Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"TQQQ"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "TQQQ",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5,
"5": 0,
"10": 0
},
"hitRate1D": 0.5,
"comboQuality": 0.1425724766746137,
"eligibleDays": 339,
"fitnessScore": -0.044698958700285216,
"lookbackDays": 21,
"returnLift1D": -0.006308389478693439,
"hitRateLift1D": -0.04166666666666663,
"activationRate": 0.014749262536873156,
"activationCount": 5,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"sampleConfidence": 0.5783333333333334,
"shadowSharpeLike": -0.1388043641822424,
"avgForwardReturns": {
"1": -0.0008875422420436541,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.027930127210124778,
"shadowTotalReturn": -0.004937013955016334,
"avgForwardReturn1D": -0.0008875422420436541,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-16",
"2026-06-17",
"2026-06-18",
"2026-06-22",
"2026-06-23"
],
"horizonObservationCounts": {
"1": 4,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.1425724766746137,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08143709301666589,
"bestRawFitnessScore": -0.044698958700285216,
"upperQuartileComboQuality": 0.08143709301666589
},
"algorithmFit": {
"label": "poor",
"score": 0.10738553322946992,
"rawScore": 0.1627377823706708,
"confidence": 0.31973696169554455,
"bestProfile": {
"topN": 2,
"lookbackDays": 21
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
21
]
},
"parameterStability": 0.4420890020432295,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5,
"5": 0,
"10": 0
},
"hitRate1D": 0.5,
"comboQuality": 0.1425724766746137,
"eligibleDays": 339,
"fitnessScore": -0.044698958700285216,
"lookbackDays": 21,
"returnLift1D": -0.006308389478693439,
"hitRateLift1D": -0.04166666666666663,
"activationRate": 0.014749262536873156,
"activationCount": 5,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"sampleConfidence": 0.5783333333333334,
"shadowSharpeLike": -0.1388043641822424,
"avgForwardReturns": {
"1": -0.0008875422420436541,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.027930127210124778,
"shadowTotalReturn": -0.004937013955016334,
"avgForwardReturn1D": -0.0008875422420436541,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-16",
"2026-06-17",
"2026-06-18",
"2026-06-22",
"2026-06-23"
],
"horizonObservationCounts": {
"1": 4,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 3,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5,
"5": 0,
"10": 0
},
"hitRate1D": 0.5,
"comboQuality": 0.1425724766746137,
"eligibleDays": 339,
"fitnessScore": -0.044698958700285216,
"lookbackDays": 21,
"returnLift1D": -0.006308389478693439,
"hitRateLift1D": -0.04166666666666663,
"activationRate": 0.014749262536873156,
"activationCount": 5,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"sampleConfidence": 0.5783333333333334,
"shadowSharpeLike": -0.1388043641822424,
"avgForwardReturns": {
"1": -0.0008875422420436541,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.027930127210124778,
"shadowTotalReturn": -0.004937013955016334,
"avgForwardReturn1D": -0.0008875422420436541,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-16",
"2026-06-17",
"2026-06-18",
"2026-06-22",
"2026-06-23"
],
"horizonObservationCounts": {
"1": 4,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 4,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5,
"5": 0,
"10": 0
},
"hitRate1D": 0.5,
"comboQuality": 0.1425724766746137,
"eligibleDays": 339,
"fitnessScore": -0.044698958700285216,
"lookbackDays": 21,
"returnLift1D": -0.006308389478693439,
"hitRateLift1D": -0.04166666666666663,
"activationRate": 0.014749262536873156,
"activationCount": 5,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"sampleConfidence": 0.5783333333333334,
"shadowSharpeLike": -0.1388043641822424,
"avgForwardReturns": {
"1": -0.0008875422420436541,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.027930127210124778,
"shadowTotalReturn": -0.004937013955016334,
"avgForwardReturn1D": -0.0008875422420436541,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-16",
"2026-06-17",
"2026-06-18",
"2026-06-22",
"2026-06-23"
],
"horizonObservationCounts": {
"1": 4,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 5,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5,
"5": 0,
"10": 0
},
"hitRate1D": 0.5,
"comboQuality": 0.1425724766746137,
"eligibleDays": 339,
"fitnessScore": -0.044698958700285216,
"lookbackDays": 21,
"returnLift1D": -0.006308389478693439,
"hitRateLift1D": -0.04166666666666663,
"activationRate": 0.014749262536873156,
"activationCount": 5,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"sampleConfidence": 0.5783333333333334,
"shadowSharpeLike": -0.1388043641822424,
"avgForwardReturns": {
"1": -0.0008875422420436541,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.027930127210124778,
"shadowTotalReturn": -0.004937013955016334,
"avgForwardReturn1D": -0.0008875422420436541,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-16",
"2026-06-17",
"2026-06-18",
"2026-06-22",
"2026-06-23"
],
"horizonObservationCounts": {
"1": 4,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 2,
"ticker": "TQQQ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08143709301666589,
"eligibleDays": 330,
"fitnessScore": -0.18305549742559019,
"lookbackDays": 30,
"returnLift1D": -0.005420847236649785,
"hitRateLift1D": -0.5416666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"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": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 3,
"ticker": "TQQQ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08143709301666589,
"eligibleDays": 330,
"fitnessScore": -0.18305549742559019,
"lookbackDays": 30,
"returnLift1D": -0.005420847236649785,
"hitRateLift1D": -0.5416666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"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": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 4,
"ticker": "TQQQ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08143709301666589,
"eligibleDays": 330,
"fitnessScore": -0.18305549742559019,
"lookbackDays": 30,
"returnLift1D": -0.005420847236649785,
"hitRateLift1D": -0.5416666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"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": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 5,
"ticker": "TQQQ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08143709301666589,
"eligibleDays": 330,
"fitnessScore": -0.18305549742559019,
"lookbackDays": 30,
"returnLift1D": -0.005420847236649785,
"hitRateLift1D": -0.5416666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"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": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 2,
"ticker": "TQQQ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08143709301666589,
"eligibleDays": 315,
"fitnessScore": -0.18305549742559019,
"lookbackDays": 45,
"returnLift1D": -0.005420847236649785,
"hitRateLift1D": -0.5416666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"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": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 3,
"ticker": "TQQQ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08143709301666589,
"eligibleDays": 315,
"fitnessScore": -0.18305549742559019,
"lookbackDays": 45,
"returnLift1D": -0.005420847236649785,
"hitRateLift1D": -0.5416666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"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": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 4,
"ticker": "TQQQ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08143709301666589,
"eligibleDays": 315,
"fitnessScore": -0.18305549742559019,
"lookbackDays": 45,
"returnLift1D": -0.005420847236649785,
"hitRateLift1D": -0.5416666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"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": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 5,
"ticker": "TQQQ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08143709301666589,
"eligibleDays": 315,
"fitnessScore": -0.18305549742559019,
"lookbackDays": 45,
"returnLift1D": -0.005420847236649785,
"hitRateLift1D": -0.5416666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"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": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 2,
"ticker": "TQQQ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08143709301666589,
"eligibleDays": 297,
"fitnessScore": -0.18305549742559019,
"lookbackDays": 63,
"returnLift1D": -0.005420847236649785,
"hitRateLift1D": -0.5416666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"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": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 3,
"ticker": "TQQQ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08143709301666589,
"eligibleDays": 297,
"fitnessScore": -0.18305549742559019,
"lookbackDays": 63,
"returnLift1D": -0.005420847236649785,
"hitRateLift1D": -0.5416666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"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": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 4,
"ticker": "TQQQ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08143709301666589,
"eligibleDays": 297,
"fitnessScore": -0.18305549742559019,
"lookbackDays": 63,
"returnLift1D": -0.005420847236649785,
"hitRateLift1D": -0.5416666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"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": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 5,
"ticker": "TQQQ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08143709301666589,
"eligibleDays": 297,
"fitnessScore": -0.18305549742559019,
"lookbackDays": 63,
"returnLift1D": -0.005420847236649785,
"hitRateLift1D": -0.5416666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"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": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 4,
"ticker": "TQQQ",
"hitRates": {
"1": 0,
"5": 0.5,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.0005595976243755593,
"eligibleDays": 352,
"fitnessScore": -1.297301217351503,
"lookbackDays": 14,
"returnLift1D": -0.06732726456053377,
"hitRateLift1D": -0.5416666666666666,
"activationRate": 0.008522727272727272,
"activationCount": 3,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"sampleConfidence": 0.5963474173747413,
"shadowSharpeLike": -1.0777128778280163,
"avgForwardReturns": {
"1": -0.06190641732388399,
"5": -0.03753687459886934,
"10": -0.02658294701015196
},
"shadowMaxDrawdown": -0.18196112665423514,
"shadowTotalReturn": -0.18196112665423514,
"avgForwardReturn1D": -0.06190641732388399,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-05",
"2026-06-09",
"2026-06-16"
],
"horizonObservationCounts": {
"1": 3,
"5": 2,
"10": 1
},
"baselineAvgForwardReturns": {
"1": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 5,
"ticker": "TQQQ",
"hitRates": {
"1": 0,
"5": 0.5,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.0005595976243755593,
"eligibleDays": 352,
"fitnessScore": -1.297301217351503,
"lookbackDays": 14,
"returnLift1D": -0.06732726456053377,
"hitRateLift1D": -0.5416666666666666,
"activationRate": 0.008522727272727272,
"activationCount": 3,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"sampleConfidence": 0.5963474173747413,
"shadowSharpeLike": -1.0777128778280163,
"avgForwardReturns": {
"1": -0.06190641732388399,
"5": -0.03753687459886934,
"10": -0.02658294701015196
},
"shadowMaxDrawdown": -0.18196112665423514,
"shadowTotalReturn": -0.18196112665423514,
"avgForwardReturn1D": -0.06190641732388399,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-05",
"2026-06-09",
"2026-06-16"
],
"horizonObservationCounts": {
"1": 3,
"5": 2,
"10": 1
},
"baselineAvgForwardReturns": {
"1": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 3,
"ticker": "TQQQ",
"hitRates": {
"1": 0,
"5": 0.5,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.0001662626213737531,
"eligibleDays": 352,
"fitnessScore": -1.564390651102114,
"lookbackDays": 14,
"returnLift1D": -0.09410485881064093,
"hitRateLift1D": -0.5416666666666666,
"activationRate": 0.005681818181818182,
"activationCount": 2,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"sampleConfidence": 0.5905919379759276,
"shadowSharpeLike": -1.0259249806526312,
"avgForwardReturns": {
"1": -0.08868401157399114,
"5": -0.03753687459886934,
"10": -0.02658294701015196
},
"shadowMaxDrawdown": -0.17424293789609513,
"shadowTotalReturn": -0.17424293789609513,
"avgForwardReturn1D": -0.08868401157399114,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-05",
"2026-06-09"
],
"horizonObservationCounts": {
"1": 2,
"5": 2,
"10": 1
},
"baselineAvgForwardReturns": {
"1": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
},
{
"topN": 2,
"ticker": "TQQQ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.00001763890732759235,
"eligibleDays": 352,
"fitnessScore": -2.0579848788867356,
"lookbackDays": 14,
"returnLift1D": -0.1488983426887945,
"hitRateLift1D": -0.5416666666666666,
"activationRate": 0.002840909090909091,
"activationCount": 1,
"baselineHitRates": {
"1": 0.5416666666666666,
"5": 0.75,
"10": 0.3333333333333333
},
"sampleConfidence": 0.5729837387624885,
"shadowSharpeLike": -0.8490557483070493,
"avgForwardReturns": {
"1": -0.14347749545214472,
"5": -0.1739921366117012,
"10": -0.02658294701015196
},
"shadowMaxDrawdown": -0.14440550670441854,
"shadowTotalReturn": -0.14440550670441854,
"avgForwardReturn1D": -0.14347749545214472,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-05"
],
"horizonObservationCounts": {
"1": 1,
"5": 1,
"10": 1
},
"baselineAvgForwardReturns": {
"1": 0.005420847236649785,
"5": 0.031714173615691295,
"10": 0.0037851383295414006
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 4,
"comboQuality": 0.0005595976243755593,
"fitnessScore": -1.297301217351503,
"lookbackDays": 14,
"returnLift1D": -0.06732726456053377,
"activationRate": 0.008522727272727272,
"activationCount": 3,
"sampleConfidence": 0.5963474173747413,
"shadowTotalReturn": -0.18196112665423514,
"avgForwardReturn1D": -0.06190641732388399
},
{
"bestTopN": 2,
"comboQuality": 0.1425724766746137,
"fitnessScore": -0.044698958700285216,
"lookbackDays": 21,
"returnLift1D": -0.006308389478693439,
"activationRate": 0.014749262536873156,
"activationCount": 5,
"sampleConfidence": 0.5783333333333334,
"shadowTotalReturn": -0.004937013955016334,
"avgForwardReturn1D": -0.0008875422420436541
},
{
"bestTopN": 2,
"comboQuality": 0.08143709301666589,
"fitnessScore": -0.18305549742559019,
"lookbackDays": 30,
"returnLift1D": -0.005420847236649785,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08143709301666589,
"fitnessScore": -0.18305549742559019,
"lookbackDays": 45,
"returnLift1D": -0.005420847236649785,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08143709301666589,
"fitnessScore": -0.18305549742559019,
"lookbackDays": 63,
"returnLift1D": -0.005420847236649785,
"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": "1b08e43a4388bb33a47e085e1368979c29e75f6c6aaeeef2a06db7be2d347be8",
"size": 13,
"members": [
"SMH",
"TQQQ",
"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",
"TQQQ"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "TQQQ",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "TQQQ",
"hitRates": {
"1": 0.592964824120603,
"5": 0.6482412060301508,
"10": 0.6331658291457286
},
"hitRate1D": 0.592964824120603,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9981305582794919,
"eligibleDays": 359,
"fitnessScore": 1.7316537342441836,
"lookbackDays": 30,
"returnLift1D": 0.002472272595107726,
"hitRateLift1D": 0.024719698772413645,
"portfolioSize": 4,
"activationRate": 0.5543175487465181,
"activationCount": 199,
"baselineHitRates": {
"1": 0.5682451253481894,
"5": 0.5774647887323944,
"10": 0.58
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.6465542550652392,
"avgForwardReturns": {
"1": 0.004509998531386942,
"5": 0.015482622287078987,
"10": 0.02869478661861052
},
"shadowMaxDrawdown": -0.20580151973037653,
"shadowTotalReturn": 1.18834066048752,
"avgForwardReturn1D": 0.004509998531386942,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 199,
"5": 199,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.002037725936279216,
"5": 0.01026392898589214,
"10": 0.023541484397369063
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9981305582794919,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.8915526024185934,
"bestRawFitnessScore": 1.7316537342441836,
"upperQuartileComboQuality": 0.9935327198881017
},
"algorithmFit": {
"label": "strong",
"score": 0.9323699131966783,
"rawScore": 0.9406977205437119,
"confidence": 0.9822944030475163,
"bestProfile": {
"lookbackDays": 30,
"portfolioSize": 4
},
"profileBreadth": 0.8500902828494427,
"recommendedRegion": {
"lookbackDays": [
14,
21,
30,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.9298695793116267,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "TQQQ",
"hitRates": {
"1": 0.592964824120603,
"5": 0.6482412060301508,
"10": 0.6331658291457286
},
"hitRate1D": 0.592964824120603,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9981305582794919,
"eligibleDays": 359,
"fitnessScore": 1.7316537342441836,
"lookbackDays": 30,
"returnLift1D": 0.002472272595107726,
"hitRateLift1D": 0.024719698772413645,
"portfolioSize": 4,
"activationRate": 0.5543175487465181,
"activationCount": 199,
"baselineHitRates": {
"1": 0.5682451253481894,
"5": 0.5774647887323944,
"10": 0.58
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.6465542550652392,
"avgForwardReturns": {
"1": 0.004509998531386942,
"5": 0.015482622287078987,
"10": 0.02869478661861052
},
"shadowMaxDrawdown": -0.20580151973037653,
"shadowTotalReturn": 1.18834066048752,
"avgForwardReturn1D": 0.004509998531386942,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 199,
"5": 199,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.002037725936279216,
"5": 0.01026392898589214,
"10": 0.023541484397369063
}
},
{
"topN": 5,
"ticker": "TQQQ",
"hitRates": {
"1": 0.592964824120603,
"5": 0.6482412060301508,
"10": 0.6331658291457286
},
"hitRate1D": 0.592964824120603,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9981305582794919,
"eligibleDays": 359,
"fitnessScore": 1.7316537342441836,
"lookbackDays": 30,
"returnLift1D": 0.002472272595107726,
"hitRateLift1D": 0.024719698772413645,
"portfolioSize": 5,
"activationRate": 0.5543175487465181,
"activationCount": 199,
"baselineHitRates": {
"1": 0.5682451253481894,
"5": 0.5774647887323944,
"10": 0.58
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.6465542550652392,
"avgForwardReturns": {
"1": 0.004509998531386942,
"5": 0.015482622287078987,
"10": 0.02869478661861052
},
"shadowMaxDrawdown": -0.20580151973037653,
"shadowTotalReturn": 1.18834066048752,
"avgForwardReturn1D": 0.004509998531386942,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 199,
"5": 199,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.002037725936279216,
"5": 0.01026392898589214,
"10": 0.023541484397369063
}
},
{
"topN": 3,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5891089108910891,
"5": 0.6386138613861386,
"10": 0.6188118811881188
},
"hitRate1D": 0.5891089108910891,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9978689276797668,
"eligibleDays": 344,
"fitnessScore": 1.7027792614440096,
"lookbackDays": 45,
"returnLift1D": 0.001145408440905442,
"hitRateLift1D": 0.013527515542251844,
"portfolioSize": 3,
"activationRate": 0.5872093023255814,
"activationCount": 202,
"baselineHitRates": {
"1": 0.5755813953488372,
"5": 0.6029411764705882,
"10": 0.6059701492537314
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.6303323875138656,
"avgForwardReturns": {
"1": 0.004390609768570327,
"5": 0.014606824454850008,
"10": 0.02779858190048866
},
"shadowMaxDrawdown": -0.20580151973037664,
"shadowTotalReturn": 1.1618068160417105,
"avgForwardReturn1D": 0.004390609768570327,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27"
],
"horizonObservationCounts": {
"1": 202,
"5": 202,
"10": 202
},
"baselineAvgForwardReturns": {
"1": 0.0032452013276648853,
"5": 0.016094435321168186,
"10": 0.03268397214493202
}
},
{
"topN": 3,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5904255319148937,
"5": 0.6595744680851063,
"10": 0.6542553191489362
},
"hitRate1D": 0.5904255319148937,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9976577138029238,
"eligibleDays": 359,
"fitnessScore": 1.6819422128398278,
"lookbackDays": 30,
"returnLift1D": 0.002632493091511395,
"hitRateLift1D": 0.02218040656670428,
"portfolioSize": 3,
"activationRate": 0.5236768802228412,
"activationCount": 188,
"baselineHitRates": {
"1": 0.5682451253481894,
"5": 0.5774647887323944,
"10": 0.58
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.639331405335128,
"avgForwardReturns": {
"1": 0.004670219027790611,
"5": 0.017564036227367838,
"10": 0.03154049239914791
},
"shadowMaxDrawdown": -0.20580151973037653,
"shadowTotalReturn": 1.1572335690156432,
"avgForwardReturn1D": 0.004670219027790611,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 188,
"5": 188,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.002037725936279216,
"5": 0.01026392898589214,
"10": 0.023541484397369063
}
},
{
"topN": 4,
"ticker": "TQQQ",
"hitRates": {
"1": 0.583732057416268,
"5": 0.6363636363636364,
"10": 0.6201923076923077
},
"hitRate1D": 0.583732057416268,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9935327198881017,
"eligibleDays": 344,
"fitnessScore": 1.457592499165172,
"lookbackDays": 45,
"returnLift1D": 0.0005227797052651355,
"hitRateLift1D": 0.008150662067430758,
"portfolioSize": 4,
"activationRate": 0.6075581395348837,
"activationCount": 209,
"baselineHitRates": {
"1": 0.5755813953488372,
"5": 0.6029411764705882,
"10": 0.6059701492537314
},
"sampleConfidence": 0.9996810207336524,
"shadowSharpeLike": 1.408118673637942,
"avgForwardReturns": {
"1": 0.003767981032930021,
"5": 0.013774577905731668,
"10": 0.028004916473884256
},
"shadowMaxDrawdown": -0.20580151973037664,
"shadowTotalReturn": 0.9474785240270864,
"avgForwardReturn1D": 0.003767981032930021,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27"
],
"horizonObservationCounts": {
"1": 209,
"5": 209,
"10": 208
},
"baselineAvgForwardReturns": {
"1": 0.0032452013276648853,
"5": 0.016094435321168186,
"10": 0.03268397214493202
}
},
{
"topN": 5,
"ticker": "TQQQ",
"hitRates": {
"1": 0.583732057416268,
"5": 0.6363636363636364,
"10": 0.6201923076923077
},
"hitRate1D": 0.583732057416268,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9935327198881017,
"eligibleDays": 344,
"fitnessScore": 1.457592499165172,
"lookbackDays": 45,
"returnLift1D": 0.0005227797052651355,
"hitRateLift1D": 0.008150662067430758,
"portfolioSize": 5,
"activationRate": 0.6075581395348837,
"activationCount": 209,
"baselineHitRates": {
"1": 0.5755813953488372,
"5": 0.6029411764705882,
"10": 0.6059701492537314
},
"sampleConfidence": 0.9996810207336524,
"shadowSharpeLike": 1.408118673637942,
"avgForwardReturns": {
"1": 0.003767981032930021,
"5": 0.013774577905731668,
"10": 0.028004916473884256
},
"shadowMaxDrawdown": -0.20580151973037664,
"shadowTotalReturn": 0.9474785240270864,
"avgForwardReturn1D": 0.003767981032930021,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27"
],
"horizonObservationCounts": {
"1": 209,
"5": 209,
"10": 208
},
"baselineAvgForwardReturns": {
"1": 0.0032452013276648853,
"5": 0.016094435321168186,
"10": 0.03268397214493202
}
},
{
"topN": 2,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5872093023255814,
"5": 0.6686046511627907,
"10": 0.6686046511627907
},
"hitRate1D": 0.5872093023255814,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9927598006229413,
"eligibleDays": 359,
"fitnessScore": 1.4325847995320096,
"lookbackDays": 30,
"returnLift1D": 0.0024294589306536065,
"hitRateLift1D": 0.018964176977392055,
"portfolioSize": 2,
"activationRate": 0.479108635097493,
"activationCount": 172,
"baselineHitRates": {
"1": 0.5682451253481894,
"5": 0.5774647887323944,
"10": 0.58
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5438509912942184,
"avgForwardReturns": {
"1": 0.004467184866932822,
"5": 0.018065040486093246,
"10": 0.033529607304292185
},
"shadowMaxDrawdown": -0.20580151973037653,
"shadowTotalReturn": 0.9545297812299387,
"avgForwardReturn1D": 0.004467184866932822,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-21",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 172,
"5": 172,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.002037725936279216,
"5": 0.01026392898589214,
"10": 0.023541484397369063
}
},
{
"topN": 2,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5775401069518716,
"5": 0.6363636363636364,
"10": 0.6417112299465241
},
"hitRate1D": 0.5775401069518716,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9850845770391523,
"eligibleDays": 344,
"fitnessScore": 1.2718729799069939,
"lookbackDays": 45,
"returnLift1D": 0.0005514204193951822,
"hitRateLift1D": 0.001958711603034402,
"portfolioSize": 2,
"activationRate": 0.5436046511627907,
"activationCount": 187,
"baselineHitRates": {
"1": 0.5755813953488372,
"5": 0.6029411764705882,
"10": 0.6059701492537314
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3232404192564753,
"avgForwardReturns": {
"1": 0.0037966217470600675,
"5": 0.016066164710623197,
"10": 0.030407726746472324
},
"shadowMaxDrawdown": -0.20580151973037664,
"shadowTotalReturn": 0.8139939366738989,
"avgForwardReturn1D": 0.0037966217470600675,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27"
],
"horizonObservationCounts": {
"1": 187,
"5": 187,
"10": 187
},
"baselineAvgForwardReturns": {
"1": 0.0032452013276648853,
"5": 0.016094435321168186,
"10": 0.03268397214493202
}
},
{
"topN": 2,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5808383233532934,
"5": 0.6407185628742516,
"10": 0.6586826347305389
},
"hitRate1D": 0.5808383233532934,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9738582688659702,
"eligibleDays": 375,
"fitnessScore": 1.1459012263532768,
"lookbackDays": 14,
"returnLift1D": 0.0018064434117726924,
"hitRateLift1D": 0.01283832335329349,
"portfolioSize": 2,
"activationRate": 0.44533333333333336,
"activationCount": 167,
"baselineHitRates": {
"1": 0.568,
"5": 0.5876010781671159,
"10": 0.5765027322404371
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3444937498870058,
"avgForwardReturns": {
"1": 0.0038252035851501507,
"5": 0.01725075632099678,
"10": 0.03628330487445363
},
"shadowMaxDrawdown": -0.20028532528136478,
"shadowTotalReturn": 0.7254378789061835,
"avgForwardReturn1D": 0.0038252035851501507,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-06",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21"
],
"horizonObservationCounts": {
"1": 167,
"5": 167,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.0020187601733774583,
"5": 0.010639484032197836,
"10": 0.022353158485266533
}
},
{
"topN": 2,
"ticker": "TQQQ",
"hitRates": {
"1": 0.577639751552795,
"5": 0.6086956521739131,
"10": 0.6375
},
"hitRate1D": 0.577639751552795,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.8919291613833427,
"eligibleDays": 368,
"fitnessScore": 0.8143319535167458,
"lookbackDays": 21,
"returnLift1D": 0.0007718258622782504,
"hitRateLift1D": 0.0042701863354036584,
"portfolioSize": 2,
"activationRate": 0.4375,
"activationCount": 161,
"baselineHitRates": {
"1": 0.5733695652173914,
"5": 0.5851648351648352,
"10": 0.5738161559888579
},
"sampleConfidence": 0.9995859213250519,
"shadowSharpeLike": 0.9801462000375547,
"avgForwardReturns": {
"1": 0.003058849990528172,
"5": 0.014360430153805828,
"10": 0.03004391225206905
},
"shadowMaxDrawdown": -0.28111823146707304,
"shadowTotalReturn": 0.48398946262499054,
"avgForwardReturn1D": 0.003058849990528172,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-05-05",
"2025-05-06",
"2025-05-07"
],
"horizonObservationCounts": {
"1": 161,
"5": 161,
"10": 160
},
"baselineAvgForwardReturns": {
"1": 0.0022870241282499214,
"5": 0.0108633044290821,
"10": 0.022151152016067436
}
},
{
"topN": 4,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5598086124401914,
"5": 0.6195121951219512,
"10": 0.62
},
"hitRate1D": 0.5598086124401914,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8911760434538439,
"eligibleDays": 326,
"fitnessScore": 0.8126183074834826,
"lookbackDays": 63,
"returnLift1D": -0.0015721222748829012,
"hitRateLift1D": -0.019945988786802427,
"portfolioSize": 4,
"activationRate": 0.6411042944785276,
"activationCount": 209,
"baselineHitRates": {
"1": 0.5797546012269938,
"5": 0.6086956521739131,
"10": 0.6277602523659306
},
"sampleConfidence": 0.9958532695374801,
"shadowSharpeLike": 0.8505040514389908,
"avgForwardReturns": {
"1": 0.0022851065767497732,
"5": 0.012174986548073065,
"10": 0.02871896434073938
},
"shadowMaxDrawdown": -0.23810304529110016,
"shadowTotalReturn": 0.4217949726730743,
"avgForwardReturn1D": 0.0022851065767497732,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 209,
"5": 205,
"10": 200
},
"baselineAvgForwardReturns": {
"1": 0.0038572288516326744,
"5": 0.020836364391937673,
"10": 0.041706167443649314
}
},
{
"topN": 5,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5598086124401914,
"5": 0.6195121951219512,
"10": 0.62
},
"hitRate1D": 0.5598086124401914,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8911760434538439,
"eligibleDays": 326,
"fitnessScore": 0.8126183074834826,
"lookbackDays": 63,
"returnLift1D": -0.0015721222748829012,
"hitRateLift1D": -0.019945988786802427,
"portfolioSize": 5,
"activationRate": 0.6411042944785276,
"activationCount": 209,
"baselineHitRates": {
"1": 0.5797546012269938,
"5": 0.6086956521739131,
"10": 0.6277602523659306
},
"sampleConfidence": 0.9958532695374801,
"shadowSharpeLike": 0.8505040514389908,
"avgForwardReturns": {
"1": 0.0022851065767497732,
"5": 0.012174986548073065,
"10": 0.02871896434073938
},
"shadowMaxDrawdown": -0.23810304529110016,
"shadowTotalReturn": 0.4217949726730743,
"avgForwardReturn1D": 0.0022851065767497732,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 209,
"5": 205,
"10": 200
},
"baselineAvgForwardReturns": {
"1": 0.0038572288516326744,
"5": 0.020836364391937673,
"10": 0.041706167443649314
}
},
{
"topN": 3,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5603864734299517,
"5": 0.6206896551724138,
"10": 0.6161616161616161
},
"hitRate1D": 0.5603864734299517,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8706882001128787,
"eligibleDays": 326,
"fitnessScore": 0.7695526262802758,
"lookbackDays": 63,
"returnLift1D": -0.0016629079874689728,
"hitRateLift1D": -0.019368127797042112,
"portfolioSize": 3,
"activationRate": 0.6349693251533742,
"activationCount": 207,
"baselineHitRates": {
"1": 0.5797546012269938,
"5": 0.6086956521739131,
"10": 0.6277602523659306
},
"sampleConfidence": 0.9958132045088567,
"shadowSharpeLike": 0.8060717050975573,
"avgForwardReturns": {
"1": 0.0021943208641637016,
"5": 0.012508039314138271,
"10": 0.02892931699792483
},
"shadowMaxDrawdown": -0.2381030452911007,
"shadowTotalReturn": 0.38674053744942305,
"avgForwardReturn1D": 0.0021943208641637016,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-05",
"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"
],
"horizonObservationCounts": {
"1": 207,
"5": 203,
"10": 198
},
"baselineAvgForwardReturns": {
"1": 0.0038572288516326744,
"5": 0.020836364391937673,
"10": 0.041706167443649314
}
},
{
"topN": 4,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5642458100558659,
"5": 0.6089385474860335,
"10": 0.6404494382022472
},
"hitRate1D": 0.5642458100558659,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8525795150398728,
"eligibleDays": 368,
"fitnessScore": 0.7360950570789101,
"lookbackDays": 21,
"returnLift1D": 0.0003138795832972347,
"hitRateLift1D": -0.009123755161525415,
"portfolioSize": 4,
"activationRate": 0.48641304347826086,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5733695652173914,
"5": 0.5851648351648352,
"10": 0.5738161559888579
},
"sampleConfidence": 0.9996275605214153,
"shadowSharpeLike": 0.8589695168400878,
"avgForwardReturns": {
"1": 0.002600903711547156,
"5": 0.014488970681189475,
"10": 0.031488510332693904
},
"shadowMaxDrawdown": -0.30045040502720843,
"shadowTotalReturn": 0.4242088481892414,
"avgForwardReturn1D": 0.002600903711547156,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-07",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 178
},
"baselineAvgForwardReturns": {
"1": 0.0022870241282499214,
"5": 0.0108633044290821,
"10": 0.022151152016067436
}
},
{
"topN": 5,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5642458100558659,
"5": 0.6089385474860335,
"10": 0.6404494382022472
},
"hitRate1D": 0.5642458100558659,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8525795150398728,
"eligibleDays": 368,
"fitnessScore": 0.7360950570789101,
"lookbackDays": 21,
"returnLift1D": 0.0003138795832972347,
"hitRateLift1D": -0.009123755161525415,
"portfolioSize": 5,
"activationRate": 0.48641304347826086,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5733695652173914,
"5": 0.5851648351648352,
"10": 0.5738161559888579
},
"sampleConfidence": 0.9996275605214153,
"shadowSharpeLike": 0.8589695168400878,
"avgForwardReturns": {
"1": 0.002600903711547156,
"5": 0.014488970681189475,
"10": 0.031488510332693904
},
"shadowMaxDrawdown": -0.30045040502720843,
"shadowTotalReturn": 0.4242088481892414,
"avgForwardReturn1D": 0.002600903711547156,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-07",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 178
},
"baselineAvgForwardReturns": {
"1": 0.0022870241282499214,
"5": 0.0108633044290821,
"10": 0.022151152016067436
}
},
{
"topN": 3,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5755813953488372,
"5": 0.6104651162790697,
"10": 0.6374269005847953
},
"hitRate1D": 0.5755813953488372,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.820127558354237,
"eligibleDays": 368,
"fitnessScore": 0.6837866278952923,
"lookbackDays": 21,
"returnLift1D": 0.00026458184498801647,
"hitRateLift1D": 0.00221183013144588,
"portfolioSize": 3,
"activationRate": 0.4673913043478261,
"activationCount": 172,
"baselineHitRates": {
"1": 0.5733695652173914,
"5": 0.5851648351648352,
"10": 0.5738161559888579
},
"sampleConfidence": 0.9996124031007753,
"shadowSharpeLike": 0.8213306355265187,
"avgForwardReturns": {
"1": 0.002551605973237938,
"5": 0.014179838154711879,
"10": 0.031060326556037035
},
"shadowMaxDrawdown": -0.3460993060008376,
"shadowTotalReturn": 0.3900429158569172,
"avgForwardReturn1D": 0.002551605973237938,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-07",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 172,
"5": 172,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.0022870241282499214,
"5": 0.0108633044290821,
"10": 0.022151152016067436
}
},
{
"topN": 3,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5604395604395604,
"5": 0.6318681318681318,
"10": 0.6373626373626373
},
"hitRate1D": 0.5604395604395604,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7961715215549798,
"eligibleDays": 375,
"fitnessScore": 0.649757874620209,
"lookbackDays": 14,
"returnLift1D": 0.0002065243741989401,
"hitRateLift1D": -0.0075604395604395025,
"portfolioSize": 3,
"activationRate": 0.48533333333333334,
"activationCount": 182,
"baselineHitRates": {
"1": 0.568,
"5": 0.5876010781671159,
"10": 0.5765027322404371
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7667169373951036,
"avgForwardReturns": {
"1": 0.0022252845475763984,
"5": 0.015858424047802293,
"10": 0.03497051050309962
},
"shadowMaxDrawdown": -0.2716557596309719,
"shadowTotalReturn": 0.3447258245137439,
"avgForwardReturn1D": 0.0022252845475763984,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-14",
"2025-02-18",
"2025-02-19"
],
"horizonObservationCounts": {
"1": 182,
"5": 182,
"10": 182
},
"baselineAvgForwardReturns": {
"1": 0.0020187601733774583,
"5": 0.010639484032197836,
"10": 0.022353158485266533
}
},
{
"topN": 2,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5597826086956522,
"5": 0.6111111111111112,
"10": 0.5771428571428572
},
"hitRate1D": 0.5597826086956522,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6386857172025537,
"eligibleDays": 326,
"fitnessScore": 0.47532615237269554,
"lookbackDays": 63,
"returnLift1D": -0.002305728341627852,
"hitRateLift1D": -0.01997199253134163,
"portfolioSize": 2,
"activationRate": 0.5644171779141104,
"activationCount": 184,
"baselineHitRates": {
"1": 0.5797546012269938,
"5": 0.6086956521739131,
"10": 0.6277602523659306
},
"sampleConfidence": 0.9952898550724638,
"shadowSharpeLike": 0.5303722898921726,
"avgForwardReturns": {
"1": 0.0015515005100048226,
"5": 0.010385608576060796,
"10": 0.021418328514042972
},
"shadowMaxDrawdown": -0.287607003378341,
"shadowTotalReturn": 0.1863507593168261,
"avgForwardReturn1D": 0.0015515005100048226,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-05",
"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"
],
"horizonObservationCounts": {
"1": 184,
"5": 180,
"10": 175
},
"baselineAvgForwardReturns": {
"1": 0.0038572288516326744,
"5": 0.020836364391937673,
"10": 0.041706167443649314
}
},
{
"topN": 4,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5618556701030928,
"5": 0.6185567010309279,
"10": 0.6237113402061856
},
"hitRate1D": 0.5618556701030928,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6216091649912802,
"eligibleDays": 375,
"fitnessScore": 0.45920446385935937,
"lookbackDays": 14,
"returnLift1D": -0.0005707223118484692,
"hitRateLift1D": -0.006144329896907164,
"portfolioSize": 4,
"activationRate": 0.5173333333333333,
"activationCount": 194,
"baselineHitRates": {
"1": 0.568,
"5": 0.5876010781671159,
"10": 0.5765027322404371
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4835373301861114,
"avgForwardReturns": {
"1": 0.001448037861528989,
"5": 0.014514074016896443,
"10": 0.032728101596052515
},
"shadowMaxDrawdown": -0.274334816601833,
"shadowTotalReturn": 0.17405782366592248,
"avgForwardReturn1D": 0.001448037861528989,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 194,
"5": 194,
"10": 194
},
"baselineAvgForwardReturns": {
"1": 0.0020187601733774583,
"5": 0.010639484032197836,
"10": 0.022353158485266533
}
},
{
"topN": 5,
"ticker": "TQQQ",
"hitRates": {
"1": 0.5618556701030928,
"5": 0.6185567010309279,
"10": 0.6237113402061856
},
"hitRate1D": 0.5618556701030928,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6216091649912802,
"eligibleDays": 375,
"fitnessScore": 0.45920446385935937,
"lookbackDays": 14,
"returnLift1D": -0.0005707223118484692,
"hitRateLift1D": -0.006144329896907164,
"portfolioSize": 5,
"activationRate": 0.5173333333333333,
"activationCount": 194,
"baselineHitRates": {
"1": 0.568,
"5": 0.5876010781671159,
"10": 0.5765027322404371
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4835373301861114,
"avgForwardReturns": {
"1": 0.001448037861528989,
"5": 0.014514074016896443,
"10": 0.032728101596052515
},
"shadowMaxDrawdown": -0.274334816601833,
"shadowTotalReturn": 0.17405782366592248,
"avgForwardReturn1D": 0.001448037861528989,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 194,
"5": 194,
"10": 194
},
"baselineAvgForwardReturns": {
"1": 0.0020187601733774583,
"5": 0.010639484032197836,
"10": 0.022353158485266533
}
}
],
"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": 0.9738582688659702,
"fitnessScore": 1.1459012263532768,
"lookbackDays": 14,
"returnLift1D": 0.0018064434117726924,
"activationRate": 0.44533333333333336,
"activationCount": 167,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.7254378789061835,
"avgForwardReturn1D": 0.0038252035851501507
},
{
"comboQuality": 0.8919291613833427,
"fitnessScore": 0.8143319535167458,
"lookbackDays": 21,
"returnLift1D": 0.0007718258622782504,
"activationRate": 0.4375,
"activationCount": 161,
"sampleConfidence": 0.9995859213250519,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.48398946262499054,
"avgForwardReturn1D": 0.003058849990528172
},
{
"comboQuality": 0.9981305582794919,
"fitnessScore": 1.7316537342441836,
"lookbackDays": 30,
"returnLift1D": 0.002472272595107726,
"activationRate": 0.5543175487465181,
"activationCount": 199,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.18834066048752,
"avgForwardReturn1D": 0.004509998531386942
},
{
"comboQuality": 0.9978689276797668,
"fitnessScore": 1.7027792614440096,
"lookbackDays": 45,
"returnLift1D": 0.001145408440905442,
"activationRate": 0.5872093023255814,
"activationCount": 202,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 1.1618068160417105,
"avgForwardReturn1D": 0.004390609768570327
},
{
"comboQuality": 0.8911760434538439,
"fitnessScore": 0.8126183074834826,
"lookbackDays": 63,
"returnLift1D": -0.0015721222748829012,
"activationRate": 0.6411042944785276,
"activationCount": 209,
"sampleConfidence": 0.9958532695374801,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.4217949726730743,
"avgForwardReturn1D": 0.0022851065767497732
}
],
"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": "1b08e43a4388bb33a47e085e1368979c29e75f6c6aaeeef2a06db7be2d347be8",
"size": 13,
"members": [
"SMH",
"TQQQ",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
TM