Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"VSAT"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "VSAT",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "VSAT",
"hitRates": {
"1": 1,
"5": 0,
"10": 0
},
"hitRate1D": 1,
"comboQuality": 0.9482517426513041,
"eligibleDays": 297,
"fitnessScore": 0.9898104374563671,
"lookbackDays": 63,
"returnLift1D": 0.04910938591452826,
"hitRateLift1D": 0.4534883720930233,
"activationRate": 0.006734006734006734,
"activationCount": 2,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.5572586046425942,
"shadowSharpeLike": 0.9130390030138323,
"avgForwardReturns": {
"1": 0.057843068013277765,
"5": -0.14220857257310726,
"10": -0.08614294019627211
},
"shadowMaxDrawdown": -0.0004999999999998339,
"shadowTotalReturn": 0.056814396479271334,
"avgForwardReturn1D": 0.057843068013277765,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-12",
"2026-06-15"
],
"horizonObservationCounts": {
"1": 1,
"5": 1,
"10": 2
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9482517426513041,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.46831937727377676,
"bestRawFitnessScore": 0.9898104374563671,
"upperQuartileComboQuality": 0.6350756542730875
},
"algorithmFit": {
"label": "moderate",
"score": 0.5320635753690323,
"rawScore": 0.5890454623431063,
"confidence": 0.8065280504923631,
"bestProfile": {
"topN": 2,
"lookbackDays": 63
},
"profileBreadth": 0.12464023232577824,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
63
]
},
"parameterStability": 0.5035551823381406,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "VSAT",
"hitRates": {
"1": 1,
"5": 0,
"10": 0
},
"hitRate1D": 1,
"comboQuality": 0.9482517426513041,
"eligibleDays": 297,
"fitnessScore": 0.9898104374563671,
"lookbackDays": 63,
"returnLift1D": 0.04910938591452826,
"hitRateLift1D": 0.4534883720930233,
"activationRate": 0.006734006734006734,
"activationCount": 2,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.5572586046425942,
"shadowSharpeLike": 0.9130390030138323,
"avgForwardReturns": {
"1": 0.057843068013277765,
"5": -0.14220857257310726,
"10": -0.08614294019627211
},
"shadowMaxDrawdown": -0.0004999999999998339,
"shadowTotalReturn": 0.056814396479271334,
"avgForwardReturn1D": 0.057843068013277765,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-12",
"2026-06-15"
],
"horizonObservationCounts": {
"1": 1,
"5": 1,
"10": 2
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 3,
"ticker": "VSAT",
"hitRates": {
"1": 1,
"5": 0,
"10": 0
},
"hitRate1D": 1,
"comboQuality": 0.9482517426513041,
"eligibleDays": 297,
"fitnessScore": 0.9898104374563671,
"lookbackDays": 63,
"returnLift1D": 0.04910938591452826,
"hitRateLift1D": 0.4534883720930233,
"activationRate": 0.006734006734006734,
"activationCount": 2,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.5572586046425942,
"shadowSharpeLike": 0.9130390030138323,
"avgForwardReturns": {
"1": 0.057843068013277765,
"5": -0.14220857257310726,
"10": -0.08614294019627211
},
"shadowMaxDrawdown": -0.0004999999999998339,
"shadowTotalReturn": 0.056814396479271334,
"avgForwardReturn1D": 0.057843068013277765,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-12",
"2026-06-15"
],
"horizonObservationCounts": {
"1": 1,
"5": 1,
"10": 2
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 4,
"ticker": "VSAT",
"hitRates": {
"1": 1,
"5": 0,
"10": 0
},
"hitRate1D": 1,
"comboQuality": 0.9482517426513041,
"eligibleDays": 297,
"fitnessScore": 0.9898104374563671,
"lookbackDays": 63,
"returnLift1D": 0.04910938591452826,
"hitRateLift1D": 0.4534883720930233,
"activationRate": 0.006734006734006734,
"activationCount": 2,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.5572586046425942,
"shadowSharpeLike": 0.9130390030138323,
"avgForwardReturns": {
"1": 0.057843068013277765,
"5": -0.14220857257310726,
"10": -0.08614294019627211
},
"shadowMaxDrawdown": -0.0004999999999998339,
"shadowTotalReturn": 0.056814396479271334,
"avgForwardReturn1D": 0.057843068013277765,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-12",
"2026-06-15"
],
"horizonObservationCounts": {
"1": 1,
"5": 1,
"10": 2
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 5,
"ticker": "VSAT",
"hitRates": {
"1": 1,
"5": 0,
"10": 0
},
"hitRate1D": 1,
"comboQuality": 0.9482517426513041,
"eligibleDays": 297,
"fitnessScore": 0.9898104374563671,
"lookbackDays": 63,
"returnLift1D": 0.04910938591452826,
"hitRateLift1D": 0.4534883720930233,
"activationRate": 0.006734006734006734,
"activationCount": 2,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.5572586046425942,
"shadowSharpeLike": 0.9130390030138323,
"avgForwardReturns": {
"1": 0.057843068013277765,
"5": -0.14220857257310726,
"10": -0.08614294019627211
},
"shadowMaxDrawdown": -0.0004999999999998339,
"shadowTotalReturn": 0.056814396479271334,
"avgForwardReturn1D": 0.057843068013277765,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-12",
"2026-06-15"
],
"horizonObservationCounts": {
"1": 1,
"5": 1,
"10": 2
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 4,
"ticker": "VSAT",
"hitRates": {
"1": 0.6097560975609756,
"5": 0.5641025641025641,
"10": 0.7142857142857143
},
"hitRate1D": 0.6097560975609756,
"comboQuality": 0.6511763253082894,
"eligibleDays": 339,
"fitnessScore": 0.48732705670676546,
"lookbackDays": 21,
"returnLift1D": -0.002053049504749829,
"hitRateLift1D": 0.06324446965399888,
"activationRate": 0.12389380530973451,
"activationCount": 42,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.9825396825396826,
"shadowSharpeLike": 0.8540027897041655,
"avgForwardReturns": {
"1": 0.006680632593999679,
"5": 0.016482382580687155,
"10": 0.045789518387197324
},
"shadowMaxDrawdown": -0.21669930274548943,
"shadowTotalReturn": 0.2638154517064373,
"avgForwardReturn1D": 0.006680632593999679,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-14",
"2026-04-15",
"2026-04-16",
"2026-04-17",
"2026-04-20",
"2026-04-21",
"2026-04-22",
"2026-04-23",
"2026-04-24",
"2026-04-27"
],
"horizonObservationCounts": {
"1": 41,
"5": 39,
"10": 35
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 3,
"ticker": "VSAT",
"hitRates": {
"1": 0.5652173913043478,
"5": 0.6521739130434783,
"10": 0.7692307692307693
},
"hitRate1D": 0.5652173913043478,
"comboQuality": 0.6297087639280202,
"eligibleDays": 352,
"fitnessScore": 0.4668128747467115,
"lookbackDays": 14,
"returnLift1D": -0.0020918776143248486,
"hitRateLift1D": 0.018705763397371067,
"activationRate": 0.13068181818181818,
"activationCount": 46,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.9898550724637681,
"shadowSharpeLike": 0.9075104845217379,
"avgForwardReturns": {
"1": 0.0066418044844246595,
"5": 0.027164381896841113,
"10": 0.05868618846455785
},
"shadowMaxDrawdown": -0.2314143100298297,
"shadowTotalReturn": 0.2993992021102856,
"avgForwardReturn1D": 0.0066418044844246595,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-02",
"2026-04-06",
"2026-04-07",
"2026-04-08",
"2026-04-09",
"2026-04-10",
"2026-04-13",
"2026-04-14",
"2026-04-15",
"2026-04-16"
],
"horizonObservationCounts": {
"1": 46,
"5": 46,
"10": 39
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 5,
"ticker": "VSAT",
"hitRates": {
"1": 0.56,
"5": 0.66,
"10": 0.7857142857142857
},
"hitRate1D": 0.56,
"comboQuality": 0.5889112988590088,
"eligibleDays": 352,
"fitnessScore": 0.4290826447562739,
"lookbackDays": 14,
"returnLift1D": -0.0025949492069140693,
"hitRateLift1D": 0.013488372093023338,
"activationRate": 0.14204545454545456,
"activationCount": 50,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.9893333333333334,
"shadowSharpeLike": 0.8583906059693415,
"avgForwardReturns": {
"1": 0.006138732891835439,
"5": 0.030122860371544304,
"10": 0.06891151317309963
},
"shadowMaxDrawdown": -0.28597762837350005,
"shadowTotalReturn": 0.2974428395495894,
"avgForwardReturn1D": 0.006138732891835439,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-02",
"2026-04-06",
"2026-04-07",
"2026-04-08",
"2026-04-09",
"2026-04-10",
"2026-04-13",
"2026-04-14",
"2026-04-15",
"2026-04-16"
],
"horizonObservationCounts": {
"1": 50,
"5": 50,
"10": 42
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 3,
"ticker": "VSAT",
"hitRates": {
"1": 0.6153846153846154,
"5": 0.5555555555555556,
"10": 0.71875
},
"hitRate1D": 0.6153846153846154,
"comboQuality": 0.5412882136929321,
"eligibleDays": 339,
"fitnessScore": 0.38641655230275046,
"lookbackDays": 21,
"returnLift1D": -0.0033361871248861683,
"hitRateLift1D": 0.0688729874776387,
"activationRate": 0.11504424778761062,
"activationCount": 39,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.982905982905983,
"shadowSharpeLike": 0.7061621788104944,
"avgForwardReturns": {
"1": 0.00539749497386334,
"5": 0.011221140216904645,
"10": 0.04668149573565987
},
"shadowMaxDrawdown": -0.21591541418081706,
"shadowTotalReturn": 0.19217530193714238,
"avgForwardReturn1D": 0.00539749497386334,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-14",
"2026-04-15",
"2026-04-16",
"2026-04-17",
"2026-04-20",
"2026-04-21",
"2026-04-22",
"2026-04-23",
"2026-04-24",
"2026-04-27"
],
"horizonObservationCounts": {
"1": 39,
"5": 36,
"10": 32
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 2,
"ticker": "VSAT",
"hitRates": {
"1": 0.625,
"5": 0.5862068965517241,
"10": 0.6896551724137931
},
"hitRate1D": 0.625,
"comboQuality": 0.5196024675806541,
"eligibleDays": 339,
"fitnessScore": 0.36725901762323704,
"lookbackDays": 21,
"returnLift1D": -0.0033223668691650075,
"hitRateLift1D": 0.07848837209302328,
"activationRate": 0.0943952802359882,
"activationCount": 32,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.9875,
"shadowSharpeLike": 0.6452977810742726,
"avgForwardReturns": {
"1": 0.005411315229584501,
"5": 0.020521484798944157,
"10": 0.04209663225194709
},
"shadowMaxDrawdown": -0.16975906379072947,
"shadowTotalReturn": 0.15403192667344734,
"avgForwardReturn1D": 0.005411315229584501,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-14",
"2026-04-15",
"2026-04-16",
"2026-04-17",
"2026-04-20",
"2026-04-21",
"2026-04-22",
"2026-04-23",
"2026-04-24",
"2026-04-27"
],
"horizonObservationCounts": {
"1": 32,
"5": 29,
"10": 29
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 3,
"ticker": "VSAT",
"hitRates": {
"1": 0.5588235294117647,
"5": 0.6129032258064516,
"10": 0.6129032258064516
},
"hitRate1D": 0.5588235294117647,
"comboQuality": 0.46831937727377676,
"eligibleDays": 330,
"fitnessScore": 0.3220836538262803,
"lookbackDays": 30,
"returnLift1D": -0.0017937459288211626,
"hitRateLift1D": 0.012311901504788003,
"activationRate": 0.10606060606060606,
"activationCount": 35,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.9828571428571429,
"shadowSharpeLike": 0.6710119167789879,
"avgForwardReturns": {
"1": 0.0069399361699283455,
"5": 0.02101857296257437,
"10": 0.03390531575130778
},
"shadowMaxDrawdown": -0.27673244607618175,
"shadowTotalReturn": 0.207837865145716,
"avgForwardReturn1D": 0.0069399361699283455,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-27",
"2026-04-28",
"2026-04-29",
"2026-04-30",
"2026-05-01",
"2026-05-04",
"2026-05-05",
"2026-05-06",
"2026-05-07",
"2026-05-08"
],
"horizonObservationCounts": {
"1": 34,
"5": 31,
"10": 31
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 4,
"ticker": "VSAT",
"hitRates": {
"1": 0.5588235294117647,
"5": 0.6129032258064516,
"10": 0.6129032258064516
},
"hitRate1D": 0.5588235294117647,
"comboQuality": 0.46831937727377676,
"eligibleDays": 330,
"fitnessScore": 0.3220836538262803,
"lookbackDays": 30,
"returnLift1D": -0.0017937459288211626,
"hitRateLift1D": 0.012311901504788003,
"activationRate": 0.10606060606060606,
"activationCount": 35,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.9828571428571429,
"shadowSharpeLike": 0.6710119167789879,
"avgForwardReturns": {
"1": 0.0069399361699283455,
"5": 0.02101857296257437,
"10": 0.03390531575130778
},
"shadowMaxDrawdown": -0.27673244607618175,
"shadowTotalReturn": 0.207837865145716,
"avgForwardReturn1D": 0.0069399361699283455,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-27",
"2026-04-28",
"2026-04-29",
"2026-04-30",
"2026-05-01",
"2026-05-04",
"2026-05-05",
"2026-05-06",
"2026-05-07",
"2026-05-08"
],
"horizonObservationCounts": {
"1": 34,
"5": 31,
"10": 31
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 5,
"ticker": "VSAT",
"hitRates": {
"1": 0.5588235294117647,
"5": 0.6129032258064516,
"10": 0.6129032258064516
},
"hitRate1D": 0.5588235294117647,
"comboQuality": 0.46831937727377676,
"eligibleDays": 330,
"fitnessScore": 0.3220836538262803,
"lookbackDays": 30,
"returnLift1D": -0.0017937459288211626,
"hitRateLift1D": 0.012311901504788003,
"activationRate": 0.10606060606060606,
"activationCount": 35,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.9828571428571429,
"shadowSharpeLike": 0.6710119167789879,
"avgForwardReturns": {
"1": 0.0069399361699283455,
"5": 0.02101857296257437,
"10": 0.03390531575130778
},
"shadowMaxDrawdown": -0.27673244607618175,
"shadowTotalReturn": 0.207837865145716,
"avgForwardReturn1D": 0.0069399361699283455,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-27",
"2026-04-28",
"2026-04-29",
"2026-04-30",
"2026-05-01",
"2026-05-04",
"2026-05-05",
"2026-05-06",
"2026-05-07",
"2026-05-08"
],
"horizonObservationCounts": {
"1": 34,
"5": 31,
"10": 31
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 5,
"ticker": "VSAT",
"hitRates": {
"1": 0.5952380952380952,
"5": 0.575,
"10": 0.6944444444444444
},
"hitRate1D": 0.5952380952380952,
"comboQuality": 0.4611977620659089,
"eligibleDays": 339,
"fitnessScore": 0.31578523433522904,
"lookbackDays": 21,
"returnLift1D": -0.0038226284213041,
"hitRateLift1D": 0.04872646733111852,
"activationRate": 0.12684365781710916,
"activationCount": 43,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.9829457364341085,
"shadowSharpeLike": 0.6220516506393674,
"avgForwardReturns": {
"1": 0.004911053677445408,
"5": 0.018452407111233967,
"10": 0.042837717322917565
},
"shadowMaxDrawdown": -0.2696830793422298,
"shadowTotalReturn": 0.1783288489401882,
"avgForwardReturn1D": 0.004911053677445408,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-14",
"2026-04-15",
"2026-04-16",
"2026-04-17",
"2026-04-20",
"2026-04-21",
"2026-04-22",
"2026-04-23",
"2026-04-24",
"2026-04-27"
],
"horizonObservationCounts": {
"1": 42,
"5": 40,
"10": 36
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 4,
"ticker": "VSAT",
"hitRates": {
"1": 0.5510204081632653,
"5": 0.6530612244897959,
"10": 0.7804878048780488
},
"hitRate1D": 0.5510204081632653,
"comboQuality": 0.43570770048866225,
"eligibleDays": 352,
"fitnessScore": 0.29310783016165026,
"lookbackDays": 14,
"returnLift1D": -0.0038981698291332195,
"hitRateLift1D": 0.004508780256288536,
"activationRate": 0.13920454545454544,
"activationCount": 49,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.9891156462585035,
"shadowSharpeLike": 0.6769866256714093,
"avgForwardReturns": {
"1": 0.004835512269616289,
"5": 0.028109876427575946,
"10": 0.06484670583840423
},
"shadowMaxDrawdown": -0.28597762837349994,
"shadowTotalReturn": 0.21138563230375418,
"avgForwardReturn1D": 0.004835512269616289,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-02",
"2026-04-06",
"2026-04-07",
"2026-04-08",
"2026-04-09",
"2026-04-10",
"2026-04-13",
"2026-04-14",
"2026-04-15",
"2026-04-16"
],
"horizonObservationCounts": {
"1": 49,
"5": 49,
"10": 41
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 2,
"ticker": "VSAT",
"hitRates": {
"1": 0.5,
"5": 0.6842105263157895,
"10": 0.7352941176470589
},
"hitRate1D": 0.5,
"comboQuality": 0.21186052247456227,
"eligibleDays": 352,
"fitnessScore": 0.060975675216480146,
"lookbackDays": 14,
"returnLift1D": -0.0053807042263467,
"hitRateLift1D": -0.046511627906976716,
"activationRate": 0.10795454545454546,
"activationCount": 38,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.992982456140351,
"shadowSharpeLike": 0.39667272280056176,
"avgForwardReturns": {
"1": 0.0033529778724028076,
"5": 0.03434334914515382,
"10": 0.0439390725672181
},
"shadowMaxDrawdown": -0.24394559845325614,
"shadowTotalReturn": 0.09291297589192138,
"avgForwardReturn1D": 0.0033529778724028076,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-02",
"2026-04-06",
"2026-04-07",
"2026-04-08",
"2026-04-09",
"2026-04-10",
"2026-04-13",
"2026-04-14",
"2026-04-15",
"2026-04-16"
],
"horizonObservationCounts": {
"1": 38,
"5": 38,
"10": 34
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 3,
"ticker": "VSAT",
"hitRates": {
"1": 0.5263157894736842,
"5": 0.375,
"10": 0.25
},
"hitRate1D": 0.5263157894736842,
"comboQuality": 0.19168922884937098,
"eligibleDays": 315,
"fitnessScore": 0.033404348892398524,
"lookbackDays": 45,
"returnLift1D": -0.0041389284794968225,
"hitRateLift1D": -0.020195838433292534,
"activationRate": 0.06349206349206349,
"activationCount": 20,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.9700000000000001,
"shadowSharpeLike": 0.28773308126914426,
"avgForwardReturns": {
"1": 0.004594753619252686,
"5": -0.01914511010682455,
"10": -0.06807935618198685
},
"shadowMaxDrawdown": -0.27673244607618186,
"shadowTotalReturn": 0.05209492279610606,
"avgForwardReturn1D": 0.004594753619252686,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-18",
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-05-28",
"2026-05-29",
"2026-06-01"
],
"horizonObservationCounts": {
"1": 19,
"5": 16,
"10": 16
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 4,
"ticker": "VSAT",
"hitRates": {
"1": 0.5263157894736842,
"5": 0.375,
"10": 0.25
},
"hitRate1D": 0.5263157894736842,
"comboQuality": 0.19168922884937098,
"eligibleDays": 315,
"fitnessScore": 0.033404348892398524,
"lookbackDays": 45,
"returnLift1D": -0.0041389284794968225,
"hitRateLift1D": -0.020195838433292534,
"activationRate": 0.06349206349206349,
"activationCount": 20,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.9700000000000001,
"shadowSharpeLike": 0.28773308126914426,
"avgForwardReturns": {
"1": 0.004594753619252686,
"5": -0.01914511010682455,
"10": -0.06807935618198685
},
"shadowMaxDrawdown": -0.27673244607618186,
"shadowTotalReturn": 0.05209492279610606,
"avgForwardReturn1D": 0.004594753619252686,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-18",
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-05-28",
"2026-05-29",
"2026-06-01"
],
"horizonObservationCounts": {
"1": 19,
"5": 16,
"10": 16
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 5,
"ticker": "VSAT",
"hitRates": {
"1": 0.5263157894736842,
"5": 0.375,
"10": 0.25
},
"hitRate1D": 0.5263157894736842,
"comboQuality": 0.19168922884937098,
"eligibleDays": 315,
"fitnessScore": 0.033404348892398524,
"lookbackDays": 45,
"returnLift1D": -0.0041389284794968225,
"hitRateLift1D": -0.020195838433292534,
"activationRate": 0.06349206349206349,
"activationCount": 20,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.9700000000000001,
"shadowSharpeLike": 0.28773308126914426,
"avgForwardReturns": {
"1": 0.004594753619252686,
"5": -0.01914511010682455,
"10": -0.06807935618198685
},
"shadowMaxDrawdown": -0.27673244607618186,
"shadowTotalReturn": 0.05209492279610606,
"avgForwardReturn1D": 0.004594753619252686,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-18",
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-05-28",
"2026-05-29",
"2026-06-01"
],
"horizonObservationCounts": {
"1": 19,
"5": 16,
"10": 16
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 2,
"ticker": "VSAT",
"hitRates": {
"1": 0.52,
"5": 0.68,
"10": 0.6538461538461539
},
"hitRate1D": 0.52,
"comboQuality": 0.1331715803712226,
"eligibleDays": 330,
"fitnessScore": -0.06210458986282998,
"lookbackDays": 30,
"returnLift1D": -0.007427332140527438,
"hitRateLift1D": -0.026511627906976698,
"activationRate": 0.07878787878787878,
"activationCount": 26,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.9948717948717949,
"shadowSharpeLike": 0.10930000370885214,
"avgForwardReturns": {
"1": 0.0013063499582220705,
"5": 0.029962677298969176,
"10": 0.04495587612706776
},
"shadowMaxDrawdown": -0.21714231160358244,
"shadowTotalReturn": 0.0023959935937201138,
"avgForwardReturn1D": 0.0013063499582220705,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-27",
"2026-04-28",
"2026-04-29",
"2026-04-30",
"2026-05-01",
"2026-05-04",
"2026-05-05",
"2026-05-06",
"2026-05-07",
"2026-05-08"
],
"horizonObservationCounts": {
"1": 25,
"5": 25,
"10": 26
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
},
{
"topN": 2,
"ticker": "VSAT",
"hitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2727272727272727
},
"hitRate1D": 0.5,
"comboQuality": 0.07995941115731359,
"eligibleDays": 315,
"fitnessScore": -0.18743770123731035,
"lookbackDays": 45,
"returnLift1D": -0.009973007764481649,
"hitRateLift1D": -0.046511627906976716,
"activationRate": 0.047619047619047616,
"activationCount": 15,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.620253164556962,
"10": 0.6756756756756757
},
"sampleConfidence": 0.9040917498592191,
"shadowSharpeLike": -0.0828571142119744,
"avgForwardReturns": {
"1": -0.0012393256657321414,
"5": -0.026773675034116814,
"10": -0.07193805812907829
},
"shadowMaxDrawdown": -0.21669930274548943,
"shadowTotalReturn": -0.0403916231795276,
"avgForwardReturn1D": -0.0012393256657321414,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-18",
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-05-28",
"2026-05-29",
"2026-06-01"
],
"horizonObservationCounts": {
"1": 14,
"5": 15,
"10": 11
},
"baselineAvgForwardReturns": {
"1": 0.008733682098749508,
"5": 0.03710906761840271,
"10": 0.05061537210088043
}
}
],
"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": 3,
"comboQuality": 0.6297087639280202,
"fitnessScore": 0.4668128747467115,
"lookbackDays": 14,
"returnLift1D": -0.0020918776143248486,
"activationRate": 0.13068181818181818,
"activationCount": 46,
"sampleConfidence": 0.9898550724637681,
"shadowTotalReturn": 0.2993992021102856,
"avgForwardReturn1D": 0.0066418044844246595
},
{
"bestTopN": 4,
"comboQuality": 0.6511763253082894,
"fitnessScore": 0.48732705670676546,
"lookbackDays": 21,
"returnLift1D": -0.002053049504749829,
"activationRate": 0.12389380530973451,
"activationCount": 42,
"sampleConfidence": 0.9825396825396826,
"shadowTotalReturn": 0.2638154517064373,
"avgForwardReturn1D": 0.006680632593999679
},
{
"bestTopN": 3,
"comboQuality": 0.46831937727377676,
"fitnessScore": 0.3220836538262803,
"lookbackDays": 30,
"returnLift1D": -0.0017937459288211626,
"activationRate": 0.10606060606060606,
"activationCount": 35,
"sampleConfidence": 0.9828571428571429,
"shadowTotalReturn": 0.207837865145716,
"avgForwardReturn1D": 0.0069399361699283455
},
{
"bestTopN": 3,
"comboQuality": 0.19168922884937098,
"fitnessScore": 0.033404348892398524,
"lookbackDays": 45,
"returnLift1D": -0.0041389284794968225,
"activationRate": 0.06349206349206349,
"activationCount": 20,
"sampleConfidence": 0.9700000000000001,
"shadowTotalReturn": 0.05209492279610606,
"avgForwardReturn1D": 0.004594753619252686
},
{
"bestTopN": 2,
"comboQuality": 0.9482517426513041,
"fitnessScore": 0.9898104374563671,
"lookbackDays": 63,
"returnLift1D": 0.04910938591452826,
"activationRate": 0.006734006734006734,
"activationCount": 2,
"sampleConfidence": 0.5572586046425942,
"shadowTotalReturn": 0.056814396479271334,
"avgForwardReturn1D": 0.057843068013277765
}
],
"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": "59f00b1dafde9b5be5552d35b34189677117b00deeb45c69ac292cf8c226ea88",
"size": 13,
"members": [
"SMH",
"VSAT",
"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",
"VSAT"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "VSAT",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "VSAT",
"hitRates": {
"1": 0.5083612040133779,
"5": 0.5898305084745763,
"10": 0.6517241379310345
},
"hitRate1D": 0.5083612040133779,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999999428721608,
"eligibleDays": 326,
"fitnessScore": 4.019154330945035,
"lookbackDays": 63,
"returnLift1D": -0.0014707358858806422,
"hitRateLift1D": -0.013111188624658876,
"portfolioSize": 4,
"activationRate": 0.9171779141104295,
"activationCount": 299,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.6118012422360248,
"10": 0.668769716088328
},
"sampleConfidence": 0.9971014492753624,
"shadowSharpeLike": 1.7940836314493185,
"avgForwardReturns": {
"1": 0.006311006299514976,
"5": 0.03476668099786977,
"10": 0.07552954072011925
},
"shadowMaxDrawdown": -0.3078786675481523,
"shadowTotalReturn": 3.3548543972404454,
"avgForwardReturn1D": 0.006311006299514976,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-07",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-30",
"2025-05-01",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 299,
"5": 295,
"10": 290
},
"baselineAvgForwardReturns": {
"1": 0.0077817421853956185,
"5": 0.04019200799388937,
"10": 0.0815051796388065
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999999428721608,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9988997508176238,
"bestRawFitnessScore": 4.019154330945035,
"upperQuartileComboQuality": 0.9999296343586583
},
"algorithmFit": {
"label": "strong",
"score": 0.998409217755052,
"rawScore": 0.9995328778817203,
"confidence": 0.9977516294830648,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 1,
"recommendedRegion": {
"lookbackDays": [
14,
21,
30,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.99995288767091,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "VSAT",
"hitRates": {
"1": 0.5083612040133779,
"5": 0.5898305084745763,
"10": 0.6517241379310345
},
"hitRate1D": 0.5083612040133779,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999999428721608,
"eligibleDays": 326,
"fitnessScore": 4.019154330945035,
"lookbackDays": 63,
"returnLift1D": -0.0014707358858806422,
"hitRateLift1D": -0.013111188624658876,
"portfolioSize": 4,
"activationRate": 0.9171779141104295,
"activationCount": 299,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.6118012422360248,
"10": 0.668769716088328
},
"sampleConfidence": 0.9971014492753624,
"shadowSharpeLike": 1.7940836314493185,
"avgForwardReturns": {
"1": 0.006311006299514976,
"5": 0.03476668099786977,
"10": 0.07552954072011925
},
"shadowMaxDrawdown": -0.3078786675481523,
"shadowTotalReturn": 3.3548543972404454,
"avgForwardReturn1D": 0.006311006299514976,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-07",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-30",
"2025-05-01",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 299,
"5": 295,
"10": 290
},
"baselineAvgForwardReturns": {
"1": 0.0077817421853956185,
"5": 0.04019200799388937,
"10": 0.0815051796388065
}
},
{
"topN": 5,
"ticker": "VSAT",
"hitRates": {
"1": 0.5083612040133779,
"5": 0.5898305084745763,
"10": 0.6517241379310345
},
"hitRate1D": 0.5083612040133779,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999999428721608,
"eligibleDays": 326,
"fitnessScore": 4.019154330945035,
"lookbackDays": 63,
"returnLift1D": -0.0014707358858806422,
"hitRateLift1D": -0.013111188624658876,
"portfolioSize": 5,
"activationRate": 0.9171779141104295,
"activationCount": 299,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.6118012422360248,
"10": 0.668769716088328
},
"sampleConfidence": 0.9971014492753624,
"shadowSharpeLike": 1.7940836314493185,
"avgForwardReturns": {
"1": 0.006311006299514976,
"5": 0.03476668099786977,
"10": 0.07552954072011925
},
"shadowMaxDrawdown": -0.3078786675481523,
"shadowTotalReturn": 3.3548543972404454,
"avgForwardReturn1D": 0.006311006299514976,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-07",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-30",
"2025-05-01",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 299,
"5": 295,
"10": 290
},
"baselineAvgForwardReturns": {
"1": 0.0077817421853956185,
"5": 0.04019200799388937,
"10": 0.0815051796388065
}
},
{
"topN": 3,
"ticker": "VSAT",
"hitRates": {
"1": 0.5103448275862069,
"5": 0.5818815331010453,
"10": 0.6418439716312057
},
"hitRate1D": 0.5103448275862069,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.999999580424356,
"eligibleDays": 326,
"fitnessScore": 3.5804847494269487,
"lookbackDays": 63,
"returnLift1D": -0.0016194401044213732,
"hitRateLift1D": -0.01112756505182988,
"portfolioSize": 3,
"activationRate": 0.8895705521472392,
"activationCount": 290,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.6118012422360248,
"10": 0.668769716088328
},
"sampleConfidence": 0.9974712643678161,
"shadowSharpeLike": 1.7060979561472054,
"avgForwardReturns": {
"1": 0.006162302080974245,
"5": 0.033555247401013136,
"10": 0.07157924489155087
},
"shadowMaxDrawdown": -0.3078786675481522,
"shadowTotalReturn": 2.9527672498897544,
"avgForwardReturn1D": 0.006162302080974245,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-07",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-05-01",
"2025-05-07",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 290,
"5": 287,
"10": 282
},
"baselineAvgForwardReturns": {
"1": 0.0077817421853956185,
"5": 0.04019200799388937,
"10": 0.0815051796388065
}
},
{
"topN": 2,
"ticker": "VSAT",
"hitRates": {
"1": 0.5203252032520326,
"5": 0.5975609756097561,
"10": 0.6341463414634146
},
"hitRate1D": 0.5203252032520326,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9999982377520382,
"eligibleDays": 344,
"fitnessScore": 3.264762081137566,
"lookbackDays": 45,
"returnLift1D": -0.0006798580203148837,
"hitRateLift1D": 0.0028833427869162653,
"portfolioSize": 2,
"activationRate": 0.7151162790697675,
"activationCount": 246,
"baselineHitRates": {
"1": 0.5174418604651163,
"5": 0.6058823529411764,
"10": 0.6567164179104478
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.7334009154009402,
"avgForwardReturns": {
"1": 0.006643608819736634,
"5": 0.03000800685919379,
"10": 0.060386856992277735
},
"shadowMaxDrawdown": -0.31523999397725055,
"shadowTotalReturn": 2.7072506961128515,
"avgForwardReturn1D": 0.006643608819736634,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-27",
"2025-04-03"
],
"horizonObservationCounts": {
"1": 246,
"5": 246,
"10": 246
},
"baselineAvgForwardReturns": {
"1": 0.007323466840051518,
"5": 0.036995911169920875,
"10": 0.07415961286649723
}
},
{
"topN": 4,
"ticker": "VSAT",
"hitRates": {
"1": 0.5072463768115942,
"5": 0.5818181818181818,
"10": 0.6277372262773723
},
"hitRate1D": 0.5072463768115942,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999296343586583,
"eligibleDays": 344,
"fitnessScore": 2.4535817208873705,
"lookbackDays": 45,
"returnLift1D": -0.002013130531586896,
"hitRateLift1D": -0.010195483653522075,
"portfolioSize": 4,
"activationRate": 0.8023255813953488,
"activationCount": 276,
"baselineHitRates": {
"1": 0.5174418604651163,
"5": 0.6058823529411764,
"10": 0.6567164179104478
},
"sampleConfidence": 0.9992753623188406,
"shadowSharpeLike": 1.4322069519073826,
"avgForwardReturns": {
"1": 0.005310336308464622,
"5": 0.028989012029791074,
"10": 0.06462159119846818
},
"shadowMaxDrawdown": -0.35869105861216133,
"shadowTotalReturn": 1.9654015682770178,
"avgForwardReturn1D": 0.005310336308464622,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-27",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 276,
"5": 275,
"10": 274
},
"baselineAvgForwardReturns": {
"1": 0.007323466840051518,
"5": 0.036995911169920875,
"10": 0.07415961286649723
}
},
{
"topN": 5,
"ticker": "VSAT",
"hitRates": {
"1": 0.5072463768115942,
"5": 0.5818181818181818,
"10": 0.6277372262773723
},
"hitRate1D": 0.5072463768115942,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999296343586583,
"eligibleDays": 344,
"fitnessScore": 2.4535817208873705,
"lookbackDays": 45,
"returnLift1D": -0.002013130531586896,
"hitRateLift1D": -0.010195483653522075,
"portfolioSize": 5,
"activationRate": 0.8023255813953488,
"activationCount": 276,
"baselineHitRates": {
"1": 0.5174418604651163,
"5": 0.6058823529411764,
"10": 0.6567164179104478
},
"sampleConfidence": 0.9992753623188406,
"shadowSharpeLike": 1.4322069519073826,
"avgForwardReturns": {
"1": 0.005310336308464622,
"5": 0.028989012029791074,
"10": 0.06462159119846818
},
"shadowMaxDrawdown": -0.35869105861216133,
"shadowTotalReturn": 1.9654015682770178,
"avgForwardReturn1D": 0.005310336308464622,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-27",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 276,
"5": 275,
"10": 274
},
"baselineAvgForwardReturns": {
"1": 0.007323466840051518,
"5": 0.036995911169920875,
"10": 0.07415961286649723
}
},
{
"topN": 3,
"ticker": "VSAT",
"hitRates": {
"1": 0.5056179775280899,
"5": 0.5827067669172933,
"10": 0.6240601503759399
},
"hitRate1D": 0.5056179775280899,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.999902152686107,
"eligibleDays": 344,
"fitnessScore": 2.3810409820074994,
"lookbackDays": 45,
"returnLift1D": -0.0019266692475868293,
"hitRateLift1D": -0.011823882937026409,
"portfolioSize": 3,
"activationRate": 0.7761627906976745,
"activationCount": 267,
"baselineHitRates": {
"1": 0.5174418604651163,
"5": 0.6058823529411764,
"10": 0.6567164179104478
},
"sampleConfidence": 0.9995006242197254,
"shadowSharpeLike": 1.4209126253991804,
"avgForwardReturns": {
"1": 0.0053967975924646885,
"5": 0.02909993434257078,
"10": 0.06399139365896951
},
"shadowMaxDrawdown": -0.3665959936479891,
"shadowTotalReturn": 1.9131995768436072,
"avgForwardReturn1D": 0.0053967975924646885,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-27",
"2025-04-03"
],
"horizonObservationCounts": {
"1": 267,
"5": 266,
"10": 266
},
"baselineAvgForwardReturns": {
"1": 0.007323466840051518,
"5": 0.036995911169920875,
"10": 0.07415961286649723
}
},
{
"topN": 4,
"ticker": "VSAT",
"hitRates": {
"1": 0.5101214574898786,
"5": 0.5655737704918032,
"10": 0.5942622950819673
},
"hitRate1D": 0.5101214574898786,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9998127873631057,
"eligibleDays": 359,
"fitnessScore": 2.2382772174770906,
"lookbackDays": 30,
"returnLift1D": -0.0015259560465031349,
"hitRateLift1D": -0.007984392092294068,
"portfolioSize": 4,
"activationRate": 0.6880222841225627,
"activationCount": 247,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.5971830985915493,
"10": 0.6657142857142857
},
"sampleConfidence": 0.9983805668016195,
"shadowSharpeLike": 1.3781468203501168,
"avgForwardReturns": {
"1": 0.0056582862708279245,
"5": 0.024984872191100255,
"10": 0.054999600538190425
},
"shadowMaxDrawdown": -0.4170836190474545,
"shadowTotalReturn": 1.8344510947408126,
"avgForwardReturn1D": 0.0056582862708279245,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 247,
"5": 244,
"10": 244
},
"baselineAvgForwardReturns": {
"1": 0.007184242317331059,
"5": 0.03609472195458873,
"10": 0.07330271290817837
}
},
{
"topN": 5,
"ticker": "VSAT",
"hitRates": {
"1": 0.5101214574898786,
"5": 0.5655737704918032,
"10": 0.5942622950819673
},
"hitRate1D": 0.5101214574898786,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9998127873631057,
"eligibleDays": 359,
"fitnessScore": 2.2382772174770906,
"lookbackDays": 30,
"returnLift1D": -0.0015259560465031349,
"hitRateLift1D": -0.007984392092294068,
"portfolioSize": 5,
"activationRate": 0.6880222841225627,
"activationCount": 247,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.5971830985915493,
"10": 0.6657142857142857
},
"sampleConfidence": 0.9983805668016195,
"shadowSharpeLike": 1.3781468203501168,
"avgForwardReturns": {
"1": 0.0056582862708279245,
"5": 0.024984872191100255,
"10": 0.054999600538190425
},
"shadowMaxDrawdown": -0.4170836190474545,
"shadowTotalReturn": 1.8344510947408126,
"avgForwardReturn1D": 0.0056582862708279245,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 247,
"5": 244,
"10": 244
},
"baselineAvgForwardReturns": {
"1": 0.007184242317331059,
"5": 0.03609472195458873,
"10": 0.07330271290817837
}
},
{
"topN": 2,
"ticker": "VSAT",
"hitRates": {
"1": 0.5038461538461538,
"5": 0.562015503875969,
"10": 0.6108949416342413
},
"hitRate1D": 0.5038461538461538,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9996621118477268,
"eligibleDays": 326,
"fitnessScore": 2.1083406901344386,
"lookbackDays": 63,
"returnLift1D": -0.0026344604582531263,
"hitRateLift1D": -0.017626238791882964,
"portfolioSize": 2,
"activationRate": 0.7975460122699386,
"activationCount": 260,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.6118012422360248,
"10": 0.668769716088328
},
"sampleConfidence": 0.9987179487179487,
"shadowSharpeLike": 1.3627543980855554,
"avgForwardReturns": {
"1": 0.005147281727142492,
"5": 0.025534276854393866,
"10": 0.06332963987831189
},
"shadowMaxDrawdown": -0.34231637049938857,
"shadowTotalReturn": 1.6476681164432678,
"avgForwardReturn1D": 0.005147281727142492,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-07",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 260,
"5": 258,
"10": 257
},
"baselineAvgForwardReturns": {
"1": 0.0077817421853956185,
"5": 0.04019200799388937,
"10": 0.0815051796388065
}
},
{
"topN": 3,
"ticker": "VSAT",
"hitRates": {
"1": 0.5082644628099173,
"5": 0.5648535564853556,
"10": 0.5983263598326359
},
"hitRate1D": 0.5082644628099173,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.998137389787521,
"eligibleDays": 359,
"fitnessScore": 1.7324606593485596,
"lookbackDays": 30,
"returnLift1D": -0.0021899941082786836,
"hitRateLift1D": -0.009841386772255323,
"portfolioSize": 3,
"activationRate": 0.6740947075208914,
"activationCount": 242,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.5971830985915493,
"10": 0.6657142857142857
},
"sampleConfidence": 0.9983471074380166,
"shadowSharpeLike": 1.2184806304130902,
"avgForwardReturns": {
"1": 0.004994248209052376,
"5": 0.02466886662069586,
"10": 0.054288475487827385
},
"shadowMaxDrawdown": -0.4170836190474545,
"shadowTotalReturn": 1.3808522808698043,
"avgForwardReturn1D": 0.004994248209052376,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 242,
"5": 239,
"10": 239
},
"baselineAvgForwardReturns": {
"1": 0.007184242317331059,
"5": 0.03609472195458873,
"10": 0.07330271290817837
}
},
{
"topN": 4,
"ticker": "VSAT",
"hitRates": {
"1": 0.48535564853556484,
"5": 0.5355648535564853,
"10": 0.5811965811965812
},
"hitRate1D": 0.48535564853556484,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9612009775550967,
"eligibleDays": 375,
"fitnessScore": 1.056153463242532,
"lookbackDays": 14,
"returnLift1D": -0.0024260744609744663,
"hitRateLift1D": -0.026644351464435168,
"portfolioSize": 4,
"activationRate": 0.6373333333333333,
"activationCount": 239,
"baselineHitRates": {
"1": 0.512,
"5": 0.5849056603773585,
"10": 0.6475409836065574
},
"sampleConfidence": 0.99860529986053,
"shadowSharpeLike": 0.8943711514005742,
"avgForwardReturns": {
"1": 0.003979983016465598,
"5": 0.01894003077614336,
"10": 0.03114291484145321
},
"shadowMaxDrawdown": -0.3415541187964449,
"shadowTotalReturn": 0.7812152838680668,
"avgForwardReturn1D": 0.003979983016465598,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-29",
"2025-01-30",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-11"
],
"horizonObservationCounts": {
"1": 239,
"5": 239,
"10": 234
},
"baselineAvgForwardReturns": {
"1": 0.006406057477440065,
"5": 0.03303809537506873,
"10": 0.06768837507063619
}
},
{
"topN": 5,
"ticker": "VSAT",
"hitRates": {
"1": 0.48535564853556484,
"5": 0.5355648535564853,
"10": 0.5811965811965812
},
"hitRate1D": 0.48535564853556484,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9612009775550967,
"eligibleDays": 375,
"fitnessScore": 1.056153463242532,
"lookbackDays": 14,
"returnLift1D": -0.0024260744609744663,
"hitRateLift1D": -0.026644351464435168,
"portfolioSize": 5,
"activationRate": 0.6373333333333333,
"activationCount": 239,
"baselineHitRates": {
"1": 0.512,
"5": 0.5849056603773585,
"10": 0.6475409836065574
},
"sampleConfidence": 0.99860529986053,
"shadowSharpeLike": 0.8943711514005742,
"avgForwardReturns": {
"1": 0.003979983016465598,
"5": 0.01894003077614336,
"10": 0.03114291484145321
},
"shadowMaxDrawdown": -0.3415541187964449,
"shadowTotalReturn": 0.7812152838680668,
"avgForwardReturn1D": 0.003979983016465598,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-29",
"2025-01-30",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-11"
],
"horizonObservationCounts": {
"1": 239,
"5": 239,
"10": 234
},
"baselineAvgForwardReturns": {
"1": 0.006406057477440065,
"5": 0.03303809537506873,
"10": 0.06768837507063619
}
},
{
"topN": 2,
"ticker": "VSAT",
"hitRates": {
"1": 0.5093457943925234,
"5": 0.5566037735849056,
"10": 0.6132075471698113
},
"hitRate1D": 0.5093457943925234,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.936289481483932,
"eligibleDays": 359,
"fitnessScore": 0.9412665063721438,
"lookbackDays": 30,
"returnLift1D": -0.003316679572116024,
"hitRateLift1D": -0.008760055189649285,
"portfolioSize": 2,
"activationRate": 0.596100278551532,
"activationCount": 214,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.5971830985915493,
"10": 0.6657142857142857
},
"sampleConfidence": 0.9987538940809969,
"shadowSharpeLike": 0.90058534568927,
"avgForwardReturns": {
"1": 0.0038675627452150352,
"5": 0.02398131628198456,
"10": 0.057071112160158984
},
"shadowMaxDrawdown": -0.4440788207087939,
"shadowTotalReturn": 0.7094703650975998,
"avgForwardReturn1D": 0.0038675627452150352,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 214,
"5": 212,
"10": 212
},
"baselineAvgForwardReturns": {
"1": 0.007184242317331059,
"5": 0.03609472195458873,
"10": 0.07330271290817837
}
},
{
"topN": 3,
"ticker": "VSAT",
"hitRates": {
"1": 0.48484848484848486,
"5": 0.5324675324675324,
"10": 0.5707964601769911
},
"hitRate1D": 0.48484848484848486,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9046838169693894,
"eligibleDays": 375,
"fitnessScore": 0.8450848983195491,
"lookbackDays": 14,
"returnLift1D": -0.002788830227592584,
"hitRateLift1D": -0.02715151515151515,
"portfolioSize": 3,
"activationRate": 0.616,
"activationCount": 231,
"baselineHitRates": {
"1": 0.512,
"5": 0.5849056603773585,
"10": 0.6475409836065574
},
"sampleConfidence": 0.9985569985569986,
"shadowSharpeLike": 0.7945819681222456,
"avgForwardReturns": {
"1": 0.0036172272498474806,
"5": 0.018109916758554705,
"10": 0.028716960410001838
},
"shadowMaxDrawdown": -0.3415541187964449,
"shadowTotalReturn": 0.6025465988347134,
"avgForwardReturn1D": 0.0036172272498474806,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-29",
"2025-01-30",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-11"
],
"horizonObservationCounts": {
"1": 231,
"5": 231,
"10": 226
},
"baselineAvgForwardReturns": {
"1": 0.006406057477440065,
"5": 0.03303809537506873,
"10": 0.06768837507063619
}
},
{
"topN": 3,
"ticker": "VSAT",
"hitRates": {
"1": 0.4957983193277311,
"5": 0.5598290598290598,
"10": 0.5974025974025974
},
"hitRate1D": 0.4957983193277311,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8757365190190209,
"eligibleDays": 368,
"fitnessScore": 0.7795854442849675,
"lookbackDays": 21,
"returnLift1D": -0.003763987407591175,
"hitRateLift1D": -0.023223419802703704,
"portfolioSize": 3,
"activationRate": 0.6467391304347826,
"activationCount": 238,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5906593406593407,
"10": 0.6573816155988857
},
"sampleConfidence": 0.9969187675070028,
"shadowSharpeLike": 0.7750689847645553,
"avgForwardReturns": {
"1": 0.0033455918567817907,
"5": 0.019973476275216437,
"10": 0.03952399649025805
},
"shadowMaxDrawdown": -0.4158968765027584,
"shadowTotalReturn": 0.5525250696663959,
"avgForwardReturn1D": 0.0033455918567817907,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-03-06",
"2025-03-07",
"2025-03-10"
],
"horizonObservationCounts": {
"1": 238,
"5": 234,
"10": 231
},
"baselineAvgForwardReturns": {
"1": 0.007109579264372966,
"5": 0.03469972561956238,
"10": 0.06994085506008711
}
},
{
"topN": 4,
"ticker": "VSAT",
"hitRates": {
"1": 0.4959349593495935,
"5": 0.5578512396694215,
"10": 0.602510460251046
},
"hitRate1D": 0.4959349593495935,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8703327864886675,
"eligibleDays": 368,
"fitnessScore": 0.7688589634816351,
"lookbackDays": 21,
"returnLift1D": -0.003894466572351084,
"hitRateLift1D": -0.023086779780841338,
"portfolioSize": 4,
"activationRate": 0.6684782608695652,
"activationCount": 246,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5906593406593407,
"10": 0.6573816155988857
},
"sampleConfidence": 0.997018970189702,
"shadowSharpeLike": 0.7623721553615637,
"avgForwardReturns": {
"1": 0.0032151126920218816,
"5": 0.019316696172891466,
"10": 0.040459991240941726
},
"shadowMaxDrawdown": -0.41589687650275864,
"shadowTotalReturn": 0.5340457479797704,
"avgForwardReturn1D": 0.0032151126920218816,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-03-06",
"2025-03-07",
"2025-03-10"
],
"horizonObservationCounts": {
"1": 246,
"5": 242,
"10": 239
},
"baselineAvgForwardReturns": {
"1": 0.007109579264372966,
"5": 0.03469972561956238,
"10": 0.06994085506008711
}
},
{
"topN": 5,
"ticker": "VSAT",
"hitRates": {
"1": 0.4959349593495935,
"5": 0.5578512396694215,
"10": 0.602510460251046
},
"hitRate1D": 0.4959349593495935,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8703327864886675,
"eligibleDays": 368,
"fitnessScore": 0.7688589634816351,
"lookbackDays": 21,
"returnLift1D": -0.003894466572351084,
"hitRateLift1D": -0.023086779780841338,
"portfolioSize": 5,
"activationRate": 0.6684782608695652,
"activationCount": 246,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5906593406593407,
"10": 0.6573816155988857
},
"sampleConfidence": 0.997018970189702,
"shadowSharpeLike": 0.7623721553615637,
"avgForwardReturns": {
"1": 0.0032151126920218816,
"5": 0.019316696172891466,
"10": 0.040459991240941726
},
"shadowMaxDrawdown": -0.41589687650275864,
"shadowTotalReturn": 0.5340457479797704,
"avgForwardReturn1D": 0.0032151126920218816,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-03-06",
"2025-03-07",
"2025-03-10"
],
"horizonObservationCounts": {
"1": 246,
"5": 242,
"10": 239
},
"baselineAvgForwardReturns": {
"1": 0.007109579264372966,
"5": 0.03469972561956238,
"10": 0.06994085506008711
}
},
{
"topN": 2,
"ticker": "VSAT",
"hitRates": {
"1": 0.4976958525345622,
"5": 0.5539906103286385,
"10": 0.5857142857142857
},
"hitRate1D": 0.4976958525345622,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.8254993299333196,
"eligibleDays": 368,
"fitnessScore": 0.6918931714200163,
"lookbackDays": 21,
"returnLift1D": -0.0037737054908235598,
"hitRateLift1D": -0.02132588659587259,
"portfolioSize": 2,
"activationRate": 0.5896739130434783,
"activationCount": 217,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5906593406593407,
"10": 0.6573816155988857
},
"sampleConfidence": 0.996620583717358,
"shadowSharpeLike": 0.7271443185569357,
"avgForwardReturns": {
"1": 0.003335873773549406,
"5": 0.01528778865083108,
"10": 0.03657025717332252
},
"shadowMaxDrawdown": -0.3665115549093192,
"shadowTotalReturn": 0.4778060854224402,
"avgForwardReturn1D": 0.003335873773549406,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-03-07",
"2025-03-10",
"2025-03-13",
"2025-03-14"
],
"horizonObservationCounts": {
"1": 217,
"5": 213,
"10": 210
},
"baselineAvgForwardReturns": {
"1": 0.007109579264372966,
"5": 0.03469972561956238,
"10": 0.06994085506008711
}
},
{
"topN": 2,
"ticker": "VSAT",
"hitRates": {
"1": 0.48095238095238096,
"5": 0.5285714285714286,
"10": 0.5756097560975609
},
"hitRate1D": 0.48095238095238096,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.7732970535664984,
"eligibleDays": 375,
"fitnessScore": 0.6199449955204543,
"lookbackDays": 14,
"returnLift1D": -0.0031007674226078614,
"hitRateLift1D": -0.031047619047619046,
"portfolioSize": 2,
"activationRate": 0.56,
"activationCount": 210,
"baselineHitRates": {
"1": 0.512,
"5": 0.5849056603773585,
"10": 0.6475409836065574
},
"sampleConfidence": 0.9984126984126984,
"shadowSharpeLike": 0.6797963566700356,
"avgForwardReturns": {
"1": 0.0033052900548322032,
"5": 0.015430369956428897,
"10": 0.0279765262594018
},
"shadowMaxDrawdown": -0.3248496629095181,
"shadowTotalReturn": 0.4254548430741436,
"avgForwardReturn1D": 0.0033052900548322032,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-30",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-11",
"2025-03-06"
],
"horizonObservationCounts": {
"1": 210,
"5": 210,
"10": 205
},
"baselineAvgForwardReturns": {
"1": 0.006406057477440065,
"5": 0.03303809537506873,
"10": 0.06768837507063619
}
}
],
"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": 0.9612009775550967,
"fitnessScore": 1.056153463242532,
"lookbackDays": 14,
"returnLift1D": -0.0024260744609744663,
"activationRate": 0.6373333333333333,
"activationCount": 239,
"sampleConfidence": 0.99860529986053,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.7812152838680668,
"avgForwardReturn1D": 0.003979983016465598
},
{
"comboQuality": 0.8757365190190209,
"fitnessScore": 0.7795854442849675,
"lookbackDays": 21,
"returnLift1D": -0.003763987407591175,
"activationRate": 0.6467391304347826,
"activationCount": 238,
"sampleConfidence": 0.9969187675070028,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.5525250696663959,
"avgForwardReturn1D": 0.0033455918567817907
},
{
"comboQuality": 0.9998127873631057,
"fitnessScore": 2.2382772174770906,
"lookbackDays": 30,
"returnLift1D": -0.0015259560465031349,
"activationRate": 0.6880222841225627,
"activationCount": 247,
"sampleConfidence": 0.9983805668016195,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.8344510947408126,
"avgForwardReturn1D": 0.0056582862708279245
},
{
"comboQuality": 0.9999982377520382,
"fitnessScore": 3.264762081137566,
"lookbackDays": 45,
"returnLift1D": -0.0006798580203148837,
"activationRate": 0.7151162790697675,
"activationCount": 246,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 2.7072506961128515,
"avgForwardReturn1D": 0.006643608819736634
},
{
"comboQuality": 0.9999999428721608,
"fitnessScore": 4.019154330945035,
"lookbackDays": 63,
"returnLift1D": -0.0014707358858806422,
"activationRate": 0.9171779141104295,
"activationCount": 299,
"sampleConfidence": 0.9971014492753624,
"bestPortfolioSize": 4,
"shadowTotalReturn": 3.3548543972404454,
"avgForwardReturn1D": 0.006311006299514976
}
],
"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": "59f00b1dafde9b5be5552d35b34189677117b00deeb45c69ac292cf8c226ea88",
"size": 13,
"members": [
"SMH",
"VSAT",
"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