Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"AQN"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "AQN",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "AQN",
"hitRates": {
"1": 0.425531914893617,
"5": 0.5957446808510638,
"10": 0.7021276595744681
},
"hitRate1D": 0.425531914893617,
"comboQuality": 0.17641745798879407,
"eligibleDays": 330,
"fitnessScore": 0.011021652403457843,
"lookbackDays": 30,
"returnLift1D": 0.0006278191495451876,
"hitRateLift1D": -0.05167173252279633,
"activationRate": 0.14242424242424243,
"activationCount": 47,
"baselineHitRates": {
"1": 0.47720364741641336,
"5": 0.52,
"10": 0.55
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.3086025391522174,
"avgForwardReturns": {
"1": 0.0013828297695556724,
"5": 0.005945864328152074,
"10": 0.019200351031393424
},
"shadowMaxDrawdown": -0.10601545315887206,
"shadowTotalReturn": 0.04580750140085055,
"avgForwardReturn1D": 0.0013828297695556724,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 47,
"5": 47,
"10": 47
},
"baselineAvgForwardReturns": {
"1": 0.0007550106200104848,
"5": 0.003426413469822959,
"10": 0.00706751676698313
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.17641745798879407,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.057312257423222886,
"bestRawFitnessScore": 0.011021652403457843,
"upperQuartileComboQuality": 0.07612987040222913
},
"algorithmFit": {
"label": "poor",
"score": 0.1068154074476236,
"rawScore": 0.1144986576244846,
"confidence": 0.8657931833216881,
"bestProfile": {
"topN": 2,
"lookbackDays": 30
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
30
]
},
"parameterStability": 0.23039334178159518,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "AQN",
"hitRates": {
"1": 0.425531914893617,
"5": 0.5957446808510638,
"10": 0.7021276595744681
},
"hitRate1D": 0.425531914893617,
"comboQuality": 0.17641745798879407,
"eligibleDays": 330,
"fitnessScore": 0.011021652403457843,
"lookbackDays": 30,
"returnLift1D": 0.0006278191495451876,
"hitRateLift1D": -0.05167173252279633,
"activationRate": 0.14242424242424243,
"activationCount": 47,
"baselineHitRates": {
"1": 0.47720364741641336,
"5": 0.52,
"10": 0.55
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.3086025391522174,
"avgForwardReturns": {
"1": 0.0013828297695556724,
"5": 0.005945864328152074,
"10": 0.019200351031393424
},
"shadowMaxDrawdown": -0.10601545315887206,
"shadowTotalReturn": 0.04580750140085055,
"avgForwardReturn1D": 0.0013828297695556724,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 47,
"5": 47,
"10": 47
},
"baselineAvgForwardReturns": {
"1": 0.0007550106200104848,
"5": 0.003426413469822959,
"10": 0.00706751676698313
}
},
{
"topN": 5,
"ticker": "AQN",
"hitRates": {
"1": 0.4716981132075472,
"5": 0.5094339622641509,
"10": 0.5566037735849056
},
"hitRate1D": 0.4716981132075472,
"comboQuality": 0.1695108053730009,
"eligibleDays": 297,
"fitnessScore": 0.0003983861037731573,
"lookbackDays": 63,
"returnLift1D": -0.0006666512528966786,
"hitRateLift1D": -0.004653238143804195,
"activationRate": 0.3569023569023569,
"activationCount": 106,
"baselineHitRates": {
"1": 0.47635135135135137,
"5": 0.5034246575342466,
"10": 0.519163763066202
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.12260229979447279,
"avgForwardReturns": {
"1": -0.00016099753058242627,
"5": 0.0004034695547621525,
"10": 0.008299791843969189
},
"shadowMaxDrawdown": -0.17375353884132383,
"shadowTotalReturn": -0.058622287132011563,
"avgForwardReturn1D": -0.00016099753058242627,
"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": 106,
"5": 106,
"10": 106
},
"baselineAvgForwardReturns": {
"1": 0.0005056537223142524,
"5": 0.0021305879251464228,
"10": 0.0037987127858183888
}
},
{
"topN": 2,
"ticker": "AQN",
"hitRates": {
"1": 0.4943820224719101,
"5": 0.47126436781609193,
"10": 0.375
},
"hitRate1D": 0.4943820224719101,
"comboQuality": 0.15897300975570192,
"eligibleDays": 352,
"fitnessScore": -0.01649564922261638,
"lookbackDays": 14,
"returnLift1D": -0.0013853960018970098,
"hitRateLift1D": -0.0027608346709470655,
"activationRate": 0.2585227272727273,
"activationCount": 91,
"baselineHitRates": {
"1": 0.49714285714285716,
"5": 0.5404624277456648,
"10": 0.5555555555555556
},
"sampleConfidence": 0.9934065934065934,
"shadowSharpeLike": -0.2221764162585173,
"avgForwardReturns": {
"1": -0.00019569624854999258,
"5": -0.008343705571387399,
"10": -0.009278998837194215
},
"shadowMaxDrawdown": -0.17397788931632818,
"shadowTotalReturn": -0.04428853437566149,
"avgForwardReturn1D": -0.00019569624854999258,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 89,
"5": 87,
"10": 88
},
"baselineAvgForwardReturns": {
"1": 0.0011896997533470172,
"5": 0.004962921939677349,
"10": 0.007748508306894577
}
},
{
"topN": 3,
"ticker": "AQN",
"hitRates": {
"1": 0.4492753623188406,
"5": 0.5217391304347826,
"10": 0.5652173913043478
},
"hitRate1D": 0.4492753623188406,
"comboQuality": 0.11884779598703404,
"eligibleDays": 330,
"fitnessScore": -0.09074507942458977,
"lookbackDays": 30,
"returnLift1D": -0.0008892099002557417,
"hitRateLift1D": -0.02792828509757278,
"activationRate": 0.20909090909090908,
"activationCount": 69,
"baselineHitRates": {
"1": 0.47720364741641336,
"5": 0.52,
"10": 0.55
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.08521118156753388,
"avgForwardReturns": {
"1": -0.00013419928024525684,
"5": 0.0015202219691769468,
"10": 0.008813374145031541
},
"shadowMaxDrawdown": -0.1620750836521444,
"shadowTotalReturn": -0.0472016696837988,
"avgForwardReturn1D": -0.00013419928024525684,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 69,
"5": 69,
"10": 69
},
"baselineAvgForwardReturns": {
"1": 0.0007550106200104848,
"5": 0.003426413469822959,
"10": 0.00706751676698313
}
},
{
"topN": 4,
"ticker": "AQN",
"hitRates": {
"1": 0.4358974358974359,
"5": 0.5,
"10": 0.6153846153846154
},
"hitRate1D": 0.4358974358974359,
"comboQuality": 0.08620428828470653,
"eligibleDays": 297,
"fitnessScore": -0.16939516459578335,
"lookbackDays": 63,
"returnLift1D": -0.001324111861844831,
"hitRateLift1D": -0.04045391545391547,
"activationRate": 0.26262626262626265,
"activationCount": 78,
"baselineHitRates": {
"1": 0.47635135135135137,
"5": 0.5034246575342466,
"10": 0.519163763066202
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.3067781594636243,
"avgForwardReturns": {
"1": -0.0008184581395305785,
"5": -1.950779471322096e-7,
"10": 0.01303863918038266
},
"shadowMaxDrawdown": -0.1900512044502225,
"shadowTotalReturn": -0.09921800871527553,
"avgForwardReturn1D": -0.0008184581395305785,
"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": 78,
"5": 78,
"10": 78
},
"baselineAvgForwardReturns": {
"1": 0.0005056537223142524,
"5": 0.0021305879251464228,
"10": 0.0037987127858183888
}
},
{
"topN": 2,
"ticker": "AQN",
"hitRates": {
"1": 0.4444444444444444,
"5": 0.48148148148148145,
"10": 0.5740740740740741
},
"hitRate1D": 0.4444444444444444,
"comboQuality": 0.07277173110806999,
"eligibleDays": 315,
"fitnessScore": -0.20987188601868517,
"lookbackDays": 45,
"returnLift1D": -0.0018408502909801738,
"hitRateLift1D": -0.03326256192498234,
"activationRate": 0.17142857142857143,
"activationCount": 54,
"baselineHitRates": {
"1": 0.47770700636942676,
"5": 0.5129032258064516,
"10": 0.5344262295081967
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.4140038657808894,
"avgForwardReturns": {
"1": -0.0012239090914415174,
"5": 0.0034083437871630395,
"10": 0.010518559035088606
},
"shadowMaxDrawdown": -0.20775835264358766,
"shadowTotalReturn": -0.08303387729536693,
"avgForwardReturn1D": -0.0012239090914415174,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 54,
"5": 54,
"10": 54
},
"baselineAvgForwardReturns": {
"1": 0.0006169411995386563,
"5": 0.0027814754560237373,
"10": 0.004849618018423215
}
},
{
"topN": 5,
"ticker": "AQN",
"hitRates": {
"1": 0.4552238805970149,
"5": 0.48507462686567165,
"10": 0.5746268656716418
},
"hitRate1D": 0.4552238805970149,
"comboQuality": 0.06680166217944887,
"eligibleDays": 330,
"fitnessScore": -0.23011575508167123,
"lookbackDays": 30,
"returnLift1D": -0.0019651495383016734,
"hitRateLift1D": -0.02197976681939845,
"activationRate": 0.40606060606060607,
"activationCount": 134,
"baselineHitRates": {
"1": 0.47720364741641336,
"5": 0.52,
"10": 0.55
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6419406049361017,
"avgForwardReturns": {
"1": -0.0012101389182911885,
"5": -0.0006179465124703541,
"10": 0.011229249410605498
},
"shadowMaxDrawdown": -0.2764184670763039,
"shadowTotalReturn": -0.1940380115915432,
"avgForwardReturn1D": -0.0012101389182911885,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0007550106200104848,
"5": 0.003426413469822959,
"10": 0.00706751676698313
}
},
{
"topN": 4,
"ticker": "AQN",
"hitRates": {
"1": 0.48333333333333334,
"5": 0.5,
"10": 0.453781512605042
},
"hitRate1D": 0.48333333333333334,
"comboQuality": 0.06632534958981555,
"eligibleDays": 352,
"fitnessScore": -0.2318022906612693,
"lookbackDays": 14,
"returnLift1D": -0.002523574413091106,
"hitRateLift1D": -0.013809523809523827,
"activationRate": 0.3465909090909091,
"activationCount": 122,
"baselineHitRates": {
"1": 0.49714285714285716,
"5": 0.5404624277456648,
"10": 0.5555555555555556
},
"sampleConfidence": 0.9950819672131148,
"shadowSharpeLike": -0.7629270617455446,
"avgForwardReturns": {
"1": -0.0013338746597440887,
"5": -0.005404492745354769,
"10": -0.0029002290735283902
},
"shadowMaxDrawdown": -0.29865565619280554,
"shadowTotalReturn": -0.18331200235557532,
"avgForwardReturn1D": -0.0013338746597440887,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-10",
"2025-03-11",
"2025-03-14",
"2025-03-17",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 120,
"5": 118,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.0011896997533470172,
"5": 0.004962921939677349,
"10": 0.007748508306894577
}
},
{
"topN": 3,
"ticker": "AQN",
"hitRates": {
"1": 0.43103448275862066,
"5": 0.5,
"10": 0.6551724137931034
},
"hitRate1D": 0.43103448275862066,
"comboQuality": 0.06508791082903427,
"eligibleDays": 297,
"fitnessScore": -0.2362370078779172,
"lookbackDays": 63,
"returnLift1D": -0.0018827367906853036,
"hitRateLift1D": -0.04531686859273071,
"activationRate": 0.19528619528619529,
"activationCount": 58,
"baselineHitRates": {
"1": 0.47635135135135137,
"5": 0.5034246575342466,
"10": 0.519163763066202
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.3631757194315032,
"avgForwardReturns": {
"1": -0.0013770830683710513,
"5": 0.003136171851468017,
"10": 0.016037845959681173
},
"shadowMaxDrawdown": -0.19742125779985076,
"shadowTotalReturn": -0.10741459023824262,
"avgForwardReturn1D": -0.0013770830683710513,
"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": 58,
"5": 58,
"10": 58
},
"baselineAvgForwardReturns": {
"1": 0.0005056537223142524,
"5": 0.0021305879251464228,
"10": 0.0037987127858183888
}
},
{
"topN": 2,
"ticker": "AQN",
"hitRates": {
"1": 0.46153846153846156,
"5": 0.41025641025641024,
"10": 0.5897435897435898
},
"hitRate1D": 0.46153846153846156,
"comboQuality": 0.0621558079478774,
"eligibleDays": 297,
"fitnessScore": -0.2470667042066083,
"lookbackDays": 63,
"returnLift1D": -0.002708352910866109,
"hitRateLift1D": -0.014812889812889807,
"activationRate": 0.13131313131313133,
"activationCount": 39,
"baselineHitRates": {
"1": 0.47635135135135137,
"5": 0.5034246575342466,
"10": 0.519163763066202
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.39688017016582394,
"avgForwardReturns": {
"1": -0.0022026991885518567,
"5": 0.002333414284625529,
"10": 0.01541826730968788
},
"shadowMaxDrawdown": -0.19895322814659577,
"shadowTotalReturn": -0.10911836621409732,
"avgForwardReturn1D": -0.0022026991885518567,
"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": 39,
"5": 39,
"10": 39
},
"baselineAvgForwardReturns": {
"1": 0.0005056537223142524,
"5": 0.0021305879251464228,
"10": 0.0037987127858183888
}
},
{
"topN": 5,
"ticker": "AQN",
"hitRates": {
"1": 0.47368421052631576,
"5": 0.5190839694656488,
"10": 0.49242424242424243
},
"hitRate1D": 0.47368421052631576,
"comboQuality": 0.05246870689856837,
"eligibleDays": 352,
"fitnessScore": -0.28660146673691145,
"lookbackDays": 14,
"returnLift1D": -0.002697854606096422,
"hitRateLift1D": -0.0234586466165414,
"activationRate": 0.3835227272727273,
"activationCount": 135,
"baselineHitRates": {
"1": 0.49714285714285716,
"5": 0.5404624277456648,
"10": 0.5555555555555556
},
"sampleConfidence": 0.9955555555555556,
"shadowSharpeLike": -0.9206165991815984,
"avgForwardReturns": {
"1": -0.001508154852749405,
"5": -0.00410999375833587,
"10": -0.0006242323212567651
},
"shadowMaxDrawdown": -0.3322276341726558,
"shadowTotalReturn": -0.21713347381939085,
"avgForwardReturn1D": -0.001508154852749405,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-10",
"2025-03-11",
"2025-03-14",
"2025-03-17",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 133,
"5": 131,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0011896997533470172,
"5": 0.004962921939677349,
"10": 0.007748508306894577
}
},
{
"topN": 3,
"ticker": "AQN",
"hitRates": {
"1": 0.4722222222222222,
"5": 0.4811320754716981,
"10": 0.4205607476635514
},
"hitRate1D": 0.4722222222222222,
"comboQuality": 0.04602427310582102,
"eligibleDays": 352,
"fitnessScore": -0.316923244699137,
"lookbackDays": 14,
"returnLift1D": -0.0029750440402110606,
"hitRateLift1D": -0.024920634920634954,
"activationRate": 0.3125,
"activationCount": 110,
"baselineHitRates": {
"1": 0.49714285714285716,
"5": 0.5404624277456648,
"10": 0.5555555555555556
},
"sampleConfidence": 0.9945454545454546,
"shadowSharpeLike": -0.9216539008578071,
"avgForwardReturns": {
"1": -0.0017853442868640433,
"5": -0.007493313164672256,
"10": -0.0063076181705049115
},
"shadowMaxDrawdown": -0.32973974441575293,
"shadowTotalReturn": -0.20517419915441415,
"avgForwardReturn1D": -0.0017853442868640433,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20"
],
"horizonObservationCounts": {
"1": 108,
"5": 106,
"10": 107
},
"baselineAvgForwardReturns": {
"1": 0.0011896997533470172,
"5": 0.004962921939677349,
"10": 0.007748508306894577
}
},
{
"topN": 2,
"ticker": "AQN",
"hitRates": {
"1": 0.4057971014492754,
"5": 0.43478260869565216,
"10": 0.4492753623188406
},
"hitRate1D": 0.4057971014492754,
"comboQuality": 0.0457291488416891,
"eligibleDays": 339,
"fitnessScore": -0.3184065558310298,
"lookbackDays": 21,
"returnLift1D": -0.0023482432681372306,
"hitRateLift1D": -0.0764514192607838,
"activationRate": 0.20353982300884957,
"activationCount": 69,
"baselineHitRates": {
"1": 0.4822485207100592,
"5": 0.5239520958083832,
"10": 0.5440729483282675
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6156496584107928,
"avgForwardReturns": {
"1": -0.0015640468477818392,
"5": -0.009197856204497604,
"10": -0.0037373559379151305
},
"shadowMaxDrawdown": -0.22561980803824255,
"shadowTotalReturn": -0.127425695433932,
"avgForwardReturn1D": -0.0015640468477818392,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 69,
"5": 69,
"10": 69
},
"baselineAvgForwardReturns": {
"1": 0.0007841964203553915,
"5": 0.003395751424368393,
"10": 0.006083417521191795
}
},
{
"topN": 4,
"ticker": "AQN",
"hitRates": {
"1": 0.423728813559322,
"5": 0.46153846153846156,
"10": 0.452991452991453
},
"hitRate1D": 0.423728813559322,
"comboQuality": 0.030872420060916814,
"eligibleDays": 339,
"fitnessScore": -0.40823726747808126,
"lookbackDays": 21,
"returnLift1D": -0.0027682108970066045,
"hitRateLift1D": -0.05851970715073718,
"activationRate": 0.3480825958702065,
"activationCount": 118,
"baselineHitRates": {
"1": 0.4822485207100592,
"5": 0.5239520958083832,
"10": 0.5440729483282675
},
"sampleConfidence": 0.9988700564971752,
"shadowSharpeLike": -0.9906373496686411,
"avgForwardReturns": {
"1": -0.001984014476651213,
"5": -0.00787275873838098,
"10": -0.001216949630714211
},
"shadowMaxDrawdown": -0.3316708618718127,
"shadowTotalReturn": -0.24074271405214664,
"avgForwardReturn1D": -0.001984014476651213,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 118,
"5": 117,
"10": 117
},
"baselineAvgForwardReturns": {
"1": 0.0007841964203553915,
"5": 0.003395751424368393,
"10": 0.006083417521191795
}
},
{
"topN": 4,
"ticker": "AQN",
"hitRates": {
"1": 0.40594059405940597,
"5": 0.49504950495049505,
"10": 0.5445544554455446
},
"hitRate1D": 0.40594059405940597,
"comboQuality": 0.025857752429930943,
"eligibleDays": 330,
"fitnessScore": -0.4483683138510912,
"lookbackDays": 30,
"returnLift1D": -0.0029889894801481643,
"hitRateLift1D": -0.07126305335700739,
"activationRate": 0.30606060606060603,
"activationCount": 101,
"baselineHitRates": {
"1": 0.47720364741641336,
"5": 0.52,
"10": 0.55
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.8755163148140723,
"avgForwardReturns": {
"1": -0.0022339788601376796,
"5": -0.0008872793996433991,
"10": 0.0051188610910487585
},
"shadowMaxDrawdown": -0.31865865712173935,
"shadowTotalReturn": -0.24108728801822654,
"avgForwardReturn1D": -0.0022339788601376796,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 101,
"5": 101,
"10": 101
},
"baselineAvgForwardReturns": {
"1": 0.0007550106200104848,
"5": 0.003426413469822959,
"10": 0.00706751676698313
}
},
{
"topN": 5,
"ticker": "AQN",
"hitRates": {
"1": 0.421875,
"5": 0.4566929133858268,
"10": 0.4645669291338583
},
"hitRate1D": 0.421875,
"comboQuality": 0.02496465799370108,
"eligibleDays": 339,
"fitnessScore": -0.4563027663074805,
"lookbackDays": 21,
"returnLift1D": -0.002966387951893751,
"hitRateLift1D": -0.06037352071005919,
"activationRate": 0.3805309734513274,
"activationCount": 129,
"baselineHitRates": {
"1": 0.4822485207100592,
"5": 0.5239520958083832,
"10": 0.5440729483282675
},
"sampleConfidence": 0.9974160206718347,
"shadowSharpeLike": -1.141993755313913,
"avgForwardReturns": {
"1": -0.0021821915315383593,
"5": -0.00786379535306298,
"10": -0.0011630847644816828
},
"shadowMaxDrawdown": -0.36770882470746136,
"shadowTotalReturn": -0.27559334151608694,
"avgForwardReturn1D": -0.0021821915315383593,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 128,
"5": 127,
"10": 127
},
"baselineAvgForwardReturns": {
"1": 0.0007841964203553915,
"5": 0.003395751424368393,
"10": 0.006083417521191795
}
},
{
"topN": 4,
"ticker": "AQN",
"hitRates": {
"1": 0.4148936170212766,
"5": 0.4574468085106383,
"10": 0.5
},
"hitRate1D": 0.4148936170212766,
"comboQuality": 0.021868135598471637,
"eligibleDays": 315,
"fitnessScore": -0.4861350601642143,
"lookbackDays": 45,
"returnLift1D": -0.003406692006446082,
"hitRateLift1D": -0.06281338934815017,
"activationRate": 0.2984126984126984,
"activationCount": 94,
"baselineHitRates": {
"1": 0.47770700636942676,
"5": 0.5129032258064516,
"10": 0.5344262295081967
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.181395844852939,
"avgForwardReturns": {
"1": -0.002789750806907426,
"5": -0.0014257007443646056,
"10": 0.006813326890321803
},
"shadowMaxDrawdown": -0.33053144068316187,
"shadowTotalReturn": -0.25639068690653843,
"avgForwardReturn1D": -0.002789750806907426,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 94,
"5": 94,
"10": 94
},
"baselineAvgForwardReturns": {
"1": 0.0006169411995386563,
"5": 0.0027814754560237373,
"10": 0.004849618018423215
}
},
{
"topN": 3,
"ticker": "AQN",
"hitRates": {
"1": 0.40476190476190477,
"5": 0.44047619047619047,
"10": 0.4880952380952381
},
"hitRate1D": 0.40476190476190477,
"comboQuality": 0.020716650167819373,
"eligibleDays": 315,
"fitnessScore": -0.49829432502912363,
"lookbackDays": 45,
"returnLift1D": -0.0035559778633709187,
"hitRateLift1D": -0.07294510160752199,
"activationRate": 0.26666666666666666,
"activationCount": 84,
"baselineHitRates": {
"1": 0.47770700636942676,
"5": 0.5129032258064516,
"10": 0.5344262295081967
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.1183189864250598,
"avgForwardReturns": {
"1": -0.0029390366638322625,
"5": -0.0006780401130443188,
"10": 0.007023080706430581
},
"shadowMaxDrawdown": -0.3192872240161979,
"shadowTotalReturn": -0.2439012217694042,
"avgForwardReturn1D": -0.0029390366638322625,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 84,
"5": 84,
"10": 84
},
"baselineAvgForwardReturns": {
"1": 0.0006169411995386563,
"5": 0.0027814754560237373,
"10": 0.004849618018423215
}
},
{
"topN": 5,
"ticker": "AQN",
"hitRates": {
"1": 0.39814814814814814,
"5": 0.4537037037037037,
"10": 0.49074074074074076
},
"hitRate1D": 0.39814814814814814,
"comboQuality": 0.017763763539485163,
"eligibleDays": 315,
"fitnessScore": -0.5327876683916934,
"lookbackDays": 45,
"returnLift1D": -0.00340257407961719,
"hitRateLift1D": -0.07955885822127862,
"activationRate": 0.34285714285714286,
"activationCount": 108,
"baselineHitRates": {
"1": 0.47770700636942676,
"5": 0.5129032258064516,
"10": 0.5344262295081967
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.3052484352071492,
"avgForwardReturns": {
"1": -0.0027856328800785336,
"5": -0.004391928843004756,
"10": 0.0036425981472245133
},
"shadowMaxDrawdown": -0.35608388122549484,
"shadowTotalReturn": -0.2847729499644711,
"avgForwardReturn1D": -0.0027856328800785336,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 108,
"5": 108,
"10": 108
},
"baselineAvgForwardReturns": {
"1": 0.0006169411995386563,
"5": 0.0027814754560237373,
"10": 0.004849618018423215
}
},
{
"topN": 3,
"ticker": "AQN",
"hitRates": {
"1": 0.3870967741935484,
"5": 0.44086021505376344,
"10": 0.44086021505376344
},
"hitRate1D": 0.3870967741935484,
"comboQuality": 0.01599661420521723,
"eligibleDays": 339,
"fitnessScore": -0.5562354950488064,
"lookbackDays": 21,
"returnLift1D": -0.003685776625818314,
"hitRateLift1D": -0.09515174651651082,
"activationRate": 0.2743362831858407,
"activationCount": 93,
"baselineHitRates": {
"1": 0.4822485207100592,
"5": 0.5239520958083832,
"10": 0.5440729483282675
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.1600429249465791,
"avgForwardReturns": {
"1": -0.0029015802054629222,
"5": -0.008372509234847865,
"10": -0.0013519744508663355
},
"shadowMaxDrawdown": -0.3411742708628863,
"shadowTotalReturn": -0.2682774854460097,
"avgForwardReturn1D": -0.0029015802054629222,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 93,
"5": 93,
"10": 93
},
"baselineAvgForwardReturns": {
"1": 0.0007841964203553915,
"5": 0.003395751424368393,
"10": 0.006083417521191795
}
}
],
"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": 0.15897300975570192,
"fitnessScore": -0.01649564922261638,
"lookbackDays": 14,
"returnLift1D": -0.0013853960018970098,
"activationRate": 0.2585227272727273,
"activationCount": 91,
"sampleConfidence": 0.9934065934065934,
"shadowTotalReturn": -0.04428853437566149,
"avgForwardReturn1D": -0.00019569624854999258
},
{
"bestTopN": 2,
"comboQuality": 0.0457291488416891,
"fitnessScore": -0.3184065558310298,
"lookbackDays": 21,
"returnLift1D": -0.0023482432681372306,
"activationRate": 0.20353982300884957,
"activationCount": 69,
"sampleConfidence": 1,
"shadowTotalReturn": -0.127425695433932,
"avgForwardReturn1D": -0.0015640468477818392
},
{
"bestTopN": 2,
"comboQuality": 0.17641745798879407,
"fitnessScore": 0.011021652403457843,
"lookbackDays": 30,
"returnLift1D": 0.0006278191495451876,
"activationRate": 0.14242424242424243,
"activationCount": 47,
"sampleConfidence": 1,
"shadowTotalReturn": 0.04580750140085055,
"avgForwardReturn1D": 0.0013828297695556724
},
{
"bestTopN": 2,
"comboQuality": 0.07277173110806999,
"fitnessScore": -0.20987188601868517,
"lookbackDays": 45,
"returnLift1D": -0.0018408502909801738,
"activationRate": 0.17142857142857143,
"activationCount": 54,
"sampleConfidence": 1,
"shadowTotalReturn": -0.08303387729536693,
"avgForwardReturn1D": -0.0012239090914415174
},
{
"bestTopN": 5,
"comboQuality": 0.1695108053730009,
"fitnessScore": 0.0003983861037731573,
"lookbackDays": 63,
"returnLift1D": -0.0006666512528966786,
"activationRate": 0.3569023569023569,
"activationCount": 106,
"sampleConfidence": 1,
"shadowTotalReturn": -0.058622287132011563,
"avgForwardReturn1D": -0.00016099753058242627
}
],
"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": "52b755c143c1f5394ddbebbfc7b73912c1eb01aa823cbc435db898229351f0fc",
"size": 13,
"members": [
"AQN",
"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",
"AQN"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "AQN",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "AQN",
"hitRates": {
"1": 0.5066666666666667,
"5": 0.6133333333333333,
"10": 0.6666666666666666
},
"hitRate1D": 0.5066666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3638844704531877,
"eligibleDays": 359,
"fitnessScore": 0.22712037089013876,
"lookbackDays": 30,
"returnLift1D": 0.0006750479303357927,
"hitRateLift1D": 0.01363045496750237,
"portfolioSize": 2,
"activationRate": 0.20891364902506965,
"activationCount": 75,
"baselineHitRates": {
"1": 0.49303621169916434,
"5": 0.532394366197183,
"10": 0.5514285714285714
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5121293071569405,
"avgForwardReturns": {
"1": 0.0015787783985481596,
"5": 0.006693530526254782,
"10": 0.016375727485162087
},
"shadowMaxDrawdown": -0.10601545315887206,
"shadowTotalReturn": 0.0997282748718098,
"avgForwardReturn1D": 0.0015787783985481596,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05"
],
"horizonObservationCounts": {
"1": 75,
"5": 75,
"10": 75
},
"baselineAvgForwardReturns": {
"1": 0.0009037304682123669,
"5": 0.003821734246456146,
"10": 0.007280684207589199
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.3638844704531877,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.0797179071781038,
"bestRawFitnessScore": 0.22712037089013876,
"upperQuartileComboQuality": 0.17761710996552355
},
"algorithmFit": {
"label": "poor",
"score": 0.17950713739720284,
"rawScore": 0.19176063475134889,
"confidence": 0.8722000751610479,
"bestProfile": {
"lookbackDays": 30,
"portfolioSize": 2
},
"profileBreadth": 0,
"recommendedRegion": {
"lookbackDays": [
30
],
"portfolioSizes": [
2
]
},
"parameterStability": 0.3044326191037416,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "AQN",
"hitRates": {
"1": 0.5066666666666667,
"5": 0.6133333333333333,
"10": 0.6666666666666666
},
"hitRate1D": 0.5066666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3638844704531877,
"eligibleDays": 359,
"fitnessScore": 0.22712037089013876,
"lookbackDays": 30,
"returnLift1D": 0.0006750479303357927,
"hitRateLift1D": 0.01363045496750237,
"portfolioSize": 2,
"activationRate": 0.20891364902506965,
"activationCount": 75,
"baselineHitRates": {
"1": 0.49303621169916434,
"5": 0.532394366197183,
"10": 0.5514285714285714
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5121293071569405,
"avgForwardReturns": {
"1": 0.0015787783985481596,
"5": 0.006693530526254782,
"10": 0.016375727485162087
},
"shadowMaxDrawdown": -0.10601545315887206,
"shadowTotalReturn": 0.0997282748718098,
"avgForwardReturn1D": 0.0015787783985481596,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05"
],
"horizonObservationCounts": {
"1": 75,
"5": 75,
"10": 75
},
"baselineAvgForwardReturns": {
"1": 0.0009037304682123669,
"5": 0.003821734246456146,
"10": 0.007280684207589199
}
},
{
"topN": 3,
"ticker": "AQN",
"hitRates": {
"1": 0.5102040816326531,
"5": 0.5612244897959183,
"10": 0.5714285714285714
},
"hitRate1D": 0.5102040816326531,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.26096221036266,
"eligibleDays": 359,
"fitnessScore": 0.1209858416899557,
"lookbackDays": 30,
"returnLift1D": -0.0002855401396453359,
"hitRateLift1D": 0.017167869933488733,
"portfolioSize": 3,
"activationRate": 0.27298050139275765,
"activationCount": 98,
"baselineHitRates": {
"1": 0.49303621169916434,
"5": 0.532394366197183,
"10": 0.5514285714285714
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.16462756526860936,
"avgForwardReturns": {
"1": 0.000618190328567031,
"5": 0.00348804340922838,
"10": 0.009319917836058062
},
"shadowMaxDrawdown": -0.16207508365214396,
"shadowTotalReturn": 0.018385405781351283,
"avgForwardReturn1D": 0.000618190328567031,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-03-04"
],
"horizonObservationCounts": {
"1": 98,
"5": 98,
"10": 98
},
"baselineAvgForwardReturns": {
"1": 0.0009037304682123669,
"5": 0.003821734246456146,
"10": 0.007280684207589199
}
},
{
"topN": 2,
"ticker": "AQN",
"hitRates": {
"1": 0.4939759036144578,
"5": 0.5662650602409639,
"10": 0.6265060240963856
},
"hitRate1D": 0.4939759036144578,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.18971824054426503,
"eligibleDays": 344,
"fitnessScore": 0.030594757502106343,
"lookbackDays": 45,
"returnLift1D": -0.0005782064426252517,
"hitRateLift1D": 0.005603810591202019,
"portfolioSize": 2,
"activationRate": 0.24127906976744187,
"activationCount": 83,
"baselineHitRates": {
"1": 0.4883720930232558,
"5": 0.5323529411764706,
"10": 0.5522388059701493
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.07586869521532824,
"avgForwardReturns": {
"1": 0.0003309781484271138,
"5": 0.0076134196927448465,
"10": 0.015773551160606213
},
"shadowMaxDrawdown": -0.20775835264358755,
"shadowTotalReturn": -0.0028806671447125787,
"avgForwardReturn1D": 0.0003309781484271138,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 83,
"5": 83,
"10": 83
},
"baselineAvgForwardReturns": {
"1": 0.0009091845910523655,
"5": 0.0041093222385885165,
"10": 0.006881378969088081
}
},
{
"topN": 4,
"ticker": "AQN",
"hitRates": {
"1": 0.4537037037037037,
"5": 0.5648148148148148,
"10": 0.6666666666666666
},
"hitRate1D": 0.4537037037037037,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1839560394829063,
"eligibleDays": 326,
"fitnessScore": 0.0222502890332041,
"lookbackDays": 63,
"returnLift1D": -0.00039297665239098196,
"hitRateLift1D": -0.024823903658259483,
"portfolioSize": 4,
"activationRate": 0.3312883435582822,
"activationCount": 108,
"baselineHitRates": {
"1": 0.4785276073619632,
"5": 0.5248447204968945,
"10": 0.5457413249211357
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.0857305097530305,
"avgForwardReturns": {
"1": 0.00039175618352726467,
"5": 0.006937666784000351,
"10": 0.020012040370530858
},
"shadowMaxDrawdown": -0.19005120445022294,
"shadowTotalReturn": -0.012699389195353739,
"avgForwardReturn1D": 0.00039175618352726467,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 108,
"5": 108,
"10": 108
},
"baselineAvgForwardReturns": {
"1": 0.0007847328359182466,
"5": 0.0042590524934617065,
"10": 0.0070489497586036665
}
},
{
"topN": 5,
"ticker": "AQN",
"hitRates": {
"1": 0.4537037037037037,
"5": 0.5648148148148148,
"10": 0.6666666666666666
},
"hitRate1D": 0.4537037037037037,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1839560394829063,
"eligibleDays": 326,
"fitnessScore": 0.0222502890332041,
"lookbackDays": 63,
"returnLift1D": -0.00039297665239098196,
"hitRateLift1D": -0.024823903658259483,
"portfolioSize": 5,
"activationRate": 0.3312883435582822,
"activationCount": 108,
"baselineHitRates": {
"1": 0.4785276073619632,
"5": 0.5248447204968945,
"10": 0.5457413249211357
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.0857305097530305,
"avgForwardReturns": {
"1": 0.00039175618352726467,
"5": 0.006937666784000351,
"10": 0.020012040370530858
},
"shadowMaxDrawdown": -0.19005120445022294,
"shadowTotalReturn": -0.012699389195353739,
"avgForwardReturn1D": 0.00039175618352726467,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 108,
"5": 108,
"10": 108
},
"baselineAvgForwardReturns": {
"1": 0.0007847328359182466,
"5": 0.0042590524934617065,
"10": 0.0070489497586036665
}
},
{
"topN": 2,
"ticker": "AQN",
"hitRates": {
"1": 0.504950495049505,
"5": 0.47474747474747475,
"10": 0.3838383838383838
},
"hitRate1D": 0.504950495049505,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.17550413345972932,
"eligibleDays": 375,
"fitnessScore": 0.009635902610451849,
"lookbackDays": 14,
"returnLift1D": -0.0012383043891910682,
"hitRateLift1D": 0.0036171617161716574,
"portfolioSize": 2,
"activationRate": 0.2693333333333333,
"activationCount": 101,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.5471698113207547,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9973597359735974,
"shadowSharpeLike": -0.18266981196609394,
"avgForwardReturns": {
"1": -0.00012886742486256598,
"5": -0.007751850110549631,
"10": -0.007624541677770842
},
"shadowMaxDrawdown": -0.17397788931632874,
"shadowTotalReturn": -0.04227889718848388,
"avgForwardReturn1D": -0.00012886742486256598,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"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"
],
"horizonObservationCounts": {
"1": 101,
"5": 99,
"10": 99
},
"baselineAvgForwardReturns": {
"1": 0.0011094369643285024,
"5": 0.005147590550903796,
"10": 0.00969129031756628
}
},
{
"topN": 3,
"ticker": "AQN",
"hitRates": {
"1": 0.45454545454545453,
"5": 0.5795454545454546,
"10": 0.7045454545454546
},
"hitRate1D": 0.45454545454545453,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.1540446453087767,
"eligibleDays": 326,
"fitnessScore": -0.024709306615438922,
"lookbackDays": 63,
"returnLift1D": -0.00048611255479542013,
"hitRateLift1D": -0.023982152816508673,
"portfolioSize": 3,
"activationRate": 0.26993865030674846,
"activationCount": 88,
"baselineHitRates": {
"1": 0.4785276073619632,
"5": 0.5248447204968945,
"10": 0.5457413249211357
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.0535489293821709,
"avgForwardReturns": {
"1": 0.0002986202811228265,
"5": 0.010581604501557491,
"10": 0.023573654200102198
},
"shadowMaxDrawdown": -0.19742125779985142,
"shadowTotalReturn": -0.02168323880872569,
"avgForwardReturn1D": 0.0002986202811228265,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 88,
"5": 88,
"10": 88
},
"baselineAvgForwardReturns": {
"1": 0.0007847328359182466,
"5": 0.0042590524934617065,
"10": 0.0070489497586036665
}
},
{
"topN": 2,
"ticker": "AQN",
"hitRates": {
"1": 0.4782608695652174,
"5": 0.5507246376811594,
"10": 0.6811594202898551
},
"hitRate1D": 0.4782608695652174,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.15328509776216379,
"eligibleDays": 326,
"fitnessScore": -0.025994183258382014,
"lookbackDays": 63,
"returnLift1D": -0.0004913395844572714,
"hitRateLift1D": -0.00026673779674579734,
"portfolioSize": 2,
"activationRate": 0.2116564417177914,
"activationCount": 69,
"baselineHitRates": {
"1": 0.4785276073619632,
"5": 0.5248447204968945,
"10": 0.5457413249211357
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.04219040040499472,
"avgForwardReturns": {
"1": 0.00029339325146097533,
"5": 0.012178063563076956,
"10": 0.025298535203265398
},
"shadowMaxDrawdown": -0.19895322814659644,
"shadowTotalReturn": -0.023550659647408878,
"avgForwardReturn1D": 0.00029339325146097533,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 69,
"5": 69,
"10": 69
},
"baselineAvgForwardReturns": {
"1": 0.0007847328359182466,
"5": 0.0042590524934617065,
"10": 0.0070489497586036665
}
},
{
"topN": 2,
"ticker": "AQN",
"hitRates": {
"1": 0.4782608695652174,
"5": 0.5,
"10": 0.5
},
"hitRate1D": 0.4782608695652174,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.1297583356761475,
"eligibleDays": 368,
"fitnessScore": -0.06868138049024565,
"lookbackDays": 21,
"returnLift1D": -0.0013242735902378921,
"hitRateLift1D": -0.021739130434782594,
"portfolioSize": 2,
"activationRate": 0.25,
"activationCount": 92,
"baselineHitRates": {
"1": 0.5,
"5": 0.5439560439560439,
"10": 0.5598885793871866
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.15329967362334065,
"avgForwardReturns": {
"1": -0.0002293122129837945,
"5": -0.0034479664621871633,
"10": 0.003210507549736416
},
"shadowMaxDrawdown": -0.22561980803824266,
"shadowTotalReturn": -0.05146292940298103,
"avgForwardReturn1D": -0.0002293122129837945,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 92,
"5": 92,
"10": 92
},
"baselineAvgForwardReturns": {
"1": 0.0010949613772540977,
"5": 0.005007918261882694,
"10": 0.008879080415818788
}
},
{
"topN": 4,
"ticker": "AQN",
"hitRates": {
"1": 0.47183098591549294,
"5": 0.5035460992907801,
"10": 0.48936170212765956
},
"hitRate1D": 0.47183098591549294,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0797179071781038,
"eligibleDays": 368,
"fitnessScore": -0.18816092062319822,
"lookbackDays": 21,
"returnLift1D": -0.0019638222975190147,
"hitRateLift1D": -0.02816901408450706,
"portfolioSize": 4,
"activationRate": 0.3858695652173913,
"activationCount": 142,
"baselineHitRates": {
"1": 0.5,
"5": 0.5439560439560439,
"10": 0.5598885793871866
},
"sampleConfidence": 0.9990610328638498,
"shadowSharpeLike": -0.4928421151941697,
"avgForwardReturns": {
"1": -0.000868860920264917,
"5": -0.003741750327311429,
"10": 0.003422696528218101
},
"shadowMaxDrawdown": -0.3316708618718126,
"shadowTotalReturn": -0.15448348654060207,
"avgForwardReturn1D": -0.000868860920264917,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"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": 142,
"5": 141,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.0010949613772540977,
"5": 0.005007918261882694,
"10": 0.008879080415818788
}
},
{
"topN": 5,
"ticker": "AQN",
"hitRates": {
"1": 0.47183098591549294,
"5": 0.5035460992907801,
"10": 0.48936170212765956
},
"hitRate1D": 0.47183098591549294,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0797179071781038,
"eligibleDays": 368,
"fitnessScore": -0.18816092062319822,
"lookbackDays": 21,
"returnLift1D": -0.0019638222975190147,
"hitRateLift1D": -0.02816901408450706,
"portfolioSize": 5,
"activationRate": 0.3858695652173913,
"activationCount": 142,
"baselineHitRates": {
"1": 0.5,
"5": 0.5439560439560439,
"10": 0.5598885793871866
},
"sampleConfidence": 0.9990610328638498,
"shadowSharpeLike": -0.4928421151941697,
"avgForwardReturns": {
"1": -0.000868860920264917,
"5": -0.003741750327311429,
"10": 0.003422696528218101
},
"shadowMaxDrawdown": -0.3316708618718126,
"shadowTotalReturn": -0.15448348654060207,
"avgForwardReturn1D": -0.000868860920264917,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"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": 142,
"5": 141,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.0010949613772540977,
"5": 0.005007918261882694,
"10": 0.008879080415818788
}
},
{
"topN": 4,
"ticker": "AQN",
"hitRates": {
"1": 0.49264705882352944,
"5": 0.5074626865671642,
"10": 0.4701492537313433
},
"hitRate1D": 0.49264705882352944,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.071825520984581,
"eligibleDays": 375,
"fitnessScore": -0.21297557204408887,
"lookbackDays": 14,
"returnLift1D": -0.0023199888125588976,
"hitRateLift1D": -0.00868627450980386,
"portfolioSize": 4,
"activationRate": 0.3626666666666667,
"activationCount": 136,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.5471698113207547,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9980392156862745,
"shadowSharpeLike": -0.7354056139538301,
"avgForwardReturns": {
"1": -0.0012105518482303952,
"5": -0.004617722929072361,
"10": 0.00017478938386077838
},
"shadowMaxDrawdown": -0.2986556561928059,
"shadowTotalReturn": -0.18906205350784544,
"avgForwardReturn1D": -0.0012105518482303952,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-06",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21"
],
"horizonObservationCounts": {
"1": 136,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0011094369643285024,
"5": 0.005147590550903796,
"10": 0.00969129031756628
}
},
{
"topN": 5,
"ticker": "AQN",
"hitRates": {
"1": 0.49264705882352944,
"5": 0.5074626865671642,
"10": 0.4701492537313433
},
"hitRate1D": 0.49264705882352944,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.071825520984581,
"eligibleDays": 375,
"fitnessScore": -0.21297557204408887,
"lookbackDays": 14,
"returnLift1D": -0.0023199888125588976,
"hitRateLift1D": -0.00868627450980386,
"portfolioSize": 5,
"activationRate": 0.3626666666666667,
"activationCount": 136,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.5471698113207547,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9980392156862745,
"shadowSharpeLike": -0.7354056139538301,
"avgForwardReturns": {
"1": -0.0012105518482303952,
"5": -0.004617722929072361,
"10": 0.00017478938386077838
},
"shadowMaxDrawdown": -0.2986556561928059,
"shadowTotalReturn": -0.18906205350784544,
"avgForwardReturn1D": -0.0012105518482303952,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-06",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21"
],
"horizonObservationCounts": {
"1": 136,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0011094369643285024,
"5": 0.005147590550903796,
"10": 0.00969129031756628
}
},
{
"topN": 3,
"ticker": "AQN",
"hitRates": {
"1": 0.45614035087719296,
"5": 0.5175438596491229,
"10": 0.5526315789473685
},
"hitRate1D": 0.45614035087719296,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.06478464157829306,
"eligibleDays": 344,
"fitnessScore": -0.23733581940968063,
"lookbackDays": 45,
"returnLift1D": -0.002030580355043895,
"hitRateLift1D": -0.032231742146062836,
"portfolioSize": 3,
"activationRate": 0.3313953488372093,
"activationCount": 114,
"baselineHitRates": {
"1": 0.4883720930232558,
"5": 0.5323529411764706,
"10": 0.5522388059701493
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.48059066809653017,
"avgForwardReturns": {
"1": -0.0011213957639915296,
"5": 0.004192603511026441,
"10": 0.01242164244180347
},
"shadowMaxDrawdown": -0.3192872240161979,
"shadowTotalReturn": -0.15602439033414917,
"avgForwardReturn1D": -0.0011213957639915296,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 114,
"5": 114,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.0009091845910523655,
"5": 0.0041093222385885165,
"10": 0.006881378969088081
}
},
{
"topN": 4,
"ticker": "AQN",
"hitRates": {
"1": 0.46564885496183206,
"5": 0.5343511450381679,
"10": 0.549618320610687
},
"hitRate1D": 0.46564885496183206,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.06417610487807276,
"eligibleDays": 359,
"fitnessScore": -0.23955520124302626,
"lookbackDays": 30,
"returnLift1D": -0.0020456474206483623,
"hitRateLift1D": -0.02738735673733228,
"portfolioSize": 4,
"activationRate": 0.3649025069637883,
"activationCount": 131,
"baselineHitRates": {
"1": 0.49303621169916434,
"5": 0.532394366197183,
"10": 0.5514285714285714
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.5497903642660553,
"avgForwardReturns": {
"1": -0.0011419169524359955,
"5": 0.0011718783239350156,
"10": 0.006134649445935444
},
"shadowMaxDrawdown": -0.318658657121739,
"shadowTotalReturn": -0.18382285124473385,
"avgForwardReturn1D": -0.0011419169524359955,
"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": 131,
"5": 131,
"10": 131
},
"baselineAvgForwardReturns": {
"1": 0.0009037304682123669,
"5": 0.003821734246456146,
"10": 0.007280684207589199
}
},
{
"topN": 5,
"ticker": "AQN",
"hitRates": {
"1": 0.46564885496183206,
"5": 0.5343511450381679,
"10": 0.549618320610687
},
"hitRate1D": 0.46564885496183206,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.06417610487807276,
"eligibleDays": 359,
"fitnessScore": -0.23955520124302626,
"lookbackDays": 30,
"returnLift1D": -0.0020456474206483623,
"hitRateLift1D": -0.02738735673733228,
"portfolioSize": 5,
"activationRate": 0.3649025069637883,
"activationCount": 131,
"baselineHitRates": {
"1": 0.49303621169916434,
"5": 0.532394366197183,
"10": 0.5514285714285714
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.5497903642660553,
"avgForwardReturns": {
"1": -0.0011419169524359955,
"5": 0.0011718783239350156,
"10": 0.006134649445935444
},
"shadowMaxDrawdown": -0.318658657121739,
"shadowTotalReturn": -0.18382285124473385,
"avgForwardReturn1D": -0.0011419169524359955,
"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": 131,
"5": 131,
"10": 131
},
"baselineAvgForwardReturns": {
"1": 0.0009037304682123669,
"5": 0.003821734246456146,
"10": 0.007280684207589199
}
},
{
"topN": 4,
"ticker": "AQN",
"hitRates": {
"1": 0.4596774193548387,
"5": 0.5241935483870968,
"10": 0.5564516129032258
},
"hitRate1D": 0.4596774193548387,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.06405005906165409,
"eligibleDays": 344,
"fitnessScore": -0.24001734939040276,
"lookbackDays": 45,
"returnLift1D": -0.002063995987684804,
"hitRateLift1D": -0.028694673668417103,
"portfolioSize": 4,
"activationRate": 0.36046511627906974,
"activationCount": 124,
"baselineHitRates": {
"1": 0.4883720930232558,
"5": 0.5323529411764706,
"10": 0.5522388059701493
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.5346757999062062,
"avgForwardReturns": {
"1": -0.0011548113966324386,
"5": 0.003233034675665033,
"10": 0.011827267634803842
},
"shadowMaxDrawdown": -0.33053144068316176,
"shadowTotalReturn": -0.16996543118357432,
"avgForwardReturn1D": -0.0011548113966324386,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 124,
"5": 124,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.0009091845910523655,
"5": 0.0041093222385885165,
"10": 0.006881378969088081
}
},
{
"topN": 5,
"ticker": "AQN",
"hitRates": {
"1": 0.4596774193548387,
"5": 0.5241935483870968,
"10": 0.5564516129032258
},
"hitRate1D": 0.4596774193548387,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.06405005906165409,
"eligibleDays": 344,
"fitnessScore": -0.24001734939040276,
"lookbackDays": 45,
"returnLift1D": -0.002063995987684804,
"hitRateLift1D": -0.028694673668417103,
"portfolioSize": 5,
"activationRate": 0.36046511627906974,
"activationCount": 124,
"baselineHitRates": {
"1": 0.4883720930232558,
"5": 0.5323529411764706,
"10": 0.5522388059701493
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.5346757999062062,
"avgForwardReturns": {
"1": -0.0011548113966324386,
"5": 0.003233034675665033,
"10": 0.011827267634803842
},
"shadowMaxDrawdown": -0.33053144068316176,
"shadowTotalReturn": -0.16996543118357432,
"avgForwardReturn1D": -0.0011548113966324386,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 124,
"5": 124,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.0009091845910523655,
"5": 0.0041093222385885165,
"10": 0.006881378969088081
}
},
{
"topN": 3,
"ticker": "AQN",
"hitRates": {
"1": 0.48333333333333334,
"5": 0.4830508474576271,
"10": 0.423728813559322
},
"hitRate1D": 0.48333333333333334,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.05199846958027161,
"eligibleDays": 375,
"fitnessScore": -0.28869120251658065,
"lookbackDays": 14,
"returnLift1D": -0.00267956885409089,
"hitRateLift1D": -0.01799999999999996,
"portfolioSize": 3,
"activationRate": 0.32,
"activationCount": 120,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.5471698113207547,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9977777777777779,
"shadowSharpeLike": -0.8494866496896043,
"avgForwardReturns": {
"1": -0.0015701318897623875,
"5": -0.006935853864596626,
"10": -0.005214973355918144
},
"shadowMaxDrawdown": -0.3297397444157525,
"shadowTotalReturn": -0.20350286680761098,
"avgForwardReturn1D": -0.0015701318897623875,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"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": 120,
"5": 118,
"10": 118
},
"baselineAvgForwardReturns": {
"1": 0.0011094369643285024,
"5": 0.005147590550903796,
"10": 0.00969129031756628
}
},
{
"topN": 3,
"ticker": "AQN",
"hitRates": {
"1": 0.452991452991453,
"5": 0.49572649572649574,
"10": 0.48717948717948717
},
"hitRate1D": 0.452991452991453,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.04888159255665477,
"eligibleDays": 368,
"fitnessScore": -0.3030122869310937,
"lookbackDays": 21,
"returnLift1D": -0.0024548887408509085,
"hitRateLift1D": -0.04700854700854701,
"portfolioSize": 3,
"activationRate": 0.3179347826086957,
"activationCount": 117,
"baselineHitRates": {
"1": 0.5,
"5": 0.5439560439560439,
"10": 0.5598885793871866
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6371501531301783,
"avgForwardReturns": {
"1": -0.0013599273635968108,
"5": -0.0032916015606939165,
"10": 0.004267091396083297
},
"shadowMaxDrawdown": -0.3411742708628862,
"shadowTotalReturn": -0.18555391033383983,
"avgForwardReturn1D": -0.0013599273635968108,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"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": 117,
"5": 117,
"10": 117
},
"baselineAvgForwardReturns": {
"1": 0.0010949613772540977,
"5": 0.005007918261882694,
"10": 0.008879080415818788
}
}
],
"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": 0.17550413345972932,
"fitnessScore": 0.009635902610451849,
"lookbackDays": 14,
"returnLift1D": -0.0012383043891910682,
"activationRate": 0.2693333333333333,
"activationCount": 101,
"sampleConfidence": 0.9973597359735974,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.04227889718848388,
"avgForwardReturn1D": -0.00012886742486256598
},
{
"comboQuality": 0.1297583356761475,
"fitnessScore": -0.06868138049024565,
"lookbackDays": 21,
"returnLift1D": -0.0013242735902378921,
"activationRate": 0.25,
"activationCount": 92,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.05146292940298103,
"avgForwardReturn1D": -0.0002293122129837945
},
{
"comboQuality": 0.3638844704531877,
"fitnessScore": 0.22712037089013876,
"lookbackDays": 30,
"returnLift1D": 0.0006750479303357927,
"activationRate": 0.20891364902506965,
"activationCount": 75,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.0997282748718098,
"avgForwardReturn1D": 0.0015787783985481596
},
{
"comboQuality": 0.18971824054426503,
"fitnessScore": 0.030594757502106343,
"lookbackDays": 45,
"returnLift1D": -0.0005782064426252517,
"activationRate": 0.24127906976744187,
"activationCount": 83,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.0028806671447125787,
"avgForwardReturn1D": 0.0003309781484271138
},
{
"comboQuality": 0.1839560394829063,
"fitnessScore": 0.0222502890332041,
"lookbackDays": 63,
"returnLift1D": -0.00039297665239098196,
"activationRate": 0.3312883435582822,
"activationCount": 108,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.012699389195353739,
"avgForwardReturn1D": 0.00039175618352726467
}
],
"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": "52b755c143c1f5394ddbebbfc7b73912c1eb01aa823cbc435db898229351f0fc",
"size": 13,
"members": [
"AQN",
"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."
}