Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ALLE"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "ALLE",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 3,
"ticker": "ALLE",
"hitRates": {
"1": 0.5227272727272727,
"5": 0.6547619047619048,
"10": 0.7283950617283951
},
"hitRate1D": 0.5227272727272727,
"comboQuality": 0.8148432603382398,
"eligibleDays": 330,
"fitnessScore": 0.6759944750381114,
"lookbackDays": 30,
"returnLift1D": 0.0033285566355738217,
"hitRateLift1D": 0.012088974854932322,
"activationRate": 0.2696969696969697,
"activationCount": 89,
"baselineHitRates": {
"1": 0.5106382978723404,
"5": 0.5353846153846153,
"10": 0.54375
},
"sampleConfidence": 0.9895131086142323,
"shadowSharpeLike": 1.4733378991198236,
"avgForwardReturns": {
"1": 0.0040370084399107276,
"5": 0.012406248828547054,
"10": 0.022795192118448774
},
"shadowMaxDrawdown": -0.09118109510738193,
"shadowTotalReturn": 0.3846063060276177,
"avgForwardReturn1D": 0.0040370084399107276,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 88,
"5": 84,
"10": 81
},
"baselineAvgForwardReturns": {
"1": 0.0007084518043369058,
"5": 0.0022342552871907435,
"10": 0.004704236013543679
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.8148432603382398,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.6064736494568008,
"bestRawFitnessScore": 0.6759944750381114,
"upperQuartileComboQuality": 0.7146909327225455
},
"algorithmFit": {
"label": "good",
"score": 0.6546418873100361,
"rawScore": 0.6780149493827536,
"confidence": 0.9310544344368935,
"bestProfile": {
"topN": 3,
"lookbackDays": 30
},
"profileBreadth": 0.4985624882543204,
"recommendedRegion": {
"topNs": [
3,
4,
5
],
"lookbackDays": [
21,
30,
45
]
},
"parameterStability": 0.6726313368433048,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "ALLE",
"hitRates": {
"1": 0.5227272727272727,
"5": 0.6547619047619048,
"10": 0.7283950617283951
},
"hitRate1D": 0.5227272727272727,
"comboQuality": 0.8148432603382398,
"eligibleDays": 330,
"fitnessScore": 0.6759944750381114,
"lookbackDays": 30,
"returnLift1D": 0.0033285566355738217,
"hitRateLift1D": 0.012088974854932322,
"activationRate": 0.2696969696969697,
"activationCount": 89,
"baselineHitRates": {
"1": 0.5106382978723404,
"5": 0.5353846153846153,
"10": 0.54375
},
"sampleConfidence": 0.9895131086142323,
"shadowSharpeLike": 1.4733378991198236,
"avgForwardReturns": {
"1": 0.0040370084399107276,
"5": 0.012406248828547054,
"10": 0.022795192118448774
},
"shadowMaxDrawdown": -0.09118109510738193,
"shadowTotalReturn": 0.3846063060276177,
"avgForwardReturn1D": 0.0040370084399107276,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 88,
"5": 84,
"10": 81
},
"baselineAvgForwardReturns": {
"1": 0.0007084518043369058,
"5": 0.0022342552871907435,
"10": 0.004704236013543679
}
},
{
"topN": 5,
"ticker": "ALLE",
"hitRates": {
"1": 0.5441176470588235,
"5": 0.6212121212121212,
"10": 0.6220472440944882
},
"hitRate1D": 0.5441176470588235,
"comboQuality": 0.7811759093846962,
"eligibleDays": 339,
"fitnessScore": 0.6299570823980235,
"lookbackDays": 21,
"returnLift1D": 0.0015518350358105248,
"hitRateLift1D": 0.035241907413853024,
"activationRate": 0.40412979351032446,
"activationCount": 137,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5389221556886228,
"10": 0.5349544072948328
},
"sampleConfidence": 0.9922141119221412,
"shadowSharpeLike": 1.068233946938191,
"avgForwardReturns": {
"1": 0.002300366493109988,
"5": 0.0066972140755695376,
"10": 0.014372160579149354
},
"shadowMaxDrawdown": -0.138409958404625,
"shadowTotalReturn": 0.31289911630264755,
"avgForwardReturn1D": 0.002300366493109988,
"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",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 136,
"5": 132,
"10": 127
},
"baselineAvgForwardReturns": {
"1": 0.0007485314572994633,
"5": 0.0022320508556802044,
"10": 0.003750720066100138
}
},
{
"topN": 4,
"ticker": "ALLE",
"hitRates": {
"1": 0.5111111111111111,
"5": 0.6395348837209303,
"10": 0.6428571428571429
},
"hitRate1D": 0.5111111111111111,
"comboQuality": 0.7760532249350159,
"eligibleDays": 315,
"fitnessScore": 0.6234187927594051,
"lookbackDays": 45,
"returnLift1D": 0.0028142755589136473,
"hitRateLift1D": 0.0015569709837225387,
"activationRate": 0.28888888888888886,
"activationCount": 91,
"baselineHitRates": {
"1": 0.5095541401273885,
"5": 0.532258064516129,
"10": 0.5377049180327869
},
"sampleConfidence": 0.9904761904761905,
"shadowSharpeLike": 1.4618043679549162,
"avgForwardReturns": {
"1": 0.003632868085714865,
"5": 0.008349726675966828,
"10": 0.008850649840124994
},
"shadowMaxDrawdown": -0.08881933084862492,
"shadowTotalReturn": 0.3465190304885484,
"avgForwardReturn1D": 0.003632868085714865,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 90,
"5": 86,
"10": 84
},
"baselineAvgForwardReturns": {
"1": 0.0008185925268012175,
"5": 0.001712715135175771,
"10": 0.0020411222313185557
}
},
{
"topN": 3,
"ticker": "ALLE",
"hitRates": {
"1": 0.4939759036144578,
"5": 0.6708860759493671,
"10": 0.6794871794871795
},
"hitRate1D": 0.4939759036144578,
"comboQuality": 0.7500206727910647,
"eligibleDays": 315,
"fitnessScore": 0.591718960250464,
"lookbackDays": 45,
"returnLift1D": 0.0029699446456165107,
"hitRateLift1D": -0.015578236512930721,
"activationRate": 0.26666666666666666,
"activationCount": 84,
"baselineHitRates": {
"1": 0.5095541401273885,
"5": 0.532258064516129,
"10": 0.5377049180327869
},
"sampleConfidence": 0.9904761904761905,
"shadowSharpeLike": 1.4619676455872814,
"avgForwardReturns": {
"1": 0.0037885371724177283,
"5": 0.011568683387595258,
"10": 0.013418297019881993
},
"shadowMaxDrawdown": -0.06861756789178197,
"shadowTotalReturn": 0.33880877519576447,
"avgForwardReturn1D": 0.0037885371724177283,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 83,
"5": 79,
"10": 78
},
"baselineAvgForwardReturns": {
"1": 0.0008185925268012175,
"5": 0.001712715135175771,
"10": 0.0020411222313185557
}
},
{
"topN": 5,
"ticker": "ALLE",
"hitRates": {
"1": 0.5327868852459017,
"5": 0.6016949152542372,
"10": 0.5575221238938053
},
"hitRate1D": 0.5327868852459017,
"comboQuality": 0.7409951757838374,
"eligibleDays": 330,
"fitnessScore": 0.5812524339440522,
"lookbackDays": 30,
"returnLift1D": 0.0016487991452351354,
"hitRateLift1D": 0.02214858737356129,
"activationRate": 0.37272727272727274,
"activationCount": 123,
"baselineHitRates": {
"1": 0.5106382978723404,
"5": 0.5353846153846153,
"10": 0.54375
},
"sampleConfidence": 0.9913279132791328,
"shadowSharpeLike": 1.0354726385672606,
"avgForwardReturns": {
"1": 0.002357250949572041,
"5": 0.004921455056260493,
"10": 0.007230893388630785
},
"shadowMaxDrawdown": -0.10794043335645587,
"shadowTotalReturn": 0.28533972070459845,
"avgForwardReturn1D": 0.002357250949572041,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 122,
"5": 118,
"10": 113
},
"baselineAvgForwardReturns": {
"1": 0.0007084518043369058,
"5": 0.0022342552871907435,
"10": 0.004704236013543679
}
},
{
"topN": 4,
"ticker": "ALLE",
"hitRates": {
"1": 0.5145631067961165,
"5": 0.6565656565656566,
"10": 0.648936170212766
},
"hitRate1D": 0.5145631067961165,
"comboQuality": 0.7059228517021148,
"eligibleDays": 330,
"fitnessScore": 0.5426460391285994,
"lookbackDays": 30,
"returnLift1D": 0.002151600294421982,
"hitRateLift1D": 0.003924808923776113,
"activationRate": 0.3151515151515151,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5106382978723404,
"5": 0.5353846153846153,
"10": 0.54375
},
"sampleConfidence": 0.9897435897435898,
"shadowSharpeLike": 1.082741753303068,
"avgForwardReturns": {
"1": 0.002860052098758888,
"5": 0.01012623448146944,
"10": 0.01722353038347873
},
"shadowMaxDrawdown": -0.11794971242097585,
"shadowTotalReturn": 0.294685919817119,
"avgForwardReturn1D": 0.002860052098758888,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 103,
"5": 99,
"10": 94
},
"baselineAvgForwardReturns": {
"1": 0.0007084518043369058,
"5": 0.0022342552871907435,
"10": 0.004704236013543679
}
},
{
"topN": 5,
"ticker": "ALLE",
"hitRates": {
"1": 0.5145631067961165,
"5": 0.6363636363636364,
"10": 0.5773195876288659
},
"hitRate1D": 0.5145631067961165,
"comboQuality": 0.6898589943189259,
"eligibleDays": 315,
"fitnessScore": 0.5258812373008726,
"lookbackDays": 45,
"returnLift1D": 0.0018014649003684664,
"hitRateLift1D": 0.0050089666687279655,
"activationRate": 0.33015873015873015,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5095541401273885,
"5": 0.532258064516129,
"10": 0.5377049180327869
},
"sampleConfidence": 0.9916666666666667,
"shadowSharpeLike": 1.0665237863193195,
"avgForwardReturns": {
"1": 0.002620057427169684,
"5": 0.005402231361656717,
"10": 0.002372416233560287
},
"shadowMaxDrawdown": -0.0942136022576523,
"shadowTotalReturn": 0.26639939275586744,
"avgForwardReturn1D": 0.002620057427169684,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 103,
"5": 99,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.0008185925268012175,
"5": 0.001712715135175771,
"10": 0.0020411222313185557
}
},
{
"topN": 2,
"ticker": "ALLE",
"hitRates": {
"1": 0.5230769230769231,
"5": 0.6290322580645161,
"10": 0.7419354838709677
},
"hitRate1D": 0.5230769230769231,
"comboQuality": 0.6843811830705343,
"eligibleDays": 330,
"fitnessScore": 0.5202755642888017,
"lookbackDays": 30,
"returnLift1D": 0.0033947652116885557,
"hitRateLift1D": 0.01243862520458272,
"activationRate": 0.2,
"activationCount": 66,
"baselineHitRates": {
"1": 0.5106382978723404,
"5": 0.5353846153846153,
"10": 0.54375
},
"sampleConfidence": 0.990909090909091,
"shadowSharpeLike": 1.227043326512468,
"avgForwardReturns": {
"1": 0.0041032170160254615,
"5": 0.008124695249796065,
"10": 0.02063005503415137
},
"shadowMaxDrawdown": -0.07391467618663095,
"shadowTotalReturn": 0.27267970788000606,
"avgForwardReturn1D": 0.0041032170160254615,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-24",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 65,
"5": 62,
"10": 62
},
"baselineAvgForwardReturns": {
"1": 0.0007084518043369058,
"5": 0.0022342552871907435,
"10": 0.004704236013543679
}
},
{
"topN": 4,
"ticker": "ALLE",
"hitRates": {
"1": 0.5378151260504201,
"5": 0.6206896551724138,
"10": 0.6140350877192983
},
"hitRate1D": 0.5378151260504201,
"comboQuality": 0.660807727583507,
"eligibleDays": 339,
"fitnessScore": 0.4967170748023463,
"lookbackDays": 21,
"returnLift1D": 0.0013712688752259123,
"hitRateLift1D": 0.028939386405449685,
"activationRate": 0.35398230088495575,
"activationCount": 120,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5389221556886228,
"10": 0.5349544072948328
},
"sampleConfidence": 0.9938888888888889,
"shadowSharpeLike": 0.8727410322843032,
"avgForwardReturns": {
"1": 0.0021198003325253755,
"5": 0.0061853200856013145,
"10": 0.01497746074261225
},
"shadowMaxDrawdown": -0.1485597733576045,
"shadowTotalReturn": 0.2344875572876146,
"avgForwardReturn1D": 0.0021198003325253755,
"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",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 119,
"5": 116,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.0007485314572994633,
"5": 0.0022320508556802044,
"10": 0.003750720066100138
}
},
{
"topN": 2,
"ticker": "ALLE",
"hitRates": {
"1": 0.4861111111111111,
"5": 0.647887323943662,
"10": 0.6901408450704225
},
"hitRate1D": 0.4861111111111111,
"comboQuality": 0.658162300707607,
"eligibleDays": 315,
"fitnessScore": 0.4941254094657272,
"lookbackDays": 45,
"returnLift1D": 0.0027885101295655793,
"hitRateLift1D": -0.023443029016277428,
"activationRate": 0.23174603174603176,
"activationCount": 73,
"baselineHitRates": {
"1": 0.5095541401273885,
"5": 0.532258064516129,
"10": 0.5377049180327869
},
"sampleConfidence": 0.995433789954338,
"shadowSharpeLike": 1.307514532320204,
"avgForwardReturns": {
"1": 0.003607102656366797,
"5": 0.007691945656130877,
"10": 0.012081094351467207
},
"shadowMaxDrawdown": -0.0485062776012577,
"shadowTotalReturn": 0.2731763753511458,
"avgForwardReturn1D": 0.003607102656366797,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 72,
"5": 71,
"10": 71
},
"baselineAvgForwardReturns": {
"1": 0.0008185925268012175,
"5": 0.001712715135175771,
"10": 0.0020411222313185557
}
},
{
"topN": 5,
"ticker": "ALLE",
"hitRates": {
"1": 0.5480769230769231,
"5": 0.6057692307692307,
"10": 0.625
},
"hitRate1D": 0.5480769230769231,
"comboQuality": 0.5547849982059946,
"eligibleDays": 297,
"fitnessScore": 0.39840513314687015,
"lookbackDays": 63,
"returnLift1D": 0.0007718172989620173,
"hitRateLift1D": 0.04469854469854473,
"activationRate": 0.35353535353535354,
"activationCount": 105,
"baselineHitRates": {
"1": 0.5033783783783784,
"5": 0.5102739726027398,
"10": 0.5156794425087108
},
"sampleConfidence": 0.9980952380952381,
"shadowSharpeLike": 0.8091266349418862,
"avgForwardReturns": {
"1": 0.0011526406722776488,
"5": 0.006782559055029908,
"10": 0.012505762850046492
},
"shadowMaxDrawdown": -0.07197051176271707,
"shadowTotalReturn": 0.1118318568414669,
"avgForwardReturn1D": 0.0011526406722776488,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 104,
"5": 104,
"10": 104
},
"baselineAvgForwardReturns": {
"1": 0.0003808233733156315,
"5": 0.0005086550679151329,
"10": 0.0004003637387060595
}
},
{
"topN": 3,
"ticker": "ALLE",
"hitRates": {
"1": 0.5588235294117647,
"5": 0.6262626262626263,
"10": 0.6565656565656566
},
"hitRate1D": 0.5588235294117647,
"comboQuality": 0.5071402058939052,
"eligibleDays": 339,
"fitnessScore": 0.35628380836255147,
"lookbackDays": 21,
"returnLift1D": 0.0007499550688959218,
"hitRateLift1D": 0.04994778976679426,
"activationRate": 0.30383480825958703,
"activationCount": 103,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5389221556886228,
"10": 0.5349544072948328
},
"sampleConfidence": 0.9941747572815535,
"shadowSharpeLike": 0.5851454288822779,
"avgForwardReturns": {
"1": 0.001498486526195385,
"5": 0.004916682320465706,
"10": 0.017135172917369934
},
"shadowMaxDrawdown": -0.15862227546852248,
"shadowTotalReturn": 0.12652843454995266,
"avgForwardReturn1D": 0.001498486526195385,
"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",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 102,
"5": 99,
"10": 99
},
"baselineAvgForwardReturns": {
"1": 0.0007485314572994633,
"5": 0.0022320508556802044,
"10": 0.003750720066100138
}
},
{
"topN": 2,
"ticker": "ALLE",
"hitRates": {
"1": 0.5352112676056338,
"5": 0.6142857142857143,
"10": 0.6571428571428571
},
"hitRate1D": 0.5352112676056338,
"comboQuality": 0.41030085804229316,
"eligibleDays": 339,
"fitnessScore": 0.2702012068039603,
"lookbackDays": 21,
"returnLift1D": 0.0009898756233296501,
"hitRateLift1D": 0.026335527960663296,
"activationRate": 0.21238938053097345,
"activationCount": 72,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5389221556886228,
"10": 0.5349544072948328
},
"sampleConfidence": 0.9953703703703705,
"shadowSharpeLike": 0.4985857688353105,
"avgForwardReturns": {
"1": 0.0017384070806291134,
"5": 0.0007592399476502096,
"10": 0.011758253238581243
},
"shadowMaxDrawdown": -0.09636483951909769,
"shadowTotalReturn": 0.09567506153334326,
"avgForwardReturn1D": 0.0017384070806291134,
"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",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 71,
"5": 70,
"10": 70
},
"baselineAvgForwardReturns": {
"1": 0.0007485314572994633,
"5": 0.0022320508556802044,
"10": 0.003750720066100138
}
},
{
"topN": 4,
"ticker": "ALLE",
"hitRates": {
"1": 0.5154639175257731,
"5": 0.5876288659793815,
"10": 0.5979381443298969
},
"hitRate1D": 0.5154639175257731,
"comboQuality": 0.38808836661854085,
"eligibleDays": 297,
"fitnessScore": 0.24982193971478203,
"lookbackDays": 63,
"returnLift1D": 0.0003291820669219243,
"hitRateLift1D": 0.012085539147394742,
"activationRate": 0.3265993265993266,
"activationCount": 97,
"baselineHitRates": {
"1": 0.5033783783783784,
"5": 0.5102739726027398,
"10": 0.5156794425087108
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4411556282124972,
"avgForwardReturns": {
"1": 0.0007100054402375558,
"5": 0.005323834172189042,
"10": 0.01058421814002002
},
"shadowMaxDrawdown": -0.07824974232525761,
"shadowTotalReturn": 0.054336973368754204,
"avgForwardReturn1D": 0.0007100054402375558,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 97,
"5": 97,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.0003808233733156315,
"5": 0.0005086550679151329,
"10": 0.0004003637387060595
}
},
{
"topN": 2,
"ticker": "ALLE",
"hitRates": {
"1": 0.5925925925925926,
"5": 0.5740740740740741,
"10": 0.660377358490566
},
"hitRate1D": 0.5925925925925926,
"comboQuality": 0.3534095859957015,
"eligibleDays": 352,
"fitnessScore": 0.2171012218181437,
"lookbackDays": 14,
"returnLift1D": 0.00009705013893144751,
"hitRateLift1D": 0.07544973544973543,
"activationRate": 0.15625,
"activationCount": 55,
"baselineHitRates": {
"1": 0.5171428571428571,
"5": 0.5375722543352601,
"10": 0.5292397660818714
},
"sampleConfidence": 0.9951515151515152,
"shadowSharpeLike": 0.22640580112640493,
"avgForwardReturns": {
"1": 0.0008660146584230191,
"5": 0.0001260962423040795,
"10": 0.004511494491980961
},
"shadowMaxDrawdown": -0.08861673155259109,
"shadowTotalReturn": 0.023591820337805602,
"avgForwardReturn1D": 0.0008660146584230191,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-19",
"2025-03-20",
"2025-03-24",
"2025-03-25",
"2025-04-01",
"2025-04-03",
"2025-04-25",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 54,
"5": 54,
"10": 53
},
"baselineAvgForwardReturns": {
"1": 0.0007689645194915716,
"5": 0.0019087506403611555,
"10": 0.003593333187214247
}
},
{
"topN": 3,
"ticker": "ALLE",
"hitRates": {
"1": 0.48863636363636365,
"5": 0.5909090909090909,
"10": 0.5681818181818182
},
"hitRate1D": 0.48863636363636365,
"comboQuality": 0.33198115906243775,
"eligibleDays": 297,
"fitnessScore": 0.19616760465897548,
"lookbackDays": 63,
"returnLift1D": 0.00034900940989598494,
"hitRateLift1D": -0.014742014742014753,
"activationRate": 0.2962962962962963,
"activationCount": 88,
"baselineHitRates": {
"1": 0.5033783783783784,
"5": 0.5102739726027398,
"10": 0.5156794425087108
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.41495383715144496,
"avgForwardReturns": {
"1": 0.0007298327832116165,
"5": 0.005623351595811895,
"10": 0.007503790548443712
},
"shadowMaxDrawdown": -0.06451786218192812,
"shadowTotalReturn": 0.04899505007994476,
"avgForwardReturn1D": 0.0007298327832116165,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 88,
"5": 88,
"10": 88
},
"baselineAvgForwardReturns": {
"1": 0.0003808233733156315,
"5": 0.0005086550679151329,
"10": 0.0004003637387060595
}
},
{
"topN": 2,
"ticker": "ALLE",
"hitRates": {
"1": 0.47540983606557374,
"5": 0.5409836065573771,
"10": 0.4426229508196721
},
"hitRate1D": 0.47540983606557374,
"comboQuality": 0.23581132690044546,
"eligibleDays": 297,
"fitnessScore": 0.09132780820040759,
"lookbackDays": 63,
"returnLift1D": 0.00005032548601832361,
"hitRateLift1D": -0.027968542312804656,
"activationRate": 0.2053872053872054,
"activationCount": 61,
"baselineHitRates": {
"1": 0.5033783783783784,
"5": 0.5102739726027398,
"10": 0.5156794425087108
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.2505722302724927,
"avgForwardReturns": {
"1": 0.00043114885933395514,
"5": 0.00003835192138930569,
"10": -0.004838201021334007
},
"shadowMaxDrawdown": -0.052654643847891314,
"shadowTotalReturn": 0.020559381087344786,
"avgForwardReturn1D": 0.00043114885933395514,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 61,
"5": 61,
"10": 61
},
"baselineAvgForwardReturns": {
"1": 0.0003808233733156315,
"5": 0.0005086550679151329,
"10": 0.0004003637387060595
}
},
{
"topN": 3,
"ticker": "ALLE",
"hitRates": {
"1": 0.5581395348837209,
"5": 0.5581395348837209,
"10": 0.6190476190476191
},
"hitRate1D": 0.5581395348837209,
"comboQuality": 0.12337513414477848,
"eligibleDays": 352,
"fitnessScore": -0.08138690513310491,
"lookbackDays": 14,
"returnLift1D": -0.002214245041075421,
"hitRateLift1D": 0.040996677740863796,
"activationRate": 0.2471590909090909,
"activationCount": 87,
"baselineHitRates": {
"1": 0.5171428571428571,
"5": 0.5375722543352601,
"10": 0.5292397660818714
},
"sampleConfidence": 0.996168582375479,
"shadowSharpeLike": -0.7505824288887749,
"avgForwardReturns": {
"1": -0.0014452805215838494,
"5": -0.0024484029131253446,
"10": 0.007638026066082294
},
"shadowMaxDrawdown": -0.15362706974104767,
"shadowTotalReturn": -0.14751958983166202,
"avgForwardReturn1D": -0.0014452805215838494,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 86,
"5": 86,
"10": 84
},
"baselineAvgForwardReturns": {
"1": 0.0007689645194915716,
"5": 0.0019087506403611555,
"10": 0.003593333187214247
}
},
{
"topN": 4,
"ticker": "ALLE",
"hitRates": {
"1": 0.5412844036697247,
"5": 0.5871559633027523,
"10": 0.6261682242990654
},
"hitRate1D": 0.5412844036697247,
"comboQuality": 0.10224265031838922,
"eligibleDays": 352,
"fitnessScore": -0.1279611995487633,
"lookbackDays": 14,
"returnLift1D": -0.002141718107453361,
"hitRateLift1D": 0.02414154652686762,
"activationRate": 0.3125,
"activationCount": 110,
"baselineHitRates": {
"1": 0.5171428571428571,
"5": 0.5375722543352601,
"10": 0.5292397660818714
},
"sampleConfidence": 0.9969696969696971,
"shadowSharpeLike": -0.8051509747849718,
"avgForwardReturns": {
"1": -0.001372753587961789,
"5": 0.001546055106799157,
"10": 0.00946118290861795
},
"shadowMaxDrawdown": -0.20873008848898433,
"shadowTotalReturn": -0.1790306630114249,
"avgForwardReturn1D": -0.001372753587961789,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 109,
"5": 109,
"10": 107
},
"baselineAvgForwardReturns": {
"1": 0.0007689645194915716,
"5": 0.0019087506403611555,
"10": 0.003593333187214247
}
},
{
"topN": 5,
"ticker": "ALLE",
"hitRates": {
"1": 0.53125,
"5": 0.6015625,
"10": 0.608
},
"hitRate1D": 0.53125,
"comboQuality": 0.09948834734359134,
"eligibleDays": 352,
"fitnessScore": -0.13464296750267563,
"lookbackDays": 14,
"returnLift1D": -0.002048466715915823,
"hitRateLift1D": 0.014107142857142874,
"activationRate": 0.3664772727272727,
"activationCount": 129,
"baselineHitRates": {
"1": 0.5171428571428571,
"5": 0.5375722543352601,
"10": 0.5292397660818714
},
"sampleConfidence": 0.9968992248062016,
"shadowSharpeLike": -0.8403554787822627,
"avgForwardReturns": {
"1": -0.001279502196424251,
"5": 0.0021941583522049665,
"10": 0.009227094557322086
},
"shadowMaxDrawdown": -0.22765586839043328,
"shadowTotalReturn": -0.1915524117523364,
"avgForwardReturn1D": -0.001279502196424251,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 128,
"5": 128,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.0007689645194915716,
"5": 0.0019087506403611555,
"10": 0.003593333187214247
}
}
],
"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": 0.3534095859957015,
"fitnessScore": 0.2171012218181437,
"lookbackDays": 14,
"returnLift1D": 0.00009705013893144751,
"activationRate": 0.15625,
"activationCount": 55,
"sampleConfidence": 0.9951515151515152,
"shadowTotalReturn": 0.023591820337805602,
"avgForwardReturn1D": 0.0008660146584230191
},
{
"bestTopN": 5,
"comboQuality": 0.7811759093846962,
"fitnessScore": 0.6299570823980235,
"lookbackDays": 21,
"returnLift1D": 0.0015518350358105248,
"activationRate": 0.40412979351032446,
"activationCount": 137,
"sampleConfidence": 0.9922141119221412,
"shadowTotalReturn": 0.31289911630264755,
"avgForwardReturn1D": 0.002300366493109988
},
{
"bestTopN": 3,
"comboQuality": 0.8148432603382398,
"fitnessScore": 0.6759944750381114,
"lookbackDays": 30,
"returnLift1D": 0.0033285566355738217,
"activationRate": 0.2696969696969697,
"activationCount": 89,
"sampleConfidence": 0.9895131086142323,
"shadowTotalReturn": 0.3846063060276177,
"avgForwardReturn1D": 0.0040370084399107276
},
{
"bestTopN": 4,
"comboQuality": 0.7760532249350159,
"fitnessScore": 0.6234187927594051,
"lookbackDays": 45,
"returnLift1D": 0.0028142755589136473,
"activationRate": 0.28888888888888886,
"activationCount": 91,
"sampleConfidence": 0.9904761904761905,
"shadowTotalReturn": 0.3465190304885484,
"avgForwardReturn1D": 0.003632868085714865
},
{
"bestTopN": 5,
"comboQuality": 0.5547849982059946,
"fitnessScore": 0.39840513314687015,
"lookbackDays": 63,
"returnLift1D": 0.0007718172989620173,
"activationRate": 0.35353535353535354,
"activationCount": 105,
"sampleConfidence": 0.9980952380952381,
"shadowTotalReturn": 0.1118318568414669,
"avgForwardReturn1D": 0.0011526406722776488
}
],
"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": "70fa6666f8781a2070b99ba9a5bc13682f68691543cfc15e558f70b9a54b6ca8",
"size": 13,
"members": [
"ALLE",
"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",
"ALLE"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "ALLE",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 3,
"ticker": "ALLE",
"hitRates": {
"1": 0.5222222222222223,
"5": 0.6511627906976745,
"10": 0.7108433734939759
},
"hitRate1D": 0.5222222222222223,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8023810682870911,
"eligibleDays": 359,
"fitnessScore": 0.6582734717747675,
"lookbackDays": 30,
"returnLift1D": 0.003316178083347019,
"hitRateLift1D": 0.004116372640049604,
"portfolioSize": 3,
"activationRate": 0.25069637883008355,
"activationCount": 90,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.5408450704225352,
"10": 0.5371428571428571
},
"sampleConfidence": 0.991851851851852,
"shadowSharpeLike": 1.3999807142691199,
"avgForwardReturns": {
"1": 0.003929949733605599,
"5": 0.012232675100910662,
"10": 0.020311647209208496
},
"shadowMaxDrawdown": -0.09118109510738193,
"shadowTotalReturn": 0.3809925631766864,
"avgForwardReturn1D": 0.003929949733605599,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 90,
"5": 86,
"10": 83
},
"baselineAvgForwardReturns": {
"1": 0.0006137716502585806,
"5": 0.002222812817667428,
"10": 0.003836125794153538
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.8023810682870911,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.6383724121286101,
"bestRawFitnessScore": 0.6582734717747675,
"upperQuartileComboQuality": 0.6706222578650468
},
"algorithmFit": {
"label": "good",
"score": 0.6503615940668581,
"rawScore": 0.6710350923089755,
"confidence": 0.938383257510478,
"bestProfile": {
"lookbackDays": 30,
"portfolioSize": 3
},
"profileBreadth": 0.5990896959165718,
"recommendedRegion": {
"lookbackDays": [
30,
45
],
"portfolioSizes": [
3,
4,
5
]
},
"parameterStability": 0.6383670137410307,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "ALLE",
"hitRates": {
"1": 0.5222222222222223,
"5": 0.6511627906976745,
"10": 0.7108433734939759
},
"hitRate1D": 0.5222222222222223,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8023810682870911,
"eligibleDays": 359,
"fitnessScore": 0.6582734717747675,
"lookbackDays": 30,
"returnLift1D": 0.003316178083347019,
"hitRateLift1D": 0.004116372640049604,
"portfolioSize": 3,
"activationRate": 0.25069637883008355,
"activationCount": 90,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.5408450704225352,
"10": 0.5371428571428571
},
"sampleConfidence": 0.991851851851852,
"shadowSharpeLike": 1.3999807142691199,
"avgForwardReturns": {
"1": 0.003929949733605599,
"5": 0.012232675100910662,
"10": 0.020311647209208496
},
"shadowMaxDrawdown": -0.09118109510738193,
"shadowTotalReturn": 0.3809925631766864,
"avgForwardReturn1D": 0.003929949733605599,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 90,
"5": 86,
"10": 83
},
"baselineAvgForwardReturns": {
"1": 0.0006137716502585806,
"5": 0.002222812817667428,
"10": 0.003836125794153538
}
},
{
"topN": 4,
"ticker": "ALLE",
"hitRates": {
"1": 0.5204081632653061,
"5": 0.648936170212766,
"10": 0.6739130434782609
},
"hitRate1D": 0.5204081632653061,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8020493428808887,
"eligibleDays": 344,
"fitnessScore": 0.6578135142708499,
"lookbackDays": 45,
"returnLift1D": 0.0028717438353977,
"hitRateLift1D": 0.008780256288561938,
"portfolioSize": 4,
"activationRate": 0.28488372093023256,
"activationCount": 98,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.5441176470588235,
"10": 0.5402985074626866
},
"sampleConfidence": 0.9931972789115647,
"shadowSharpeLike": 1.4274889115125178,
"avgForwardReturns": {
"1": 0.0035270490020123707,
"5": 0.011183789912452648,
"10": 0.017776116417806742
},
"shadowMaxDrawdown": -0.08881933084862548,
"shadowTotalReturn": 0.3699477977602834,
"avgForwardReturn1D": 0.0035270490020123707,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 98,
"5": 94,
"10": 92
},
"baselineAvgForwardReturns": {
"1": 0.0006553051666146704,
"5": 0.002438550997391723,
"10": 0.004171373993797958
}
},
{
"topN": 5,
"ticker": "ALLE",
"hitRates": {
"1": 0.5204081632653061,
"5": 0.648936170212766,
"10": 0.6739130434782609
},
"hitRate1D": 0.5204081632653061,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8020493428808887,
"eligibleDays": 344,
"fitnessScore": 0.6578135142708499,
"lookbackDays": 45,
"returnLift1D": 0.0028717438353977,
"hitRateLift1D": 0.008780256288561938,
"portfolioSize": 5,
"activationRate": 0.28488372093023256,
"activationCount": 98,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.5441176470588235,
"10": 0.5402985074626866
},
"sampleConfidence": 0.9931972789115647,
"shadowSharpeLike": 1.4274889115125178,
"avgForwardReturns": {
"1": 0.0035270490020123707,
"5": 0.011183789912452648,
"10": 0.017776116417806742
},
"shadowMaxDrawdown": -0.08881933084862548,
"shadowTotalReturn": 0.3699477977602834,
"avgForwardReturn1D": 0.0035270490020123707,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 98,
"5": 94,
"10": 92
},
"baselineAvgForwardReturns": {
"1": 0.0006553051666146704,
"5": 0.002438550997391723,
"10": 0.004171373993797958
}
},
{
"topN": 3,
"ticker": "ALLE",
"hitRates": {
"1": 0.5,
"5": 0.6666666666666666,
"10": 0.6987951807228916
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7522959612507348,
"eligibleDays": 344,
"fitnessScore": 0.5943969375431708,
"lookbackDays": 45,
"returnLift1D": 0.0029693482840583213,
"hitRateLift1D": -0.011627906976744207,
"portfolioSize": 3,
"activationRate": 0.2558139534883721,
"activationCount": 88,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.5441176470588235,
"10": 0.5402985074626866
},
"sampleConfidence": 0.9931818181818183,
"shadowSharpeLike": 1.3881251625760358,
"avgForwardReturns": {
"1": 0.003624653450672992,
"5": 0.011172155802201414,
"10": 0.018938261330891788
},
"shadowMaxDrawdown": -0.06861756789178242,
"shadowTotalReturn": 0.34260643343932573,
"avgForwardReturn1D": 0.003624653450672992,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 88,
"5": 84,
"10": 83
},
"baselineAvgForwardReturns": {
"1": 0.0006553051666146704,
"5": 0.002438550997391723,
"10": 0.004171373993797958
}
},
{
"topN": 2,
"ticker": "ALLE",
"hitRates": {
"1": 0.5230769230769231,
"5": 0.6290322580645161,
"10": 0.7419354838709677
},
"hitRate1D": 0.5230769230769231,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6742696143495049,
"eligibleDays": 359,
"fitnessScore": 0.5100632112012792,
"lookbackDays": 30,
"returnLift1D": 0.003489445365766881,
"hitRateLift1D": 0.004971073494750455,
"portfolioSize": 2,
"activationRate": 0.181058495821727,
"activationCount": 65,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.5408450704225352,
"10": 0.5371428571428571
},
"sampleConfidence": 0.9938461538461539,
"shadowSharpeLike": 1.1762993485661382,
"avgForwardReturns": {
"1": 0.0041032170160254615,
"5": 0.008124695249796065,
"10": 0.02063005503415137
},
"shadowMaxDrawdown": -0.07391467618663095,
"shadowTotalReturn": 0.27267970788000606,
"avgForwardReturn1D": 0.0041032170160254615,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-24",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 65,
"5": 62,
"10": 62
},
"baselineAvgForwardReturns": {
"1": 0.0006137716502585806,
"5": 0.002222812817667428,
"10": 0.003836125794153538
}
},
{
"topN": 4,
"ticker": "ALLE",
"hitRates": {
"1": 0.5094339622641509,
"5": 0.6568627450980392,
"10": 0.6391752577319587
},
"hitRate1D": 0.5094339622641509,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6694064723702274,
"eligibleDays": 359,
"fitnessScore": 0.5052104070209864,
"lookbackDays": 30,
"returnLift1D": 0.002082409867898114,
"hitRateLift1D": -0.00867188731802171,
"portfolioSize": 4,
"activationRate": 0.29526462395543174,
"activationCount": 106,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.5408450704225352,
"10": 0.5371428571428571
},
"sampleConfidence": 0.9918238993710693,
"shadowSharpeLike": 0.9968784380998422,
"avgForwardReturns": {
"1": 0.0026961815181566944,
"5": 0.01005715479111302,
"10": 0.015316221625871783
},
"shadowMaxDrawdown": -0.11794971242097596,
"shadowTotalReturn": 0.28068587262694566,
"avgForwardReturn1D": 0.0026961815181566944,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-25",
"2025-03-26",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 106,
"5": 102,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.0006137716502585806,
"5": 0.002222812817667428,
"10": 0.003836125794153538
}
},
{
"topN": 5,
"ticker": "ALLE",
"hitRates": {
"1": 0.5094339622641509,
"5": 0.6568627450980392,
"10": 0.6391752577319587
},
"hitRate1D": 0.5094339622641509,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6694064723702274,
"eligibleDays": 359,
"fitnessScore": 0.5052104070209864,
"lookbackDays": 30,
"returnLift1D": 0.002082409867898114,
"hitRateLift1D": -0.00867188731802171,
"portfolioSize": 5,
"activationRate": 0.29526462395543174,
"activationCount": 106,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.5408450704225352,
"10": 0.5371428571428571
},
"sampleConfidence": 0.9918238993710693,
"shadowSharpeLike": 0.9968784380998422,
"avgForwardReturns": {
"1": 0.0026961815181566944,
"5": 0.01005715479111302,
"10": 0.015316221625871783
},
"shadowMaxDrawdown": -0.11794971242097596,
"shadowTotalReturn": 0.28068587262694566,
"avgForwardReturn1D": 0.0026961815181566944,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-25",
"2025-03-26",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 106,
"5": 102,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.0006137716502585806,
"5": 0.002222812817667428,
"10": 0.003836125794153538
}
},
{
"topN": 4,
"ticker": "ALLE",
"hitRates": {
"1": 0.5304347826086957,
"5": 0.6347826086956522,
"10": 0.6434782608695652
},
"hitRate1D": 0.5304347826086957,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6629410106682586,
"eligibleDays": 326,
"fitnessScore": 0.49881417216926216,
"lookbackDays": 63,
"returnLift1D": 0.0010637669852671281,
"hitRateLift1D": 0.02123232862096569,
"portfolioSize": 4,
"activationRate": 0.35276073619631904,
"activationCount": 115,
"baselineHitRates": {
"1": 0.50920245398773,
"5": 0.5403726708074534,
"10": 0.5488958990536278
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0660007173006778,
"avgForwardReturns": {
"1": 0.0018537814140625935,
"5": 0.007815881102396584,
"10": 0.013341800409786629
},
"shadowMaxDrawdown": -0.07778496488702746,
"shadowTotalReturn": 0.21080294623412432,
"avgForwardReturn1D": 0.0018537814140625935,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 115,
"5": 115,
"10": 115
},
"baselineAvgForwardReturns": {
"1": 0.0007900144287954655,
"5": 0.0029576176453723576,
"10": 0.0051158943245520816
}
},
{
"topN": 5,
"ticker": "ALLE",
"hitRates": {
"1": 0.5304347826086957,
"5": 0.6347826086956522,
"10": 0.6434782608695652
},
"hitRate1D": 0.5304347826086957,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6629410106682586,
"eligibleDays": 326,
"fitnessScore": 0.49881417216926216,
"lookbackDays": 63,
"returnLift1D": 0.0010637669852671281,
"hitRateLift1D": 0.02123232862096569,
"portfolioSize": 5,
"activationRate": 0.35276073619631904,
"activationCount": 115,
"baselineHitRates": {
"1": 0.50920245398773,
"5": 0.5403726708074534,
"10": 0.5488958990536278
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0660007173006778,
"avgForwardReturns": {
"1": 0.0018537814140625935,
"5": 0.007815881102396584,
"10": 0.013341800409786629
},
"shadowMaxDrawdown": -0.07778496488702746,
"shadowTotalReturn": 0.21080294623412432,
"avgForwardReturn1D": 0.0018537814140625935,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 115,
"5": 115,
"10": 115
},
"baselineAvgForwardReturns": {
"1": 0.0007900144287954655,
"5": 0.0029576176453723576,
"10": 0.0051158943245520816
}
},
{
"topN": 2,
"ticker": "ALLE",
"hitRates": {
"1": 0.4861111111111111,
"5": 0.647887323943662,
"10": 0.6901408450704225
},
"hitRate1D": 0.4861111111111111,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6457547066977762,
"eligibleDays": 344,
"fitnessScore": 0.48209462828558614,
"lookbackDays": 45,
"returnLift1D": 0.0029517974897521264,
"hitRateLift1D": -0.025516795865633102,
"portfolioSize": 2,
"activationRate": 0.20930232558139536,
"activationCount": 72,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.5441176470588235,
"10": 0.5402985074626866
},
"sampleConfidence": 0.9981481481481482,
"shadowSharpeLike": 1.2509971549358267,
"avgForwardReturns": {
"1": 0.003607102656366797,
"5": 0.007691945656130877,
"10": 0.012081094351467207
},
"shadowMaxDrawdown": -0.0485062776012577,
"shadowTotalReturn": 0.2731763753511458,
"avgForwardReturn1D": 0.003607102656366797,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 72,
"5": 71,
"10": 71
},
"baselineAvgForwardReturns": {
"1": 0.0006553051666146704,
"5": 0.002438550997391723,
"10": 0.004171373993797958
}
},
{
"topN": 4,
"ticker": "ALLE",
"hitRates": {
"1": 0.5409836065573771,
"5": 0.6050420168067226,
"10": 0.6068376068376068
},
"hitRate1D": 0.5409836065573771,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.630990117559444,
"eligibleDays": 368,
"fitnessScore": 0.4680226906102135,
"lookbackDays": 21,
"returnLift1D": 0.0012954684793797916,
"hitRateLift1D": 0.0192444761225945,
"portfolioSize": 4,
"activationRate": 0.33152173913043476,
"activationCount": 122,
"baselineHitRates": {
"1": 0.5217391304347826,
"5": 0.5412087912087912,
"10": 0.5236768802228412
},
"sampleConfidence": 0.9956284153005465,
"shadowSharpeLike": 0.7784007260999732,
"avgForwardReturns": {
"1": 0.0019915396178882255,
"5": 0.005329913496917597,
"10": 0.014335352224509877
},
"shadowMaxDrawdown": -0.14855977335760417,
"shadowTotalReturn": 0.2198109642283952,
"avgForwardReturn1D": 0.0019915396178882255,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 122,
"5": 119,
"10": 117
},
"baselineAvgForwardReturns": {
"1": 0.0006960711385084337,
"5": 0.0020890648202763875,
"10": 0.0032891567807308065
}
},
{
"topN": 5,
"ticker": "ALLE",
"hitRates": {
"1": 0.5409836065573771,
"5": 0.6050420168067226,
"10": 0.6068376068376068
},
"hitRate1D": 0.5409836065573771,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.630990117559444,
"eligibleDays": 368,
"fitnessScore": 0.4680226906102135,
"lookbackDays": 21,
"returnLift1D": 0.0012954684793797916,
"hitRateLift1D": 0.0192444761225945,
"portfolioSize": 5,
"activationRate": 0.33152173913043476,
"activationCount": 122,
"baselineHitRates": {
"1": 0.5217391304347826,
"5": 0.5412087912087912,
"10": 0.5236768802228412
},
"sampleConfidence": 0.9956284153005465,
"shadowSharpeLike": 0.7784007260999732,
"avgForwardReturns": {
"1": 0.0019915396178882255,
"5": 0.005329913496917597,
"10": 0.014335352224509877
},
"shadowMaxDrawdown": -0.14855977335760417,
"shadowTotalReturn": 0.2198109642283952,
"avgForwardReturn1D": 0.0019915396178882255,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 122,
"5": 119,
"10": 117
},
"baselineAvgForwardReturns": {
"1": 0.0006960711385084337,
"5": 0.0020890648202763875,
"10": 0.0032891567807308065
}
},
{
"topN": 3,
"ticker": "ALLE",
"hitRates": {
"1": 0.5096153846153846,
"5": 0.6346153846153846,
"10": 0.6153846153846154
},
"hitRate1D": 0.5096153846153846,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.4447462913377067,
"eligibleDays": 326,
"fitnessScore": 0.3011773460619107,
"lookbackDays": 63,
"returnLift1D": 0.0002502127484399994,
"hitRateLift1D": 0.000412930627654573,
"portfolioSize": 3,
"activationRate": 0.31901840490797545,
"activationCount": 104,
"baselineHitRates": {
"1": 0.50920245398773,
"5": 0.5403726708074534,
"10": 0.5488958990536278
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6699961099766096,
"avgForwardReturns": {
"1": 0.001040227177235465,
"5": 0.006603774512970511,
"10": 0.00919177848177002
},
"shadowMaxDrawdown": -0.06404616066852453,
"shadowTotalReturn": 0.09507963534934949,
"avgForwardReturn1D": 0.001040227177235465,
"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": 104,
"5": 104,
"10": 104
},
"baselineAvgForwardReturns": {
"1": 0.0007900144287954655,
"5": 0.0029576176453723576,
"10": 0.0051158943245520816
}
},
{
"topN": 3,
"ticker": "ALLE",
"hitRates": {
"1": 0.5576923076923077,
"5": 0.6138613861386139,
"10": 0.6435643564356436
},
"hitRate1D": 0.5576923076923077,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.41865051238592565,
"eligibleDays": 368,
"fitnessScore": 0.2777705611378607,
"lookbackDays": 21,
"returnLift1D": 0.0003860481621139148,
"hitRateLift1D": 0.035953177257525115,
"portfolioSize": 3,
"activationRate": 0.2826086956521739,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5217391304347826,
"5": 0.5412087912087912,
"10": 0.5236768802228412
},
"sampleConfidence": 0.9961538461538462,
"shadowSharpeLike": 0.38575784636942756,
"avgForwardReturns": {
"1": 0.0010821193006223485,
"5": 0.0041786706433678865,
"10": 0.016427459228693375
},
"shadowMaxDrawdown": -0.1586222754685226,
"shadowTotalReturn": 0.07963593942986313,
"avgForwardReturn1D": 0.0010821193006223485,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 104,
"5": 101,
"10": 101
},
"baselineAvgForwardReturns": {
"1": 0.0006960711385084337,
"5": 0.0020890648202763875,
"10": 0.0032891567807308065
}
},
{
"topN": 2,
"ticker": "ALLE",
"hitRates": {
"1": 0.5925925925925926,
"5": 0.5740740740740741,
"10": 0.660377358490566
},
"hitRate1D": 0.5925925925925926,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3494393076762072,
"eligibleDays": 375,
"fitnessScore": 0.21326896539290247,
"lookbackDays": 14,
"returnLift1D": 0.0002715510928516956,
"hitRateLift1D": 0.07525925925925925,
"portfolioSize": 2,
"activationRate": 0.144,
"activationCount": 54,
"baselineHitRates": {
"1": 0.5173333333333333,
"5": 0.5363881401617251,
"10": 0.5191256830601093
},
"sampleConfidence": 0.9987654320987654,
"shadowSharpeLike": 0.22312172922864157,
"avgForwardReturns": {
"1": 0.0008660146584230191,
"5": 0.0001260962423040795,
"10": 0.004511494491980961
},
"shadowMaxDrawdown": -0.08861673155259109,
"shadowTotalReturn": 0.024103872273942617,
"avgForwardReturn1D": 0.0008660146584230191,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-19",
"2025-03-20",
"2025-03-24",
"2025-03-25",
"2025-04-01",
"2025-04-03",
"2025-04-25",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 54,
"5": 54,
"10": 53
},
"baselineAvgForwardReturns": {
"1": 0.0005944635655713235,
"5": 0.0016437042332647647,
"10": 0.0029750629623383398
}
},
{
"topN": 2,
"ticker": "ALLE",
"hitRates": {
"1": 0.5,
"5": 0.6052631578947368,
"10": 0.5263157894736842
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3351537408721637,
"eligibleDays": 326,
"fitnessScore": 0.1993073765736869,
"lookbackDays": 63,
"returnLift1D": 0.00006020739780538992,
"hitRateLift1D": -0.009202453987730008,
"portfolioSize": 2,
"activationRate": 0.2331288343558282,
"activationCount": 76,
"baselineHitRates": {
"1": 0.50920245398773,
"5": 0.5403726708074534,
"10": 0.5488958990536278
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5454215829503034,
"avgForwardReturns": {
"1": 0.0008502218266008554,
"5": 0.002128252466036642,
"10": -0.0005103851736253808
},
"shadowMaxDrawdown": -0.05217696050136078,
"shadowTotalReturn": 0.05836240164506168,
"avgForwardReturn1D": 0.0008502218266008554,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"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": 76,
"5": 76,
"10": 76
},
"baselineAvgForwardReturns": {
"1": 0.0007900144287954655,
"5": 0.0029576176453723576,
"10": 0.0051158943245520816
}
},
{
"topN": 2,
"ticker": "ALLE",
"hitRates": {
"1": 0.5342465753424658,
"5": 0.5972222222222222,
"10": 0.6388888888888888
},
"hitRate1D": 0.5342465753424658,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3241492891301835,
"eligibleDays": 368,
"fitnessScore": 0.18835103314612073,
"lookbackDays": 21,
"returnLift1D": 0.0004425820713198132,
"hitRateLift1D": 0.012507444907683185,
"portfolioSize": 2,
"activationRate": 0.1983695652173913,
"activationCount": 73,
"baselineHitRates": {
"1": 0.5217391304347826,
"5": 0.5412087912087912,
"10": 0.5236768802228412
},
"sampleConfidence": 0.9981735159817352,
"shadowSharpeLike": 0.28763157476081136,
"avgForwardReturns": {
"1": 0.001138653209828247,
"5": -0.00016054192236713497,
"10": 0.010914847083042974
},
"shadowMaxDrawdown": -0.10745763830745969,
"shadowTotalReturn": 0.05006685857956472,
"avgForwardReturn1D": 0.001138653209828247,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 73,
"5": 72,
"10": 72
},
"baselineAvgForwardReturns": {
"1": 0.0006960711385084337,
"5": 0.0020890648202763875,
"10": 0.0032891567807308065
}
},
{
"topN": 3,
"ticker": "ALLE",
"hitRates": {
"1": 0.5581395348837209,
"5": 0.5581395348837209,
"10": 0.6190476190476191
},
"hitRate1D": 0.5581395348837209,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.12031601342265334,
"eligibleDays": 375,
"fitnessScore": -0.08767702226300063,
"lookbackDays": 14,
"returnLift1D": -0.002039744087155173,
"hitRateLift1D": 0.04080620155038761,
"portfolioSize": 3,
"activationRate": 0.22933333333333333,
"activationCount": 86,
"baselineHitRates": {
"1": 0.5173333333333333,
"5": 0.5363881401617251,
"10": 0.5191256830601093
},
"sampleConfidence": 0.9984496124031008,
"shadowSharpeLike": -0.7247180719775104,
"avgForwardReturns": {
"1": -0.0014452805215838494,
"5": -0.0024484029131253446,
"10": 0.007638026066082294
},
"shadowMaxDrawdown": -0.15362706974104767,
"shadowTotalReturn": -0.147093136399862,
"avgForwardReturn1D": -0.0014452805215838494,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 86,
"5": 86,
"10": 84
},
"baselineAvgForwardReturns": {
"1": 0.0005944635655713235,
"5": 0.0016437042332647647,
"10": 0.0029750629623383398
}
},
{
"topN": 4,
"ticker": "ALLE",
"hitRates": {
"1": 0.5363636363636364,
"5": 0.5818181818181818,
"10": 0.6203703703703703
},
"hitRate1D": 0.5363636363636364,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0945297303380294,
"eligibleDays": 375,
"fitnessScore": -0.14709881142878398,
"lookbackDays": 14,
"returnLift1D": -0.001987633452248859,
"hitRateLift1D": 0.019030303030303064,
"portfolioSize": 4,
"activationRate": 0.29333333333333333,
"activationCount": 110,
"baselineHitRates": {
"1": 0.5173333333333333,
"5": 0.5363881401617251,
"10": 0.5191256830601093
},
"sampleConfidence": 0.9987878787878789,
"shadowSharpeLike": -0.7978643400819923,
"avgForwardReturns": {
"1": -0.0013931698866775355,
"5": 0.0011050647572090077,
"10": 0.009093426945774082
},
"shadowMaxDrawdown": -0.20873008848898433,
"shadowTotalReturn": -0.182411863357124,
"avgForwardReturn1D": -0.0013931698866775355,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-26",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 110,
"5": 110,
"10": 108
},
"baselineAvgForwardReturns": {
"1": 0.0005944635655713235,
"5": 0.0016437042332647647,
"10": 0.0029750629623383398
}
},
{
"topN": 5,
"ticker": "ALLE",
"hitRates": {
"1": 0.5363636363636364,
"5": 0.5818181818181818,
"10": 0.6203703703703703
},
"hitRate1D": 0.5363636363636364,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0945297303380294,
"eligibleDays": 375,
"fitnessScore": -0.14709881142878398,
"lookbackDays": 14,
"returnLift1D": -0.001987633452248859,
"hitRateLift1D": 0.019030303030303064,
"portfolioSize": 5,
"activationRate": 0.29333333333333333,
"activationCount": 110,
"baselineHitRates": {
"1": 0.5173333333333333,
"5": 0.5363881401617251,
"10": 0.5191256830601093
},
"sampleConfidence": 0.9987878787878789,
"shadowSharpeLike": -0.7978643400819923,
"avgForwardReturns": {
"1": -0.0013931698866775355,
"5": 0.0011050647572090077,
"10": 0.009093426945774082
},
"shadowMaxDrawdown": -0.20873008848898433,
"shadowTotalReturn": -0.182411863357124,
"avgForwardReturn1D": -0.0013931698866775355,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-26",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 110,
"5": 110,
"10": 108
},
"baselineAvgForwardReturns": {
"1": 0.0005944635655713235,
"5": 0.0016437042332647647,
"10": 0.0029750629623383398
}
}
],
"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": 0.3494393076762072,
"fitnessScore": 0.21326896539290247,
"lookbackDays": 14,
"returnLift1D": 0.0002715510928516956,
"activationRate": 0.144,
"activationCount": 54,
"sampleConfidence": 0.9987654320987654,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.024103872273942617,
"avgForwardReturn1D": 0.0008660146584230191
},
{
"comboQuality": 0.630990117559444,
"fitnessScore": 0.4680226906102135,
"lookbackDays": 21,
"returnLift1D": 0.0012954684793797916,
"activationRate": 0.33152173913043476,
"activationCount": 122,
"sampleConfidence": 0.9956284153005465,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.2198109642283952,
"avgForwardReturn1D": 0.0019915396178882255
},
{
"comboQuality": 0.8023810682870911,
"fitnessScore": 0.6582734717747675,
"lookbackDays": 30,
"returnLift1D": 0.003316178083347019,
"activationRate": 0.25069637883008355,
"activationCount": 90,
"sampleConfidence": 0.991851851851852,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.3809925631766864,
"avgForwardReturn1D": 0.003929949733605599
},
{
"comboQuality": 0.8020493428808887,
"fitnessScore": 0.6578135142708499,
"lookbackDays": 45,
"returnLift1D": 0.0028717438353977,
"activationRate": 0.28488372093023256,
"activationCount": 98,
"sampleConfidence": 0.9931972789115647,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.3699477977602834,
"avgForwardReturn1D": 0.0035270490020123707
},
{
"comboQuality": 0.6629410106682586,
"fitnessScore": 0.49881417216926216,
"lookbackDays": 63,
"returnLift1D": 0.0010637669852671281,
"activationRate": 0.35276073619631904,
"activationCount": 115,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.21080294623412432,
"avgForwardReturn1D": 0.0018537814140625935
}
],
"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": "70fa6666f8781a2070b99ba9a5bc13682f68691543cfc15e558f70b9a54b6ca8",
"size": 13,
"members": [
"ALLE",
"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