Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ALAB"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "ALAB",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 4,
"ticker": "ALAB",
"hitRates": {
"1": 0.5611111111111111,
"5": 0.6611111111111111,
"10": 0.6424581005586593
},
"hitRate1D": 0.5611111111111111,
"comboQuality": 0.9999999496457331,
"eligibleDays": 339,
"fitnessScore": 4.046920134240185,
"lookbackDays": 21,
"returnLift1D": 0.0037311953520050367,
"hitRateLift1D": 0.01969099276791586,
"activationRate": 0.5309734513274337,
"activationCount": 180,
"baselineHitRates": {
"1": 0.5414201183431953,
"5": 0.5958083832335329,
"10": 0.5957446808510638
},
"sampleConfidence": 0.9996296296296296,
"shadowSharpeLike": 1.9535539360614795,
"avgForwardReturns": {
"1": 0.010105116150334499,
"5": 0.05121655653070184,
"10": 0.10638793513891916
},
"shadowMaxDrawdown": -0.4332809355678404,
"shadowTotalReturn": 3.4611658180153846,
"avgForwardReturn1D": 0.010105116150334499,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 180,
"5": 180,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.006373920798329462,
"5": 0.031341518133680045,
"10": 0.06896541863175927
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999999496457331,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9999638263928051,
"bestRawFitnessScore": 4.046920134240185,
"upperQuartileComboQuality": 0.9999981653444772
},
"algorithmFit": {
"label": "strong",
"score": 0.998200581445502,
"rawScore": 0.9998140344845856,
"confidence": 0.9967724937169634,
"bestProfile": {
"topN": 4,
"lookbackDays": 21
},
"profileBreadth": 1,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
14,
21,
30,
45,
63
]
},
"parameterStability": 0.9991448507224211,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "ALAB",
"hitRates": {
"1": 0.5611111111111111,
"5": 0.6611111111111111,
"10": 0.6424581005586593
},
"hitRate1D": 0.5611111111111111,
"comboQuality": 0.9999999496457331,
"eligibleDays": 339,
"fitnessScore": 4.046920134240185,
"lookbackDays": 21,
"returnLift1D": 0.0037311953520050367,
"hitRateLift1D": 0.01969099276791586,
"activationRate": 0.5309734513274337,
"activationCount": 180,
"baselineHitRates": {
"1": 0.5414201183431953,
"5": 0.5958083832335329,
"10": 0.5957446808510638
},
"sampleConfidence": 0.9996296296296296,
"shadowSharpeLike": 1.9535539360614795,
"avgForwardReturns": {
"1": 0.010105116150334499,
"5": 0.05121655653070184,
"10": 0.10638793513891916
},
"shadowMaxDrawdown": -0.4332809355678404,
"shadowTotalReturn": 3.4611658180153846,
"avgForwardReturn1D": 0.010105116150334499,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 180,
"5": 180,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.006373920798329462,
"5": 0.031341518133680045,
"10": 0.06896541863175927
}
},
{
"topN": 2,
"ticker": "ALAB",
"hitRates": {
"1": 0.5647058823529412,
"5": 0.6705882352941176,
"10": 0.6449704142011834
},
"hitRate1D": 0.5647058823529412,
"comboQuality": 0.9999996947433188,
"eligibleDays": 339,
"fitnessScore": 3.6504647569545843,
"lookbackDays": 21,
"returnLift1D": 0.0036470292240906458,
"hitRateLift1D": 0.023285764009745913,
"activationRate": 0.5014749262536873,
"activationCount": 170,
"baselineHitRates": {
"1": 0.5414201183431953,
"5": 0.5958083832335329,
"10": 0.5957446808510638
},
"sampleConfidence": 0.9996078431372549,
"shadowSharpeLike": 1.9191766980836216,
"avgForwardReturns": {
"1": 0.010020950022420108,
"5": 0.05244978712585069,
"10": 0.10502260127481072
},
"shadowMaxDrawdown": -0.4127957469887572,
"shadowTotalReturn": 3.0885466567830644,
"avgForwardReturn1D": 0.010020950022420108,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 170,
"5": 170,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.006373920798329462,
"5": 0.031341518133680045,
"10": 0.06896541863175927
}
},
{
"topN": 5,
"ticker": "ALAB",
"hitRates": {
"1": 0.5668449197860963,
"5": 0.6310160427807486,
"10": 0.6086956521739131
},
"hitRate1D": 0.5668449197860963,
"comboQuality": 0.9999989763456676,
"eligibleDays": 330,
"fitnessScore": 3.3842687387678474,
"lookbackDays": 30,
"returnLift1D": 0.0022644078138329546,
"hitRateLift1D": 0.01973245778001731,
"activationRate": 0.5666666666666667,
"activationCount": 187,
"baselineHitRates": {
"1": 0.547112462006079,
"5": 0.6092307692307692,
"10": 0.6125
},
"sampleConfidence": 0.9989304812834225,
"shadowSharpeLike": 1.7515865270871593,
"avgForwardReturns": {
"1": 0.009228524405350812,
"5": 0.03867722729681427,
"10": 0.07691017532009001
},
"shadowMaxDrawdown": -0.5555692388855256,
"shadowTotalReturn": 2.8855403997256355,
"avgForwardReturn1D": 0.009228524405350812,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-02",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 187,
"5": 187,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.0069641165915178575,
"5": 0.034770555374510216,
"10": 0.07477562958455161
}
},
{
"topN": 3,
"ticker": "ALAB",
"hitRates": {
"1": 0.5754189944134078,
"5": 0.6312849162011173,
"10": 0.6022727272727273
},
"hitRate1D": 0.5754189944134078,
"comboQuality": 0.9999988432328292,
"eligibleDays": 330,
"fitnessScore": 3.3573736458438397,
"lookbackDays": 30,
"returnLift1D": 0.0025783716152798916,
"hitRateLift1D": 0.028306532407328833,
"activationRate": 0.5424242424242425,
"activationCount": 179,
"baselineHitRates": {
"1": 0.547112462006079,
"5": 0.6092307692307692,
"10": 0.6125
},
"sampleConfidence": 0.9988826815642459,
"shadowSharpeLike": 1.7484816732776345,
"avgForwardReturns": {
"1": 0.009542488206797749,
"5": 0.038318681239242564,
"10": 0.07710318999299903
},
"shadowMaxDrawdown": -0.5080175167845029,
"shadowTotalReturn": 2.836652497987765,
"avgForwardReturn1D": 0.009542488206797749,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.0069641165915178575,
"5": 0.034770555374510216,
"10": 0.07477562958455161
}
},
{
"topN": 4,
"ticker": "ALAB",
"hitRates": {
"1": 0.5675675675675675,
"5": 0.6270270270270271,
"10": 0.6098901098901099
},
"hitRate1D": 0.5675675675675675,
"comboQuality": 0.9999987875694438,
"eligibleDays": 330,
"fitnessScore": 3.3470341008549194,
"lookbackDays": 30,
"returnLift1D": 0.0023193121557692027,
"hitRateLift1D": 0.02045510556148855,
"activationRate": 0.5606060606060606,
"activationCount": 185,
"baselineHitRates": {
"1": 0.547112462006079,
"5": 0.6092307692307692,
"10": 0.6125
},
"sampleConfidence": 0.9989189189189189,
"shadowSharpeLike": 1.743215669370953,
"avgForwardReturns": {
"1": 0.00928342874728706,
"5": 0.03716296482339494,
"10": 0.07675371937872041
},
"shadowMaxDrawdown": -0.5608753739378873,
"shadowTotalReturn": 2.853753723274299,
"avgForwardReturn1D": 0.00928342874728706,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-02",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 182
},
"baselineAvgForwardReturns": {
"1": 0.0069641165915178575,
"5": 0.034770555374510216,
"10": 0.07477562958455161
}
},
{
"topN": 5,
"ticker": "ALAB",
"hitRates": {
"1": 0.5638297872340425,
"5": 0.648936170212766,
"10": 0.6256684491978609
},
"hitRate1D": 0.5638297872340425,
"comboQuality": 0.9999979579361549,
"eligibleDays": 339,
"fitnessScore": 3.2323404567463814,
"lookbackDays": 21,
"returnLift1D": 0.0025580815339801824,
"hitRateLift1D": 0.02240966889084728,
"activationRate": 0.5545722713864307,
"activationCount": 188,
"baselineHitRates": {
"1": 0.5414201183431953,
"5": 0.5958083832335329,
"10": 0.5957446808510638
},
"sampleConfidence": 0.999645390070922,
"shadowSharpeLike": 1.7187904992166476,
"avgForwardReturns": {
"1": 0.008932002332309645,
"5": 0.04792757243772279,
"10": 0.09866421731210179
},
"shadowMaxDrawdown": -0.5385250369428979,
"shadowTotalReturn": 2.7437940019132827,
"avgForwardReturn1D": 0.008932002332309645,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 188,
"5": 188,
"10": 187
},
"baselineAvgForwardReturns": {
"1": 0.006373920798329462,
"5": 0.031341518133680045,
"10": 0.06896541863175927
}
},
{
"topN": 2,
"ticker": "ALAB",
"hitRates": {
"1": 0.5755813953488372,
"5": 0.6337209302325582,
"10": 0.6
},
"hitRate1D": 0.5755813953488372,
"comboQuality": 0.9999872898768055,
"eligibleDays": 330,
"fitnessScore": 2.830081795372351,
"lookbackDays": 30,
"returnLift1D": 0.0021054115842194165,
"hitRateLift1D": 0.02846893334275824,
"activationRate": 0.5212121212121212,
"activationCount": 172,
"baselineHitRates": {
"1": 0.547112462006079,
"5": 0.6092307692307692,
"10": 0.6125
},
"sampleConfidence": 0.9992248062015504,
"shadowSharpeLike": 1.6260207744987252,
"avgForwardReturns": {
"1": 0.009069528175737274,
"5": 0.04016274524275228,
"10": 0.07741589768961979
},
"shadowMaxDrawdown": -0.49227924882331797,
"shadowTotalReturn": 2.351380758391135,
"avgForwardReturn1D": 0.009069528175737274,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 172,
"5": 172,
"10": 170
},
"baselineAvgForwardReturns": {
"1": 0.0069641165915178575,
"5": 0.034770555374510216,
"10": 0.07477562958455161
}
},
{
"topN": 3,
"ticker": "ALAB",
"hitRates": {
"1": 0.5511363636363636,
"5": 0.6590909090909091,
"10": 0.64
},
"hitRate1D": 0.5511363636363636,
"comboQuality": 0.9999845291029335,
"eligibleDays": 339,
"fitnessScore": 2.7868375760405,
"lookbackDays": 21,
"returnLift1D": 0.0022331923512350265,
"hitRateLift1D": 0.00971624529316839,
"activationRate": 0.5191740412979351,
"activationCount": 176,
"baselineHitRates": {
"1": 0.5414201183431953,
"5": 0.5958083832335329,
"10": 0.5957446808510638
},
"sampleConfidence": 0.9996212121212121,
"shadowSharpeLike": 1.6670272016936567,
"avgForwardReturns": {
"1": 0.008607113149564489,
"5": 0.05046003535072347,
"10": 0.10470860126728866
},
"shadowMaxDrawdown": -0.4902697033903922,
"shadowTotalReturn": 2.342642680873713,
"avgForwardReturn1D": 0.008607113149564489,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 176,
"5": 176,
"10": 175
},
"baselineAvgForwardReturns": {
"1": 0.006373920798329462,
"5": 0.031341518133680045,
"10": 0.06896541863175927
}
},
{
"topN": 2,
"ticker": "ALAB",
"hitRates": {
"1": 0.5396825396825397,
"5": 0.6324324324324324,
"10": 0.6166666666666667
},
"hitRate1D": 0.5396825396825397,
"comboQuality": 0.9999747363814409,
"eligibleDays": 315,
"fitnessScore": 2.678946385660937,
"lookbackDays": 45,
"returnLift1D": 0.0006073739955831442,
"hitRateLift1D": -0.008088160954403012,
"activationRate": 0.6031746031746031,
"activationCount": 190,
"baselineHitRates": {
"1": 0.5477707006369427,
"5": 0.6064516129032258,
"10": 0.6032786885245902
},
"sampleConfidence": 0.9943859649122807,
"shadowSharpeLike": 1.6368829987088456,
"avgForwardReturns": {
"1": 0.008024227671971347,
"5": 0.04003438923311974,
"10": 0.08452555960665814
},
"shadowMaxDrawdown": -0.49242385922009035,
"shadowTotalReturn": 2.2469255333793154,
"avgForwardReturn1D": 0.008024227671971347,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 189,
"5": 185,
"10": 180
},
"baselineAvgForwardReturns": {
"1": 0.0074168536763882026,
"5": 0.03526159229110576,
"10": 0.0744495132372148
}
},
{
"topN": 2,
"ticker": "ALAB",
"hitRates": {
"1": 0.5497076023391813,
"5": 0.6023391812865497,
"10": 0.5964912280701754
},
"hitRate1D": 0.5497076023391813,
"comboQuality": 0.9999715997323599,
"eligibleDays": 352,
"fitnessScore": 2.653198389408934,
"lookbackDays": 14,
"returnLift1D": 0.0029321051866422814,
"hitRateLift1D": 0.012564745196324112,
"activationRate": 0.48579545454545453,
"activationCount": 171,
"baselineHitRates": {
"1": 0.5371428571428571,
"5": 0.6011560693641619,
"10": 0.5818713450292398
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5620419566527317,
"avgForwardReturns": {
"1": 0.008825988896361034,
"5": 0.03445493351327968,
"10": 0.06786219272195422
},
"shadowMaxDrawdown": -0.4930074603126181,
"shadowTotalReturn": 2.2317110431423375,
"avgForwardReturn1D": 0.008825988896361034,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-04-21",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 171,
"5": 171,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.0058938837097187525,
"5": 0.03095357543329517,
"10": 0.06376977596291222
}
},
{
"topN": 3,
"ticker": "ALAB",
"hitRates": {
"1": 0.5489130434782609,
"5": 0.6277777777777778,
"10": 0.6057142857142858
},
"hitRate1D": 0.5489130434782609,
"comboQuality": 0.9999560530532503,
"eligibleDays": 297,
"fitnessScore": 2.557146361052927,
"lookbackDays": 63,
"returnLift1D": 0.001719798288899366,
"hitRateLift1D": 0.004994124559341895,
"activationRate": 0.622895622895623,
"activationCount": 185,
"baselineHitRates": {
"1": 0.543918918918919,
"5": 0.5856164383561644,
"10": 0.5818815331010453
},
"sampleConfidence": 0.9942342342342343,
"shadowSharpeLike": 1.6328801350696855,
"avgForwardReturns": {
"1": 0.007850110132711762,
"5": 0.03730427686179082,
"10": 0.08047843793960047
},
"shadowMaxDrawdown": -0.3852231098075459,
"shadowTotalReturn": 2.058917339934394,
"avgForwardReturn1D": 0.007850110132711762,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04"
],
"horizonObservationCounts": {
"1": 184,
"5": 180,
"10": 175
},
"baselineAvgForwardReturns": {
"1": 0.006130311843812396,
"5": 0.030101322264865456,
"10": 0.06489631658870161
}
},
{
"topN": 3,
"ticker": "ALAB",
"hitRates": {
"1": 0.547486033519553,
"5": 0.5977653631284916,
"10": 0.5977653631284916
},
"hitRate1D": 0.547486033519553,
"comboQuality": 0.9999512081080684,
"eligibleDays": 352,
"fitnessScore": 2.5341374752487096,
"lookbackDays": 14,
"returnLift1D": 0.002439834920930024,
"hitRateLift1D": 0.010343176376695906,
"activationRate": 0.5085227272727273,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5371428571428571,
"5": 0.6011560693641619,
"10": 0.5818713450292398
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5203589638604618,
"avgForwardReturns": {
"1": 0.008333718630648777,
"5": 0.0342098535388058,
"10": 0.07491431180652466
},
"shadowMaxDrawdown": -0.5536356247334151,
"shadowTotalReturn": 2.1447099157956253,
"avgForwardReturn1D": 0.008333718630648777,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-04-21",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.0058938837097187525,
"5": 0.03095357543329517,
"10": 0.06376977596291222
}
},
{
"topN": 4,
"ticker": "ALAB",
"hitRates": {
"1": 0.5483870967741935,
"5": 0.6263736263736264,
"10": 0.6045197740112994
},
"hitRate1D": 0.5483870967741935,
"comboQuality": 0.999938810628649,
"eligibleDays": 297,
"fitnessScore": 2.484324689864633,
"lookbackDays": 63,
"returnLift1D": 0.001540193710992387,
"hitRateLift1D": 0.0044681778552745355,
"activationRate": 0.6296296296296297,
"activationCount": 187,
"baselineHitRates": {
"1": 0.543918918918919,
"5": 0.5856164383561644,
"10": 0.5818815331010453
},
"sampleConfidence": 0.9942959001782532,
"shadowSharpeLike": 1.6051209781037634,
"avgForwardReturns": {
"1": 0.007670505554804783,
"5": 0.036824729704446585,
"10": 0.07839008273488994
},
"shadowMaxDrawdown": -0.39768662223425866,
"shadowTotalReturn": 1.995813271167806,
"avgForwardReturn1D": 0.007670505554804783,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03"
],
"horizonObservationCounts": {
"1": 186,
"5": 182,
"10": 177
},
"baselineAvgForwardReturns": {
"1": 0.006130311843812396,
"5": 0.030101322264865456,
"10": 0.06489631658870161
}
},
{
"topN": 5,
"ticker": "ALAB",
"hitRates": {
"1": 0.5483870967741935,
"5": 0.6263736263736264,
"10": 0.6045197740112994
},
"hitRate1D": 0.5483870967741935,
"comboQuality": 0.999938810628649,
"eligibleDays": 297,
"fitnessScore": 2.484324689864633,
"lookbackDays": 63,
"returnLift1D": 0.001540193710992387,
"hitRateLift1D": 0.0044681778552745355,
"activationRate": 0.6296296296296297,
"activationCount": 187,
"baselineHitRates": {
"1": 0.543918918918919,
"5": 0.5856164383561644,
"10": 0.5818815331010453
},
"sampleConfidence": 0.9942959001782532,
"shadowSharpeLike": 1.6051209781037634,
"avgForwardReturns": {
"1": 0.007670505554804783,
"5": 0.036824729704446585,
"10": 0.07839008273488994
},
"shadowMaxDrawdown": -0.39768662223425866,
"shadowTotalReturn": 1.995813271167806,
"avgForwardReturn1D": 0.007670505554804783,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03"
],
"horizonObservationCounts": {
"1": 186,
"5": 182,
"10": 177
},
"baselineAvgForwardReturns": {
"1": 0.006130311843812396,
"5": 0.030101322264865456,
"10": 0.06489631658870161
}
},
{
"topN": 5,
"ticker": "ALAB",
"hitRates": {
"1": 0.5421052631578948,
"5": 0.5947368421052631,
"10": 0.6
},
"hitRate1D": 0.5421052631578948,
"comboQuality": 0.9994951208088374,
"eligibleDays": 352,
"fitnessScore": 2.0199510027294534,
"lookbackDays": 14,
"returnLift1D": 0.0012689280919920215,
"hitRateLift1D": 0.004962406015037613,
"activationRate": 0.5397727272727273,
"activationCount": 190,
"baselineHitRates": {
"1": 0.5371428571428571,
"5": 0.6011560693641619,
"10": 0.5818713450292398
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.340543022712664,
"avgForwardReturns": {
"1": 0.007162811801710774,
"5": 0.03594284815035829,
"10": 0.0791691874398355
},
"shadowMaxDrawdown": -0.6024763341616728,
"shadowTotalReturn": 1.6951968020274126,
"avgForwardReturn1D": 0.007162811801710774,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-16",
"2025-04-21",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 190,
"5": 190,
"10": 190
},
"baselineAvgForwardReturns": {
"1": 0.0058938837097187525,
"5": 0.03095357543329517,
"10": 0.06376977596291222
}
},
{
"topN": 2,
"ticker": "ALAB",
"hitRates": {
"1": 0.5340909090909091,
"5": 0.627906976744186,
"10": 0.5988023952095808
},
"hitRate1D": 0.5340909090909091,
"comboQuality": 0.9988334631452428,
"eligibleDays": 297,
"fitnessScore": 1.8355607040797715,
"lookbackDays": 63,
"returnLift1D": 0.0007870429065911632,
"hitRateLift1D": -0.00982800982800991,
"activationRate": 0.5959595959595959,
"activationCount": 177,
"baselineHitRates": {
"1": 0.543918918918919,
"5": 0.5856164383561644,
"10": 0.5818815331010453
},
"sampleConfidence": 0.9939736346516008,
"shadowSharpeLike": 1.384831061957274,
"avgForwardReturns": {
"1": 0.006917354750403559,
"5": 0.03637299923242862,
"10": 0.07386159099440676
},
"shadowMaxDrawdown": -0.42816297608489284,
"shadowTotalReturn": 1.4467482335119817,
"avgForwardReturn1D": 0.006917354750403559,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04"
],
"horizonObservationCounts": {
"1": 176,
"5": 172,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.006130311843812396,
"5": 0.030101322264865456,
"10": 0.06489631658870161
}
},
{
"topN": 3,
"ticker": "ALAB",
"hitRates": {
"1": 0.5360824742268041,
"5": 0.6210526315789474,
"10": 0.6108108108108108
},
"hitRate1D": 0.5360824742268041,
"comboQuality": 0.9985623915632424,
"eligibleDays": 315,
"fitnessScore": 1.7895338564385823,
"lookbackDays": 45,
"returnLift1D": -0.0008105715675548351,
"hitRateLift1D": -0.011688226410138558,
"activationRate": 0.6190476190476191,
"activationCount": 195,
"baselineHitRates": {
"1": 0.5477707006369427,
"5": 0.6064516129032258,
"10": 0.6032786885245902
},
"sampleConfidence": 0.9945299145299146,
"shadowSharpeLike": 1.3262170268228568,
"avgForwardReturns": {
"1": 0.0066062821088333674,
"5": 0.03775151555301746,
"10": 0.08177781277742377
},
"shadowMaxDrawdown": -0.627660969985554,
"shadowTotalReturn": 1.4857518421080878,
"avgForwardReturn1D": 0.0066062821088333674,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 194,
"5": 190,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.0074168536763882026,
"5": 0.03526159229110576,
"10": 0.0744495132372148
}
},
{
"topN": 4,
"ticker": "ALAB",
"hitRates": {
"1": 0.5360824742268041,
"5": 0.6210526315789474,
"10": 0.6108108108108108
},
"hitRate1D": 0.5360824742268041,
"comboQuality": 0.9985623915632424,
"eligibleDays": 315,
"fitnessScore": 1.7895338564385823,
"lookbackDays": 45,
"returnLift1D": -0.0008105715675548351,
"hitRateLift1D": -0.011688226410138558,
"activationRate": 0.6190476190476191,
"activationCount": 195,
"baselineHitRates": {
"1": 0.5477707006369427,
"5": 0.6064516129032258,
"10": 0.6032786885245902
},
"sampleConfidence": 0.9945299145299146,
"shadowSharpeLike": 1.3262170268228568,
"avgForwardReturns": {
"1": 0.0066062821088333674,
"5": 0.03775151555301746,
"10": 0.08177781277742377
},
"shadowMaxDrawdown": -0.627660969985554,
"shadowTotalReturn": 1.4857518421080878,
"avgForwardReturn1D": 0.0066062821088333674,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 194,
"5": 190,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.0074168536763882026,
"5": 0.03526159229110576,
"10": 0.0744495132372148
}
},
{
"topN": 4,
"ticker": "ALAB",
"hitRates": {
"1": 0.532608695652174,
"5": 0.5978260869565217,
"10": 0.5978260869565217
},
"hitRate1D": 0.532608695652174,
"comboQuality": 0.9983067919923163,
"eligibleDays": 352,
"fitnessScore": 1.7534758489190345,
"lookbackDays": 14,
"returnLift1D": 0.0009703164474849993,
"hitRateLift1D": -0.004534161490683197,
"activationRate": 0.5227272727272727,
"activationCount": 184,
"baselineHitRates": {
"1": 0.5371428571428571,
"5": 0.6011560693641619,
"10": 0.5818713450292398
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2627470263152678,
"avgForwardReturns": {
"1": 0.006864200157203752,
"5": 0.03414953269347058,
"10": 0.07695682248955715
},
"shadowMaxDrawdown": -0.6024763341616732,
"shadowTotalReturn": 1.4714211651750095,
"avgForwardReturn1D": 0.006864200157203752,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-16",
"2025-04-21",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 184,
"5": 184,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.0058938837097187525,
"5": 0.03095357543329517,
"10": 0.06376977596291222
}
},
{
"topN": 5,
"ticker": "ALAB",
"hitRates": {
"1": 0.5353535353535354,
"5": 0.6082474226804123,
"10": 0.6084656084656085
},
"hitRate1D": 0.5353535353535354,
"comboQuality": 0.9978362449327893,
"eligibleDays": 315,
"fitnessScore": 1.699423682253683,
"lookbackDays": 45,
"returnLift1D": -0.0010522287150936845,
"hitRateLift1D": -0.012417165283407305,
"activationRate": 0.6317460317460317,
"activationCount": 199,
"baselineHitRates": {
"1": 0.5477707006369427,
"5": 0.6064516129032258,
"10": 0.6032786885245902
},
"sampleConfidence": 0.99463986599665,
"shadowSharpeLike": 1.2847868464599757,
"avgForwardReturns": {
"1": 0.006364624961294518,
"5": 0.034414264641844876,
"10": 0.0780308061099839
},
"shadowMaxDrawdown": -0.6397605341421196,
"shadowTotalReturn": 1.404974616336938,
"avgForwardReturn1D": 0.006364624961294518,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 198,
"5": 194,
"10": 189
},
"baselineAvgForwardReturns": {
"1": 0.0074168536763882026,
"5": 0.03526159229110576,
"10": 0.0744495132372148
}
}
],
"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": 0.9999715997323599,
"fitnessScore": 2.653198389408934,
"lookbackDays": 14,
"returnLift1D": 0.0029321051866422814,
"activationRate": 0.48579545454545453,
"activationCount": 171,
"sampleConfidence": 1,
"shadowTotalReturn": 2.2317110431423375,
"avgForwardReturn1D": 0.008825988896361034
},
{
"bestTopN": 4,
"comboQuality": 0.9999999496457331,
"fitnessScore": 4.046920134240185,
"lookbackDays": 21,
"returnLift1D": 0.0037311953520050367,
"activationRate": 0.5309734513274337,
"activationCount": 180,
"sampleConfidence": 0.9996296296296296,
"shadowTotalReturn": 3.4611658180153846,
"avgForwardReturn1D": 0.010105116150334499
},
{
"bestTopN": 5,
"comboQuality": 0.9999989763456676,
"fitnessScore": 3.3842687387678474,
"lookbackDays": 30,
"returnLift1D": 0.0022644078138329546,
"activationRate": 0.5666666666666667,
"activationCount": 187,
"sampleConfidence": 0.9989304812834225,
"shadowTotalReturn": 2.8855403997256355,
"avgForwardReturn1D": 0.009228524405350812
},
{
"bestTopN": 2,
"comboQuality": 0.9999747363814409,
"fitnessScore": 2.678946385660937,
"lookbackDays": 45,
"returnLift1D": 0.0006073739955831442,
"activationRate": 0.6031746031746031,
"activationCount": 190,
"sampleConfidence": 0.9943859649122807,
"shadowTotalReturn": 2.2469255333793154,
"avgForwardReturn1D": 0.008024227671971347
},
{
"bestTopN": 3,
"comboQuality": 0.9999560530532503,
"fitnessScore": 2.557146361052927,
"lookbackDays": 63,
"returnLift1D": 0.001719798288899366,
"activationRate": 0.622895622895623,
"activationCount": 185,
"sampleConfidence": 0.9942342342342343,
"shadowTotalReturn": 2.058917339934394,
"avgForwardReturn1D": 0.007850110132711762
}
],
"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": "45a14d2964a681428131650252f12820054354a4eb5b2753742d8f264e4c8dac",
"size": 13,
"members": [
"ALAB",
"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",
"ALAB"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "ALAB",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "ALAB",
"hitRates": {
"1": 0.5611111111111111,
"5": 0.6611111111111111,
"10": 0.6424581005586593
},
"hitRate1D": 0.5611111111111111,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999999461026718,
"eligibleDays": 368,
"fitnessScore": 4.031960673375598,
"lookbackDays": 21,
"returnLift1D": 0.005085624188787284,
"hitRateLift1D": 0.033937198067632846,
"portfolioSize": 4,
"activationRate": 0.4891304347826087,
"activationCount": 180,
"baselineHitRates": {
"1": 0.5271739130434783,
"5": 0.5741758241758241,
"10": 0.5626740947075209
},
"sampleConfidence": 0.9996296296296296,
"shadowSharpeLike": 1.874097599378032,
"avgForwardReturns": {
"1": 0.010105116150334499,
"5": 0.05121655653070184,
"10": 0.10638793513891916
},
"shadowMaxDrawdown": -0.4332809355678404,
"shadowTotalReturn": 3.4611658180153846,
"avgForwardReturn1D": 0.010105116150334499,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 180,
"5": 180,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.005019491961547215,
"5": 0.024098576237005436,
"10": 0.054296313000797014
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999999461026718,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9999692687309806,
"bestRawFitnessScore": 4.031960673375598,
"upperQuartileComboQuality": 0.9999987028238111
},
"algorithmFit": {
"label": "strong",
"score": 0.9983329928282935,
"rawScore": 0.9997043956325731,
"confidence": 0.9972563833663813,
"bestProfile": {
"lookbackDays": 21,
"portfolioSize": 4
},
"profileBreadth": 1,
"recommendedRegion": {
"lookbackDays": [
14,
21,
30,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.9985851025941361,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "ALAB",
"hitRates": {
"1": 0.5611111111111111,
"5": 0.6611111111111111,
"10": 0.6424581005586593
},
"hitRate1D": 0.5611111111111111,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999999461026718,
"eligibleDays": 368,
"fitnessScore": 4.031960673375598,
"lookbackDays": 21,
"returnLift1D": 0.005085624188787284,
"hitRateLift1D": 0.033937198067632846,
"portfolioSize": 4,
"activationRate": 0.4891304347826087,
"activationCount": 180,
"baselineHitRates": {
"1": 0.5271739130434783,
"5": 0.5741758241758241,
"10": 0.5626740947075209
},
"sampleConfidence": 0.9996296296296296,
"shadowSharpeLike": 1.874097599378032,
"avgForwardReturns": {
"1": 0.010105116150334499,
"5": 0.05121655653070184,
"10": 0.10638793513891916
},
"shadowMaxDrawdown": -0.4332809355678404,
"shadowTotalReturn": 3.4611658180153846,
"avgForwardReturn1D": 0.010105116150334499,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 180,
"5": 180,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.005019491961547215,
"5": 0.024098576237005436,
"10": 0.054296313000797014
}
},
{
"topN": 5,
"ticker": "ALAB",
"hitRates": {
"1": 0.5611111111111111,
"5": 0.6611111111111111,
"10": 0.6424581005586593
},
"hitRate1D": 0.5611111111111111,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999999461026718,
"eligibleDays": 368,
"fitnessScore": 4.031960673375598,
"lookbackDays": 21,
"returnLift1D": 0.005085624188787284,
"hitRateLift1D": 0.033937198067632846,
"portfolioSize": 5,
"activationRate": 0.4891304347826087,
"activationCount": 180,
"baselineHitRates": {
"1": 0.5271739130434783,
"5": 0.5741758241758241,
"10": 0.5626740947075209
},
"sampleConfidence": 0.9996296296296296,
"shadowSharpeLike": 1.874097599378032,
"avgForwardReturns": {
"1": 0.010105116150334499,
"5": 0.05121655653070184,
"10": 0.10638793513891916
},
"shadowMaxDrawdown": -0.4332809355678404,
"shadowTotalReturn": 3.4611658180153846,
"avgForwardReturn1D": 0.010105116150334499,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 180,
"5": 180,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.005019491961547215,
"5": 0.024098576237005436,
"10": 0.054296313000797014
}
},
{
"topN": 2,
"ticker": "ALAB",
"hitRates": {
"1": 0.5647058823529412,
"5": 0.6705882352941176,
"10": 0.6449704142011834
},
"hitRate1D": 0.5647058823529412,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9999996751832552,
"eligibleDays": 368,
"fitnessScore": 3.636800957281399,
"lookbackDays": 21,
"returnLift1D": 0.005001458060872893,
"hitRateLift1D": 0.0375319693094629,
"portfolioSize": 2,
"activationRate": 0.46195652173913043,
"activationCount": 170,
"baselineHitRates": {
"1": 0.5271739130434783,
"5": 0.5741758241758241,
"10": 0.5626740947075209
},
"sampleConfidence": 0.9996078431372549,
"shadowSharpeLike": 1.8411569711988625,
"avgForwardReturns": {
"1": 0.010020950022420108,
"5": 0.05244978712585069,
"10": 0.10502260127481072
},
"shadowMaxDrawdown": -0.4127957469887572,
"shadowTotalReturn": 3.0885466567830644,
"avgForwardReturn1D": 0.010020950022420108,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 170,
"5": 170,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.005019491961547215,
"5": 0.024098576237005436,
"10": 0.054296313000797014
}
},
{
"topN": 3,
"ticker": "ALAB",
"hitRates": {
"1": 0.5754189944134078,
"5": 0.6312849162011173,
"10": 0.6022727272727273
},
"hitRate1D": 0.5754189944134078,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999987666404242,
"eligibleDays": 359,
"fitnessScore": 3.343268853550677,
"lookbackDays": 30,
"returnLift1D": 0.0041179414482906025,
"hitRateLift1D": 0.04617108354989807,
"portfolioSize": 3,
"activationRate": 0.4986072423398329,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.5830985915492958,
"10": 0.5771428571428572
},
"sampleConfidence": 0.9988826815642459,
"shadowSharpeLike": 1.6757560438724166,
"avgForwardReturns": {
"1": 0.009542488206797749,
"5": 0.038318681239242564,
"10": 0.07710318999299903
},
"shadowMaxDrawdown": -0.5080175167845029,
"shadowTotalReturn": 2.836652497987765,
"avgForwardReturn1D": 0.009542488206797749,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.0054245467585071466,
"5": 0.026534847240151888,
"10": 0.05945537144320874
}
},
{
"topN": 4,
"ticker": "ALAB",
"hitRates": {
"1": 0.5675675675675675,
"5": 0.6270270270270271,
"10": 0.6098901098901099
},
"hitRate1D": 0.5675675675675675,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999987028238111,
"eligibleDays": 359,
"fitnessScore": 3.3321702946799037,
"lookbackDays": 30,
"returnLift1D": 0.0038588819887799136,
"hitRateLift1D": 0.03831965670405779,
"portfolioSize": 4,
"activationRate": 0.5153203342618384,
"activationCount": 185,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.5830985915492958,
"10": 0.5771428571428572
},
"sampleConfidence": 0.9989189189189189,
"shadowSharpeLike": 1.6707140058098668,
"avgForwardReturns": {
"1": 0.00928342874728706,
"5": 0.03716296482339494,
"10": 0.07675371937872041
},
"shadowMaxDrawdown": -0.5608753739378873,
"shadowTotalReturn": 2.853753723274299,
"avgForwardReturn1D": 0.00928342874728706,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-02",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 182
},
"baselineAvgForwardReturns": {
"1": 0.0054245467585071466,
"5": 0.026534847240151888,
"10": 0.05945537144320874
}
},
{
"topN": 5,
"ticker": "ALAB",
"hitRates": {
"1": 0.5675675675675675,
"5": 0.6270270270270271,
"10": 0.6098901098901099
},
"hitRate1D": 0.5675675675675675,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999987028238111,
"eligibleDays": 359,
"fitnessScore": 3.3321702946799037,
"lookbackDays": 30,
"returnLift1D": 0.0038588819887799136,
"hitRateLift1D": 0.03831965670405779,
"portfolioSize": 5,
"activationRate": 0.5153203342618384,
"activationCount": 185,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.5830985915492958,
"10": 0.5771428571428572
},
"sampleConfidence": 0.9989189189189189,
"shadowSharpeLike": 1.6707140058098668,
"avgForwardReturns": {
"1": 0.00928342874728706,
"5": 0.03716296482339494,
"10": 0.07675371937872041
},
"shadowMaxDrawdown": -0.5608753739378873,
"shadowTotalReturn": 2.853753723274299,
"avgForwardReturn1D": 0.00928342874728706,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-02",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 182
},
"baselineAvgForwardReturns": {
"1": 0.0054245467585071466,
"5": 0.026534847240151888,
"10": 0.05945537144320874
}
},
{
"topN": 2,
"ticker": "ALAB",
"hitRates": {
"1": 0.5755813953488372,
"5": 0.6337209302325582,
"10": 0.6
},
"hitRate1D": 0.5755813953488372,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9999865199943717,
"eligibleDays": 359,
"fitnessScore": 2.8171437020674746,
"lookbackDays": 30,
"returnLift1D": 0.0036449814172301274,
"hitRateLift1D": 0.04633348448532748,
"portfolioSize": 2,
"activationRate": 0.479108635097493,
"activationCount": 172,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.5830985915492958,
"10": 0.5771428571428572
},
"sampleConfidence": 0.9992248062015504,
"shadowSharpeLike": 1.5584921739732156,
"avgForwardReturns": {
"1": 0.009069528175737274,
"5": 0.04016274524275228,
"10": 0.07741589768961979
},
"shadowMaxDrawdown": -0.49227924882331797,
"shadowTotalReturn": 2.351380758391135,
"avgForwardReturn1D": 0.009069528175737274,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 172,
"5": 172,
"10": 170
},
"baselineAvgForwardReturns": {
"1": 0.0054245467585071466,
"5": 0.026534847240151888,
"10": 0.05945537144320874
}
},
{
"topN": 3,
"ticker": "ALAB",
"hitRates": {
"1": 0.5511363636363636,
"5": 0.6590909090909091,
"10": 0.64
},
"hitRate1D": 0.5511363636363636,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999835241357043,
"eligibleDays": 368,
"fitnessScore": 2.772991459222473,
"lookbackDays": 21,
"returnLift1D": 0.0035876211880172737,
"hitRateLift1D": 0.023962450592885376,
"portfolioSize": 3,
"activationRate": 0.4782608695652174,
"activationCount": 176,
"baselineHitRates": {
"1": 0.5271739130434783,
"5": 0.5741758241758241,
"10": 0.5626740947075209
},
"sampleConfidence": 0.9996212121212121,
"shadowSharpeLike": 1.5994846056856626,
"avgForwardReturns": {
"1": 0.008607113149564489,
"5": 0.05046003535072347,
"10": 0.10470860126728866
},
"shadowMaxDrawdown": -0.4902697033903922,
"shadowTotalReturn": 2.342642680873713,
"avgForwardReturn1D": 0.008607113149564489,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 176,
"5": 176,
"10": 175
},
"baselineAvgForwardReturns": {
"1": 0.005019491961547215,
"5": 0.024098576237005436,
"10": 0.054296313000797014
}
},
{
"topN": 2,
"ticker": "ALAB",
"hitRates": {
"1": 0.5396825396825397,
"5": 0.6324324324324324,
"10": 0.6166666666666667
},
"hitRate1D": 0.5396825396825397,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9999720232983099,
"eligibleDays": 344,
"fitnessScore": 2.656504309904673,
"lookbackDays": 45,
"returnLift1D": 0.0014098956708537029,
"hitRateLift1D": -0.0010151347360649599,
"portfolioSize": 2,
"activationRate": 0.5494186046511628,
"activationCount": 189,
"baselineHitRates": {
"1": 0.5406976744186046,
"5": 0.6,
"10": 0.591044776119403
},
"sampleConfidence": 0.9954144620811288,
"shadowSharpeLike": 1.5658740055106692,
"avgForwardReturns": {
"1": 0.008024227671971347,
"5": 0.04003438923311974,
"10": 0.08452555960665814
},
"shadowMaxDrawdown": -0.49242385922009035,
"shadowTotalReturn": 2.2469255333793154,
"avgForwardReturn1D": 0.008024227671971347,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 189,
"5": 185,
"10": 180
},
"baselineAvgForwardReturns": {
"1": 0.006614332001117644,
"5": 0.03160222431566845,
"10": 0.06741104532290718
}
},
{
"topN": 2,
"ticker": "ALAB",
"hitRates": {
"1": 0.5497076023391813,
"5": 0.5964912280701754,
"10": 0.5964912280701754
},
"hitRate1D": 0.5497076023391813,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.999970761671189,
"eligibleDays": 375,
"fitnessScore": 2.646800184836651,
"lookbackDays": 14,
"returnLift1D": 0.004364323022203509,
"hitRateLift1D": 0.02170760233918123,
"portfolioSize": 2,
"activationRate": 0.456,
"activationCount": 171,
"baselineHitRates": {
"1": 0.528,
"5": 0.5741239892183289,
"10": 0.5573770491803278
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5130631360946467,
"avgForwardReturns": {
"1": 0.008825988896361034,
"5": 0.03427523119528799,
"10": 0.06776935744358316
},
"shadowMaxDrawdown": -0.4930074603126181,
"shadowTotalReturn": 2.2317110431423375,
"avgForwardReturn1D": 0.008825988896361034,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-04-21",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 171,
"5": 171,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.004461665874157525,
"5": 0.024268119851554255,
"10": 0.05253217136576409
}
},
{
"topN": 3,
"ticker": "ALAB",
"hitRates": {
"1": 0.5508021390374331,
"5": 0.6338797814207651,
"10": 0.6067415730337079
},
"hitRate1D": 0.5508021390374331,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999677757907721,
"eligibleDays": 326,
"fitnessScore": 2.6254072712358134,
"lookbackDays": 63,
"returnLift1D": 0.0006889621050247402,
"hitRateLift1D": 0.004789869098782873,
"portfolioSize": 3,
"activationRate": 0.5736196319018405,
"activationCount": 187,
"baselineHitRates": {
"1": 0.5460122699386503,
"5": 0.6118012422360248,
"10": 0.6182965299684543
},
"sampleConfidence": 0.9953654188948308,
"shadowSharpeLike": 1.5901779813329555,
"avgForwardReturns": {
"1": 0.007896578856055813,
"5": 0.03732599710773953,
"10": 0.07995811826045555
},
"shadowMaxDrawdown": -0.38522310980754615,
"shadowTotalReturn": 2.153407271326021,
"avgForwardReturn1D": 0.007896578856055813,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 187,
"5": 183,
"10": 178
},
"baselineAvgForwardReturns": {
"1": 0.007207616751031072,
"5": 0.03573279763318637,
"10": 0.07585587952295078
}
},
{
"topN": 4,
"ticker": "ALAB",
"hitRates": {
"1": 0.5502645502645502,
"5": 0.6324324324324324,
"10": 0.6055555555555555
},
"hitRate1D": 0.5502645502645502,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999546458406058,
"eligibleDays": 326,
"fitnessScore": 2.5502119288152287,
"lookbackDays": 63,
"returnLift1D": 0.0005117166609115865,
"hitRateLift1D": 0.004252280325899971,
"portfolioSize": 4,
"activationRate": 0.5797546012269938,
"activationCount": 189,
"baselineHitRates": {
"1": 0.5460122699386503,
"5": 0.6118012422360248,
"10": 0.6182965299684543
},
"sampleConfidence": 0.9954144620811288,
"shadowSharpeLike": 1.563593801627772,
"avgForwardReturns": {
"1": 0.007719333411942659,
"5": 0.03685399157731494,
"10": 0.07791035030559179
},
"shadowMaxDrawdown": -0.397686622234259,
"shadowTotalReturn": 2.0883539183958977,
"avgForwardReturn1D": 0.007719333411942659,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29"
],
"horizonObservationCounts": {
"1": 189,
"5": 185,
"10": 180
},
"baselineAvgForwardReturns": {
"1": 0.007207616751031072,
"5": 0.03573279763318637,
"10": 0.07585587952295078
}
},
{
"topN": 5,
"ticker": "ALAB",
"hitRates": {
"1": 0.5502645502645502,
"5": 0.6324324324324324,
"10": 0.6055555555555555
},
"hitRate1D": 0.5502645502645502,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999546458406058,
"eligibleDays": 326,
"fitnessScore": 2.5502119288152287,
"lookbackDays": 63,
"returnLift1D": 0.0005117166609115865,
"hitRateLift1D": 0.004252280325899971,
"portfolioSize": 5,
"activationRate": 0.5797546012269938,
"activationCount": 189,
"baselineHitRates": {
"1": 0.5460122699386503,
"5": 0.6118012422360248,
"10": 0.6182965299684543
},
"sampleConfidence": 0.9954144620811288,
"shadowSharpeLike": 1.563593801627772,
"avgForwardReturns": {
"1": 0.007719333411942659,
"5": 0.03685399157731494,
"10": 0.07791035030559179
},
"shadowMaxDrawdown": -0.397686622234259,
"shadowTotalReturn": 2.0883539183958977,
"avgForwardReturn1D": 0.007719333411942659,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29"
],
"horizonObservationCounts": {
"1": 189,
"5": 185,
"10": 180
},
"baselineAvgForwardReturns": {
"1": 0.007207616751031072,
"5": 0.03573279763318637,
"10": 0.07585587952295078
}
},
{
"topN": 3,
"ticker": "ALAB",
"hitRates": {
"1": 0.547486033519553,
"5": 0.5921787709497207,
"10": 0.5977653631284916
},
"hitRate1D": 0.547486033519553,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999496169731829,
"eligibleDays": 375,
"fitnessScore": 2.527077281458966,
"lookbackDays": 14,
"returnLift1D": 0.0038720527564912515,
"hitRateLift1D": 0.019486033519553025,
"portfolioSize": 3,
"activationRate": 0.47733333333333333,
"activationCount": 179,
"baselineHitRates": {
"1": 0.528,
"5": 0.5741239892183289,
"10": 0.5573770491803278
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4727102188139647,
"avgForwardReturns": {
"1": 0.008333718630648777,
"5": 0.034038182609327707,
"10": 0.0748256255908741
},
"shadowMaxDrawdown": -0.5536356247334151,
"shadowTotalReturn": 2.1447099157956253,
"avgForwardReturn1D": 0.008333718630648777,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-04-21",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.004461665874157525,
"5": 0.024268119851554255,
"10": 0.05253217136576409
}
},
{
"topN": 2,
"ticker": "ALAB",
"hitRates": {
"1": 0.5337078651685393,
"5": 0.632183908045977,
"10": 0.5976331360946746
},
"hitRate1D": 0.5337078651685393,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9985781151536823,
"eligibleDays": 326,
"fitnessScore": 1.7919567875421043,
"lookbackDays": 63,
"returnLift1D": -0.00037250588655058075,
"hitRateLift1D": -0.012304404770110966,
"portfolioSize": 2,
"activationRate": 0.5460122699386503,
"activationCount": 178,
"baselineHitRates": {
"1": 0.5460122699386503,
"5": 0.6118012422360248,
"10": 0.6182965299684543
},
"sampleConfidence": 0.9951310861423222,
"shadowSharpeLike": 1.3189760225695941,
"avgForwardReturns": {
"1": 0.006835110864480492,
"5": 0.03618217795452466,
"10": 0.07328148013231228
},
"shadowMaxDrawdown": -0.42816297608489273,
"shadowTotalReturn": 1.4416260836009562,
"avgForwardReturn1D": 0.006835110864480492,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-15",
"2025-05-16",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 178,
"5": 174,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.007207616751031072,
"5": 0.03573279763318637,
"10": 0.07585587952295078
}
},
{
"topN": 3,
"ticker": "ALAB",
"hitRates": {
"1": 0.5360824742268041,
"5": 0.6210526315789474,
"10": 0.6108108108108108
},
"hitRate1D": 0.5360824742268041,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9984013382652442,
"eligibleDays": 344,
"fitnessScore": 1.7661374644003305,
"lookbackDays": 45,
"returnLift1D": -0.000008049892284276404,
"hitRateLift1D": -0.004615200191800506,
"portfolioSize": 3,
"activationRate": 0.563953488372093,
"activationCount": 194,
"baselineHitRates": {
"1": 0.5406976744186046,
"5": 0.6,
"10": 0.591044776119403
},
"sampleConfidence": 0.99553264604811,
"shadowSharpeLike": 1.268880751551,
"avgForwardReturns": {
"1": 0.0066062821088333674,
"5": 0.03775151555301746,
"10": 0.08177781277742377
},
"shadowMaxDrawdown": -0.627660969985554,
"shadowTotalReturn": 1.4857518421080878,
"avgForwardReturn1D": 0.0066062821088333674,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 194,
"5": 190,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.006614332001117644,
"5": 0.03160222431566845,
"10": 0.06741104532290718
}
},
{
"topN": 4,
"ticker": "ALAB",
"hitRates": {
"1": 0.5360824742268041,
"5": 0.6210526315789474,
"10": 0.6108108108108108
},
"hitRate1D": 0.5360824742268041,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9984013382652442,
"eligibleDays": 344,
"fitnessScore": 1.7661374644003305,
"lookbackDays": 45,
"returnLift1D": -0.000008049892284276404,
"hitRateLift1D": -0.004615200191800506,
"portfolioSize": 4,
"activationRate": 0.563953488372093,
"activationCount": 194,
"baselineHitRates": {
"1": 0.5406976744186046,
"5": 0.6,
"10": 0.591044776119403
},
"sampleConfidence": 0.99553264604811,
"shadowSharpeLike": 1.268880751551,
"avgForwardReturns": {
"1": 0.0066062821088333674,
"5": 0.03775151555301746,
"10": 0.08177781277742377
},
"shadowMaxDrawdown": -0.627660969985554,
"shadowTotalReturn": 1.4857518421080878,
"avgForwardReturn1D": 0.0066062821088333674,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 194,
"5": 190,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.006614332001117644,
"5": 0.03160222431566845,
"10": 0.06741104532290718
}
},
{
"topN": 5,
"ticker": "ALAB",
"hitRates": {
"1": 0.5360824742268041,
"5": 0.6210526315789474,
"10": 0.6108108108108108
},
"hitRate1D": 0.5360824742268041,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9984013382652442,
"eligibleDays": 344,
"fitnessScore": 1.7661374644003305,
"lookbackDays": 45,
"returnLift1D": -0.000008049892284276404,
"hitRateLift1D": -0.004615200191800506,
"portfolioSize": 5,
"activationRate": 0.563953488372093,
"activationCount": 194,
"baselineHitRates": {
"1": 0.5406976744186046,
"5": 0.6,
"10": 0.591044776119403
},
"sampleConfidence": 0.99553264604811,
"shadowSharpeLike": 1.268880751551,
"avgForwardReturns": {
"1": 0.0066062821088333674,
"5": 0.03775151555301746,
"10": 0.08177781277742377
},
"shadowMaxDrawdown": -0.627660969985554,
"shadowTotalReturn": 1.4857518421080878,
"avgForwardReturn1D": 0.0066062821088333674,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 194,
"5": 190,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.006614332001117644,
"5": 0.03160222431566845,
"10": 0.06741104532290718
}
},
{
"topN": 4,
"ticker": "ALAB",
"hitRates": {
"1": 0.5297297297297298,
"5": 0.5891891891891892,
"10": 0.5945945945945946
},
"hitRate1D": 0.5297297297297298,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9971838513586601,
"eligibleDays": 375,
"fitnessScore": 1.6413042859341518,
"lookbackDays": 14,
"returnLift1D": 0.00217012449993232,
"hitRateLift1D": 0.0017297297297297343,
"portfolioSize": 4,
"activationRate": 0.49333333333333335,
"activationCount": 185,
"baselineHitRates": {
"1": 0.528,
"5": 0.5741239892183289,
"10": 0.5573770491803278
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1852228901876622,
"avgForwardReturns": {
"1": 0.006631790374089845,
"5": 0.032898805854412266,
"10": 0.0750849881051731
},
"shadowMaxDrawdown": -0.6024763341616732,
"shadowTotalReturn": 1.3796985850865644,
"avgForwardReturn1D": 0.006631790374089845,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-19",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-16",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.004461665874157525,
"5": 0.024268119851554255,
"10": 0.05253217136576409
}
},
{
"topN": 5,
"ticker": "ALAB",
"hitRates": {
"1": 0.5297297297297298,
"5": 0.5891891891891892,
"10": 0.5945945945945946
},
"hitRate1D": 0.5297297297297298,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9971838513586601,
"eligibleDays": 375,
"fitnessScore": 1.6413042859341518,
"lookbackDays": 14,
"returnLift1D": 0.00217012449993232,
"hitRateLift1D": 0.0017297297297297343,
"portfolioSize": 5,
"activationRate": 0.49333333333333335,
"activationCount": 185,
"baselineHitRates": {
"1": 0.528,
"5": 0.5741239892183289,
"10": 0.5573770491803278
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1852228901876622,
"avgForwardReturns": {
"1": 0.006631790374089845,
"5": 0.032898805854412266,
"10": 0.0750849881051731
},
"shadowMaxDrawdown": -0.6024763341616732,
"shadowTotalReturn": 1.3796985850865644,
"avgForwardReturn1D": 0.006631790374089845,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-19",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-16",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.004461665874157525,
"5": 0.024268119851554255,
"10": 0.05253217136576409
}
}
],
"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": 0.999970761671189,
"fitnessScore": 2.646800184836651,
"lookbackDays": 14,
"returnLift1D": 0.004364323022203509,
"activationRate": 0.456,
"activationCount": 171,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 2.2317110431423375,
"avgForwardReturn1D": 0.008825988896361034
},
{
"comboQuality": 0.9999999461026718,
"fitnessScore": 4.031960673375598,
"lookbackDays": 21,
"returnLift1D": 0.005085624188787284,
"activationRate": 0.4891304347826087,
"activationCount": 180,
"sampleConfidence": 0.9996296296296296,
"bestPortfolioSize": 4,
"shadowTotalReturn": 3.4611658180153846,
"avgForwardReturn1D": 0.010105116150334499
},
{
"comboQuality": 0.9999987666404242,
"fitnessScore": 3.343268853550677,
"lookbackDays": 30,
"returnLift1D": 0.0041179414482906025,
"activationRate": 0.4986072423398329,
"activationCount": 179,
"sampleConfidence": 0.9988826815642459,
"bestPortfolioSize": 3,
"shadowTotalReturn": 2.836652497987765,
"avgForwardReturn1D": 0.009542488206797749
},
{
"comboQuality": 0.9999720232983099,
"fitnessScore": 2.656504309904673,
"lookbackDays": 45,
"returnLift1D": 0.0014098956708537029,
"activationRate": 0.5494186046511628,
"activationCount": 189,
"sampleConfidence": 0.9954144620811288,
"bestPortfolioSize": 2,
"shadowTotalReturn": 2.2469255333793154,
"avgForwardReturn1D": 0.008024227671971347
},
{
"comboQuality": 0.9999677757907721,
"fitnessScore": 2.6254072712358134,
"lookbackDays": 63,
"returnLift1D": 0.0006889621050247402,
"activationRate": 0.5736196319018405,
"activationCount": 187,
"sampleConfidence": 0.9953654188948308,
"bestPortfolioSize": 3,
"shadowTotalReturn": 2.153407271326021,
"avgForwardReturn1D": 0.007896578856055813
}
],
"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": "45a14d2964a681428131650252f12820054354a4eb5b2753742d8f264e4c8dac",
"size": 13,
"members": [
"ALAB",
"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