10": 0.46
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6435122919022643,
"avgForwardReturns": {
"1": -0.0015149956042433191,
"5": -0.004003444677180075,
"10": -0.012932778734462127
},
"shadowMaxDrawdown": -0.22801242485627982,
"shadowTotalReturn": -0.17043361635398813,
"avgForwardReturn1D": -0.0015149956042433191,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 99,
"5": 99,
"10": 99
},
"baselineAvgForwardReturns": {
"1": -0.00016667294080909963,
"5": -0.0003685366400563837,
"10": 0.00024323779717649684
}
},
{
"topN": 4,
"ticker": "APTV",
"hitRates": {
"1": 0.4830508474576271,
"5": 0.46956521739130436,
"10": 0.48672566371681414
},
"hitRate1D": 0.4830508474576271,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.056639857610539156,
"eligibleDays": 344,
"fitnessScore": -0.2688017408353864,
"lookbackDays": 45,
"returnLift1D": -0.001690109618263274,
"hitRateLift1D": 0.0033996846669294145,
"portfolioSize": 4,
"activationRate": 0.3430232558139535,
"activationCount": 118,
"baselineHitRates": {
"1": 0.4796511627906977,
"5": 0.47352941176470587,
"10": 0.4746268656716418
},
"sampleConfidence": 0.9954802259887007,
"shadowSharpeLike": -0.8601847315200526,
"avgForwardReturns": {
"1": -0.0017531155943642312,
"5": -0.005437520168533113,
"10": -0.011201469183352998
},
"shadowMaxDrawdown": -0.2917947510686235,
"shadowTotalReturn": -0.21694434479560898,
"avgForwardReturn1D": -0.0017531155943642312,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-17",
"2025-03-18",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-05-15"
],
"horizonObservationCounts": {
"1": 118,
"5": 115,
"10": 113
},
"baselineAvgForwardReturns": {
"1": -0.0000630059761009572,
"5": 0.00041538399547890115,
"10": 0.0018367021634251952
}
},
{
"topN": 5,
"ticker": "APTV",
"hitRates": {
"1": 0.4830508474576271,
"5": 0.46956521739130436,
"10": 0.48672566371681414
},
"hitRate1D": 0.4830508474576271,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.056639857610539156,
"eligibleDays": 344,
"fitnessScore": -0.2688017408353864,
"lookbackDays": 45,
"returnLift1D": -0.001690109618263274,
"hitRateLift1D": 0.0033996846669294145,
"portfolioSize": 5,
"activationRate": 0.3430232558139535,
"activationCount": 118,
"baselineHitRates": {
"1": 0.4796511627906977,
"5": 0.47352941176470587,
"10": 0.4746268656716418
},
"sampleConfidence": 0.9954802259887007,
"shadowSharpeLike": -0.8601847315200526,
"avgForwardReturns": {
"1": -0.0017531155943642312,
"5": -0.005437520168533113,
"10": -0.011201469183352998
},
"shadowMaxDrawdown": -0.2917947510686235,
"shadowTotalReturn": -0.21694434479560898,
"avgForwardReturn1D": -0.0017531155943642312,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-17",
"2025-03-18",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-05-15"
],
"horizonObservationCounts": {
"1": 118,
"5": 115,
"10": 113
},
"baselineAvgForwardReturns": {
"1": -0.0000630059761009572,
"5": 0.00041538399547890115,
"10": 0.0018367021634251952
}
},
{
"topN": 3,
"ticker": "APTV",
"hitRates": {
"1": 0.4727272727272727,
"5": 0.48598130841121495,
"10": 0.4857142857142857
},
"hitRate1D": 0.4727272727272727,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.04725593715438547,
"eligibleDays": 344,
"fitnessScore": -0.3108289617666402,
"lookbackDays": 45,
"returnLift1D": -0.0019181375914571874,
"hitRateLift1D": -0.006923890063424976,
"portfolioSize": 3,
"activationRate": 0.31976744186046513,
"activationCount": 110,
"baselineHitRates": {
"1": 0.4796511627906977,
"5": 0.47352941176470587,
"10": 0.4746268656716418
},
"sampleConfidence": 0.9951515151515152,
"shadowSharpeLike": -0.9217668813179614,
"avgForwardReturns": {
"1": -0.0019811435675581445,
"5": -0.005102165307366127,
"10": -0.011114125346289503
},
"shadowMaxDrawdown": -0.2993999836105833,
"shadowTotalReturn": -0.2220405237407148,
"avgForwardReturn1D": -0.0019811435675581445,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-17",
"2025-03-18",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 110,
"5": 107,
"10": 105
},
"baselineAvgForwardReturns": {
"1": -0.0000630059761009572,
"5": 0.00041538399547890115,
"10": 0.0018367021634251952
}
}
],
"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": 0.6397406004169722,
"fitnessScore": 0.4763324603137116,
"lookbackDays": 14,
"returnLift1D": 0.0035002580238206087,
"activationRate": 0.23466666666666666,
"activationCount": 88,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.30047126906036015,
"avgForwardReturn1D": 0.0034709789617646094
},
{
"comboQuality": 0.5463892757741418,
"fitnessScore": 0.3909403030071572,
"lookbackDays": 21,
"returnLift1D": 0.00191618826284382,
"activationRate": 0.3179347826086957,
"activationCount": 117,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.21234289613841661,
"avgForwardReturn1D": 0.0020256319317749627
},
{
"comboQuality": 0.1725035712738314,
"fitnessScore": 0.005042892513948932,
"lookbackDays": 30,
"returnLift1D": 0.00019156192254318006,
"activationRate": 0.3426183844011142,
"activationCount": 123,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.041355825036385796,
"avgForwardReturn1D": 0.000024888981734080446
},
{
"comboQuality": 0.17919686455250972,
"fitnessScore": 0.015204375995865766,
"lookbackDays": 45,
"returnLift1D": 0.00007556766295839721,
"activationRate": 0.2238372093023256,
"activationCount": 77,
"sampleConfidence": 0.9982683982683983,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.018231219842148594,
"avgForwardReturn1D": 0.000012561686857440011
},
{
"comboQuality": 0.21508893170071297,
"fitnessScore": 0.06520585428638156,
"lookbackDays": 63,
"returnLift1D": -0.00040547205752527234,
"activationRate": 0.2147239263803681,
"activationCount": 70,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.01729209394219977,
"avgForwardReturn1D": -0.0000365443388515899
}
],
"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": "c0749968b0d9cbeb4b2bcbbc4f61f3478f59f1b062fac55d5000b6ae40340721",
"size": 13,
"members": [
"APTV",
"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."
}