{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "TMO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "TMO",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "TMO",
    "hitRates": {
      "1": 0.5909090909090909,
      "5": 0.6470588235294118,
      "10": 0.7272727272727273
    },
    "hitRate1D": 0.5909090909090909,
    "comboQuality": 0.4684046223177551,
    "eligibleDays": 352,
    "fitnessScore": 0.3221589710240968,
    "lookbackDays": 14,
    "returnLift1D": -0.00040908043411576073,
    "hitRateLift1D": -0.006105834464043336,
    "activationRate": 0.06534090909090909,
    "activationCount": 23,
    "baselineHitRates": {
      "1": 0.5970149253731343,
      "5": 0.7894736842105263,
      "10": 0.851063829787234
    },
    "sampleConfidence": 0.9449275362318841,
    "shadowSharpeLike": 0.7036637047288434,
    "avgForwardReturns": {
      "1": 0.005472305023221617,
      "5": 0.019373027038428664,
      "10": 0.04593737878064388
    },
    "shadowMaxDrawdown": -0.05517275940114619,
    "shadowTotalReturn": 0.11148613181064548,
    "avgForwardReturn1D": 0.005472305023221617,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-06",
      "2026-04-07",
      "2026-04-08",
      "2026-04-09",
      "2026-04-14",
      "2026-04-15",
      "2026-04-21",
      "2026-04-22",
      "2026-06-09",
      "2026-06-10"
    ],
    "horizonObservationCounts": {
      "1": 22,
      "5": 17,
      "10": 11
    },
    "baselineAvgForwardReturns": {
      "1": 0.005881385457337377,
      "5": 0.028554932342595804,
      "10": 0.049381999680535714
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.4684046223177551,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08111470171552683,
    "bestRawFitnessScore": 0.3221589710240968,
    "upperQuartileComboQuality": 0.2847730736107429
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.17721202771400263,
    "rawScore": 0.2536584347894232,
    "confidence": 0.3972492407841023,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.3987929617643173,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.5909090909090909,
        "5": 0.6470588235294118,
        "10": 0.7272727272727273
      },
      "hitRate1D": 0.5909090909090909,
      "comboQuality": 0.4684046223177551,
      "eligibleDays": 352,
      "fitnessScore": 0.3221589710240968,
      "lookbackDays": 14,
      "returnLift1D": -0.00040908043411576073,
      "hitRateLift1D": -0.006105834464043336,
      "activationRate": 0.06534090909090909,
      "activationCount": 23,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "sampleConfidence": 0.9449275362318841,
      "shadowSharpeLike": 0.7036637047288434,
      "avgForwardReturns": {
        "1": 0.005472305023221617,
        "5": 0.019373027038428664,
        "10": 0.04593737878064388
      },
      "shadowMaxDrawdown": -0.05517275940114619,
      "shadowTotalReturn": 0.11148613181064548,
      "avgForwardReturn1D": 0.005472305023221617,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-06",
        "2026-04-07",
        "2026-04-08",
        "2026-04-09",
        "2026-04-14",
        "2026-04-15",
        "2026-04-21",
        "2026-04-22",
        "2026-06-09",
        "2026-06-10"
      ],
      "horizonObservationCounts": {
        "1": 22,
        "5": 17,
        "10": 11
      },
      "baselineAvgForwardReturns": {
        "1": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 3,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.5789473684210527,
        "5": 0.625,
        "10": 0.7272727272727273
      },
      "hitRate1D": 0.5789473684210527,
      "comboQuality": 0.4128181528361981,
      "eligibleDays": 352,
      "fitnessScore": 0.2724879776105517,
      "lookbackDays": 14,
      "returnLift1D": -0.0007059229969969341,
      "hitRateLift1D": -0.01806755695208162,
      "activationRate": 0.056818181818181816,
      "activationCount": 20,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "sampleConfidence": 0.9533333333333334,
      "shadowSharpeLike": 0.6007095635621197,
      "avgForwardReturns": {
        "1": 0.005175462460340443,
        "5": 0.018997125025022835,
        "10": 0.04593737878064388
      },
      "shadowMaxDrawdown": -0.05517275940114641,
      "shadowTotalReturn": 0.08920615822568556,
      "avgForwardReturn1D": 0.005175462460340443,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-06",
        "2026-04-07",
        "2026-04-08",
        "2026-04-09",
        "2026-04-15",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-07-08",
        "2026-07-09"
      ],
      "horizonObservationCounts": {
        "1": 19,
        "5": 16,
        "10": 11
      },
      "baselineAvgForwardReturns": {
        "1": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 2,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.6,
        "5": 0.75,
        "10": 0
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.3157914466081237,
      "eligibleDays": 339,
      "fitnessScore": 0.17990023342650102,
      "lookbackDays": 21,
      "returnLift1D": -0.0005312950853419915,
      "hitRateLift1D": 0.0029850746268657025,
      "activationRate": 0.029498525073746312,
      "activationCount": 10,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "sampleConfidence": 0.7322420629859345,
      "shadowSharpeLike": 0.3578290192261899,
      "avgForwardReturns": {
        "1": 0.005350090371995386,
        "5": 0.03400491328067237,
        "10": 0
      },
      "shadowMaxDrawdown": -0.05343219305659963,
      "shadowTotalReturn": 0.045495393638412374,
      "avgForwardReturn1D": 0.005350090371995386,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-15",
        "2026-04-16",
        "2026-04-17",
        "2026-04-20",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 10,
        "5": 4,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 4,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.55,
        "5": 0.625,
        "10": 0.7272727272727273
      },
      "hitRate1D": 0.55,
      "comboQuality": 0.3112963128822476,
      "eligibleDays": 352,
      "fitnessScore": 0.1753055057062676,
      "lookbackDays": 14,
      "returnLift1D": -0.0021434720290751646,
      "hitRateLift1D": -0.04701492537313423,
      "activationRate": 0.05965909090909091,
      "activationCount": 21,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "sampleConfidence": 0.9492063492063493,
      "shadowSharpeLike": 0.4360419536649404,
      "avgForwardReturns": {
        "1": 0.003737913428262213,
        "5": 0.018997125025022835,
        "10": 0.04593737878064388
      },
      "shadowMaxDrawdown": -0.05517275940114641,
      "shadowTotalReturn": 0.0624514640824414,
      "avgForwardReturn1D": 0.003737913428262213,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-06",
        "2026-04-07",
        "2026-04-08",
        "2026-04-09",
        "2026-04-15",
        "2026-04-22",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 20,
        "5": 16,
        "10": 11
      },
      "baselineAvgForwardReturns": {
        "1": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 2,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.5625,
        "5": 0.5714285714285714,
        "10": 0.7777777777777778
      },
      "hitRate1D": 0.5625,
      "comboQuality": 0.3007693485680308,
      "eligibleDays": 352,
      "fitnessScore": 0.16439986570578133,
      "lookbackDays": 14,
      "returnLift1D": -0.0021273398797380366,
      "hitRateLift1D": -0.034514925373134275,
      "activationRate": 0.048295454545454544,
      "activationCount": 17,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "sampleConfidence": 0.9100161216216971,
      "shadowSharpeLike": 0.38286560652838625,
      "avgForwardReturns": {
        "1": 0.003754045577599341,
        "5": 0.01704378365546111,
        "10": 0.05270464251941542
      },
      "shadowMaxDrawdown": -0.05517275940114641,
      "shadowTotalReturn": 0.050305710788996594,
      "avgForwardReturn1D": 0.003754045577599341,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-06",
        "2026-04-07",
        "2026-04-08",
        "2026-06-10",
        "2026-06-11",
        "2026-07-08",
        "2026-07-09",
        "2026-07-10",
        "2026-07-13",
        "2026-07-14"
      ],
      "horizonObservationCounts": {
        "1": 16,
        "5": 14,
        "10": 9
      },
      "baselineAvgForwardReturns": {
        "1": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 5,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.5833333333333334,
        "5": 0.75,
        "10": 0
      },
      "hitRate1D": 0.5833333333333334,
      "comboQuality": 0.27944098195831363,
      "eligibleDays": 339,
      "fitnessScore": 0.141608033758403,
      "lookbackDays": 21,
      "returnLift1D": -0.001986550179320181,
      "hitRateLift1D": -0.013681592039800905,
      "activationRate": 0.038348082595870206,
      "activationCount": 13,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "sampleConfidence": 0.7754754582077025,
      "shadowSharpeLike": 0.3032575519371334,
      "avgForwardReturns": {
        "1": 0.0038948352780171966,
        "5": 0.03400491328067237,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0716901653074834,
      "shadowTotalReturn": 0.03801043384472913,
      "avgForwardReturn1D": 0.0038948352780171966,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-15",
        "2026-04-16",
        "2026-04-17",
        "2026-04-20",
        "2026-04-21",
        "2026-04-22",
        "2026-04-23",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21"
      ],
      "horizonObservationCounts": {
        "1": 12,
        "5": 4,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 3,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.75,
        "10": 0
      },
      "hitRate1D": 0.5454545454545454,
      "comboQuality": 0.2103218087061432,
      "eligibleDays": 339,
      "fitnessScore": 0.05894291950754056,
      "lookbackDays": 21,
      "returnLift1D": -0.0031608958629074048,
      "hitRateLift1D": -0.05156037991858886,
      "activationRate": 0.032448377581120944,
      "activationCount": 11,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "sampleConfidence": 0.7488000076993525,
      "shadowSharpeLike": 0.18528541312231064,
      "avgForwardReturns": {
        "1": 0.0027204895944299727,
        "5": 0.03400491328067237,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0766831928506756,
      "shadowTotalReturn": 0.01981438800534452,
      "avgForwardReturn1D": 0.0027204895944299727,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-15",
        "2026-04-16",
        "2026-04-17",
        "2026-04-20",
        "2026-04-22",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23"
      ],
      "horizonObservationCounts": {
        "1": 11,
        "5": 4,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 4,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.75,
        "10": 0
      },
      "hitRate1D": 0.5454545454545454,
      "comboQuality": 0.2103218087061432,
      "eligibleDays": 339,
      "fitnessScore": 0.05894291950754056,
      "lookbackDays": 21,
      "returnLift1D": -0.0031608958629074048,
      "hitRateLift1D": -0.05156037991858886,
      "activationRate": 0.032448377581120944,
      "activationCount": 11,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "sampleConfidence": 0.7488000076993525,
      "shadowSharpeLike": 0.18528541312231064,
      "avgForwardReturns": {
        "1": 0.0027204895944299727,
        "5": 0.03400491328067237,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0766831928506756,
      "shadowTotalReturn": 0.01981438800534452,
      "avgForwardReturn1D": 0.0027204895944299727,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-15",
        "2026-04-16",
        "2026-04-17",
        "2026-04-20",
        "2026-04-22",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23"
      ],
      "horizonObservationCounts": {
        "1": 11,
        "5": 4,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 2,
      "ticker": "TMO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08111470171552683,
      "eligibleDays": 330,
      "fitnessScore": -0.18400535750575836,
      "lookbackDays": 30,
      "returnLift1D": -0.005881385457337377,
      "hitRateLift1D": -0.5970149253731343,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "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": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 3,
      "ticker": "TMO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08111470171552683,
      "eligibleDays": 330,
      "fitnessScore": -0.18400535750575836,
      "lookbackDays": 30,
      "returnLift1D": -0.005881385457337377,
      "hitRateLift1D": -0.5970149253731343,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "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": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 4,
      "ticker": "TMO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08111470171552683,
      "eligibleDays": 330,
      "fitnessScore": -0.18400535750575836,
      "lookbackDays": 30,
      "returnLift1D": -0.005881385457337377,
      "hitRateLift1D": -0.5970149253731343,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "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": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 5,
      "ticker": "TMO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08111470171552683,
      "eligibleDays": 330,
      "fitnessScore": -0.18400535750575836,
      "lookbackDays": 30,
      "returnLift1D": -0.005881385457337377,
      "hitRateLift1D": -0.5970149253731343,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "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": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 2,
      "ticker": "TMO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08111470171552683,
      "eligibleDays": 315,
      "fitnessScore": -0.18400535750575836,
      "lookbackDays": 45,
      "returnLift1D": -0.005881385457337377,
      "hitRateLift1D": -0.5970149253731343,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "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": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 3,
      "ticker": "TMO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08111470171552683,
      "eligibleDays": 315,
      "fitnessScore": -0.18400535750575836,
      "lookbackDays": 45,
      "returnLift1D": -0.005881385457337377,
      "hitRateLift1D": -0.5970149253731343,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "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": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 4,
      "ticker": "TMO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08111470171552683,
      "eligibleDays": 315,
      "fitnessScore": -0.18400535750575836,
      "lookbackDays": 45,
      "returnLift1D": -0.005881385457337377,
      "hitRateLift1D": -0.5970149253731343,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "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": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 5,
      "ticker": "TMO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08111470171552683,
      "eligibleDays": 315,
      "fitnessScore": -0.18400535750575836,
      "lookbackDays": 45,
      "returnLift1D": -0.005881385457337377,
      "hitRateLift1D": -0.5970149253731343,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "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": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 2,
      "ticker": "TMO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08111470171552683,
      "eligibleDays": 297,
      "fitnessScore": -0.18400535750575836,
      "lookbackDays": 63,
      "returnLift1D": -0.005881385457337377,
      "hitRateLift1D": -0.5970149253731343,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "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": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 3,
      "ticker": "TMO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08111470171552683,
      "eligibleDays": 297,
      "fitnessScore": -0.18400535750575836,
      "lookbackDays": 63,
      "returnLift1D": -0.005881385457337377,
      "hitRateLift1D": -0.5970149253731343,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "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": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 4,
      "ticker": "TMO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08111470171552683,
      "eligibleDays": 297,
      "fitnessScore": -0.18400535750575836,
      "lookbackDays": 63,
      "returnLift1D": -0.005881385457337377,
      "hitRateLift1D": -0.5970149253731343,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "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": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    },
    {
      "topN": 5,
      "ticker": "TMO",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08111470171552683,
      "eligibleDays": 297,
      "fitnessScore": -0.18400535750575836,
      "lookbackDays": 63,
      "returnLift1D": -0.005881385457337377,
      "hitRateLift1D": -0.5970149253731343,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5970149253731343,
        "5": 0.7894736842105263,
        "10": 0.851063829787234
      },
      "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": 0.005881385457337377,
        "5": 0.028554932342595804,
        "10": 0.049381999680535714
      }
    }
  ],
  "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": 5,
      "comboQuality": 0.4684046223177551,
      "fitnessScore": 0.3221589710240968,
      "lookbackDays": 14,
      "returnLift1D": -0.00040908043411576073,
      "activationRate": 0.06534090909090909,
      "activationCount": 23,
      "sampleConfidence": 0.9449275362318841,
      "shadowTotalReturn": 0.11148613181064548,
      "avgForwardReturn1D": 0.005472305023221617
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.3157914466081237,
      "fitnessScore": 0.17990023342650102,
      "lookbackDays": 21,
      "returnLift1D": -0.0005312950853419915,
      "activationRate": 0.029498525073746312,
      "activationCount": 10,
      "sampleConfidence": 0.7322420629859345,
      "shadowTotalReturn": 0.045495393638412374,
      "avgForwardReturn1D": 0.005350090371995386
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08111470171552683,
      "fitnessScore": -0.18400535750575836,
      "lookbackDays": 30,
      "returnLift1D": -0.005881385457337377,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08111470171552683,
      "fitnessScore": -0.18400535750575836,
      "lookbackDays": 45,
      "returnLift1D": -0.005881385457337377,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08111470171552683,
      "fitnessScore": -0.18400535750575836,
      "lookbackDays": 63,
      "returnLift1D": -0.005881385457337377,
      "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": "3e2f06999b56d678e4c6af19257283d04b1f589f762c31bc514a83f9b210440c",
    "size": 13,
    "members": [
      "SMH",
      "TMO",
      "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."
}

{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "TMO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "TMO",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "TMO",
    "hitRates": {
      "1": 0.5339805825242718,
      "5": 0.5252525252525253,
      "10": 0.6382978723404256
    },
    "hitRate1D": 0.5339805825242718,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004
    ],
    "comboQuality": 0.7252876298845297,
    "eligibleDays": 368,
    "fitnessScore": 0.5635856103925408,
    "lookbackDays": 21,
    "returnLift1D": 0.0026704059932243884,
    "hitRateLift1D": 0.055719712959054424,
    "portfolioSize": 2,
    "activationRate": 0.2798913043478261,
    "activationCount": 103,
    "baselineHitRates": {
      "1": 0.4782608695652174,
      "5": 0.4807692307692308,
      "10": 0.49303621169916434
    },
    "sampleConfidence": 0.9915857605177995,
    "shadowSharpeLike": 1.1150918339341893,
    "avgForwardReturns": {
      "1": 0.002797821602087569,
      "5": 0.00400638410231057,
      "10": 0.00794951419228514
    },
    "shadowMaxDrawdown": -0.08421866425471058,
    "shadowTotalReturn": 0.28743046996391874,
    "avgForwardReturn1D": 0.002797821602087569,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-07-18",
      "2025-07-23",
      "2025-07-24",
      "2025-07-25",
      "2025-07-28",
      "2025-07-29",
      "2025-07-30"
    ],
    "horizonObservationCounts": {
      "1": 103,
      "5": 99,
      "10": 94
    },
    "baselineAvgForwardReturns": {
      "1": 0.00012741560886318028,
      "5": 0.0000461500971316934,
      "10": 0.000896321304946196
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7252876298845297,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.507633241811405,
    "bestRawFitnessScore": 0.5635856103925408,
    "upperQuartileComboQuality": 0.6267129898358557
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5669238387818228,
    "rawScore": 0.5897220735449191,
    "confidence": 0.9226814264351602,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0.44979001647809574,
    "recommendedRegion": {
      "lookbackDays": [
        21,
        30,
        45
      ],
      "portfolioSizes": [
        2,
        3
      ]
    },
    "parameterStability": 0.6059869243935689,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.5339805825242718,
        "5": 0.5252525252525253,
        "10": 0.6382978723404256
      },
      "hitRate1D": 0.5339805825242718,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.7252876298845297,
      "eligibleDays": 368,
      "fitnessScore": 0.5635856103925408,
      "lookbackDays": 21,
      "returnLift1D": 0.0026704059932243884,
      "hitRateLift1D": 0.055719712959054424,
      "portfolioSize": 2,
      "activationRate": 0.2798913043478261,
      "activationCount": 103,
      "baselineHitRates": {
        "1": 0.4782608695652174,
        "5": 0.4807692307692308,
        "10": 0.49303621169916434
      },
      "sampleConfidence": 0.9915857605177995,
      "shadowSharpeLike": 1.1150918339341893,
      "avgForwardReturns": {
        "1": 0.002797821602087569,
        "5": 0.00400638410231057,
        "10": 0.00794951419228514
      },
      "shadowMaxDrawdown": -0.08421866425471058,
      "shadowTotalReturn": 0.28743046996391874,
      "avgForwardReturn1D": 0.002797821602087569,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-07-18",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30"
      ],
      "horizonObservationCounts": {
        "1": 103,
        "5": 99,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": 0.00012741560886318028,
        "5": 0.0000461500971316934,
        "10": 0.000896321304946196
      }
    },
    {
      "topN": 2,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.5137614678899083,
        "5": 0.47619047619047616,
        "10": 0.63
      },
      "hitRate1D": 0.5137614678899083,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.7182896872571691,
      "eligibleDays": 344,
      "fitnessScore": 0.55591860710453,
      "lookbackDays": 45,
      "returnLift1D": 0.0020020571849895964,
      "hitRateLift1D": 0.028296351610838544,
      "portfolioSize": 2,
      "activationRate": 0.3168604651162791,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.48546511627906974,
        "5": 0.4970588235294118,
        "10": 0.5253731343283582
      },
      "sampleConfidence": 0.9920489296636086,
      "shadowSharpeLike": 1.331949749549139,
      "avgForwardReturns": {
        "1": 0.002479602618694747,
        "5": 0.003608703819544119,
        "10": 0.01654801873575694
      },
      "shadowMaxDrawdown": -0.07427416621751182,
      "shadowTotalReturn": 0.2812411136776567,
      "avgForwardReturn1D": 0.002479602618694747,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 105,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004775454337051507,
        "5": 0.0016920608554356457,
        "10": 0.003185941635919156
      }
    },
    {
      "topN": 3,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.5333333333333333,
        "5": 0.5445544554455446,
        "10": 0.6145833333333334
      },
      "hitRate1D": 0.5333333333333333,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.6901343405098307,
      "eligibleDays": 359,
      "fitnessScore": 0.5261644341515678,
      "lookbackDays": 30,
      "returnLift1D": 0.0019159262566797977,
      "hitRateLift1D": 0.04586815227483748,
      "portfolioSize": 3,
      "activationRate": 0.2924791086350975,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.48746518105849584,
        "5": 0.49295774647887325,
        "10": 0.5057142857142857
      },
      "sampleConfidence": 0.9917460317460318,
      "shadowSharpeLike": 1.1510642860618248,
      "avgForwardReturns": {
        "1": 0.0023499408383801878,
        "5": 0.003940701158512909,
        "10": 0.006641826645612199
      },
      "shadowMaxDrawdown": -0.07427416621751204,
      "shadowTotalReturn": 0.2503353591058044,
      "avgForwardReturn1D": 0.0023499408383801878,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-07",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 101,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": 0.00043401458170039004,
        "5": 0.001247115034595225,
        "10": 0.002332056577495622
      }
    },
    {
      "topN": 3,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.515625,
        "5": 0.5241935483870968,
        "10": 0.5966386554621849
      },
      "hitRate1D": 0.515625,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.6885052089649085,
      "eligibleDays": 368,
      "fitnessScore": 0.5244908589430072,
      "lookbackDays": 21,
      "returnLift1D": 0.002048272984675662,
      "hitRateLift1D": 0.037364130434782594,
      "portfolioSize": 3,
      "activationRate": 0.34782608695652173,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.4782608695652174,
        "5": 0.4807692307692308,
        "10": 0.49303621169916434
      },
      "sampleConfidence": 0.9932291666666667,
      "shadowSharpeLike": 1.0194285704736317,
      "avgForwardReturns": {
        "1": 0.0021756885935388425,
        "5": 0.0026712408383083182,
        "10": 0.005093796281850747
      },
      "shadowMaxDrawdown": -0.13046350504687332,
      "shadowTotalReturn": 0.27315270497219424,
      "avgForwardReturn1D": 0.0021756885935388425,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-03-19",
        "2025-07-02",
        "2025-07-03",
        "2025-07-14",
        "2025-07-18",
        "2025-07-23",
        "2025-07-24"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 124,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.00012741560886318028,
        "5": 0.0000461500971316934,
        "10": 0.000896321304946196
      }
    },
    {
      "topN": 2,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.5227272727272727,
        "5": 0.5238095238095238,
        "10": 0.625
      },
      "hitRate1D": 0.5227272727272727,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.6616347764082782,
      "eligibleDays": 359,
      "fitnessScore": 0.49752932725088633,
      "lookbackDays": 30,
      "returnLift1D": 0.0023085979924937646,
      "hitRateLift1D": 0.03526209166877686,
      "portfolioSize": 2,
      "activationRate": 0.24512534818941503,
      "activationCount": 88,
      "baselineHitRates": {
        "1": 0.48746518105849584,
        "5": 0.49295774647887325,
        "10": 0.5057142857142857
      },
      "sampleConfidence": 0.990909090909091,
      "shadowSharpeLike": 1.245586483491219,
      "avgForwardReturns": {
        "1": 0.0027426125741941546,
        "5": 0.002319554073151731,
        "10": 0.005582014564741495
      },
      "shadowMaxDrawdown": -0.07427416621751182,
      "shadowTotalReturn": 0.24929244780737858,
      "avgForwardReturn1D": 0.0027426125741941546,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06"
      ],
      "horizonObservationCounts": {
        "1": 88,
        "5": 84,
        "10": 80
      },
      "baselineAvgForwardReturns": {
        "1": 0.00043401458170039004,
        "5": 0.001247115034595225,
        "10": 0.002332056577495622
      }
    },
    {
      "topN": 4,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.5103448275862069,
        "5": 0.5177304964539007,
        "10": 0.5588235294117647
      },
      "hitRate1D": 0.5103448275862069,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.6150723943117149,
      "eligibleDays": 368,
      "fitnessScore": 0.45311063307015426,
      "lookbackDays": 21,
      "returnLift1D": 0.0014917228091190777,
      "hitRateLift1D": 0.03208395802098951,
      "portfolioSize": 4,
      "activationRate": 0.39402173913043476,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.4782608695652174,
        "5": 0.4807692307692308,
        "10": 0.49303621169916434
      },
      "sampleConfidence": 0.9940229885057472,
      "shadowSharpeLike": 0.7780350759825464,
      "avgForwardReturns": {
        "1": 0.001619138417982258,
        "5": 0.0008350804966173389,
        "10": 0.001449411581303921
      },
      "shadowMaxDrawdown": -0.1275838834544033,
      "shadowTotalReturn": 0.20871601920512983,
      "avgForwardReturn1D": 0.001619138417982258,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-10",
        "2025-03-19",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 141,
        "10": 136
      },
      "baselineAvgForwardReturns": {
        "1": 0.00012741560886318028,
        "5": 0.0000461500971316934,
        "10": 0.000896321304946196
      }
    },
    {
      "topN": 5,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.5103448275862069,
        "5": 0.5177304964539007,
        "10": 0.5588235294117647
      },
      "hitRate1D": 0.5103448275862069,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.6150723943117149,
      "eligibleDays": 368,
      "fitnessScore": 0.45311063307015426,
      "lookbackDays": 21,
      "returnLift1D": 0.0014917228091190777,
      "hitRateLift1D": 0.03208395802098951,
      "portfolioSize": 5,
      "activationRate": 0.39402173913043476,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.4782608695652174,
        "5": 0.4807692307692308,
        "10": 0.49303621169916434
      },
      "sampleConfidence": 0.9940229885057472,
      "shadowSharpeLike": 0.7780350759825464,
      "avgForwardReturns": {
        "1": 0.001619138417982258,
        "5": 0.0008350804966173389,
        "10": 0.001449411581303921
      },
      "shadowMaxDrawdown": -0.1275838834544033,
      "shadowTotalReturn": 0.20871601920512983,
      "avgForwardReturn1D": 0.001619138417982258,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-10",
        "2025-03-19",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 141,
        "10": 136
      },
      "baselineAvgForwardReturns": {
        "1": 0.00012741560886318028,
        "5": 0.0000461500971316934,
        "10": 0.000896321304946196
      }
    },
    {
      "topN": 2,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.4774774774774775,
        "5": 0.5585585585585585,
        "10": 0.6486486486486487
      },
      "hitRate1D": 0.4774774774774775,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.6064844931486388,
      "eligibleDays": 326,
      "fitnessScore": 0.4451629108557258,
      "lookbackDays": 63,
      "returnLift1D": 0.0011609404568483517,
      "hitRateLift1D": -0.019455037859945845,
      "portfolioSize": 2,
      "activationRate": 0.34049079754601225,
      "activationCount": 111,
      "baselineHitRates": {
        "1": 0.49693251533742333,
        "5": 0.5124223602484472,
        "10": 0.5457413249211357
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.1558693462658807,
      "avgForwardReturns": {
        "1": 0.0020048129777335963,
        "5": 0.009651082702525106,
        "10": 0.017269018525608464
      },
      "shadowMaxDrawdown": -0.08071710887420858,
      "shadowTotalReturn": 0.22968223658303355,
      "avgForwardReturn1D": 0.0020048129777335963,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 111,
        "10": 111
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008438725208852444,
        "5": 0.004040437923187296,
        "10": 0.008109975909985304
      }
    },
    {
      "topN": 3,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.4824561403508772,
        "5": 0.5701754385964912,
        "10": 0.6578947368421053
      },
      "hitRate1D": 0.4824561403508772,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.577324083554375,
      "eligibleDays": 326,
      "fitnessScore": 0.418595570635715,
      "lookbackDays": 63,
      "returnLift1D": 0.0009468326494172261,
      "hitRateLift1D": -0.014476374986546137,
      "portfolioSize": 3,
      "activationRate": 0.3496932515337423,
      "activationCount": 114,
      "baselineHitRates": {
        "1": 0.49693251533742333,
        "5": 0.5124223602484472,
        "10": 0.5457413249211357
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.0185233431772036,
      "avgForwardReturns": {
        "1": 0.0017907051703024706,
        "5": 0.010526075095611999,
        "10": 0.018365032033816703
      },
      "shadowMaxDrawdown": -0.08071710887420824,
      "shadowTotalReturn": 0.20382740977592562,
      "avgForwardReturn1D": 0.0017907051703024706,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-06",
        "2025-08-11",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22"
      ],
      "horizonObservationCounts": {
        "1": 114,
        "5": 114,
        "10": 114
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008438725208852444,
        "5": 0.004040437923187296,
        "10": 0.008109975909985304
      }
    },
    {
      "topN": 4,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.47368421052631576,
        "5": 0.5193798449612403,
        "10": 0.6532258064516129
      },
      "hitRate1D": 0.47368421052631576,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.507633241811405,
      "eligibleDays": 344,
      "fitnessScore": 0.3567177747203676,
      "lookbackDays": 45,
      "returnLift1D": 0.0008586607302382788,
      "hitRateLift1D": -0.011780905752753978,
      "portfolioSize": 4,
      "activationRate": 0.3866279069767442,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.48546511627906974,
        "5": 0.4970588235294118,
        "10": 0.5253731343283582
      },
      "sampleConfidence": 0.993483709273183,
      "shadowSharpeLike": 0.809700394213118,
      "avgForwardReturns": {
        "1": 0.0013362061639434295,
        "5": 0.003216074488312723,
        "10": 0.01508960598363065
      },
      "shadowMaxDrawdown": -0.10652498691387069,
      "shadowTotalReturn": 0.16588656084485143,
      "avgForwardReturn1D": 0.0013362061639434295,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 129,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004775454337051507,
        "5": 0.0016920608554356457,
        "10": 0.003185941635919156
      }
    },
    {
      "topN": 5,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.47368421052631576,
        "5": 0.5193798449612403,
        "10": 0.6532258064516129
      },
      "hitRate1D": 0.47368421052631576,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.507633241811405,
      "eligibleDays": 344,
      "fitnessScore": 0.3567177747203676,
      "lookbackDays": 45,
      "returnLift1D": 0.0008586607302382788,
      "hitRateLift1D": -0.011780905752753978,
      "portfolioSize": 5,
      "activationRate": 0.3866279069767442,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.48546511627906974,
        "5": 0.4970588235294118,
        "10": 0.5253731343283582
      },
      "sampleConfidence": 0.993483709273183,
      "shadowSharpeLike": 0.809700394213118,
      "avgForwardReturns": {
        "1": 0.0013362061639434295,
        "5": 0.003216074488312723,
        "10": 0.01508960598363065
      },
      "shadowMaxDrawdown": -0.10652498691387069,
      "shadowTotalReturn": 0.16588656084485143,
      "avgForwardReturn1D": 0.0013362061639434295,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 129,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004775454337051507,
        "5": 0.0016920608554356457,
        "10": 0.003185941635919156
      }
    },
    {
      "topN": 3,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.4796747967479675,
        "5": 0.48739495798319327,
        "10": 0.631578947368421
      },
      "hitRate1D": 0.4796747967479675,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.4935141158867556,
      "eligibleDays": 344,
      "fitnessScore": 0.3442921018161128,
      "lookbackDays": 45,
      "returnLift1D": 0.0008650097725397724,
      "hitRateLift1D": -0.0057903195311022615,
      "portfolioSize": 3,
      "activationRate": 0.35755813953488375,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.48546511627906974,
        "5": 0.4970588235294118,
        "10": 0.5253731343283582
      },
      "sampleConfidence": 0.9929539295392955,
      "shadowSharpeLike": 0.7774018559083297,
      "avgForwardReturns": {
        "1": 0.001342555206244923,
        "5": 0.001617339808006343,
        "10": 0.01372017981589377
      },
      "shadowMaxDrawdown": -0.08450098749157209,
      "shadowTotalReturn": 0.15353670855968482,
      "avgForwardReturn1D": 0.001342555206244923,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 119,
        "10": 114
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004775454337051507,
        "5": 0.0016920608554356457,
        "10": 0.003185941635919156
      }
    },
    {
      "topN": 4,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.5039370078740157,
        "5": 0.5365853658536586,
        "10": 0.6016949152542372
      },
      "hitRate1D": 0.5039370078740157,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.4852155198470211,
      "eligibleDays": 359,
      "fitnessScore": 0.3369858637259743,
      "lookbackDays": 30,
      "returnLift1D": 0.000905152578405593,
      "hitRateLift1D": 0.016471826815519897,
      "portfolioSize": 4,
      "activationRate": 0.35376044568245124,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.48746518105849584,
        "5": 0.49295774647887325,
        "10": 0.5057142857142857
      },
      "sampleConfidence": 0.9931758530183727,
      "shadowSharpeLike": 0.664541511854963,
      "avgForwardReturns": {
        "1": 0.001339167160105983,
        "5": 0.0011280194502977445,
        "10": 0.005030350189626243
      },
      "shadowMaxDrawdown": -0.14345272099906725,
      "shadowTotalReturn": 0.1455239387499494,
      "avgForwardReturn1D": 0.001339167160105983,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-07",
        "2025-07-09",
        "2025-07-14",
        "2025-07-16",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 123,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.00043401458170039004,
        "5": 0.001247115034595225,
        "10": 0.002332056577495622
      }
    },
    {
      "topN": 5,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.5039370078740157,
        "5": 0.5365853658536586,
        "10": 0.6016949152542372
      },
      "hitRate1D": 0.5039370078740157,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.4852155198470211,
      "eligibleDays": 359,
      "fitnessScore": 0.3369858637259743,
      "lookbackDays": 30,
      "returnLift1D": 0.000905152578405593,
      "hitRateLift1D": 0.016471826815519897,
      "portfolioSize": 5,
      "activationRate": 0.35376044568245124,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.48746518105849584,
        "5": 0.49295774647887325,
        "10": 0.5057142857142857
      },
      "sampleConfidence": 0.9931758530183727,
      "shadowSharpeLike": 0.664541511854963,
      "avgForwardReturns": {
        "1": 0.001339167160105983,
        "5": 0.0011280194502977445,
        "10": 0.005030350189626243
      },
      "shadowMaxDrawdown": -0.14345272099906725,
      "shadowTotalReturn": 0.1455239387499494,
      "avgForwardReturn1D": 0.001339167160105983,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-07",
        "2025-07-09",
        "2025-07-14",
        "2025-07-16",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 123,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.00043401458170039004,
        "5": 0.001247115034595225,
        "10": 0.002332056577495622
      }
    },
    {
      "topN": 4,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.475,
        "5": 0.5416666666666666,
        "10": 0.6333333333333333
      },
      "hitRate1D": 0.475,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.4707178470504215,
      "eligibleDays": 326,
      "fitnessScore": 0.3242021847883624,
      "lookbackDays": 63,
      "returnLift1D": 0.0004155844914841407,
      "hitRateLift1D": -0.021932515337423353,
      "portfolioSize": 4,
      "activationRate": 0.36809815950920244,
      "activationCount": 120,
      "baselineHitRates": {
        "1": 0.49693251533742333,
        "5": 0.5124223602484472,
        "10": 0.5457413249211357
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.720683900625669,
      "avgForwardReturns": {
        "1": 0.001259457012369385,
        "5": 0.007109491466864204,
        "10": 0.013125822644797235
      },
      "shadowMaxDrawdown": -0.08071710887420858,
      "shadowTotalReturn": 0.13856546239347622,
      "avgForwardReturn1D": 0.001259457012369385,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-29",
        "2025-08-04",
        "2025-08-06",
        "2025-08-11",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-20"
      ],
      "horizonObservationCounts": {
        "1": 120,
        "5": 120,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008438725208852444,
        "5": 0.004040437923187296,
        "10": 0.008109975909985304
      }
    },
    {
      "topN": 5,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.475,
        "5": 0.5416666666666666,
        "10": 0.6333333333333333
      },
      "hitRate1D": 0.475,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.4707178470504215,
      "eligibleDays": 326,
      "fitnessScore": 0.3242021847883624,
      "lookbackDays": 63,
      "returnLift1D": 0.0004155844914841407,
      "hitRateLift1D": -0.021932515337423353,
      "portfolioSize": 5,
      "activationRate": 0.36809815950920244,
      "activationCount": 120,
      "baselineHitRates": {
        "1": 0.49693251533742333,
        "5": 0.5124223602484472,
        "10": 0.5457413249211357
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.720683900625669,
      "avgForwardReturns": {
        "1": 0.001259457012369385,
        "5": 0.007109491466864204,
        "10": 0.013125822644797235
      },
      "shadowMaxDrawdown": -0.08071710887420858,
      "shadowTotalReturn": 0.13856546239347622,
      "avgForwardReturn1D": 0.001259457012369385,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-29",
        "2025-08-04",
        "2025-08-06",
        "2025-08-11",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-20"
      ],
      "horizonObservationCounts": {
        "1": 120,
        "5": 120,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008438725208852444,
        "5": 0.004040437923187296,
        "10": 0.008109975909985304
      }
    },
    {
      "topN": 4,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.48322147651006714,
        "5": 0.503448275862069,
        "10": 0.5714285714285714
      },
      "hitRate1D": 0.48322147651006714,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3207239356597188,
      "eligibleDays": 375,
      "fitnessScore": 0.18490168635167462,
      "lookbackDays": 14,
      "returnLift1D": 0.00043970870698869456,
      "hitRateLift1D": 0.005888143176733807,
      "portfolioSize": 4,
      "activationRate": 0.3973333333333333,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.47733333333333333,
        "5": 0.48247978436657685,
        "10": 0.48360655737704916
      },
      "sampleConfidence": 0.9941834451901567,
      "shadowSharpeLike": 0.29073054099549994,
      "avgForwardReturns": {
        "1": 0.0006585656611616349,
        "5": 0.001705093083452566,
        "10": 0.005013652217359337
      },
      "shadowMaxDrawdown": -0.19830734340206757,
      "shadowTotalReturn": 0.055554545849753945,
      "avgForwardReturn1D": 0.0006585656611616349,
      "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": 149,
        "5": 145,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002188569541729404,
        "5": 0.00012930321458725413,
        "10": -0.00025391900573345334
      }
    },
    {
      "topN": 5,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.48322147651006714,
        "5": 0.503448275862069,
        "10": 0.5714285714285714
      },
      "hitRate1D": 0.48322147651006714,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3207239356597188,
      "eligibleDays": 375,
      "fitnessScore": 0.18490168635167462,
      "lookbackDays": 14,
      "returnLift1D": 0.00043970870698869456,
      "hitRateLift1D": 0.005888143176733807,
      "portfolioSize": 5,
      "activationRate": 0.3973333333333333,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.47733333333333333,
        "5": 0.48247978436657685,
        "10": 0.48360655737704916
      },
      "sampleConfidence": 0.9941834451901567,
      "shadowSharpeLike": 0.29073054099549994,
      "avgForwardReturns": {
        "1": 0.0006585656611616349,
        "5": 0.001705093083452566,
        "10": 0.005013652217359337
      },
      "shadowMaxDrawdown": -0.19830734340206757,
      "shadowTotalReturn": 0.055554545849753945,
      "avgForwardReturn1D": 0.0006585656611616349,
      "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": 149,
        "5": 145,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002188569541729404,
        "5": 0.00012930321458725413,
        "10": -0.00025391900573345334
      }
    },
    {
      "topN": 2,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.49514563106796117,
        "5": 0.49504950495049505,
        "10": 0.6288659793814433
      },
      "hitRate1D": 0.49514563106796117,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.21100707679750405,
      "eligibleDays": 375,
      "fitnessScore": 0.05984955056670506,
      "lookbackDays": 14,
      "returnLift1D": -0.00013102829871154472,
      "hitRateLift1D": 0.017812297734627835,
      "portfolioSize": 2,
      "activationRate": 0.27466666666666667,
      "activationCount": 103,
      "baselineHitRates": {
        "1": 0.47733333333333333,
        "5": 0.48247978436657685,
        "10": 0.48360655737704916
      },
      "sampleConfidence": 0.994822006472492,
      "shadowSharpeLike": -0.06181837457112841,
      "avgForwardReturns": {
        "1": 0.00008782865546139566,
        "5": 0.0016394305724784844,
        "10": 0.013175994303733004
      },
      "shadowMaxDrawdown": -0.1228982920258691,
      "shadowTotalReturn": -0.021228525199735393,
      "avgForwardReturn1D": 0.00008782865546139566,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 103,
        "5": 101,
        "10": 97
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002188569541729404,
        "5": 0.00012930321458725413,
        "10": -0.00025391900573345334
      }
    },
    {
      "topN": 3,
      "ticker": "TMO",
      "hitRates": {
        "1": 0.472,
        "5": 0.5284552845528455,
        "10": 0.6134453781512605
      },
      "hitRate1D": 0.472,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.16926845718694197,
      "eligibleDays": 375,
      "fitnessScore": 0.000019439215298241117,
      "lookbackDays": 14,
      "returnLift1D": -0.0003669535027692197,
      "hitRateLift1D": -0.005333333333333357,
      "portfolioSize": 3,
      "activationRate": 0.3333333333333333,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.47733333333333333,
        "5": 0.48247978436657685,
        "10": 0.48360655737704916
      },
      "sampleConfidence": 0.9957333333333334,
      "shadowSharpeLike": -0.18598563272788754,
      "avgForwardReturns": {
        "1": -0.0001480965485962793,
        "5": 0.002889299086194162,
        "10": 0.009094666036274048
      },
      "shadowMaxDrawdown": -0.15818177864804694,
      "shadowTotalReturn": -0.05312986905648598,
      "avgForwardReturn1D": -0.0001480965485962793,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-03-10",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
        "1": 125,
        "5": 123,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002188569541729404,
        "5": 0.00012930321458725413,
        "10": -0.00025391900573345334
      }
    }
  ],
  "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": 0.3207239356597188,
      "fitnessScore": 0.18490168635167462,
      "lookbackDays": 14,
      "returnLift1D": 0.00043970870698869456,
      "activationRate": 0.3973333333333333,
      "activationCount": 149,
      "sampleConfidence": 0.9941834451901567,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.055554545849753945,
      "avgForwardReturn1D": 0.0006585656611616349
    },
    {
      "comboQuality": 0.7252876298845297,
      "fitnessScore": 0.5635856103925408,
      "lookbackDays": 21,
      "returnLift1D": 0.0026704059932243884,
      "activationRate": 0.2798913043478261,
      "activationCount": 103,
      "sampleConfidence": 0.9915857605177995,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.28743046996391874,
      "avgForwardReturn1D": 0.002797821602087569
    },
    {
      "comboQuality": 0.6901343405098307,
      "fitnessScore": 0.5261644341515678,
      "lookbackDays": 30,
      "returnLift1D": 0.0019159262566797977,
      "activationRate": 0.2924791086350975,
      "activationCount": 105,
      "sampleConfidence": 0.9917460317460318,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.2503353591058044,
      "avgForwardReturn1D": 0.0023499408383801878
    },
    {
      "comboQuality": 0.7182896872571691,
      "fitnessScore": 0.55591860710453,
      "lookbackDays": 45,
      "returnLift1D": 0.0020020571849895964,
      "activationRate": 0.3168604651162791,
      "activationCount": 109,
      "sampleConfidence": 0.9920489296636086,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.2812411136776567,
      "avgForwardReturn1D": 0.002479602618694747
    },
    {
      "comboQuality": 0.6064844931486388,
      "fitnessScore": 0.4451629108557258,
      "lookbackDays": 63,
      "returnLift1D": 0.0011609404568483517,
      "activationRate": 0.34049079754601225,
      "activationCount": 111,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.22968223658303355,
      "avgForwardReturn1D": 0.0020048129777335963
    }
  ],
  "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": "3e2f06999b56d678e4c6af19257283d04b1f589f762c31bc514a83f9b210440c",
    "size": 13,
    "members": [
      "SMH",
      "TMO",
      "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."
}