Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ACHC"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "ACHC",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 3,
"ticker": "ACHC",
"hitRates": {
"1": 0.5242718446601942,
"5": 0.5656565656565656,
"10": 0.5425531914893617
},
"hitRate1D": 0.5242718446601942,
"comboQuality": 0.910670980791424,
"eligibleDays": 330,
"fitnessScore": 0.8608081596424182,
"lookbackDays": 30,
"returnLift1D": 0.004192460742675718,
"hitRateLift1D": 0.007554519432230622,
"activationRate": 0.3151515151515151,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5167173252279635,
"5": 0.5138461538461538,
"10": 0.475
},
"sampleConfidence": 0.9897435897435898,
"shadowSharpeLike": 1.1147072273608267,
"avgForwardReturns": {
"1": 0.005336739692318381,
"5": 0.025932161405593998,
"10": 0.04221079545494519
},
"shadowMaxDrawdown": -0.17689645442604052,
"shadowTotalReturn": 0.5707171208869892,
"avgForwardReturn1D": 0.005336739692318381,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-16",
"2025-07-31",
"2025-09-02",
"2025-09-03",
"2025-09-05",
"2025-09-08",
"2025-09-10",
"2025-09-18",
"2025-09-19",
"2025-09-22"
],
"horizonObservationCounts": {
"1": 103,
"5": 99,
"10": 94
},
"baselineAvgForwardReturns": {
"1": 0.0011442789496426628,
"5": 0.007334663851596539,
"10": 0.014864409675019757
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.910670980791424,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.5794743934262249,
"bestRawFitnessScore": 0.8608081596424182,
"upperQuartileComboQuality": 0.7253645891476429
},
"algorithmFit": {
"label": "good",
"score": 0.6540184058108645,
"rawScore": 0.6809112364058869,
"confidence": 0.9210092912051996,
"bestProfile": {
"topN": 3,
"lookbackDays": 30
},
"profileBreadth": 0.4499821888873561,
"recommendedRegion": {
"topNs": [
2,
3,
4
],
"lookbackDays": [
14,
30
]
},
"parameterStability": 0.6558984231488635,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "ACHC",
"hitRates": {
"1": 0.5242718446601942,
"5": 0.5656565656565656,
"10": 0.5425531914893617
},
"hitRate1D": 0.5242718446601942,
"comboQuality": 0.910670980791424,
"eligibleDays": 330,
"fitnessScore": 0.8608081596424182,
"lookbackDays": 30,
"returnLift1D": 0.004192460742675718,
"hitRateLift1D": 0.007554519432230622,
"activationRate": 0.3151515151515151,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5167173252279635,
"5": 0.5138461538461538,
"10": 0.475
},
"sampleConfidence": 0.9897435897435898,
"shadowSharpeLike": 1.1147072273608267,
"avgForwardReturns": {
"1": 0.005336739692318381,
"5": 0.025932161405593998,
"10": 0.04221079545494519
},
"shadowMaxDrawdown": -0.17689645442604052,
"shadowTotalReturn": 0.5707171208869892,
"avgForwardReturn1D": 0.005336739692318381,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-16",
"2025-07-31",
"2025-09-02",
"2025-09-03",
"2025-09-05",
"2025-09-08",
"2025-09-10",
"2025-09-18",
"2025-09-19",
"2025-09-22"
],
"horizonObservationCounts": {
"1": 103,
"5": 99,
"10": 94
},
"baselineAvgForwardReturns": {
"1": 0.0011442789496426628,
"5": 0.007334663851596539,
"10": 0.014864409675019757
}
},
{
"topN": 4,
"ticker": "ACHC",
"hitRates": {
"1": 0.5299145299145299,
"5": 0.504424778761062,
"10": 0.48148148148148145
},
"hitRate1D": 0.5299145299145299,
"comboQuality": 0.8950381307138996,
"eligibleDays": 330,
"fitnessScore": 0.8215192211334882,
"lookbackDays": 30,
"returnLift1D": 0.0033504570319111693,
"hitRateLift1D": 0.013197204686566377,
"activationRate": 0.3575757575757576,
"activationCount": 118,
"baselineHitRates": {
"1": 0.5167173252279635,
"5": 0.5138461538461538,
"10": 0.475
},
"sampleConfidence": 0.9909604519774012,
"shadowSharpeLike": 1.0567834542820171,
"avgForwardReturns": {
"1": 0.004494735981553832,
"5": 0.015900960327691005,
"10": 0.026546746371506162
},
"shadowMaxDrawdown": -0.2064665193162234,
"shadowTotalReturn": 0.5326181178682878,
"avgForwardReturn1D": 0.004494735981553832,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-09",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-30",
"2025-07-31",
"2025-09-02",
"2025-09-03",
"2025-09-04"
],
"horizonObservationCounts": {
"1": 117,
"5": 113,
"10": 108
},
"baselineAvgForwardReturns": {
"1": 0.0011442789496426628,
"5": 0.007334663851596539,
"10": 0.014864409675019757
}
},
{
"topN": 2,
"ticker": "ACHC",
"hitRates": {
"1": 0.5217391304347826,
"5": 0.5909090909090909,
"10": 0.5903614457831325
},
"hitRate1D": 0.5217391304347826,
"comboQuality": 0.8860139207488218,
"eligibleDays": 330,
"fitnessScore": 0.8011443933218863,
"lookbackDays": 30,
"returnLift1D": 0.004464928827465554,
"hitRateLift1D": 0.005021805206819052,
"activationRate": 0.2818181818181818,
"activationCount": 93,
"baselineHitRates": {
"1": 0.5167173252279635,
"5": 0.5138461538461538,
"10": 0.475
},
"sampleConfidence": 0.9885304659498209,
"shadowSharpeLike": 1.1316817696513473,
"avgForwardReturns": {
"1": 0.005609207777108217,
"5": 0.03448014244503588,
"10": 0.053875640459871636
},
"shadowMaxDrawdown": -0.20519167670816385,
"shadowTotalReturn": 0.5399945727907276,
"avgForwardReturn1D": 0.005609207777108217,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-02",
"2025-09-03",
"2025-09-05",
"2025-09-08",
"2025-09-18",
"2025-09-19",
"2025-09-22",
"2025-09-23",
"2025-09-24",
"2025-09-25"
],
"horizonObservationCounts": {
"1": 92,
"5": 88,
"10": 83
},
"baselineAvgForwardReturns": {
"1": 0.0011442789496426628,
"5": 0.007334663851596539,
"10": 0.014864409675019757
}
},
{
"topN": 2,
"ticker": "ACHC",
"hitRates": {
"1": 0.5283018867924528,
"5": 0.5196078431372549,
"10": 0.4742268041237113
},
"hitRate1D": 0.5283018867924528,
"comboQuality": 0.8117529822961331,
"eligibleDays": 352,
"fitnessScore": 0.6715170333192062,
"lookbackDays": 14,
"returnLift1D": 0.003387171495341519,
"hitRateLift1D": 0.01687331536388137,
"activationRate": 0.3039772727272727,
"activationCount": 107,
"baselineHitRates": {
"1": 0.5114285714285715,
"5": 0.5086705202312138,
"10": 0.4619883040935672
},
"sampleConfidence": 0.9900311526479751,
"shadowSharpeLike": 0.9251104840819466,
"avgForwardReturns": {
"1": 0.004385968788065735,
"5": 0.021640000639085968,
"10": 0.03139784899532058
},
"shadowMaxDrawdown": -0.24730858824545332,
"shadowTotalReturn": 0.44163007460123715,
"avgForwardReturn1D": 0.004385968788065735,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-10",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 106,
"5": 102,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.0009987972927242156,
"5": 0.006466686268402268,
"10": 0.011661379262760953
}
},
{
"topN": 4,
"ticker": "ACHC",
"hitRates": {
"1": 0.5,
"5": 0.52,
"10": 0.49473684210526314
},
"hitRate1D": 0.5,
"comboQuality": 0.7257237719634809,
"eligibleDays": 315,
"fitnessScore": 0.5640674212490216,
"lookbackDays": 45,
"returnLift1D": 0.001513192352334482,
"hitRateLift1D": -0.0286624203821656,
"activationRate": 0.3333333333333333,
"activationCount": 105,
"baselineHitRates": {
"1": 0.5286624203821656,
"5": 0.535483870967742,
"10": 0.49508196721311476
},
"sampleConfidence": 0.98984126984127,
"shadowSharpeLike": 0.9306721149168833,
"avgForwardReturns": {
"1": 0.0038882206027347735,
"5": 0.02067024594355786,
"10": 0.029851813085457347
},
"shadowMaxDrawdown": -0.26697148347659694,
"shadowTotalReturn": 0.38775900494825666,
"avgForwardReturn1D": 0.0038882206027347735,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-02",
"2025-09-03",
"2025-09-25",
"2025-09-26",
"2025-09-29",
"2025-09-30",
"2025-10-01",
"2025-10-02",
"2025-10-03",
"2025-10-06"
],
"horizonObservationCounts": {
"1": 104,
"5": 100,
"10": 95
},
"baselineAvgForwardReturns": {
"1": 0.0023750282504002916,
"5": 0.01206123627075724,
"10": 0.02243080930325193
}
},
{
"topN": 5,
"ticker": "ACHC",
"hitRates": {
"1": 0.5196850393700787,
"5": 0.4878048780487805,
"10": 0.4491525423728814
},
"hitRate1D": 0.5196850393700787,
"comboQuality": 0.7252448615423636,
"eligibleDays": 330,
"fitnessScore": 0.5635383893456744,
"lookbackDays": 30,
"returnLift1D": 0.002110446493188526,
"hitRateLift1D": 0.002967714142115163,
"activationRate": 0.3878787878787879,
"activationCount": 128,
"baselineHitRates": {
"1": 0.5167173252279635,
"5": 0.5138461538461538,
"10": 0.475
},
"sampleConfidence": 0.9916666666666667,
"shadowSharpeLike": 0.7830760542602657,
"avgForwardReturns": {
"1": 0.003254725442831189,
"5": 0.011378046028119542,
"10": 0.017961290056033658
},
"shadowMaxDrawdown": -0.30216170318455515,
"shadowTotalReturn": 0.3559373050749124,
"avgForwardReturn1D": 0.003254725442831189,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-09",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-29",
"2025-07-30",
"2025-07-31",
"2025-08-29",
"2025-09-02"
],
"horizonObservationCounts": {
"1": 127,
"5": 123,
"10": 118
},
"baselineAvgForwardReturns": {
"1": 0.0011442789496426628,
"5": 0.007334663851596539,
"10": 0.014864409675019757
}
},
{
"topN": 3,
"ticker": "ACHC",
"hitRates": {
"1": 0.5,
"5": 0.532608695652174,
"10": 0.47126436781609193
},
"hitRate1D": 0.5,
"comboQuality": 0.6754524895527481,
"eligibleDays": 315,
"fitnessScore": 0.5112491945924951,
"lookbackDays": 45,
"returnLift1D": 0.0014719823557391644,
"hitRateLift1D": -0.0286624203821656,
"activationRate": 0.30793650793650795,
"activationCount": 97,
"baselineHitRates": {
"1": 0.5286624203821656,
"5": 0.535483870967742,
"10": 0.49508196721311476
},
"sampleConfidence": 0.9890034364261169,
"shadowSharpeLike": 0.8683580100889973,
"avgForwardReturns": {
"1": 0.003847010606139456,
"5": 0.017868580041960017,
"10": 0.01942503229214253
},
"shadowMaxDrawdown": -0.23895711658244823,
"shadowTotalReturn": 0.34267710104489146,
"avgForwardReturn1D": 0.003847010606139456,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-26",
"2025-09-29",
"2025-09-30",
"2025-10-01",
"2025-10-02",
"2025-10-03",
"2025-10-06",
"2025-10-07",
"2025-10-08",
"2025-10-09"
],
"horizonObservationCounts": {
"1": 96,
"5": 92,
"10": 87
},
"baselineAvgForwardReturns": {
"1": 0.0023750282504002916,
"5": 0.01206123627075724,
"10": 0.02243080930325193
}
},
{
"topN": 5,
"ticker": "ACHC",
"hitRates": {
"1": 0.49074074074074076,
"5": 0.5288461538461539,
"10": 0.5050505050505051
},
"hitRate1D": 0.49074074074074076,
"comboQuality": 0.6637962831240585,
"eligibleDays": 315,
"fitnessScore": 0.49965676515138924,
"lookbackDays": 45,
"returnLift1D": 0.0010731488534812257,
"hitRateLift1D": -0.037921679641424844,
"activationRate": 0.346031746031746,
"activationCount": 109,
"baselineHitRates": {
"1": 0.5286624203821656,
"5": 0.535483870967742,
"10": 0.49508196721311476
},
"sampleConfidence": 0.9902140672782875,
"shadowSharpeLike": 0.8327495730945703,
"avgForwardReturns": {
"1": 0.0034481771038815173,
"5": 0.020682320876853625,
"10": 0.029931629869827208
},
"shadowMaxDrawdown": -0.25005354347638953,
"shadowTotalReturn": 0.3371163942905482,
"avgForwardReturn1D": 0.0034481771038815173,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-26",
"2025-09-02",
"2025-09-03",
"2025-09-23",
"2025-09-25",
"2025-09-26",
"2025-09-29",
"2025-09-30",
"2025-10-01",
"2025-10-02"
],
"horizonObservationCounts": {
"1": 108,
"5": 104,
"10": 99
},
"baselineAvgForwardReturns": {
"1": 0.0023750282504002916,
"5": 0.01206123627075724,
"10": 0.02243080930325193
}
},
{
"topN": 3,
"ticker": "ACHC",
"hitRates": {
"1": 0.5210084033613446,
"5": 0.5130434782608696,
"10": 0.45454545454545453
},
"hitRate1D": 0.5210084033613446,
"comboQuality": 0.654967559406464,
"eligibleDays": 352,
"fitnessScore": 0.4910083979630365,
"lookbackDays": 14,
"returnLift1D": 0.0021094273862754553,
"hitRateLift1D": 0.00957983193277312,
"activationRate": 0.3409090909090909,
"activationCount": 120,
"baselineHitRates": {
"1": 0.5114285714285715,
"5": 0.5086705202312138,
"10": 0.4619883040935672
},
"sampleConfidence": 0.9911111111111112,
"shadowSharpeLike": 0.6976179390416212,
"avgForwardReturns": {
"1": 0.003108224678999671,
"5": 0.01845181978845224,
"10": 0.023009221081035654
},
"shadowMaxDrawdown": -0.26523795688606333,
"shadowTotalReturn": 0.29918955543762626,
"avgForwardReturn1D": 0.003108224678999671,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-10",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 119,
"5": 115,
"10": 110
},
"baselineAvgForwardReturns": {
"1": 0.0009987972927242156,
"5": 0.006466686268402268,
"10": 0.011661379262760953
}
},
{
"topN": 5,
"ticker": "ACHC",
"hitRates": {
"1": 0.5283018867924528,
"5": 0.5588235294117647,
"10": 0.5257731958762887
},
"hitRate1D": 0.5283018867924528,
"comboQuality": 0.6207410474282039,
"eligibleDays": 297,
"fitnessScore": 0.45839285119482154,
"lookbackDays": 63,
"returnLift1D": 0.0009826449985356426,
"hitRateLift1D": 0.008031616522182539,
"activationRate": 0.3602693602693603,
"activationCount": 107,
"baselineHitRates": {
"1": 0.5202702702702703,
"5": 0.5205479452054794,
"10": 0.4878048780487805
},
"sampleConfidence": 0.9900311526479751,
"shadowSharpeLike": 0.7268944513691685,
"avgForwardReturns": {
"1": 0.002662242673264615,
"5": 0.014016278033466755,
"10": 0.01016528561006665
},
"shadowMaxDrawdown": -0.20207144555636491,
"shadowTotalReturn": 0.23542574155230134,
"avgForwardReturn1D": 0.002662242673264615,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-23",
"2025-09-25",
"2025-09-26",
"2025-10-03",
"2025-10-06",
"2025-10-08",
"2025-10-14",
"2025-10-15",
"2025-10-16",
"2025-10-17"
],
"horizonObservationCounts": {
"1": 106,
"5": 102,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.0016795976747289725,
"5": 0.010475041247885382,
"10": 0.021291600965259023
}
},
{
"topN": 3,
"ticker": "ACHC",
"hitRates": {
"1": 0.532608695652174,
"5": 0.5568181818181818,
"10": 0.5180722891566265
},
"hitRate1D": 0.532608695652174,
"comboQuality": 0.5382077394242458,
"eligibleDays": 297,
"fitnessScore": 0.3836884857905642,
"lookbackDays": 63,
"returnLift1D": 0.000757260110809775,
"hitRateLift1D": 0.012338425381903662,
"activationRate": 0.31313131313131315,
"activationCount": 93,
"baselineHitRates": {
"1": 0.5202702702702703,
"5": 0.5205479452054794,
"10": 0.4878048780487805
},
"sampleConfidence": 0.9885304659498209,
"shadowSharpeLike": 0.6392442569010557,
"avgForwardReturns": {
"1": 0.0024368577855387475,
"5": 0.006941771708124558,
"10": 0.003597026828652229
},
"shadowMaxDrawdown": -0.18542108027879145,
"shadowTotalReturn": 0.18367011447728432,
"avgForwardReturn1D": 0.0024368577855387475,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-25",
"2025-10-03",
"2025-10-06",
"2025-10-08",
"2025-10-15",
"2025-10-16",
"2025-10-17",
"2025-10-20",
"2025-11-04",
"2025-11-05"
],
"horizonObservationCounts": {
"1": 92,
"5": 88,
"10": 83
},
"baselineAvgForwardReturns": {
"1": 0.0016795976747289725,
"5": 0.010475041247885382,
"10": 0.021291600965259023
}
},
{
"topN": 4,
"ticker": "ACHC",
"hitRates": {
"1": 0.5116279069767442,
"5": 0.512,
"10": 0.45
},
"hitRate1D": 0.5116279069767442,
"comboQuality": 0.4736297581219694,
"eligibleDays": 352,
"fitnessScore": 0.3267726350571969,
"lookbackDays": 14,
"returnLift1D": 0.001047421467712618,
"hitRateLift1D": 0.00019933554817275212,
"activationRate": 0.3693181818181818,
"activationCount": 130,
"baselineHitRates": {
"1": 0.5114285714285715,
"5": 0.5086705202312138,
"10": 0.4619883040935672
},
"sampleConfidence": 0.9917948717948719,
"shadowSharpeLike": 0.4804073292922875,
"avgForwardReturns": {
"1": 0.0020462187604368335,
"5": 0.015595994260242071,
"10": 0.02183365947461997
},
"shadowMaxDrawdown": -0.262499054841276,
"shadowTotalReturn": 0.16735717711362907,
"avgForwardReturn1D": 0.0020462187604368335,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-10",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 129,
"5": 125,
"10": 120
},
"baselineAvgForwardReturns": {
"1": 0.0009987972927242156,
"5": 0.006466686268402268,
"10": 0.011661379262760953
}
},
{
"topN": 4,
"ticker": "ACHC",
"hitRates": {
"1": 0.52,
"5": 0.5520833333333334,
"10": 0.5164835164835165
},
"hitRate1D": 0.52,
"comboQuality": 0.453267150900836,
"eligibleDays": 297,
"fitnessScore": 0.308754707669293,
"lookbackDays": 63,
"returnLift1D": 0.00023911200403639327,
"hitRateLift1D": -0.0002702702702702675,
"activationRate": 0.3400673400673401,
"activationCount": 101,
"baselineHitRates": {
"1": 0.5202702702702703,
"5": 0.5205479452054794,
"10": 0.4878048780487805
},
"sampleConfidence": 0.9894389438943895,
"shadowSharpeLike": 0.5016021030864941,
"avgForwardReturns": {
"1": 0.0019187096787653657,
"5": 0.00871833396420521,
"10": 0.004486671408351071
},
"shadowMaxDrawdown": -0.19376858811688713,
"shadowTotalReturn": 0.13342450617154378,
"avgForwardReturn1D": 0.0019187096787653657,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-25",
"2025-09-26",
"2025-10-03",
"2025-10-06",
"2025-10-08",
"2025-10-15",
"2025-10-16",
"2025-10-17",
"2025-10-20",
"2025-10-22"
],
"horizonObservationCounts": {
"1": 100,
"5": 96,
"10": 91
},
"baselineAvgForwardReturns": {
"1": 0.0016795976747289725,
"5": 0.010475041247885382,
"10": 0.021291600965259023
}
},
{
"topN": 2,
"ticker": "ACHC",
"hitRates": {
"1": 0.5316455696202531,
"5": 0.5333333333333333,
"10": 0.5
},
"hitRate1D": 0.5316455696202531,
"comboQuality": 0.4494836413772483,
"eligibleDays": 315,
"fitnessScore": 0.3053934135053421,
"lookbackDays": 45,
"returnLift1D": -0.00008109960745382623,
"hitRateLift1D": 0.0029831492380875124,
"activationRate": 0.25396825396825395,
"activationCount": 80,
"baselineHitRates": {
"1": 0.5286624203821656,
"5": 0.535483870967742,
"10": 0.49508196721311476
},
"sampleConfidence": 0.9866666666666667,
"shadowSharpeLike": 0.5496980220356352,
"avgForwardReturns": {
"1": 0.0022939286429464654,
"5": 0.017018483837800004,
"10": 0.019123655898347653
},
"shadowMaxDrawdown": -0.163139381559253,
"shadowTotalReturn": 0.1431361259608026,
"avgForwardReturn1D": 0.0022939286429464654,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-26",
"2025-09-29",
"2025-10-03",
"2025-10-06",
"2025-10-07",
"2025-10-08",
"2025-10-09",
"2025-10-10",
"2025-10-13",
"2025-10-14"
],
"horizonObservationCounts": {
"1": 79,
"5": 75,
"10": 70
},
"baselineAvgForwardReturns": {
"1": 0.0023750282504002916,
"5": 0.01206123627075724,
"10": 0.02243080930325193
}
},
{
"topN": 3,
"ticker": "ACHC",
"hitRates": {
"1": 0.5128205128205128,
"5": 0.504424778761062,
"10": 0.49074074074074076
},
"hitRate1D": 0.5128205128205128,
"comboQuality": 0.36531222612176584,
"eligibleDays": 339,
"fitnessScore": 0.22847622810638307,
"lookbackDays": 21,
"returnLift1D": 0.0008401107177055255,
"hitRateLift1D": -0.004930966469428033,
"activationRate": 0.3480825958702065,
"activationCount": 118,
"baselineHitRates": {
"1": 0.5177514792899408,
"5": 0.5149700598802395,
"10": 0.46504559270516715
},
"sampleConfidence": 0.9909604519774012,
"shadowSharpeLike": 0.4673486579605998,
"avgForwardReturns": {
"1": 0.002073500390440416,
"5": 0.020313323376884664,
"10": 0.037279417772641016
},
"shadowMaxDrawdown": -0.4335804633277305,
"shadowTotalReturn": 0.15266499488620178,
"avgForwardReturn1D": 0.002073500390440416,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-10",
"2025-05-21",
"2025-07-02",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16"
],
"horizonObservationCounts": {
"1": 117,
"5": 113,
"10": 108
},
"baselineAvgForwardReturns": {
"1": 0.0012333896727348905,
"5": 0.007175255494564717,
"10": 0.013121379186349872
}
},
{
"topN": 2,
"ticker": "ACHC",
"hitRates": {
"1": 0.5333333333333333,
"5": 0.5352112676056338,
"10": 0.4782608695652174
},
"hitRate1D": 0.5333333333333333,
"comboQuality": 0.36427713823505575,
"eligibleDays": 297,
"fitnessScore": 0.22749349066367852,
"lookbackDays": 63,
"returnLift1D": 0.0000405876336960619,
"hitRateLift1D": 0.01306306306306304,
"activationRate": 0.2558922558922559,
"activationCount": 76,
"baselineHitRates": {
"1": 0.5202702702702703,
"5": 0.5205479452054794,
"10": 0.4878048780487805
},
"sampleConfidence": 0.9885964912280703,
"shadowSharpeLike": 0.4033154009308512,
"avgForwardReturns": {
"1": 0.0017201853084250344,
"5": -0.0014564817890363223,
"10": -0.005283232305151808
},
"shadowMaxDrawdown": -0.19137448867756113,
"shadowTotalReturn": 0.08740896730303693,
"avgForwardReturn1D": 0.0017201853084250344,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-10-03",
"2025-10-06",
"2025-10-16",
"2025-10-17",
"2025-11-04",
"2025-11-05",
"2026-02-26",
"2026-02-27",
"2026-03-02",
"2026-03-03"
],
"horizonObservationCounts": {
"1": 75,
"5": 71,
"10": 69
},
"baselineAvgForwardReturns": {
"1": 0.0016795976747289725,
"5": 0.010475041247885382,
"10": 0.021291600965259023
}
},
{
"topN": 5,
"ticker": "ACHC",
"hitRates": {
"1": 0.5074626865671642,
"5": 0.5,
"10": 0.472
},
"hitRate1D": 0.5074626865671642,
"comboQuality": 0.30781899728413237,
"eligibleDays": 339,
"fitnessScore": 0.17172617966833137,
"lookbackDays": 21,
"returnLift1D": 0.000310962843118342,
"hitRateLift1D": -0.010288792722776607,
"activationRate": 0.39823008849557523,
"activationCount": 135,
"baselineHitRates": {
"1": 0.5177514792899408,
"5": 0.5149700598802395,
"10": 0.46504559270516715
},
"sampleConfidence": 0.9920987654320989,
"shadowSharpeLike": 0.35468236017808286,
"avgForwardReturns": {
"1": 0.0015443525158532324,
"5": 0.016278360761929473,
"10": 0.03030542234255846
},
"shadowMaxDrawdown": -0.42043304559733785,
"shadowTotalReturn": 0.08939844385433804,
"avgForwardReturn1D": 0.0015443525158532324,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-10",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-07-02",
"2025-07-09",
"2025-07-10",
"2025-07-11"
],
"horizonObservationCounts": {
"1": 134,
"5": 130,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.0012333896727348905,
"5": 0.007175255494564717,
"10": 0.013121379186349872
}
},
{
"topN": 2,
"ticker": "ACHC",
"hitRates": {
"1": 0.5,
"5": 0.5196078431372549,
"10": 0.5154639175257731
},
"hitRate1D": 0.5,
"comboQuality": 0.25410533053735573,
"eligibleDays": 339,
"fitnessScore": 0.1130961837804563,
"lookbackDays": 21,
"returnLift1D": 0.00045856200951197414,
"hitRateLift1D": -0.017751479289940808,
"activationRate": 0.31563421828908556,
"activationCount": 107,
"baselineHitRates": {
"1": 0.5177514792899408,
"5": 0.5149700598802395,
"10": 0.46504559270516715
},
"sampleConfidence": 0.9900311526479751,
"shadowSharpeLike": 0.3512113260431022,
"avgForwardReturns": {
"1": 0.0016919516822468646,
"5": 0.02498256367138162,
"10": 0.04508545397787454
},
"shadowMaxDrawdown": -0.4386132544418887,
"shadowTotalReturn": 0.08930716592419818,
"avgForwardReturn1D": 0.0016919516822468646,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-10",
"2025-05-21",
"2025-07-02",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16"
],
"horizonObservationCounts": {
"1": 106,
"5": 102,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.0012333896727348905,
"5": 0.007175255494564717,
"10": 0.013121379186349872
}
},
{
"topN": 5,
"ticker": "ACHC",
"hitRates": {
"1": 0.5035971223021583,
"5": 0.5037037037037037,
"10": 0.43846153846153846
},
"hitRate1D": 0.5035971223021583,
"comboQuality": 0.23473341692460206,
"eligibleDays": 352,
"fitnessScore": 0.0900097698151894,
"lookbackDays": 14,
"returnLift1D": 0.00001159074420700951,
"hitRateLift1D": -0.007831449126413204,
"activationRate": 0.3977272727272727,
"activationCount": 140,
"baselineHitRates": {
"1": 0.5114285714285715,
"5": 0.5086705202312138,
"10": 0.4619883040935672
},
"sampleConfidence": 0.9923809523809525,
"shadowSharpeLike": 0.22953676786094848,
"avgForwardReturns": {
"1": 0.001010388036931225,
"5": 0.014510955832994762,
"10": 0.019385167336197374
},
"shadowMaxDrawdown": -0.4004484914747508,
"shadowTotalReturn": 0.021892555489720467,
"avgForwardReturn1D": 0.001010388036931225,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-10",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 139,
"5": 135,
"10": 130
},
"baselineAvgForwardReturns": {
"1": 0.0009987972927242156,
"5": 0.006466686268402268,
"10": 0.011661379262760953
}
},
{
"topN": 4,
"ticker": "ACHC",
"hitRates": {
"1": 0.5,
"5": 0.4918032786885246,
"10": 0.4700854700854701
},
"hitRate1D": 0.5,
"comboQuality": 0.19812595441971745,
"eligibleDays": 339,
"fitnessScore": 0.042429311684161024,
"lookbackDays": 21,
"returnLift1D": -0.00017691402519013082,
"hitRateLift1D": -0.017751479289940808,
"activationRate": 0.3746312684365782,
"activationCount": 127,
"baselineHitRates": {
"1": 0.5177514792899408,
"5": 0.5149700598802395,
"10": 0.46504559270516715
},
"sampleConfidence": 0.9916010498687665,
"shadowSharpeLike": 0.22644072280514133,
"avgForwardReturns": {
"1": 0.0010564756475447596,
"5": 0.01672333786836537,
"10": 0.030547222191388855
},
"shadowMaxDrawdown": -0.4651057719142805,
"shadowTotalReturn": 0.01958475609256105,
"avgForwardReturn1D": 0.0010564756475447596,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-10",
"2025-05-21",
"2025-07-02",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15"
],
"horizonObservationCounts": {
"1": 126,
"5": 122,
"10": 117
},
"baselineAvgForwardReturns": {
"1": 0.0012333896727348905,
"5": 0.007175255494564717,
"10": 0.013121379186349872
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 2,
"comboQuality": 0.8117529822961331,
"fitnessScore": 0.6715170333192062,
"lookbackDays": 14,
"returnLift1D": 0.003387171495341519,
"activationRate": 0.3039772727272727,
"activationCount": 107,
"sampleConfidence": 0.9900311526479751,
"shadowTotalReturn": 0.44163007460123715,
"avgForwardReturn1D": 0.004385968788065735
},
{
"bestTopN": 3,
"comboQuality": 0.36531222612176584,
"fitnessScore": 0.22847622810638307,
"lookbackDays": 21,
"returnLift1D": 0.0008401107177055255,
"activationRate": 0.3480825958702065,
"activationCount": 118,
"sampleConfidence": 0.9909604519774012,
"shadowTotalReturn": 0.15266499488620178,
"avgForwardReturn1D": 0.002073500390440416
},
{
"bestTopN": 3,
"comboQuality": 0.910670980791424,
"fitnessScore": 0.8608081596424182,
"lookbackDays": 30,
"returnLift1D": 0.004192460742675718,
"activationRate": 0.3151515151515151,
"activationCount": 104,
"sampleConfidence": 0.9897435897435898,
"shadowTotalReturn": 0.5707171208869892,
"avgForwardReturn1D": 0.005336739692318381
},
{
"bestTopN": 4,
"comboQuality": 0.7257237719634809,
"fitnessScore": 0.5640674212490216,
"lookbackDays": 45,
"returnLift1D": 0.001513192352334482,
"activationRate": 0.3333333333333333,
"activationCount": 105,
"sampleConfidence": 0.98984126984127,
"shadowTotalReturn": 0.38775900494825666,
"avgForwardReturn1D": 0.0038882206027347735
},
{
"bestTopN": 5,
"comboQuality": 0.6207410474282039,
"fitnessScore": 0.45839285119482154,
"lookbackDays": 63,
"returnLift1D": 0.0009826449985356426,
"activationRate": 0.3602693602693603,
"activationCount": 107,
"sampleConfidence": 0.9900311526479751,
"shadowTotalReturn": 0.23542574155230134,
"avgForwardReturn1D": 0.002662242673264615
}
],
"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": "6a7bb951dc82edd2a460aa6826a8a17c9142e63f5c3bc79e23f899f010ed2ed5",
"size": 13,
"members": [
"ACHC",
"SMH",
"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",
"ACHC"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "ACHC",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 3,
"ticker": "ACHC",
"hitRates": {
"1": 0.5242718446601942,
"5": 0.5656565656565656,
"10": 0.5425531914893617
},
"hitRate1D": 0.5242718446601942,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9073455563796197,
"eligibleDays": 359,
"fitnessScore": 0.8519622196386284,
"lookbackDays": 30,
"returnLift1D": 0.005005649728214469,
"hitRateLift1D": 0.014522541039024284,
"portfolioSize": 3,
"activationRate": 0.28690807799442897,
"activationCount": 103,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5070422535211268,
"10": 0.4514285714285714
},
"sampleConfidence": 0.9915857605177995,
"shadowSharpeLike": 1.0686540461368421,
"avgForwardReturns": {
"1": 0.005336739692318381,
"5": 0.025932161405593998,
"10": 0.04221079545494519
},
"shadowMaxDrawdown": -0.17689645442604052,
"shadowTotalReturn": 0.5707171208869892,
"avgForwardReturn1D": 0.005336739692318381,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-16",
"2025-07-31",
"2025-09-02",
"2025-09-03",
"2025-09-05",
"2025-09-08",
"2025-09-10",
"2025-09-18",
"2025-09-19",
"2025-09-22"
],
"horizonObservationCounts": {
"1": 103,
"5": 99,
"10": 94
},
"baselineAvgForwardReturns": {
"1": 0.0003310899641039123,
"5": 0.002632597386052091,
"10": 0.005082001296933102
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9073455563796197,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.47696688068762166,
"bestRawFitnessScore": 0.8519622196386284,
"upperQuartileComboQuality": 0.7192385692123591
},
"algorithmFit": {
"label": "moderate",
"score": 0.6120857310469324,
"rawScore": 0.637810518285664,
"confidence": 0.9193340764969637,
"bestProfile": {
"lookbackDays": 30,
"portfolioSize": 3
},
"profileBreadth": 0.3999293961024762,
"recommendedRegion": {
"lookbackDays": [
30
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.6555614512529135,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "ACHC",
"hitRates": {
"1": 0.5242718446601942,
"5": 0.5656565656565656,
"10": 0.5425531914893617
},
"hitRate1D": 0.5242718446601942,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9073455563796197,
"eligibleDays": 359,
"fitnessScore": 0.8519622196386284,
"lookbackDays": 30,
"returnLift1D": 0.005005649728214469,
"hitRateLift1D": 0.014522541039024284,
"portfolioSize": 3,
"activationRate": 0.28690807799442897,
"activationCount": 103,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5070422535211268,
"10": 0.4514285714285714
},
"sampleConfidence": 0.9915857605177995,
"shadowSharpeLike": 1.0686540461368421,
"avgForwardReturns": {
"1": 0.005336739692318381,
"5": 0.025932161405593998,
"10": 0.04221079545494519
},
"shadowMaxDrawdown": -0.17689645442604052,
"shadowTotalReturn": 0.5707171208869892,
"avgForwardReturn1D": 0.005336739692318381,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-16",
"2025-07-31",
"2025-09-02",
"2025-09-03",
"2025-09-05",
"2025-09-08",
"2025-09-10",
"2025-09-18",
"2025-09-19",
"2025-09-22"
],
"horizonObservationCounts": {
"1": 103,
"5": 99,
"10": 94
},
"baselineAvgForwardReturns": {
"1": 0.0003310899641039123,
"5": 0.002632597386052091,
"10": 0.005082001296933102
}
},
{
"topN": 4,
"ticker": "ACHC",
"hitRates": {
"1": 0.5299145299145299,
"5": 0.504424778761062,
"10": 0.48148148148148145
},
"hitRate1D": 0.5299145299145299,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8903512439777518,
"eligibleDays": 359,
"fitnessScore": 0.8107534604665302,
"lookbackDays": 30,
"returnLift1D": 0.00416364601744992,
"hitRateLift1D": 0.02016522629336004,
"portfolioSize": 4,
"activationRate": 0.32590529247910865,
"activationCount": 117,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5070422535211268,
"10": 0.4514285714285714
},
"sampleConfidence": 0.9925925925925927,
"shadowSharpeLike": 1.0131438234474608,
"avgForwardReturns": {
"1": 0.004494735981553832,
"5": 0.015900960327691005,
"10": 0.026546746371506162
},
"shadowMaxDrawdown": -0.2064665193162234,
"shadowTotalReturn": 0.5326181178682878,
"avgForwardReturn1D": 0.004494735981553832,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-09",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-30",
"2025-07-31",
"2025-09-02",
"2025-09-03",
"2025-09-04"
],
"horizonObservationCounts": {
"1": 117,
"5": 113,
"10": 108
},
"baselineAvgForwardReturns": {
"1": 0.0003310899641039123,
"5": 0.002632597386052091,
"10": 0.005082001296933102
}
},
{
"topN": 5,
"ticker": "ACHC",
"hitRates": {
"1": 0.5299145299145299,
"5": 0.504424778761062,
"10": 0.48148148148148145
},
"hitRate1D": 0.5299145299145299,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8903512439777518,
"eligibleDays": 359,
"fitnessScore": 0.8107534604665302,
"lookbackDays": 30,
"returnLift1D": 0.00416364601744992,
"hitRateLift1D": 0.02016522629336004,
"portfolioSize": 5,
"activationRate": 0.32590529247910865,
"activationCount": 117,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5070422535211268,
"10": 0.4514285714285714
},
"sampleConfidence": 0.9925925925925927,
"shadowSharpeLike": 1.0131438234474608,
"avgForwardReturns": {
"1": 0.004494735981553832,
"5": 0.015900960327691005,
"10": 0.026546746371506162
},
"shadowMaxDrawdown": -0.2064665193162234,
"shadowTotalReturn": 0.5326181178682878,
"avgForwardReturn1D": 0.004494735981553832,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-09",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-30",
"2025-07-31",
"2025-09-02",
"2025-09-03",
"2025-09-04"
],
"horizonObservationCounts": {
"1": 117,
"5": 113,
"10": 108
},
"baselineAvgForwardReturns": {
"1": 0.0003310899641039123,
"5": 0.002632597386052091,
"10": 0.005082001296933102
}
},
{
"topN": 2,
"ticker": "ACHC",
"hitRates": {
"1": 0.5217391304347826,
"5": 0.5909090909090909,
"10": 0.5903614457831325
},
"hitRate1D": 0.5217391304347826,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.8825662864286727,
"eligibleDays": 359,
"fitnessScore": 0.7937311699717983,
"lookbackDays": 30,
"returnLift1D": 0.005278117813004305,
"hitRateLift1D": 0.011989826813612714,
"portfolioSize": 2,
"activationRate": 0.2562674094707521,
"activationCount": 92,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5070422535211268,
"10": 0.4514285714285714
},
"sampleConfidence": 0.9905797101449276,
"shadowSharpeLike": 1.0849206515510201,
"avgForwardReturns": {
"1": 0.005609207777108217,
"5": 0.03448014244503588,
"10": 0.053875640459871636
},
"shadowMaxDrawdown": -0.20519167670816385,
"shadowTotalReturn": 0.5399945727907276,
"avgForwardReturn1D": 0.005609207777108217,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-02",
"2025-09-03",
"2025-09-05",
"2025-09-08",
"2025-09-18",
"2025-09-19",
"2025-09-22",
"2025-09-23",
"2025-09-24",
"2025-09-25"
],
"horizonObservationCounts": {
"1": 92,
"5": 88,
"10": 83
},
"baselineAvgForwardReturns": {
"1": 0.0003310899641039123,
"5": 0.002632597386052091,
"10": 0.005082001296933102
}
},
{
"topN": 4,
"ticker": "ACHC",
"hitRates": {
"1": 0.5,
"5": 0.52,
"10": 0.49473684210526314
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7192385692123591,
"eligibleDays": 344,
"fitnessScore": 0.5569513163704402,
"lookbackDays": 45,
"returnLift1D": 0.0027446571487656102,
"hitRateLift1D": -0.014534883720930258,
"portfolioSize": 4,
"activationRate": 0.3023255813953488,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5145348837209303,
"5": 0.5176470588235295,
"10": 0.46865671641791046
},
"sampleConfidence": 0.9916666666666667,
"shadowSharpeLike": 0.8905697470622747,
"avgForwardReturns": {
"1": 0.0038882206027347735,
"5": 0.02067024594355786,
"10": 0.029851813085457347
},
"shadowMaxDrawdown": -0.26697148347659694,
"shadowTotalReturn": 0.38775900494825666,
"avgForwardReturn1D": 0.0038882206027347735,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-02",
"2025-09-03",
"2025-09-25",
"2025-09-26",
"2025-09-29",
"2025-09-30",
"2025-10-01",
"2025-10-02",
"2025-10-03",
"2025-10-06"
],
"horizonObservationCounts": {
"1": 104,
"5": 100,
"10": 95
},
"baselineAvgForwardReturns": {
"1": 0.0011435634539691635,
"5": 0.007106423049382385,
"10": 0.01331081889985708
}
},
{
"topN": 5,
"ticker": "ACHC",
"hitRates": {
"1": 0.5,
"5": 0.52,
"10": 0.49473684210526314
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7192385692123591,
"eligibleDays": 344,
"fitnessScore": 0.5569513163704402,
"lookbackDays": 45,
"returnLift1D": 0.0027446571487656102,
"hitRateLift1D": -0.014534883720930258,
"portfolioSize": 5,
"activationRate": 0.3023255813953488,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5145348837209303,
"5": 0.5176470588235295,
"10": 0.46865671641791046
},
"sampleConfidence": 0.9916666666666667,
"shadowSharpeLike": 0.8905697470622747,
"avgForwardReturns": {
"1": 0.0038882206027347735,
"5": 0.02067024594355786,
"10": 0.029851813085457347
},
"shadowMaxDrawdown": -0.26697148347659694,
"shadowTotalReturn": 0.38775900494825666,
"avgForwardReturn1D": 0.0038882206027347735,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-02",
"2025-09-03",
"2025-09-25",
"2025-09-26",
"2025-09-29",
"2025-09-30",
"2025-10-01",
"2025-10-02",
"2025-10-03",
"2025-10-06"
],
"horizonObservationCounts": {
"1": 104,
"5": 100,
"10": 95
},
"baselineAvgForwardReturns": {
"1": 0.0011435634539691635,
"5": 0.007106423049382385,
"10": 0.01331081889985708
}
},
{
"topN": 2,
"ticker": "ACHC",
"hitRates": {
"1": 0.5137614678899083,
"5": 0.5142857142857142,
"10": 0.46
},
"hitRate1D": 0.5137614678899083,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6902136932340995,
"eligibleDays": 375,
"fitnessScore": 0.5262460751076531,
"lookbackDays": 14,
"returnLift1D": 0.003611259428605541,
"hitRateLift1D": 0.007094801223241576,
"portfolioSize": 2,
"activationRate": 0.2906666666666667,
"activationCount": 109,
"baselineHitRates": {
"1": 0.5066666666666667,
"5": 0.49865229110512127,
"10": 0.43169398907103823
},
"sampleConfidence": 0.9920489296636086,
"shadowSharpeLike": 0.767070959578267,
"avgForwardReturns": {
"1": 0.0037222335711728067,
"5": 0.019711839408728296,
"10": 0.028168258002309984
},
"shadowMaxDrawdown": -0.2854819868921832,
"shadowTotalReturn": 0.35421906520111834,
"avgForwardReturn1D": 0.0037222335711728067,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-02-05",
"2025-02-06",
"2025-04-01",
"2025-04-02",
"2025-04-10",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15"
],
"horizonObservationCounts": {
"1": 109,
"5": 105,
"10": 100
},
"baselineAvgForwardReturns": {
"1": 0.00011097414256726553,
"5": 0.0014611609737008,
"10": 0.001845736392548873
}
},
{
"topN": 3,
"ticker": "ACHC",
"hitRates": {
"1": 0.5,
"5": 0.532608695652174,
"10": 0.47126436781609193
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.6695677041107054,
"eligibleDays": 344,
"fitnessScore": 0.5053707103692654,
"lookbackDays": 45,
"returnLift1D": 0.0027034471521702923,
"hitRateLift1D": -0.014534883720930258,
"portfolioSize": 3,
"activationRate": 0.27906976744186046,
"activationCount": 96,
"baselineHitRates": {
"1": 0.5145348837209303,
"5": 0.5176470588235295,
"10": 0.46865671641791046
},
"sampleConfidence": 0.9909722222222223,
"shadowSharpeLike": 0.8309563641815471,
"avgForwardReturns": {
"1": 0.003847010606139456,
"5": 0.017868580041960017,
"10": 0.01942503229214253
},
"shadowMaxDrawdown": -0.23895711658244823,
"shadowTotalReturn": 0.34267710104489146,
"avgForwardReturn1D": 0.003847010606139456,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-26",
"2025-09-29",
"2025-09-30",
"2025-10-01",
"2025-10-02",
"2025-10-03",
"2025-10-06",
"2025-10-07",
"2025-10-08",
"2025-10-09"
],
"horizonObservationCounts": {
"1": 96,
"5": 92,
"10": 87
},
"baselineAvgForwardReturns": {
"1": 0.0011435634539691635,
"5": 0.007106423049382385,
"10": 0.01331081889985708
}
},
{
"topN": 3,
"ticker": "ACHC",
"hitRates": {
"1": 0.532608695652174,
"5": 0.5568181818181818,
"10": 0.5180722891566265
},
"hitRate1D": 0.532608695652174,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5221929954169997,
"eligibleDays": 326,
"fitnessScore": 0.36954267649740824,
"lookbackDays": 63,
"returnLift1D": 0.0010816380080805688,
"hitRateLift1D": 0.01113630301413715,
"portfolioSize": 3,
"activationRate": 0.2822085889570552,
"activationCount": 92,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.5186335403726708,
"10": 0.4794952681388013
},
"sampleConfidence": 0.9905797101449276,
"shadowSharpeLike": 0.6101970198639272,
"avgForwardReturns": {
"1": 0.0024368577855387475,
"5": 0.006941771708124558,
"10": 0.003597026828652229
},
"shadowMaxDrawdown": -0.18542108027879145,
"shadowTotalReturn": 0.18367011447728432,
"avgForwardReturn1D": 0.0024368577855387475,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-25",
"2025-10-03",
"2025-10-06",
"2025-10-08",
"2025-10-15",
"2025-10-16",
"2025-10-17",
"2025-10-20",
"2025-11-04",
"2025-11-05"
],
"horizonObservationCounts": {
"1": 92,
"5": 88,
"10": 83
},
"baselineAvgForwardReturns": {
"1": 0.0013552197774581787,
"5": 0.008105730474319886,
"10": 0.016541982298165257
}
},
{
"topN": 3,
"ticker": "ACHC",
"hitRates": {
"1": 0.5081967213114754,
"5": 0.5084745762711864,
"10": 0.4424778761061947
},
"hitRate1D": 0.5081967213114754,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.507905417618152,
"eligibleDays": 375,
"fitnessScore": 0.3569573472810061,
"lookbackDays": 14,
"returnLift1D": 0.0024356611404149388,
"hitRateLift1D": 0.0015300546448087093,
"portfolioSize": 3,
"activationRate": 0.3253333333333333,
"activationCount": 122,
"baselineHitRates": {
"1": 0.5066666666666667,
"5": 0.49865229110512127,
"10": 0.43169398907103823
},
"sampleConfidence": 0.992896174863388,
"shadowSharpeLike": 0.5529598744337236,
"avgForwardReturns": {
"1": 0.0025466352829822043,
"5": 0.016817138545777197,
"10": 0.020373882890255077
},
"shadowMaxDrawdown": -0.3055511749075349,
"shadowTotalReturn": 0.22041520656431435,
"avgForwardReturn1D": 0.0025466352829822043,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-02-05",
"2025-02-06",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-10",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 122,
"5": 118,
"10": 113
},
"baselineAvgForwardReturns": {
"1": 0.00011097414256726553,
"5": 0.0014611609737008,
"10": 0.001845736392548873
}
},
{
"topN": 2,
"ticker": "ACHC",
"hitRates": {
"1": 0.5316455696202531,
"5": 0.5333333333333333,
"10": 0.5
},
"hitRate1D": 0.5316455696202531,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.44602834375709133,
"eligibleDays": 344,
"fitnessScore": 0.3023191750727917,
"lookbackDays": 45,
"returnLift1D": 0.0011503651889773019,
"hitRateLift1D": 0.017110685899322853,
"portfolioSize": 2,
"activationRate": 0.22965116279069767,
"activationCount": 79,
"baselineHitRates": {
"1": 0.5145348837209303,
"5": 0.5176470588235295,
"10": 0.46865671641791046
},
"sampleConfidence": 0.989029535864979,
"shadowSharpeLike": 0.5260614798288034,
"avgForwardReturns": {
"1": 0.0022939286429464654,
"5": 0.017018483837800004,
"10": 0.019123655898347653
},
"shadowMaxDrawdown": -0.163139381559253,
"shadowTotalReturn": 0.1431361259608026,
"avgForwardReturn1D": 0.0022939286429464654,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-26",
"2025-09-29",
"2025-10-03",
"2025-10-06",
"2025-10-07",
"2025-10-08",
"2025-10-09",
"2025-10-10",
"2025-10-13",
"2025-10-14"
],
"horizonObservationCounts": {
"1": 79,
"5": 75,
"10": 70
},
"baselineAvgForwardReturns": {
"1": 0.0011435634539691635,
"5": 0.007106423049382385,
"10": 0.01331081889985708
}
},
{
"topN": 4,
"ticker": "ACHC",
"hitRates": {
"1": 0.52,
"5": 0.5520833333333334,
"10": 0.5164835164835165
},
"hitRate1D": 0.52,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.4361151911076878,
"eligibleDays": 326,
"fitnessScore": 0.2934724117745417,
"lookbackDays": 63,
"returnLift1D": 0.000563489901307187,
"hitRateLift1D": -0.0014723926380367791,
"portfolioSize": 4,
"activationRate": 0.3067484662576687,
"activationCount": 100,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.5186335403726708,
"10": 0.4794952681388013
},
"sampleConfidence": 0.9913333333333334,
"shadowSharpeLike": 0.47882263485980725,
"avgForwardReturns": {
"1": 0.0019187096787653657,
"5": 0.00871833396420521,
"10": 0.004486671408351071
},
"shadowMaxDrawdown": -0.19376858811688713,
"shadowTotalReturn": 0.13342450617154378,
"avgForwardReturn1D": 0.0019187096787653657,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-25",
"2025-09-26",
"2025-10-03",
"2025-10-06",
"2025-10-08",
"2025-10-15",
"2025-10-16",
"2025-10-17",
"2025-10-20",
"2025-10-22"
],
"horizonObservationCounts": {
"1": 100,
"5": 96,
"10": 91
},
"baselineAvgForwardReturns": {
"1": 0.0013552197774581787,
"5": 0.008105730474319886,
"10": 0.016541982298165257
}
},
{
"topN": 5,
"ticker": "ACHC",
"hitRates": {
"1": 0.52,
"5": 0.5520833333333334,
"10": 0.5164835164835165
},
"hitRate1D": 0.52,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.4361151911076878,
"eligibleDays": 326,
"fitnessScore": 0.2934724117745417,
"lookbackDays": 63,
"returnLift1D": 0.000563489901307187,
"hitRateLift1D": -0.0014723926380367791,
"portfolioSize": 5,
"activationRate": 0.3067484662576687,
"activationCount": 100,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.5186335403726708,
"10": 0.4794952681388013
},
"sampleConfidence": 0.9913333333333334,
"shadowSharpeLike": 0.47882263485980725,
"avgForwardReturns": {
"1": 0.0019187096787653657,
"5": 0.00871833396420521,
"10": 0.004486671408351071
},
"shadowMaxDrawdown": -0.19376858811688713,
"shadowTotalReturn": 0.13342450617154378,
"avgForwardReturn1D": 0.0019187096787653657,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-25",
"2025-09-26",
"2025-10-03",
"2025-10-06",
"2025-10-08",
"2025-10-15",
"2025-10-16",
"2025-10-17",
"2025-10-20",
"2025-10-22"
],
"horizonObservationCounts": {
"1": 100,
"5": 96,
"10": 91
},
"baselineAvgForwardReturns": {
"1": 0.0013552197774581787,
"5": 0.008105730474319886,
"10": 0.016541982298165257
}
},
{
"topN": 3,
"ticker": "ACHC",
"hitRates": {
"1": 0.5169491525423728,
"5": 0.5,
"10": 0.48623853211009177
},
"hitRate1D": 0.5169491525423728,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.37264249762889,
"eligibleDays": 368,
"fitnessScore": 0.23540264928065754,
"lookbackDays": 21,
"returnLift1D": 0.002012807680715296,
"hitRateLift1D": 0.01151436993367716,
"portfolioSize": 3,
"activationRate": 0.32065217391304346,
"activationCount": 118,
"baselineHitRates": {
"1": 0.5054347826086957,
"5": 0.4945054945054945,
"10": 0.4401114206128134
},
"sampleConfidence": 0.9926553672316385,
"shadowSharpeLike": 0.4580112636554161,
"avgForwardReturns": {
"1": 0.002105111566886873,
"5": 0.01975332226405724,
"10": 0.03617765723367724
},
"shadowMaxDrawdown": -0.4335804633277305,
"shadowTotalReturn": 0.15819890195151998,
"avgForwardReturn1D": 0.002105111566886873,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-03-31",
"2025-04-01",
"2025-04-10",
"2025-05-21",
"2025-07-02",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15"
],
"horizonObservationCounts": {
"1": 118,
"5": 114,
"10": 109
},
"baselineAvgForwardReturns": {
"1": 0.00009230388617157735,
"5": 0.0015487789254914745,
"10": 0.0029606600975454686
}
},
{
"topN": 2,
"ticker": "ACHC",
"hitRates": {
"1": 0.5333333333333333,
"5": 0.5352112676056338,
"10": 0.4782608695652174
},
"hitRate1D": 0.5333333333333333,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3526100541499685,
"eligibleDays": 326,
"fitnessScore": 0.2163310739612162,
"lookbackDays": 63,
"returnLift1D": 0.00036496553096685563,
"hitRateLift1D": 0.011860940695296529,
"portfolioSize": 2,
"activationRate": 0.23006134969325154,
"activationCount": 75,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.5186335403726708,
"10": 0.4794952681388013
},
"sampleConfidence": 0.9911111111111112,
"shadowSharpeLike": 0.38500553210599614,
"avgForwardReturns": {
"1": 0.0017201853084250344,
"5": -0.0014564817890363223,
"10": -0.005283232305151808
},
"shadowMaxDrawdown": -0.19137448867756113,
"shadowTotalReturn": 0.08740896730303693,
"avgForwardReturn1D": 0.0017201853084250344,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-10-03",
"2025-10-06",
"2025-10-16",
"2025-10-17",
"2025-11-04",
"2025-11-05",
"2026-02-26",
"2026-02-27",
"2026-03-02",
"2026-03-03"
],
"horizonObservationCounts": {
"1": 75,
"5": 71,
"10": 69
},
"baselineAvgForwardReturns": {
"1": 0.0013552197774581787,
"5": 0.008105730474319886,
"10": 0.016541982298165257
}
},
{
"topN": 4,
"ticker": "ACHC",
"hitRates": {
"1": 0.5,
"5": 0.5078125,
"10": 0.43902439024390244
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3435265623388037,
"eligibleDays": 375,
"fitnessScore": 0.20752408505093145,
"lookbackDays": 14,
"returnLift1D": 0.001440336371214701,
"hitRateLift1D": -0.00666666666666671,
"portfolioSize": 4,
"activationRate": 0.352,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5066666666666667,
"5": 0.49865229110512127,
"10": 0.43169398907103823
},
"sampleConfidence": 0.9934343434343434,
"shadowSharpeLike": 0.34741942173414025,
"avgForwardReturns": {
"1": 0.0015513105137819666,
"5": 0.01415595590046845,
"10": 0.019441248655604055
},
"shadowMaxDrawdown": -0.2923565271737919,
"shadowTotalReturn": 0.0965762805579009,
"avgForwardReturn1D": 0.0015513105137819666,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-02-05",
"2025-02-06",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-10",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 132,
"5": 128,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.00011097414256726553,
"5": 0.0014611609737008,
"10": 0.001845736392548873
}
},
{
"topN": 5,
"ticker": "ACHC",
"hitRates": {
"1": 0.5,
"5": 0.5078125,
"10": 0.43902439024390244
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3435265623388037,
"eligibleDays": 375,
"fitnessScore": 0.20752408505093145,
"lookbackDays": 14,
"returnLift1D": 0.001440336371214701,
"hitRateLift1D": -0.00666666666666671,
"portfolioSize": 5,
"activationRate": 0.352,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5066666666666667,
"5": 0.49865229110512127,
"10": 0.43169398907103823
},
"sampleConfidence": 0.9934343434343434,
"shadowSharpeLike": 0.34741942173414025,
"avgForwardReturns": {
"1": 0.0015513105137819666,
"5": 0.01415595590046845,
"10": 0.019441248655604055
},
"shadowMaxDrawdown": -0.2923565271737919,
"shadowTotalReturn": 0.0965762805579009,
"avgForwardReturn1D": 0.0015513105137819666,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-02-05",
"2025-02-06",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-10",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 132,
"5": 128,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.00011097414256726553,
"5": 0.0014611609737008,
"10": 0.001845736392548873
}
},
{
"topN": 2,
"ticker": "ACHC",
"hitRates": {
"1": 0.5046728971962616,
"5": 0.5145631067961165,
"10": 0.5102040816326531
},
"hitRate1D": 0.5046728971962616,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.26184272850216855,
"eligibleDays": 368,
"fitnessScore": 0.12198917161955933,
"lookbackDays": 21,
"returnLift1D": 0.0016380745954105724,
"hitRateLift1D": -0.0007618854124340491,
"portfolioSize": 2,
"activationRate": 0.2907608695652174,
"activationCount": 107,
"baselineHitRates": {
"1": 0.5054347826086957,
"5": 0.4945054945054945,
"10": 0.4401114206128134
},
"sampleConfidence": 0.9919003115264798,
"shadowSharpeLike": 0.34703980662642003,
"avgForwardReturns": {
"1": 0.0017303784815821497,
"5": 0.02431742418442218,
"10": 0.04378037300897368
},
"shadowMaxDrawdown": -0.4386132544418886,
"shadowTotalReturn": 0.09453689411803845,
"avgForwardReturn1D": 0.0017303784815821497,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-03-31",
"2025-04-01",
"2025-04-10",
"2025-05-21",
"2025-07-02",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15"
],
"horizonObservationCounts": {
"1": 107,
"5": 103,
"10": 98
},
"baselineAvgForwardReturns": {
"1": 0.00009230388617157735,
"5": 0.0015487789254914745,
"10": 0.0029606600975454686
}
},
{
"topN": 4,
"ticker": "ACHC",
"hitRates": {
"1": 0.5039370078740157,
"5": 0.4878048780487805,
"10": 0.4661016949152542
},
"hitRate1D": 0.5039370078740157,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.20188377056893173,
"eligibleDays": 368,
"fitnessScore": 0.0475963381795237,
"lookbackDays": 21,
"returnLift1D": 0.001001550844550959,
"hitRateLift1D": -0.0014977747346799353,
"portfolioSize": 4,
"activationRate": 0.3451086956521739,
"activationCount": 127,
"baselineHitRates": {
"1": 0.5054347826086957,
"5": 0.4945054945054945,
"10": 0.4401114206128134
},
"sampleConfidence": 0.9931758530183727,
"shadowSharpeLike": 0.22622198961555567,
"avgForwardReturns": {
"1": 0.0010938547307225363,
"5": 0.016233499320773444,
"10": 0.029586546740831245
},
"shadowMaxDrawdown": -0.4651057719142806,
"shadowTotalReturn": 0.02447974926964336,
"avgForwardReturn1D": 0.0010938547307225363,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-03-31",
"2025-04-01",
"2025-04-10",
"2025-05-21",
"2025-07-02",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14"
],
"horizonObservationCounts": {
"1": 127,
"5": 123,
"10": 118
},
"baselineAvgForwardReturns": {
"1": 0.00009230388617157735,
"5": 0.0015487789254914745,
"10": 0.0029606600975454686
}
},
{
"topN": 5,
"ticker": "ACHC",
"hitRates": {
"1": 0.5039370078740157,
"5": 0.4878048780487805,
"10": 0.4661016949152542
},
"hitRate1D": 0.5039370078740157,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.20188377056893173,
"eligibleDays": 368,
"fitnessScore": 0.0475963381795237,
"lookbackDays": 21,
"returnLift1D": 0.001001550844550959,
"hitRateLift1D": -0.0014977747346799353,
"portfolioSize": 5,
"activationRate": 0.3451086956521739,
"activationCount": 127,
"baselineHitRates": {
"1": 0.5054347826086957,
"5": 0.4945054945054945,
"10": 0.4401114206128134
},
"sampleConfidence": 0.9931758530183727,
"shadowSharpeLike": 0.22622198961555567,
"avgForwardReturns": {
"1": 0.0010938547307225363,
"5": 0.016233499320773444,
"10": 0.029586546740831245
},
"shadowMaxDrawdown": -0.4651057719142806,
"shadowTotalReturn": 0.02447974926964336,
"avgForwardReturn1D": 0.0010938547307225363,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-03-31",
"2025-04-01",
"2025-04-10",
"2025-05-21",
"2025-07-02",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14"
],
"horizonObservationCounts": {
"1": 127,
"5": 123,
"10": 118
},
"baselineAvgForwardReturns": {
"1": 0.00009230388617157735,
"5": 0.0015487789254914745,
"10": 0.0029606600975454686
}
}
],
"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": 0.6902136932340995,
"fitnessScore": 0.5262460751076531,
"lookbackDays": 14,
"returnLift1D": 0.003611259428605541,
"activationRate": 0.2906666666666667,
"activationCount": 109,
"sampleConfidence": 0.9920489296636086,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.35421906520111834,
"avgForwardReturn1D": 0.0037222335711728067
},
{
"comboQuality": 0.37264249762889,
"fitnessScore": 0.23540264928065754,
"lookbackDays": 21,
"returnLift1D": 0.002012807680715296,
"activationRate": 0.32065217391304346,
"activationCount": 118,
"sampleConfidence": 0.9926553672316385,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.15819890195151998,
"avgForwardReturn1D": 0.002105111566886873
},
{
"comboQuality": 0.9073455563796197,
"fitnessScore": 0.8519622196386284,
"lookbackDays": 30,
"returnLift1D": 0.005005649728214469,
"activationRate": 0.28690807799442897,
"activationCount": 103,
"sampleConfidence": 0.9915857605177995,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.5707171208869892,
"avgForwardReturn1D": 0.005336739692318381
},
{
"comboQuality": 0.7192385692123591,
"fitnessScore": 0.5569513163704402,
"lookbackDays": 45,
"returnLift1D": 0.0027446571487656102,
"activationRate": 0.3023255813953488,
"activationCount": 104,
"sampleConfidence": 0.9916666666666667,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.38775900494825666,
"avgForwardReturn1D": 0.0038882206027347735
},
{
"comboQuality": 0.5221929954169997,
"fitnessScore": 0.36954267649740824,
"lookbackDays": 63,
"returnLift1D": 0.0010816380080805688,
"activationRate": 0.2822085889570552,
"activationCount": 92,
"sampleConfidence": 0.9905797101449276,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.18367011447728432,
"avgForwardReturn1D": 0.0024368577855387475
}
],
"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": "6a7bb951dc82edd2a460aa6826a8a17c9142e63f5c3bc79e23f899f010ed2ed5",
"size": 13,
"members": [
"ACHC",
"SMH",
"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