Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"UBER"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "UBER",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 352,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 14,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.08641070073827381,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08641070073827381,
"bestRawFitnessScore": -0.16881931350427354,
"upperQuartileComboQuality": 0.08641070073827381
},
"algorithmFit": {
"label": "poor",
"score": 0.16189764973029427,
"rawScore": 0.26912856059061907,
"confidence": 0.203125,
"bestProfile": {
"topN": 2,
"lookbackDays": 14
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
14
]
},
"parameterStability": 1,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 352,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 14,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 3,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 352,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 14,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 4,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 352,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 14,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 5,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 352,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 14,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 2,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 339,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 21,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 3,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 339,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 21,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 4,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 339,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 21,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 5,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 339,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 21,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 2,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 330,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 30,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 3,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 330,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 30,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 4,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 330,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 30,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 5,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 330,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 30,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 2,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 315,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 45,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 3,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 315,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 45,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 4,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 315,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 45,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 5,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 315,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 45,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 2,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 297,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 63,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 3,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 297,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 63,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 4,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 297,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 63,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
},
{
"topN": 5,
"ticker": "UBER",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08641070073827381,
"eligibleDays": 297,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 63,
"returnLift1D": 0.001481544967624963,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.1,
"10": 0
},
"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": -0.001481544967624963,
"5": -0.018805460937262375,
"10": -0.03876875745795523
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 2,
"comboQuality": 0.08641070073827381,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 14,
"returnLift1D": 0.001481544967624963,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08641070073827381,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 21,
"returnLift1D": 0.001481544967624963,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08641070073827381,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 30,
"returnLift1D": 0.001481544967624963,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08641070073827381,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 45,
"returnLift1D": 0.001481544967624963,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08641070073827381,
"fitnessScore": -0.16881931350427354,
"lookbackDays": 63,
"returnLift1D": 0.001481544967624963,
"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": "4535cf1bd1cb6d41e141ffa02c6fc15c3db3ec7b20fee3c2b56705e7cfa9ea3b",
"size": 13,
"members": [
"SMH",
"UBER",
"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",
"UBER"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "UBER",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "UBER",
"hitRates": {
"1": 0.45714285714285713,
"5": 0.6428571428571429,
"10": 0.6285714285714286
},
"hitRate1D": 0.45714285714285713,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.17269737262965343,
"eligibleDays": 326,
"fitnessScore": 0.005341446093238868,
"lookbackDays": 63,
"returnLift1D": 0.00020579245026180107,
"hitRateLift1D": -0.03365468886941281,
"portfolioSize": 2,
"activationRate": 0.2147239263803681,
"activationCount": 70,
"baselineHitRates": {
"1": 0.49079754601226994,
"5": 0.5124223602484472,
"10": 0.48264984227129337
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.10865937311247001,
"avgForwardReturns": {
"1": 0.00041777099152950914,
"5": 0.017334911780605974,
"10": 0.033244271036911334
},
"shadowMaxDrawdown": -0.15683383113283755,
"shadowTotalReturn": 0.005592216789240156,
"avgForwardReturn1D": 0.00041777099152950914,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 70,
"5": 70,
"10": 70
},
"baselineAvgForwardReturns": {
"1": 0.00021197854126770807,
"5": 0.001762753580183015,
"10": 0.002746529721602706
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.17269737262965343,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.0474314021532811,
"bestRawFitnessScore": 0.005341446093238868,
"upperQuartileComboQuality": 0.08601681376773523
},
"algorithmFit": {
"label": "poor",
"score": 0.17771222336090534,
"rawScore": 0.18759982880669807,
"confidence": 0.894588331890421,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 2
},
"profileBreadth": 0,
"recommendedRegion": {
"lookbackDays": [
63
],
"portfolioSizes": [
2
]
},
"parameterStability": 0.606092293045019,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "UBER",
"hitRates": {
"1": 0.45714285714285713,
"5": 0.6428571428571429,
"10": 0.6285714285714286
},
"hitRate1D": 0.45714285714285713,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.17269737262965343,
"eligibleDays": 326,
"fitnessScore": 0.005341446093238868,
"lookbackDays": 63,
"returnLift1D": 0.00020579245026180107,
"hitRateLift1D": -0.03365468886941281,
"portfolioSize": 2,
"activationRate": 0.2147239263803681,
"activationCount": 70,
"baselineHitRates": {
"1": 0.49079754601226994,
"5": 0.5124223602484472,
"10": 0.48264984227129337
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.10865937311247001,
"avgForwardReturns": {
"1": 0.00041777099152950914,
"5": 0.017334911780605974,
"10": 0.033244271036911334
},
"shadowMaxDrawdown": -0.15683383113283755,
"shadowTotalReturn": 0.005592216789240156,
"avgForwardReturn1D": 0.00041777099152950914,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 70,
"5": 70,
"10": 70
},
"baselineAvgForwardReturns": {
"1": 0.00021197854126770807,
"5": 0.001762753580183015,
"10": 0.002746529721602706
}
},
{
"topN": 2,
"ticker": "UBER",
"hitRates": {
"1": 0.4927536231884058,
"5": 0.4927536231884058,
"10": 0.463768115942029
},
"hitRate1D": 0.4927536231884058,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.17211926318255752,
"eligibleDays": 359,
"fitnessScore": 0.00445007457045149,
"lookbackDays": 30,
"returnLift1D": 0.00035736325150226907,
"hitRateLift1D": -0.0030681038310927944,
"portfolioSize": 2,
"activationRate": 0.19220055710306408,
"activationCount": 69,
"baselineHitRates": {
"1": 0.4958217270194986,
"5": 0.5014084507042254,
"10": 0.4657142857142857
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.00913459289216294,
"avgForwardReturns": {
"1": 0.00021686627733323441,
"5": -0.00004982350475020255,
"10": 0.003592116973974773
},
"shadowMaxDrawdown": -0.1841269976978489,
"shadowTotalReturn": -0.014031333197095153,
"avgForwardReturn1D": 0.00021686627733323441,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 69,
"5": 69,
"10": 69
},
"baselineAvgForwardReturns": {
"1": -0.00014049697416903468,
"5": -0.0007243870261054451,
"10": -0.00036800922340360413
}
},
{
"topN": 2,
"ticker": "UBER",
"hitRates": {
"1": 0.515625,
"5": 0.515625,
"10": 0.46875
},
"hitRate1D": 0.515625,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.15539662787151534,
"eligibleDays": 344,
"fitnessScore": -0.02243500734810458,
"lookbackDays": 45,
"returnLift1D": -0.000445598090244136,
"hitRateLift1D": 0.01853197674418605,
"portfolioSize": 2,
"activationRate": 0.18604651162790697,
"activationCount": 64,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.5117647058823529,
"10": 0.48656716417910445
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.14905641309579,
"avgForwardReturns": {
"1": -0.000360452576484413,
"5": -0.0006231736133545419,
"10": 0.001478693669943687
},
"shadowMaxDrawdown": -0.1764588495248849,
"shadowTotalReturn": -0.04991519782196696,
"avgForwardReturn1D": -0.000360452576484413,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 64,
"5": 64,
"10": 64
},
"baselineAvgForwardReturns": {
"1": 0.00008514551375972305,
"5": 0.000979247516473018,
"10": 0.0017759449550768674
}
},
{
"topN": 3,
"ticker": "UBER",
"hitRates": {
"1": 0.45454545454545453,
"5": 0.5909090909090909,
"10": 0.5795454545454546
},
"hitRate1D": 0.45454545454545453,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.10956525369978548,
"eligibleDays": 326,
"fitnessScore": -0.11094169582669383,
"lookbackDays": 63,
"returnLift1D": -0.0005725733791988322,
"hitRateLift1D": -0.036252091466815406,
"portfolioSize": 3,
"activationRate": 0.26993865030674846,
"activationCount": 88,
"baselineHitRates": {
"1": 0.49079754601226994,
"5": 0.5124223602484472,
"10": 0.48264984227129337
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.17096971731685823,
"avgForwardReturns": {
"1": -0.00036059483793112417,
"5": 0.014085860951268663,
"10": 0.02798688147525489
},
"shadowMaxDrawdown": -0.2501711616022294,
"shadowTotalReturn": -0.06458863803024462,
"avgForwardReturn1D": -0.00036059483793112417,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 88,
"5": 88,
"10": 88
},
"baselineAvgForwardReturns": {
"1": 0.00021197854126770807,
"5": 0.001762753580183015,
"10": 0.002746529721602706
}
},
{
"topN": 3,
"ticker": "UBER",
"hitRates": {
"1": 0.49,
"5": 0.48,
"10": 0.46938775510204084
},
"hitRate1D": 0.49,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.10643771463195445,
"eligibleDays": 359,
"fitnessScore": -0.11808433466597783,
"lookbackDays": 30,
"returnLift1D": -0.0006500705778844415,
"hitRateLift1D": -0.005821727019498624,
"portfolioSize": 3,
"activationRate": 0.2785515320334262,
"activationCount": 100,
"baselineHitRates": {
"1": 0.4958217270194986,
"5": 0.5014084507042254,
"10": 0.4657142857142857
},
"sampleConfidence": 0.9986666666666667,
"shadowSharpeLike": -0.36906714962989323,
"avgForwardReturns": {
"1": -0.0007905675520534761,
"5": -0.0014909702422312222,
"10": 0.004064318161355803
},
"shadowMaxDrawdown": -0.25048221759891987,
"shadowTotalReturn": -0.10758408303911693,
"avgForwardReturn1D": -0.0007905675520534761,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 100,
"5": 100,
"10": 98
},
"baselineAvgForwardReturns": {
"1": -0.00014049697416903468,
"5": -0.0007243870261054451,
"10": -0.00036800922340360413
}
},
{
"topN": 3,
"ticker": "UBER",
"hitRates": {
"1": 0.4732142857142857,
"5": 0.48214285714285715,
"10": 0.38181818181818183
},
"hitRate1D": 0.4732142857142857,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.07920984681299549,
"eligibleDays": 375,
"fitnessScore": -0.18968893969158498,
"lookbackDays": 14,
"returnLift1D": -0.0010858255889586782,
"hitRateLift1D": -0.0281190476190476,
"portfolioSize": 3,
"activationRate": 0.2986666666666667,
"activationCount": 112,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.5094339622641509,
"10": 0.4781420765027322
},
"sampleConfidence": 0.9988095238095238,
"shadowSharpeLike": -0.35756608329062,
"avgForwardReturns": {
"1": -0.0007868197691212946,
"5": -0.00027102281257560077,
"10": -0.002772047380451805
},
"shadowMaxDrawdown": -0.3019957524184512,
"shadowTotalReturn": -0.14050158062596485,
"avgForwardReturn1D": -0.0007868197691212946,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-02-05",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 112,
"5": 112,
"10": 110
},
"baselineAvgForwardReturns": {
"1": 0.00029900581983738366,
"5": 0.001727394005502547,
"10": 0.003955977114925465
}
},
{
"topN": 4,
"ticker": "UBER",
"hitRates": {
"1": 0.45,
"5": 0.54,
"10": 0.53
},
"hitRate1D": 0.45,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.07501247976051913,
"eligibleDays": 326,
"fitnessScore": -0.20266766484327192,
"lookbackDays": 63,
"returnLift1D": -0.0011544870831128899,
"hitRateLift1D": -0.040797546012269925,
"portfolioSize": 4,
"activationRate": 0.3067484662576687,
"activationCount": 100,
"baselineHitRates": {
"1": 0.49079754601226994,
"5": 0.5124223602484472,
"10": 0.48264984227129337
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.41388158789282314,
"avgForwardReturns": {
"1": -0.0009425085418451818,
"5": 0.009672788473665763,
"10": 0.022175877804970153
},
"shadowMaxDrawdown": -0.29727660157607516,
"shadowTotalReturn": -0.1233526672402615,
"avgForwardReturn1D": -0.0009425085418451818,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 100,
"5": 100,
"10": 100
},
"baselineAvgForwardReturns": {
"1": 0.00021197854126770807,
"5": 0.001762753580183015,
"10": 0.002746529721602706
}
},
{
"topN": 5,
"ticker": "UBER",
"hitRates": {
"1": 0.45,
"5": 0.54,
"10": 0.53
},
"hitRate1D": 0.45,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.07501247976051913,
"eligibleDays": 326,
"fitnessScore": -0.20266766484327192,
"lookbackDays": 63,
"returnLift1D": -0.0011544870831128899,
"hitRateLift1D": -0.040797546012269925,
"portfolioSize": 5,
"activationRate": 0.3067484662576687,
"activationCount": 100,
"baselineHitRates": {
"1": 0.49079754601226994,
"5": 0.5124223602484472,
"10": 0.48264984227129337
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.41388158789282314,
"avgForwardReturns": {
"1": -0.0009425085418451818,
"5": 0.009672788473665763,
"10": 0.022175877804970153
},
"shadowMaxDrawdown": -0.29727660157607516,
"shadowTotalReturn": -0.1233526672402615,
"avgForwardReturn1D": -0.0009425085418451818,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 100,
"5": 100,
"10": 100
},
"baselineAvgForwardReturns": {
"1": 0.00021197854126770807,
"5": 0.001762753580183015,
"10": 0.002746529721602706
}
},
{
"topN": 2,
"ticker": "UBER",
"hitRates": {
"1": 0.45,
"5": 0.5,
"10": 0.3291139240506329
},
"hitRate1D": 0.45,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.07331429759843504,
"eligibleDays": 375,
"fitnessScore": -0.20810893911975567,
"lookbackDays": 14,
"returnLift1D": -0.001370591039142212,
"hitRateLift1D": -0.051333333333333286,
"portfolioSize": 2,
"activationRate": 0.21333333333333335,
"activationCount": 80,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.5094339622641509,
"10": 0.4781420765027322
},
"sampleConfidence": 0.9991666666666668,
"shadowSharpeLike": -0.4218334621529101,
"avgForwardReturns": {
"1": -0.0010715852193048283,
"5": -0.0015637315533063452,
"10": -0.008776659526714022
},
"shadowMaxDrawdown": -0.1962490517977341,
"shadowTotalReturn": -0.11909102820400197,
"avgForwardReturn1D": -0.0010715852193048283,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21"
],
"horizonObservationCounts": {
"1": 80,
"5": 80,
"10": 79
},
"baselineAvgForwardReturns": {
"1": 0.00029900581983738366,
"5": 0.001727394005502547,
"10": 0.003955977114925465
}
},
{
"topN": 4,
"ticker": "UBER",
"hitRates": {
"1": 0.4728682170542636,
"5": 0.4496124031007752,
"10": 0.36220472440944884
},
"hitRate1D": 0.4728682170542636,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0474314021532811,
"eligibleDays": 375,
"fitnessScore": -0.30997307664408186,
"lookbackDays": 14,
"returnLift1D": -0.0016985628362458092,
"hitRateLift1D": -0.028465116279069724,
"portfolioSize": 4,
"activationRate": 0.344,
"activationCount": 129,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.5094339622641509,
"10": 0.4781420765027322
},
"sampleConfidence": 0.998966408268734,
"shadowSharpeLike": -0.616589224380216,
"avgForwardReturns": {
"1": -0.0013995570164084255,
"5": -0.0020844517417700744,
"10": -0.004895064062023886
},
"shadowMaxDrawdown": -0.3842748629261351,
"shadowTotalReturn": -0.22090710249786805,
"avgForwardReturn1D": -0.0013995570164084255,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-02-04",
"2025-02-05",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14"
],
"horizonObservationCounts": {
"1": 129,
"5": 129,
"10": 127
},
"baselineAvgForwardReturns": {
"1": 0.00029900581983738366,
"5": 0.001727394005502547,
"10": 0.003955977114925465
}
},
{
"topN": 5,
"ticker": "UBER",
"hitRates": {
"1": 0.4728682170542636,
"5": 0.4496124031007752,
"10": 0.36220472440944884
},
"hitRate1D": 0.4728682170542636,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0474314021532811,
"eligibleDays": 375,
"fitnessScore": -0.30997307664408186,
"lookbackDays": 14,
"returnLift1D": -0.0016985628362458092,
"hitRateLift1D": -0.028465116279069724,
"portfolioSize": 5,
"activationRate": 0.344,
"activationCount": 129,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.5094339622641509,
"10": 0.4781420765027322
},
"sampleConfidence": 0.998966408268734,
"shadowSharpeLike": -0.616589224380216,
"avgForwardReturns": {
"1": -0.0013995570164084255,
"5": -0.0020844517417700744,
"10": -0.004895064062023886
},
"shadowMaxDrawdown": -0.3842748629261351,
"shadowTotalReturn": -0.22090710249786805,
"avgForwardReturn1D": -0.0013995570164084255,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-02-04",
"2025-02-05",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14"
],
"horizonObservationCounts": {
"1": 129,
"5": 129,
"10": 127
},
"baselineAvgForwardReturns": {
"1": 0.00029900581983738366,
"5": 0.001727394005502547,
"10": 0.003955977114925465
}
},
{
"topN": 3,
"ticker": "UBER",
"hitRates": {
"1": 0.452991452991453,
"5": 0.46153846153846156,
"10": 0.32456140350877194
},
"hitRate1D": 0.452991452991453,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.04502801461241643,
"eligibleDays": 368,
"fitnessScore": -0.32196737572070167,
"lookbackDays": 21,
"returnLift1D": -0.0020093136108171256,
"hitRateLift1D": -0.04700854700854701,
"portfolioSize": 3,
"activationRate": 0.3179347826086957,
"activationCount": 117,
"baselineHitRates": {
"1": 0.5,
"5": 0.510989010989011,
"10": 0.467966573816156
},
"sampleConfidence": 0.9982905982905983,
"shadowSharpeLike": -0.700201536788695,
"avgForwardReturns": {
"1": -0.0016649148558454602,
"5": -0.0018363698190111582,
"10": -0.0062561167534281
},
"shadowMaxDrawdown": -0.3081698752772045,
"shadowTotalReturn": -0.2148059769458026,
"avgForwardReturn1D": -0.0016649148558454602,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19"
],
"horizonObservationCounts": {
"1": 117,
"5": 117,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.00034439875497166547,
"5": 0.0015238997158278855,
"10": 0.0013333757368127863
}
},
{
"topN": 2,
"ticker": "UBER",
"hitRates": {
"1": 0.4479166666666667,
"5": 0.4375,
"10": 0.3118279569892473
},
"hitRate1D": 0.4479166666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.04049057988690919,
"eligibleDays": 368,
"fitnessScore": -0.34637761192070116,
"lookbackDays": 21,
"returnLift1D": -0.0024854877440044026,
"hitRateLift1D": -0.052083333333333315,
"portfolioSize": 2,
"activationRate": 0.2608695652173913,
"activationCount": 96,
"baselineHitRates": {
"1": 0.5,
"5": 0.510989010989011,
"10": 0.467966573816156
},
"sampleConfidence": 0.9979166666666668,
"shadowSharpeLike": -0.7982610319286597,
"avgForwardReturns": {
"1": -0.002141088989032737,
"5": -0.0061322556335669945,
"10": -0.008731870936685262
},
"shadowMaxDrawdown": -0.23861962290601646,
"shadowTotalReturn": -0.21772540589401224,
"avgForwardReturn1D": -0.002141088989032737,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21"
],
"horizonObservationCounts": {
"1": 96,
"5": 96,
"10": 93
},
"baselineAvgForwardReturns": {
"1": 0.00034439875497166547,
"5": 0.0015238997158278855,
"10": 0.0013333757368127863
}
},
{
"topN": 3,
"ticker": "UBER",
"hitRates": {
"1": 0.4537037037037037,
"5": 0.49074074074074076,
"10": 0.46296296296296297
},
"hitRate1D": 0.4537037037037037,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.03953105438766346,
"eligibleDays": 344,
"fitnessScore": -0.351873722033303,
"lookbackDays": 45,
"returnLift1D": -0.002209474403770871,
"hitRateLift1D": -0.04338931955211023,
"portfolioSize": 3,
"activationRate": 0.313953488372093,
"activationCount": 108,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.5117647058823529,
"10": 0.48656716417910445
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.9146082195546167,
"avgForwardReturns": {
"1": -0.0021243288900111477,
"5": 0.00008579164509099881,
"10": 0.0020306260770023656
},
"shadowMaxDrawdown": -0.2730586985162311,
"shadowTotalReturn": -0.23912503931008577,
"avgForwardReturn1D": -0.0021243288900111477,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 108,
"5": 108,
"10": 108
},
"baselineAvgForwardReturns": {
"1": 0.00008514551375972305,
"5": 0.000979247516473018,
"10": 0.0017759449550768674
}
},
{
"topN": 4,
"ticker": "UBER",
"hitRates": {
"1": 0.4576271186440678,
"5": 0.4406779661016949,
"10": 0.4396551724137931
},
"hitRate1D": 0.4576271186440678,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.03889461055725134,
"eligibleDays": 359,
"fitnessScore": -0.35559024237924397,
"lookbackDays": 30,
"returnLift1D": -0.0017440097224006763,
"hitRateLift1D": -0.038194608375430816,
"portfolioSize": 4,
"activationRate": 0.3286908077994429,
"activationCount": 118,
"baselineHitRates": {
"1": 0.4958217270194986,
"5": 0.5014084507042254,
"10": 0.4657142857142857
},
"sampleConfidence": 0.9988700564971752,
"shadowSharpeLike": -0.913300974257494,
"avgForwardReturns": {
"1": -0.001884506696569711,
"5": -0.005224755431266988,
"10": -0.00015854338033635673
},
"shadowMaxDrawdown": -0.343160358685341,
"shadowTotalReturn": -0.23349724544070827,
"avgForwardReturn1D": -0.001884506696569711,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 118,
"5": 118,
"10": 116
},
"baselineAvgForwardReturns": {
"1": -0.00014049697416903468,
"5": -0.0007243870261054451,
"10": -0.00036800922340360413
}
},
{
"topN": 5,
"ticker": "UBER",
"hitRates": {
"1": 0.4576271186440678,
"5": 0.4406779661016949,
"10": 0.4396551724137931
},
"hitRate1D": 0.4576271186440678,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.03889461055725134,
"eligibleDays": 359,
"fitnessScore": -0.35559024237924397,
"lookbackDays": 30,
"returnLift1D": -0.0017440097224006763,
"hitRateLift1D": -0.038194608375430816,
"portfolioSize": 5,
"activationRate": 0.3286908077994429,
"activationCount": 118,
"baselineHitRates": {
"1": 0.4958217270194986,
"5": 0.5014084507042254,
"10": 0.4657142857142857
},
"sampleConfidence": 0.9988700564971752,
"shadowSharpeLike": -0.913300974257494,
"avgForwardReturns": {
"1": -0.001884506696569711,
"5": -0.005224755431266988,
"10": -0.00015854338033635673
},
"shadowMaxDrawdown": -0.343160358685341,
"shadowTotalReturn": -0.23349724544070827,
"avgForwardReturn1D": -0.001884506696569711,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 118,
"5": 118,
"10": 116
},
"baselineAvgForwardReturns": {
"1": -0.00014049697416903468,
"5": -0.0007243870261054451,
"10": -0.00036800922340360413
}
},
{
"topN": 4,
"ticker": "UBER",
"hitRates": {
"1": 0.45217391304347826,
"5": 0.4956521739130435,
"10": 0.4782608695652174
},
"hitRate1D": 0.45217391304347826,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.03471421111753235,
"eligibleDays": 344,
"fitnessScore": -0.38156051460163215,
"lookbackDays": 45,
"returnLift1D": -0.002332302906559136,
"hitRateLift1D": -0.04491911021233569,
"portfolioSize": 4,
"activationRate": 0.33430232558139533,
"activationCount": 115,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.5117647058823529,
"10": 0.48656716417910445
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.00442998253982,
"avgForwardReturns": {
"1": -0.002247157392799413,
"5": 0.0009429412113891126,
"10": 0.00449577453710191
},
"shadowMaxDrawdown": -0.2936783168304785,
"shadowTotalReturn": -0.2607071825206464,
"avgForwardReturn1D": -0.002247157392799413,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 115,
"5": 115,
"10": 115
},
"baselineAvgForwardReturns": {
"1": 0.00008514551375972305,
"5": 0.000979247516473018,
"10": 0.0017759449550768674
}
},
{
"topN": 5,
"ticker": "UBER",
"hitRates": {
"1": 0.45217391304347826,
"5": 0.4956521739130435,
"10": 0.4782608695652174
},
"hitRate1D": 0.45217391304347826,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.03471421111753235,
"eligibleDays": 344,
"fitnessScore": -0.38156051460163215,
"lookbackDays": 45,
"returnLift1D": -0.002332302906559136,
"hitRateLift1D": -0.04491911021233569,
"portfolioSize": 5,
"activationRate": 0.33430232558139533,
"activationCount": 115,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.5117647058823529,
"10": 0.48656716417910445
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.00442998253982,
"avgForwardReturns": {
"1": -0.002247157392799413,
"5": 0.0009429412113891126,
"10": 0.00449577453710191
},
"shadowMaxDrawdown": -0.2936783168304785,
"shadowTotalReturn": -0.2607071825206464,
"avgForwardReturn1D": -0.002247157392799413,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 115,
"5": 115,
"10": 115
},
"baselineAvgForwardReturns": {
"1": 0.00008514551375972305,
"5": 0.000979247516473018,
"10": 0.0017759449550768674
}
},
{
"topN": 4,
"ticker": "UBER",
"hitRates": {
"1": 0.4393939393939394,
"5": 0.45454545454545453,
"10": 0.32558139534883723
},
"hitRate1D": 0.4393939393939394,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.02872422072498558,
"eligibleDays": 368,
"fitnessScore": -0.4245913448105902,
"lookbackDays": 21,
"returnLift1D": -0.002306934193658769,
"hitRateLift1D": -0.06060606060606061,
"portfolioSize": 4,
"activationRate": 0.358695652173913,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5,
"5": 0.510989010989011,
"10": 0.467966573816156
},
"sampleConfidence": 0.9984848484848485,
"shadowSharpeLike": -0.8546448502286242,
"avgForwardReturns": {
"1": -0.0019625354386871036,
"5": -0.0027916983093789526,
"10": -0.006119235296030434
},
"shadowMaxDrawdown": -0.3920585352831405,
"shadowTotalReturn": -0.26878359799816043,
"avgForwardReturn1D": -0.0019625354386871036,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19"
],
"horizonObservationCounts": {
"1": 132,
"5": 132,
"10": 129
},
"baselineAvgForwardReturns": {
"1": 0.00034439875497166547,
"5": 0.0015238997158278855,
"10": 0.0013333757368127863
}
},
{
"topN": 5,
"ticker": "UBER",
"hitRates": {
"1": 0.4393939393939394,
"5": 0.45454545454545453,
"10": 0.32558139534883723
},
"hitRate1D": 0.4393939393939394,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.02872422072498558,
"eligibleDays": 368,
"fitnessScore": -0.4245913448105902,
"lookbackDays": 21,
"returnLift1D": -0.002306934193658769,
"hitRateLift1D": -0.06060606060606061,
"portfolioSize": 5,
"activationRate": 0.358695652173913,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5,
"5": 0.510989010989011,
"10": 0.467966573816156
},
"sampleConfidence": 0.9984848484848485,
"shadowSharpeLike": -0.8546448502286242,
"avgForwardReturns": {
"1": -0.0019625354386871036,
"5": -0.0027916983093789526,
"10": -0.006119235296030434
},
"shadowMaxDrawdown": -0.3920585352831405,
"shadowTotalReturn": -0.26878359799816043,
"avgForwardReturn1D": -0.0019625354386871036,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19"
],
"horizonObservationCounts": {
"1": 132,
"5": 132,
"10": 129
},
"baselineAvgForwardReturns": {
"1": 0.00034439875497166547,
"5": 0.0015238997158278855,
"10": 0.0013333757368127863
}
}
],
"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": 0.07920984681299549,
"fitnessScore": -0.18968893969158498,
"lookbackDays": 14,
"returnLift1D": -0.0010858255889586782,
"activationRate": 0.2986666666666667,
"activationCount": 112,
"sampleConfidence": 0.9988095238095238,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.14050158062596485,
"avgForwardReturn1D": -0.0007868197691212946
},
{
"comboQuality": 0.04502801461241643,
"fitnessScore": -0.32196737572070167,
"lookbackDays": 21,
"returnLift1D": -0.0020093136108171256,
"activationRate": 0.3179347826086957,
"activationCount": 117,
"sampleConfidence": 0.9982905982905983,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.2148059769458026,
"avgForwardReturn1D": -0.0016649148558454602
},
{
"comboQuality": 0.17211926318255752,
"fitnessScore": 0.00445007457045149,
"lookbackDays": 30,
"returnLift1D": 0.00035736325150226907,
"activationRate": 0.19220055710306408,
"activationCount": 69,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.014031333197095153,
"avgForwardReturn1D": 0.00021686627733323441
},
{
"comboQuality": 0.15539662787151534,
"fitnessScore": -0.02243500734810458,
"lookbackDays": 45,
"returnLift1D": -0.000445598090244136,
"activationRate": 0.18604651162790697,
"activationCount": 64,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.04991519782196696,
"avgForwardReturn1D": -0.000360452576484413
},
{
"comboQuality": 0.17269737262965343,
"fitnessScore": 0.005341446093238868,
"lookbackDays": 63,
"returnLift1D": 0.00020579245026180107,
"activationRate": 0.2147239263803681,
"activationCount": 70,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.005592216789240156,
"avgForwardReturn1D": 0.00041777099152950914
}
],
"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": "4535cf1bd1cb6d41e141ffa02c6fc15c3db3ec7b20fee3c2b56705e7cfa9ea3b",
"size": 13,
"members": [
"SMH",
"UBER",
"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