Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ACMR"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "ACMR",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 3,
"ticker": "ACMR",
"hitRates": {
"1": 0.5925925925925926,
"5": 0.6620370370370371,
"10": 0.6822429906542056
},
"hitRate1D": 0.5925925925925926,
"comboQuality": 0.9999994576324926,
"eligibleDays": 339,
"fitnessScore": 3.5240107223016435,
"lookbackDays": 21,
"returnLift1D": 0.003070058414440158,
"hitRateLift1D": 0.039338154722770025,
"activationRate": 0.6371681415929203,
"activationCount": 216,
"baselineHitRates": {
"1": 0.5532544378698225,
"5": 0.6167664670658682,
"10": 0.6595744680851063
},
"sampleConfidence": 0.9993827160493828,
"shadowSharpeLike": 1.8708433450016617,
"avgForwardReturns": {
"1": 0.007608425808148672,
"5": 0.033469387283291185,
"10": 0.05837260090951552
},
"shadowMaxDrawdown": -0.3116226514215348,
"shadowTotalReturn": 2.8536858405642573,
"avgForwardReturn1D": 0.007608425808148672,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 216,
"5": 216,
"10": 214
},
"baselineAvgForwardReturns": {
"1": 0.004538367393708514,
"5": 0.023462892652072114,
"10": 0.050700412359630194
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999994576324926,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9993322502041636,
"bestRawFitnessScore": 3.5240107223016435,
"upperQuartileComboQuality": 0.9999603613520804
},
"algorithmFit": {
"label": "strong",
"score": 0.9932598603076807,
"rawScore": 0.9991263510134292,
"confidence": 0.9882567591180074,
"bestProfile": {
"topN": 3,
"lookbackDays": 21
},
"profileBreadth": 0.9002188686100038,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
14,
21,
30,
45,
63
]
},
"parameterStability": 0.997017209744349,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "ACMR",
"hitRates": {
"1": 0.5925925925925926,
"5": 0.6620370370370371,
"10": 0.6822429906542056
},
"hitRate1D": 0.5925925925925926,
"comboQuality": 0.9999994576324926,
"eligibleDays": 339,
"fitnessScore": 3.5240107223016435,
"lookbackDays": 21,
"returnLift1D": 0.003070058414440158,
"hitRateLift1D": 0.039338154722770025,
"activationRate": 0.6371681415929203,
"activationCount": 216,
"baselineHitRates": {
"1": 0.5532544378698225,
"5": 0.6167664670658682,
"10": 0.6595744680851063
},
"sampleConfidence": 0.9993827160493828,
"shadowSharpeLike": 1.8708433450016617,
"avgForwardReturns": {
"1": 0.007608425808148672,
"5": 0.033469387283291185,
"10": 0.05837260090951552
},
"shadowMaxDrawdown": -0.3116226514215348,
"shadowTotalReturn": 2.8536858405642573,
"avgForwardReturn1D": 0.007608425808148672,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 216,
"5": 216,
"10": 214
},
"baselineAvgForwardReturns": {
"1": 0.004538367393708514,
"5": 0.023462892652072114,
"10": 0.050700412359630194
}
},
{
"topN": 5,
"ticker": "ACMR",
"hitRates": {
"1": 0.5848214285714286,
"5": 0.6517857142857143,
"10": 0.6787330316742082
},
"hitRate1D": 0.5848214285714286,
"comboQuality": 0.999999293716688,
"eligibleDays": 339,
"fitnessScore": 3.465914710020889,
"lookbackDays": 21,
"returnLift1D": 0.002746295461765572,
"hitRateLift1D": 0.03156699070160607,
"activationRate": 0.6607669616519174,
"activationCount": 224,
"baselineHitRates": {
"1": 0.5532544378698225,
"5": 0.6167664670658682,
"10": 0.6595744680851063
},
"sampleConfidence": 0.999107142857143,
"shadowSharpeLike": 1.8413517152813301,
"avgForwardReturns": {
"1": 0.0072846628554740864,
"5": 0.03198014214024438,
"10": 0.05582328579088514
},
"shadowMaxDrawdown": -0.275640164496457,
"shadowTotalReturn": 2.7902883116723216,
"avgForwardReturn1D": 0.0072846628554740864,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 224,
"5": 224,
"10": 221
},
"baselineAvgForwardReturns": {
"1": 0.004538367393708514,
"5": 0.023462892652072114,
"10": 0.050700412359630194
}
},
{
"topN": 4,
"ticker": "ACMR",
"hitRates": {
"1": 0.5909090909090909,
"5": 0.6545454545454545,
"10": 0.6743119266055045
},
"hitRate1D": 0.5909090909090909,
"comboQuality": 0.9999988928572191,
"eligibleDays": 339,
"fitnessScore": 3.367019901565853,
"lookbackDays": 21,
"returnLift1D": 0.0027769331284526752,
"hitRateLift1D": 0.037654653039268404,
"activationRate": 0.6489675516224189,
"activationCount": 220,
"baselineHitRates": {
"1": 0.5532544378698225,
"5": 0.6167664670658682,
"10": 0.6595744680851063
},
"sampleConfidence": 0.9993939393939395,
"shadowSharpeLike": 1.8191606579735027,
"avgForwardReturns": {
"1": 0.0073153005221611896,
"5": 0.03274108103211568,
"10": 0.05589521027013977
},
"shadowMaxDrawdown": -0.3116226514215349,
"shadowTotalReturn": 2.707998283951236,
"avgForwardReturn1D": 0.0073153005221611896,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 220,
"5": 220,
"10": 218
},
"baselineAvgForwardReturns": {
"1": 0.004538367393708514,
"5": 0.023462892652072114,
"10": 0.050700412359630194
}
},
{
"topN": 2,
"ticker": "ACMR",
"hitRates": {
"1": 0.5876777251184834,
"5": 0.6540284360189573,
"10": 0.6794258373205742
},
"hitRate1D": 0.5876777251184834,
"comboQuality": 0.999996964441489,
"eligibleDays": 339,
"fitnessScore": 3.145124660121494,
"lookbackDays": 21,
"returnLift1D": 0.0028125769578235685,
"hitRateLift1D": 0.03442328724866084,
"activationRate": 0.6224188790560472,
"activationCount": 211,
"baselineHitRates": {
"1": 0.5532544378698225,
"5": 0.6167664670658682,
"10": 0.6595744680851063
},
"sampleConfidence": 0.9993680884676146,
"shadowSharpeLike": 1.7698620545613875,
"avgForwardReturns": {
"1": 0.007350944351532083,
"5": 0.032843965176938786,
"10": 0.059108648707818734
},
"shadowMaxDrawdown": -0.3116226514215349,
"shadowTotalReturn": 2.515973543384519,
"avgForwardReturn1D": 0.007350944351532083,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 211,
"5": 211,
"10": 209
},
"baselineAvgForwardReturns": {
"1": 0.004538367393708514,
"5": 0.023462892652072114,
"10": 0.050700412359630194
}
},
{
"topN": 4,
"ticker": "ACMR",
"hitRates": {
"1": 0.5778894472361809,
"5": 0.6428571428571429,
"10": 0.6683937823834197
},
"hitRate1D": 0.5778894472361809,
"comboQuality": 0.9999624604998454,
"eligibleDays": 330,
"fitnessScore": 2.59181744637346,
"lookbackDays": 30,
"returnLift1D": 0.001635070370939501,
"hitRateLift1D": 0.015579416841044025,
"activationRate": 0.6060606060606061,
"activationCount": 200,
"baselineHitRates": {
"1": 0.5623100303951368,
"5": 0.6338461538461538,
"10": 0.678125
},
"sampleConfidence": 0.996,
"shadowSharpeLike": 1.617495599385817,
"avgForwardReturns": {
"1": 0.007011829553296531,
"5": 0.024960240052610744,
"10": 0.04897336151068524
},
"shadowMaxDrawdown": -0.275640164496457,
"shadowTotalReturn": 2.023705191077986,
"avgForwardReturn1D": 0.007011829553296531,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-15",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-30",
"2025-06-02",
"2025-06-03"
],
"horizonObservationCounts": {
"1": 199,
"5": 196,
"10": 193
},
"baselineAvgForwardReturns": {
"1": 0.00537675918235703,
"5": 0.027247853073961138,
"10": 0.05933109830609573
}
},
{
"topN": 3,
"ticker": "ACMR",
"hitRates": {
"1": 0.581151832460733,
"5": 0.6329787234042553,
"10": 0.6594594594594595
},
"hitRate1D": 0.581151832460733,
"comboQuality": 0.9999596616361588,
"eligibleDays": 330,
"fitnessScore": 2.575996794186293,
"lookbackDays": 30,
"returnLift1D": 0.0019100642840425511,
"hitRateLift1D": 0.018841802065596158,
"activationRate": 0.5818181818181818,
"activationCount": 192,
"baselineHitRates": {
"1": 0.5623100303951368,
"5": 0.6338461538461538,
"10": 0.678125
},
"sampleConfidence": 0.9958333333333333,
"shadowSharpeLike": 1.6160169413085304,
"avgForwardReturns": {
"1": 0.007286823466399581,
"5": 0.024147935820807813,
"10": 0.04585498842690853
},
"shadowMaxDrawdown": -0.275640164496457,
"shadowTotalReturn": 2.012159147973071,
"avgForwardReturn1D": 0.007286823466399581,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-15",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05"
],
"horizonObservationCounts": {
"1": 191,
"5": 188,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.00537675918235703,
"5": 0.027247853073961138,
"10": 0.05933109830609573
}
},
{
"topN": 5,
"ticker": "ACMR",
"hitRates": {
"1": 0.5641025641025641,
"5": 0.6367521367521367,
"10": 0.676595744680851
},
"hitRate1D": 0.5641025641025641,
"comboQuality": 0.9999024313714598,
"eligibleDays": 352,
"fitnessScore": 2.3816685337780004,
"lookbackDays": 14,
"returnLift1D": 0.0009010951346789765,
"hitRateLift1D": 0.009816849816849826,
"activationRate": 0.6676136363636364,
"activationCount": 235,
"baselineHitRates": {
"1": 0.5542857142857143,
"5": 0.6242774566473989,
"10": 0.6578947368421053
},
"sampleConfidence": 0.9994326241134752,
"shadowSharpeLike": 1.5051008953057268,
"avgForwardReturns": {
"1": 0.0056960149908307335,
"5": 0.02536949174836957,
"10": 0.051665532599930036
},
"shadowMaxDrawdown": -0.2929935160399012,
"shadowTotalReturn": 1.8329498227959338,
"avgForwardReturn1D": 0.0056960149908307335,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13"
],
"horizonObservationCounts": {
"1": 234,
"5": 234,
"10": 235
},
"baselineAvgForwardReturns": {
"1": 0.004794919856151757,
"5": 0.02477487604810686,
"10": 0.04964200285999308
}
},
{
"topN": 2,
"ticker": "ACMR",
"hitRates": {
"1": 0.5707317073170731,
"5": 0.6439024390243903,
"10": 0.6699029126213593
},
"hitRate1D": 0.5707317073170731,
"comboQuality": 0.9998395193544208,
"eligibleDays": 352,
"fitnessScore": 2.272178877835438,
"lookbackDays": 14,
"returnLift1D": 0.0013486289333581739,
"hitRateLift1D": 0.016445993031358852,
"activationRate": 0.5852272727272727,
"activationCount": 206,
"baselineHitRates": {
"1": 0.5542857142857143,
"5": 0.6242774566473989,
"10": 0.6578947368421053
},
"sampleConfidence": 0.9993527508090616,
"shadowSharpeLike": 1.5419810417215296,
"avgForwardReturns": {
"1": 0.006143548789509931,
"5": 0.02655034025082812,
"10": 0.051328990969837444
},
"shadowMaxDrawdown": -0.25294883861457507,
"shadowTotalReturn": 1.7357021584268821,
"avgForwardReturn1D": 0.006143548789509931,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-10",
"2025-03-12",
"2025-03-13",
"2025-03-14"
],
"horizonObservationCounts": {
"1": 205,
"5": 205,
"10": 206
},
"baselineAvgForwardReturns": {
"1": 0.004794919856151757,
"5": 0.02477487604810686,
"10": 0.04964200285999308
}
},
{
"topN": 4,
"ticker": "ACMR",
"hitRates": {
"1": 0.5657894736842105,
"5": 0.6359649122807017,
"10": 0.6724890829694323
},
"hitRate1D": 0.5657894736842105,
"comboQuality": 0.9993887779727205,
"eligibleDays": 352,
"fitnessScore": 1.977876551942219,
"lookbackDays": 14,
"returnLift1D": 0.00043319110006668094,
"hitRateLift1D": 0.011503759398496238,
"activationRate": 0.6505681818181818,
"activationCount": 229,
"baselineHitRates": {
"1": 0.5542857142857143,
"5": 0.6242774566473989,
"10": 0.6578947368421053
},
"sampleConfidence": 0.9994177583697235,
"shadowSharpeLike": 1.355336790584297,
"avgForwardReturns": {
"1": 0.005228110956218438,
"5": 0.02418124763234711,
"10": 0.04952027118495317
},
"shadowMaxDrawdown": -0.2929935160399012,
"shadowTotalReturn": 1.4700856888859382,
"avgForwardReturn1D": 0.005228110956218438,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13"
],
"horizonObservationCounts": {
"1": 228,
"5": 228,
"10": 229
},
"baselineAvgForwardReturns": {
"1": 0.004794919856151757,
"5": 0.02477487604810686,
"10": 0.04964200285999308
}
},
{
"topN": 5,
"ticker": "ACMR",
"hitRates": {
"1": 0.5784313725490197,
"5": 0.6318407960199005,
"10": 0.6565656565656566
},
"hitRate1D": 0.5784313725490197,
"comboQuality": 0.9993529279581148,
"eligibleDays": 330,
"fitnessScore": 1.9653292409313614,
"lookbackDays": 30,
"returnLift1D": 0.0005727647671438692,
"hitRateLift1D": 0.016121342153882834,
"activationRate": 0.6212121212121212,
"activationCount": 205,
"baselineHitRates": {
"1": 0.5623100303951368,
"5": 0.6338461538461538,
"10": 0.678125
},
"sampleConfidence": 0.9960975609756098,
"shadowSharpeLike": 1.3567550036579723,
"avgForwardReturns": {
"1": 0.005949523949500899,
"5": 0.02292057913418659,
"10": 0.04640984196329185
},
"shadowMaxDrawdown": -0.32047255067063574,
"shadowTotalReturn": 1.4655167638502533,
"avgForwardReturn1D": 0.005949523949500899,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28"
],
"horizonObservationCounts": {
"1": 204,
"5": 201,
"10": 198
},
"baselineAvgForwardReturns": {
"1": 0.00537675918235703,
"5": 0.027247853073961138,
"10": 0.05933109830609573
}
},
{
"topN": 2,
"ticker": "ACMR",
"hitRates": {
"1": 0.5714285714285714,
"5": 0.622093023255814,
"10": 0.6390532544378699
},
"hitRate1D": 0.5714285714285714,
"comboQuality": 0.9993115724502124,
"eligibleDays": 330,
"fitnessScore": 1.951690598150311,
"lookbackDays": 30,
"returnLift1D": 0.0013619640133351422,
"hitRateLift1D": 0.009118541033434568,
"activationRate": 0.5333333333333333,
"activationCount": 176,
"baselineHitRates": {
"1": 0.5623100303951368,
"5": 0.6338461538461538,
"10": 0.678125
},
"sampleConfidence": 0.9954545454545455,
"shadowSharpeLike": 1.4045963591803965,
"avgForwardReturns": {
"1": 0.006738723195692172,
"5": 0.020078707177222117,
"10": 0.03984257900978569
},
"shadowMaxDrawdown": -0.275640164496457,
"shadowTotalReturn": 1.4728248944147593,
"avgForwardReturn1D": 0.006738723195692172,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-06-04",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13"
],
"horizonObservationCounts": {
"1": 175,
"5": 172,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.00537675918235703,
"5": 0.027247853073961138,
"10": 0.05933109830609573
}
},
{
"topN": 3,
"ticker": "ACMR",
"hitRates": {
"1": 0.5576036866359447,
"5": 0.6359447004608295,
"10": 0.6743119266055045
},
"hitRate1D": 0.5576036866359447,
"comboQuality": 0.9940590895280327,
"eligibleDays": 352,
"fitnessScore": 1.4763855352986168,
"lookbackDays": 14,
"returnLift1D": -0.0002272717781073106,
"hitRateLift1D": 0.003317972350230458,
"activationRate": 0.6193181818181818,
"activationCount": 218,
"baselineHitRates": {
"1": 0.5542857142857143,
"5": 0.6242774566473989,
"10": 0.6578947368421053
},
"sampleConfidence": 0.999388379204893,
"shadowSharpeLike": 1.1517526741620208,
"avgForwardReturns": {
"1": 0.0045676480780444464,
"5": 0.023505935960114993,
"10": 0.05081445891022713
},
"shadowMaxDrawdown": -0.30191198982778444,
"shadowTotalReturn": 1.0437459599712695,
"avgForwardReturn1D": 0.0045676480780444464,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-10",
"2025-03-12",
"2025-03-13",
"2025-03-14"
],
"horizonObservationCounts": {
"1": 217,
"5": 217,
"10": 218
},
"baselineAvgForwardReturns": {
"1": 0.004794919856151757,
"5": 0.02477487604810686,
"10": 0.04964200285999308
}
},
{
"topN": 5,
"ticker": "ACMR",
"hitRates": {
"1": 0.5590909090909091,
"5": 0.5925925925925926,
"10": 0.6018957345971564
},
"hitRate1D": 0.5590909090909091,
"comboQuality": 0.9543292784479004,
"eligibleDays": 297,
"fitnessScore": 1.018701295057785,
"lookbackDays": 63,
"returnLift1D": -0.0019777900535270414,
"hitRateLift1D": -0.01185503685503686,
"activationRate": 0.7441077441077442,
"activationCount": 221,
"baselineHitRates": {
"1": 0.5709459459459459,
"5": 0.6506849315068494,
"10": 0.686411149825784
},
"sampleConfidence": 0.9951734539969834,
"shadowSharpeLike": 0.9277177407372993,
"avgForwardReturns": {
"1": 0.0037706185407124157,
"5": 0.014436285834077441,
"10": 0.0280176074824246
},
"shadowMaxDrawdown": -0.4263562976366818,
"shadowTotalReturn": 0.6296071355912884,
"avgForwardReturn1D": 0.0037706185407124157,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15"
],
"horizonObservationCounts": {
"1": 220,
"5": 216,
"10": 211
},
"baselineAvgForwardReturns": {
"1": 0.005748408594239457,
"5": 0.028915247163096687,
"10": 0.06139481641177843
}
},
{
"topN": 5,
"ticker": "ACMR",
"hitRates": {
"1": 0.5431472081218274,
"5": 0.6062176165803109,
"10": 0.6063829787234043
},
"hitRate1D": 0.5431472081218274,
"comboQuality": 0.8690763537105752,
"eligibleDays": 315,
"fitnessScore": 0.7664196706472655,
"lookbackDays": 45,
"returnLift1D": -0.0027946719143445375,
"hitRateLift1D": -0.026916486145688534,
"activationRate": 0.6285714285714286,
"activationCount": 198,
"baselineHitRates": {
"1": 0.5700636942675159,
"5": 0.6451612903225806,
"10": 0.6918032786885245
},
"sampleConfidence": 0.9946127946127947,
"shadowSharpeLike": 0.7840630614286176,
"avgForwardReturns": {
"1": 0.0035190097884751797,
"5": 0.01421444110602506,
"10": 0.029196752572318206
},
"shadowMaxDrawdown": -0.36575707180517103,
"shadowTotalReturn": 0.4589676085461587,
"avgForwardReturn1D": 0.0035190097884751797,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 197,
"5": 193,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.006313681702819717,
"5": 0.030050501418037053,
"10": 0.06369860996072325
}
},
{
"topN": 4,
"ticker": "ACMR",
"hitRates": {
"1": 0.5471698113207547,
"5": 0.5769230769230769,
"10": 0.5862068965517241
},
"hitRate1D": 0.5471698113207547,
"comboQuality": 0.7974065539958705,
"eligibleDays": 297,
"fitnessScore": 0.6514359506985388,
"lookbackDays": 63,
"returnLift1D": -0.0028140492826360004,
"hitRateLift1D": -0.023776134625191236,
"activationRate": 0.7171717171717171,
"activationCount": 213,
"baselineHitRates": {
"1": 0.5709459459459459,
"5": 0.6506849315068494,
"10": 0.686411149825784
},
"sampleConfidence": 0.9949921752738655,
"shadowSharpeLike": 0.7003581126195553,
"avgForwardReturns": {
"1": 0.0029343593116034567,
"5": 0.00907397632890591,
"10": 0.020547097368130717
},
"shadowMaxDrawdown": -0.42672325444011305,
"shadowTotalReturn": 0.3332968763465052,
"avgForwardReturn1D": 0.0029343593116034567,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17"
],
"horizonObservationCounts": {
"1": 212,
"5": 208,
"10": 203
},
"baselineAvgForwardReturns": {
"1": 0.005748408594239457,
"5": 0.028915247163096687,
"10": 0.06139481641177843
}
},
{
"topN": 3,
"ticker": "ACMR",
"hitRates": {
"1": 0.5502645502645502,
"5": 0.5945945945945946,
"10": 0.5944444444444444
},
"hitRate1D": 0.5502645502645502,
"comboQuality": 0.7767481796244553,
"eligibleDays": 315,
"fitnessScore": 0.6242994828176955,
"lookbackDays": 45,
"returnLift1D": -0.0031202156862892598,
"hitRateLift1D": -0.019799144002965674,
"activationRate": 0.6031746031746031,
"activationCount": 190,
"baselineHitRates": {
"1": 0.5700636942675159,
"5": 0.6451612903225806,
"10": 0.6918032786885245
},
"sampleConfidence": 0.9943859649122807,
"shadowSharpeLike": 0.6926518011324618,
"avgForwardReturns": {
"1": 0.0031934660165304574,
"5": 0.009425297206837876,
"10": 0.022684603306056397
},
"shadowMaxDrawdown": -0.39190792370842475,
"shadowTotalReturn": 0.34705453367872474,
"avgForwardReturn1D": 0.0031934660165304574,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 189,
"5": 185,
"10": 180
},
"baselineAvgForwardReturns": {
"1": 0.006313681702819717,
"5": 0.030050501418037053,
"10": 0.06369860996072325
}
},
{
"topN": 4,
"ticker": "ACMR",
"hitRates": {
"1": 0.5497382198952879,
"5": 0.5989304812834224,
"10": 0.5989010989010989
},
"hitRate1D": 0.5497382198952879,
"comboQuality": 0.7534057632550678,
"eligibleDays": 315,
"fitnessScore": 0.5957091395653812,
"lookbackDays": 45,
"returnLift1D": -0.0032340796055742513,
"hitRateLift1D": -0.02032547437222798,
"activationRate": 0.6095238095238096,
"activationCount": 192,
"baselineHitRates": {
"1": 0.5700636942675159,
"5": 0.6451612903225806,
"10": 0.6918032786885245
},
"sampleConfidence": 0.9944444444444445,
"shadowSharpeLike": 0.6719507599935464,
"avgForwardReturns": {
"1": 0.003079602097245466,
"5": 0.010091390895851336,
"10": 0.024394337621197294
},
"shadowMaxDrawdown": -0.39953452508503284,
"shadowTotalReturn": 0.32320690747484626,
"avgForwardReturn1D": 0.003079602097245466,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 191,
"5": 187,
"10": 182
},
"baselineAvgForwardReturns": {
"1": 0.006313681702819717,
"5": 0.030050501418037053,
"10": 0.06369860996072325
}
},
{
"topN": 2,
"ticker": "ACMR",
"hitRates": {
"1": 0.5494505494505495,
"5": 0.5898876404494382,
"10": 0.5780346820809249
},
"hitRate1D": 0.5494505494505495,
"comboQuality": 0.7123255432740938,
"eligibleDays": 315,
"fitnessScore": 0.5494752206498483,
"lookbackDays": 45,
"returnLift1D": -0.0032787446972969785,
"hitRateLift1D": -0.02061314481696641,
"activationRate": 0.580952380952381,
"activationCount": 183,
"baselineHitRates": {
"1": 0.5700636942675159,
"5": 0.6451612903225806,
"10": 0.6918032786885245
},
"sampleConfidence": 0.9941712204007287,
"shadowSharpeLike": 0.6375699595601302,
"avgForwardReturns": {
"1": 0.0030349370055227387,
"5": 0.0091089684915259,
"10": 0.019283301851550232
},
"shadowMaxDrawdown": -0.3711120288831815,
"shadowTotalReturn": 0.284857770909555,
"avgForwardReturn1D": 0.0030349370055227387,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-24",
"2025-06-25",
"2025-06-26"
],
"horizonObservationCounts": {
"1": 182,
"5": 178,
"10": 173
},
"baselineAvgForwardReturns": {
"1": 0.006313681702819717,
"5": 0.030050501418037053,
"10": 0.06369860996072325
}
},
{
"topN": 3,
"ticker": "ACMR",
"hitRates": {
"1": 0.5441176470588235,
"5": 0.575,
"10": 0.5692307692307692
},
"hitRate1D": 0.5441176470588235,
"comboQuality": 0.5335560003559949,
"eligibleDays": 297,
"fitnessScore": 0.37957373400345945,
"lookbackDays": 63,
"returnLift1D": -0.003580115527398738,
"hitRateLift1D": -0.02682829888712246,
"activationRate": 0.6902356902356902,
"activationCount": 205,
"baselineHitRates": {
"1": 0.5709459459459459,
"5": 0.6506849315068494,
"10": 0.686411149825784
},
"sampleConfidence": 0.9947967479674797,
"shadowSharpeLike": 0.5090533937298787,
"avgForwardReturns": {
"1": 0.002168293066840719,
"5": 0.006343153680854347,
"10": 0.01466982393436605
},
"shadowMaxDrawdown": -0.4742437375376862,
"shadowTotalReturn": 0.13242904602617878,
"avgForwardReturn1D": 0.002168293066840719,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17"
],
"horizonObservationCounts": {
"1": 204,
"5": 200,
"10": 195
},
"baselineAvgForwardReturns": {
"1": 0.005748408594239457,
"5": 0.028915247163096687,
"10": 0.06139481641177843
}
},
{
"topN": 2,
"ticker": "ACMR",
"hitRates": {
"1": 0.5319148936170213,
"5": 0.5434782608695652,
"10": 0.5363128491620112
},
"hitRate1D": 0.5319148936170213,
"comboQuality": 0.25490475458816403,
"eligibleDays": 297,
"fitnessScore": 0.11402313966504389,
"lookbackDays": 63,
"returnLift1D": -0.004345510834277317,
"hitRateLift1D": -0.039031052328924676,
"activationRate": 0.6363636363636364,
"activationCount": 189,
"baselineHitRates": {
"1": 0.5709459459459459,
"5": 0.6506849315068494,
"10": 0.686411149825784
},
"sampleConfidence": 0.9943562610229277,
"shadowSharpeLike": 0.3048259768281468,
"avgForwardReturns": {
"1": 0.0014028977599621405,
"5": -0.00015645677873343027,
"10": 0.002555255130391576
},
"shadowMaxDrawdown": -0.4989790481103704,
"shadowTotalReturn": -0.04549901511909926,
"avgForwardReturn1D": 0.0014028977599621405,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18",
"2025-07-21",
"2025-07-22"
],
"horizonObservationCounts": {
"1": 188,
"5": 184,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.005748408594239457,
"5": 0.028915247163096687,
"10": 0.06139481641177843
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 5,
"comboQuality": 0.9999024313714598,
"fitnessScore": 2.3816685337780004,
"lookbackDays": 14,
"returnLift1D": 0.0009010951346789765,
"activationRate": 0.6676136363636364,
"activationCount": 235,
"sampleConfidence": 0.9994326241134752,
"shadowTotalReturn": 1.8329498227959338,
"avgForwardReturn1D": 0.0056960149908307335
},
{
"bestTopN": 3,
"comboQuality": 0.9999994576324926,
"fitnessScore": 3.5240107223016435,
"lookbackDays": 21,
"returnLift1D": 0.003070058414440158,
"activationRate": 0.6371681415929203,
"activationCount": 216,
"sampleConfidence": 0.9993827160493828,
"shadowTotalReturn": 2.8536858405642573,
"avgForwardReturn1D": 0.007608425808148672
},
{
"bestTopN": 4,
"comboQuality": 0.9999624604998454,
"fitnessScore": 2.59181744637346,
"lookbackDays": 30,
"returnLift1D": 0.001635070370939501,
"activationRate": 0.6060606060606061,
"activationCount": 200,
"sampleConfidence": 0.996,
"shadowTotalReturn": 2.023705191077986,
"avgForwardReturn1D": 0.007011829553296531
},
{
"bestTopN": 5,
"comboQuality": 0.8690763537105752,
"fitnessScore": 0.7664196706472655,
"lookbackDays": 45,
"returnLift1D": -0.0027946719143445375,
"activationRate": 0.6285714285714286,
"activationCount": 198,
"sampleConfidence": 0.9946127946127947,
"shadowTotalReturn": 0.4589676085461587,
"avgForwardReturn1D": 0.0035190097884751797
},
{
"bestTopN": 5,
"comboQuality": 0.9543292784479004,
"fitnessScore": 1.018701295057785,
"lookbackDays": 63,
"returnLift1D": -0.0019777900535270414,
"activationRate": 0.7441077441077442,
"activationCount": 221,
"sampleConfidence": 0.9951734539969834,
"shadowTotalReturn": 0.6296071355912884,
"avgForwardReturn1D": 0.0037706185407124157
}
],
"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": "025bea61e2ade3c8ca593bee5ab8ec7733847446e0708ed8964c2a8a3bc1ea0c",
"size": 13,
"members": [
"ACMR",
"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",
"ACMR"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "ACMR",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 3,
"ticker": "ACMR",
"hitRates": {
"1": 0.5894308943089431,
"5": 0.6747967479674797,
"10": 0.6926229508196722
},
"hitRate1D": 0.5894308943089431,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999999999492026,
"eligibleDays": 368,
"fitnessScore": 5.564698437849987,
"lookbackDays": 21,
"returnLift1D": 0.003117245069256245,
"hitRateLift1D": 0.03508306822198659,
"portfolioSize": 3,
"activationRate": 0.6684782608695652,
"activationCount": 246,
"baselineHitRates": {
"1": 0.5543478260869565,
"5": 0.6291208791208791,
"10": 0.6685236768802229
},
"sampleConfidence": 0.9994579945799459,
"shadowSharpeLike": 2.1195570485400568,
"avgForwardReturns": {
"1": 0.008505691721308717,
"5": 0.035383496096383346,
"10": 0.06027012235198512
},
"shadowMaxDrawdown": -0.311622651421535,
"shadowTotalReturn": 4.765217859282483,
"avgForwardReturn1D": 0.008505691721308717,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 246,
"5": 246,
"10": 244
},
"baselineAvgForwardReturns": {
"1": 0.005388446652052472,
"5": 0.02558120475909751,
"10": 0.05263122263388964
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999999999492026,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9998916728123945,
"bestRawFitnessScore": 5.564698437849987,
"upperQuartileComboQuality": 0.9999965058233229
},
"algorithmFit": {
"label": "strong",
"score": 0.9835656080217847,
"rawScore": 0.9999341314497163,
"confidence": 0.9672607966602753,
"bestProfile": {
"lookbackDays": 21,
"portfolioSize": 3
},
"profileBreadth": 0.6007027407151859,
"recommendedRegion": {
"lookbackDays": [
14,
21,
30
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.9998916793827364,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "ACMR",
"hitRates": {
"1": 0.5894308943089431,
"5": 0.6747967479674797,
"10": 0.6926229508196722
},
"hitRate1D": 0.5894308943089431,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999999999492026,
"eligibleDays": 368,
"fitnessScore": 5.564698437849987,
"lookbackDays": 21,
"returnLift1D": 0.003117245069256245,
"hitRateLift1D": 0.03508306822198659,
"portfolioSize": 3,
"activationRate": 0.6684782608695652,
"activationCount": 246,
"baselineHitRates": {
"1": 0.5543478260869565,
"5": 0.6291208791208791,
"10": 0.6685236768802229
},
"sampleConfidence": 0.9994579945799459,
"shadowSharpeLike": 2.1195570485400568,
"avgForwardReturns": {
"1": 0.008505691721308717,
"5": 0.035383496096383346,
"10": 0.06027012235198512
},
"shadowMaxDrawdown": -0.311622651421535,
"shadowTotalReturn": 4.765217859282483,
"avgForwardReturn1D": 0.008505691721308717,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 246,
"5": 246,
"10": 244
},
"baselineAvgForwardReturns": {
"1": 0.005388446652052472,
"5": 0.02558120475909751,
"10": 0.05263122263388964
}
},
{
"topN": 4,
"ticker": "ACMR",
"hitRates": {
"1": 0.588,
"5": 0.668,
"10": 0.6854838709677419
},
"hitRate1D": 0.588,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999999998539446,
"eligibleDays": 368,
"fitnessScore": 5.332347721270955,
"lookbackDays": 21,
"returnLift1D": 0.002844938562976701,
"hitRateLift1D": 0.033652173913043426,
"portfolioSize": 4,
"activationRate": 0.6793478260869565,
"activationCount": 250,
"baselineHitRates": {
"1": 0.5543478260869565,
"5": 0.6291208791208791,
"10": 0.6685236768802229
},
"sampleConfidence": 0.9994666666666667,
"shadowSharpeLike": 2.072517893860612,
"avgForwardReturns": {
"1": 0.008233385215029173,
"5": 0.034711960854339426,
"10": 0.05806181087959081
},
"shadowMaxDrawdown": -0.3116226514215348,
"shadowTotalReturn": 4.547265348878143,
"avgForwardReturn1D": 0.008233385215029173,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 250,
"5": 250,
"10": 248
},
"baselineAvgForwardReturns": {
"1": 0.005388446652052472,
"5": 0.02558120475909751,
"10": 0.05263122263388964
}
},
{
"topN": 5,
"ticker": "ACMR",
"hitRates": {
"1": 0.588,
"5": 0.668,
"10": 0.6854838709677419
},
"hitRate1D": 0.588,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999999998539446,
"eligibleDays": 368,
"fitnessScore": 5.332347721270955,
"lookbackDays": 21,
"returnLift1D": 0.002844938562976701,
"hitRateLift1D": 0.033652173913043426,
"portfolioSize": 5,
"activationRate": 0.6793478260869565,
"activationCount": 250,
"baselineHitRates": {
"1": 0.5543478260869565,
"5": 0.6291208791208791,
"10": 0.6685236768802229
},
"sampleConfidence": 0.9994666666666667,
"shadowSharpeLike": 2.072517893860612,
"avgForwardReturns": {
"1": 0.008233385215029173,
"5": 0.034711960854339426,
"10": 0.05806181087959081
},
"shadowMaxDrawdown": -0.3116226514215348,
"shadowTotalReturn": 4.547265348878143,
"avgForwardReturn1D": 0.008233385215029173,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 250,
"5": 250,
"10": 248
},
"baselineAvgForwardReturns": {
"1": 0.005388446652052472,
"5": 0.02558120475909751,
"10": 0.05263122263388964
}
},
{
"topN": 2,
"ticker": "ACMR",
"hitRates": {
"1": 0.5850622406639004,
"5": 0.6680497925311203,
"10": 0.6903765690376569
},
"hitRate1D": 0.5850622406639004,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9999999993759965,
"eligibleDays": 368,
"fitnessScore": 5.01287031501447,
"lookbackDays": 21,
"returnLift1D": 0.0029104307216201468,
"hitRateLift1D": 0.030714414576943905,
"portfolioSize": 2,
"activationRate": 0.654891304347826,
"activationCount": 241,
"baselineHitRates": {
"1": 0.5543478260869565,
"5": 0.6291208791208791,
"10": 0.6685236768802229
},
"sampleConfidence": 0.9994467496542185,
"shadowSharpeLike": 2.0302392402015723,
"avgForwardReturns": {
"1": 0.008298877373672619,
"5": 0.03487563916536718,
"10": 0.06095347631456969
},
"shadowMaxDrawdown": -0.3116226514215351,
"shadowTotalReturn": 4.259991162672746,
"avgForwardReturn1D": 0.008298877373672619,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 241,
"5": 241,
"10": 239
},
"baselineAvgForwardReturns": {
"1": 0.005388446652052472,
"5": 0.02558120475909751,
"10": 0.05263122263388964
}
},
{
"topN": 2,
"ticker": "ACMR",
"hitRates": {
"1": 0.5676855895196506,
"5": 0.6593886462882096,
"10": 0.6943231441048034
},
"hitRate1D": 0.5676855895196506,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9999987185467315,
"eligibleDays": 375,
"fitnessScore": 3.334853184868332,
"lookbackDays": 14,
"returnLift1D": 0.0015561947523397473,
"hitRateLift1D": 0.013018922852984005,
"portfolioSize": 2,
"activationRate": 0.6106666666666667,
"activationCount": 229,
"baselineHitRates": {
"1": 0.5546666666666666,
"5": 0.6361185983827493,
"10": 0.674863387978142
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.7185166382448855,
"avgForwardReturns": {
"1": 0.007100595909715309,
"5": 0.030478533628715897,
"10": 0.060775291417481135
},
"shadowMaxDrawdown": -0.25294883861457507,
"shadowTotalReturn": 2.7181594112153267,
"avgForwardReturn1D": 0.007100595909715309,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07"
],
"horizonObservationCounts": {
"1": 229,
"5": 229,
"10": 229
},
"baselineAvgForwardReturns": {
"1": 0.005544401157375561,
"5": 0.027853702711587564,
"10": 0.056517048863442755
}
},
{
"topN": 4,
"ticker": "ACMR",
"hitRates": {
"1": 0.5652173913043478,
"5": 0.6521739130434783,
"10": 0.6956521739130435
},
"hitRate1D": 0.5652173913043478,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999957682488533,
"eligibleDays": 375,
"fitnessScore": 3.0720358959488485,
"lookbackDays": 14,
"returnLift1D": 0.0007517956109269058,
"hitRateLift1D": 0.010550724637681141,
"portfolioSize": 4,
"activationRate": 0.6746666666666666,
"activationCount": 253,
"baselineHitRates": {
"1": 0.5546666666666666,
"5": 0.6361185983827493,
"10": 0.674863387978142
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5870449670602529,
"avgForwardReturns": {
"1": 0.006296196768302467,
"5": 0.028754707721459105,
"10": 0.059477537578089684
},
"shadowMaxDrawdown": -0.2929935160399012,
"shadowTotalReturn": 2.475585463881071,
"avgForwardReturn1D": 0.006296196768302467,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 253,
"5": 253,
"10": 253
},
"baselineAvgForwardReturns": {
"1": 0.005544401157375561,
"5": 0.027853702711587564,
"10": 0.056517048863442755
}
},
{
"topN": 5,
"ticker": "ACMR",
"hitRates": {
"1": 0.5652173913043478,
"5": 0.6521739130434783,
"10": 0.6956521739130435
},
"hitRate1D": 0.5652173913043478,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999957682488533,
"eligibleDays": 375,
"fitnessScore": 3.0720358959488485,
"lookbackDays": 14,
"returnLift1D": 0.0007517956109269058,
"hitRateLift1D": 0.010550724637681141,
"portfolioSize": 5,
"activationRate": 0.6746666666666666,
"activationCount": 253,
"baselineHitRates": {
"1": 0.5546666666666666,
"5": 0.6361185983827493,
"10": 0.674863387978142
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5870449670602529,
"avgForwardReturns": {
"1": 0.006296196768302467,
"5": 0.028754707721459105,
"10": 0.059477537578089684
},
"shadowMaxDrawdown": -0.2929935160399012,
"shadowTotalReturn": 2.475585463881071,
"avgForwardReturn1D": 0.006296196768302467,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 253,
"5": 253,
"10": 253
},
"baselineAvgForwardReturns": {
"1": 0.005544401157375561,
"5": 0.027853702711587564,
"10": 0.056517048863442755
}
},
{
"topN": 4,
"ticker": "ACMR",
"hitRates": {
"1": 0.5589519650655022,
"5": 0.6194690265486725,
"10": 0.6457399103139013
},
"hitRate1D": 0.5589519650655022,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999433711583434,
"eligibleDays": 359,
"fitnessScore": 2.5013658104818726,
"lookbackDays": 30,
"returnLift1D": 0.001213530223063742,
"hitRateLift1D": 0.007419931639318311,
"portfolioSize": 4,
"activationRate": 0.637883008356546,
"activationCount": 229,
"baselineHitRates": {
"1": 0.5515320334261838,
"5": 0.6197183098591549,
"10": 0.6628571428571428
},
"sampleConfidence": 0.9973799126637555,
"shadowSharpeLike": 1.4561387379153943,
"avgForwardReturns": {
"1": 0.006225054153610279,
"5": 0.019646106994010655,
"10": 0.0358053489155535
},
"shadowMaxDrawdown": -0.28368392477825877,
"shadowTotalReturn": 1.9648091398548218,
"avgForwardReturn1D": 0.006225054153610279,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 229,
"5": 226,
"10": 223
},
"baselineAvgForwardReturns": {
"1": 0.005011523930546537,
"5": 0.023671451772879076,
"10": 0.0500533871273052
}
},
{
"topN": 5,
"ticker": "ACMR",
"hitRates": {
"1": 0.5589519650655022,
"5": 0.6194690265486725,
"10": 0.6457399103139013
},
"hitRate1D": 0.5589519650655022,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999433711583434,
"eligibleDays": 359,
"fitnessScore": 2.5013658104818726,
"lookbackDays": 30,
"returnLift1D": 0.001213530223063742,
"hitRateLift1D": 0.007419931639318311,
"portfolioSize": 5,
"activationRate": 0.637883008356546,
"activationCount": 229,
"baselineHitRates": {
"1": 0.5515320334261838,
"5": 0.6197183098591549,
"10": 0.6628571428571428
},
"sampleConfidence": 0.9973799126637555,
"shadowSharpeLike": 1.4561387379153943,
"avgForwardReturns": {
"1": 0.006225054153610279,
"5": 0.019646106994010655,
"10": 0.0358053489155535
},
"shadowMaxDrawdown": -0.28368392477825877,
"shadowTotalReturn": 1.9648091398548218,
"avgForwardReturn1D": 0.006225054153610279,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 229,
"5": 226,
"10": 223
},
"baselineAvgForwardReturns": {
"1": 0.005011523930546537,
"5": 0.023671451772879076,
"10": 0.0500533871273052
}
},
{
"topN": 3,
"ticker": "ACMR",
"hitRates": {
"1": 0.5610859728506787,
"5": 0.6100917431192661,
"10": 0.6372093023255814
},
"hitRate1D": 0.5610859728506787,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.999936088973407,
"eligibleDays": 359,
"fitnessScore": 2.4747500424163746,
"lookbackDays": 30,
"returnLift1D": 0.0014227140882456081,
"hitRateLift1D": 0.009553939424494895,
"portfolioSize": 3,
"activationRate": 0.6155988857938719,
"activationCount": 221,
"baselineHitRates": {
"1": 0.5515320334261838,
"5": 0.6197183098591549,
"10": 0.6628571428571428
},
"sampleConfidence": 0.9972850678733032,
"shadowSharpeLike": 1.454230761055711,
"avgForwardReturns": {
"1": 0.006434238018792145,
"5": 0.018750573691039316,
"10": 0.03263212509574076
},
"shadowMaxDrawdown": -0.3062889766167941,
"shadowTotalReturn": 1.953487991805197,
"avgForwardReturn1D": 0.006434238018792145,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 221,
"5": 218,
"10": 215
},
"baselineAvgForwardReturns": {
"1": 0.005011523930546537,
"5": 0.023671451772879076,
"10": 0.0500533871273052
}
},
{
"topN": 3,
"ticker": "ACMR",
"hitRates": {
"1": 0.5560165975103735,
"5": 0.6514522821576764,
"10": 0.6970954356846473
},
"hitRate1D": 0.5560165975103735,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9998472566513821,
"eligibleDays": 375,
"fitnessScore": 2.2830517250181015,
"lookbackDays": 14,
"returnLift1D": 0.00008957641279421034,
"hitRateLift1D": 0.0013499308437068258,
"portfolioSize": 3,
"activationRate": 0.6426666666666667,
"activationCount": 241,
"baselineHitRates": {
"1": 0.5546666666666666,
"5": 0.6361185983827493,
"10": 0.674863387978142
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3776460314987156,
"avgForwardReturns": {
"1": 0.005633977570169772,
"5": 0.02754171183776402,
"10": 0.05983950886824141
},
"shadowMaxDrawdown": -0.30191198982778433,
"shadowTotalReturn": 1.7777048944429445,
"avgForwardReturn1D": 0.005633977570169772,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07"
],
"horizonObservationCounts": {
"1": 241,
"5": 241,
"10": 241
},
"baselineAvgForwardReturns": {
"1": 0.005544401157375561,
"5": 0.027853702711587564,
"10": 0.056517048863442755
}
},
{
"topN": 2,
"ticker": "ACMR",
"hitRates": {
"1": 0.551219512195122,
"5": 0.599009900990099,
"10": 0.6180904522613065
},
"hitRate1D": 0.551219512195122,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9989155841153893,
"eligibleDays": 359,
"fitnessScore": 1.8516383333299438,
"lookbackDays": 30,
"returnLift1D": 0.000888280358804068,
"hitRateLift1D": -0.00031252123106184637,
"portfolioSize": 2,
"activationRate": 0.5710306406685237,
"activationCount": 205,
"baselineHitRates": {
"1": 0.5515320334261838,
"5": 0.6197183098591549,
"10": 0.6628571428571428
},
"sampleConfidence": 0.9970731707317073,
"shadowSharpeLike": 1.2634304610515832,
"avgForwardReturns": {
"1": 0.005899804289350605,
"5": 0.014858172103053995,
"10": 0.026462964267638025
},
"shadowMaxDrawdown": -0.33595860700086577,
"shadowTotalReturn": 1.4246589481852405,
"avgForwardReturn1D": 0.005899804289350605,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 205,
"5": 202,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.005011523930546537,
"5": 0.023671451772879076,
"10": 0.0500533871273052
}
},
{
"topN": 4,
"ticker": "ACMR",
"hitRates": {
"1": 0.5404255319148936,
"5": 0.5584415584415584,
"10": 0.584070796460177
},
"hitRate1D": 0.5404255319148936,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5314843404248368,
"eligibleDays": 326,
"fitnessScore": 0.3777429258315759,
"lookbackDays": 63,
"returnLift1D": -0.003557082184574192,
"hitRateLift1D": -0.02399164599921677,
"portfolioSize": 4,
"activationRate": 0.7208588957055214,
"activationCount": 235,
"baselineHitRates": {
"1": 0.5644171779141104,
"5": 0.639751552795031,
"10": 0.6845425867507886
},
"sampleConfidence": 0.9963120567375887,
"shadowSharpeLike": 0.4750134365232098,
"avgForwardReturns": {
"1": 0.001997101442189679,
"5": 0.0072497216987196435,
"10": 0.021166647273232947
},
"shadowMaxDrawdown": -0.4267232544401126,
"shadowTotalReturn": 0.10377651004265265,
"avgForwardReturn1D": 0.001997101442189679,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 235,
"5": 231,
"10": 226
},
"baselineAvgForwardReturns": {
"1": 0.005554183626763871,
"5": 0.0292194914282321,
"10": 0.06127042748566334
}
},
{
"topN": 5,
"ticker": "ACMR",
"hitRates": {
"1": 0.5404255319148936,
"5": 0.5584415584415584,
"10": 0.584070796460177
},
"hitRate1D": 0.5404255319148936,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5314843404248368,
"eligibleDays": 326,
"fitnessScore": 0.3777429258315759,
"lookbackDays": 63,
"returnLift1D": -0.003557082184574192,
"hitRateLift1D": -0.02399164599921677,
"portfolioSize": 5,
"activationRate": 0.7208588957055214,
"activationCount": 235,
"baselineHitRates": {
"1": 0.5644171779141104,
"5": 0.639751552795031,
"10": 0.6845425867507886
},
"sampleConfidence": 0.9963120567375887,
"shadowSharpeLike": 0.4750134365232098,
"avgForwardReturns": {
"1": 0.001997101442189679,
"5": 0.0072497216987196435,
"10": 0.021166647273232947
},
"shadowMaxDrawdown": -0.4267232544401126,
"shadowTotalReturn": 0.10377651004265265,
"avgForwardReturn1D": 0.001997101442189679,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 235,
"5": 231,
"10": 226
},
"baselineAvgForwardReturns": {
"1": 0.005554183626763871,
"5": 0.0292194914282321,
"10": 0.06127042748566334
}
},
{
"topN": 2,
"ticker": "ACMR",
"hitRates": {
"1": 0.5323383084577115,
"5": 0.5532994923857868,
"10": 0.5364583333333334
},
"hitRate1D": 0.5323383084577115,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.2968814868157721,
"eligibleDays": 344,
"fitnessScore": 0.1603176643484696,
"lookbackDays": 45,
"returnLift1D": -0.0032602436109969365,
"hitRateLift1D": -0.02289424968182341,
"portfolioSize": 2,
"activationRate": 0.5843023255813954,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5552325581395349,
"5": 0.6176470588235294,
"10": 0.6567164179104478
},
"sampleConfidence": 0.9956882255389718,
"shadowSharpeLike": 0.3406211510094209,
"avgForwardReturns": {
"1": 0.0015979312577182197,
"5": 0.00019110613799308408,
"10": 0.0010179385143420025
},
"shadowMaxDrawdown": -0.46880048046076295,
"shadowTotalReturn": -0.00011514472266449527,
"avgForwardReturn1D": 0.0015979312577182197,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 201,
"5": 197,
"10": 192
},
"baselineAvgForwardReturns": {
"1": 0.004858174868715156,
"5": 0.02353166674826894,
"10": 0.04900280368803876
}
},
{
"topN": 3,
"ticker": "ACMR",
"hitRates": {
"1": 0.5311004784688995,
"5": 0.5560975609756098,
"10": 0.555
},
"hitRate1D": 0.5311004784688995,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.2427796267761111,
"eligibleDays": 344,
"fitnessScore": 0.09974996066439455,
"lookbackDays": 45,
"returnLift1D": -0.003485023807859176,
"hitRateLift1D": -0.024132079670635354,
"portfolioSize": 3,
"activationRate": 0.6075581395348837,
"activationCount": 209,
"baselineHitRates": {
"1": 0.5552325581395349,
"5": 0.6176470588235294,
"10": 0.6567164179104478
},
"sampleConfidence": 0.9958532695374801,
"shadowSharpeLike": 0.2988380354215788,
"avgForwardReturns": {
"1": 0.00137315106085598,
"5": 0.0006808488312198677,
"10": 0.004897021798359056
},
"shadowMaxDrawdown": -0.5184358700533416,
"shadowTotalReturn": -0.04224242136230516,
"avgForwardReturn1D": 0.00137315106085598,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 209,
"5": 205,
"10": 200
},
"baselineAvgForwardReturns": {
"1": 0.004858174868715156,
"5": 0.02353166674826894,
"10": 0.04900280368803876
}
},
{
"topN": 3,
"ticker": "ACMR",
"hitRates": {
"1": 0.5377777777777778,
"5": 0.5520361990950227,
"10": 0.5648148148148148
},
"hitRate1D": 0.5377777777777778,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.22724113195504833,
"eligibleDays": 326,
"fitnessScore": 0.0807298234606197,
"lookbackDays": 63,
"returnLift1D": -0.004526501306503393,
"hitRateLift1D": -0.02663940013633259,
"portfolioSize": 3,
"activationRate": 0.6901840490797546,
"activationCount": 225,
"baselineHitRates": {
"1": 0.5644171779141104,
"5": 0.639751552795031,
"10": 0.6845425867507886
},
"sampleConfidence": 0.9961481481481482,
"shadowSharpeLike": 0.23423352180776125,
"avgForwardReturns": {
"1": 0.0010276823202604785,
"5": 0.004247685303439268,
"10": 0.014913441325465683
},
"shadowMaxDrawdown": -0.47424373753768634,
"shadowTotalReturn": -0.1135184708104785,
"avgForwardReturn1D": 0.0010276823202604785,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 225,
"5": 221,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.005554183626763871,
"5": 0.0292194914282321,
"10": 0.06127042748566334
}
},
{
"topN": 4,
"ticker": "ACMR",
"hitRates": {
"1": 0.5308056872037915,
"5": 0.5603864734299517,
"10": 0.5594059405940595
},
"hitRate1D": 0.5308056872037915,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.22634061613681059,
"eligibleDays": 344,
"fitnessScore": 0.07960004853146148,
"lookbackDays": 45,
"returnLift1D": -0.003570840768390382,
"hitRateLift1D": -0.02442687093574336,
"portfolioSize": 4,
"activationRate": 0.6133720930232558,
"activationCount": 211,
"baselineHitRates": {
"1": 0.5552325581395349,
"5": 0.6176470588235294,
"10": 0.6567164179104478
},
"sampleConfidence": 0.9958925750394946,
"shadowSharpeLike": 0.2800527943356526,
"avgForwardReturns": {
"1": 0.001287334100324774,
"5": 0.0013670730659867919,
"10": 0.006613590156631528
},
"shadowMaxDrawdown": -0.5244755765378826,
"shadowTotalReturn": -0.05919811555154242,
"avgForwardReturn1D": 0.001287334100324774,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 211,
"5": 207,
"10": 202
},
"baselineAvgForwardReturns": {
"1": 0.004858174868715156,
"5": 0.02353166674826894,
"10": 0.04900280368803876
}
},
{
"topN": 5,
"ticker": "ACMR",
"hitRates": {
"1": 0.5308056872037915,
"5": 0.5603864734299517,
"10": 0.5594059405940595
},
"hitRate1D": 0.5308056872037915,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.22634061613681059,
"eligibleDays": 344,
"fitnessScore": 0.07960004853146148,
"lookbackDays": 45,
"returnLift1D": -0.003570840768390382,
"hitRateLift1D": -0.02442687093574336,
"portfolioSize": 5,
"activationRate": 0.6133720930232558,
"activationCount": 211,
"baselineHitRates": {
"1": 0.5552325581395349,
"5": 0.6176470588235294,
"10": 0.6567164179104478
},
"sampleConfidence": 0.9958925750394946,
"shadowSharpeLike": 0.2800527943356526,
"avgForwardReturns": {
"1": 0.001287334100324774,
"5": 0.0013670730659867919,
"10": 0.006613590156631528
},
"shadowMaxDrawdown": -0.5244755765378826,
"shadowTotalReturn": -0.05919811555154242,
"avgForwardReturn1D": 0.001287334100324774,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 211,
"5": 207,
"10": 202
},
"baselineAvgForwardReturns": {
"1": 0.004858174868715156,
"5": 0.02353166674826894,
"10": 0.04900280368803876
}
},
{
"topN": 2,
"ticker": "ACMR",
"hitRates": {
"1": 0.5288461538461539,
"5": 0.5245098039215687,
"10": 0.5376884422110553
},
"hitRate1D": 0.5288461538461539,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.10764824198164748,
"eligibleDays": 326,
"fitnessScore": -0.11529813211078192,
"lookbackDays": 63,
"returnLift1D": -0.005182537263753959,
"hitRateLift1D": -0.035571024067956536,
"portfolioSize": 2,
"activationRate": 0.6380368098159509,
"activationCount": 208,
"baselineHitRates": {
"1": 0.5644171779141104,
"5": 0.639751552795031,
"10": 0.6845425867507886
},
"sampleConfidence": 0.9958333333333333,
"shadowSharpeLike": 0.0731549142209908,
"avgForwardReturns": {
"1": 0.0003716463630099122,
"5": -0.001397591420483725,
"10": 0.004478588255462558
},
"shadowMaxDrawdown": -0.4989790481103705,
"shadowTotalReturn": -0.23391060678428444,
"avgForwardReturn1D": 0.0003716463630099122,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 208,
"5": 204,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.005554183626763871,
"5": 0.0292194914282321,
"10": 0.06127042748566334
}
}
],
"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": 0.9999987185467315,
"fitnessScore": 3.334853184868332,
"lookbackDays": 14,
"returnLift1D": 0.0015561947523397473,
"activationRate": 0.6106666666666667,
"activationCount": 229,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 2.7181594112153267,
"avgForwardReturn1D": 0.007100595909715309
},
{
"comboQuality": 0.9999999999492026,
"fitnessScore": 5.564698437849987,
"lookbackDays": 21,
"returnLift1D": 0.003117245069256245,
"activationRate": 0.6684782608695652,
"activationCount": 246,
"sampleConfidence": 0.9994579945799459,
"bestPortfolioSize": 3,
"shadowTotalReturn": 4.765217859282483,
"avgForwardReturn1D": 0.008505691721308717
},
{
"comboQuality": 0.9999433711583434,
"fitnessScore": 2.5013658104818726,
"lookbackDays": 30,
"returnLift1D": 0.001213530223063742,
"activationRate": 0.637883008356546,
"activationCount": 229,
"sampleConfidence": 0.9973799126637555,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.9648091398548218,
"avgForwardReturn1D": 0.006225054153610279
},
{
"comboQuality": 0.2968814868157721,
"fitnessScore": 0.1603176643484696,
"lookbackDays": 45,
"returnLift1D": -0.0032602436109969365,
"activationRate": 0.5843023255813954,
"activationCount": 201,
"sampleConfidence": 0.9956882255389718,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.00011514472266449527,
"avgForwardReturn1D": 0.0015979312577182197
},
{
"comboQuality": 0.5314843404248368,
"fitnessScore": 0.3777429258315759,
"lookbackDays": 63,
"returnLift1D": -0.003557082184574192,
"activationRate": 0.7208588957055214,
"activationCount": 235,
"sampleConfidence": 0.9963120567375887,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.10377651004265265,
"avgForwardReturn1D": 0.001997101442189679
}
],
"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": "025bea61e2ade3c8ca593bee5ab8ec7733847446e0708ed8964c2a8a3bc1ea0c",
"size": 13,
"members": [
"ACMR",
"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