Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"SNOW"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "SNOW",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 4,
"ticker": "SNOW",
"hitRates": {
"1": 0.5963855421686747,
"5": 0.5864197530864198,
"10": 0.6392405063291139
},
"hitRate1D": 0.5963855421686747,
"comboQuality": 0.9943818814366008,
"eligibleDays": 330,
"fitnessScore": 1.4887473870897805,
"lookbackDays": 30,
"returnLift1D": 0.002450442476130715,
"hitRateLift1D": 0.05093099671412926,
"activationRate": 0.503030303030303,
"activationCount": 166,
"baselineHitRates": {
"1": 0.5454545454545454,
"5": 0.5306748466257669,
"10": 0.573208722741433
},
"sampleConfidence": 0.9951807228915663,
"shadowSharpeLike": 1.3827389143182862,
"avgForwardReturns": {
"1": 0.004987086291132354,
"5": 0.024717833234616952,
"10": 0.04296736548201261
},
"shadowMaxDrawdown": -0.2447421152210818,
"shadowTotalReturn": 1.0094717891845284,
"avgForwardReturn1D": 0.004987086291132354,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 166,
"5": 162,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0025366438150016394,
"5": 0.013413553422629213,
"10": 0.027276720751532344
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9943818814366008,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.8593279337588289,
"bestRawFitnessScore": 1.4887473870897805,
"upperQuartileComboQuality": 0.9393993913538908
},
"algorithmFit": {
"label": "strong",
"score": 0.8587250264600657,
"rawScore": 0.8825533396676434,
"confidence": 0.946001420794462,
"bestProfile": {
"topN": 4,
"lookbackDays": 30
},
"profileBreadth": 0.6002146559486254,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
14,
21,
30,
45
]
},
"parameterStability": 0.7740751805507451,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "SNOW",
"hitRates": {
"1": 0.5963855421686747,
"5": 0.5864197530864198,
"10": 0.6392405063291139
},
"hitRate1D": 0.5963855421686747,
"comboQuality": 0.9943818814366008,
"eligibleDays": 330,
"fitnessScore": 1.4887473870897805,
"lookbackDays": 30,
"returnLift1D": 0.002450442476130715,
"hitRateLift1D": 0.05093099671412926,
"activationRate": 0.503030303030303,
"activationCount": 166,
"baselineHitRates": {
"1": 0.5454545454545454,
"5": 0.5306748466257669,
"10": 0.573208722741433
},
"sampleConfidence": 0.9951807228915663,
"shadowSharpeLike": 1.3827389143182862,
"avgForwardReturns": {
"1": 0.004987086291132354,
"5": 0.024717833234616952,
"10": 0.04296736548201261
},
"shadowMaxDrawdown": -0.2447421152210818,
"shadowTotalReturn": 1.0094717891845284,
"avgForwardReturn1D": 0.004987086291132354,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 166,
"5": 162,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0025366438150016394,
"5": 0.013413553422629213,
"10": 0.027276720751532344
}
},
{
"topN": 3,
"ticker": "SNOW",
"hitRates": {
"1": 0.5923566878980892,
"5": 0.5816993464052288,
"10": 0.6308724832214765
},
"hitRate1D": 0.5923566878980892,
"comboQuality": 0.9813500049808513,
"eligibleDays": 330,
"fitnessScore": 1.2218783261732702,
"lookbackDays": 30,
"returnLift1D": 0.0020154010370449682,
"hitRateLift1D": 0.04690214244354374,
"activationRate": 0.47575757575757577,
"activationCount": 157,
"baselineHitRates": {
"1": 0.5454545454545454,
"5": 0.5306748466257669,
"10": 0.573208722741433
},
"sampleConfidence": 0.9949044585987261,
"shadowSharpeLike": 1.2017417507390482,
"avgForwardReturns": {
"1": 0.004552044852046608,
"5": 0.024395136402838337,
"10": 0.037866956041195866
},
"shadowMaxDrawdown": -0.26418923656144155,
"shadowTotalReturn": 0.7976656261791157,
"avgForwardReturn1D": 0.004552044852046608,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 157,
"5": 153,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.0025366438150016394,
"5": 0.013413553422629213,
"10": 0.027276720751532344
}
},
{
"topN": 5,
"ticker": "SNOW",
"hitRates": {
"1": 0.5892857142857143,
"5": 0.5792682926829268,
"10": 0.6375
},
"hitRate1D": 0.5892857142857143,
"comboQuality": 0.9800487127576916,
"eligibleDays": 330,
"fitnessScore": 1.206747894782244,
"lookbackDays": 30,
"returnLift1D": 0.0016944074070816607,
"hitRateLift1D": 0.04383116883116889,
"activationRate": 0.509090909090909,
"activationCount": 168,
"baselineHitRates": {
"1": 0.5454545454545454,
"5": 0.5306748466257669,
"10": 0.573208722741433
},
"sampleConfidence": 0.9952380952380953,
"shadowSharpeLike": 1.164802278393583,
"avgForwardReturns": {
"1": 0.0042310512220833,
"5": 0.023695701917427495,
"10": 0.04168994464252761
},
"shadowMaxDrawdown": -0.26559742035103295,
"shadowTotalReturn": 0.7781083356795677,
"avgForwardReturn1D": 0.0042310512220833,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 168,
"5": 164,
"10": 160
},
"baselineAvgForwardReturns": {
"1": 0.0025366438150016394,
"5": 0.013413553422629213,
"10": 0.027276720751532344
}
},
{
"topN": 4,
"ticker": "SNOW",
"hitRates": {
"1": 0.5602409638554217,
"5": 0.5341614906832298,
"10": 0.5732484076433121
},
"hitRate1D": 0.5602409638554217,
"comboQuality": 0.9605894628973254,
"eligibleDays": 352,
"fitnessScore": 1.052573058038535,
"lookbackDays": 14,
"returnLift1D": 0.0020143509784364606,
"hitRateLift1D": 0.016081419695877508,
"activationRate": 0.4715909090909091,
"activationCount": 166,
"baselineHitRates": {
"1": 0.5441595441595442,
"5": 0.5273775216138329,
"10": 0.5481049562682215
},
"sampleConfidence": 0.9943775100401607,
"shadowSharpeLike": 1.022658923608208,
"avgForwardReturns": {
"1": 0.0042409279866535525,
"5": 0.02080757287931294,
"10": 0.03809973019682701
},
"shadowMaxDrawdown": -0.31525839679386636,
"shadowTotalReturn": 0.7125937142243153,
"avgForwardReturn1D": 0.0042409279866535525,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-21",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 166,
"5": 161,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.002226577008217092,
"5": 0.011859044306890236,
"10": 0.022080854230811665
}
},
{
"topN": 5,
"ticker": "SNOW",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.5421686746987951,
"10": 0.5802469135802469
},
"hitRate1D": 0.5555555555555556,
"comboQuality": 0.9546820669174898,
"eligibleDays": 352,
"fitnessScore": 1.0204886194362917,
"lookbackDays": 14,
"returnLift1D": 0.0018289780804119824,
"hitRateLift1D": 0.01139601139601143,
"activationRate": 0.48579545454545453,
"activationCount": 171,
"baselineHitRates": {
"1": 0.5441595441595442,
"5": 0.5273775216138329,
"10": 0.5481049562682215
},
"sampleConfidence": 0.9945419103313841,
"shadowSharpeLike": 1.002602349470765,
"avgForwardReturns": {
"1": 0.004055555088629074,
"5": 0.020312686757192375,
"10": 0.038332296223542756
},
"shadowMaxDrawdown": -0.3362027537528871,
"shadowTotalReturn": 0.6933210209014924,
"avgForwardReturn1D": 0.004055555088629074,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 171,
"5": 166,
"10": 162
},
"baselineAvgForwardReturns": {
"1": 0.002226577008217092,
"5": 0.011859044306890236,
"10": 0.022080854230811665
}
},
{
"topN": 2,
"ticker": "SNOW",
"hitRates": {
"1": 0.5648854961832062,
"5": 0.5590551181102362,
"10": 0.6639344262295082
},
"hitRate1D": 0.5648854961832062,
"comboQuality": 0.9343051661660245,
"eligibleDays": 339,
"fitnessScore": 0.9340522216099377,
"lookbackDays": 21,
"returnLift1D": 0.002094048230218174,
"hitRateLift1D": 0.022112634826274014,
"activationRate": 0.3864306784660767,
"activationCount": 131,
"baselineHitRates": {
"1": 0.5427728613569321,
"5": 0.5223880597014925,
"10": 0.5575757575757576
},
"sampleConfidence": 0.9933842239185751,
"shadowSharpeLike": 1.0078674691837939,
"avgForwardReturns": {
"1": 0.004405456675492056,
"5": 0.022180769459941765,
"10": 0.03995538987989263
},
"shadowMaxDrawdown": -0.19340329835082426,
"shadowTotalReturn": 0.5862910638328303,
"avgForwardReturn1D": 0.004405456675492056,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 131,
"5": 127,
"10": 122
},
"baselineAvgForwardReturns": {
"1": 0.0023114084452738816,
"5": 0.01174723887040432,
"10": 0.023870127519133005
}
},
{
"topN": 5,
"ticker": "SNOW",
"hitRates": {
"1": 0.5620915032679739,
"5": 0.5436241610738255,
"10": 0.5763888888888888
},
"hitRate1D": 0.5620915032679739,
"comboQuality": 0.9337253021844043,
"eligibleDays": 315,
"fitnessScore": 0.9319823005367311,
"lookbackDays": 45,
"returnLift1D": 0.0009739305261165744,
"hitRateLift1D": 0.01605975723622788,
"activationRate": 0.4857142857142857,
"activationCount": 153,
"baselineHitRates": {
"1": 0.546031746031746,
"5": 0.5305466237942122,
"10": 0.5620915032679739
},
"sampleConfidence": 0.9943355119825709,
"shadowSharpeLike": 0.9815725033504354,
"avgForwardReturns": {
"1": 0.003704239407778775,
"5": 0.007870181106913572,
"10": 0.01359523689890701
},
"shadowMaxDrawdown": -0.20073531509633824,
"shadowTotalReturn": 0.5571287041806094,
"avgForwardReturn1D": 0.003704239407778775,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 153,
"5": 149,
"10": 144
},
"baselineAvgForwardReturns": {
"1": 0.0027303088816622006,
"5": 0.012946555973150288,
"10": 0.024911391797000654
}
},
{
"topN": 3,
"ticker": "SNOW",
"hitRates": {
"1": 0.5512820512820513,
"5": 0.5231788079470199,
"10": 0.5782312925170068
},
"hitRate1D": 0.5512820512820513,
"comboQuality": 0.8992186775064732,
"eligibleDays": 352,
"fitnessScore": 0.8314861049738314,
"lookbackDays": 14,
"returnLift1D": 0.0016012261872796318,
"hitRateLift1D": 0.007122507122507171,
"activationRate": 0.4431818181818182,
"activationCount": 156,
"baselineHitRates": {
"1": 0.5441595441595442,
"5": 0.5273775216138329,
"10": 0.5481049562682215
},
"sampleConfidence": 0.994017094017094,
"shadowSharpeLike": 0.8690285227332851,
"avgForwardReturns": {
"1": 0.0038278031954967237,
"5": 0.020657589755673837,
"10": 0.04049237952687393
},
"shadowMaxDrawdown": -0.3195552859656745,
"shadowTotalReturn": 0.543610790869445,
"avgForwardReturn1D": 0.0038278031954967237,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-03-26",
"2025-03-28",
"2025-04-21",
"2025-04-24",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 156,
"5": 151,
"10": 147
},
"baselineAvgForwardReturns": {
"1": 0.002226577008217092,
"5": 0.011859044306890236,
"10": 0.022080854230811665
}
},
{
"topN": 2,
"ticker": "SNOW",
"hitRates": {
"1": 0.6106870229007634,
"5": 0.6220472440944882,
"10": 0.672
},
"hitRate1D": 0.6106870229007634,
"comboQuality": 0.8973575810824789,
"eligibleDays": 330,
"fitnessScore": 0.8270046900749232,
"lookbackDays": 30,
"returnLift1D": 0.0007739145906395881,
"hitRateLift1D": 0.06523247744621796,
"activationRate": 0.396969696969697,
"activationCount": 131,
"baselineHitRates": {
"1": 0.5454545454545454,
"5": 0.5306748466257669,
"10": 0.573208722741433
},
"sampleConfidence": 0.994910941475827,
"shadowSharpeLike": 1.0953333316462441,
"avgForwardReturns": {
"1": 0.0033105584056412275,
"5": 0.030567858251406548,
"10": 0.039852330667579
},
"shadowMaxDrawdown": -0.220013068279854,
"shadowTotalReturn": 0.4441641055933856,
"avgForwardReturn1D": 0.0033105584056412275,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 131,
"5": 127,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.0025366438150016394,
"5": 0.013413553422629213,
"10": 0.027276720751532344
}
},
{
"topN": 5,
"ticker": "SNOW",
"hitRates": {
"1": 0.5549132947976878,
"5": 0.5384615384615384,
"10": 0.6402439024390244
},
"hitRate1D": 0.5549132947976878,
"comboQuality": 0.863411932652026,
"eligibleDays": 339,
"fitnessScore": 0.7556629092873086,
"lookbackDays": 21,
"returnLift1D": 0.0006626314982949152,
"hitRateLift1D": 0.01214043344075566,
"activationRate": 0.5103244837758112,
"activationCount": 173,
"baselineHitRates": {
"1": 0.5427728613569321,
"5": 0.5223880597014925,
"10": 0.5575757575757576
},
"sampleConfidence": 0.994990366088632,
"shadowSharpeLike": 0.8299610796692682,
"avgForwardReturns": {
"1": 0.002974039943568797,
"5": 0.022859543396890798,
"10": 0.05033184487962674
},
"shadowMaxDrawdown": -0.3482292284612911,
"shadowTotalReturn": 0.46077623179901983,
"avgForwardReturn1D": 0.002974039943568797,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-04-10",
"2025-04-11",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 173,
"5": 169,
"10": 164
},
"baselineAvgForwardReturns": {
"1": 0.0023114084452738816,
"5": 0.01174723887040432,
"10": 0.023870127519133005
}
},
{
"topN": 4,
"ticker": "SNOW",
"hitRates": {
"1": 0.5521472392638037,
"5": 0.5534591194968553,
"10": 0.6558441558441559
},
"hitRate1D": 0.5521472392638037,
"comboQuality": 0.8552439348656318,
"eligibleDays": 339,
"fitnessScore": 0.7407940774871947,
"lookbackDays": 21,
"returnLift1D": 0.0007995358993813807,
"hitRateLift1D": 0.009374377906871567,
"activationRate": 0.4808259587020649,
"activationCount": 163,
"baselineHitRates": {
"1": 0.5427728613569321,
"5": 0.5223880597014925,
"10": 0.5575757575757576
},
"sampleConfidence": 0.9946830265848672,
"shadowSharpeLike": 0.8371717968884559,
"avgForwardReturns": {
"1": 0.0031109443446552623,
"5": 0.02606568840045786,
"10": 0.0566114189547713
},
"shadowMaxDrawdown": -0.33810915428431376,
"shadowTotalReturn": 0.4583596544995703,
"avgForwardReturn1D": 0.0031109443446552623,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-04-10",
"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": 163,
"5": 159,
"10": 154
},
"baselineAvgForwardReturns": {
"1": 0.0023114084452738816,
"5": 0.01174723887040432,
"10": 0.023870127519133005
}
},
{
"topN": 3,
"ticker": "SNOW",
"hitRates": {
"1": 0.5548387096774193,
"5": 0.5562913907284768,
"10": 0.6643835616438356
},
"hitRate1D": 0.5548387096774193,
"comboQuality": 0.8422230461859989,
"eligibleDays": 339,
"fitnessScore": 0.7184697563098204,
"lookbackDays": 21,
"returnLift1D": 0.0008354473273987214,
"hitRateLift1D": 0.012065848320487182,
"activationRate": 0.45722713864306785,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5427728613569321,
"5": 0.5223880597014925,
"10": 0.5575757575757576
},
"sampleConfidence": 0.9944086021505377,
"shadowSharpeLike": 0.8141280086342727,
"avgForwardReturns": {
"1": 0.003146855772672603,
"5": 0.02762674694970345,
"10": 0.056945547122507816
},
"shadowMaxDrawdown": -0.31031979177846813,
"shadowTotalReturn": 0.43486514362293804,
"avgForwardReturn1D": 0.003146855772672603,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.0023114084452738816,
"5": 0.01174723887040432,
"10": 0.023870127519133005
}
},
{
"topN": 2,
"ticker": "SNOW",
"hitRates": {
"1": 0.5652173913043478,
"5": 0.5671641791044776,
"10": 0.5968992248062015
},
"hitRate1D": 0.5652173913043478,
"comboQuality": 0.6706338712111347,
"eligibleDays": 315,
"fitnessScore": 0.5064317383434789,
"lookbackDays": 45,
"returnLift1D": -0.0007883036916081746,
"hitRateLift1D": 0.019185645272601803,
"activationRate": 0.4380952380952381,
"activationCount": 138,
"baselineHitRates": {
"1": 0.546031746031746,
"5": 0.5305466237942122,
"10": 0.5620915032679739
},
"sampleConfidence": 0.9937198067632851,
"shadowSharpeLike": 0.6843908419449335,
"avgForwardReturns": {
"1": 0.001942005190054026,
"5": 0.007402862565812242,
"10": 0.015652168781272797
},
"shadowMaxDrawdown": -0.22701126460566667,
"shadowTotalReturn": 0.22538121981431325,
"avgForwardReturn1D": 0.001942005190054026,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 138,
"5": 134,
"10": 129
},
"baselineAvgForwardReturns": {
"1": 0.0027303088816622006,
"5": 0.012946555973150288,
"10": 0.024911391797000654
}
},
{
"topN": 4,
"ticker": "SNOW",
"hitRates": {
"1": 0.5694444444444444,
"5": 0.55,
"10": 0.5703703703703704
},
"hitRate1D": 0.5694444444444444,
"comboQuality": 0.6376693364330762,
"eligibleDays": 315,
"fitnessScore": 0.4743577802219017,
"lookbackDays": 45,
"returnLift1D": -0.0010867934560425255,
"hitRateLift1D": 0.02341269841269844,
"activationRate": 0.45714285714285713,
"activationCount": 144,
"baselineHitRates": {
"1": 0.546031746031746,
"5": 0.5305466237942122,
"10": 0.5620915032679739
},
"sampleConfidence": 0.9939814814814816,
"shadowSharpeLike": 0.585292488152149,
"avgForwardReturns": {
"1": 0.001643515425619675,
"5": 0.0059446455155170745,
"10": 0.011123808676909742
},
"shadowMaxDrawdown": -0.2143263323144109,
"shadowTotalReturn": 0.18450317517421988,
"avgForwardReturn1D": 0.001643515425619675,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 144,
"5": 140,
"10": 135
},
"baselineAvgForwardReturns": {
"1": 0.0027303088816622006,
"5": 0.012946555973150288,
"10": 0.024911391797000654
}
},
{
"topN": 3,
"ticker": "SNOW",
"hitRates": {
"1": 0.5664335664335665,
"5": 0.5539568345323741,
"10": 0.5746268656716418
},
"hitRate1D": 0.5664335664335665,
"comboQuality": 0.6006980984488107,
"eligibleDays": 315,
"fitnessScore": 0.4398424340049708,
"lookbackDays": 45,
"returnLift1D": -0.0011810336924617112,
"hitRateLift1D": 0.02040182040182048,
"activationRate": 0.45396825396825397,
"activationCount": 143,
"baselineHitRates": {
"1": 0.546031746031746,
"5": 0.5305466237942122,
"10": 0.5620915032679739
},
"sampleConfidence": 0.993939393939394,
"shadowSharpeLike": 0.5447463539664253,
"avgForwardReturns": {
"1": 0.0015492751892004894,
"5": 0.006303941219364593,
"10": 0.011994971872792479
},
"shadowMaxDrawdown": -0.2268374313187066,
"shadowTotalReturn": 0.16564109909222213,
"avgForwardReturn1D": 0.0015492751892004894,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 143,
"5": 139,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0027303088816622006,
"5": 0.012946555973150288,
"10": 0.024911391797000654
}
},
{
"topN": 4,
"ticker": "SNOW",
"hitRates": {
"1": 0.5460992907801419,
"5": 0.5036496350364964,
"10": 0.5378787878787878
},
"hitRate1D": 0.5460992907801419,
"comboQuality": 0.4851953089997488,
"eligibleDays": 297,
"fitnessScore": 0.33696806259514306,
"lookbackDays": 63,
"returnLift1D": -0.0007816132935753548,
"hitRateLift1D": 0.02084676552761655,
"activationRate": 0.47474747474747475,
"activationCount": 141,
"baselineHitRates": {
"1": 0.5252525252525253,
"5": 0.5051194539249146,
"10": 0.5347222222222222
},
"sampleConfidence": 0.9938534278959812,
"shadowSharpeLike": 0.41040141240040107,
"avgForwardReturns": {
"1": 0.0011949964322114047,
"5": 0.011091868564616,
"10": 0.013242947386557536
},
"shadowMaxDrawdown": -0.25365452316374626,
"shadowTotalReturn": 0.10098075438076504,
"avgForwardReturn1D": 0.0011949964322114047,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05"
],
"horizonObservationCounts": {
"1": 141,
"5": 137,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0019766097257867595,
"5": 0.01023112898766483,
"10": 0.01881129931968719
}
},
{
"topN": 3,
"ticker": "SNOW",
"hitRates": {
"1": 0.556390977443609,
"5": 0.49612403100775193,
"10": 0.5161290322580645
},
"hitRate1D": 0.556390977443609,
"comboQuality": 0.388427357286711,
"eligibleDays": 297,
"fitnessScore": 0.25013593403316037,
"lookbackDays": 63,
"returnLift1D": -0.001151438068640282,
"hitRateLift1D": 0.031138452191083688,
"activationRate": 0.4478114478114478,
"activationCount": 133,
"baselineHitRates": {
"1": 0.5252525252525253,
"5": 0.5051194539249146,
"10": 0.5347222222222222
},
"sampleConfidence": 0.993483709273183,
"shadowSharpeLike": 0.2779104134127682,
"avgForwardReturns": {
"1": 0.0008251716571464776,
"5": -0.0010165862105815417,
"10": 0.00035072952918487277
},
"shadowMaxDrawdown": -0.2910440703322984,
"shadowTotalReturn": 0.04582510177054688,
"avgForwardReturn1D": 0.0008251716571464776,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05"
],
"horizonObservationCounts": {
"1": 133,
"5": 129,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.0019766097257867595,
"5": 0.01023112898766483,
"10": 0.01881129931968719
}
},
{
"topN": 2,
"ticker": "SNOW",
"hitRates": {
"1": 0.539568345323741,
"5": 0.5223880597014925,
"10": 0.5615384615384615
},
"hitRate1D": 0.539568345323741,
"comboQuality": 0.3732711209909777,
"eligibleDays": 352,
"fitnessScore": 0.23599401654367383,
"lookbackDays": 14,
"returnLift1D": -0.00041745410147178566,
"hitRateLift1D": -0.0045911988358031675,
"activationRate": 0.39488636363636365,
"activationCount": 139,
"baselineHitRates": {
"1": 0.5441595441595442,
"5": 0.5273775216138329,
"10": 0.5481049562682215
},
"sampleConfidence": 0.993285371702638,
"shadowSharpeLike": 0.388801044853859,
"avgForwardReturns": {
"1": 0.0018091229067453063,
"5": 0.019363534734282675,
"10": 0.02670273503195655
},
"shadowMaxDrawdown": -0.451159240285239,
"shadowTotalReturn": 0.12426288623779014,
"avgForwardReturn1D": 0.0018091229067453063,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-03-28",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 139,
"5": 134,
"10": 130
},
"baselineAvgForwardReturns": {
"1": 0.002226577008217092,
"5": 0.011859044306890236,
"10": 0.022080854230811665
}
},
{
"topN": 5,
"ticker": "SNOW",
"hitRates": {
"1": 0.5364238410596026,
"5": 0.4897959183673469,
"10": 0.528169014084507
},
"hitRate1D": 0.5364238410596026,
"comboQuality": 0.3435874611230294,
"eligibleDays": 297,
"fitnessScore": 0.20758349175715735,
"lookbackDays": 63,
"returnLift1D": -0.0013648589009618785,
"hitRateLift1D": 0.011171315807077309,
"activationRate": 0.5084175084175084,
"activationCount": 151,
"baselineHitRates": {
"1": 0.5252525252525253,
"5": 0.5051194539249146,
"10": 0.5347222222222222
},
"sampleConfidence": 0.9942604856512142,
"shadowSharpeLike": 0.20865235334104915,
"avgForwardReturns": {
"1": 0.0006117508248248809,
"5": 0.009150970528944476,
"10": 0.009933921733916138
},
"shadowMaxDrawdown": -0.312799610075999,
"shadowTotalReturn": 0.016576347575622652,
"avgForwardReturn1D": 0.0006117508248248809,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05"
],
"horizonObservationCounts": {
"1": 151,
"5": 147,
"10": 142
},
"baselineAvgForwardReturns": {
"1": 0.0019766097257867595,
"5": 0.01023112898766483,
"10": 0.01881129931968719
}
},
{
"topN": 2,
"ticker": "SNOW",
"hitRates": {
"1": 0.5645161290322581,
"5": 0.5,
"10": 0.5130434782608696
},
"hitRate1D": 0.5645161290322581,
"comboQuality": 0.3244765222718313,
"eligibleDays": 297,
"fitnessScore": 0.18867955944051618,
"lookbackDays": 63,
"returnLift1D": -0.0016282147017528444,
"hitRateLift1D": 0.039263603779732814,
"activationRate": 0.4175084175084175,
"activationCount": 124,
"baselineHitRates": {
"1": 0.5252525252525253,
"5": 0.5051194539249146,
"10": 0.5347222222222222
},
"sampleConfidence": 0.9930107526881721,
"shadowSharpeLike": 0.106328729163093,
"avgForwardReturns": {
"1": 0.0003483950240339151,
"5": -0.0019059881328030918,
"10": -0.0031884258174343233
},
"shadowMaxDrawdown": -0.23947838231856922,
"shadowTotalReturn": -0.012296861365050926,
"avgForwardReturn1D": 0.0003483950240339151,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06"
],
"horizonObservationCounts": {
"1": 124,
"5": 120,
"10": 115
},
"baselineAvgForwardReturns": {
"1": 0.0019766097257867595,
"5": 0.01023112898766483,
"10": 0.01881129931968719
}
}
],
"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": 0.9605894628973254,
"fitnessScore": 1.052573058038535,
"lookbackDays": 14,
"returnLift1D": 0.0020143509784364606,
"activationRate": 0.4715909090909091,
"activationCount": 166,
"sampleConfidence": 0.9943775100401607,
"shadowTotalReturn": 0.7125937142243153,
"avgForwardReturn1D": 0.0042409279866535525
},
{
"bestTopN": 2,
"comboQuality": 0.9343051661660245,
"fitnessScore": 0.9340522216099377,
"lookbackDays": 21,
"returnLift1D": 0.002094048230218174,
"activationRate": 0.3864306784660767,
"activationCount": 131,
"sampleConfidence": 0.9933842239185751,
"shadowTotalReturn": 0.5862910638328303,
"avgForwardReturn1D": 0.004405456675492056
},
{
"bestTopN": 4,
"comboQuality": 0.9943818814366008,
"fitnessScore": 1.4887473870897805,
"lookbackDays": 30,
"returnLift1D": 0.002450442476130715,
"activationRate": 0.503030303030303,
"activationCount": 166,
"sampleConfidence": 0.9951807228915663,
"shadowTotalReturn": 1.0094717891845284,
"avgForwardReturn1D": 0.004987086291132354
},
{
"bestTopN": 5,
"comboQuality": 0.9337253021844043,
"fitnessScore": 0.9319823005367311,
"lookbackDays": 45,
"returnLift1D": 0.0009739305261165744,
"activationRate": 0.4857142857142857,
"activationCount": 153,
"sampleConfidence": 0.9943355119825709,
"shadowTotalReturn": 0.5571287041806094,
"avgForwardReturn1D": 0.003704239407778775
},
{
"bestTopN": 4,
"comboQuality": 0.4851953089997488,
"fitnessScore": 0.33696806259514306,
"lookbackDays": 63,
"returnLift1D": -0.0007816132935753548,
"activationRate": 0.47474747474747475,
"activationCount": 141,
"sampleConfidence": 0.9938534278959812,
"shadowTotalReturn": 0.10098075438076504,
"avgForwardReturn1D": 0.0011949964322114047
}
],
"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": "d8398882266b066d01f9713982980bd05dd0952f9a3749d2fb0f9fb4ae064d6d",
"size": 13,
"members": [
"SMH",
"SNOW",
"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",
"SNOW"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "SNOW",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "SNOW",
"hitRates": {
"1": 0.5730994152046783,
"5": 0.5568862275449101,
"10": 0.6073619631901841
},
"hitRate1D": 0.5730994152046783,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.981218356812312,
"eligibleDays": 359,
"fitnessScore": 1.2203013119036605,
"lookbackDays": 30,
"returnLift1D": 0.0025734333293724954,
"hitRateLift1D": 0.03828047370050003,
"portfolioSize": 4,
"activationRate": 0.4763231197771588,
"activationCount": 171,
"baselineHitRates": {
"1": 0.5348189415041783,
"5": 0.5126760563380282,
"10": 0.5371428571428571
},
"sampleConfidence": 0.9953216374269006,
"shadowSharpeLike": 1.1543867713500013,
"avgForwardReturns": {
"1": 0.004261266913884936,
"5": 0.020136367898681735,
"10": 0.03658657510595039
},
"shadowMaxDrawdown": -0.24484728105106401,
"shadowTotalReturn": 0.813589532951839,
"avgForwardReturn1D": 0.004261266913884936,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-28",
"2025-03-03",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 171,
"5": 167,
"10": 163
},
"baselineAvgForwardReturns": {
"1": 0.001687833584512441,
"5": 0.008968004408896335,
"10": 0.018991252095327604
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.981218356812312,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.791433779609553,
"bestRawFitnessScore": 1.2203013119036605,
"upperQuartileComboQuality": 0.9369081433529213
},
"algorithmFit": {
"label": "strong",
"score": 0.8228852884454819,
"rawScore": 0.8480247234007245,
"confidence": 0.9407106084020068,
"bestProfile": {
"lookbackDays": 30,
"portfolioSize": 4
},
"profileBreadth": 0.5503093426712536,
"recommendedRegion": {
"lookbackDays": [
14,
21,
30
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.7502071109841311,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "SNOW",
"hitRates": {
"1": 0.5730994152046783,
"5": 0.5568862275449101,
"10": 0.6073619631901841
},
"hitRate1D": 0.5730994152046783,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.981218356812312,
"eligibleDays": 359,
"fitnessScore": 1.2203013119036605,
"lookbackDays": 30,
"returnLift1D": 0.0025734333293724954,
"hitRateLift1D": 0.03828047370050003,
"portfolioSize": 4,
"activationRate": 0.4763231197771588,
"activationCount": 171,
"baselineHitRates": {
"1": 0.5348189415041783,
"5": 0.5126760563380282,
"10": 0.5371428571428571
},
"sampleConfidence": 0.9953216374269006,
"shadowSharpeLike": 1.1543867713500013,
"avgForwardReturns": {
"1": 0.004261266913884936,
"5": 0.020136367898681735,
"10": 0.03658657510595039
},
"shadowMaxDrawdown": -0.24484728105106401,
"shadowTotalReturn": 0.813589532951839,
"avgForwardReturn1D": 0.004261266913884936,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-28",
"2025-03-03",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 171,
"5": 167,
"10": 163
},
"baselineAvgForwardReturns": {
"1": 0.001687833584512441,
"5": 0.008968004408896335,
"10": 0.018991252095327604
}
},
{
"topN": 5,
"ticker": "SNOW",
"hitRates": {
"1": 0.5730994152046783,
"5": 0.5568862275449101,
"10": 0.6073619631901841
},
"hitRate1D": 0.5730994152046783,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.981218356812312,
"eligibleDays": 359,
"fitnessScore": 1.2203013119036605,
"lookbackDays": 30,
"returnLift1D": 0.0025734333293724954,
"hitRateLift1D": 0.03828047370050003,
"portfolioSize": 5,
"activationRate": 0.4763231197771588,
"activationCount": 171,
"baselineHitRates": {
"1": 0.5348189415041783,
"5": 0.5126760563380282,
"10": 0.5371428571428571
},
"sampleConfidence": 0.9953216374269006,
"shadowSharpeLike": 1.1543867713500013,
"avgForwardReturns": {
"1": 0.004261266913884936,
"5": 0.020136367898681735,
"10": 0.03658657510595039
},
"shadowMaxDrawdown": -0.24484728105106401,
"shadowTotalReturn": 0.813589532951839,
"avgForwardReturn1D": 0.004261266913884936,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-28",
"2025-03-03",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 171,
"5": 167,
"10": 163
},
"baselineAvgForwardReturns": {
"1": 0.001687833584512441,
"5": 0.008968004408896335,
"10": 0.018991252095327604
}
},
{
"topN": 4,
"ticker": "SNOW",
"hitRates": {
"1": 0.5393258426966292,
"5": 0.5402298850574713,
"10": 0.5680473372781065
},
"hitRate1D": 0.5393258426966292,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9610649778656855,
"eligibleDays": 375,
"fitnessScore": 1.0553525300813942,
"lookbackDays": 14,
"returnLift1D": 0.0022515050150021766,
"hitRateLift1D": 0.005992509363295873,
"portfolioSize": 4,
"activationRate": 0.4746666666666667,
"activationCount": 178,
"baselineHitRates": {
"1": 0.5333333333333333,
"5": 0.522911051212938,
"10": 0.5327868852459017
},
"sampleConfidence": 0.9951310861423222,
"shadowSharpeLike": 1.0077995514917648,
"avgForwardReturns": {
"1": 0.004067135261840243,
"5": 0.018710941479315023,
"10": 0.035837396394307656
},
"shadowMaxDrawdown": -0.3131204919722623,
"shadowTotalReturn": 0.7400044119782283,
"avgForwardReturn1D": 0.004067135261840243,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 178,
"5": 174,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0018156302468380668,
"5": 0.009113081206908869,
"10": 0.017697115441743544
}
},
{
"topN": 5,
"ticker": "SNOW",
"hitRates": {
"1": 0.5393258426966292,
"5": 0.5402298850574713,
"10": 0.5680473372781065
},
"hitRate1D": 0.5393258426966292,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9610649778656855,
"eligibleDays": 375,
"fitnessScore": 1.0553525300813942,
"lookbackDays": 14,
"returnLift1D": 0.0022515050150021766,
"hitRateLift1D": 0.005992509363295873,
"portfolioSize": 5,
"activationRate": 0.4746666666666667,
"activationCount": 178,
"baselineHitRates": {
"1": 0.5333333333333333,
"5": 0.522911051212938,
"10": 0.5327868852459017
},
"sampleConfidence": 0.9951310861423222,
"shadowSharpeLike": 1.0077995514917648,
"avgForwardReturns": {
"1": 0.004067135261840243,
"5": 0.018710941479315023,
"10": 0.035837396394307656
},
"shadowMaxDrawdown": -0.3131204919722623,
"shadowTotalReturn": 0.7400044119782283,
"avgForwardReturn1D": 0.004067135261840243,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 178,
"5": 174,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0018156302468380668,
"5": 0.009113081206908869,
"10": 0.017697115441743544
}
},
{
"topN": 3,
"ticker": "SNOW",
"hitRates": {
"1": 0.5644171779141104,
"5": 0.5534591194968553,
"10": 0.6
},
"hitRate1D": 0.5644171779141104,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9475442497282223,
"eligibleDays": 359,
"fitnessScore": 0.9866588085427284,
"lookbackDays": 30,
"returnLift1D": 0.0021398846120379176,
"hitRateLift1D": 0.029598236409932088,
"portfolioSize": 3,
"activationRate": 0.45403899721448465,
"activationCount": 163,
"baselineHitRates": {
"1": 0.5348189415041783,
"5": 0.5126760563380282,
"10": 0.5371428571428571
},
"sampleConfidence": 0.9950920245398773,
"shadowSharpeLike": 0.9939457764870312,
"avgForwardReturns": {
"1": 0.003827718196550359,
"5": 0.019671413339768955,
"10": 0.03136697029188017
},
"shadowMaxDrawdown": -0.26429561561025816,
"shadowTotalReturn": 0.63605204168442,
"avgForwardReturn1D": 0.003827718196550359,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-28",
"2025-03-03",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 163,
"5": 159,
"10": 155
},
"baselineAvgForwardReturns": {
"1": 0.001687833584512441,
"5": 0.008968004408896335,
"10": 0.018991252095327604
}
},
{
"topN": 2,
"ticker": "SNOW",
"hitRates": {
"1": 0.5422535211267606,
"5": 0.5362318840579711,
"10": 0.6090225563909775
},
"hitRate1D": 0.5422535211267606,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9333627745611542,
"eligibleDays": 368,
"fitnessScore": 0.9306967296349695,
"lookbackDays": 21,
"returnLift1D": 0.002471502880446957,
"hitRateLift1D": 0.009644825474586671,
"portfolioSize": 2,
"activationRate": 0.3858695652173913,
"activationCount": 142,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.5137362637362637,
"10": 0.5264623955431755
},
"sampleConfidence": 0.9938967136150235,
"shadowSharpeLike": 0.9906471916736876,
"avgForwardReturns": {
"1": 0.004197596383502375,
"5": 0.017782900609696256,
"10": 0.031225368042765718
},
"shadowMaxDrawdown": -0.19349659482174986,
"shadowTotalReturn": 0.6124240912085928,
"avgForwardReturn1D": 0.004197596383502375,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 142,
"5": 138,
"10": 133
},
"baselineAvgForwardReturns": {
"1": 0.001726093503055418,
"5": 0.008740105788994115,
"10": 0.01723221449714713
}
},
{
"topN": 3,
"ticker": "SNOW",
"hitRates": {
"1": 0.5297619047619048,
"5": 0.5304878048780488,
"10": 0.5723270440251572
},
"hitRate1D": 0.5297619047619048,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.89892229272543,
"eligibleDays": 375,
"fitnessScore": 0.8307675385261647,
"lookbackDays": 14,
"returnLift1D": 0.0018517544770054331,
"hitRateLift1D": -0.0035714285714285587,
"portfolioSize": 3,
"activationRate": 0.448,
"activationCount": 168,
"baselineHitRates": {
"1": 0.5333333333333333,
"5": 0.522911051212938,
"10": 0.5327868852459017
},
"sampleConfidence": 0.9948412698412699,
"shadowSharpeLike": 0.8591314457620018,
"avgForwardReturns": {
"1": 0.0036673847238435,
"5": 0.018435236002046232,
"10": 0.03790531397575096
},
"shadowMaxDrawdown": -0.3163169081401035,
"shadowTotalReturn": 0.5667785388501685,
"avgForwardReturn1D": 0.0036673847238435,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 168,
"5": 164,
"10": 159
},
"baselineAvgForwardReturns": {
"1": 0.0018156302468380668,
"5": 0.009113081206908869,
"10": 0.017697115441743544
}
},
{
"topN": 3,
"ticker": "SNOW",
"hitRates": {
"1": 0.536144578313253,
"5": 0.5370370370370371,
"10": 0.6114649681528662
},
"hitRate1D": 0.536144578313253,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8526925951823041,
"eligibleDays": 368,
"fitnessScore": 0.7362930520289155,
"lookbackDays": 21,
"returnLift1D": 0.0013838167735664537,
"hitRateLift1D": 0.0035358826610790706,
"portfolioSize": 3,
"activationRate": 0.45108695652173914,
"activationCount": 166,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.5137362637362637,
"10": 0.5264623955431755
},
"sampleConfidence": 0.9947791164658635,
"shadowSharpeLike": 0.8240307465145466,
"avgForwardReturns": {
"1": 0.0031099102766218717,
"5": 0.02336067281390463,
"10": 0.047050679719649095
},
"shadowMaxDrawdown": -0.3097955375299406,
"shadowTotalReturn": 0.4745578965016892,
"avgForwardReturn1D": 0.0031099102766218717,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 166,
"5": 162,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.001726093503055418,
"5": 0.008740105788994115,
"10": 0.01723221449714713
}
},
{
"topN": 4,
"ticker": "SNOW",
"hitRates": {
"1": 0.5314285714285715,
"5": 0.5321637426900585,
"10": 0.608433734939759
},
"hitRate1D": 0.5314285714285715,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8135797950451279,
"eligibleDays": 368,
"fitnessScore": 0.6741569580376386,
"lookbackDays": 21,
"returnLift1D": 0.0010717733561550877,
"hitRateLift1D": -0.0011801242236024745,
"portfolioSize": 4,
"activationRate": 0.47554347826086957,
"activationCount": 175,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.5137362637362637,
"10": 0.5264623955431755
},
"sampleConfidence": 0.9950476190476191,
"shadowSharpeLike": 0.766316745257594,
"avgForwardReturns": {
"1": 0.0027978668592105057,
"5": 0.021771663587472435,
"10": 0.04722025077154236
},
"shadowMaxDrawdown": -0.33831052031395237,
"shadowTotalReturn": 0.4285289736604909,
"avgForwardReturn1D": 0.0027978668592105057,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 175,
"5": 171,
"10": 166
},
"baselineAvgForwardReturns": {
"1": 0.001726093503055418,
"5": 0.008740105788994115,
"10": 0.01723221449714713
}
},
{
"topN": 5,
"ticker": "SNOW",
"hitRates": {
"1": 0.5314285714285715,
"5": 0.5321637426900585,
"10": 0.608433734939759
},
"hitRate1D": 0.5314285714285715,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8135797950451279,
"eligibleDays": 368,
"fitnessScore": 0.6741569580376386,
"lookbackDays": 21,
"returnLift1D": 0.0010717733561550877,
"hitRateLift1D": -0.0011801242236024745,
"portfolioSize": 5,
"activationRate": 0.47554347826086957,
"activationCount": 175,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.5137362637362637,
"10": 0.5264623955431755
},
"sampleConfidence": 0.9950476190476191,
"shadowSharpeLike": 0.766316745257594,
"avgForwardReturns": {
"1": 0.0027978668592105057,
"5": 0.021771663587472435,
"10": 0.04722025077154236
},
"shadowMaxDrawdown": -0.33831052031395237,
"shadowTotalReturn": 0.4285289736604909,
"avgForwardReturn1D": 0.0027978668592105057,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 175,
"5": 171,
"10": 166
},
"baselineAvgForwardReturns": {
"1": 0.001726093503055418,
"5": 0.008740105788994115,
"10": 0.01723221449714713
}
},
{
"topN": 2,
"ticker": "SNOW",
"hitRates": {
"1": 0.5777777777777777,
"5": 0.5954198473282443,
"10": 0.6434108527131783
},
"hitRate1D": 0.5777777777777777,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.7692877641739782,
"eligibleDays": 359,
"fitnessScore": 0.6149446587917082,
"lookbackDays": 30,
"returnLift1D": 0.0008457982290604028,
"hitRateLift1D": 0.04295883627359942,
"portfolioSize": 2,
"activationRate": 0.37604456824512533,
"activationCount": 135,
"baselineHitRates": {
"1": 0.5348189415041783,
"5": 0.5126760563380282,
"10": 0.5371428571428571
},
"sampleConfidence": 0.9950617283950618,
"shadowSharpeLike": 0.8159136887199695,
"avgForwardReturns": {
"1": 0.002533631813572844,
"5": 0.02643657885420263,
"10": 0.03455064313206463
},
"shadowMaxDrawdown": -0.22056410302335394,
"shadowTotalReturn": 0.3155898236394383,
"avgForwardReturn1D": 0.002533631813572844,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 135,
"5": 131,
"10": 129
},
"baselineAvgForwardReturns": {
"1": 0.001687833584512441,
"5": 0.008968004408896335,
"10": 0.018991252095327604
}
},
{
"topN": 2,
"ticker": "SNOW",
"hitRates": {
"1": 0.5588235294117647,
"5": 0.553030303030303,
"10": 0.5905511811023622
},
"hitRate1D": 0.5588235294117647,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6551499702339004,
"eligibleDays": 344,
"fitnessScore": 0.49118599999310325,
"lookbackDays": 45,
"returnLift1D": -0.0003954279948069294,
"hitRateLift1D": 0.018125854993160107,
"portfolioSize": 2,
"activationRate": 0.3953488372093023,
"activationCount": 136,
"baselineHitRates": {
"1": 0.5406976744186046,
"5": 0.5264705882352941,
"10": 0.5582089552238806
},
"sampleConfidence": 0.9936274509803922,
"shadowSharpeLike": 0.6850838892989423,
"avgForwardReturns": {
"1": 0.0020184111733039783,
"5": 0.007021636068217762,
"10": 0.014508312101190536
},
"shadowMaxDrawdown": -0.22763787909219857,
"shadowTotalReturn": 0.23696828994101216,
"avgForwardReturn1D": 0.0020184111733039783,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 136,
"5": 132,
"10": 127
},
"baselineAvgForwardReturns": {
"1": 0.0024138391681109077,
"5": 0.012189122398894529,
"10": 0.023948614847865805
}
},
{
"topN": 4,
"ticker": "SNOW",
"hitRates": {
"1": 0.5594405594405595,
"5": 0.539568345323741,
"10": 0.5671641791044776
},
"hitRate1D": 0.5594405594405595,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6054951333294136,
"eligibleDays": 344,
"fitnessScore": 0.44425131078204805,
"lookbackDays": 45,
"returnLift1D": -0.0007537000344409967,
"hitRateLift1D": 0.01874288502195487,
"portfolioSize": 4,
"activationRate": 0.41569767441860467,
"activationCount": 143,
"baselineHitRates": {
"1": 0.5406976744186046,
"5": 0.5264705882352941,
"10": 0.5582089552238806
},
"sampleConfidence": 0.993939393939394,
"shadowSharpeLike": 0.5705982427607444,
"avgForwardReturns": {
"1": 0.001660139133669911,
"5": 0.0058691304678357955,
"10": 0.010853291565066907
},
"shadowMaxDrawdown": -0.21477334460710562,
"shadowTotalReturn": 0.18763729217938163,
"avgForwardReturn1D": 0.001660139133669911,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 143,
"5": 139,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0024138391681109077,
"5": 0.012189122398894529,
"10": 0.023948614847865805
}
},
{
"topN": 5,
"ticker": "SNOW",
"hitRates": {
"1": 0.5594405594405595,
"5": 0.539568345323741,
"10": 0.5671641791044776
},
"hitRate1D": 0.5594405594405595,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6054951333294136,
"eligibleDays": 344,
"fitnessScore": 0.44425131078204805,
"lookbackDays": 45,
"returnLift1D": -0.0007537000344409967,
"hitRateLift1D": 0.01874288502195487,
"portfolioSize": 5,
"activationRate": 0.41569767441860467,
"activationCount": 143,
"baselineHitRates": {
"1": 0.5406976744186046,
"5": 0.5264705882352941,
"10": 0.5582089552238806
},
"sampleConfidence": 0.993939393939394,
"shadowSharpeLike": 0.5705982427607444,
"avgForwardReturns": {
"1": 0.001660139133669911,
"5": 0.0058691304678357955,
"10": 0.010853291565066907
},
"shadowMaxDrawdown": -0.21477334460710562,
"shadowTotalReturn": 0.18763729217938163,
"avgForwardReturn1D": 0.001660139133669911,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 143,
"5": 139,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0024138391681109077,
"5": 0.012189122398894529,
"10": 0.023948614847865805
}
},
{
"topN": 3,
"ticker": "SNOW",
"hitRates": {
"1": 0.55,
"5": 0.5441176470588235,
"10": 0.5801526717557252
},
"hitRate1D": 0.55,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.47486684702121323,
"eligibleDays": 344,
"fitnessScore": 0.32786416925454404,
"lookbackDays": 45,
"returnLift1D": -0.0011151170573824316,
"hitRateLift1D": 0.009302325581395432,
"portfolioSize": 3,
"activationRate": 0.4069767441860465,
"activationCount": 140,
"baselineHitRates": {
"1": 0.5406976744186046,
"5": 0.5264705882352941,
"10": 0.5582089552238806
},
"sampleConfidence": 0.9938095238095239,
"shadowSharpeLike": 0.4337200789997705,
"avgForwardReturns": {
"1": 0.001298722110728476,
"5": 0.006195740281582589,
"10": 0.013094316326109325
},
"shadowMaxDrawdown": -0.257474701338275,
"shadowTotalReturn": 0.12305247029095856,
"avgForwardReturn1D": 0.001298722110728476,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 140,
"5": 136,
"10": 131
},
"baselineAvgForwardReturns": {
"1": 0.0024138391681109077,
"5": 0.012189122398894529,
"10": 0.023948614847865805
}
},
{
"topN": 4,
"ticker": "SNOW",
"hitRates": {
"1": 0.5357142857142857,
"5": 0.49264705882352944,
"10": 0.5343511450381679
},
"hitRate1D": 0.5357142857142857,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.4368717484326184,
"eligibleDays": 326,
"fitnessScore": 0.2941490988894601,
"lookbackDays": 63,
"returnLift1D": -0.001484273975724892,
"hitRateLift1D": -0.004163014899211226,
"portfolioSize": 4,
"activationRate": 0.4294478527607362,
"activationCount": 140,
"baselineHitRates": {
"1": 0.5398773006134969,
"5": 0.531055900621118,
"10": 0.5772870662460567
},
"sampleConfidence": 0.9938095238095239,
"shadowSharpeLike": 0.39647803404224824,
"avgForwardReturns": {
"1": 0.0012005520860067073,
"5": 0.011070228626669797,
"10": 0.013002592437287002
},
"shadowMaxDrawdown": -0.2542307878277311,
"shadowTotalReturn": 0.10260545492500595,
"avgForwardReturn1D": 0.0012005520860067073,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05"
],
"horizonObservationCounts": {
"1": 140,
"5": 136,
"10": 131
},
"baselineAvgForwardReturns": {
"1": 0.0026848260617315994,
"5": 0.014250573675108347,
"10": 0.02774705074751879
}
},
{
"topN": 5,
"ticker": "SNOW",
"hitRates": {
"1": 0.5357142857142857,
"5": 0.49264705882352944,
"10": 0.5343511450381679
},
"hitRate1D": 0.5357142857142857,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.4368717484326184,
"eligibleDays": 326,
"fitnessScore": 0.2941490988894601,
"lookbackDays": 63,
"returnLift1D": -0.001484273975724892,
"hitRateLift1D": -0.004163014899211226,
"portfolioSize": 5,
"activationRate": 0.4294478527607362,
"activationCount": 140,
"baselineHitRates": {
"1": 0.5398773006134969,
"5": 0.531055900621118,
"10": 0.5772870662460567
},
"sampleConfidence": 0.9938095238095239,
"shadowSharpeLike": 0.39647803404224824,
"avgForwardReturns": {
"1": 0.0012005520860067073,
"5": 0.011070228626669797,
"10": 0.013002592437287002
},
"shadowMaxDrawdown": -0.2542307878277311,
"shadowTotalReturn": 0.10260545492500595,
"avgForwardReturn1D": 0.0012005520860067073,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05"
],
"horizonObservationCounts": {
"1": 140,
"5": 136,
"10": 131
},
"baselineAvgForwardReturns": {
"1": 0.0026848260617315994,
"5": 0.014250573675108347,
"10": 0.02774705074751879
}
},
{
"topN": 2,
"ticker": "SNOW",
"hitRates": {
"1": 0.52,
"5": 0.5342465753424658,
"10": 0.5602836879432624
},
"hitRate1D": 0.52,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3791137936751744,
"eligibleDays": 375,
"fitnessScore": 0.241471488627829,
"lookbackDays": 14,
"returnLift1D": 0.000022368996580544908,
"hitRateLift1D": -0.013333333333333308,
"portfolioSize": 2,
"activationRate": 0.4,
"activationCount": 150,
"baselineHitRates": {
"1": 0.5333333333333333,
"5": 0.522911051212938,
"10": 0.5327868852459017
},
"sampleConfidence": 0.9942222222222222,
"shadowSharpeLike": 0.4090429722333286,
"avgForwardReturns": {
"1": 0.0018379992434186118,
"5": 0.01785143505682834,
"10": 0.02549085367364635
},
"shadowMaxDrawdown": -0.4504536961460448,
"shadowTotalReturn": 0.1473426901481545,
"avgForwardReturn1D": 0.0018379992434186118,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 150,
"5": 146,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.0018156302468380668,
"5": 0.009113081206908869,
"10": 0.017697115441743544
}
},
{
"topN": 3,
"ticker": "SNOW",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.484375,
"10": 0.5121951219512195
},
"hitRate1D": 0.5454545454545454,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.3443952836104741,
"eligibleDays": 326,
"fitnessScore": 0.20837104816209254,
"lookbackDays": 63,
"returnLift1D": -0.0018544444204980867,
"hitRateLift1D": 0.00557724484104849,
"portfolioSize": 3,
"activationRate": 0.4049079754601227,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5398773006134969,
"5": 0.531055900621118,
"10": 0.5772870662460567
},
"sampleConfidence": 0.9934343434343434,
"shadowSharpeLike": 0.2690633358831665,
"avgForwardReturns": {
"1": 0.0008303816412335128,
"5": -0.0011352474815971613,
"10": -0.000020969971624885646
},
"shadowMaxDrawdown": -0.29141115616358093,
"shadowTotalReturn": 0.047634994527722796,
"avgForwardReturn1D": 0.0008303816412335128,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05"
],
"horizonObservationCounts": {
"1": 132,
"5": 128,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.0026848260617315994,
"5": 0.014250573675108347,
"10": 0.02774705074751879
}
},
{
"topN": 2,
"ticker": "SNOW",
"hitRates": {
"1": 0.5528455284552846,
"5": 0.48739495798319327,
"10": 0.5087719298245614
},
"hitRate1D": 0.5528455284552846,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.2927591296045263,
"eligibleDays": 326,
"fitnessScore": 0.1559553549547513,
"lookbackDays": 63,
"returnLift1D": -0.0022895291692762404,
"hitRateLift1D": 0.012968227841787638,
"portfolioSize": 2,
"activationRate": 0.3773006134969325,
"activationCount": 123,
"baselineHitRates": {
"1": 0.5398773006134969,
"5": 0.531055900621118,
"10": 0.5772870662460567
},
"sampleConfidence": 0.9929539295392955,
"shadowSharpeLike": 0.11897544440955651,
"avgForwardReturns": {
"1": 0.0003952968924553592,
"5": -0.0020657198945309707,
"10": -0.003624384461860877
},
"shadowMaxDrawdown": -0.23675731196123306,
"shadowTotalReturn": -0.005253678150966223,
"avgForwardReturn1D": 0.0003952968924553592,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06"
],
"horizonObservationCounts": {
"1": 123,
"5": 119,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.0026848260617315994,
"5": 0.014250573675108347,
"10": 0.02774705074751879
}
}
],
"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": 0.9610649778656855,
"fitnessScore": 1.0553525300813942,
"lookbackDays": 14,
"returnLift1D": 0.0022515050150021766,
"activationRate": 0.4746666666666667,
"activationCount": 178,
"sampleConfidence": 0.9951310861423222,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.7400044119782283,
"avgForwardReturn1D": 0.004067135261840243
},
{
"comboQuality": 0.9333627745611542,
"fitnessScore": 0.9306967296349695,
"lookbackDays": 21,
"returnLift1D": 0.002471502880446957,
"activationRate": 0.3858695652173913,
"activationCount": 142,
"sampleConfidence": 0.9938967136150235,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.6124240912085928,
"avgForwardReturn1D": 0.004197596383502375
},
{
"comboQuality": 0.981218356812312,
"fitnessScore": 1.2203013119036605,
"lookbackDays": 30,
"returnLift1D": 0.0025734333293724954,
"activationRate": 0.4763231197771588,
"activationCount": 171,
"sampleConfidence": 0.9953216374269006,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.813589532951839,
"avgForwardReturn1D": 0.004261266913884936
},
{
"comboQuality": 0.6551499702339004,
"fitnessScore": 0.49118599999310325,
"lookbackDays": 45,
"returnLift1D": -0.0003954279948069294,
"activationRate": 0.3953488372093023,
"activationCount": 136,
"sampleConfidence": 0.9936274509803922,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.23696828994101216,
"avgForwardReturn1D": 0.0020184111733039783
},
{
"comboQuality": 0.4368717484326184,
"fitnessScore": 0.2941490988894601,
"lookbackDays": 63,
"returnLift1D": -0.001484273975724892,
"activationRate": 0.4294478527607362,
"activationCount": 140,
"sampleConfidence": 0.9938095238095239,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.10260545492500595,
"avgForwardReturn1D": 0.0012005520860067073
}
],
"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": "d8398882266b066d01f9713982980bd05dd0952f9a3749d2fb0f9fb4ae064d6d",
"size": 13,
"members": [
"SMH",
"SNOW",
"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."
}