Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"TT"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "TT",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 5,
"ticker": "TT",
"hitRates": {
"1": 0.5217391304347826,
"5": 0.6086956521739131,
"10": 0.5964912280701754
},
"hitRate1D": 0.5217391304347826,
"comboQuality": 0.5021484231207617,
"eligibleDays": 297,
"fitnessScore": 0.35189062398178694,
"lookbackDays": 63,
"returnLift1D": 0.0007441143669452304,
"hitRateLift1D": 0.018314472900536005,
"activationRate": 0.3872053872053872,
"activationCount": 115,
"baselineHitRates": {
"1": 0.5034246575342466,
"5": 0.5381944444444444,
"10": 0.48056537102473496
},
"sampleConfidence": 0.9994202898550726,
"shadowSharpeLike": 0.5906788875128025,
"avgForwardReturns": {
"1": 0.0012357315398196283,
"5": 0.005322797765543744,
"10": 0.010882457653246816
},
"shadowMaxDrawdown": -0.13266528364951058,
"shadowTotalReturn": 0.1192920914370792,
"avgForwardReturn1D": 0.0012357315398196283,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 115,
"5": 115,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.0004916171728743979,
"5": 0.0026299915955693954,
"10": 0.00532108316704185
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.5021484231207617,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.20704693415210135,
"bestRawFitnessScore": 0.35189062398178694,
"upperQuartileComboQuality": 0.3033094169260158
},
"algorithmFit": {
"label": "poor",
"score": 0.2940028244628861,
"rawScore": 0.31314083639877455,
"confidence": 0.8777673831622724,
"bestProfile": {
"topN": 5,
"lookbackDays": 63
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
5
],
"lookbackDays": [
63
]
},
"parameterStability": 0.395862225191579,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 5,
"ticker": "TT",
"hitRates": {
"1": 0.5217391304347826,
"5": 0.6086956521739131,
"10": 0.5964912280701754
},
"hitRate1D": 0.5217391304347826,
"comboQuality": 0.5021484231207617,
"eligibleDays": 297,
"fitnessScore": 0.35189062398178694,
"lookbackDays": 63,
"returnLift1D": 0.0007441143669452304,
"hitRateLift1D": 0.018314472900536005,
"activationRate": 0.3872053872053872,
"activationCount": 115,
"baselineHitRates": {
"1": 0.5034246575342466,
"5": 0.5381944444444444,
"10": 0.48056537102473496
},
"sampleConfidence": 0.9994202898550726,
"shadowSharpeLike": 0.5906788875128025,
"avgForwardReturns": {
"1": 0.0012357315398196283,
"5": 0.005322797765543744,
"10": 0.010882457653246816
},
"shadowMaxDrawdown": -0.13266528364951058,
"shadowTotalReturn": 0.1192920914370792,
"avgForwardReturn1D": 0.0012357315398196283,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 115,
"5": 115,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.0004916171728743979,
"5": 0.0026299915955693954,
"10": 0.00532108316704185
}
},
{
"topN": 5,
"ticker": "TT",
"hitRates": {
"1": 0.5205479452054794,
"5": 0.547945205479452,
"10": 0.503448275862069
},
"hitRate1D": 0.5205479452054794,
"comboQuality": 0.4974632353959755,
"eligibleDays": 352,
"fitnessScore": 0.34776762799405525,
"lookbackDays": 14,
"returnLift1D": 0.00007297385053556715,
"hitRateLift1D": 0.0032069047430516306,
"activationRate": 0.4147727272727273,
"activationCount": 146,
"baselineHitRates": {
"1": 0.5173410404624278,
"5": 0.5584795321637427,
"10": 0.5118343195266272
},
"sampleConfidence": 0.9995433789954339,
"shadowSharpeLike": 0.5112764918865057,
"avgForwardReturns": {
"1": 0.0012277257738333627,
"5": 0.008653690826516784,
"10": 0.01085373669340356
},
"shadowMaxDrawdown": -0.18190338567196607,
"shadowTotalReturn": 0.1321126464723179,
"avgForwardReturn1D": 0.0012277257738333627,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 146,
"5": 146,
"10": 145
},
"baselineAvgForwardReturns": {
"1": 0.0011547519232977955,
"5": 0.005989152390505265,
"10": 0.011142095577249758
}
},
{
"topN": 2,
"ticker": "TT",
"hitRates": {
"1": 0.5,
"5": 0.5645161290322581,
"10": 0.6935483870967742
},
"hitRate1D": 0.5,
"comboQuality": 0.35594669004846385,
"eligibleDays": 315,
"fitnessScore": 0.21953988350510867,
"lookbackDays": 45,
"returnLift1D": 0.0006718503130845822,
"hitRateLift1D": -0.022580645161290325,
"activationRate": 0.19682539682539682,
"activationCount": 62,
"baselineHitRates": {
"1": 0.5225806451612903,
"5": 0.565359477124183,
"10": 0.5116279069767442
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6847658057726429,
"avgForwardReturns": {
"1": 0.0019734247096814582,
"5": 0.007357561373348311,
"10": 0.01863796364248398
},
"shadowMaxDrawdown": -0.1429225073532826,
"shadowTotalReturn": 0.10971821785552005,
"avgForwardReturn1D": 0.0019734247096814582,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 62,
"5": 62,
"10": 62
},
"baselineAvgForwardReturns": {
"1": 0.001301574396596876,
"5": 0.006320945001422291,
"10": 0.010944373613250761
}
},
{
"topN": 4,
"ticker": "TT",
"hitRates": {
"1": 0.5096153846153846,
"5": 0.6057692307692307,
"10": 0.6116504854368932
},
"hitRate1D": 0.5096153846153846,
"comboQuality": 0.3311603225871938,
"eligibleDays": 297,
"fitnessScore": 0.1953528106213489,
"lookbackDays": 63,
"returnLift1D": 0.00009721954052829222,
"hitRateLift1D": 0.006190727081137992,
"activationRate": 0.3501683501683502,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5034246575342466,
"5": 0.5381944444444444,
"10": 0.48056537102473496
},
"sampleConfidence": 0.9993589743589744,
"shadowSharpeLike": 0.24211948446606893,
"avgForwardReturns": {
"1": 0.0005888367134026901,
"5": 0.0049314948567998115,
"10": 0.009401286218393775
},
"shadowMaxDrawdown": -0.13243097796278347,
"shadowTotalReturn": 0.03304454529522993,
"avgForwardReturn1D": 0.0005888367134026901,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 104,
"5": 104,
"10": 103
},
"baselineAvgForwardReturns": {
"1": 0.0004916171728743979,
"5": 0.0026299915955693954,
"10": 0.00532108316704185
}
},
{
"topN": 2,
"ticker": "TT",
"hitRates": {
"1": 0.5522388059701493,
"5": 0.5373134328358209,
"10": 0.5223880597014925
},
"hitRate1D": 0.5522388059701493,
"comboQuality": 0.31339484725879346,
"eligibleDays": 352,
"fitnessScore": 0.17745499058302103,
"lookbackDays": 14,
"returnLift1D": -0.00008386289443262636,
"hitRateLift1D": 0.0348977655077215,
"activationRate": 0.1903409090909091,
"activationCount": 67,
"baselineHitRates": {
"1": 0.5173410404624278,
"5": 0.5584795321637427,
"10": 0.5118343195266272
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.26208998774826836,
"avgForwardReturns": {
"1": 0.0010708890288651692,
"5": 0.0041577064478434955,
"10": 0.0006780712427549983
},
"shadowMaxDrawdown": -0.13981858558691018,
"shadowTotalReturn": 0.03881124208034348,
"avgForwardReturn1D": 0.0010708890288651692,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"2025-03-18",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-04-21",
"2025-04-24",
"2025-05-01",
"2025-05-02",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 67,
"5": 67,
"10": 67
},
"baselineAvgForwardReturns": {
"1": 0.0011547519232977955,
"5": 0.005989152390505265,
"10": 0.011142095577249758
}
},
{
"topN": 5,
"ticker": "TT",
"hitRates": {
"1": 0.5033557046979866,
"5": 0.5234899328859061,
"10": 0.5100671140939598
},
"hitRate1D": 0.5033557046979866,
"comboQuality": 0.2999476068150899,
"eligibleDays": 315,
"fitnessScore": 0.16353957987709528,
"lookbackDays": 45,
"returnLift1D": -0.000981200543291654,
"hitRateLift1D": -0.019224940463303697,
"activationRate": 0.473015873015873,
"activationCount": 149,
"baselineHitRates": {
"1": 0.5225806451612903,
"5": 0.565359477124183,
"10": 0.5116279069767442
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.11829514092491587,
"avgForwardReturns": {
"1": 0.000320373853305222,
"5": 0.0003990849386766338,
"10": 0.0021278753851329724
},
"shadowMaxDrawdown": -0.22308299551658162,
"shadowTotalReturn": 0.002856875368448586,
"avgForwardReturn1D": 0.000320373853305222,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 149,
"5": 149,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.001301574396596876,
"5": 0.006320945001422291,
"10": 0.010944373613250761
}
},
{
"topN": 4,
"ticker": "TT",
"hitRates": {
"1": 0.5153846153846153,
"5": 0.5230769230769231,
"10": 0.5230769230769231
},
"hitRate1D": 0.5153846153846153,
"comboQuality": 0.29984285822431794,
"eligibleDays": 315,
"fitnessScore": 0.1634298213485178,
"lookbackDays": 45,
"returnLift1D": -0.0009111810480443123,
"hitRateLift1D": -0.007196029776674995,
"activationRate": 0.4126984126984127,
"activationCount": 130,
"baselineHitRates": {
"1": 0.5225806451612903,
"5": 0.565359477124183,
"10": 0.5116279069767442
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.15022888909487805,
"avgForwardReturns": {
"1": 0.0003903933485525637,
"5": 0.0003514199721108916,
"10": 0.0033150161384251802
},
"shadowMaxDrawdown": -0.21845181562212213,
"shadowTotalReturn": 0.012499432292867096,
"avgForwardReturn1D": 0.0003903933485525637,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 130,
"5": 130,
"10": 130
},
"baselineAvgForwardReturns": {
"1": 0.001301574396596876,
"5": 0.006320945001422291,
"10": 0.010944373613250761
}
},
{
"topN": 2,
"ticker": "TT",
"hitRates": {
"1": 0.5,
"5": 0.6333333333333333,
"10": 0.6166666666666667
},
"hitRate1D": 0.5,
"comboQuality": 0.23956600526989708,
"eligibleDays": 297,
"fitnessScore": 0.09588672498098685,
"lookbackDays": 63,
"returnLift1D": 0.00018996218289398046,
"hitRateLift1D": -0.003424657534246589,
"activationRate": 0.20202020202020202,
"activationCount": 60,
"baselineHitRates": {
"1": 0.5034246575342466,
"5": 0.5381944444444444,
"10": 0.48056537102473496
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.2301627552409434,
"avgForwardReturns": {
"1": 0.0006815793557683784,
"5": 0.0033259421379880213,
"10": 0.006468055188819251
},
"shadowMaxDrawdown": -0.13593179914093056,
"shadowTotalReturn": 0.02525629169375221,
"avgForwardReturn1D": 0.0006815793557683784,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 60,
"5": 60,
"10": 60
},
"baselineAvgForwardReturns": {
"1": 0.0004916171728743979,
"5": 0.0026299915955693954,
"10": 0.00532108316704185
}
},
{
"topN": 2,
"ticker": "TT",
"hitRates": {
"1": 0.5316455696202531,
"5": 0.5,
"10": 0.5256410256410257
},
"hitRate1D": 0.5316455696202531,
"comboQuality": 0.23093154659874615,
"eligibleDays": 339,
"fitnessScore": 0.08532709697032327,
"lookbackDays": 21,
"returnLift1D": -0.00090635172226235,
"hitRateLift1D": 0.013681497763965655,
"activationRate": 0.23303834808259588,
"activationCount": 79,
"baselineHitRates": {
"1": 0.5179640718562875,
"5": 0.5515151515151515,
"10": 0.5169230769230769
},
"sampleConfidence": 0.9983122362869199,
"shadowSharpeLike": 0.023264949957930593,
"avgForwardReturns": {
"1": 0.00023244028762073074,
"5": 0.00019903570488734348,
"10": -0.001344182682330551
},
"shadowMaxDrawdown": -0.1461667512938989,
"shadowTotalReturn": -0.014325304782765946,
"avgForwardReturn1D": 0.00023244028762073074,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 79,
"5": 78,
"10": 78
},
"baselineAvgForwardReturns": {
"1": 0.0011387920098830807,
"5": 0.00564030294860692,
"10": 0.01178085217090021
}
},
{
"topN": 3,
"ticker": "TT",
"hitRates": {
"1": 0.49473684210526314,
"5": 0.6105263157894737,
"10": 0.6382978723404256
},
"hitRate1D": 0.49473684210526314,
"comboQuality": 0.20912082471664845,
"eligibleDays": 297,
"fitnessScore": 0.05734873710521618,
"lookbackDays": 63,
"returnLift1D": -0.0006051026705575993,
"hitRateLift1D": -0.008687815428983447,
"activationRate": 0.31986531986531985,
"activationCount": 95,
"baselineHitRates": {
"1": 0.5034246575342466,
"5": 0.5381944444444444,
"10": 0.48056537102473496
},
"sampleConfidence": 0.9992982456140351,
"shadowSharpeLike": -0.09610355300771702,
"avgForwardReturns": {
"1": -0.00011348549768320139,
"5": 0.004328440260579439,
"10": 0.010088593555114373
},
"shadowMaxDrawdown": -0.12616638230757926,
"shadowTotalReturn": -0.03728811444573432,
"avgForwardReturn1D": -0.00011348549768320139,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 95,
"5": 95,
"10": 94
},
"baselineAvgForwardReturns": {
"1": 0.0004916171728743979,
"5": 0.0026299915955693954,
"10": 0.00532108316704185
}
},
{
"topN": 3,
"ticker": "TT",
"hitRates": {
"1": 0.5,
"5": 0.49514563106796117,
"10": 0.4854368932038835
},
"hitRate1D": 0.5,
"comboQuality": 0.20497304358755425,
"eligibleDays": 339,
"fitnessScore": 0.051790539941784536,
"lookbackDays": 21,
"returnLift1D": -0.0010284644088797634,
"hitRateLift1D": -0.017964071856287456,
"activationRate": 0.30678466076696165,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5179640718562875,
"5": 0.5515151515151515,
"10": 0.5169230769230769
},
"sampleConfidence": 0.9987179487179487,
"shadowSharpeLike": -0.021638811191918732,
"avgForwardReturns": {
"1": 0.00011032760100331743,
"5": -0.0006430359854047723,
"10": -0.0026225561281509138
},
"shadowMaxDrawdown": -0.16634427088611325,
"shadowTotalReturn": -0.029344480109133597,
"avgForwardReturn1D": 0.00011032760100331743,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 104,
"5": 103,
"10": 103
},
"baselineAvgForwardReturns": {
"1": 0.0011387920098830807,
"5": 0.00564030294860692,
"10": 0.01178085217090021
}
},
{
"topN": 4,
"ticker": "TT",
"hitRates": {
"1": 0.488,
"5": 0.5,
"10": 0.452991452991453
},
"hitRate1D": 0.488,
"comboQuality": 0.19287291748182087,
"eligibleDays": 330,
"fitnessScore": 0.03508108409961222,
"lookbackDays": 30,
"returnLift1D": -0.0012565029814460573,
"hitRateLift1D": -0.03200000000000003,
"activationRate": 0.3787878787878788,
"activationCount": 125,
"baselineHitRates": {
"1": 0.52,
"5": 0.5607476635514018,
"10": 0.5284810126582279
},
"sampleConfidence": 0.9941333333333334,
"shadowSharpeLike": -0.04912028826927089,
"avgForwardReturns": {
"1": -0.000028436117146618757,
"5": 0.001943306088350883,
"10": 0.004344299626306022
},
"shadowMaxDrawdown": -0.22663962881926303,
"shadowTotalReturn": -0.03681943076585703,
"avgForwardReturn1D": -0.000028436117146618757,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 125,
"5": 122,
"10": 117
},
"baselineAvgForwardReturns": {
"1": 0.0012280668642994385,
"5": 0.006437482822431026,
"10": 0.013388404680664557
}
},
{
"topN": 3,
"ticker": "TT",
"hitRates": {
"1": 0.514018691588785,
"5": 0.5327102803738317,
"10": 0.5327102803738317
},
"hitRate1D": 0.514018691588785,
"comboQuality": 0.1889710663633495,
"eligibleDays": 315,
"fitnessScore": 0.02952384077542186,
"lookbackDays": 45,
"returnLift1D": -0.0014133319219729265,
"hitRateLift1D": -0.008561953572505332,
"activationRate": 0.3396825396825397,
"activationCount": 107,
"baselineHitRates": {
"1": 0.5225806451612903,
"5": 0.565359477124183,
"10": 0.5116279069767442
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.10234851841426872,
"avgForwardReturns": {
"1": -0.00011175752537605053,
"5": 0.0006904169119906279,
"10": 0.004009766427681323
},
"shadowMaxDrawdown": -0.24467367812272078,
"shadowTotalReturn": -0.04493577486352329,
"avgForwardReturn1D": -0.00011175752537605053,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 107,
"5": 107,
"10": 107
},
"baselineAvgForwardReturns": {
"1": 0.001301574396596876,
"5": 0.006320945001422291,
"10": 0.010944373613250761
}
},
{
"topN": 5,
"ticker": "TT",
"hitRates": {
"1": 0.47101449275362317,
"5": 0.5037037037037037,
"10": 0.46153846153846156
},
"hitRate1D": 0.47101449275362317,
"comboQuality": 0.16194729008259262,
"eligibleDays": 330,
"fitnessScore": -0.011638218862617932,
"lookbackDays": 30,
"returnLift1D": -0.0014027606478890153,
"hitRateLift1D": -0.04898550724637685,
"activationRate": 0.41818181818181815,
"activationCount": 138,
"baselineHitRates": {
"1": 0.52,
"5": 0.5607476635514018,
"10": 0.5284810126582279
},
"sampleConfidence": 0.9946859903381643,
"shadowSharpeLike": -0.14501801477461337,
"avgForwardReturns": {
"1": -0.0001746937835895768,
"5": 0.002150885033918566,
"10": 0.0035707788712530486
},
"shadowMaxDrawdown": -0.24976045930717017,
"shadowTotalReturn": -0.062453042350868904,
"avgForwardReturn1D": -0.0001746937835895768,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 138,
"5": 135,
"10": 130
},
"baselineAvgForwardReturns": {
"1": 0.0012280668642994385,
"5": 0.006437482822431026,
"10": 0.013388404680664557
}
},
{
"topN": 5,
"ticker": "TT",
"hitRates": {
"1": 0.4827586206896552,
"5": 0.5140845070422535,
"10": 0.4927536231884058
},
"hitRate1D": 0.4827586206896552,
"comboQuality": 0.14767100839610298,
"eligibleDays": 339,
"fitnessScore": -0.035656856090161,
"lookbackDays": 21,
"returnLift1D": -0.0015671585442146075,
"hitRateLift1D": -0.03520545116663226,
"activationRate": 0.4277286135693215,
"activationCount": 145,
"baselineHitRates": {
"1": 0.5179640718562875,
"5": 0.5515151515151515,
"10": 0.5169230769230769
},
"sampleConfidence": 0.9954022988505747,
"shadowSharpeLike": -0.2832586276648869,
"avgForwardReturns": {
"1": -0.00042836653433152684,
"5": 0.002986979609929256,
"10": 0.003923326141158214
},
"shadowMaxDrawdown": -0.21918207312056326,
"shadowTotalReturn": -0.10721404106143684,
"avgForwardReturn1D": -0.00042836653433152684,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-03",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 145,
"5": 142,
"10": 138
},
"baselineAvgForwardReturns": {
"1": 0.0011387920098830807,
"5": 0.00564030294860692,
"10": 0.01178085217090021
}
},
{
"topN": 4,
"ticker": "TT",
"hitRates": {
"1": 0.47580645161290325,
"5": 0.5081967213114754,
"10": 0.48739495798319327
},
"hitRate1D": 0.47580645161290325,
"comboQuality": 0.11220228978369458,
"eligibleDays": 339,
"fitnessScore": -0.10505691270507617,
"lookbackDays": 21,
"returnLift1D": -0.0018567133148517504,
"hitRateLift1D": -0.04215762024338421,
"activationRate": 0.36578171091445427,
"activationCount": 124,
"baselineHitRates": {
"1": 0.5179640718562875,
"5": 0.5515151515151515,
"10": 0.5169230769230769
},
"sampleConfidence": 0.996236559139785,
"shadowSharpeLike": -0.40152365916082494,
"avgForwardReturns": {
"1": -0.0007179213049686698,
"5": 0.0019136622997949803,
"10": 0.002964896649501542
},
"shadowMaxDrawdown": -0.20321077047610536,
"shadowTotalReturn": -0.1289230757156984,
"avgForwardReturn1D": -0.0007179213049686698,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-03",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 124,
"5": 122,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.0011387920098830807,
"5": 0.00564030294860692,
"10": 0.01178085217090021
}
},
{
"topN": 3,
"ticker": "TT",
"hitRates": {
"1": 0.49056603773584906,
"5": 0.5471698113207547,
"10": 0.5
},
"hitRate1D": 0.49056603773584906,
"comboQuality": 0.11216592938211911,
"eligibleDays": 352,
"fitnessScore": -0.10513722778504332,
"lookbackDays": 14,
"returnLift1D": -0.001912186734496557,
"hitRateLift1D": -0.026775002726578734,
"activationRate": 0.30113636363636365,
"activationCount": 106,
"baselineHitRates": {
"1": 0.5173410404624278,
"5": 0.5584795321637427,
"10": 0.5118343195266272
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.4438187455890095,
"avgForwardReturns": {
"1": -0.0007574348111987615,
"5": 0.0044163536130492065,
"10": 0.0037763646138785387
},
"shadowMaxDrawdown": -0.1834964521667668,
"shadowTotalReturn": -0.12058950603523555,
"avgForwardReturn1D": -0.0007574348111987615,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-04-10"
],
"horizonObservationCounts": {
"1": 106,
"5": 106,
"10": 106
},
"baselineAvgForwardReturns": {
"1": 0.0011547519232977955,
"5": 0.005989152390505265,
"10": 0.011142095577249758
}
},
{
"topN": 4,
"ticker": "TT",
"hitRates": {
"1": 0.48091603053435117,
"5": 0.5267175572519084,
"10": 0.47692307692307695
},
"hitRate1D": 0.48091603053435117,
"comboQuality": 0.10556532712031967,
"eligibleDays": 352,
"fitnessScore": -0.12010961637053194,
"lookbackDays": 14,
"returnLift1D": -0.00190952132795257,
"hitRateLift1D": -0.036425009928076624,
"activationRate": 0.3721590909090909,
"activationCount": 131,
"baselineHitRates": {
"1": 0.5173410404624278,
"5": 0.5584795321637427,
"10": 0.5118343195266272
},
"sampleConfidence": 0.9994910941475827,
"shadowSharpeLike": -0.45429431991571767,
"avgForwardReturns": {
"1": -0.0007547694046547744,
"5": 0.00437887038881733,
"10": 0.0046359966864867284
},
"shadowMaxDrawdown": -0.22098197539718945,
"shadowTotalReturn": -0.14230970206438265,
"avgForwardReturn1D": -0.0007547694046547744,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 131,
"5": 131,
"10": 130
},
"baselineAvgForwardReturns": {
"1": 0.0011547519232977955,
"5": 0.005989152390505265,
"10": 0.011142095577249758
}
},
{
"topN": 2,
"ticker": "TT",
"hitRates": {
"1": 0.4925373134328358,
"5": 0.4090909090909091,
"10": 0.4393939393939394
},
"hitRate1D": 0.4925373134328358,
"comboQuality": 0.09569650048900813,
"eligibleDays": 330,
"fitnessScore": -0.1441163267299283,
"lookbackDays": 30,
"returnLift1D": -0.0021595533641367397,
"hitRateLift1D": -0.02746268656716422,
"activationRate": 0.20303030303030303,
"activationCount": 67,
"baselineHitRates": {
"1": 0.52,
"5": 0.5607476635514018,
"10": 0.5284810126582279
},
"sampleConfidence": 0.9980099502487563,
"shadowSharpeLike": -0.37670408471117794,
"avgForwardReturns": {
"1": -0.0009314864998373014,
"5": -0.00825122877638616,
"10": -0.012225126760647803
},
"shadowMaxDrawdown": -0.2511528497510561,
"shadowTotalReturn": -0.08422306608335539,
"avgForwardReturn1D": -0.0009314864998373014,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-14",
"2025-04-15",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 67,
"5": 66,
"10": 66
},
"baselineAvgForwardReturns": {
"1": 0.0012280668642994385,
"5": 0.006437482822431026,
"10": 0.013388404680664557
}
},
{
"topN": 3,
"ticker": "TT",
"hitRates": {
"1": 0.46296296296296297,
"5": 0.4380952380952381,
"10": 0.4368932038834951
},
"hitRate1D": 0.46296296296296297,
"comboQuality": 0.07044041255914346,
"eligibleDays": 330,
"fitnessScore": -0.21758762975017865,
"lookbackDays": 30,
"returnLift1D": -0.002424748288583467,
"hitRateLift1D": -0.05703703703703705,
"activationRate": 0.32727272727272727,
"activationCount": 108,
"baselineHitRates": {
"1": 0.52,
"5": 0.5607476635514018,
"10": 0.5284810126582279
},
"sampleConfidence": 0.9950617283950618,
"shadowSharpeLike": -0.6055609405943321,
"avgForwardReturns": {
"1": -0.0011966814242840285,
"5": -0.004014622700411022,
"10": -0.002683163778536772
},
"shadowMaxDrawdown": -0.2745466350176833,
"shadowTotalReturn": -0.15295892326302718,
"avgForwardReturn1D": -0.0011966814242840285,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-23",
"2025-04-28",
"2025-04-30",
"2025-05-01",
"2025-05-02"
],
"horizonObservationCounts": {
"1": 108,
"5": 105,
"10": 103
},
"baselineAvgForwardReturns": {
"1": 0.0012280668642994385,
"5": 0.006437482822431026,
"10": 0.013388404680664557
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 5,
"comboQuality": 0.4974632353959755,
"fitnessScore": 0.34776762799405525,
"lookbackDays": 14,
"returnLift1D": 0.00007297385053556715,
"activationRate": 0.4147727272727273,
"activationCount": 146,
"sampleConfidence": 0.9995433789954339,
"shadowTotalReturn": 0.1321126464723179,
"avgForwardReturn1D": 0.0012277257738333627
},
{
"bestTopN": 2,
"comboQuality": 0.23093154659874615,
"fitnessScore": 0.08532709697032327,
"lookbackDays": 21,
"returnLift1D": -0.00090635172226235,
"activationRate": 0.23303834808259588,
"activationCount": 79,
"sampleConfidence": 0.9983122362869199,
"shadowTotalReturn": -0.014325304782765946,
"avgForwardReturn1D": 0.00023244028762073074
},
{
"bestTopN": 4,
"comboQuality": 0.19287291748182087,
"fitnessScore": 0.03508108409961222,
"lookbackDays": 30,
"returnLift1D": -0.0012565029814460573,
"activationRate": 0.3787878787878788,
"activationCount": 125,
"sampleConfidence": 0.9941333333333334,
"shadowTotalReturn": -0.03681943076585703,
"avgForwardReturn1D": -0.000028436117146618757
},
{
"bestTopN": 2,
"comboQuality": 0.35594669004846385,
"fitnessScore": 0.21953988350510867,
"lookbackDays": 45,
"returnLift1D": 0.0006718503130845822,
"activationRate": 0.19682539682539682,
"activationCount": 62,
"sampleConfidence": 1,
"shadowTotalReturn": 0.10971821785552005,
"avgForwardReturn1D": 0.0019734247096814582
},
{
"bestTopN": 5,
"comboQuality": 0.5021484231207617,
"fitnessScore": 0.35189062398178694,
"lookbackDays": 63,
"returnLift1D": 0.0007441143669452304,
"activationRate": 0.3872053872053872,
"activationCount": 115,
"sampleConfidence": 0.9994202898550726,
"shadowTotalReturn": 0.1192920914370792,
"avgForwardReturn1D": 0.0012357315398196283
}
],
"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": "a84a54895563566ad287ec6c269b6a4bd0bc91448c1cd6e8f9f4c2f0ab15bfd5",
"size": 13,
"members": [
"SMH",
"TT",
"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",
"TT"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "TT",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "TT",
"hitRates": {
"1": 0.5462184873949579,
"5": 0.6470588235294118,
"10": 0.6554621848739496
},
"hitRate1D": 0.5462184873949579,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.732978234160609,
"eligibleDays": 326,
"fitnessScore": 0.5721528830802467,
"lookbackDays": 63,
"returnLift1D": 0.0009789032031869112,
"hitRateLift1D": 0.018611125431767794,
"portfolioSize": 4,
"activationRate": 0.36503067484662577,
"activationCount": 119,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.5590062111801242,
"10": 0.5299684542586751
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0436837390491753,
"avgForwardReturns": {
"1": 0.0023150167542424715,
"5": 0.011326565664960691,
"10": 0.01772609142705424
},
"shadowMaxDrawdown": -0.13404295512366193,
"shadowTotalReturn": 0.2737822725488237,
"avgForwardReturn1D": 0.0023150167542424715,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 119,
"5": 119,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.0013361135510555602,
"5": 0.006730203218846991,
"10": 0.013308257904782244
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.732978234160609,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.19943369864680094,
"bestRawFitnessScore": 0.5721528830802467,
"upperQuartileComboQuality": 0.3178743248871885
},
"algorithmFit": {
"label": "weak",
"score": 0.35348755133439125,
"rawScore": 0.372963985163706,
"confidence": 0.895558635127915,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0.10007204746627443,
"recommendedRegion": {
"lookbackDays": [
63
],
"portfolioSizes": [
4,
5
]
},
"parameterStability": 0.5188759467954855,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "TT",
"hitRates": {
"1": 0.5462184873949579,
"5": 0.6470588235294118,
"10": 0.6554621848739496
},
"hitRate1D": 0.5462184873949579,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.732978234160609,
"eligibleDays": 326,
"fitnessScore": 0.5721528830802467,
"lookbackDays": 63,
"returnLift1D": 0.0009789032031869112,
"hitRateLift1D": 0.018611125431767794,
"portfolioSize": 4,
"activationRate": 0.36503067484662577,
"activationCount": 119,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.5590062111801242,
"10": 0.5299684542586751
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0436837390491753,
"avgForwardReturns": {
"1": 0.0023150167542424715,
"5": 0.011326565664960691,
"10": 0.01772609142705424
},
"shadowMaxDrawdown": -0.13404295512366193,
"shadowTotalReturn": 0.2737822725488237,
"avgForwardReturn1D": 0.0023150167542424715,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 119,
"5": 119,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.0013361135510555602,
"5": 0.006730203218846991,
"10": 0.013308257904782244
}
},
{
"topN": 5,
"ticker": "TT",
"hitRates": {
"1": 0.5462184873949579,
"5": 0.6470588235294118,
"10": 0.6554621848739496
},
"hitRate1D": 0.5462184873949579,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.732978234160609,
"eligibleDays": 326,
"fitnessScore": 0.5721528830802467,
"lookbackDays": 63,
"returnLift1D": 0.0009789032031869112,
"hitRateLift1D": 0.018611125431767794,
"portfolioSize": 5,
"activationRate": 0.36503067484662577,
"activationCount": 119,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.5590062111801242,
"10": 0.5299684542586751
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0436837390491753,
"avgForwardReturns": {
"1": 0.0023150167542424715,
"5": 0.011326565664960691,
"10": 0.01772609142705424
},
"shadowMaxDrawdown": -0.13404295512366193,
"shadowTotalReturn": 0.2737822725488237,
"avgForwardReturn1D": 0.0023150167542424715,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 119,
"5": 119,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.0013361135510555602,
"5": 0.006730203218846991,
"10": 0.013308257904782244
}
},
{
"topN": 3,
"ticker": "TT",
"hitRates": {
"1": 0.5277777777777778,
"5": 0.6481481481481481,
"10": 0.6666666666666666
},
"hitRate1D": 0.5277777777777778,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.479979184911686,
"eligibleDays": 326,
"fitnessScore": 0.3323722576488834,
"lookbackDays": 63,
"returnLift1D": 0.000004601666385585729,
"hitRateLift1D": 0.00017041581458765442,
"portfolioSize": 3,
"activationRate": 0.3312883435582822,
"activationCount": 108,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.5590062111801242,
"10": 0.5299684542586751
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5951543183896836,
"avgForwardReturns": {
"1": 0.001340715217441146,
"5": 0.007426154414551166,
"10": 0.014110121140453858
},
"shadowMaxDrawdown": -0.12569347942577158,
"shadowTotalReturn": 0.12236766483748385,
"avgForwardReturn1D": 0.001340715217441146,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-01",
"2025-05-02",
"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": 108,
"5": 108,
"10": 108
},
"baselineAvgForwardReturns": {
"1": 0.0013361135510555602,
"5": 0.006730203218846991,
"10": 0.013308257904782244
}
},
{
"topN": 2,
"ticker": "TT",
"hitRates": {
"1": 0.5277777777777778,
"5": 0.6805555555555556,
"10": 0.6805555555555556
},
"hitRate1D": 0.5277777777777778,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.47224329927693653,
"eligibleDays": 326,
"fitnessScore": 0.3255489654637586,
"lookbackDays": 63,
"returnLift1D": 0.0008092056098236821,
"hitRateLift1D": 0.00017041581458765442,
"portfolioSize": 2,
"activationRate": 0.22085889570552147,
"activationCount": 72,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.5590062111801242,
"10": 0.5299684542586751
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8843650061497277,
"avgForwardReturns": {
"1": 0.0021453191608792424,
"5": 0.008157316364371659,
"10": 0.014273347145135281
},
"shadowMaxDrawdown": -0.13698960724312148,
"shadowTotalReturn": 0.1472337781137294,
"avgForwardReturn1D": 0.0021453191608792424,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-01",
"2025-05-02",
"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": 72,
"5": 72,
"10": 72
},
"baselineAvgForwardReturns": {
"1": 0.0013361135510555602,
"5": 0.006730203218846991,
"10": 0.013308257904782244
}
},
{
"topN": 2,
"ticker": "TT",
"hitRates": {
"1": 0.4838709677419355,
"5": 0.5483870967741935,
"10": 0.6935483870967742
},
"hitRate1D": 0.4838709677419355,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.32420682022865804,
"eligibleDays": 344,
"fitnessScore": 0.18840880408771993,
"lookbackDays": 45,
"returnLift1D": 0.0007600956432874417,
"hitRateLift1D": -0.04229182295573897,
"portfolioSize": 2,
"activationRate": 0.18023255813953487,
"activationCount": 62,
"baselineHitRates": {
"1": 0.5261627906976745,
"5": 0.55,
"10": 0.5223880597014925
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6569354730796111,
"avgForwardReturns": {
"1": 0.001976506002352845,
"5": 0.007455711062321321,
"10": 0.018781875791771947
},
"shadowMaxDrawdown": -0.14245067518687105,
"shadowTotalReturn": 0.10996771731494714,
"avgForwardReturn1D": 0.001976506002352845,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 62,
"5": 62,
"10": 62
},
"baselineAvgForwardReturns": {
"1": 0.0012164103590654035,
"5": 0.005749206550827421,
"10": 0.011704997997656116
}
},
{
"topN": 2,
"ticker": "TT",
"hitRates": {
"1": 0.5428571428571428,
"5": 0.5428571428571428,
"10": 0.5
},
"hitRate1D": 0.5428571428571428,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.31576349310669866,
"eligibleDays": 375,
"fitnessScore": 0.17987177044538366,
"lookbackDays": 14,
"returnLift1D": 0.00044651474086577537,
"hitRateLift1D": 0.0281904761904761,
"portfolioSize": 2,
"activationRate": 0.18666666666666668,
"activationCount": 70,
"baselineHitRates": {
"1": 0.5146666666666667,
"5": 0.5256064690026954,
"10": 0.5027322404371585
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.29283324417785644,
"avgForwardReturns": {
"1": 0.0011389350191603094,
"5": 0.004453424692566275,
"10": -0.00035343627233985607
},
"shadowMaxDrawdown": -0.13553270252622374,
"shadowTotalReturn": 0.04717522424443721,
"avgForwardReturn1D": 0.0011389350191603094,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"2025-03-18",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-04-21",
"2025-04-24",
"2025-05-01",
"2025-05-02",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 70,
"5": 70,
"10": 70
},
"baselineAvgForwardReturns": {
"1": 0.000692420278294534,
"5": 0.0038638521327957445,
"10": 0.008880132126648883
}
},
{
"topN": 4,
"ticker": "TT",
"hitRates": {
"1": 0.5074626865671642,
"5": 0.5074626865671642,
"10": 0.5373134328358209
},
"hitRate1D": 0.5074626865671642,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.26205388141832237,
"eligibleDays": 344,
"fitnessScore": 0.12222945150052383,
"lookbackDays": 45,
"returnLift1D": -0.0009117467218208717,
"hitRateLift1D": -0.018700104130510264,
"portfolioSize": 4,
"activationRate": 0.38953488372093026,
"activationCount": 134,
"baselineHitRates": {
"1": 0.5261627906976745,
"5": 0.55,
"10": 0.5223880597014925
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.10110416827387647,
"avgForwardReturns": {
"1": 0.0003046636372445318,
"5": -0.00041046122065578513,
"10": 0.004002345975980204
},
"shadowMaxDrawdown": -0.22467820980024,
"shadowTotalReturn": 0.0009762507097221818,
"avgForwardReturn1D": 0.0003046636372445318,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0012164103590654035,
"5": 0.005749206550827421,
"10": 0.011704997997656116
}
},
{
"topN": 5,
"ticker": "TT",
"hitRates": {
"1": 0.5074626865671642,
"5": 0.5074626865671642,
"10": 0.5373134328358209
},
"hitRate1D": 0.5074626865671642,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.26205388141832237,
"eligibleDays": 344,
"fitnessScore": 0.12222945150052383,
"lookbackDays": 45,
"returnLift1D": -0.0009117467218208717,
"hitRateLift1D": -0.018700104130510264,
"portfolioSize": 5,
"activationRate": 0.38953488372093026,
"activationCount": 134,
"baselineHitRates": {
"1": 0.5261627906976745,
"5": 0.55,
"10": 0.5223880597014925
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.10110416827387647,
"avgForwardReturns": {
"1": 0.0003046636372445318,
"5": -0.00041046122065578513,
"10": 0.004002345975980204
},
"shadowMaxDrawdown": -0.22467820980024,
"shadowTotalReturn": 0.0009762507097221818,
"avgForwardReturn1D": 0.0003046636372445318,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0012164103590654035,
"5": 0.005749206550827421,
"10": 0.011704997997656116
}
},
{
"topN": 2,
"ticker": "TT",
"hitRates": {
"1": 0.5316455696202531,
"5": 0.4810126582278481,
"10": 0.5384615384615384
},
"hitRate1D": 0.5316455696202531,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.2250409104760012,
"eligibleDays": 368,
"fitnessScore": 0.0779638333483229,
"lookbackDays": 21,
"returnLift1D": -0.0007354195732512622,
"hitRateLift1D": 0.0126238304898183,
"portfolioSize": 2,
"activationRate": 0.21467391304347827,
"activationCount": 79,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5357142857142857,
"10": 0.5097493036211699
},
"sampleConfidence": 0.99915611814346,
"shadowSharpeLike": 0.026167381725145586,
"avgForwardReturns": {
"1": 0.000244326125948332,
"5": -0.00015897168519642281,
"10": -0.001273097288298423
},
"shadowMaxDrawdown": -0.14697548016324347,
"shadowTotalReturn": -0.013507128033052207,
"avgForwardReturn1D": 0.000244326125948332,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 79,
"5": 79,
"10": 78
},
"baselineAvgForwardReturns": {
"1": 0.0009797456991995942,
"5": 0.004724028645036005,
"10": 0.009774666056457913
}
},
{
"topN": 3,
"ticker": "TT",
"hitRates": {
"1": 0.5098039215686274,
"5": 0.47058823529411764,
"10": 0.48514851485148514
},
"hitRate1D": 0.5098039215686274,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.21884498827266305,
"eligibleDays": 368,
"fitnessScore": 0.07006981197246628,
"lookbackDays": 21,
"returnLift1D": -0.0007757169627215045,
"hitRateLift1D": -0.009217817561807395,
"portfolioSize": 3,
"activationRate": 0.27717391304347827,
"activationCount": 102,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5357142857142857,
"10": 0.5097493036211699
},
"sampleConfidence": 0.9993464052287582,
"shadowSharpeLike": 0.021895505524402458,
"avgForwardReturns": {
"1": 0.00020402873647808973,
"5": -0.0011079313962224818,
"10": -0.0035974539110405187
},
"shadowMaxDrawdown": -0.1585395291917745,
"shadowTotalReturn": -0.018156370138317834,
"avgForwardReturn1D": 0.00020402873647808973,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 102,
"5": 102,
"10": 101
},
"baselineAvgForwardReturns": {
"1": 0.0009797456991995942,
"5": 0.004724028645036005,
"10": 0.009774666056457913
}
},
{
"topN": 4,
"ticker": "TT",
"hitRates": {
"1": 0.5039370078740157,
"5": 0.47619047619047616,
"10": 0.45081967213114754
},
"hitRate1D": 0.5039370078740157,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1800224090209388,
"eligibleDays": 359,
"fitnessScore": 0.01643695169615462,
"lookbackDays": 30,
"returnLift1D": -0.0011704232411923299,
"hitRateLift1D": -0.01695435702849124,
"portfolioSize": 4,
"activationRate": 0.35376044568245124,
"activationCount": 127,
"baselineHitRates": {
"1": 0.520891364902507,
"5": 0.5295774647887324,
"10": 0.5142857142857142
},
"sampleConfidence": 0.9968503937007874,
"shadowSharpeLike": -0.12969845496245766,
"avgForwardReturns": {
"1": -0.00018811199546272362,
"5": 0.0009694582247877649,
"10": 0.0029332787410453745
},
"shadowMaxDrawdown": -0.2258418900624396,
"shadowTotalReturn": -0.05854063943863075,
"avgForwardReturn1D": -0.00018811199546272362,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 127,
"5": 126,
"10": 122
},
"baselineAvgForwardReturns": {
"1": 0.0009823112457296062,
"5": 0.004603707882329456,
"10": 0.010312623766940423
}
},
{
"topN": 5,
"ticker": "TT",
"hitRates": {
"1": 0.5039370078740157,
"5": 0.47619047619047616,
"10": 0.45081967213114754
},
"hitRate1D": 0.5039370078740157,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1800224090209388,
"eligibleDays": 359,
"fitnessScore": 0.01643695169615462,
"lookbackDays": 30,
"returnLift1D": -0.0011704232411923299,
"hitRateLift1D": -0.01695435702849124,
"portfolioSize": 5,
"activationRate": 0.35376044568245124,
"activationCount": 127,
"baselineHitRates": {
"1": 0.520891364902507,
"5": 0.5295774647887324,
"10": 0.5142857142857142
},
"sampleConfidence": 0.9968503937007874,
"shadowSharpeLike": -0.12969845496245766,
"avgForwardReturns": {
"1": -0.00018811199546272362,
"5": 0.0009694582247877649,
"10": 0.0029332787410453745
},
"shadowMaxDrawdown": -0.2258418900624396,
"shadowTotalReturn": -0.05854063943863075,
"avgForwardReturn1D": -0.00018811199546272362,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 127,
"5": 126,
"10": 122
},
"baselineAvgForwardReturns": {
"1": 0.0009823112457296062,
"5": 0.004603707882329456,
"10": 0.010312623766940423
}
},
{
"topN": 3,
"ticker": "TT",
"hitRates": {
"1": 0.5045045045045045,
"5": 0.5045045045045045,
"10": 0.5495495495495496
},
"hitRate1D": 0.5045045045045045,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.17894639964992548,
"eligibleDays": 344,
"fitnessScore": 0.014829543217983993,
"lookbackDays": 45,
"returnLift1D": -0.001272133722047909,
"hitRateLift1D": -0.021658286193170007,
"portfolioSize": 3,
"activationRate": 0.3226744186046512,
"activationCount": 111,
"baselineHitRates": {
"1": 0.5261627906976745,
"5": 0.55,
"10": 0.5223880597014925
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.0775564474561824,
"avgForwardReturns": {
"1": -0.00005572336298250543,
"5": -0.000706087078501701,
"10": 0.0045117598709032035
},
"shadowMaxDrawdown": -0.24469462879077264,
"shadowTotalReturn": -0.040836188723005096,
"avgForwardReturn1D": -0.00005572336298250543,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 111,
"5": 111,
"10": 111
},
"baselineAvgForwardReturns": {
"1": 0.0012164103590654035,
"5": 0.005749206550827421,
"10": 0.011704997997656116
}
},
{
"topN": 4,
"ticker": "TT",
"hitRates": {
"1": 0.49193548387096775,
"5": 0.49193548387096775,
"10": 0.48760330578512395
},
"hitRate1D": 0.49193548387096775,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1220068800798132,
"eligibleDays": 368,
"fitnessScore": -0.08418349046217728,
"lookbackDays": 21,
"returnLift1D": -0.0016339176849379713,
"hitRateLift1D": -0.027086255259467062,
"portfolioSize": 4,
"activationRate": 0.33695652173913043,
"activationCount": 124,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5357142857142857,
"10": 0.5097493036211699
},
"sampleConfidence": 0.9983870967741936,
"shadowSharpeLike": -0.3582239303142427,
"avgForwardReturns": {
"1": -0.0006541719857383771,
"5": 0.0015393241719493076,
"10": 0.002643991006101043
},
"shadowMaxDrawdown": -0.19842938618056694,
"shadowTotalReturn": -0.12193307788357566,
"avgForwardReturn1D": -0.0006541719857383771,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-03",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 124,
"5": 124,
"10": 121
},
"baselineAvgForwardReturns": {
"1": 0.0009797456991995942,
"5": 0.004724028645036005,
"10": 0.009774666056457913
}
},
{
"topN": 5,
"ticker": "TT",
"hitRates": {
"1": 0.49193548387096775,
"5": 0.49193548387096775,
"10": 0.48760330578512395
},
"hitRate1D": 0.49193548387096775,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1220068800798132,
"eligibleDays": 368,
"fitnessScore": -0.08418349046217728,
"lookbackDays": 21,
"returnLift1D": -0.0016339176849379713,
"hitRateLift1D": -0.027086255259467062,
"portfolioSize": 5,
"activationRate": 0.33695652173913043,
"activationCount": 124,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5357142857142857,
"10": 0.5097493036211699
},
"sampleConfidence": 0.9983870967741936,
"shadowSharpeLike": -0.3582239303142427,
"avgForwardReturns": {
"1": -0.0006541719857383771,
"5": 0.0015393241719493076,
"10": 0.002643991006101043
},
"shadowMaxDrawdown": -0.19842938618056694,
"shadowTotalReturn": -0.12193307788357566,
"avgForwardReturn1D": -0.0006541719857383771,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-03",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 124,
"5": 124,
"10": 121
},
"baselineAvgForwardReturns": {
"1": 0.0009797456991995942,
"5": 0.004724028645036005,
"10": 0.009774666056457913
}
},
{
"topN": 4,
"ticker": "TT",
"hitRates": {
"1": 0.4962962962962963,
"5": 0.5111111111111111,
"10": 0.4740740740740741
},
"hitRate1D": 0.4962962962962963,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.08194516866986257,
"eligibleDays": 375,
"fitnessScore": -0.1815654892043697,
"lookbackDays": 14,
"returnLift1D": -0.00192944521584399,
"hitRateLift1D": -0.018370370370370426,
"portfolioSize": 4,
"activationRate": 0.36,
"activationCount": 135,
"baselineHitRates": {
"1": 0.5146666666666667,
"5": 0.5256064690026954,
"10": 0.5027322404371585
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6392287872836875,
"avgForwardReturns": {
"1": -0.001237024937549456,
"5": 0.0038015853537150227,
"10": 0.0039716382580765345
},
"shadowMaxDrawdown": -0.2188687117556335,
"shadowTotalReturn": -0.20173719659958567,
"avgForwardReturn1D": -0.001237024937549456,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 135,
"5": 135,
"10": 135
},
"baselineAvgForwardReturns": {
"1": 0.000692420278294534,
"5": 0.0038638521327957445,
"10": 0.008880132126648883
}
},
{
"topN": 5,
"ticker": "TT",
"hitRates": {
"1": 0.4962962962962963,
"5": 0.5111111111111111,
"10": 0.4740740740740741
},
"hitRate1D": 0.4962962962962963,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.08194516866986257,
"eligibleDays": 375,
"fitnessScore": -0.1815654892043697,
"lookbackDays": 14,
"returnLift1D": -0.00192944521584399,
"hitRateLift1D": -0.018370370370370426,
"portfolioSize": 5,
"activationRate": 0.36,
"activationCount": 135,
"baselineHitRates": {
"1": 0.5146666666666667,
"5": 0.5256064690026954,
"10": 0.5027322404371585
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6392287872836875,
"avgForwardReturns": {
"1": -0.001237024937549456,
"5": 0.0038015853537150227,
"10": 0.0039716382580765345
},
"shadowMaxDrawdown": -0.2188687117556335,
"shadowTotalReturn": -0.20173719659958567,
"avgForwardReturn1D": -0.001237024937549456,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 135,
"5": 135,
"10": 135
},
"baselineAvgForwardReturns": {
"1": 0.000692420278294534,
"5": 0.0038638521327957445,
"10": 0.008880132126648883
}
},
{
"topN": 3,
"ticker": "TT",
"hitRates": {
"1": 0.49056603773584906,
"5": 0.5377358490566038,
"10": 0.5094339622641509
},
"hitRate1D": 0.49056603773584906,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.07084423678217025,
"eligibleDays": 375,
"fitnessScore": -0.2162344101667788,
"lookbackDays": 14,
"returnLift1D": -0.002187135086031339,
"hitRateLift1D": -0.024100628930817658,
"portfolioSize": 3,
"activationRate": 0.2826666666666667,
"activationCount": 106,
"baselineHitRates": {
"1": 0.5146666666666667,
"5": 0.5256064690026954,
"10": 0.5027322404371585
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6977637338889049,
"avgForwardReturns": {
"1": -0.0014947148077368048,
"5": 0.0038275322377000435,
"10": 0.003059390760622448
},
"shadowMaxDrawdown": -0.193846163339931,
"shadowTotalReturn": -0.19121255844312368,
"avgForwardReturn1D": -0.0014947148077368048,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 106,
"5": 106,
"10": 106
},
"baselineAvgForwardReturns": {
"1": 0.000692420278294534,
"5": 0.0038638521327957445,
"10": 0.008880132126648883
}
},
{
"topN": 3,
"ticker": "TT",
"hitRates": {
"1": 0.4818181818181818,
"5": 0.41818181818181815,
"10": 0.4339622641509434
},
"hitRate1D": 0.4818181818181818,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.06709487546306458,
"eligibleDays": 359,
"fitnessScore": -0.22908308428403476,
"lookbackDays": 30,
"returnLift1D": -0.0023718432168506214,
"hitRateLift1D": -0.03907318308432517,
"portfolioSize": 3,
"activationRate": 0.3064066852367688,
"activationCount": 110,
"baselineHitRates": {
"1": 0.520891364902507,
"5": 0.5295774647887324,
"10": 0.5142857142857142
},
"sampleConfidence": 0.9975757575757577,
"shadowSharpeLike": -0.6644743858242123,
"avgForwardReturns": {
"1": -0.0013895319711210153,
"5": -0.0035996448469695326,
"10": -0.0023851689620262746
},
"shadowMaxDrawdown": -0.2744918425414248,
"shadowTotalReturn": -0.1733407089242872,
"avgForwardReturn1D": -0.0013895319711210153,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-23",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 110,
"5": 110,
"10": 106
},
"baselineAvgForwardReturns": {
"1": 0.0009823112457296062,
"5": 0.004603707882329456,
"10": 0.010312623766940423
}
},
{
"topN": 2,
"ticker": "TT",
"hitRates": {
"1": 0.4714285714285714,
"5": 0.37142857142857144,
"10": 0.43478260869565216
},
"hitRate1D": 0.4714285714285714,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.0468901720180766,
"eligibleDays": 359,
"fitnessScore": -0.3126228487662041,
"lookbackDays": 30,
"returnLift1D": -0.0031682069529036473,
"hitRateLift1D": -0.04946279347393556,
"portfolioSize": 2,
"activationRate": 0.19498607242339833,
"activationCount": 70,
"baselineHitRates": {
"1": 0.520891364902507,
"5": 0.5295774647887324,
"10": 0.5142857142857142
},
"sampleConfidence": 0.9990476190476191,
"shadowSharpeLike": -0.7746049615433739,
"avgForwardReturns": {
"1": -0.0021858957071740413,
"5": -0.009485691611257745,
"10": -0.012364804498397625
},
"shadowMaxDrawdown": -0.2681106959509494,
"shadowTotalReturn": -0.16662049022358694,
"avgForwardReturn1D": -0.0021858957071740413,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07"
],
"horizonObservationCounts": {
"1": 70,
"5": 70,
"10": 69
},
"baselineAvgForwardReturns": {
"1": 0.0009823112457296062,
"5": 0.004603707882329456,
"10": 0.010312623766940423
}
}
],
"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": 0.31576349310669866,
"fitnessScore": 0.17987177044538366,
"lookbackDays": 14,
"returnLift1D": 0.00044651474086577537,
"activationRate": 0.18666666666666668,
"activationCount": 70,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.04717522424443721,
"avgForwardReturn1D": 0.0011389350191603094
},
{
"comboQuality": 0.2250409104760012,
"fitnessScore": 0.0779638333483229,
"lookbackDays": 21,
"returnLift1D": -0.0007354195732512622,
"activationRate": 0.21467391304347827,
"activationCount": 79,
"sampleConfidence": 0.99915611814346,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.013507128033052207,
"avgForwardReturn1D": 0.000244326125948332
},
{
"comboQuality": 0.1800224090209388,
"fitnessScore": 0.01643695169615462,
"lookbackDays": 30,
"returnLift1D": -0.0011704232411923299,
"activationRate": 0.35376044568245124,
"activationCount": 127,
"sampleConfidence": 0.9968503937007874,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.05854063943863075,
"avgForwardReturn1D": -0.00018811199546272362
},
{
"comboQuality": 0.32420682022865804,
"fitnessScore": 0.18840880408771993,
"lookbackDays": 45,
"returnLift1D": 0.0007600956432874417,
"activationRate": 0.18023255813953487,
"activationCount": 62,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.10996771731494714,
"avgForwardReturn1D": 0.001976506002352845
},
{
"comboQuality": 0.732978234160609,
"fitnessScore": 0.5721528830802467,
"lookbackDays": 63,
"returnLift1D": 0.0009789032031869112,
"activationRate": 0.36503067484662577,
"activationCount": 119,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.2737822725488237,
"avgForwardReturn1D": 0.0023150167542424715
}
],
"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": "a84a54895563566ad287ec6c269b6a4bd0bc91448c1cd6e8f9f4c2f0ab15bfd5",
"size": 13,
"members": [
"SMH",
"TT",
"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."
}