Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"SHG"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "SHG",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 4,
"ticker": "SHG",
"hitRates": {
"1": 1,
"5": 0,
"10": 0
},
"hitRate1D": 1,
"comboQuality": 0.527131261131717,
"eligibleDays": 352,
"fitnessScore": 0.37389898446819153,
"lookbackDays": 14,
"returnLift1D": 0.0033100727620496984,
"hitRateLift1D": 0.3571428571428571,
"activationRate": 0.002840909090909091,
"activationCount": 1,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"sampleConfidence": 0.4396504054291551,
"shadowSharpeLike": 0.7920248478407144,
"avgForwardReturns": {
"1": 0.008568902370698073,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.0004999999999999449,
"shadowTotalReturn": 0.00756486791951283,
"avgForwardReturn1D": 0.008568902370698073,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-27"
],
"horizonObservationCounts": {
"1": 1,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.527131261131717,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08155078787494667,
"bestRawFitnessScore": 0.37389898446819153,
"upperQuartileComboQuality": 0.08155078787494667
},
"algorithmFit": {
"label": "poor",
"score": 0.12011437759371502,
"rawScore": 0.20193559360484248,
"confidence": 0.18963056932658204,
"bestProfile": {
"topN": 4,
"lookbackDays": 14
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
4
],
"lookbackDays": [
14
]
},
"parameterStability": 0.349289461581848,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "SHG",
"hitRates": {
"1": 1,
"5": 0,
"10": 0
},
"hitRate1D": 1,
"comboQuality": 0.527131261131717,
"eligibleDays": 352,
"fitnessScore": 0.37389898446819153,
"lookbackDays": 14,
"returnLift1D": 0.0033100727620496984,
"hitRateLift1D": 0.3571428571428571,
"activationRate": 0.002840909090909091,
"activationCount": 1,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"sampleConfidence": 0.4396504054291551,
"shadowSharpeLike": 0.7920248478407144,
"avgForwardReturns": {
"1": 0.008568902370698073,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.0004999999999999449,
"shadowTotalReturn": 0.00756486791951283,
"avgForwardReturn1D": 0.008568902370698073,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-27"
],
"horizonObservationCounts": {
"1": 1,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 5,
"ticker": "SHG",
"hitRates": {
"1": 1,
"5": 0,
"10": 0
},
"hitRate1D": 1,
"comboQuality": 0.527131261131717,
"eligibleDays": 352,
"fitnessScore": 0.37389898446819153,
"lookbackDays": 14,
"returnLift1D": 0.0033100727620496984,
"hitRateLift1D": 0.3571428571428571,
"activationRate": 0.002840909090909091,
"activationCount": 1,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"sampleConfidence": 0.4396504054291551,
"shadowSharpeLike": 0.7920248478407144,
"avgForwardReturns": {
"1": 0.008568902370698073,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.0004999999999999449,
"shadowTotalReturn": 0.00756486791951283,
"avgForwardReturn1D": 0.008568902370698073,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-27"
],
"horizonObservationCounts": {
"1": 1,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 2,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 352,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 14,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 3,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 352,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 14,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 2,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 339,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 21,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 3,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 339,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 21,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 4,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 339,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 21,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 5,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 339,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 21,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 2,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 330,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 30,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 3,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 330,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 30,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 4,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 330,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 30,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 5,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 330,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 30,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 2,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 315,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 45,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 3,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 315,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 45,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 4,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 315,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 45,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 5,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 315,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 45,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 2,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 297,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 63,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 3,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 297,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 63,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 4,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 297,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 63,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
},
{
"topN": 5,
"ticker": "SHG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08155078787494667,
"eligibleDays": 297,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 63,
"returnLift1D": -0.005258829608648374,
"hitRateLift1D": -0.6428571428571429,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6428571428571429,
"5": 0.5,
"10": 0.6
},
"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": 0.005258829608648374,
"5": 0.0070215162649711945,
"10": 0.013613319782749333
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 4,
"comboQuality": 0.527131261131717,
"fitnessScore": 0.37389898446819153,
"lookbackDays": 14,
"returnLift1D": 0.0033100727620496984,
"activationRate": 0.002840909090909091,
"activationCount": 1,
"sampleConfidence": 0.4396504054291551,
"shadowTotalReturn": 0.00756486791951283,
"avgForwardReturn1D": 0.008568902370698073
},
{
"bestTopN": 2,
"comboQuality": 0.08155078787494667,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 21,
"returnLift1D": -0.005258829608648374,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08155078787494667,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 30,
"returnLift1D": -0.005258829608648374,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08155078787494667,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 45,
"returnLift1D": -0.005258829608648374,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08155078787494667,
"fitnessScore": -0.18272133606783728,
"lookbackDays": 63,
"returnLift1D": -0.005258829608648374,
"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": "79b80671ec96226c6e6303eb9712ae01bc7b7a2710f8724066127b1b3f5a15f9",
"size": 13,
"members": [
"SHG",
"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",
"SHG"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "SHG",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "SHG",
"hitRates": {
"1": 0.5327868852459017,
"5": 0.6198347107438017,
"10": 0.6390041493775933
},
"hitRate1D": 0.5327868852459017,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9441694191834072,
"eligibleDays": 326,
"fitnessScore": 0.9721564485272927,
"lookbackDays": 63,
"returnLift1D": -0.0008244568172039392,
"hitRateLift1D": 0.0021120386201347596,
"portfolioSize": 4,
"activationRate": 0.7484662576687117,
"activationCount": 244,
"baselineHitRates": {
"1": 0.5306748466257669,
"5": 0.6304347826086957,
"10": 0.6782334384858044
},
"sampleConfidence": 0.9986338797814208,
"shadowSharpeLike": 1.3135125454930763,
"avgForwardReturns": {
"1": 0.0019319473673292174,
"5": 0.01084565343418278,
"10": 0.021344150961894924
},
"shadowMaxDrawdown": -0.19300290248203988,
"shadowTotalReturn": 0.5097494244094649,
"avgForwardReturn1D": 0.0019319473673292174,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 244,
"5": 242,
"10": 241
},
"baselineAvgForwardReturns": {
"1": 0.0027564041845331566,
"5": 0.014300414190683302,
"10": 0.028643888507543607
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9441694191834072,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.7989752422544478,
"bestRawFitnessScore": 0.9721564485272927,
"upperQuartileComboQuality": 0.9094314571881588
},
"algorithmFit": {
"label": "strong",
"score": 0.8237829285884091,
"rawScore": 0.84374150503773,
"confidence": 0.9526903054308594,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0.650271013990246,
"recommendedRegion": {
"lookbackDays": [
21,
30,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.7758406548070004,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "SHG",
"hitRates": {
"1": 0.5327868852459017,
"5": 0.6198347107438017,
"10": 0.6390041493775933
},
"hitRate1D": 0.5327868852459017,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9441694191834072,
"eligibleDays": 326,
"fitnessScore": 0.9721564485272927,
"lookbackDays": 63,
"returnLift1D": -0.0008244568172039392,
"hitRateLift1D": 0.0021120386201347596,
"portfolioSize": 4,
"activationRate": 0.7484662576687117,
"activationCount": 244,
"baselineHitRates": {
"1": 0.5306748466257669,
"5": 0.6304347826086957,
"10": 0.6782334384858044
},
"sampleConfidence": 0.9986338797814208,
"shadowSharpeLike": 1.3135125454930763,
"avgForwardReturns": {
"1": 0.0019319473673292174,
"5": 0.01084565343418278,
"10": 0.021344150961894924
},
"shadowMaxDrawdown": -0.19300290248203988,
"shadowTotalReturn": 0.5097494244094649,
"avgForwardReturn1D": 0.0019319473673292174,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 244,
"5": 242,
"10": 241
},
"baselineAvgForwardReturns": {
"1": 0.0027564041845331566,
"5": 0.014300414190683302,
"10": 0.028643888507543607
}
},
{
"topN": 5,
"ticker": "SHG",
"hitRates": {
"1": 0.5327868852459017,
"5": 0.6198347107438017,
"10": 0.6390041493775933
},
"hitRate1D": 0.5327868852459017,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9441694191834072,
"eligibleDays": 326,
"fitnessScore": 0.9721564485272927,
"lookbackDays": 63,
"returnLift1D": -0.0008244568172039392,
"hitRateLift1D": 0.0021120386201347596,
"portfolioSize": 5,
"activationRate": 0.7484662576687117,
"activationCount": 244,
"baselineHitRates": {
"1": 0.5306748466257669,
"5": 0.6304347826086957,
"10": 0.6782334384858044
},
"sampleConfidence": 0.9986338797814208,
"shadowSharpeLike": 1.3135125454930763,
"avgForwardReturns": {
"1": 0.0019319473673292174,
"5": 0.01084565343418278,
"10": 0.021344150961894924
},
"shadowMaxDrawdown": -0.19300290248203988,
"shadowTotalReturn": 0.5097494244094649,
"avgForwardReturn1D": 0.0019319473673292174,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 244,
"5": 242,
"10": 241
},
"baselineAvgForwardReturns": {
"1": 0.0027564041845331566,
"5": 0.014300414190683302,
"10": 0.028643888507543607
}
},
{
"topN": 4,
"ticker": "SHG",
"hitRates": {
"1": 0.546875,
"5": 0.6117021276595744,
"10": 0.6120218579234973
},
"hitRate1D": 0.546875,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9176340636695096,
"eligibleDays": 359,
"fitnessScore": 0.8803378806656137,
"lookbackDays": 30,
"returnLift1D": 0.000008088736398403039,
"hitRateLift1D": 0.0231981197771588,
"portfolioSize": 4,
"activationRate": 0.5348189415041783,
"activationCount": 192,
"baselineHitRates": {
"1": 0.5236768802228412,
"5": 0.6028169014084507,
"10": 0.6571428571428571
},
"sampleConfidence": 0.9954861111111112,
"shadowSharpeLike": 1.3507852359451613,
"avgForwardReturns": {
"1": 0.0023934932522787947,
"5": 0.011215720313064287,
"10": 0.020724540599317633
},
"shadowMaxDrawdown": -0.20446398007265087,
"shadowTotalReturn": 0.5050408653443852,
"avgForwardReturn1D": 0.0023934932522787947,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 192,
"5": 188,
"10": 183
},
"baselineAvgForwardReturns": {
"1": 0.0023854045158803916,
"5": 0.011764681304540702,
"10": 0.02460142154838719
}
},
{
"topN": 5,
"ticker": "SHG",
"hitRates": {
"1": 0.546875,
"5": 0.6117021276595744,
"10": 0.6120218579234973
},
"hitRate1D": 0.546875,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9176340636695096,
"eligibleDays": 359,
"fitnessScore": 0.8803378806656137,
"lookbackDays": 30,
"returnLift1D": 0.000008088736398403039,
"hitRateLift1D": 0.0231981197771588,
"portfolioSize": 5,
"activationRate": 0.5348189415041783,
"activationCount": 192,
"baselineHitRates": {
"1": 0.5236768802228412,
"5": 0.6028169014084507,
"10": 0.6571428571428571
},
"sampleConfidence": 0.9954861111111112,
"shadowSharpeLike": 1.3507852359451613,
"avgForwardReturns": {
"1": 0.0023934932522787947,
"5": 0.011215720313064287,
"10": 0.020724540599317633
},
"shadowMaxDrawdown": -0.20446398007265087,
"shadowTotalReturn": 0.5050408653443852,
"avgForwardReturn1D": 0.0023934932522787947,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 192,
"5": 188,
"10": 183
},
"baselineAvgForwardReturns": {
"1": 0.0023854045158803916,
"5": 0.011764681304540702,
"10": 0.02460142154838719
}
},
{
"topN": 3,
"ticker": "SHG",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.6046511627906976,
"10": 0.6047904191616766
},
"hitRate1D": 0.5454545454545454,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9145602376909803,
"eligibleDays": 359,
"fitnessScore": 0.8715389832298054,
"lookbackDays": 30,
"returnLift1D": 0.00025286647483438755,
"hitRateLift1D": 0.021777665231704213,
"portfolioSize": 3,
"activationRate": 0.49025069637883006,
"activationCount": 176,
"baselineHitRates": {
"1": 0.5236768802228412,
"5": 0.6028169014084507,
"10": 0.6571428571428571
},
"sampleConfidence": 0.9950757575757576,
"shadowSharpeLike": 1.408207626131181,
"avgForwardReturns": {
"1": 0.002638270990714779,
"5": 0.011736954245662783,
"10": 0.021650305662294044
},
"shadowMaxDrawdown": -0.20569542382920936,
"shadowTotalReturn": 0.5145013534068927,
"avgForwardReturn1D": 0.002638270990714779,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 176,
"5": 172,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.0023854045158803916,
"5": 0.011764681304540702,
"10": 0.02460142154838719
}
},
{
"topN": 3,
"ticker": "SHG",
"hitRates": {
"1": 0.5275229357798165,
"5": 0.6192660550458715,
"10": 0.6284403669724771
},
"hitRate1D": 0.5275229357798165,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9077218636872183,
"eligibleDays": 326,
"fitnessScore": 0.8529487709517618,
"lookbackDays": 63,
"returnLift1D": -0.0007922827119991381,
"hitRateLift1D": -0.0031519108459504563,
"portfolioSize": 3,
"activationRate": 0.6687116564417178,
"activationCount": 218,
"baselineHitRates": {
"1": 0.5306748466257669,
"5": 0.6304347826086957,
"10": 0.6782334384858044
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2415688075624245,
"avgForwardReturns": {
"1": 0.0019641214725340185,
"5": 0.010760934687340861,
"10": 0.019003333902027627
},
"shadowMaxDrawdown": -0.19125709934455803,
"shadowTotalReturn": 0.4440650130916244,
"avgForwardReturn1D": 0.0019641214725340185,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-22",
"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": 218,
"5": 218,
"10": 218
},
"baselineAvgForwardReturns": {
"1": 0.0027564041845331566,
"5": 0.014300414190683302,
"10": 0.028643888507543607
}
},
{
"topN": 2,
"ticker": "SHG",
"hitRates": {
"1": 0.5511811023622047,
"5": 0.616,
"10": 0.6639344262295082
},
"hitRate1D": 0.5511811023622047,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9066176244575699,
"eligibleDays": 368,
"fitnessScore": 0.8500639929444297,
"lookbackDays": 21,
"returnLift1D": 0.0012953994463420107,
"hitRateLift1D": 0.03215936323176993,
"portfolioSize": 2,
"activationRate": 0.3451086956521739,
"activationCount": 127,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5934065934065934,
"10": 0.6406685236768802
},
"sampleConfidence": 0.9963254593175854,
"shadowSharpeLike": 1.4562847447793474,
"avgForwardReturns": {
"1": 0.0035750886691845616,
"5": 0.009128044231954496,
"10": 0.017802872963382465
},
"shadowMaxDrawdown": -0.11129232609193296,
"shadowTotalReturn": 0.5008099346773118,
"avgForwardReturn1D": 0.0035750886691845616,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-03-25",
"2025-03-26",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-10",
"2025-04-14",
"2025-04-15"
],
"horizonObservationCounts": {
"1": 127,
"5": 125,
"10": 122
},
"baselineAvgForwardReturns": {
"1": 0.002279689222842551,
"5": 0.011241192147116821,
"10": 0.023406097406592666
}
},
{
"topN": 4,
"ticker": "SHG",
"hitRates": {
"1": 0.5538461538461539,
"5": 0.6197916666666666,
"10": 0.6436170212765957
},
"hitRate1D": 0.5538461538461539,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8993596342217061,
"eligibleDays": 368,
"fitnessScore": 0.8318285043168555,
"lookbackDays": 21,
"returnLift1D": -0.00009076160704044652,
"hitRateLift1D": 0.034824414715719065,
"portfolioSize": 4,
"activationRate": 0.529891304347826,
"activationCount": 195,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5934065934065934,
"10": 0.6406685236768802
},
"sampleConfidence": 0.9965811965811966,
"shadowSharpeLike": 1.1676623390507728,
"avgForwardReturns": {
"1": 0.0021889276158021044,
"5": 0.01055726586021695,
"10": 0.022844267707777272
},
"shadowMaxDrawdown": -0.15170715425397252,
"shadowTotalReturn": 0.44185128945135266,
"avgForwardReturn1D": 0.0021889276158021044,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-06",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03"
],
"horizonObservationCounts": {
"1": 195,
"5": 192,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.002279689222842551,
"5": 0.011241192147116821,
"10": 0.023406097406592666
}
},
{
"topN": 5,
"ticker": "SHG",
"hitRates": {
"1": 0.5538461538461539,
"5": 0.6197916666666666,
"10": 0.6436170212765957
},
"hitRate1D": 0.5538461538461539,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8993596342217061,
"eligibleDays": 368,
"fitnessScore": 0.8318285043168555,
"lookbackDays": 21,
"returnLift1D": -0.00009076160704044652,
"hitRateLift1D": 0.034824414715719065,
"portfolioSize": 5,
"activationRate": 0.529891304347826,
"activationCount": 195,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5934065934065934,
"10": 0.6406685236768802
},
"sampleConfidence": 0.9965811965811966,
"shadowSharpeLike": 1.1676623390507728,
"avgForwardReturns": {
"1": 0.0021889276158021044,
"5": 0.01055726586021695,
"10": 0.022844267707777272
},
"shadowMaxDrawdown": -0.15170715425397252,
"shadowTotalReturn": 0.44185128945135266,
"avgForwardReturn1D": 0.0021889276158021044,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-06",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03"
],
"horizonObservationCounts": {
"1": 195,
"5": 192,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.002279689222842551,
"5": 0.011241192147116821,
"10": 0.023406097406592666
}
},
{
"topN": 3,
"ticker": "SHG",
"hitRates": {
"1": 0.5460122699386503,
"5": 0.6125,
"10": 0.6369426751592356
},
"hitRate1D": 0.5460122699386503,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8770067595487079,
"eligibleDays": 368,
"fitnessScore": 0.7821647663832239,
"lookbackDays": 21,
"returnLift1D": 0.0002464433443740638,
"hitRateLift1D": 0.02699053080821545,
"portfolioSize": 3,
"activationRate": 0.4429347826086957,
"activationCount": 163,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5934065934065934,
"10": 0.6406685236768802
},
"sampleConfidence": 0.996319018404908,
"shadowSharpeLike": 1.2122701142242567,
"avgForwardReturns": {
"1": 0.0025261325672166148,
"5": 0.009476262291105885,
"10": 0.019495378341457276
},
"shadowMaxDrawdown": -0.11084774996691649,
"shadowTotalReturn": 0.42392086631922576,
"avgForwardReturn1D": 0.0025261325672166148,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-03-25",
"2025-03-26",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-10",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 163,
"5": 160,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.002279689222842551,
"5": 0.011241192147116821,
"10": 0.023406097406592666
}
},
{
"topN": 2,
"ticker": "SHG",
"hitRates": {
"1": 0.5194805194805194,
"5": 0.577922077922078,
"10": 0.6233766233766234
},
"hitRate1D": 0.5194805194805194,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.7209437249601878,
"eligibleDays": 326,
"fitnessScore": 0.5588124761210778,
"lookbackDays": 63,
"returnLift1D": -0.0008010873082303009,
"hitRateLift1D": -0.011194327145247485,
"portfolioSize": 2,
"activationRate": 0.4723926380368098,
"activationCount": 154,
"baselineHitRates": {
"1": 0.5306748466257669,
"5": 0.6304347826086957,
"10": 0.6782334384858044
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0290089176330692,
"avgForwardReturns": {
"1": 0.0019553168763028557,
"5": 0.00859994937719996,
"10": 0.020632339234265967
},
"shadowMaxDrawdown": -0.2037694371698251,
"shadowTotalReturn": 0.28841157668488626,
"avgForwardReturn1D": 0.0019553168763028557,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-22",
"2025-04-25",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 154,
"5": 154,
"10": 154
},
"baselineAvgForwardReturns": {
"1": 0.0027564041845331566,
"5": 0.014300414190683302,
"10": 0.028643888507543607
}
},
{
"topN": 4,
"ticker": "SHG",
"hitRates": {
"1": 0.520618556701031,
"5": 0.5842105263157895,
"10": 0.6270270270270271
},
"hitRate1D": 0.520618556701031,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.671699568399211,
"eligibleDays": 375,
"fitnessScore": 0.5074940467237194,
"lookbackDays": 14,
"returnLift1D": -0.0007524678211821628,
"hitRateLift1D": 0.003285223367697654,
"portfolioSize": 4,
"activationRate": 0.5173333333333333,
"activationCount": 194,
"baselineHitRates": {
"1": 0.5173333333333333,
"5": 0.5849056603773585,
"10": 0.6284153005464481
},
"sampleConfidence": 0.99553264604811,
"shadowSharpeLike": 0.7019987103672266,
"avgForwardReturns": {
"1": 0.001419656724146841,
"5": 0.00882841520360997,
"10": 0.02037930998542145
},
"shadowMaxDrawdown": -0.17399852464297538,
"shadowTotalReturn": 0.22685577756374609,
"avgForwardReturn1D": 0.001419656724146841,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-29",
"2025-01-30",
"2025-03-17",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 194,
"5": 190,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.002172124545329004,
"5": 0.010788021711493186,
"10": 0.02231487563944849
}
},
{
"topN": 5,
"ticker": "SHG",
"hitRates": {
"1": 0.520618556701031,
"5": 0.5842105263157895,
"10": 0.6270270270270271
},
"hitRate1D": 0.520618556701031,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.671699568399211,
"eligibleDays": 375,
"fitnessScore": 0.5074940467237194,
"lookbackDays": 14,
"returnLift1D": -0.0007524678211821628,
"hitRateLift1D": 0.003285223367697654,
"portfolioSize": 5,
"activationRate": 0.5173333333333333,
"activationCount": 194,
"baselineHitRates": {
"1": 0.5173333333333333,
"5": 0.5849056603773585,
"10": 0.6284153005464481
},
"sampleConfidence": 0.99553264604811,
"shadowSharpeLike": 0.7019987103672266,
"avgForwardReturns": {
"1": 0.001419656724146841,
"5": 0.00882841520360997,
"10": 0.02037930998542145
},
"shadowMaxDrawdown": -0.17399852464297538,
"shadowTotalReturn": 0.22685577756374609,
"avgForwardReturn1D": 0.001419656724146841,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-29",
"2025-01-30",
"2025-03-17",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 194,
"5": 190,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.002172124545329004,
"5": 0.010788021711493186,
"10": 0.02231487563944849
}
},
{
"topN": 3,
"ticker": "SHG",
"hitRates": {
"1": 0.5,
"5": 0.6020408163265306,
"10": 0.6288659793814433
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.6254040721475068,
"eligibleDays": 344,
"fitnessScore": 0.4627610081346811,
"lookbackDays": 45,
"returnLift1D": -0.0014260315698556704,
"hitRateLift1D": -0.03488372093023251,
"portfolioSize": 3,
"activationRate": 0.5813953488372093,
"activationCount": 200,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.6264705882352941,
"10": 0.6716417910447762
},
"sampleConfidence": 0.9966666666666667,
"shadowSharpeLike": 0.7345547393905026,
"avgForwardReturns": {
"1": 0.0012559546361813516,
"5": 0.009381495463297319,
"10": 0.02012767906079324
},
"shadowMaxDrawdown": -0.2651579369458734,
"shadowTotalReturn": 0.22019920469229115,
"avgForwardReturn1D": 0.0012559546361813516,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 200,
"5": 196,
"10": 194
},
"baselineAvgForwardReturns": {
"1": 0.002681986206037022,
"5": 0.013268174135397725,
"10": 0.026811171077599453
}
},
{
"topN": 4,
"ticker": "SHG",
"hitRates": {
"1": 0.5023041474654378,
"5": 0.6103286384976526,
"10": 0.6333333333333333
},
"hitRate1D": 0.5023041474654378,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5995567490134066,
"eligibleDays": 344,
"fitnessScore": 0.4387960852913067,
"lookbackDays": 45,
"returnLift1D": -0.0016441829338078348,
"hitRateLift1D": -0.032579573464794676,
"portfolioSize": 4,
"activationRate": 0.6308139534883721,
"activationCount": 217,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.6264705882352941,
"10": 0.6716417910447762
},
"sampleConfidence": 0.996620583717358,
"shadowSharpeLike": 0.6324933073865193,
"avgForwardReturns": {
"1": 0.0010378032722291872,
"5": 0.010229317745987397,
"10": 0.022801028929468548
},
"shadowMaxDrawdown": -0.2854120076154999,
"shadowTotalReturn": 0.1865674868505769,
"avgForwardReturn1D": 0.0010378032722291872,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 217,
"5": 213,
"10": 210
},
"baselineAvgForwardReturns": {
"1": 0.002681986206037022,
"5": 0.013268174135397725,
"10": 0.026811171077599453
}
},
{
"topN": 5,
"ticker": "SHG",
"hitRates": {
"1": 0.5023041474654378,
"5": 0.6103286384976526,
"10": 0.6333333333333333
},
"hitRate1D": 0.5023041474654378,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5995567490134066,
"eligibleDays": 344,
"fitnessScore": 0.4387960852913067,
"lookbackDays": 45,
"returnLift1D": -0.0016441829338078348,
"hitRateLift1D": -0.032579573464794676,
"portfolioSize": 5,
"activationRate": 0.6308139534883721,
"activationCount": 217,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.6264705882352941,
"10": 0.6716417910447762
},
"sampleConfidence": 0.996620583717358,
"shadowSharpeLike": 0.6324933073865193,
"avgForwardReturns": {
"1": 0.0010378032722291872,
"5": 0.010229317745987397,
"10": 0.022801028929468548
},
"shadowMaxDrawdown": -0.2854120076154999,
"shadowTotalReturn": 0.1865674868505769,
"avgForwardReturn1D": 0.0010378032722291872,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 217,
"5": 213,
"10": 210
},
"baselineAvgForwardReturns": {
"1": 0.002681986206037022,
"5": 0.013268174135397725,
"10": 0.026811171077599453
}
},
{
"topN": 2,
"ticker": "SHG",
"hitRates": {
"1": 0.5217391304347826,
"5": 0.6148148148148148,
"10": 0.6384615384615384
},
"hitRate1D": 0.5217391304347826,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.569818114349814,
"eligibleDays": 359,
"fitnessScore": 0.41184400269023863,
"lookbackDays": 30,
"returnLift1D": -0.0007443687672887987,
"hitRateLift1D": -0.001937749788058607,
"portfolioSize": 2,
"activationRate": 0.38440111420612816,
"activationCount": 138,
"baselineHitRates": {
"1": 0.5236768802228412,
"5": 0.6028169014084507,
"10": 0.6571428571428571
},
"sampleConfidence": 0.9946859903381643,
"shadowSharpeLike": 0.7630242950438534,
"avgForwardReturns": {
"1": 0.001641035748591593,
"5": 0.010182056107961095,
"10": 0.022512596967267123
},
"shadowMaxDrawdown": -0.19376721854214918,
"shadowTotalReturn": 0.20339104112486628,
"avgForwardReturn1D": 0.001641035748591593,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 138,
"5": 135,
"10": 130
},
"baselineAvgForwardReturns": {
"1": 0.0023854045158803916,
"5": 0.011764681304540702,
"10": 0.02460142154838719
}
},
{
"topN": 2,
"ticker": "SHG",
"hitRates": {
"1": 0.5,
"5": 0.589041095890411,
"10": 0.6095890410958904
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.4802357447984068,
"eligibleDays": 344,
"fitnessScore": 0.3325983882854799,
"lookbackDays": 45,
"returnLift1D": -0.0013326954034485578,
"hitRateLift1D": -0.03488372093023251,
"portfolioSize": 2,
"activationRate": 0.43023255813953487,
"activationCount": 148,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.6264705882352941,
"10": 0.6716417910447762
},
"sampleConfidence": 0.9981981981981982,
"shadowSharpeLike": 0.6686464135609759,
"avgForwardReturns": {
"1": 0.0013492908025884642,
"5": 0.009051691837246833,
"10": 0.017511822228116945
},
"shadowMaxDrawdown": -0.2557928152221447,
"shadowTotalReturn": 0.16884995921713974,
"avgForwardReturn1D": 0.0013492908025884642,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 148,
"5": 146,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.002681986206037022,
"5": 0.013268174135397725,
"10": 0.026811171077599453
}
},
{
"topN": 3,
"ticker": "SHG",
"hitRates": {
"1": 0.49693251533742333,
"5": 0.5786163522012578,
"10": 0.6038961038961039
},
"hitRate1D": 0.49693251533742333,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.3557496622026806,
"eligibleDays": 375,
"fitnessScore": 0.2193507809865075,
"lookbackDays": 14,
"returnLift1D": -0.0014545956318400464,
"hitRateLift1D": -0.02040081799590998,
"portfolioSize": 3,
"activationRate": 0.43466666666666665,
"activationCount": 163,
"baselineHitRates": {
"1": 0.5173333333333333,
"5": 0.5849056603773585,
"10": 0.6284153005464481
},
"sampleConfidence": 0.9946830265848672,
"shadowSharpeLike": 0.28836782178901804,
"avgForwardReturns": {
"1": 0.0007175289134889576,
"5": 0.007730314499711239,
"10": 0.018344281413705654
},
"shadowMaxDrawdown": -0.18025949927132767,
"shadowTotalReturn": 0.059054900644696984,
"avgForwardReturn1D": 0.0007175289134889576,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-29",
"2025-01-30",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 163,
"5": 159,
"10": 154
},
"baselineAvgForwardReturns": {
"1": 0.002172124545329004,
"5": 0.010788021711493186,
"10": 0.02231487563944849
}
},
{
"topN": 2,
"ticker": "SHG",
"hitRates": {
"1": 0.49166666666666664,
"5": 0.5775862068965517,
"10": 0.6036036036036037
},
"hitRate1D": 0.49166666666666664,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.326873741962831,
"eligibleDays": 375,
"fitnessScore": 0.19108103524003825,
"lookbackDays": 14,
"returnLift1D": -0.00104217675601598,
"hitRateLift1D": -0.02566666666666667,
"portfolioSize": 2,
"activationRate": 0.32,
"activationCount": 120,
"baselineHitRates": {
"1": 0.5173333333333333,
"5": 0.5849056603773585,
"10": 0.6284153005464481
},
"sampleConfidence": 0.9927777777777779,
"shadowSharpeLike": 0.39240088545005897,
"avgForwardReturns": {
"1": 0.0011299477893130239,
"5": 0.006687684046936612,
"10": 0.01852107214178333
},
"shadowMaxDrawdown": -0.18399425050323692,
"shadowTotalReturn": 0.08573090619841994,
"avgForwardReturn1D": 0.0011299477893130239,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-27",
"2025-04-03",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 120,
"5": 116,
"10": 111
},
"baselineAvgForwardReturns": {
"1": 0.002172124545329004,
"5": 0.010788021711493186,
"10": 0.02231487563944849
}
}
],
"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": 0.671699568399211,
"fitnessScore": 0.5074940467237194,
"lookbackDays": 14,
"returnLift1D": -0.0007524678211821628,
"activationRate": 0.5173333333333333,
"activationCount": 194,
"sampleConfidence": 0.99553264604811,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.22685577756374609,
"avgForwardReturn1D": 0.001419656724146841
},
{
"comboQuality": 0.9066176244575699,
"fitnessScore": 0.8500639929444297,
"lookbackDays": 21,
"returnLift1D": 0.0012953994463420107,
"activationRate": 0.3451086956521739,
"activationCount": 127,
"sampleConfidence": 0.9963254593175854,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.5008099346773118,
"avgForwardReturn1D": 0.0035750886691845616
},
{
"comboQuality": 0.9176340636695096,
"fitnessScore": 0.8803378806656137,
"lookbackDays": 30,
"returnLift1D": 0.000008088736398403039,
"activationRate": 0.5348189415041783,
"activationCount": 192,
"sampleConfidence": 0.9954861111111112,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5050408653443852,
"avgForwardReturn1D": 0.0023934932522787947
},
{
"comboQuality": 0.6254040721475068,
"fitnessScore": 0.4627610081346811,
"lookbackDays": 45,
"returnLift1D": -0.0014260315698556704,
"activationRate": 0.5813953488372093,
"activationCount": 200,
"sampleConfidence": 0.9966666666666667,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.22019920469229115,
"avgForwardReturn1D": 0.0012559546361813516
},
{
"comboQuality": 0.9441694191834072,
"fitnessScore": 0.9721564485272927,
"lookbackDays": 63,
"returnLift1D": -0.0008244568172039392,
"activationRate": 0.7484662576687117,
"activationCount": 244,
"sampleConfidence": 0.9986338797814208,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5097494244094649,
"avgForwardReturn1D": 0.0019319473673292174
}
],
"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": "79b80671ec96226c6e6303eb9712ae01bc7b7a2710f8724066127b1b3f5a15f9",
"size": 13,
"members": [
"SHG",
"SMH",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
TM