Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"URI"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "URI",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 3,
"ticker": "URI",
"hitRates": {
"1": 0.5641025641025641,
"5": 0.5445026178010471,
"10": 0.6182795698924731
},
"hitRate1D": 0.5641025641025641,
"comboQuality": 0.9669670242227396,
"eligibleDays": 315,
"fitnessScore": 1.0928647743544821,
"lookbackDays": 45,
"returnLift1D": 0.00021480252333756864,
"hitRateLift1D": 0.018070818070818118,
"activationRate": 0.6190476190476191,
"activationCount": 195,
"baselineHitRates": {
"1": 0.546031746031746,
"5": 0.5498392282958199,
"10": 0.5980392156862745
},
"sampleConfidence": 0.9955555555555556,
"shadowSharpeLike": 1.5470211210779268,
"avgForwardReturns": {
"1": 0.0027329507426054724,
"5": 0.00824018211679844,
"10": 0.01949978560713114
},
"shadowMaxDrawdown": -0.1781515696863284,
"shadowTotalReturn": 0.6184565014815151,
"avgForwardReturn1D": 0.0027329507426054724,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 195,
"5": 191,
"10": 186
},
"baselineAvgForwardReturns": {
"1": 0.0025181482192679037,
"5": 0.010650366367684409,
"10": 0.020611304724776524
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9669670242227396,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.7146079467053575,
"bestRawFitnessScore": 1.0928647743544821,
"upperQuartileComboQuality": 0.8998114295437211
},
"algorithmFit": {
"label": "good",
"score": 0.7465865021417962,
"rawScore": 0.7729177708122696,
"confidence": 0.9318652781322351,
"bestProfile": {
"topN": 3,
"lookbackDays": 45
},
"profileBreadth": 0.5496671481108135,
"recommendedRegion": {
"topNs": [
3,
4,
5
],
"lookbackDays": [
14,
30,
45,
63
]
},
"parameterStability": 0.5853834055539267,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "URI",
"hitRates": {
"1": 0.5641025641025641,
"5": 0.5445026178010471,
"10": 0.6182795698924731
},
"hitRate1D": 0.5641025641025641,
"comboQuality": 0.9669670242227396,
"eligibleDays": 315,
"fitnessScore": 1.0928647743544821,
"lookbackDays": 45,
"returnLift1D": 0.00021480252333756864,
"hitRateLift1D": 0.018070818070818118,
"activationRate": 0.6190476190476191,
"activationCount": 195,
"baselineHitRates": {
"1": 0.546031746031746,
"5": 0.5498392282958199,
"10": 0.5980392156862745
},
"sampleConfidence": 0.9955555555555556,
"shadowSharpeLike": 1.5470211210779268,
"avgForwardReturns": {
"1": 0.0027329507426054724,
"5": 0.00824018211679844,
"10": 0.01949978560713114
},
"shadowMaxDrawdown": -0.1781515696863284,
"shadowTotalReturn": 0.6184565014815151,
"avgForwardReturn1D": 0.0027329507426054724,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 195,
"5": 191,
"10": 186
},
"baselineAvgForwardReturns": {
"1": 0.0025181482192679037,
"5": 0.010650366367684409,
"10": 0.020611304724776524
}
},
{
"topN": 4,
"ticker": "URI",
"hitRates": {
"1": 0.5680473372781065,
"5": 0.5696969696969697,
"10": 0.6625
},
"hitRate1D": 0.5680473372781065,
"comboQuality": 0.9368200035973084,
"eligibleDays": 297,
"fitnessScore": 0.943230753881298,
"lookbackDays": 63,
"returnLift1D": 0.0007571183249643087,
"hitRateLift1D": 0.032693801924571164,
"activationRate": 0.569023569023569,
"activationCount": 169,
"baselineHitRates": {
"1": 0.5353535353535354,
"5": 0.5358361774744027,
"10": 0.5798611111111112
},
"sampleConfidence": 0.9948717948717949,
"shadowSharpeLike": 1.4059141717545793,
"avgForwardReturns": {
"1": 0.0026008013806924995,
"5": 0.011462575066098593,
"10": 0.022550061796548077
},
"shadowMaxDrawdown": -0.14255173689269407,
"shadowTotalReturn": 0.48557845829504487,
"avgForwardReturn1D": 0.0026008013806924995,
"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": 169,
"5": 165,
"10": 160
},
"baselineAvgForwardReturns": {
"1": 0.0018436830557281908,
"5": 0.008640972149080117,
"10": 0.017347648863318337
}
},
{
"topN": 5,
"ticker": "URI",
"hitRates": {
"1": 0.553763440860215,
"5": 0.5459459459459459,
"10": 0.5706521739130435
},
"hitRate1D": 0.553763440860215,
"comboQuality": 0.9183981114051721,
"eligibleDays": 352,
"fitnessScore": 0.8825712838423316,
"lookbackDays": 14,
"returnLift1D": 0.0005921114642560791,
"hitRateLift1D": 0.009603896700670855,
"activationRate": 0.5284090909090909,
"activationCount": 186,
"baselineHitRates": {
"1": 0.5441595441595442,
"5": 0.5446685878962536,
"10": 0.5918367346938775
},
"sampleConfidence": 0.9989247311827958,
"shadowSharpeLike": 1.0459732548397487,
"avgForwardReturns": {
"1": 0.002655077510963376,
"5": 0.008761597350404297,
"10": 0.015312871430130808
},
"shadowMaxDrawdown": -0.17500698559832595,
"shadowTotalReturn": 0.4948580514060097,
"avgForwardReturn1D": 0.002655077510963376,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 186,
"5": 185,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.0020629660467072967,
"5": 0.00921898568764655,
"10": 0.017053674586648873
}
},
{
"topN": 5,
"ticker": "URI",
"hitRates": {
"1": 0.5581395348837209,
"5": 0.5654761904761905,
"10": 0.6503067484662577
},
"hitRate1D": 0.5581395348837209,
"comboQuality": 0.9109315080411151,
"eligibleDays": 297,
"fitnessScore": 0.8615136542623586,
"lookbackDays": 63,
"returnLift1D": 0.0005040736824072165,
"hitRateLift1D": 0.022785999530185563,
"activationRate": 0.5791245791245792,
"activationCount": 172,
"baselineHitRates": {
"1": 0.5353535353535354,
"5": 0.5358361774744027,
"10": 0.5798611111111112
},
"sampleConfidence": 0.9949612403100776,
"shadowSharpeLike": 1.2894845072840606,
"avgForwardReturns": {
"1": 0.0023477567381354073,
"5": 0.01111726663206177,
"10": 0.021781071521259493
},
"shadowMaxDrawdown": -0.16541943525309788,
"shadowTotalReturn": 0.4345439623272409,
"avgForwardReturn1D": 0.0023477567381354073,
"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": 172,
"5": 168,
"10": 163
},
"baselineAvgForwardReturns": {
"1": 0.0018436830557281908,
"5": 0.008640972149080117,
"10": 0.017347648863318337
}
},
{
"topN": 4,
"ticker": "URI",
"hitRates": {
"1": 0.5652173913043478,
"5": 0.5300546448087432,
"10": 0.6277777777777778
},
"hitRate1D": 0.5652173913043478,
"comboQuality": 0.9100696268238374,
"eligibleDays": 330,
"fitnessScore": 0.8591867814066096,
"lookbackDays": 30,
"returnLift1D": 0.00017947902754281804,
"hitRateLift1D": 0.01976284584980237,
"activationRate": 0.5575757575757576,
"activationCount": 184,
"baselineHitRates": {
"1": 0.5454545454545454,
"5": 0.5460122699386503,
"10": 0.6074766355140186
},
"sampleConfidence": 0.9981884057971016,
"shadowSharpeLike": 1.248315222958992,
"avgForwardReturns": {
"1": 0.002364341770717238,
"5": 0.00863296647727549,
"10": 0.02158795565412673
},
"shadowMaxDrawdown": -0.23201009997892863,
"shadowTotalReturn": 0.46225231006344125,
"avgForwardReturn1D": 0.002364341770717238,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07"
],
"horizonObservationCounts": {
"1": 184,
"5": 183,
"10": 180
},
"baselineAvgForwardReturns": {
"1": 0.00218486274317442,
"5": 0.010357063001125363,
"10": 0.021617039275422335
}
},
{
"topN": 3,
"ticker": "URI",
"hitRates": {
"1": 0.56875,
"5": 0.5576923076923077,
"10": 0.6622516556291391
},
"hitRate1D": 0.56875,
"comboQuality": 0.896392030450349,
"eligibleDays": 297,
"fitnessScore": 0.8247079916145515,
"lookbackDays": 63,
"returnLift1D": 0.0005563308456859924,
"hitRateLift1D": 0.03339646464646462,
"activationRate": 0.5387205387205387,
"activationCount": 160,
"baselineHitRates": {
"1": 0.5353535353535354,
"5": 0.5358361774744027,
"10": 0.5798611111111112
},
"sampleConfidence": 0.9945833333333334,
"shadowSharpeLike": 1.2410141412897409,
"avgForwardReturns": {
"1": 0.002400013901414183,
"5": 0.010566583648094648,
"10": 0.020021280060294366
},
"shadowMaxDrawdown": -0.1580290538696233,
"shadowTotalReturn": 0.40448480868965464,
"avgForwardReturn1D": 0.002400013901414183,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-06-03"
],
"horizonObservationCounts": {
"1": 160,
"5": 156,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.0018436830557281908,
"5": 0.008640972149080117,
"10": 0.017347648863318337
}
},
{
"topN": 4,
"ticker": "URI",
"hitRates": {
"1": 0.5583756345177665,
"5": 0.5440414507772021,
"10": 0.6170212765957447
},
"hitRate1D": 0.5583756345177665,
"comboQuality": 0.8752212425359788,
"eligibleDays": 315,
"fitnessScore": 0.7785455843217693,
"lookbackDays": 45,
"returnLift1D": -0.0004968796191662478,
"hitRateLift1D": 0.012343888486020527,
"activationRate": 0.6253968253968254,
"activationCount": 197,
"baselineHitRates": {
"1": 0.546031746031746,
"5": 0.5498392282958199,
"10": 0.5980392156862745
},
"sampleConfidence": 0.995600676818951,
"shadowSharpeLike": 1.0576853966576978,
"avgForwardReturns": {
"1": 0.002021268600101656,
"5": 0.008021567143583973,
"10": 0.019147910628929107
},
"shadowMaxDrawdown": -0.2847206653373583,
"shadowTotalReturn": 0.40145605293826936,
"avgForwardReturn1D": 0.002021268600101656,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 197,
"5": 193,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.0025181482192679037,
"5": 0.010650366367684409,
"10": 0.020611304724776524
}
},
{
"topN": 5,
"ticker": "URI",
"hitRates": {
"1": 0.5572139303482587,
"5": 0.5431472081218274,
"10": 0.609375
},
"hitRate1D": 0.5572139303482587,
"comboQuality": 0.8629113223823685,
"eligibleDays": 315,
"fitnessScore": 0.7547304651347523,
"lookbackDays": 45,
"returnLift1D": -0.0006037540566359986,
"hitRateLift1D": 0.011182184316512744,
"activationRate": 0.638095238095238,
"activationCount": 201,
"baselineHitRates": {
"1": 0.546031746031746,
"5": 0.5498392282958199,
"10": 0.5980392156862745
},
"sampleConfidence": 0.9956882255389718,
"shadowSharpeLike": 1.0215953472858557,
"avgForwardReturns": {
"1": 0.0019143941626319052,
"5": 0.008103431137191747,
"10": 0.017289149645830445
},
"shadowMaxDrawdown": -0.3030846542509559,
"shadowTotalReturn": 0.38478085573177534,
"avgForwardReturn1D": 0.0019143941626319052,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 201,
"5": 197,
"10": 192
},
"baselineAvgForwardReturns": {
"1": 0.0025181482192679037,
"5": 0.010650366367684409,
"10": 0.020611304724776524
}
},
{
"topN": 5,
"ticker": "URI",
"hitRates": {
"1": 0.5572916666666666,
"5": 0.5287958115183246,
"10": 0.6276595744680851
},
"hitRate1D": 0.5572916666666666,
"comboQuality": 0.7490770572021289,
"eligibleDays": 330,
"fitnessScore": 0.5906131127714557,
"lookbackDays": 30,
"returnLift1D": -0.0007231178618794696,
"hitRateLift1D": 0.011837121212121215,
"activationRate": 0.5818181818181818,
"activationCount": 192,
"baselineHitRates": {
"1": 0.5454545454545454,
"5": 0.5460122699386503,
"10": 0.6074766355140186
},
"sampleConfidence": 0.998263888888889,
"shadowSharpeLike": 0.7547618762466728,
"avgForwardReturns": {
"1": 0.0014617448812949505,
"5": 0.008007733889725602,
"10": 0.02066473012705627
},
"shadowMaxDrawdown": -0.2384987069016199,
"shadowTotalReturn": 0.24709389078215405,
"avgForwardReturn1D": 0.0014617448812949505,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-04-21",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 192,
"5": 191,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.00218486274317442,
"5": 0.010357063001125363,
"10": 0.021617039275422335
}
},
{
"topN": 3,
"ticker": "URI",
"hitRates": {
"1": 0.5443786982248521,
"5": 0.5119047619047619,
"10": 0.6181818181818182
},
"hitRate1D": 0.5443786982248521,
"comboQuality": 0.7353056526504267,
"eligibleDays": 330,
"fitnessScore": 0.5747763127813265,
"lookbackDays": 30,
"returnLift1D": -0.00046501315748936857,
"hitRateLift1D": -0.0010758472296933386,
"activationRate": 0.5121212121212121,
"activationCount": 169,
"baselineHitRates": {
"1": 0.5454545454545454,
"5": 0.5460122699386503,
"10": 0.6074766355140186
},
"sampleConfidence": 0.9980276134122289,
"shadowSharpeLike": 0.8563304417605727,
"avgForwardReturns": {
"1": 0.0017198495856850515,
"5": 0.00703114198268697,
"10": 0.020804504387222828
},
"shadowMaxDrawdown": -0.2320100999789283,
"shadowTotalReturn": 0.2717377422619096,
"avgForwardReturn1D": 0.0017198495856850515,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 169,
"5": 168,
"10": 165
},
"baselineAvgForwardReturns": {
"1": 0.00218486274317442,
"5": 0.010357063001125363,
"10": 0.021617039275422335
}
},
{
"topN": 4,
"ticker": "URI",
"hitRates": {
"1": 0.5304878048780488,
"5": 0.5460122699386503,
"10": 0.5705521472392638
},
"hitRate1D": 0.5304878048780488,
"comboQuality": 0.6939102407602884,
"eligibleDays": 352,
"fitnessScore": 0.5300621297802508,
"lookbackDays": 14,
"returnLift1D": -0.00019394339842130942,
"hitRateLift1D": -0.013671739281495343,
"activationRate": 0.4659090909090909,
"activationCount": 164,
"baselineHitRates": {
"1": 0.5441595441595442,
"5": 0.5446685878962536,
"10": 0.5918367346938775
},
"sampleConfidence": 0.9991869918699188,
"shadowSharpeLike": 0.6782743278186151,
"avgForwardReturns": {
"1": 0.0018690226482859873,
"5": 0.010374370470572068,
"10": 0.01308294782109547
},
"shadowMaxDrawdown": -0.1770080089999908,
"shadowTotalReturn": 0.253143896382672,
"avgForwardReturn1D": 0.0018690226482859873,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-02",
"2025-04-03"
],
"horizonObservationCounts": {
"1": 164,
"5": 163,
"10": 163
},
"baselineAvgForwardReturns": {
"1": 0.0020629660467072967,
"5": 0.00921898568764655,
"10": 0.017053674586648873
}
},
{
"topN": 5,
"ticker": "URI",
"hitRates": {
"1": 0.5238095238095238,
"5": 0.526595744680851,
"10": 0.5775401069518716
},
"hitRate1D": 0.5238095238095238,
"comboQuality": 0.6477216307095307,
"eligibleDays": 339,
"fitnessScore": 0.48398865411928194,
"lookbackDays": 21,
"returnLift1D": -0.000770904639849215,
"hitRateLift1D": -0.021913190054782983,
"activationRate": 0.5575221238938053,
"activationCount": 189,
"baselineHitRates": {
"1": 0.5457227138643068,
"5": 0.5432835820895522,
"10": 0.5969696969696969
},
"sampleConfidence": 0.998941798941799,
"shadowSharpeLike": 0.5543552773960707,
"avgForwardReturns": {
"1": 0.00144130855899369,
"5": 0.008786464120752766,
"10": 0.014608002375676207
},
"shadowMaxDrawdown": -0.19992455310138824,
"shadowTotalReturn": 0.19620934520610667,
"avgForwardReturn1D": 0.00144130855899369,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-10",
"2025-04-11"
],
"horizonObservationCounts": {
"1": 189,
"5": 188,
"10": 187
},
"baselineAvgForwardReturns": {
"1": 0.002212213198842905,
"5": 0.009698620470561267,
"10": 0.019175346635191125
}
},
{
"topN": 2,
"ticker": "URI",
"hitRates": {
"1": 0.5488721804511278,
"5": 0.5271317829457365,
"10": 0.6370967741935484
},
"hitRate1D": 0.5488721804511278,
"comboQuality": 0.605200803513526,
"eligibleDays": 297,
"fitnessScore": 0.44398026820174336,
"lookbackDays": 63,
"returnLift1D": -0.00042722315103451303,
"hitRateLift1D": 0.013518645097592485,
"activationRate": 0.4478114478114478,
"activationCount": 133,
"baselineHitRates": {
"1": 0.5353535353535354,
"5": 0.5358361774744027,
"10": 0.5798611111111112
},
"sampleConfidence": 0.993483709273183,
"shadowSharpeLike": 0.6478696945148013,
"avgForwardReturns": {
"1": 0.0014164599046936777,
"5": 0.004433234955396023,
"10": 0.011010558916680865
},
"shadowMaxDrawdown": -0.16376721312115838,
"shadowTotalReturn": 0.1608217132727412,
"avgForwardReturn1D": 0.0014164599046936777,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05"
],
"horizonObservationCounts": {
"1": 133,
"5": 129,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.0018436830557281908,
"5": 0.008640972149080117,
"10": 0.017347648863318337
}
},
{
"topN": 2,
"ticker": "URI",
"hitRates": {
"1": 0.5371900826446281,
"5": 0.5166666666666667,
"10": 0.55
},
"hitRate1D": 0.5371900826446281,
"comboQuality": 0.5694167547410757,
"eligibleDays": 352,
"fitnessScore": 0.41148382365732716,
"lookbackDays": 14,
"returnLift1D": -0.0004190225036078876,
"hitRateLift1D": -0.006969461514916064,
"activationRate": 0.34375,
"activationCount": 121,
"baselineHitRates": {
"1": 0.5441595441595442,
"5": 0.5446685878962536,
"10": 0.5918367346938775
},
"sampleConfidence": 0.9988980716253444,
"shadowSharpeLike": 0.7122107718504307,
"avgForwardReturns": {
"1": 0.0016439435430994091,
"5": 0.00393139754801894,
"10": 0.004784995445695246
},
"shadowMaxDrawdown": -0.10384734884858904,
"shadowTotalReturn": 0.165466049036312,
"avgForwardReturn1D": 0.0016439435430994091,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-28",
"2025-03-31",
"2025-04-02",
"2025-04-25",
"2025-05-01",
"2025-05-02",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 121,
"5": 120,
"10": 120
},
"baselineAvgForwardReturns": {
"1": 0.0020629660467072967,
"5": 0.00921898568764655,
"10": 0.017053674586648873
}
},
{
"topN": 2,
"ticker": "URI",
"hitRates": {
"1": 0.5079365079365079,
"5": 0.496,
"10": 0.5887096774193549
},
"hitRate1D": 0.5079365079365079,
"comboQuality": 0.5473585094481528,
"eligibleDays": 330,
"fitnessScore": 0.39180079144865637,
"lookbackDays": 30,
"returnLift1D": -0.0005493565900888794,
"hitRateLift1D": -0.037518037518037506,
"activationRate": 0.38181818181818183,
"activationCount": 126,
"baselineHitRates": {
"1": 0.5454545454545454,
"5": 0.5460122699386503,
"10": 0.6074766355140186
},
"sampleConfidence": 0.9984126984126984,
"shadowSharpeLike": 0.7341432058173342,
"avgForwardReturns": {
"1": 0.0016355061530855407,
"5": 0.006098595671456742,
"10": 0.015246104065620873
},
"shadowMaxDrawdown": -0.13767207806820025,
"shadowTotalReturn": 0.17969226453077614,
"avgForwardReturn1D": 0.0016355061530855407,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 126,
"5": 125,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.00218486274317442,
"5": 0.010357063001125363,
"10": 0.021617039275422335
}
},
{
"topN": 2,
"ticker": "URI",
"hitRates": {
"1": 0.5116279069767442,
"5": 0.5,
"10": 0.578125
},
"hitRate1D": 0.5116279069767442,
"comboQuality": 0.4346273664249721,
"eligibleDays": 339,
"fitnessScore": 0.2921408784291676,
"lookbackDays": 21,
"returnLift1D": -0.0010780090709471642,
"hitRateLift1D": -0.03409480688756261,
"activationRate": 0.3805309734513274,
"activationCount": 129,
"baselineHitRates": {
"1": 0.5457227138643068,
"5": 0.5432835820895522,
"10": 0.5969696969696969
},
"sampleConfidence": 0.998966408268734,
"shadowSharpeLike": 0.44892070582324567,
"avgForwardReturns": {
"1": 0.0011342041278957409,
"5": 0.0038117408599412303,
"10": 0.012062742530247424
},
"shadowMaxDrawdown": -0.14073163531070976,
"shadowTotalReturn": 0.10464753889039335,
"avgForwardReturn1D": 0.0011342041278957409,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-01",
"2025-04-02",
"2025-04-10",
"2025-05-01",
"2025-05-05",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 129,
"5": 128,
"10": 128
},
"baselineAvgForwardReturns": {
"1": 0.002212213198842905,
"5": 0.009698620470561267,
"10": 0.019175346635191125
}
},
{
"topN": 3,
"ticker": "URI",
"hitRates": {
"1": 0.5298013245033113,
"5": 0.5466666666666666,
"10": 0.5666666666666667
},
"hitRate1D": 0.5298013245033113,
"comboQuality": 0.4320445976541356,
"eligibleDays": 352,
"fitnessScore": 0.28982690230856767,
"lookbackDays": 14,
"returnLift1D": -0.0012059667982491883,
"hitRateLift1D": -0.014358219656232851,
"activationRate": 0.4289772727272727,
"activationCount": 151,
"baselineHitRates": {
"1": 0.5441595441595442,
"5": 0.5446685878962536,
"10": 0.5918367346938775
},
"sampleConfidence": 0.9991169977924945,
"shadowSharpeLike": 0.35639173867726487,
"avgForwardReturns": {
"1": 0.0008569992484581084,
"5": 0.008787084126506176,
"10": 0.011653936494037653
},
"shadowMaxDrawdown": -0.1770080089999908,
"shadowTotalReturn": 0.07713417898112462,
"avgForwardReturn1D": 0.0008569992484581084,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-02",
"2025-04-03"
],
"horizonObservationCounts": {
"1": 151,
"5": 150,
"10": 150
},
"baselineAvgForwardReturns": {
"1": 0.0020629660467072967,
"5": 0.00921898568764655,
"10": 0.017053674586648873
}
},
{
"topN": 4,
"ticker": "URI",
"hitRates": {
"1": 0.514792899408284,
"5": 0.5059523809523809,
"10": 0.5654761904761905
},
"hitRate1D": 0.514792899408284,
"comboQuality": 0.2949443270431801,
"eligibleDays": 339,
"fitnessScore": 0.15827216660721155,
"lookbackDays": 21,
"returnLift1D": -0.0019278085189239577,
"hitRateLift1D": -0.03092981445602283,
"activationRate": 0.49852507374631266,
"activationCount": 169,
"baselineHitRates": {
"1": 0.5457227138643068,
"5": 0.5432835820895522,
"10": 0.5969696969696969
},
"sampleConfidence": 0.9992110453648916,
"shadowSharpeLike": 0.07225522567105512,
"avgForwardReturns": {
"1": 0.00028440467991894735,
"5": 0.006277030563302575,
"10": 0.010917753198806309
},
"shadowMaxDrawdown": -0.21239522935678623,
"shadowTotalReturn": -0.023968909247895853,
"avgForwardReturn1D": 0.00028440467991894735,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-10",
"2025-04-11"
],
"horizonObservationCounts": {
"1": 169,
"5": 168,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.002212213198842905,
"5": 0.009698620470561267,
"10": 0.019175346635191125
}
},
{
"topN": 2,
"ticker": "URI",
"hitRates": {
"1": 0.5354330708661418,
"5": 0.5238095238095238,
"10": 0.628099173553719
},
"hitRate1D": 0.5354330708661418,
"comboQuality": 0.28140310176671557,
"eligibleDays": 315,
"fitnessScore": 0.14374727397492087,
"lookbackDays": 45,
"returnLift1D": -0.0023619444022048514,
"hitRateLift1D": -0.010598675165604199,
"activationRate": 0.4031746031746032,
"activationCount": 127,
"baselineHitRates": {
"1": 0.546031746031746,
"5": 0.5498392282958199,
"10": 0.5980392156862745
},
"sampleConfidence": 0.9963254593175854,
"shadowSharpeLike": 0.02178457843380741,
"avgForwardReturns": {
"1": 0.00015620381706305238,
"5": 0.006168192769351944,
"10": 0.01578246235265168
},
"shadowMaxDrawdown": -0.19025912110936116,
"shadowTotalReturn": -0.018480902694552936,
"avgForwardReturn1D": 0.00015620381706305238,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"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": 127,
"5": 126,
"10": 121
},
"baselineAvgForwardReturns": {
"1": 0.0025181482192679037,
"5": 0.010650366367684409,
"10": 0.020611304724776524
}
},
{
"topN": 3,
"ticker": "URI",
"hitRates": {
"1": 0.5032258064516129,
"5": 0.5,
"10": 0.577922077922078
},
"hitRate1D": 0.5032258064516129,
"comboQuality": 0.20879335562881732,
"eligibleDays": 339,
"fitnessScore": 0.0569128882512796,
"lookbackDays": 21,
"returnLift1D": -0.0022158141697140622,
"hitRateLift1D": -0.04249690741269396,
"activationRate": 0.45722713864306785,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5457227138643068,
"5": 0.5432835820895522,
"10": 0.5969696969696969
},
"sampleConfidence": 0.9991397849462367,
"shadowSharpeLike": -0.05570594357675366,
"avgForwardReturns": {
"1": -0.0000036009708711573226,
"5": 0.0060838145318104775,
"10": 0.012781270130520437
},
"shadowMaxDrawdown": -0.22957067191989156,
"shadowTotalReturn": -0.06653093636008356,
"avgForwardReturn1D": -0.0000036009708711573226,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-10",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 155,
"5": 154,
"10": 154
},
"baselineAvgForwardReturns": {
"1": 0.002212213198842905,
"5": 0.009698620470561267,
"10": 0.019175346635191125
}
}
],
"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": 0.9183981114051721,
"fitnessScore": 0.8825712838423316,
"lookbackDays": 14,
"returnLift1D": 0.0005921114642560791,
"activationRate": 0.5284090909090909,
"activationCount": 186,
"sampleConfidence": 0.9989247311827958,
"shadowTotalReturn": 0.4948580514060097,
"avgForwardReturn1D": 0.002655077510963376
},
{
"bestTopN": 5,
"comboQuality": 0.6477216307095307,
"fitnessScore": 0.48398865411928194,
"lookbackDays": 21,
"returnLift1D": -0.000770904639849215,
"activationRate": 0.5575221238938053,
"activationCount": 189,
"sampleConfidence": 0.998941798941799,
"shadowTotalReturn": 0.19620934520610667,
"avgForwardReturn1D": 0.00144130855899369
},
{
"bestTopN": 4,
"comboQuality": 0.9100696268238374,
"fitnessScore": 0.8591867814066096,
"lookbackDays": 30,
"returnLift1D": 0.00017947902754281804,
"activationRate": 0.5575757575757576,
"activationCount": 184,
"sampleConfidence": 0.9981884057971016,
"shadowTotalReturn": 0.46225231006344125,
"avgForwardReturn1D": 0.002364341770717238
},
{
"bestTopN": 3,
"comboQuality": 0.9669670242227396,
"fitnessScore": 1.0928647743544821,
"lookbackDays": 45,
"returnLift1D": 0.00021480252333756864,
"activationRate": 0.6190476190476191,
"activationCount": 195,
"sampleConfidence": 0.9955555555555556,
"shadowTotalReturn": 0.6184565014815151,
"avgForwardReturn1D": 0.0027329507426054724
},
{
"bestTopN": 4,
"comboQuality": 0.9368200035973084,
"fitnessScore": 0.943230753881298,
"lookbackDays": 63,
"returnLift1D": 0.0007571183249643087,
"activationRate": 0.569023569023569,
"activationCount": 169,
"sampleConfidence": 0.9948717948717949,
"shadowTotalReturn": 0.48557845829504487,
"avgForwardReturn1D": 0.0026008013806924995
}
],
"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": "a672219c316370cead32e3f777e763dd2259b2c994410d05e64d89b291383fa3",
"size": 13,
"members": [
"SMH",
"URI",
"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",
"URI"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "URI",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "URI",
"hitRates": {
"1": 0.5952380952380952,
"5": 0.5670731707317073,
"10": 0.660377358490566
},
"hitRate1D": 0.5952380952380952,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9426452408557418,
"eligibleDays": 326,
"fitnessScore": 0.96587552065914,
"lookbackDays": 63,
"returnLift1D": 0.00027005246651553953,
"hitRateLift1D": 0.04002337131171485,
"portfolioSize": 4,
"activationRate": 0.5153374233128835,
"activationCount": 168,
"baselineHitRates": {
"1": 0.5552147239263804,
"5": 0.5496894409937888,
"10": 0.6151419558359621
},
"sampleConfidence": 0.9948412698412699,
"shadowSharpeLike": 1.405896828262078,
"avgForwardReturns": {
"1": 0.0026676118789976883,
"5": 0.010864639472564986,
"10": 0.022291844934916153
},
"shadowMaxDrawdown": -0.14161091785472568,
"shadowTotalReturn": 0.5013421265320033,
"avgForwardReturn1D": 0.0026676118789976883,
"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": 168,
"5": 164,
"10": 159
},
"baselineAvgForwardReturns": {
"1": 0.0023975594124821488,
"5": 0.01104197937420906,
"10": 0.02231716848303864
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9426452408557418,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.6386414127189113,
"bestRawFitnessScore": 0.96587552065914,
"upperQuartileComboQuality": 0.8920702895023179
},
"algorithmFit": {
"label": "good",
"score": 0.7874839313746849,
"rawScore": 0.8071906663418561,
"confidence": 0.9511720445022461,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0.44937313823697284,
"recommendedRegion": {
"lookbackDays": [
30,
45,
63
],
"portfolioSizes": [
3,
4,
5
]
},
"parameterStability": 0.9365987137517537,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "URI",
"hitRates": {
"1": 0.5952380952380952,
"5": 0.5670731707317073,
"10": 0.660377358490566
},
"hitRate1D": 0.5952380952380952,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9426452408557418,
"eligibleDays": 326,
"fitnessScore": 0.96587552065914,
"lookbackDays": 63,
"returnLift1D": 0.00027005246651553953,
"hitRateLift1D": 0.04002337131171485,
"portfolioSize": 4,
"activationRate": 0.5153374233128835,
"activationCount": 168,
"baselineHitRates": {
"1": 0.5552147239263804,
"5": 0.5496894409937888,
"10": 0.6151419558359621
},
"sampleConfidence": 0.9948412698412699,
"shadowSharpeLike": 1.405896828262078,
"avgForwardReturns": {
"1": 0.0026676118789976883,
"5": 0.010864639472564986,
"10": 0.022291844934916153
},
"shadowMaxDrawdown": -0.14161091785472568,
"shadowTotalReturn": 0.5013421265320033,
"avgForwardReturn1D": 0.0026676118789976883,
"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": 168,
"5": 164,
"10": 159
},
"baselineAvgForwardReturns": {
"1": 0.0023975594124821488,
"5": 0.01104197937420906,
"10": 0.02231716848303864
}
},
{
"topN": 5,
"ticker": "URI",
"hitRates": {
"1": 0.5952380952380952,
"5": 0.5670731707317073,
"10": 0.660377358490566
},
"hitRate1D": 0.5952380952380952,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9426452408557418,
"eligibleDays": 326,
"fitnessScore": 0.96587552065914,
"lookbackDays": 63,
"returnLift1D": 0.00027005246651553953,
"hitRateLift1D": 0.04002337131171485,
"portfolioSize": 5,
"activationRate": 0.5153374233128835,
"activationCount": 168,
"baselineHitRates": {
"1": 0.5552147239263804,
"5": 0.5496894409937888,
"10": 0.6151419558359621
},
"sampleConfidence": 0.9948412698412699,
"shadowSharpeLike": 1.405896828262078,
"avgForwardReturns": {
"1": 0.0026676118789976883,
"5": 0.010864639472564986,
"10": 0.022291844934916153
},
"shadowMaxDrawdown": -0.14161091785472568,
"shadowTotalReturn": 0.5013421265320033,
"avgForwardReturn1D": 0.0026676118789976883,
"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": 168,
"5": 164,
"10": 159
},
"baselineAvgForwardReturns": {
"1": 0.0023975594124821488,
"5": 0.01104197937420906,
"10": 0.02231716848303864
}
},
{
"topN": 4,
"ticker": "URI",
"hitRates": {
"1": 0.5792349726775956,
"5": 0.5300546448087432,
"10": 0.6312849162011173
},
"hitRate1D": 0.5792349726775956,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9062918168873821,
"eligibleDays": 359,
"fitnessScore": 0.8492186824533282,
"lookbackDays": 30,
"returnLift1D": 0.0007643340696506047,
"hitRateLift1D": 0.03327396989208031,
"portfolioSize": 4,
"activationRate": 0.5097493036211699,
"activationCount": 183,
"baselineHitRates": {
"1": 0.5459610027855153,
"5": 0.5295774647887324,
"10": 0.5885714285714285
},
"sampleConfidence": 0.9985428051001822,
"shadowSharpeLike": 1.1859789882749185,
"avgForwardReturns": {
"1": 0.002352834080443759,
"5": 0.008439702971996789,
"10": 0.021386705492325162
},
"shadowMaxDrawdown": -0.22888853700863443,
"shadowTotalReturn": 0.4553923512556999,
"avgForwardReturn1D": 0.002352834080443759,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-04-15",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 183,
"5": 183,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.0015885000107931544,
"5": 0.007365192887096946,
"10": 0.016501484777088876
}
},
{
"topN": 5,
"ticker": "URI",
"hitRates": {
"1": 0.5792349726775956,
"5": 0.5300546448087432,
"10": 0.6312849162011173
},
"hitRate1D": 0.5792349726775956,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9062918168873821,
"eligibleDays": 359,
"fitnessScore": 0.8492186824533282,
"lookbackDays": 30,
"returnLift1D": 0.0007643340696506047,
"hitRateLift1D": 0.03327396989208031,
"portfolioSize": 5,
"activationRate": 0.5097493036211699,
"activationCount": 183,
"baselineHitRates": {
"1": 0.5459610027855153,
"5": 0.5295774647887324,
"10": 0.5885714285714285
},
"sampleConfidence": 0.9985428051001822,
"shadowSharpeLike": 1.1859789882749185,
"avgForwardReturns": {
"1": 0.002352834080443759,
"5": 0.008439702971996789,
"10": 0.021386705492325162
},
"shadowMaxDrawdown": -0.22888853700863443,
"shadowTotalReturn": 0.4553923512556999,
"avgForwardReturn1D": 0.002352834080443759,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-04-15",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 183,
"5": 183,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.0015885000107931544,
"5": 0.007365192887096946,
"10": 0.016501484777088876
}
},
{
"topN": 3,
"ticker": "URI",
"hitRates": {
"1": 0.5974842767295597,
"5": 0.5548387096774193,
"10": 0.66
},
"hitRate1D": 0.5974842767295597,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9058245941678527,
"eligibleDays": 326,
"fitnessScore": 0.8480110563380812,
"lookbackDays": 63,
"returnLift1D": 0.00006616761492370029,
"hitRateLift1D": 0.042269552803179344,
"portfolioSize": 3,
"activationRate": 0.48773006134969327,
"activationCount": 159,
"baselineHitRates": {
"1": 0.5552147239263804,
"5": 0.5496894409937888,
"10": 0.6151419558359621
},
"sampleConfidence": 0.9945492662473795,
"shadowSharpeLike": 1.2420460331074266,
"avgForwardReturns": {
"1": 0.002463727027405849,
"5": 0.00993810285837912,
"10": 0.019735625330178953
},
"shadowMaxDrawdown": -0.1583943643454635,
"shadowTotalReturn": 0.4180389951622663,
"avgForwardReturn1D": 0.002463727027405849,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-06-03"
],
"horizonObservationCounts": {
"1": 159,
"5": 155,
"10": 150
},
"baselineAvgForwardReturns": {
"1": 0.0023975594124821488,
"5": 0.01104197937420906,
"10": 0.02231716848303864
}
},
{
"topN": 4,
"ticker": "URI",
"hitRates": {
"1": 0.576530612244898,
"5": 0.5416666666666666,
"10": 0.6203208556149733
},
"hitRate1D": 0.576530612244898,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.887485521280473,
"eligibleDays": 344,
"fitnessScore": 0.80436826469624,
"lookbackDays": 45,
"returnLift1D": -0.00014863070683031766,
"hitRateLift1D": 0.021298054105363118,
"portfolioSize": 4,
"activationRate": 0.5697674418604651,
"activationCount": 196,
"baselineHitRates": {
"1": 0.5552325581395349,
"5": 0.55,
"10": 0.6059701492537314
},
"sampleConfidence": 0.9955782312925171,
"shadowSharpeLike": 1.072628825985674,
"avgForwardReturns": {
"1": 0.0021030976031270504,
"5": 0.007565017931040922,
"10": 0.019015434059527197
},
"shadowMaxDrawdown": -0.2810146383409253,
"shadowTotalReturn": 0.4244780618987556,
"avgForwardReturn1D": 0.0021030976031270504,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 196,
"5": 192,
"10": 187
},
"baselineAvgForwardReturns": {
"1": 0.002251728309957368,
"5": 0.009813370231241833,
"10": 0.019689946129744642
}
},
{
"topN": 5,
"ticker": "URI",
"hitRates": {
"1": 0.576530612244898,
"5": 0.5416666666666666,
"10": 0.6203208556149733
},
"hitRate1D": 0.576530612244898,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.887485521280473,
"eligibleDays": 344,
"fitnessScore": 0.80436826469624,
"lookbackDays": 45,
"returnLift1D": -0.00014863070683031766,
"hitRateLift1D": 0.021298054105363118,
"portfolioSize": 5,
"activationRate": 0.5697674418604651,
"activationCount": 196,
"baselineHitRates": {
"1": 0.5552325581395349,
"5": 0.55,
"10": 0.6059701492537314
},
"sampleConfidence": 0.9955782312925171,
"shadowSharpeLike": 1.072628825985674,
"avgForwardReturns": {
"1": 0.0021030976031270504,
"5": 0.007565017931040922,
"10": 0.019015434059527197
},
"shadowMaxDrawdown": -0.2810146383409253,
"shadowTotalReturn": 0.4244780618987556,
"avgForwardReturn1D": 0.0021030976031270504,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 196,
"5": 192,
"10": 187
},
"baselineAvgForwardReturns": {
"1": 0.002251728309957368,
"5": 0.009813370231241833,
"10": 0.019689946129744642
}
},
{
"topN": 3,
"ticker": "URI",
"hitRates": {
"1": 0.5773195876288659,
"5": 0.5392670157068062,
"10": 0.6182795698924731
},
"hitRate1D": 0.5773195876288659,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.871975813436144,
"eligibleDays": 344,
"fitnessScore": 0.7720793462687192,
"lookbackDays": 45,
"returnLift1D": -0.00021800316607685673,
"hitRateLift1D": 0.022087029489331056,
"portfolioSize": 3,
"activationRate": 0.563953488372093,
"activationCount": 194,
"baselineHitRates": {
"1": 0.5552325581395349,
"5": 0.55,
"10": 0.6059701492537314
},
"sampleConfidence": 0.9962199312714777,
"shadowSharpeLike": 1.0259525259363707,
"avgForwardReturns": {
"1": 0.0020337251438805114,
"5": 0.007419303591205478,
"10": 0.019102002850084454
},
"shadowMaxDrawdown": -0.28101463834092544,
"shadowTotalReturn": 0.3985211491466911,
"avgForwardReturn1D": 0.0020337251438805114,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 194,
"5": 191,
"10": 186
},
"baselineAvgForwardReturns": {
"1": 0.002251728309957368,
"5": 0.009813370231241833,
"10": 0.019689946129744642
}
},
{
"topN": 3,
"ticker": "URI",
"hitRates": {
"1": 0.5562130177514792,
"5": 0.5088757396449705,
"10": 0.6181818181818182
},
"hitRate1D": 0.5562130177514792,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.715421744171016,
"eligibleDays": 359,
"fitnessScore": 0.5528100669361323,
"lookbackDays": 30,
"returnLift1D": 0.000054437860734761956,
"hitRateLift1D": 0.010252014965963951,
"portfolioSize": 3,
"activationRate": 0.47075208913649025,
"activationCount": 169,
"baselineHitRates": {
"1": 0.5459610027855153,
"5": 0.5295774647887324,
"10": 0.5885714285714285
},
"sampleConfidence": 0.998422090729783,
"shadowSharpeLike": 0.7825999874267672,
"avgForwardReturns": {
"1": 0.0016429378715279164,
"5": 0.006043914280608358,
"10": 0.019520116501482825
},
"shadowMaxDrawdown": -0.22888853700863432,
"shadowTotalReturn": 0.2548366403290181,
"avgForwardReturn1D": 0.0016429378715279164,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-04-15",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 169,
"5": 169,
"10": 165
},
"baselineAvgForwardReturns": {
"1": 0.0015885000107931544,
"5": 0.007365192887096946,
"10": 0.016501484777088876
}
},
{
"topN": 4,
"ticker": "URI",
"hitRates": {
"1": 0.5348837209302325,
"5": 0.5174418604651163,
"10": 0.5465116279069767
},
"hitRate1D": 0.5348837209302325,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6386414127189113,
"eligibleDays": 375,
"fitnessScore": 0.47528391601451214,
"lookbackDays": 14,
"returnLift1D": 0.00023300060444369098,
"hitRateLift1D": -0.006449612403100824,
"portfolioSize": 4,
"activationRate": 0.45866666666666667,
"activationCount": 172,
"baselineHitRates": {
"1": 0.5413333333333333,
"5": 0.5121293800539084,
"10": 0.5628415300546448
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.582801659147495,
"avgForwardReturns": {
"1": 0.0016010655332157865,
"5": 0.008747246230448109,
"10": 0.011590716499586817
},
"shadowMaxDrawdown": -0.2053102653329295,
"shadowTotalReturn": 0.21369449552812636,
"avgForwardReturn1D": 0.0016010655332157865,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-03-17",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 172,
"5": 172,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.0013680649287720955,
"5": 0.005826244770601669,
"10": 0.01247736951147887
}
},
{
"topN": 5,
"ticker": "URI",
"hitRates": {
"1": 0.5348837209302325,
"5": 0.5174418604651163,
"10": 0.5465116279069767
},
"hitRate1D": 0.5348837209302325,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6386414127189113,
"eligibleDays": 375,
"fitnessScore": 0.47528391601451214,
"lookbackDays": 14,
"returnLift1D": 0.00023300060444369098,
"hitRateLift1D": -0.006449612403100824,
"portfolioSize": 5,
"activationRate": 0.45866666666666667,
"activationCount": 172,
"baselineHitRates": {
"1": 0.5413333333333333,
"5": 0.5121293800539084,
"10": 0.5628415300546448
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.582801659147495,
"avgForwardReturns": {
"1": 0.0016010655332157865,
"5": 0.008747246230448109,
"10": 0.011590716499586817
},
"shadowMaxDrawdown": -0.2053102653329295,
"shadowTotalReturn": 0.21369449552812636,
"avgForwardReturn1D": 0.0016010655332157865,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-03-17",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 172,
"5": 172,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.0013680649287720955,
"5": 0.005826244770601669,
"10": 0.01247736951147887
}
},
{
"topN": 2,
"ticker": "URI",
"hitRates": {
"1": 0.5757575757575758,
"5": 0.5234375,
"10": 0.6341463414634146
},
"hitRate1D": 0.5757575757575758,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6385978572151605,
"eligibleDays": 326,
"fitnessScore": 0.47524239586556505,
"lookbackDays": 63,
"returnLift1D": -0.0008667485466356075,
"hitRateLift1D": 0.02054285183119542,
"portfolioSize": 2,
"activationRate": 0.4049079754601227,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5552147239263804,
"5": 0.5496894409937888,
"10": 0.6151419558359621
},
"sampleConfidence": 0.9934343434343434,
"shadowSharpeLike": 0.6871788147093923,
"avgForwardReturns": {
"1": 0.0015308108658465412,
"5": 0.003665277343011201,
"10": 0.010655056120628108
},
"shadowMaxDrawdown": -0.16773903945929858,
"shadowTotalReturn": 0.17905628500103243,
"avgForwardReturn1D": 0.0015308108658465412,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05"
],
"horizonObservationCounts": {
"1": 132,
"5": 128,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.0023975594124821488,
"5": 0.01104197937420906,
"10": 0.02231716848303864
}
},
{
"topN": 2,
"ticker": "URI",
"hitRates": {
"1": 0.536,
"5": 0.488,
"10": 0.5934959349593496
},
"hitRate1D": 0.536,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6038744834846328,
"eligibleDays": 359,
"fitnessScore": 0.4427597540339621,
"lookbackDays": 30,
"returnLift1D": 0.00017982997754638244,
"hitRateLift1D": -0.00996100278551526,
"portfolioSize": 2,
"activationRate": 0.34818941504178275,
"activationCount": 125,
"baselineHitRates": {
"1": 0.5459610027855153,
"5": 0.5295774647887324,
"10": 0.5885714285714285
},
"sampleConfidence": 0.9989333333333335,
"shadowSharpeLike": 0.7703226834321493,
"avgForwardReturns": {
"1": 0.0017683299883395369,
"5": 0.005897454766866729,
"10": 0.015313518465210247
},
"shadowMaxDrawdown": -0.13632412662048599,
"shadowTotalReturn": 0.19881640058021155,
"avgForwardReturn1D": 0.0017683299883395369,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 125,
"5": 125,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.0015885000107931544,
"5": 0.007365192887096946,
"10": 0.016501484777088876
}
},
{
"topN": 2,
"ticker": "URI",
"hitRates": {
"1": 0.5476190476190477,
"5": 0.5241935483870968,
"10": 0.6218487394957983
},
"hitRate1D": 0.5476190476190477,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.5710306952864209,
"eligibleDays": 344,
"fitnessScore": 0.41293267193317496,
"lookbackDays": 45,
"returnLift1D": -0.00078268575936401,
"hitRateLift1D": -0.007613510520487199,
"portfolioSize": 2,
"activationRate": 0.36627906976744184,
"activationCount": 126,
"baselineHitRates": {
"1": 0.5552325581395349,
"5": 0.55,
"10": 0.6059701492537314
},
"sampleConfidence": 0.9952380952380953,
"shadowSharpeLike": 0.6456644268767631,
"avgForwardReturns": {
"1": 0.001469042550593358,
"5": 0.006384399226694681,
"10": 0.017141662410573945
},
"shadowMaxDrawdown": -0.11938223254936864,
"shadowTotalReturn": 0.15742144358459487,
"avgForwardReturn1D": 0.001469042550593358,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"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": 126,
"5": 124,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.002251728309957368,
"5": 0.009813370231241833,
"10": 0.019689946129744642
}
},
{
"topN": 2,
"ticker": "URI",
"hitRates": {
"1": 0.5263157894736842,
"5": 0.47368421052631576,
"10": 0.5413533834586466
},
"hitRate1D": 0.5263157894736842,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.4781129402909153,
"eligibleDays": 368,
"fitnessScore": 0.3307270710673838,
"lookbackDays": 21,
"returnLift1D": -0.0003792448730951662,
"hitRateLift1D": -0.0198798627002289,
"portfolioSize": 2,
"activationRate": 0.36141304347826086,
"activationCount": 133,
"baselineHitRates": {
"1": 0.5461956521739131,
"5": 0.521978021978022,
"10": 0.5738161559888579
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4748675234396841,
"avgForwardReturns": {
"1": 0.001191011159028053,
"5": 0.0013466921049475893,
"10": 0.004413322609461443
},
"shadowMaxDrawdown": -0.12958275931415042,
"shadowTotalReturn": 0.11965046321428408,
"avgForwardReturn1D": 0.001191011159028053,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 133,
"5": 133,
"10": 133
},
"baselineAvgForwardReturns": {
"1": 0.0015702560321232191,
"5": 0.006483274318252509,
"10": 0.0134549919712782
}
},
{
"topN": 2,
"ticker": "URI",
"hitRates": {
"1": 0.5158730158730159,
"5": 0.47619047619047616,
"10": 0.5238095238095238
},
"hitRate1D": 0.5158730158730159,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.4000088566880737,
"eligibleDays": 375,
"fitnessScore": 0.260805794816979,
"lookbackDays": 14,
"returnLift1D": -0.0004423392065861946,
"hitRateLift1D": -0.025460317460317405,
"portfolioSize": 2,
"activationRate": 0.336,
"activationCount": 126,
"baselineHitRates": {
"1": 0.5413333333333333,
"5": 0.5121293800539084,
"10": 0.5628415300546448
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.3567214961727158,
"avgForwardReturns": {
"1": 0.0009257257221859009,
"5": 0.0017570160752147005,
"10": 0.0020464185647815227
},
"shadowMaxDrawdown": -0.08766335517624246,
"shadowTotalReturn": 0.07157689754403052,
"avgForwardReturn1D": 0.0009257257221859009,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 126,
"5": 126,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.0013680649287720955,
"5": 0.005826244770601669,
"10": 0.01247736951147887
}
},
{
"topN": 3,
"ticker": "URI",
"hitRates": {
"1": 0.532051282051282,
"5": 0.5128205128205128,
"10": 0.5448717948717948
},
"hitRate1D": 0.532051282051282,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.3759973414475664,
"eligibleDays": 375,
"fitnessScore": 0.23855403765484884,
"lookbackDays": 14,
"returnLift1D": -0.0007249717036996663,
"hitRateLift1D": -0.009282051282051285,
"portfolioSize": 3,
"activationRate": 0.416,
"activationCount": 156,
"baselineHitRates": {
"1": 0.5413333333333333,
"5": 0.5121293800539084,
"10": 0.5628415300546448
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.25078814041769204,
"avgForwardReturns": {
"1": 0.0006430932250724292,
"5": 0.0070494069483714285,
"10": 0.009650610378642338
},
"shadowMaxDrawdown": -0.2053102653329295,
"shadowTotalReturn": 0.04643985955194552,
"avgForwardReturn1D": 0.0006430932250724292,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-03-17",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 156,
"5": 156,
"10": 156
},
"baselineAvgForwardReturns": {
"1": 0.0013680649287720955,
"5": 0.005826244770601669,
"10": 0.01247736951147887
}
},
{
"topN": 4,
"ticker": "URI",
"hitRates": {
"1": 0.5284090909090909,
"5": 0.4943181818181818,
"10": 0.5454545454545454
},
"hitRate1D": 0.5284090909090909,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3315086074727119,
"eligibleDays": 368,
"fitnessScore": 0.19569865584858884,
"lookbackDays": 21,
"returnLift1D": -0.0011981634808513387,
"hitRateLift1D": -0.017786561264822143,
"portfolioSize": 4,
"activationRate": 0.4782608695652174,
"activationCount": 176,
"baselineHitRates": {
"1": 0.5461956521739131,
"5": 0.521978021978022,
"10": 0.5738161559888579
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.11609159192687098,
"avgForwardReturns": {
"1": 0.00037209255127188044,
"5": 0.005686883914446214,
"10": 0.007302468639730838
},
"shadowMaxDrawdown": -0.2087903604777004,
"shadowTotalReturn": -0.0063357384659475935,
"avgForwardReturn1D": 0.00037209255127188044,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 176,
"5": 176,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.0015702560321232191,
"5": 0.006483274318252509,
"10": 0.0134549919712782
}
},
{
"topN": 5,
"ticker": "URI",
"hitRates": {
"1": 0.5284090909090909,
"5": 0.4943181818181818,
"10": 0.5454545454545454
},
"hitRate1D": 0.5284090909090909,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3315086074727119,
"eligibleDays": 368,
"fitnessScore": 0.19569865584858884,
"lookbackDays": 21,
"returnLift1D": -0.0011981634808513387,
"hitRateLift1D": -0.017786561264822143,
"portfolioSize": 5,
"activationRate": 0.4782608695652174,
"activationCount": 176,
"baselineHitRates": {
"1": 0.5461956521739131,
"5": 0.521978021978022,
"10": 0.5738161559888579
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.11609159192687098,
"avgForwardReturns": {
"1": 0.00037209255127188044,
"5": 0.005686883914446214,
"10": 0.007302468639730838
},
"shadowMaxDrawdown": -0.2087903604777004,
"shadowTotalReturn": -0.0063357384659475935,
"avgForwardReturn1D": 0.00037209255127188044,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 176,
"5": 176,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.0015702560321232191,
"5": 0.006483274318252509,
"10": 0.0134549919712782
}
},
{
"topN": 3,
"ticker": "URI",
"hitRates": {
"1": 0.515527950310559,
"5": 0.4782608695652174,
"10": 0.546583850931677
},
"hitRate1D": 0.515527950310559,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.24035577090149887,
"eligibleDays": 368,
"fitnessScore": 0.0968394000854714,
"lookbackDays": 21,
"returnLift1D": -0.001436100014968624,
"hitRateLift1D": -0.030667701863354102,
"portfolioSize": 3,
"activationRate": 0.4375,
"activationCount": 161,
"baselineHitRates": {
"1": 0.5461956521739131,
"5": 0.521978021978022,
"10": 0.5738161559888579
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.0015954445958582498,
"avgForwardReturns": {
"1": 0.00013415601715459504,
"5": 0.004390970960157158,
"10": 0.006241241878490526
},
"shadowMaxDrawdown": -0.224518567518587,
"shadowTotalReturn": -0.047109822401297685,
"avgForwardReturn1D": 0.00013415601715459504,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 161,
"5": 161,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.0015702560321232191,
"5": 0.006483274318252509,
"10": 0.0134549919712782
}
}
],
"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": 0.6386414127189113,
"fitnessScore": 0.47528391601451214,
"lookbackDays": 14,
"returnLift1D": 0.00023300060444369098,
"activationRate": 0.45866666666666667,
"activationCount": 172,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.21369449552812636,
"avgForwardReturn1D": 0.0016010655332157865
},
{
"comboQuality": 0.4781129402909153,
"fitnessScore": 0.3307270710673838,
"lookbackDays": 21,
"returnLift1D": -0.0003792448730951662,
"activationRate": 0.36141304347826086,
"activationCount": 133,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.11965046321428408,
"avgForwardReturn1D": 0.001191011159028053
},
{
"comboQuality": 0.9062918168873821,
"fitnessScore": 0.8492186824533282,
"lookbackDays": 30,
"returnLift1D": 0.0007643340696506047,
"activationRate": 0.5097493036211699,
"activationCount": 183,
"sampleConfidence": 0.9985428051001822,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.4553923512556999,
"avgForwardReturn1D": 0.002352834080443759
},
{
"comboQuality": 0.887485521280473,
"fitnessScore": 0.80436826469624,
"lookbackDays": 45,
"returnLift1D": -0.00014863070683031766,
"activationRate": 0.5697674418604651,
"activationCount": 196,
"sampleConfidence": 0.9955782312925171,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.4244780618987556,
"avgForwardReturn1D": 0.0021030976031270504
},
{
"comboQuality": 0.9426452408557418,
"fitnessScore": 0.96587552065914,
"lookbackDays": 63,
"returnLift1D": 0.00027005246651553953,
"activationRate": 0.5153374233128835,
"activationCount": 168,
"sampleConfidence": 0.9948412698412699,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5013421265320033,
"avgForwardReturn1D": 0.0026676118789976883
}
],
"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": "a672219c316370cead32e3f777e763dd2259b2c994410d05e64d89b291383fa3",
"size": 13,
"members": [
"SMH",
"URI",
"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."
}