Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"TNA"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "TNA",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "TNA",
"hitRates": {
"1": 1,
"5": 0.5,
"10": 0.5
},
"hitRate1D": 1,
"comboQuality": 0.8715881042454022,
"eligibleDays": 352,
"fitnessScore": 0.7713162627889508,
"lookbackDays": 14,
"returnLift1D": 0.024586745906753683,
"hitRateLift1D": 0.5,
"activationRate": 0.005681818181818182,
"activationCount": 2,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"sampleConfidence": 0.6239252713092609,
"shadowSharpeLike": 0.9957783766410016,
"avgForwardReturns": {
"1": 0.02438515192939339,
"5": -0.00012475047949683793,
"10": -0.018338144588444072
},
"shadowMaxDrawdown": -0.0004999999999999449,
"shadowTotalReturn": 0.04707316701906561,
"avgForwardReturn1D": 0.02438515192939339,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-06",
"2026-07-09"
],
"horizonObservationCounts": {
"1": 2,
"5": 2,
"10": 2
},
"baselineAvgForwardReturns": {
"1": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.8715881042454022,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08546809963982538,
"bestRawFitnessScore": 0.7713162627889508,
"upperQuartileComboQuality": 0.08546809963982538
},
"algorithmFit": {
"label": "poor",
"score": 0.13309339423372404,
"rawScore": 0.20757181808217176,
"confidence": 0.28238404869620753,
"bestProfile": {
"topN": 2,
"lookbackDays": 14
},
"profileBreadth": 0.08320371420804254,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
14
]
},
"parameterStability": 0.1063966883973747,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "TNA",
"hitRates": {
"1": 1,
"5": 0.5,
"10": 0.5
},
"hitRate1D": 1,
"comboQuality": 0.8715881042454022,
"eligibleDays": 352,
"fitnessScore": 0.7713162627889508,
"lookbackDays": 14,
"returnLift1D": 0.024586745906753683,
"hitRateLift1D": 0.5,
"activationRate": 0.005681818181818182,
"activationCount": 2,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"sampleConfidence": 0.6239252713092609,
"shadowSharpeLike": 0.9957783766410016,
"avgForwardReturns": {
"1": 0.02438515192939339,
"5": -0.00012475047949683793,
"10": -0.018338144588444072
},
"shadowMaxDrawdown": -0.0004999999999999449,
"shadowTotalReturn": 0.04707316701906561,
"avgForwardReturn1D": 0.02438515192939339,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-06",
"2026-07-09"
],
"horizonObservationCounts": {
"1": 2,
"5": 2,
"10": 2
},
"baselineAvgForwardReturns": {
"1": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 3,
"ticker": "TNA",
"hitRates": {
"1": 0.6666666666666666,
"5": 0.3333333333333333,
"10": 0.3333333333333333
},
"hitRate1D": 0.6666666666666666,
"comboQuality": 0.3928702836230043,
"eligibleDays": 352,
"fitnessScore": 0.2542421446757746,
"lookbackDays": 14,
"returnLift1D": 0.007093503330381896,
"hitRateLift1D": 0.16666666666666663,
"activationRate": 0.008522727272727272,
"activationCount": 3,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"sampleConfidence": 0.663014084041408,
"shadowSharpeLike": 0.3196610785432239,
"avgForwardReturns": {
"1": 0.006891909353021604,
"5": -0.004904678344699358,
"10": -0.021126681464155122
},
"shadowMaxDrawdown": -0.029080278511821822,
"shadowTotalReturn": 0.017622167286234003,
"avgForwardReturn1D": 0.006891909353021604,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-06",
"2026-07-08",
"2026-07-09"
],
"horizonObservationCounts": {
"1": 3,
"5": 3,
"10": 3
},
"baselineAvgForwardReturns": {
"1": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 4,
"ticker": "TNA",
"hitRates": {
"1": 0.5,
"5": 0.25,
"10": 0.25
},
"hitRate1D": 0.5,
"comboQuality": 0.1437516740128907,
"eligibleDays": 352,
"fitnessScore": -0.04258408411337574,
"lookbackDays": 14,
"returnLift1D": -0.0014611839645834576,
"hitRateLift1D": 0,
"activationRate": 0.011363636363636364,
"activationCount": 4,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"sampleConfidence": 0.6959674775249769,
"shadowSharpeLike": -0.11507750027387237,
"avgForwardReturns": {
"1": -0.0016627779419437494,
"5": -0.014906863736879522,
"10": -0.026498420189025457
},
"shadowMaxDrawdown": -0.05465367965367973,
"shadowTotalReturn": -0.009181346247273514,
"avgForwardReturn1D": -0.0016627779419437494,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-06",
"2026-07-07",
"2026-07-08",
"2026-07-09"
],
"horizonObservationCounts": {
"1": 4,
"5": 4,
"10": 4
},
"baselineAvgForwardReturns": {
"1": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 5,
"ticker": "TNA",
"hitRates": {
"1": 0.5,
"5": 0.25,
"10": 0.25
},
"hitRate1D": 0.5,
"comboQuality": 0.1437516740128907,
"eligibleDays": 352,
"fitnessScore": -0.04258408411337574,
"lookbackDays": 14,
"returnLift1D": -0.0014611839645834576,
"hitRateLift1D": 0,
"activationRate": 0.011363636363636364,
"activationCount": 4,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"sampleConfidence": 0.6959674775249769,
"shadowSharpeLike": -0.11507750027387237,
"avgForwardReturns": {
"1": -0.0016627779419437494,
"5": -0.014906863736879522,
"10": -0.026498420189025457
},
"shadowMaxDrawdown": -0.05465367965367973,
"shadowTotalReturn": -0.009181346247273514,
"avgForwardReturn1D": -0.0016627779419437494,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-06",
"2026-07-07",
"2026-07-08",
"2026-07-09"
],
"horizonObservationCounts": {
"1": 4,
"5": 4,
"10": 4
},
"baselineAvgForwardReturns": {
"1": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 2,
"ticker": "TNA",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08546809963982538,
"eligibleDays": 339,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 21,
"returnLift1D": 0.0002015939773602918,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"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": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 2,
"ticker": "TNA",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08546809963982538,
"eligibleDays": 330,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 30,
"returnLift1D": 0.0002015939773602918,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"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": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 3,
"ticker": "TNA",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08546809963982538,
"eligibleDays": 330,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 30,
"returnLift1D": 0.0002015939773602918,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"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": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 4,
"ticker": "TNA",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08546809963982538,
"eligibleDays": 330,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 30,
"returnLift1D": 0.0002015939773602918,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"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": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 5,
"ticker": "TNA",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08546809963982538,
"eligibleDays": 330,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 30,
"returnLift1D": 0.0002015939773602918,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"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": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 2,
"ticker": "TNA",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08546809963982538,
"eligibleDays": 315,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 45,
"returnLift1D": 0.0002015939773602918,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"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": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 3,
"ticker": "TNA",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08546809963982538,
"eligibleDays": 315,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 45,
"returnLift1D": 0.0002015939773602918,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"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": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 4,
"ticker": "TNA",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08546809963982538,
"eligibleDays": 315,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 45,
"returnLift1D": 0.0002015939773602918,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"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": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 5,
"ticker": "TNA",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08546809963982538,
"eligibleDays": 315,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 45,
"returnLift1D": 0.0002015939773602918,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"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": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 2,
"ticker": "TNA",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08546809963982538,
"eligibleDays": 297,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 63,
"returnLift1D": 0.0002015939773602918,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"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": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 3,
"ticker": "TNA",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08546809963982538,
"eligibleDays": 297,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 63,
"returnLift1D": 0.0002015939773602918,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"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": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 4,
"ticker": "TNA",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08546809963982538,
"eligibleDays": 297,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 63,
"returnLift1D": 0.0002015939773602918,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"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": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 5,
"ticker": "TNA",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08546809963982538,
"eligibleDays": 297,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 63,
"returnLift1D": 0.0002015939773602918,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"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": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 5,
"ticker": "TNA",
"hitRates": {
"1": 0.5,
"5": 0,
"10": 0
},
"hitRate1D": 0.5,
"comboQuality": 0.06629833393990596,
"eligibleDays": 339,
"fitnessScore": -0.23189828489916714,
"lookbackDays": 21,
"returnLift1D": -0.017698767746206778,
"hitRateLift1D": 0,
"activationRate": 0.0058997050147492625,
"activationCount": 2,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"sampleConfidence": 0.5572586046425942,
"shadowSharpeLike": -0.6839174854635054,
"avgForwardReturns": {
"1": -0.01790036172356707,
"5": -0.03320651966002702,
"10": 0
},
"shadowMaxDrawdown": -0.04755588632187113,
"shadowTotalReturn": -0.038220025356059284,
"avgForwardReturn1D": -0.01790036172356707,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-15",
"2026-07-17"
],
"horizonObservationCounts": {
"1": 2,
"5": 2,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 3,
"ticker": "TNA",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.004697170370728674,
"eligibleDays": 339,
"fitnessScore": -0.8283390879938849,
"lookbackDays": 21,
"returnLift1D": -0.045901133421227494,
"hitRateLift1D": -0.5,
"activationRate": 0.0029498525073746312,
"activationCount": 1,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"sampleConfidence": 0.5063170720958218,
"shadowSharpeLike": -0.8714127936715703,
"avgForwardReturns": {
"1": -0.046102727398587784,
"5": -0.0539941852415895,
"10": 0
},
"shadowMaxDrawdown": -0.04707942603488846,
"shadowTotalReturn": -0.04707942603488846,
"avgForwardReturn1D": -0.046102727398587784,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-17"
],
"horizonObservationCounts": {
"1": 1,
"5": 1,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
},
{
"topN": 4,
"ticker": "TNA",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.004697170370728674,
"eligibleDays": 339,
"fitnessScore": -0.8283390879938849,
"lookbackDays": 21,
"returnLift1D": -0.045901133421227494,
"hitRateLift1D": -0.5,
"activationRate": 0.0029498525073746312,
"activationCount": 1,
"baselineHitRates": {
"1": 0.5,
"5": 0.375,
"10": 0.3684210526315789
},
"sampleConfidence": 0.5063170720958218,
"shadowSharpeLike": -0.8714127936715703,
"avgForwardReturns": {
"1": -0.046102727398587784,
"5": -0.0539941852415895,
"10": 0
},
"shadowMaxDrawdown": -0.04707942603488846,
"shadowTotalReturn": -0.04707942603488846,
"avgForwardReturn1D": -0.046102727398587784,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-17"
],
"horizonObservationCounts": {
"1": 1,
"5": 1,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0002015939773602918,
"5": 0.00005714943673446974,
"10": -0.009717342764660583
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 2,
"comboQuality": 0.8715881042454022,
"fitnessScore": 0.7713162627889508,
"lookbackDays": 14,
"returnLift1D": 0.024586745906753683,
"activationRate": 0.005681818181818182,
"activationCount": 2,
"sampleConfidence": 0.6239252713092609,
"shadowTotalReturn": 0.04707316701906561,
"avgForwardReturn1D": 0.02438515192939339
},
{
"bestTopN": 2,
"comboQuality": 0.08546809963982538,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 21,
"returnLift1D": 0.0002015939773602918,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08546809963982538,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 30,
"returnLift1D": 0.0002015939773602918,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08546809963982538,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 45,
"returnLift1D": 0.0002015939773602918,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08546809963982538,
"fitnessScore": -0.17145921242169443,
"lookbackDays": 63,
"returnLift1D": 0.0002015939773602918,
"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": "a5219534f1490951c43cfda35af8970b65bf22fbfb1352ded0aa9eb1b82c3283",
"size": 13,
"members": [
"SMH",
"TNA",
"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",
"TNA"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "TNA",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 3,
"ticker": "TNA",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.5808080808080808,
"10": 0.6192893401015228
},
"hitRate1D": 0.5454545454545454,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9860532832530521,
"eligibleDays": 368,
"fitnessScore": 1.286862579626264,
"lookbackDays": 21,
"returnLift1D": 0.0014692898868957599,
"hitRateLift1D": 0.012845849802371467,
"portfolioSize": 3,
"activationRate": 0.5380434782608695,
"activationCount": 198,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.5631868131868132,
"10": 0.5905292479108635
},
"sampleConfidence": 0.9996632996632997,
"shadowSharpeLike": 1.328523192595628,
"avgForwardReturns": {
"1": 0.003631298870958798,
"5": 0.01192093394649637,
"10": 0.02145774423525239
},
"shadowMaxDrawdown": -0.13133082542737406,
"shadowTotalReturn": 0.8377744430657494,
"avgForwardReturn1D": 0.003631298870958798,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-07",
"2025-02-11",
"2025-02-12",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 198,
"5": 198,
"10": 197
},
"baselineAvgForwardReturns": {
"1": 0.002162008984063038,
"5": 0.009730449404419018,
"10": 0.020575688857784595
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9860532832530521,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.8260145306703737,
"bestRawFitnessScore": 1.286862579626264,
"upperQuartileComboQuality": 0.8992777793562791
},
"algorithmFit": {
"label": "strong",
"score": 0.8270019075530126,
"rawScore": 0.847975414625167,
"confidence": 0.9505327472697418,
"bestProfile": {
"lookbackDays": 21,
"portfolioSize": 3
},
"profileBreadth": 0.6504507079376509,
"recommendedRegion": {
"lookbackDays": [
14,
21,
30,
45
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.7242108251499498,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "TNA",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.5808080808080808,
"10": 0.6192893401015228
},
"hitRate1D": 0.5454545454545454,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9860532832530521,
"eligibleDays": 368,
"fitnessScore": 1.286862579626264,
"lookbackDays": 21,
"returnLift1D": 0.0014692898868957599,
"hitRateLift1D": 0.012845849802371467,
"portfolioSize": 3,
"activationRate": 0.5380434782608695,
"activationCount": 198,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.5631868131868132,
"10": 0.5905292479108635
},
"sampleConfidence": 0.9996632996632997,
"shadowSharpeLike": 1.328523192595628,
"avgForwardReturns": {
"1": 0.003631298870958798,
"5": 0.01192093394649637,
"10": 0.02145774423525239
},
"shadowMaxDrawdown": -0.13133082542737406,
"shadowTotalReturn": 0.8377744430657494,
"avgForwardReturn1D": 0.003631298870958798,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-07",
"2025-02-11",
"2025-02-12",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 198,
"5": 198,
"10": 197
},
"baselineAvgForwardReturns": {
"1": 0.002162008984063038,
"5": 0.009730449404419018,
"10": 0.020575688857784595
}
},
{
"topN": 2,
"ticker": "TNA",
"hitRates": {
"1": 0.5517241379310345,
"5": 0.603448275862069,
"10": 0.630057803468208
},
"hitRate1D": 0.5517241379310345,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9759681589403449,
"eligibleDays": 368,
"fitnessScore": 1.164891065995741,
"lookbackDays": 21,
"returnLift1D": 0.0015973898141960138,
"hitRateLift1D": 0.01911544227886053,
"portfolioSize": 2,
"activationRate": 0.47282608695652173,
"activationCount": 174,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.5631868131868132,
"10": 0.5905292479108635
},
"sampleConfidence": 0.999616858237548,
"shadowSharpeLike": 1.2846154873554638,
"avgForwardReturns": {
"1": 0.003759398798259052,
"5": 0.014763736219487632,
"10": 0.021485778608287518
},
"shadowMaxDrawdown": -0.11236710121791194,
"shadowTotalReturn": 0.7384176433606977,
"avgForwardReturn1D": 0.003759398798259052,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-12",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 174,
"5": 174,
"10": 173
},
"baselineAvgForwardReturns": {
"1": 0.002162008984063038,
"5": 0.009730449404419018,
"10": 0.020575688857784595
}
},
{
"topN": 4,
"ticker": "TNA",
"hitRates": {
"1": 0.5362318840579711,
"5": 0.5748792270531401,
"10": 0.624390243902439
},
"hitRate1D": 0.5362318840579711,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9169875029853067,
"eligibleDays": 368,
"fitnessScore": 0.878462589843685,
"lookbackDays": 21,
"returnLift1D": 0.00039521449723920344,
"hitRateLift1D": 0.0036231884057971175,
"portfolioSize": 4,
"activationRate": 0.5625,
"activationCount": 207,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.5631868131868132,
"10": 0.5905292479108635
},
"sampleConfidence": 0.9993558776167473,
"shadowSharpeLike": 0.9122325707774502,
"avgForwardReturns": {
"1": 0.0025572234813022415,
"5": 0.012246052846928776,
"10": 0.02308591827719557
},
"shadowMaxDrawdown": -0.1602607917658847,
"shadowTotalReturn": 0.49975023037442123,
"avgForwardReturn1D": 0.0025572234813022415,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-06",
"2025-02-07",
"2025-02-11",
"2025-02-12",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 207,
"5": 207,
"10": 205
},
"baselineAvgForwardReturns": {
"1": 0.002162008984063038,
"5": 0.009730449404419018,
"10": 0.020575688857784595
}
},
{
"topN": 5,
"ticker": "TNA",
"hitRates": {
"1": 0.5362318840579711,
"5": 0.5748792270531401,
"10": 0.624390243902439
},
"hitRate1D": 0.5362318840579711,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9169875029853067,
"eligibleDays": 368,
"fitnessScore": 0.878462589843685,
"lookbackDays": 21,
"returnLift1D": 0.00039521449723920344,
"hitRateLift1D": 0.0036231884057971175,
"portfolioSize": 5,
"activationRate": 0.5625,
"activationCount": 207,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.5631868131868132,
"10": 0.5905292479108635
},
"sampleConfidence": 0.9993558776167473,
"shadowSharpeLike": 0.9122325707774502,
"avgForwardReturns": {
"1": 0.0025572234813022415,
"5": 0.012246052846928776,
"10": 0.02308591827719557
},
"shadowMaxDrawdown": -0.1602607917658847,
"shadowTotalReturn": 0.49975023037442123,
"avgForwardReturn1D": 0.0025572234813022415,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-06",
"2025-02-07",
"2025-02-11",
"2025-02-12",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 207,
"5": 207,
"10": 205
},
"baselineAvgForwardReturns": {
"1": 0.002162008984063038,
"5": 0.009730449404419018,
"10": 0.020575688857784595
}
},
{
"topN": 4,
"ticker": "TNA",
"hitRates": {
"1": 0.5188679245283019,
"5": 0.5673076923076923,
"10": 0.6225490196078431
},
"hitRate1D": 0.5188679245283019,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8992777793562791,
"eligibleDays": 344,
"fitnessScore": 0.831629618053372,
"lookbackDays": 45,
"returnLift1D": -0.0007719733857426375,
"hitRateLift1D": -0.02473672663448878,
"portfolioSize": 4,
"activationRate": 0.6162790697674418,
"activationCount": 212,
"baselineHitRates": {
"1": 0.5436046511627907,
"5": 0.5941176470588235,
"10": 0.6298507462686567
},
"sampleConfidence": 0.9962264150943397,
"shadowSharpeLike": 0.8928437086535409,
"avgForwardReturns": {
"1": 0.0025100333822023688,
"5": 0.012422185194762486,
"10": 0.02449453838274878
},
"shadowMaxDrawdown": -0.22021584221034984,
"shadowTotalReturn": 0.48802441082024317,
"avgForwardReturn1D": 0.0025100333822023688,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 212,
"5": 208,
"10": 204
},
"baselineAvgForwardReturns": {
"1": 0.0032820067679450063,
"5": 0.01585440527776032,
"10": 0.03157992070914535
}
},
{
"topN": 5,
"ticker": "TNA",
"hitRates": {
"1": 0.5188679245283019,
"5": 0.5673076923076923,
"10": 0.6225490196078431
},
"hitRate1D": 0.5188679245283019,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8992777793562791,
"eligibleDays": 344,
"fitnessScore": 0.831629618053372,
"lookbackDays": 45,
"returnLift1D": -0.0007719733857426375,
"hitRateLift1D": -0.02473672663448878,
"portfolioSize": 5,
"activationRate": 0.6162790697674418,
"activationCount": 212,
"baselineHitRates": {
"1": 0.5436046511627907,
"5": 0.5941176470588235,
"10": 0.6298507462686567
},
"sampleConfidence": 0.9962264150943397,
"shadowSharpeLike": 0.8928437086535409,
"avgForwardReturns": {
"1": 0.0025100333822023688,
"5": 0.012422185194762486,
"10": 0.02449453838274878
},
"shadowMaxDrawdown": -0.22021584221034984,
"shadowTotalReturn": 0.48802441082024317,
"avgForwardReturn1D": 0.0025100333822023688,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 212,
"5": 208,
"10": 204
},
"baselineAvgForwardReturns": {
"1": 0.0032820067679450063,
"5": 0.01585440527776032,
"10": 0.03157992070914535
}
},
{
"topN": 3,
"ticker": "TNA",
"hitRates": {
"1": 0.5240384615384616,
"5": 0.5686274509803921,
"10": 0.63
},
"hitRate1D": 0.5240384615384616,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.895409357942169,
"eligibleDays": 344,
"fitnessScore": 0.822389920932218,
"lookbackDays": 45,
"returnLift1D": -0.0007694933409987496,
"hitRateLift1D": -0.0195661896243291,
"portfolioSize": 3,
"activationRate": 0.6046511627906976,
"activationCount": 208,
"baselineHitRates": {
"1": 0.5436046511627907,
"5": 0.5941176470588235,
"10": 0.6298507462686567
},
"sampleConfidence": 0.9961538461538462,
"shadowSharpeLike": 0.8897485329683145,
"avgForwardReturns": {
"1": 0.0025125134269462566,
"5": 0.012637194799860467,
"10": 0.02568783593909147
},
"shadowMaxDrawdown": -0.22438387497728485,
"shadowTotalReturn": 0.48007075538836363,
"avgForwardReturn1D": 0.0025125134269462566,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 208,
"5": 204,
"10": 200
},
"baselineAvgForwardReturns": {
"1": 0.0032820067679450063,
"5": 0.01585440527776032,
"10": 0.03157992070914535
}
},
{
"topN": 3,
"ticker": "TNA",
"hitRates": {
"1": 0.5526315789473685,
"5": 0.5894736842105263,
"10": 0.6263157894736842
},
"hitRate1D": 0.5526315789473685,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8642547502318103,
"eligibleDays": 375,
"fitnessScore": 0.7572392740784415,
"lookbackDays": 14,
"returnLift1D": 0.0006019780489554931,
"hitRateLift1D": 0.02463157894736845,
"portfolioSize": 3,
"activationRate": 0.5066666666666667,
"activationCount": 190,
"baselineHitRates": {
"1": 0.528,
"5": 0.555256064690027,
"10": 0.5792349726775956
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8032088071187893,
"avgForwardReturns": {
"1": 0.002526082173867431,
"5": 0.015597539810279453,
"10": 0.031844271065957296
},
"shadowMaxDrawdown": -0.20113662981737557,
"shadowTotalReturn": 0.4106716597620961,
"avgForwardReturn1D": 0.002526082173867431,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-06",
"2025-03-26",
"2025-03-28",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 190,
"5": 190,
"10": 190
},
"baselineAvgForwardReturns": {
"1": 0.001924104124911938,
"5": 0.009389351024425988,
"10": 0.01971401994075356
}
},
{
"topN": 4,
"ticker": "TNA",
"hitRates": {
"1": 0.5248868778280543,
"5": 0.591743119266055,
"10": 0.6527777777777778
},
"hitRate1D": 0.5248868778280543,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8589912710156908,
"eligibleDays": 359,
"fitnessScore": 0.7475261320761991,
"lookbackDays": 30,
"returnLift1D": 0.00007748753839482243,
"hitRateLift1D": -0.009932063676123981,
"portfolioSize": 4,
"activationRate": 0.6155988857938719,
"activationCount": 221,
"baselineHitRates": {
"1": 0.5348189415041783,
"5": 0.5690140845070423,
"10": 0.6028571428571429
},
"sampleConfidence": 0.9975867269984917,
"shadowSharpeLike": 0.806512551245175,
"avgForwardReturns": {
"1": 0.0022263037873252772,
"5": 0.0156793806700281,
"10": 0.031948140404014176
},
"shadowMaxDrawdown": -0.28693153518030967,
"shadowTotalReturn": 0.4261097760394381,
"avgForwardReturn1D": 0.0022263037873252772,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 221,
"5": 218,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.002148816248930455,
"5": 0.010535007302353485,
"10": 0.023725033105596073
}
},
{
"topN": 5,
"ticker": "TNA",
"hitRates": {
"1": 0.5248868778280543,
"5": 0.591743119266055,
"10": 0.6527777777777778
},
"hitRate1D": 0.5248868778280543,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8589912710156908,
"eligibleDays": 359,
"fitnessScore": 0.7475261320761991,
"lookbackDays": 30,
"returnLift1D": 0.00007748753839482243,
"hitRateLift1D": -0.009932063676123981,
"portfolioSize": 5,
"activationRate": 0.6155988857938719,
"activationCount": 221,
"baselineHitRates": {
"1": 0.5348189415041783,
"5": 0.5690140845070423,
"10": 0.6028571428571429
},
"sampleConfidence": 0.9975867269984917,
"shadowSharpeLike": 0.806512551245175,
"avgForwardReturns": {
"1": 0.0022263037873252772,
"5": 0.0156793806700281,
"10": 0.031948140404014176
},
"shadowMaxDrawdown": -0.28693153518030967,
"shadowTotalReturn": 0.4261097760394381,
"avgForwardReturn1D": 0.0022263037873252772,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 221,
"5": 218,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.002148816248930455,
"5": 0.010535007302353485,
"10": 0.023725033105596073
}
},
{
"topN": 4,
"ticker": "TNA",
"hitRates": {
"1": 0.5410628019323671,
"5": 0.5990338164251208,
"10": 0.6328502415458938
},
"hitRate1D": 0.5410628019323671,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7930377903250564,
"eligibleDays": 375,
"fitnessScore": 0.6455336253636483,
"lookbackDays": 14,
"returnLift1D": 0.00008448367236171751,
"hitRateLift1D": 0.013062801932367085,
"portfolioSize": 4,
"activationRate": 0.552,
"activationCount": 207,
"baselineHitRates": {
"1": 0.528,
"5": 0.555256064690027,
"10": 0.5792349726775956
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6748379247834552,
"avgForwardReturns": {
"1": 0.0020085877972736556,
"5": 0.016773630960611144,
"10": 0.03419198364158302
},
"shadowMaxDrawdown": -0.2191909949567712,
"shadowTotalReturn": 0.3193538000451073,
"avgForwardReturn1D": 0.0020085877972736556,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-06",
"2025-02-07",
"2025-03-26",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 207,
"5": 207,
"10": 207
},
"baselineAvgForwardReturns": {
"1": 0.001924104124911938,
"5": 0.009389351024425988,
"10": 0.01971401994075356
}
},
{
"topN": 5,
"ticker": "TNA",
"hitRates": {
"1": 0.5410628019323671,
"5": 0.5990338164251208,
"10": 0.6328502415458938
},
"hitRate1D": 0.5410628019323671,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7930377903250564,
"eligibleDays": 375,
"fitnessScore": 0.6455336253636483,
"lookbackDays": 14,
"returnLift1D": 0.00008448367236171751,
"hitRateLift1D": 0.013062801932367085,
"portfolioSize": 5,
"activationRate": 0.552,
"activationCount": 207,
"baselineHitRates": {
"1": 0.528,
"5": 0.555256064690027,
"10": 0.5792349726775956
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6748379247834552,
"avgForwardReturns": {
"1": 0.0020085877972736556,
"5": 0.016773630960611144,
"10": 0.03419198364158302
},
"shadowMaxDrawdown": -0.2191909949567712,
"shadowTotalReturn": 0.3193538000451073,
"avgForwardReturn1D": 0.0020085877972736556,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-06",
"2025-02-07",
"2025-03-26",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 207,
"5": 207,
"10": 207
},
"baselineAvgForwardReturns": {
"1": 0.001924104124911938,
"5": 0.009389351024425988,
"10": 0.01971401994075356
}
},
{
"topN": 2,
"ticker": "TNA",
"hitRates": {
"1": 0.5414012738853503,
"5": 0.6050955414012739,
"10": 0.6305732484076433
},
"hitRate1D": 0.5414012738853503,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.7884927339912468,
"eligibleDays": 375,
"fitnessScore": 0.6394900445441112,
"lookbackDays": 14,
"returnLift1D": 0.000773781933356381,
"hitRateLift1D": 0.013401273885350284,
"portfolioSize": 2,
"activationRate": 0.4186666666666667,
"activationCount": 157,
"baselineHitRates": {
"1": 0.528,
"5": 0.555256064690027,
"10": 0.5792349726775956
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7525412374351762,
"avgForwardReturns": {
"1": 0.002697886058268319,
"5": 0.01738082742531136,
"10": 0.030344014754909856
},
"shadowMaxDrawdown": -0.1901839039282589,
"shadowTotalReturn": 0.3524184235326,
"avgForwardReturn1D": 0.002697886058268319,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-31",
"2025-02-03",
"2025-02-06",
"2025-03-28",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 157,
"5": 157,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.001924104124911938,
"5": 0.009389351024425988,
"10": 0.01971401994075356
}
},
{
"topN": 3,
"ticker": "TNA",
"hitRates": {
"1": 0.5121951219512195,
"5": 0.5841584158415841,
"10": 0.6467661691542289
},
"hitRate1D": 0.5121951219512195,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.525630726915948,
"eligibleDays": 359,
"fitnessScore": 0.3725748271279282,
"lookbackDays": 30,
"returnLift1D": -0.000899381445967878,
"hitRateLift1D": -0.02262381955295878,
"portfolioSize": 3,
"activationRate": 0.5710306406685237,
"activationCount": 205,
"baselineHitRates": {
"1": 0.5348189415041783,
"5": 0.5690140845070423,
"10": 0.6028571428571429
},
"sampleConfidence": 0.9977235772357724,
"shadowSharpeLike": 0.4185625650584051,
"avgForwardReturns": {
"1": 0.0012494348029625769,
"5": 0.012884602199187474,
"10": 0.029783673250714158
},
"shadowMaxDrawdown": -0.2608070573386305,
"shadowTotalReturn": 0.13283851698461135,
"avgForwardReturn1D": 0.0012494348029625769,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 205,
"5": 202,
"10": 201
},
"baselineAvgForwardReturns": {
"1": 0.002148816248930455,
"5": 0.010535007302353485,
"10": 0.023725033105596073
}
},
{
"topN": 4,
"ticker": "TNA",
"hitRates": {
"1": 0.5253456221198156,
"5": 0.5352112676056338,
"10": 0.5865384615384616
},
"hitRate1D": 0.5253456221198156,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5163079912180077,
"eligibleDays": 326,
"fitnessScore": 0.3643561244095541,
"lookbackDays": 63,
"returnLift1D": -0.0028333868173949636,
"hitRateLift1D": -0.02986910180656477,
"portfolioSize": 4,
"activationRate": 0.6656441717791411,
"activationCount": 217,
"baselineHitRates": {
"1": 0.5552147239263804,
"5": 0.6055900621118012,
"10": 0.6529968454258676
},
"sampleConfidence": 0.9960061443932412,
"shadowSharpeLike": 0.4142272739022281,
"avgForwardReturns": {
"1": 0.0011259133715511539,
"5": 0.006081023642147416,
"10": 0.013645315450893338
},
"shadowMaxDrawdown": -0.3602681153055972,
"shadowTotalReturn": 0.1174269524581566,
"avgForwardReturn1D": 0.0011259133715511539,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-30",
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11"
],
"horizonObservationCounts": {
"1": 217,
"5": 213,
"10": 208
},
"baselineAvgForwardReturns": {
"1": 0.003959300188946117,
"5": 0.020774324160554896,
"10": 0.042200766301844904
}
},
{
"topN": 5,
"ticker": "TNA",
"hitRates": {
"1": 0.5253456221198156,
"5": 0.5352112676056338,
"10": 0.5865384615384616
},
"hitRate1D": 0.5253456221198156,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5163079912180077,
"eligibleDays": 326,
"fitnessScore": 0.3643561244095541,
"lookbackDays": 63,
"returnLift1D": -0.0028333868173949636,
"hitRateLift1D": -0.02986910180656477,
"portfolioSize": 5,
"activationRate": 0.6656441717791411,
"activationCount": 217,
"baselineHitRates": {
"1": 0.5552147239263804,
"5": 0.6055900621118012,
"10": 0.6529968454258676
},
"sampleConfidence": 0.9960061443932412,
"shadowSharpeLike": 0.4142272739022281,
"avgForwardReturns": {
"1": 0.0011259133715511539,
"5": 0.006081023642147416,
"10": 0.013645315450893338
},
"shadowMaxDrawdown": -0.3602681153055972,
"shadowTotalReturn": 0.1174269524581566,
"avgForwardReturn1D": 0.0011259133715511539,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-30",
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11"
],
"horizonObservationCounts": {
"1": 217,
"5": 213,
"10": 208
},
"baselineAvgForwardReturns": {
"1": 0.003959300188946117,
"5": 0.020774324160554896,
"10": 0.042200766301844904
}
},
{
"topN": 2,
"ticker": "TNA",
"hitRates": {
"1": 0.5260115606936416,
"5": 0.5555555555555556,
"10": 0.6390532544378699
},
"hitRate1D": 0.5260115606936416,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.46008858181936374,
"eligibleDays": 344,
"fitnessScore": 0.31480306997253543,
"lookbackDays": 45,
"returnLift1D": -0.002039048510344268,
"hitRateLift1D": -0.01759309046914903,
"portfolioSize": 2,
"activationRate": 0.502906976744186,
"activationCount": 173,
"baselineHitRates": {
"1": 0.5436046511627907,
"5": 0.5941176470588235,
"10": 0.6298507462686567
},
"sampleConfidence": 0.9976878612716764,
"shadowSharpeLike": 0.39257761238477196,
"avgForwardReturns": {
"1": 0.0012429582576007382,
"5": 0.010720473997257268,
"10": 0.025138256752762912
},
"shadowMaxDrawdown": -0.2775911304105103,
"shadowTotalReturn": 0.11070036191724242,
"avgForwardReturn1D": 0.0012429582576007382,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 173,
"5": 171,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0032820067679450063,
"5": 0.01585440527776032,
"10": 0.03157992070914535
}
},
{
"topN": 2,
"ticker": "TNA",
"hitRates": {
"1": 0.5114942528735632,
"5": 0.5789473684210527,
"10": 0.6491228070175439
},
"hitRate1D": 0.5114942528735632,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3619650226217009,
"eligibleDays": 359,
"fitnessScore": 0.22529398543423554,
"lookbackDays": 30,
"returnLift1D": -0.001323299910718734,
"hitRateLift1D": -0.023324688630615098,
"portfolioSize": 2,
"activationRate": 0.48467966573816157,
"activationCount": 174,
"baselineHitRates": {
"1": 0.5348189415041783,
"5": 0.5690140845070423,
"10": 0.6028571428571429
},
"sampleConfidence": 0.9977011494252874,
"shadowSharpeLike": 0.24649745900336856,
"avgForwardReturns": {
"1": 0.000825516338211721,
"5": 0.01185191311901497,
"10": 0.029737309220106572
},
"shadowMaxDrawdown": -0.22151021740072607,
"shadowTotalReturn": 0.03656139143983772,
"avgForwardReturn1D": 0.000825516338211721,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 174,
"5": 171,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.002148816248930455,
"5": 0.010535007302353485,
"10": 0.023725033105596073
}
},
{
"topN": 3,
"ticker": "TNA",
"hitRates": {
"1": 0.5096153846153846,
"5": 0.5245098039215687,
"10": 0.5778894472361809
},
"hitRate1D": 0.5096153846153846,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.1797681152037676,
"eligibleDays": 326,
"fitnessScore": 0.01605775067749172,
"lookbackDays": 63,
"returnLift1D": -0.0038736308854035563,
"hitRateLift1D": -0.0455993393109958,
"portfolioSize": 3,
"activationRate": 0.6380368098159509,
"activationCount": 208,
"baselineHitRates": {
"1": 0.5552147239263804,
"5": 0.6055900621118012,
"10": 0.6529968454258676
},
"sampleConfidence": 0.9958333333333333,
"shadowSharpeLike": 0.006027241940690695,
"avgForwardReturns": {
"1": 0.00008566930354256104,
"5": 0.0040120455754037165,
"10": 0.011287849468363103
},
"shadowMaxDrawdown": -0.44872775756680805,
"shadowTotalReturn": -0.10743522324288268,
"avgForwardReturn1D": 0.00008566930354256104,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14"
],
"horizonObservationCounts": {
"1": 208,
"5": 204,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.003959300188946117,
"5": 0.020774324160554896,
"10": 0.042200766301844904
}
},
{
"topN": 2,
"ticker": "TNA",
"hitRates": {
"1": 0.5031446540880503,
"5": 0.5128205128205128,
"10": 0.5298013245033113
},
"hitRate1D": 0.5031446540880503,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.07351392110054443,
"eligibleDays": 326,
"fitnessScore": -0.207463330407914,
"lookbackDays": 63,
"returnLift1D": -0.004967680886836046,
"hitRateLift1D": -0.05207006983833007,
"portfolioSize": 2,
"activationRate": 0.48773006134969327,
"activationCount": 159,
"baselineHitRates": {
"1": 0.5552147239263804,
"5": 0.6055900621118012,
"10": 0.6529968454258676
},
"sampleConfidence": 0.9953878406708596,
"shadowSharpeLike": -0.3654219026108592,
"avgForwardReturns": {
"1": -0.0010083806978899285,
"5": 0.0027197790545067414,
"10": 0.0022997392538119253
},
"shadowMaxDrawdown": -0.3703924166814625,
"shadowTotalReturn": -0.23151523658561846,
"avgForwardReturn1D": -0.0010083806978899285,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18"
],
"horizonObservationCounts": {
"1": 159,
"5": 156,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.003959300188946117,
"5": 0.020774324160554896,
"10": 0.042200766301844904
}
}
],
"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": 0.8642547502318103,
"fitnessScore": 0.7572392740784415,
"lookbackDays": 14,
"returnLift1D": 0.0006019780489554931,
"activationRate": 0.5066666666666667,
"activationCount": 190,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.4106716597620961,
"avgForwardReturn1D": 0.002526082173867431
},
{
"comboQuality": 0.9860532832530521,
"fitnessScore": 1.286862579626264,
"lookbackDays": 21,
"returnLift1D": 0.0014692898868957599,
"activationRate": 0.5380434782608695,
"activationCount": 198,
"sampleConfidence": 0.9996632996632997,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.8377744430657494,
"avgForwardReturn1D": 0.003631298870958798
},
{
"comboQuality": 0.8589912710156908,
"fitnessScore": 0.7475261320761991,
"lookbackDays": 30,
"returnLift1D": 0.00007748753839482243,
"activationRate": 0.6155988857938719,
"activationCount": 221,
"sampleConfidence": 0.9975867269984917,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.4261097760394381,
"avgForwardReturn1D": 0.0022263037873252772
},
{
"comboQuality": 0.8992777793562791,
"fitnessScore": 0.831629618053372,
"lookbackDays": 45,
"returnLift1D": -0.0007719733857426375,
"activationRate": 0.6162790697674418,
"activationCount": 212,
"sampleConfidence": 0.9962264150943397,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.48802441082024317,
"avgForwardReturn1D": 0.0025100333822023688
},
{
"comboQuality": 0.5163079912180077,
"fitnessScore": 0.3643561244095541,
"lookbackDays": 63,
"returnLift1D": -0.0028333868173949636,
"activationRate": 0.6656441717791411,
"activationCount": 217,
"sampleConfidence": 0.9960061443932412,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.1174269524581566,
"avgForwardReturn1D": 0.0011259133715511539
}
],
"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": "a5219534f1490951c43cfda35af8970b65bf22fbfb1352ded0aa9eb1b82c3283",
"size": 13,
"members": [
"SMH",
"TNA",
"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."
}