Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"DHLGY"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "DHLGY",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 352,
"fitnessScore": -0.197660857399596,
"lookbackDays": 14,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.07660692497111693,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.07660692497111693,
"bestRawFitnessScore": -0.197660857399596,
"upperQuartileComboQuality": 0.07660692497111693
},
"algorithmFit": {
"label": "poor",
"score": 0.15717958264235005,
"rawScore": 0.2612855399768936,
"confidence": 0.203125,
"bestProfile": {
"topN": 2,
"lookbackDays": 14
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
14
]
},
"parameterStability": 1,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 352,
"fitnessScore": -0.197660857399596,
"lookbackDays": 14,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 3,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 352,
"fitnessScore": -0.197660857399596,
"lookbackDays": 14,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 4,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 352,
"fitnessScore": -0.197660857399596,
"lookbackDays": 14,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 5,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 352,
"fitnessScore": -0.197660857399596,
"lookbackDays": 14,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 2,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 339,
"fitnessScore": -0.197660857399596,
"lookbackDays": 21,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 3,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 339,
"fitnessScore": -0.197660857399596,
"lookbackDays": 21,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 4,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 339,
"fitnessScore": -0.197660857399596,
"lookbackDays": 21,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 5,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 339,
"fitnessScore": -0.197660857399596,
"lookbackDays": 21,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 2,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 330,
"fitnessScore": -0.197660857399596,
"lookbackDays": 30,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 3,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 330,
"fitnessScore": -0.197660857399596,
"lookbackDays": 30,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 4,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 330,
"fitnessScore": -0.197660857399596,
"lookbackDays": 30,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 5,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 330,
"fitnessScore": -0.197660857399596,
"lookbackDays": 30,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 2,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 315,
"fitnessScore": -0.197660857399596,
"lookbackDays": 45,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 3,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 315,
"fitnessScore": -0.197660857399596,
"lookbackDays": 45,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 4,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 315,
"fitnessScore": -0.197660857399596,
"lookbackDays": 45,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 5,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 315,
"fitnessScore": -0.197660857399596,
"lookbackDays": 45,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 2,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 297,
"fitnessScore": -0.197660857399596,
"lookbackDays": 63,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 3,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 297,
"fitnessScore": -0.197660857399596,
"lookbackDays": 63,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 4,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 297,
"fitnessScore": -0.197660857399596,
"lookbackDays": 63,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
},
{
"topN": 5,
"ticker": "DHLGY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07660692497111693,
"eligibleDays": 297,
"fitnessScore": -0.197660857399596,
"lookbackDays": 63,
"returnLift1D": -0.012502233890713199,
"hitRateLift1D": -0.75,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.75,
"5": 1,
"10": 0
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.012502233890713199,
"5": 0.02843678276495687,
"10": 0
}
}
],
"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": 0.07660692497111693,
"fitnessScore": -0.197660857399596,
"lookbackDays": 14,
"returnLift1D": -0.012502233890713199,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.07660692497111693,
"fitnessScore": -0.197660857399596,
"lookbackDays": 21,
"returnLift1D": -0.012502233890713199,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.07660692497111693,
"fitnessScore": -0.197660857399596,
"lookbackDays": 30,
"returnLift1D": -0.012502233890713199,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.07660692497111693,
"fitnessScore": -0.197660857399596,
"lookbackDays": 45,
"returnLift1D": -0.012502233890713199,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.07660692497111693,
"fitnessScore": -0.197660857399596,
"lookbackDays": 63,
"returnLift1D": -0.012502233890713199,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
}
],
"strategyOptions": {
"shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
"blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
"coverage": "Rewards stocks that activate often without giving up too much quality.",
"precision": "Prioritizes hit rate and average return after activation."
},
"universeIdentity": {
"hash": "2eb36652da9bd3fd9c8059a94fba40f4435d21f2901f518cdf1c52690e8e4465",
"size": 13,
"members": [
"DHLGY",
"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",
"DHLGY"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "DHLGY",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 3,
"ticker": "DHLGY",
"hitRates": {
"1": 0.55625,
"5": 0.6602564102564102,
"10": 0.7284768211920529
},
"hitRate1D": 0.55625,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8515048921231595,
"eligibleDays": 326,
"fitnessScore": 0.73421971088087,
"lookbackDays": 63,
"returnLift1D": 0.0002468496855072735,
"hitRateLift1D": 0.007170245398772979,
"portfolioSize": 3,
"activationRate": 0.49079754601226994,
"activationCount": 160,
"baselineHitRates": {
"1": 0.549079754601227,
"5": 0.6024844720496895,
"10": 0.6340694006309149
},
"sampleConfidence": 0.9945833333333334,
"shadowSharpeLike": 1.2943923138687365,
"avgForwardReturns": {
"1": 0.0020649809553774283,
"5": 0.01305141023173456,
"10": 0.026699644306583784
},
"shadowMaxDrawdown": -0.12037826077910885,
"shadowTotalReturn": 0.3460279846443315,
"avgForwardReturn1D": 0.0020649809553774283,
"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": 160,
"5": 156,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.0018181312698701548,
"5": 0.01025453360167311,
"10": 0.020034288862966636
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.8515048921231595,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.6931007940016878,
"bestRawFitnessScore": 0.73421971088087,
"upperQuartileComboQuality": 0.759906112901714
},
"algorithmFit": {
"label": "good",
"score": 0.7338816858921205,
"rawScore": 0.751050403296164,
"confidence": 0.954280785074625,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 3
},
"profileBreadth": 0.7001029438673448,
"recommendedRegion": {
"lookbackDays": [
21,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.780539118257933,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "DHLGY",
"hitRates": {
"1": 0.55625,
"5": 0.6602564102564102,
"10": 0.7284768211920529
},
"hitRate1D": 0.55625,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8515048921231595,
"eligibleDays": 326,
"fitnessScore": 0.73421971088087,
"lookbackDays": 63,
"returnLift1D": 0.0002468496855072735,
"hitRateLift1D": 0.007170245398772979,
"portfolioSize": 3,
"activationRate": 0.49079754601226994,
"activationCount": 160,
"baselineHitRates": {
"1": 0.549079754601227,
"5": 0.6024844720496895,
"10": 0.6340694006309149
},
"sampleConfidence": 0.9945833333333334,
"shadowSharpeLike": 1.2943923138687365,
"avgForwardReturns": {
"1": 0.0020649809553774283,
"5": 0.01305141023173456,
"10": 0.026699644306583784
},
"shadowMaxDrawdown": -0.12037826077910885,
"shadowTotalReturn": 0.3460279846443315,
"avgForwardReturn1D": 0.0020649809553774283,
"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": 160,
"5": 156,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.0018181312698701548,
"5": 0.01025453360167311,
"10": 0.020034288862966636
}
},
{
"topN": 2,
"ticker": "DHLGY",
"hitRates": {
"1": 0.5625,
"5": 0.5725806451612904,
"10": 0.5378151260504201
},
"hitRate1D": 0.5625,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.7913376892789666,
"eligibleDays": 368,
"fitnessScore": 0.6432616684746976,
"lookbackDays": 21,
"returnLift1D": 0.00036764872215006017,
"hitRateLift1D": 0.016304347826086918,
"portfolioSize": 2,
"activationRate": 0.34782608695652173,
"activationCount": 128,
"baselineHitRates": {
"1": 0.5461956521739131,
"5": 0.6043956043956044,
"10": 0.6211699164345403
},
"sampleConfidence": 0.9932291666666667,
"shadowSharpeLike": 1.1864984149918358,
"avgForwardReturns": {
"1": 0.0024217023215620734,
"5": 0.004490835790853846,
"10": 0.009706384984278985
},
"shadowMaxDrawdown": -0.10046772817772853,
"shadowTotalReturn": 0.3161884812513174,
"avgForwardReturn1D": 0.0024217023215620734,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28"
],
"horizonObservationCounts": {
"1": 128,
"5": 124,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.002054053599412013,
"5": 0.010296799448611824,
"10": 0.020301199796058992
}
},
{
"topN": 4,
"ticker": "DHLGY",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.6395348837209303,
"10": 0.6826347305389222
},
"hitRate1D": 0.5454545454545454,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7838501089780936,
"eligibleDays": 326,
"fitnessScore": 0.6334140556738423,
"lookbackDays": 63,
"returnLift1D": -0.00021588304923239121,
"hitRateLift1D": -0.0036252091466816294,
"portfolioSize": 4,
"activationRate": 0.5398773006134969,
"activationCount": 176,
"baselineHitRates": {
"1": 0.549079754601227,
"5": 0.6024844720496895,
"10": 0.6340694006309149
},
"sampleConfidence": 0.9950757575757576,
"shadowSharpeLike": 1.0573579540128164,
"avgForwardReturns": {
"1": 0.0016022482206377636,
"5": 0.010515725854413342,
"10": 0.02205348128633341
},
"shadowMaxDrawdown": -0.16603965959659606,
"shadowTotalReturn": 0.2769115567309184,
"avgForwardReturn1D": 0.0016022482206377636,
"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": 176,
"5": 172,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.0018181312698701548,
"5": 0.01025453360167311,
"10": 0.020034288862966636
}
},
{
"topN": 5,
"ticker": "DHLGY",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.6395348837209303,
"10": 0.6826347305389222
},
"hitRate1D": 0.5454545454545454,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7838501089780936,
"eligibleDays": 326,
"fitnessScore": 0.6334140556738423,
"lookbackDays": 63,
"returnLift1D": -0.00021588304923239121,
"hitRateLift1D": -0.0036252091466816294,
"portfolioSize": 5,
"activationRate": 0.5398773006134969,
"activationCount": 176,
"baselineHitRates": {
"1": 0.549079754601227,
"5": 0.6024844720496895,
"10": 0.6340694006309149
},
"sampleConfidence": 0.9950757575757576,
"shadowSharpeLike": 1.0573579540128164,
"avgForwardReturns": {
"1": 0.0016022482206377636,
"5": 0.010515725854413342,
"10": 0.02205348128633341
},
"shadowMaxDrawdown": -0.16603965959659606,
"shadowTotalReturn": 0.2769115567309184,
"avgForwardReturn1D": 0.0016022482206377636,
"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": 176,
"5": 172,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.0018181312698701548,
"5": 0.01025453360167311,
"10": 0.020034288862966636
}
},
{
"topN": 4,
"ticker": "DHLGY",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.5792349726775956,
"10": 0.550561797752809
},
"hitRate1D": 0.5454545454545454,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.759906112901714,
"eligibleDays": 368,
"fitnessScore": 0.6034762663193267,
"lookbackDays": 21,
"returnLift1D": -0.0004867963599418676,
"hitRateLift1D": -0.0007411067193676679,
"portfolioSize": 4,
"activationRate": 0.5081521739130435,
"activationCount": 187,
"baselineHitRates": {
"1": 0.5461956521739131,
"5": 0.6043956043956044,
"10": 0.6211699164345403
},
"sampleConfidence": 0.9953654188948308,
"shadowSharpeLike": 0.8608908443577633,
"avgForwardReturns": {
"1": 0.0015672572394701456,
"5": 0.006036351186539803,
"10": 0.011707903105702322
},
"shadowMaxDrawdown": -0.1495348871497294,
"shadowTotalReturn": 0.2696327275397137,
"avgForwardReturn1D": 0.0015672572394701456,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 187,
"5": 183,
"10": 178
},
"baselineAvgForwardReturns": {
"1": 0.002054053599412013,
"5": 0.010296799448611824,
"10": 0.020301199796058992
}
},
{
"topN": 5,
"ticker": "DHLGY",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.5792349726775956,
"10": 0.550561797752809
},
"hitRate1D": 0.5454545454545454,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.759906112901714,
"eligibleDays": 368,
"fitnessScore": 0.6034762663193267,
"lookbackDays": 21,
"returnLift1D": -0.0004867963599418676,
"hitRateLift1D": -0.0007411067193676679,
"portfolioSize": 5,
"activationRate": 0.5081521739130435,
"activationCount": 187,
"baselineHitRates": {
"1": 0.5461956521739131,
"5": 0.6043956043956044,
"10": 0.6211699164345403
},
"sampleConfidence": 0.9953654188948308,
"shadowSharpeLike": 0.8608908443577633,
"avgForwardReturns": {
"1": 0.0015672572394701456,
"5": 0.006036351186539803,
"10": 0.011707903105702322
},
"shadowMaxDrawdown": -0.1495348871497294,
"shadowTotalReturn": 0.2696327275397137,
"avgForwardReturn1D": 0.0015672572394701456,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 187,
"5": 183,
"10": 178
},
"baselineAvgForwardReturns": {
"1": 0.002054053599412013,
"5": 0.010296799448611824,
"10": 0.020301199796058992
}
},
{
"topN": 2,
"ticker": "DHLGY",
"hitRates": {
"1": 0.574468085106383,
"5": 0.7692307692307693,
"10": 0.8651685393258427
},
"hitRate1D": 0.574468085106383,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.746543170924448,
"eligibleDays": 326,
"fitnessScore": 0.5876571862267463,
"lookbackDays": 63,
"returnLift1D": 0.0009039246424144816,
"hitRateLift1D": 0.025388330505155987,
"portfolioSize": 2,
"activationRate": 0.2883435582822086,
"activationCount": 94,
"baselineHitRates": {
"1": 0.549079754601227,
"5": 0.6024844720496895,
"10": 0.6340694006309149
},
"sampleConfidence": 0.9943262411347518,
"shadowSharpeLike": 1.3052344704896843,
"avgForwardReturns": {
"1": 0.0027220559122846364,
"5": 0.020591461149071913,
"10": 0.038467156327002386
},
"shadowMaxDrawdown": -0.11376711829188901,
"shadowTotalReturn": 0.26865533329872315,
"avgForwardReturn1D": 0.0027220559122846364,
"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": 94,
"5": 91,
"10": 89
},
"baselineAvgForwardReturns": {
"1": 0.0018181312698701548,
"5": 0.01025453360167311,
"10": 0.020034288862966636
}
},
{
"topN": 3,
"ticker": "DHLGY",
"hitRates": {
"1": 0.5508982035928144,
"5": 0.6012269938650306,
"10": 0.6329113924050633
},
"hitRate1D": 0.5508982035928144,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7253045850249479,
"eligibleDays": 344,
"fitnessScore": 0.5636043320334801,
"lookbackDays": 45,
"returnLift1D": 0.00018869312214031281,
"hitRateLift1D": 0.018921459406767926,
"portfolioSize": 3,
"activationRate": 0.48546511627906974,
"activationCount": 167,
"baselineHitRates": {
"1": 0.5319767441860465,
"5": 0.5823529411764706,
"10": 0.6
},
"sampleConfidence": 0.994810379241517,
"shadowSharpeLike": 0.9934820001773685,
"avgForwardReturns": {
"1": 0.001576702498094651,
"5": 0.005494402538633178,
"10": 0.015603454697208878
},
"shadowMaxDrawdown": -0.2282793853506656,
"shadowTotalReturn": 0.2554702199103116,
"avgForwardReturn1D": 0.001576702498094651,
"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": 167,
"5": 163,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0013880093759543381,
"5": 0.0071730057383212345,
"10": 0.014425384657106976
}
},
{
"topN": 3,
"ticker": "DHLGY",
"hitRates": {
"1": 0.5578231292517006,
"5": 0.5804195804195804,
"10": 0.5507246376811594
},
"hitRate1D": 0.5578231292517006,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7037897174957055,
"eligibleDays": 375,
"fitnessScore": 0.5403901997436544,
"lookbackDays": 14,
"returnLift1D": -0.00007578515912550778,
"hitRateLift1D": 0.0164897959183673,
"portfolioSize": 3,
"activationRate": 0.392,
"activationCount": 147,
"baselineHitRates": {
"1": 0.5413333333333333,
"5": 0.5956873315363881,
"10": 0.6147540983606558
},
"sampleConfidence": 0.9941043083900227,
"shadowSharpeLike": 0.9001306993110162,
"avgForwardReturns": {
"1": 0.0018111628631374064,
"5": 0.008478651014847873,
"10": 0.01816722390844184
},
"shadowMaxDrawdown": -0.15031080944128494,
"shadowTotalReturn": 0.24462538988299376,
"avgForwardReturn1D": 0.0018111628631374064,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-02-03",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 147,
"5": 143,
"10": 138
},
"baselineAvgForwardReturns": {
"1": 0.0018869480222629142,
"5": 0.009511903897560143,
"10": 0.01990229962612054
}
},
{
"topN": 4,
"ticker": "DHLGY",
"hitRates": {
"1": 0.550561797752809,
"5": 0.5862068965517241,
"10": 0.5680473372781065
},
"hitRate1D": 0.550561797752809,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6931007940016878,
"eligibleDays": 375,
"fitnessScore": 0.529224333210704,
"lookbackDays": 14,
"returnLift1D": -0.00046153538381386557,
"hitRateLift1D": 0.009228464419475668,
"portfolioSize": 4,
"activationRate": 0.4746666666666667,
"activationCount": 178,
"baselineHitRates": {
"1": 0.5413333333333333,
"5": 0.5956873315363881,
"10": 0.6147540983606558
},
"sampleConfidence": 0.9951310861423222,
"shadowSharpeLike": 0.7567140430429548,
"avgForwardReturns": {
"1": 0.0014254126384490487,
"5": 0.009226130714866599,
"10": 0.01972005180910768
},
"shadowMaxDrawdown": -0.16138806438720976,
"shadowTotalReturn": 0.21985028372923088,
"avgForwardReturn1D": 0.0014254126384490487,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-02-03",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24"
],
"horizonObservationCounts": {
"1": 178,
"5": 174,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0018869480222629142,
"5": 0.009511903897560143,
"10": 0.01990229962612054
}
},
{
"topN": 5,
"ticker": "DHLGY",
"hitRates": {
"1": 0.550561797752809,
"5": 0.5862068965517241,
"10": 0.5680473372781065
},
"hitRate1D": 0.550561797752809,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6931007940016878,
"eligibleDays": 375,
"fitnessScore": 0.529224333210704,
"lookbackDays": 14,
"returnLift1D": -0.00046153538381386557,
"hitRateLift1D": 0.009228464419475668,
"portfolioSize": 5,
"activationRate": 0.4746666666666667,
"activationCount": 178,
"baselineHitRates": {
"1": 0.5413333333333333,
"5": 0.5956873315363881,
"10": 0.6147540983606558
},
"sampleConfidence": 0.9951310861423222,
"shadowSharpeLike": 0.7567140430429548,
"avgForwardReturns": {
"1": 0.0014254126384490487,
"5": 0.009226130714866599,
"10": 0.01972005180910768
},
"shadowMaxDrawdown": -0.16138806438720976,
"shadowTotalReturn": 0.21985028372923088,
"avgForwardReturn1D": 0.0014254126384490487,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-02-03",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24"
],
"horizonObservationCounts": {
"1": 178,
"5": 174,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0018869480222629142,
"5": 0.009511903897560143,
"10": 0.01990229962612054
}
},
{
"topN": 4,
"ticker": "DHLGY",
"hitRates": {
"1": 0.5449438202247191,
"5": 0.5977011494252874,
"10": 0.621301775147929
},
"hitRate1D": 0.5449438202247191,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6833593447285123,
"eligibleDays": 344,
"fitnessScore": 0.5192357253161227,
"lookbackDays": 45,
"returnLift1D": -0.0000839479569244943,
"hitRateLift1D": 0.012967076038672642,
"portfolioSize": 4,
"activationRate": 0.5174418604651163,
"activationCount": 178,
"baselineHitRates": {
"1": 0.5319767441860465,
"5": 0.5823529411764706,
"10": 0.6
},
"sampleConfidence": 0.9951310861423222,
"shadowSharpeLike": 0.8424198221865203,
"avgForwardReturns": {
"1": 0.0013040614190298438,
"5": 0.0058416956791455706,
"10": 0.016107204201455404
},
"shadowMaxDrawdown": -0.2282793853506656,
"shadowTotalReturn": 0.21690870757614866,
"avgForwardReturn1D": 0.0013040614190298438,
"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": 178,
"5": 174,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0013880093759543381,
"5": 0.0071730057383212345,
"10": 0.014425384657106976
}
},
{
"topN": 5,
"ticker": "DHLGY",
"hitRates": {
"1": 0.5449438202247191,
"5": 0.5977011494252874,
"10": 0.621301775147929
},
"hitRate1D": 0.5449438202247191,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6833593447285123,
"eligibleDays": 344,
"fitnessScore": 0.5192357253161227,
"lookbackDays": 45,
"returnLift1D": -0.0000839479569244943,
"hitRateLift1D": 0.012967076038672642,
"portfolioSize": 5,
"activationRate": 0.5174418604651163,
"activationCount": 178,
"baselineHitRates": {
"1": 0.5319767441860465,
"5": 0.5823529411764706,
"10": 0.6
},
"sampleConfidence": 0.9951310861423222,
"shadowSharpeLike": 0.8424198221865203,
"avgForwardReturns": {
"1": 0.0013040614190298438,
"5": 0.0058416956791455706,
"10": 0.016107204201455404
},
"shadowMaxDrawdown": -0.2282793853506656,
"shadowTotalReturn": 0.21690870757614866,
"avgForwardReturn1D": 0.0013040614190298438,
"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": 178,
"5": 174,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0013880093759543381,
"5": 0.0071730057383212345,
"10": 0.014425384657106976
}
},
{
"topN": 2,
"ticker": "DHLGY",
"hitRates": {
"1": 0.5478260869565217,
"5": 0.6036036036036037,
"10": 0.49056603773584906
},
"hitRate1D": 0.5478260869565217,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6332342612207462,
"eligibleDays": 375,
"fitnessScore": 0.4701457629473369,
"lookbackDays": 14,
"returnLift1D": 0.00017278027930388187,
"hitRateLift1D": 0.006492753623188352,
"portfolioSize": 2,
"activationRate": 0.30666666666666664,
"activationCount": 115,
"baselineHitRates": {
"1": 0.5413333333333333,
"5": 0.5956873315363881,
"10": 0.6147540983606558
},
"sampleConfidence": 0.9924637681159421,
"shadowSharpeLike": 0.8596928163812647,
"avgForwardReturns": {
"1": 0.002059728301566796,
"5": 0.008275531326081432,
"10": 0.013759330386178452
},
"shadowMaxDrawdown": -0.11403311510773084,
"shadowTotalReturn": 0.21704591757717817,
"avgForwardReturn1D": 0.002059728301566796,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 115,
"5": 111,
"10": 106
},
"baselineAvgForwardReturns": {
"1": 0.0018869480222629142,
"5": 0.009511903897560143,
"10": 0.01990229962612054
}
},
{
"topN": 3,
"ticker": "DHLGY",
"hitRates": {
"1": 0.5389221556886228,
"5": 0.5644171779141104,
"10": 0.5316455696202531
},
"hitRate1D": 0.5389221556886228,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5553285100421768,
"eligibleDays": 368,
"fitnessScore": 0.3988892940563447,
"lookbackDays": 21,
"returnLift1D": -0.0010256903782267862,
"hitRateLift1D": -0.007273496485290298,
"portfolioSize": 3,
"activationRate": 0.453804347826087,
"activationCount": 167,
"baselineHitRates": {
"1": 0.5461956521739131,
"5": 0.6043956043956044,
"10": 0.6211699164345403
},
"sampleConfidence": 0.994810379241517,
"shadowSharpeLike": 0.5156169659733567,
"avgForwardReturns": {
"1": 0.001028363221185227,
"5": 0.004156620120533811,
"10": 0.009334706603413264
},
"shadowMaxDrawdown": -0.13321633100765395,
"shadowTotalReturn": 0.12987337959165046,
"avgForwardReturn1D": 0.001028363221185227,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 167,
"5": 163,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.002054053599412013,
"5": 0.010296799448611824,
"10": 0.020301199796058992
}
},
{
"topN": 2,
"ticker": "DHLGY",
"hitRates": {
"1": 0.5137614678899083,
"5": 0.6095238095238096,
"10": 0.5686274509803921
},
"hitRate1D": 0.5137614678899083,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3659090361737784,
"eligibleDays": 359,
"fitnessScore": 0.229042316396095,
"lookbackDays": 30,
"returnLift1D": -0.0004814006177601992,
"hitRateLift1D": -0.023842988934604237,
"portfolioSize": 2,
"activationRate": 0.30362116991643456,
"activationCount": 109,
"baselineHitRates": {
"1": 0.5376044568245125,
"5": 0.5943661971830986,
"10": 0.6114285714285714
},
"sampleConfidence": 0.9932721712538227,
"shadowSharpeLike": 0.5263983261865899,
"avgForwardReturns": {
"1": 0.0013818867226340229,
"5": 0.007097181818099346,
"10": 0.01613757693789291
},
"shadowMaxDrawdown": -0.26185846187551176,
"shadowTotalReturn": 0.11895818785421586,
"avgForwardReturn1D": 0.0013818867226340229,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"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": 109,
"5": 105,
"10": 102
},
"baselineAvgForwardReturns": {
"1": 0.001863287340394222,
"5": 0.009536493528860619,
"10": 0.01904053375857061
}
},
{
"topN": 2,
"ticker": "DHLGY",
"hitRates": {
"1": 0.5392156862745098,
"5": 0.5918367346938775,
"10": 0.6021505376344086
},
"hitRate1D": 0.5392156862745098,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.33374109255956896,
"eligibleDays": 344,
"fitnessScore": 0.19791117860800506,
"lookbackDays": 45,
"returnLift1D": -0.000572866587193577,
"hitRateLift1D": 0.007238942088463318,
"portfolioSize": 2,
"activationRate": 0.29651162790697677,
"activationCount": 102,
"baselineHitRates": {
"1": 0.5319767441860465,
"5": 0.5823529411764706,
"10": 0.6
},
"sampleConfidence": 0.9915032679738562,
"shadowSharpeLike": 0.3550753182765459,
"avgForwardReturns": {
"1": 0.0008151427887607612,
"5": 0.0031288117337840166,
"10": 0.009325791915318484
},
"shadowMaxDrawdown": -0.2282793853506656,
"shadowTotalReturn": 0.060865845223343484,
"avgForwardReturn1D": 0.0008151427887607612,
"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": 102,
"5": 98,
"10": 93
},
"baselineAvgForwardReturns": {
"1": 0.0013880093759543381,
"5": 0.0071730057383212345,
"10": 0.014425384657106976
}
},
{
"topN": 4,
"ticker": "DHLGY",
"hitRates": {
"1": 0.4972972972972973,
"5": 0.5580110497237569,
"10": 0.5965909090909091
},
"hitRate1D": 0.4972972972972973,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3026611183438869,
"eligibleDays": 359,
"fitnessScore": 0.16637529837289886,
"lookbackDays": 30,
"returnLift1D": -0.001489195685364214,
"hitRateLift1D": -0.0403071595272152,
"portfolioSize": 4,
"activationRate": 0.5153203342618384,
"activationCount": 185,
"baselineHitRates": {
"1": 0.5376044568245125,
"5": 0.5943661971830986,
"10": 0.6114285714285714
},
"sampleConfidence": 0.9953153153153154,
"shadowSharpeLike": 0.14537975185887503,
"avgForwardReturns": {
"1": 0.0003740916550300081,
"5": 0.00568181743881022,
"10": 0.015487286699702467
},
"shadowMaxDrawdown": -0.26241698011996095,
"shadowTotalReturn": 0.01094902391828212,
"avgForwardReturn1D": 0.0003740916550300081,
"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": 185,
"5": 181,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.001863287340394222,
"5": 0.009536493528860619,
"10": 0.01904053375857061
}
},
{
"topN": 5,
"ticker": "DHLGY",
"hitRates": {
"1": 0.4972972972972973,
"5": 0.5580110497237569,
"10": 0.5965909090909091
},
"hitRate1D": 0.4972972972972973,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3026611183438869,
"eligibleDays": 359,
"fitnessScore": 0.16637529837289886,
"lookbackDays": 30,
"returnLift1D": -0.001489195685364214,
"hitRateLift1D": -0.0403071595272152,
"portfolioSize": 5,
"activationRate": 0.5153203342618384,
"activationCount": 185,
"baselineHitRates": {
"1": 0.5376044568245125,
"5": 0.5943661971830986,
"10": 0.6114285714285714
},
"sampleConfidence": 0.9953153153153154,
"shadowSharpeLike": 0.14537975185887503,
"avgForwardReturns": {
"1": 0.0003740916550300081,
"5": 0.00568181743881022,
"10": 0.015487286699702467
},
"shadowMaxDrawdown": -0.26241698011996095,
"shadowTotalReturn": 0.01094902391828212,
"avgForwardReturn1D": 0.0003740916550300081,
"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": 185,
"5": 181,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.001863287340394222,
"5": 0.009536493528860619,
"10": 0.01904053375857061
}
},
{
"topN": 3,
"ticker": "DHLGY",
"hitRates": {
"1": 0.5030674846625767,
"5": 0.5534591194968553,
"10": 0.5844155844155844
},
"hitRate1D": 0.5030674846625767,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.20526240183149785,
"eligibleDays": 359,
"fitnessScore": 0.052180978408816595,
"lookbackDays": 30,
"returnLift1D": -0.00185646276792278,
"hitRateLift1D": -0.03453697216193585,
"portfolioSize": 3,
"activationRate": 0.45403899721448465,
"activationCount": 163,
"baselineHitRates": {
"1": 0.5376044568245125,
"5": 0.5943661971830986,
"10": 0.6114285714285714
},
"sampleConfidence": 0.9946830265848672,
"shadowSharpeLike": -0.0686357725296807,
"avgForwardReturns": {
"1": 0.000006824572471442124,
"5": 0.004298493810601896,
"10": 0.013810197421864345
},
"shadowMaxDrawdown": -0.2831312250819549,
"shadowTotalReturn": -0.04986820138319625,
"avgForwardReturn1D": 0.000006824572471442124,
"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": 163,
"5": 159,
"10": 154
},
"baselineAvgForwardReturns": {
"1": 0.001863287340394222,
"5": 0.009536493528860619,
"10": 0.01904053375857061
}
}
],
"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": 0.7037897174957055,
"fitnessScore": 0.5403901997436544,
"lookbackDays": 14,
"returnLift1D": -0.00007578515912550778,
"activationRate": 0.392,
"activationCount": 147,
"sampleConfidence": 0.9941043083900227,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.24462538988299376,
"avgForwardReturn1D": 0.0018111628631374064
},
{
"comboQuality": 0.7913376892789666,
"fitnessScore": 0.6432616684746976,
"lookbackDays": 21,
"returnLift1D": 0.00036764872215006017,
"activationRate": 0.34782608695652173,
"activationCount": 128,
"sampleConfidence": 0.9932291666666667,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.3161884812513174,
"avgForwardReturn1D": 0.0024217023215620734
},
{
"comboQuality": 0.3659090361737784,
"fitnessScore": 0.229042316396095,
"lookbackDays": 30,
"returnLift1D": -0.0004814006177601992,
"activationRate": 0.30362116991643456,
"activationCount": 109,
"sampleConfidence": 0.9932721712538227,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.11895818785421586,
"avgForwardReturn1D": 0.0013818867226340229
},
{
"comboQuality": 0.7253045850249479,
"fitnessScore": 0.5636043320334801,
"lookbackDays": 45,
"returnLift1D": 0.00018869312214031281,
"activationRate": 0.48546511627906974,
"activationCount": 167,
"sampleConfidence": 0.994810379241517,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.2554702199103116,
"avgForwardReturn1D": 0.001576702498094651
},
{
"comboQuality": 0.8515048921231595,
"fitnessScore": 0.73421971088087,
"lookbackDays": 63,
"returnLift1D": 0.0002468496855072735,
"activationRate": 0.49079754601226994,
"activationCount": 160,
"sampleConfidence": 0.9945833333333334,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.3460279846443315,
"avgForwardReturn1D": 0.0020649809553774283
}
],
"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": "2eb36652da9bd3fd9c8059a94fba40f4435d21f2901f518cdf1c52690e8e4465",
"size": 13,
"members": [
"DHLGY",
"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."
}