Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"AMG"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "AMG",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 5,
"ticker": "AMG",
"hitRates": {
"1": 0.5564516129032258,
"5": 0.680327868852459,
"10": 0.7489539748953975
},
"hitRate1D": 0.5564516129032258,
"comboQuality": 0.9965287859294928,
"eligibleDays": 315,
"fitnessScore": 1.5951501958008403,
"lookbackDays": 45,
"returnLift1D": 0.0002768643327354732,
"hitRateLift1D": 0.005496198890486914,
"activationRate": 0.7904761904761904,
"activationCount": 249,
"baselineHitRates": {
"1": 0.5509554140127388,
"5": 0.6645161290322581,
"10": 0.7016393442622951
},
"sampleConfidence": 0.9957161981258368,
"shadowSharpeLike": 2.164126049872495,
"avgForwardReturns": {
"1": 0.0029712578395922683,
"5": 0.014843862892693191,
"10": 0.03233704840044923
},
"shadowMaxDrawdown": -0.16386843272528007,
"shadowTotalReturn": 0.9837147378083804,
"avgForwardReturn1D": 0.0029712578395922683,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 248,
"5": 244,
"10": 239
},
"baselineAvgForwardReturns": {
"1": 0.002694393506856795,
"5": 0.013558070365362822,
"10": 0.027353395232585818
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9965287859294928,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.8901768375227463,
"bestRawFitnessScore": 1.5951501958008403,
"upperQuartileComboQuality": 0.9657753702121613
},
"algorithmFit": {
"label": "strong",
"score": 0.9145496771877021,
"rawScore": 0.9301077950163692,
"confidence": 0.9665455597468824,
"bestProfile": {
"topN": 5,
"lookbackDays": 45
},
"profileBreadth": 0.6999809873422662,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
21,
30,
45,
63
]
},
"parameterStability": 0.915569497824032,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 5,
"ticker": "AMG",
"hitRates": {
"1": 0.5564516129032258,
"5": 0.680327868852459,
"10": 0.7489539748953975
},
"hitRate1D": 0.5564516129032258,
"comboQuality": 0.9965287859294928,
"eligibleDays": 315,
"fitnessScore": 1.5951501958008403,
"lookbackDays": 45,
"returnLift1D": 0.0002768643327354732,
"hitRateLift1D": 0.005496198890486914,
"activationRate": 0.7904761904761904,
"activationCount": 249,
"baselineHitRates": {
"1": 0.5509554140127388,
"5": 0.6645161290322581,
"10": 0.7016393442622951
},
"sampleConfidence": 0.9957161981258368,
"shadowSharpeLike": 2.164126049872495,
"avgForwardReturns": {
"1": 0.0029712578395922683,
"5": 0.014843862892693191,
"10": 0.03233704840044923
},
"shadowMaxDrawdown": -0.16386843272528007,
"shadowTotalReturn": 0.9837147378083804,
"avgForwardReturn1D": 0.0029712578395922683,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 248,
"5": 244,
"10": 239
},
"baselineAvgForwardReturns": {
"1": 0.002694393506856795,
"5": 0.013558070365362822,
"10": 0.027353395232585818
}
},
{
"topN": 4,
"ticker": "AMG",
"hitRates": {
"1": 0.5527426160337553,
"5": 0.6652360515021459,
"10": 0.7368421052631579
},
"hitRate1D": 0.5527426160337553,
"comboQuality": 0.9945910021035993,
"eligibleDays": 315,
"fitnessScore": 1.4971389062119618,
"lookbackDays": 45,
"returnLift1D": 0.00028128072959910516,
"hitRateLift1D": 0.001787202021016454,
"activationRate": 0.7555555555555555,
"activationCount": 238,
"baselineHitRates": {
"1": 0.5509554140127388,
"5": 0.6645161290322581,
"10": 0.7016393442622951
},
"sampleConfidence": 0.9955182072829132,
"shadowSharpeLike": 2.071346169309152,
"avgForwardReturns": {
"1": 0.0029756742364559,
"5": 0.013647567987528066,
"10": 0.030928910571141742
},
"shadowMaxDrawdown": -0.16386843272527984,
"shadowTotalReturn": 0.9171338507189812,
"avgForwardReturn1D": 0.0029756742364559,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-24",
"2025-04-25",
"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": 237,
"5": 233,
"10": 228
},
"baselineAvgForwardReturns": {
"1": 0.002694393506856795,
"5": 0.013558070365362822,
"10": 0.027353395232585818
}
},
{
"topN": 3,
"ticker": "AMG",
"hitRates": {
"1": 0.5575221238938053,
"5": 0.6621621621621622,
"10": 0.7373271889400922
},
"hitRate1D": 0.5575221238938053,
"comboQuality": 0.9794002145084079,
"eligibleDays": 315,
"fitnessScore": 1.1995651330268544,
"lookbackDays": 45,
"returnLift1D": -0.00016624212483324925,
"hitRateLift1D": 0.006566709881066446,
"activationRate": 0.7206349206349206,
"activationCount": 227,
"baselineHitRates": {
"1": 0.5509554140127388,
"5": 0.6645161290322581,
"10": 0.7016393442622951
},
"sampleConfidence": 0.9953010279001469,
"shadowSharpeLike": 1.7976007925047934,
"avgForwardReturns": {
"1": 0.002528151382023546,
"5": 0.012172421985716471,
"10": 0.029683489020025263
},
"shadowMaxDrawdown": -0.21465240094940274,
"shadowTotalReturn": 0.6856428380234056,
"avgForwardReturn1D": 0.002528151382023546,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 226,
"5": 222,
"10": 217
},
"baselineAvgForwardReturns": {
"1": 0.002694393506856795,
"5": 0.013558070365362822,
"10": 0.027353395232585818
}
},
{
"topN": 5,
"ticker": "AMG",
"hitRates": {
"1": 0.548936170212766,
"5": 0.6753246753246753,
"10": 0.7345132743362832
},
"hitRate1D": 0.548936170212766,
"comboQuality": 0.975038860697334,
"eligibleDays": 297,
"fitnessScore": 1.1563345707407464,
"lookbackDays": 63,
"returnLift1D": -0.00008453250485283403,
"hitRateLift1D": 0.0016388729154687143,
"activationRate": 0.7946127946127947,
"activationCount": 236,
"baselineHitRates": {
"1": 0.5472972972972973,
"5": 0.660958904109589,
"10": 0.7038327526132404
},
"sampleConfidence": 0.9954802259887007,
"shadowSharpeLike": 1.621807055345428,
"avgForwardReturns": {
"1": 0.0022708100054265414,
"5": 0.011975643634181335,
"10": 0.026202672219421307
},
"shadowMaxDrawdown": -0.19703565227980324,
"shadowTotalReturn": 0.6218592356165218,
"avgForwardReturn1D": 0.0022708100054265414,
"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": 235,
"5": 231,
"10": 226
},
"baselineAvgForwardReturns": {
"1": 0.0023553425102793755,
"5": 0.012465705714888567,
"10": 0.026315521501923275
}
},
{
"topN": 4,
"ticker": "AMG",
"hitRates": {
"1": 0.5377358490566038,
"5": 0.6462264150943396,
"10": 0.6956521739130435
},
"hitRate1D": 0.5377358490566038,
"comboQuality": 0.9745558936752227,
"eligibleDays": 339,
"fitnessScore": 1.1520095019153354,
"lookbackDays": 21,
"returnLift1D": 0.00025972970207129064,
"hitRateLift1D": -0.00960142904990513,
"activationRate": 0.6283185840707964,
"activationCount": 213,
"baselineHitRates": {
"1": 0.5473372781065089,
"5": 0.6467065868263473,
"10": 0.6899696048632219
},
"sampleConfidence": 0.9974960876369328,
"shadowSharpeLike": 1.81741027873342,
"avgForwardReturns": {
"1": 0.0026669880633981846,
"5": 0.011143170902597754,
"10": 0.023694330410661393
},
"shadowMaxDrawdown": -0.1442915023530238,
"shadowTotalReturn": 0.6759901560830393,
"avgForwardReturn1D": 0.0026669880633981846,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 212,
"5": 212,
"10": 207
},
"baselineAvgForwardReturns": {
"1": 0.002407258361326894,
"5": 0.012011442627713077,
"10": 0.02475606244481581
}
},
{
"topN": 3,
"ticker": "AMG",
"hitRates": {
"1": 0.5343915343915344,
"5": 0.671957671957672,
"10": 0.7135135135135136
},
"hitRate1D": 0.5343915343915344,
"comboQuality": 0.9628485290578075,
"eligibleDays": 339,
"fitnessScore": 1.0660764036081194,
"lookbackDays": 21,
"returnLift1D": 0.0003911475450055161,
"hitRateLift1D": -0.012945743714974478,
"activationRate": 0.5575221238938053,
"activationCount": 189,
"baselineHitRates": {
"1": 0.5473372781065089,
"5": 0.6467065868263473,
"10": 0.6899696048632219
},
"sampleConfidence": 0.998589065255732,
"shadowSharpeLike": 1.8005009971979011,
"avgForwardReturns": {
"1": 0.00279840590633241,
"5": 0.012074343651512104,
"10": 0.024057256974439768
},
"shadowMaxDrawdown": -0.10946994381082065,
"shadowTotalReturn": 0.6172524824936056,
"avgForwardReturn1D": 0.00279840590633241,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 189,
"5": 189,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.002407258361326894,
"5": 0.012011442627713077,
"10": 0.02475606244481581
}
},
{
"topN": 4,
"ticker": "AMG",
"hitRates": {
"1": 0.5450643776824035,
"5": 0.6724890829694323,
"10": 0.7366071428571429
},
"hitRate1D": 0.5450643776824035,
"comboQuality": 0.959726982801282,
"eligibleDays": 297,
"fitnessScore": 1.047612774058889,
"lookbackDays": 63,
"returnLift1D": -0.00026606997233991937,
"hitRateLift1D": -0.0022329196148938024,
"activationRate": 0.7878787878787878,
"activationCount": 234,
"baselineHitRates": {
"1": 0.5472972972972973,
"5": 0.660958904109589,
"10": 0.7038327526132404
},
"sampleConfidence": 0.9954415954415955,
"shadowSharpeLike": 1.4847347969038756,
"avgForwardReturns": {
"1": 0.002089272537939456,
"5": 0.011786266373090696,
"10": 0.026306753971428103
},
"shadowMaxDrawdown": -0.2239909936903478,
"shadowTotalReturn": 0.5470944016158434,
"avgForwardReturn1D": 0.002089272537939456,
"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": 233,
"5": 229,
"10": 224
},
"baselineAvgForwardReturns": {
"1": 0.0023553425102793755,
"5": 0.012465705714888567,
"10": 0.026315521501923275
}
},
{
"topN": 3,
"ticker": "AMG",
"hitRates": {
"1": 0.54337899543379,
"5": 0.6790697674418604,
"10": 0.7476190476190476
},
"hitRate1D": 0.54337899543379,
"comboQuality": 0.948659071329061,
"eligibleDays": 297,
"fitnessScore": 0.9916434683335446,
"lookbackDays": 63,
"returnLift1D": -0.00033865904664468535,
"hitRateLift1D": -0.003918301863507279,
"activationRate": 0.7407407407407407,
"activationCount": 220,
"baselineHitRates": {
"1": 0.5472972972972973,
"5": 0.660958904109589,
"10": 0.7038327526132404
},
"sampleConfidence": 0.9951515151515152,
"shadowSharpeLike": 1.4294639936521167,
"avgForwardReturns": {
"1": 0.00201668346363469,
"5": 0.012764739556731984,
"10": 0.02722868911414754
},
"shadowMaxDrawdown": -0.1306238339210729,
"shadowTotalReturn": 0.48627026230144477,
"avgForwardReturn1D": 0.00201668346363469,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-30",
"2025-06-03",
"2025-06-04"
],
"horizonObservationCounts": {
"1": 219,
"5": 215,
"10": 210
},
"baselineAvgForwardReturns": {
"1": 0.0023553425102793755,
"5": 0.012465705714888567,
"10": 0.026315521501923275
}
},
{
"topN": 2,
"ticker": "AMG",
"hitRates": {
"1": 0.5419354838709678,
"5": 0.6645161290322581,
"10": 0.7302631578947368
},
"hitRate1D": 0.5419354838709678,
"comboQuality": 0.9166222476158504,
"eligibleDays": 339,
"fitnessScore": 0.8774090641330354,
"lookbackDays": 21,
"returnLift1D": 0.0003524714958786676,
"hitRateLift1D": -0.005401794235541102,
"activationRate": 0.45722713864306785,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5473372781065089,
"5": 0.6467065868263473,
"10": 0.6899696048632219
},
"sampleConfidence": 0.9987096774193549,
"shadowSharpeLike": 1.661578596489593,
"avgForwardReturns": {
"1": 0.0027597298572055616,
"5": 0.010416335999167404,
"10": 0.019837095256908938
},
"shadowMaxDrawdown": -0.09101053944262116,
"shadowTotalReturn": 0.477713775512133,
"avgForwardReturn1D": 0.0027597298572055616,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-01",
"2025-04-02",
"2025-04-03"
],
"horizonObservationCounts": {
"1": 155,
"5": 155,
"10": 152
},
"baselineAvgForwardReturns": {
"1": 0.002407258361326894,
"5": 0.012011442627713077,
"10": 0.02475606244481581
}
},
{
"topN": 2,
"ticker": "AMG",
"hitRates": {
"1": 0.5533333333333333,
"5": 0.6438356164383562,
"10": 0.7021276595744681
},
"hitRate1D": 0.5533333333333333,
"comboQuality": 0.8927948196530151,
"eligibleDays": 315,
"fitnessScore": 0.8163146878827335,
"lookbackDays": 45,
"returnLift1D": -0.00015434550080209832,
"hitRateLift1D": 0.0023779193205945015,
"activationRate": 0.4793650793650794,
"activationCount": 151,
"baselineHitRates": {
"1": 0.5509554140127388,
"5": 0.6645161290322581,
"10": 0.7016393442622951
},
"sampleConfidence": 0.992935982339956,
"shadowSharpeLike": 1.5774013204708415,
"avgForwardReturns": {
"1": 0.0025400480060546967,
"5": 0.009558734217464246,
"10": 0.02217123837961082
},
"shadowMaxDrawdown": -0.10276880355640461,
"shadowTotalReturn": 0.41295083497641505,
"avgForwardReturn1D": 0.0025400480060546967,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 150,
"5": 146,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.002694393506856795,
"5": 0.013558070365362822,
"10": 0.027353395232585818
}
},
{
"topN": 5,
"ticker": "AMG",
"hitRates": {
"1": 0.5390946502057613,
"5": 0.6514522821576764,
"10": 0.7372881355932204
},
"hitRate1D": 0.5390946502057613,
"comboQuality": 0.8875588553924776,
"eligibleDays": 330,
"fitnessScore": 0.804529880063856,
"lookbackDays": 30,
"returnLift1D": -0.0009094570639477685,
"hitRateLift1D": -0.01105732547812932,
"activationRate": 0.7393939393939394,
"activationCount": 244,
"baselineHitRates": {
"1": 0.5501519756838906,
"5": 0.6553846153846153,
"10": 0.703125
},
"sampleConfidence": 0.9967213114754099,
"shadowSharpeLike": 1.0992081704610535,
"avgForwardReturns": {
"1": 0.0015276917041776022,
"5": 0.01110121135295931,
"10": 0.028361049229133194
},
"shadowMaxDrawdown": -0.20811692866002518,
"shadowTotalReturn": 0.36887519210663156,
"avgForwardReturn1D": 0.0015276917041776022,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-02",
"2025-04-03",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 243,
"5": 241,
"10": 236
},
"baselineAvgForwardReturns": {
"1": 0.0024371487681253707,
"5": 0.01287364681464838,
"10": 0.027656872803569495
}
},
{
"topN": 5,
"ticker": "AMG",
"hitRates": {
"1": 0.5169491525423728,
"5": 0.6452991452991453,
"10": 0.7074235807860262
},
"hitRate1D": 0.5169491525423728,
"comboQuality": 0.8743816667904704,
"eligibleDays": 339,
"fitnessScore": 0.7768591275519323,
"lookbackDays": 21,
"returnLift1D": -0.0007994478890952117,
"hitRateLift1D": -0.03038812556413606,
"activationRate": 0.6991150442477876,
"activationCount": 237,
"baselineHitRates": {
"1": 0.5473372781065089,
"5": 0.6467065868263473,
"10": 0.6899696048632219
},
"sampleConfidence": 0.9966244725738398,
"shadowSharpeLike": 1.0948408759786596,
"avgForwardReturns": {
"1": 0.0016078104722316822,
"5": 0.010986279363165917,
"10": 0.024366613607682292
},
"shadowMaxDrawdown": -0.17367497589223502,
"shadowTotalReturn": 0.3764688579241968,
"avgForwardReturn1D": 0.0016078104722316822,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 236,
"5": 234,
"10": 229
},
"baselineAvgForwardReturns": {
"1": 0.002407258361326894,
"5": 0.012011442627713077,
"10": 0.02475606244481581
}
},
{
"topN": 4,
"ticker": "AMG",
"hitRates": {
"1": 0.5446428571428571,
"5": 0.6531531531531531,
"10": 0.728110599078341
},
"hitRate1D": 0.5446428571428571,
"comboQuality": 0.8552290117419912,
"eligibleDays": 330,
"fitnessScore": 0.7407675597141311,
"lookbackDays": 30,
"returnLift1D": -0.0009308401697346153,
"hitRateLift1D": -0.005509118541033531,
"activationRate": 0.6787878787878788,
"activationCount": 224,
"baselineHitRates": {
"1": 0.5501519756838906,
"5": 0.6553846153846153,
"10": 0.703125
},
"sampleConfidence": 0.9973214285714287,
"shadowSharpeLike": 1.0288305805751337,
"avgForwardReturns": {
"1": 0.0015063085983907554,
"5": 0.011141990885008389,
"10": 0.02826184874156104
},
"shadowMaxDrawdown": -0.18783954718529072,
"shadowTotalReturn": 0.3263385745773557,
"avgForwardReturn1D": 0.0015063085983907554,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-02",
"2025-04-03",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-23",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 224,
"5": 222,
"10": 217
},
"baselineAvgForwardReturns": {
"1": 0.0024371487681253707,
"5": 0.01287364681464838,
"10": 0.027656872803569495
}
},
{
"topN": 5,
"ticker": "AMG",
"hitRates": {
"1": 0.5219298245614035,
"5": 0.6473214285714286,
"10": 0.7123287671232876
},
"hitRate1D": 0.5219298245614035,
"comboQuality": 0.7203131758581625,
"eligibleDays": 352,
"fitnessScore": 0.5581234302222098,
"lookbackDays": 14,
"returnLift1D": -0.0010135579172129193,
"hitRateLift1D": -0.026641604010025133,
"activationRate": 0.6477272727272727,
"activationCount": 228,
"baselineHitRates": {
"1": 0.5485714285714286,
"5": 0.6473988439306358,
"10": 0.6900584795321637
},
"sampleConfidence": 0.9961988304093568,
"shadowSharpeLike": 0.8231143992754469,
"avgForwardReturns": {
"1": 0.0012957145413979498,
"5": 0.00846454328266567,
"10": 0.023315528083742695
},
"shadowMaxDrawdown": -0.30606583619681516,
"shadowTotalReturn": 0.25801061353515187,
"avgForwardReturn1D": 0.0012957145413979498,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 228,
"5": 224,
"10": 219
},
"baselineAvgForwardReturns": {
"1": 0.002309272458610869,
"5": 0.01232790719290056,
"10": 0.024574046409102154
}
},
{
"topN": 3,
"ticker": "AMG",
"hitRates": {
"1": 0.5282051282051282,
"5": 0.6632124352331606,
"10": 0.7340425531914894
},
"hitRate1D": 0.5282051282051282,
"comboQuality": 0.693593291108702,
"eligibleDays": 330,
"fitnessScore": 0.5297339322610021,
"lookbackDays": 30,
"returnLift1D": -0.001295509314578086,
"hitRateLift1D": -0.02194684747876241,
"activationRate": 0.5909090909090909,
"activationCount": 195,
"baselineHitRates": {
"1": 0.5501519756838906,
"5": 0.6553846153846153,
"10": 0.703125
},
"sampleConfidence": 0.996923076923077,
"shadowSharpeLike": 0.7321336181361094,
"avgForwardReturns": {
"1": 0.0011416394535472846,
"5": 0.010716629668618992,
"10": 0.026773524121243522
},
"shadowMaxDrawdown": -0.1377462429051235,
"shadowTotalReturn": 0.19158258842594833,
"avgForwardReturn1D": 0.0011416394535472846,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-02",
"2025-04-03",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-25",
"2025-05-05",
"2025-05-06",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 195,
"5": 193,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.0024371487681253707,
"5": 0.01287364681464838,
"10": 0.027656872803569495
}
},
{
"topN": 2,
"ticker": "AMG",
"hitRates": {
"1": 0.525974025974026,
"5": 0.6907894736842105,
"10": 0.7687074829931972
},
"hitRate1D": 0.525974025974026,
"comboQuality": 0.6827506879850819,
"eligibleDays": 330,
"fitnessScore": 0.5186172026040702,
"lookbackDays": 30,
"returnLift1D": -0.0009031332588286824,
"hitRateLift1D": -0.024177949709864643,
"activationRate": 0.4666666666666667,
"activationCount": 154,
"baselineHitRates": {
"1": 0.5501519756838906,
"5": 0.6553846153846153,
"10": 0.703125
},
"sampleConfidence": 0.9961038961038962,
"shadowSharpeLike": 0.8781632967906942,
"avgForwardReturns": {
"1": 0.0015340155092966883,
"5": 0.01323144375134546,
"10": 0.028019716219458285
},
"shadowMaxDrawdown": -0.10783005790088684,
"shadowTotalReturn": 0.2203624320764388,
"avgForwardReturn1D": 0.0015340155092966883,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-03",
"2025-04-25",
"2025-05-05",
"2025-05-09",
"2025-05-12",
"2025-06-30",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08"
],
"horizonObservationCounts": {
"1": 154,
"5": 152,
"10": 147
},
"baselineAvgForwardReturns": {
"1": 0.0024371487681253707,
"5": 0.01287364681464838,
"10": 0.027656872803569495
}
},
{
"topN": 4,
"ticker": "AMG",
"hitRates": {
"1": 0.5124378109452736,
"5": 0.649746192893401,
"10": 0.7202072538860104
},
"hitRate1D": 0.5124378109452736,
"comboQuality": 0.6666722941872438,
"eligibleDays": 352,
"fitnessScore": 0.502497950992074,
"lookbackDays": 14,
"returnLift1D": -0.000957540388388756,
"hitRateLift1D": -0.03613361762615497,
"activationRate": 0.5710227272727273,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5485714285714286,
"5": 0.6473988439306358,
"10": 0.6900584795321637
},
"sampleConfidence": 0.9960199004975125,
"shadowSharpeLike": 0.7984181347746218,
"avgForwardReturns": {
"1": 0.001351732070222113,
"5": 0.009574940396993836,
"10": 0.02457273058151386
},
"shadowMaxDrawdown": -0.2533717742663296,
"shadowTotalReturn": 0.2348893016852267,
"avgForwardReturn1D": 0.001351732070222113,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"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"
],
"horizonObservationCounts": {
"1": 201,
"5": 197,
"10": 193
},
"baselineAvgForwardReturns": {
"1": 0.002309272458610869,
"5": 0.01232790719290056,
"10": 0.024574046409102154
}
},
{
"topN": 3,
"ticker": "AMG",
"hitRates": {
"1": 0.5086705202312138,
"5": 0.6257309941520468,
"10": 0.7023809523809523
},
"hitRate1D": 0.5086705202312138,
"comboQuality": 0.49710957421155727,
"eligibleDays": 352,
"fitnessScore": 0.34745639697166814,
"lookbackDays": 14,
"returnLift1D": -0.001191792077165823,
"hitRateLift1D": -0.03990090834021476,
"activationRate": 0.4914772727272727,
"activationCount": 173,
"baselineHitRates": {
"1": 0.5485714285714286,
"5": 0.6473988439306358,
"10": 0.6900584795321637
},
"sampleConfidence": 0.9973025048169557,
"shadowSharpeLike": 0.5434510281650248,
"avgForwardReturns": {
"1": 0.001117480381445046,
"5": 0.007071116292842237,
"10": 0.021412927534868575
},
"shadowMaxDrawdown": -0.22686645312689746,
"shadowTotalReturn": 0.13711487687814716,
"avgForwardReturn1D": 0.001117480381445046,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"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": 173,
"5": 171,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.002309272458610869,
"5": 0.01232790719290056,
"10": 0.024574046409102154
}
},
{
"topN": 2,
"ticker": "AMG",
"hitRates": {
"1": 0.5161290322580645,
"5": 0.6229508196721312,
"10": 0.7058823529411765
},
"hitRate1D": 0.5161290322580645,
"comboQuality": 0.43544376005907653,
"eligibleDays": 352,
"fitnessScore": 0.2928716413844061,
"lookbackDays": 14,
"returnLift1D": -0.001152805129485225,
"hitRateLift1D": -0.0324423963133641,
"activationRate": 0.3522727272727273,
"activationCount": 124,
"baselineHitRates": {
"1": 0.5485714285714286,
"5": 0.6473988439306358,
"10": 0.6900584795321637
},
"sampleConfidence": 0.996236559139785,
"shadowSharpeLike": 0.4912787145624017,
"avgForwardReturns": {
"1": 0.001156467329125644,
"5": 0.006326009106527321,
"10": 0.01708098057748942
},
"shadowMaxDrawdown": -0.11865496247850671,
"shadowTotalReturn": 0.1037733110033181,
"avgForwardReturn1D": 0.001156467329125644,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-02",
"2025-04-03",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 124,
"5": 122,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.002309272458610869,
"5": 0.01232790719290056,
"10": 0.024574046409102154
}
},
{
"topN": 2,
"ticker": "AMG",
"hitRates": {
"1": 0.5128205128205128,
"5": 0.6209150326797386,
"10": 0.7284768211920529
},
"hitRate1D": 0.5128205128205128,
"comboQuality": 0.25357339346873886,
"eligibleDays": 297,
"fitnessScore": 0.11247832139459278,
"lookbackDays": 63,
"returnLift1D": -0.0023494781891912893,
"hitRateLift1D": -0.03447678447678448,
"activationRate": 0.5286195286195287,
"activationCount": 157,
"baselineHitRates": {
"1": 0.5472972972972973,
"5": 0.660958904109589,
"10": 0.7038327526132404
},
"sampleConfidence": 0.9953290870488324,
"shadowSharpeLike": -0.03778751197474119,
"avgForwardReturns": {
"1": 0.000005864321088086331,
"5": 0.006263338895787637,
"10": 0.023872272780465675
},
"shadowMaxDrawdown": -0.2913986286612983,
"shadowTotalReturn": -0.036619892960431,
"avgForwardReturn1D": 0.000005864321088086331,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-06-03",
"2025-06-04",
"2025-06-05"
],
"horizonObservationCounts": {
"1": 156,
"5": 153,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.0023553425102793755,
"5": 0.012465705714888567,
"10": 0.026315521501923275
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 5,
"comboQuality": 0.7203131758581625,
"fitnessScore": 0.5581234302222098,
"lookbackDays": 14,
"returnLift1D": -0.0010135579172129193,
"activationRate": 0.6477272727272727,
"activationCount": 228,
"sampleConfidence": 0.9961988304093568,
"shadowTotalReturn": 0.25801061353515187,
"avgForwardReturn1D": 0.0012957145413979498
},
{
"bestTopN": 4,
"comboQuality": 0.9745558936752227,
"fitnessScore": 1.1520095019153354,
"lookbackDays": 21,
"returnLift1D": 0.00025972970207129064,
"activationRate": 0.6283185840707964,
"activationCount": 213,
"sampleConfidence": 0.9974960876369328,
"shadowTotalReturn": 0.6759901560830393,
"avgForwardReturn1D": 0.0026669880633981846
},
{
"bestTopN": 5,
"comboQuality": 0.8875588553924776,
"fitnessScore": 0.804529880063856,
"lookbackDays": 30,
"returnLift1D": -0.0009094570639477685,
"activationRate": 0.7393939393939394,
"activationCount": 244,
"sampleConfidence": 0.9967213114754099,
"shadowTotalReturn": 0.36887519210663156,
"avgForwardReturn1D": 0.0015276917041776022
},
{
"bestTopN": 5,
"comboQuality": 0.9965287859294928,
"fitnessScore": 1.5951501958008403,
"lookbackDays": 45,
"returnLift1D": 0.0002768643327354732,
"activationRate": 0.7904761904761904,
"activationCount": 249,
"sampleConfidence": 0.9957161981258368,
"shadowTotalReturn": 0.9837147378083804,
"avgForwardReturn1D": 0.0029712578395922683
},
{
"bestTopN": 5,
"comboQuality": 0.975038860697334,
"fitnessScore": 1.1563345707407464,
"lookbackDays": 63,
"returnLift1D": -0.00008453250485283403,
"activationRate": 0.7946127946127947,
"activationCount": 236,
"sampleConfidence": 0.9954802259887007,
"shadowTotalReturn": 0.6218592356165218,
"avgForwardReturn1D": 0.0022708100054265414
}
],
"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": "54468d6e2cb12ac12f326b7639bc88826067541652dd798c8c86f2925f91e44c",
"size": 13,
"members": [
"AMG",
"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",
"AMG"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "AMG",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "AMG",
"hitRates": {
"1": 0.5527426160337553,
"5": 0.6652360515021459,
"10": 0.7368421052631579
},
"hitRate1D": 0.5527426160337553,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9935958706412074,
"eligibleDays": 344,
"fitnessScore": 1.4597652633312623,
"lookbackDays": 45,
"returnLift1D": 0.0003971366643220108,
"hitRateLift1D": 0.00041703463840647714,
"portfolioSize": 4,
"activationRate": 0.688953488372093,
"activationCount": 237,
"baselineHitRates": {
"1": 0.5523255813953488,
"5": 0.6529411764705882,
"10": 0.6955223880597015
},
"sampleConfidence": 0.9963431786216597,
"shadowSharpeLike": 1.980954604818994,
"avgForwardReturns": {
"1": 0.002975673850359995,
"5": 0.013647568051596157,
"10": 0.030928909958270197
},
"shadowMaxDrawdown": -0.16386843272527996,
"shadowTotalReturn": 0.9171336706955433,
"avgForwardReturn1D": 0.002975673850359995,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-24",
"2025-04-25",
"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": 237,
"5": 233,
"10": 228
},
"baselineAvgForwardReturns": {
"1": 0.002578537186037984,
"5": 0.012677240902287678,
"10": 0.025433667982988423
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9935958706412074,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.8958579035968999,
"bestRawFitnessScore": 1.4597652633312623,
"upperQuartileComboQuality": 0.9620561934786549
},
"algorithmFit": {
"label": "strong",
"score": 0.9066708346200066,
"rawScore": 0.9246428603057522,
"confidence": 0.9611265571665092,
"bestProfile": {
"lookbackDays": 45,
"portfolioSize": 4
},
"profileBreadth": 0.6501069263229293,
"recommendedRegion": {
"lookbackDays": [
21,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.8837313495057366,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "AMG",
"hitRates": {
"1": 0.5527426160337553,
"5": 0.6652360515021459,
"10": 0.7368421052631579
},
"hitRate1D": 0.5527426160337553,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9935958706412074,
"eligibleDays": 344,
"fitnessScore": 1.4597652633312623,
"lookbackDays": 45,
"returnLift1D": 0.0003971366643220108,
"hitRateLift1D": 0.00041703463840647714,
"portfolioSize": 4,
"activationRate": 0.688953488372093,
"activationCount": 237,
"baselineHitRates": {
"1": 0.5523255813953488,
"5": 0.6529411764705882,
"10": 0.6955223880597015
},
"sampleConfidence": 0.9963431786216597,
"shadowSharpeLike": 1.980954604818994,
"avgForwardReturns": {
"1": 0.002975673850359995,
"5": 0.013647568051596157,
"10": 0.030928909958270197
},
"shadowMaxDrawdown": -0.16386843272527996,
"shadowTotalReturn": 0.9171336706955433,
"avgForwardReturn1D": 0.002975673850359995,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-24",
"2025-04-25",
"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": 237,
"5": 233,
"10": 228
},
"baselineAvgForwardReturns": {
"1": 0.002578537186037984,
"5": 0.012677240902287678,
"10": 0.025433667982988423
}
},
{
"topN": 5,
"ticker": "AMG",
"hitRates": {
"1": 0.5527426160337553,
"5": 0.6652360515021459,
"10": 0.7368421052631579
},
"hitRate1D": 0.5527426160337553,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9935958706412074,
"eligibleDays": 344,
"fitnessScore": 1.4597652633312623,
"lookbackDays": 45,
"returnLift1D": 0.0003971366643220108,
"hitRateLift1D": 0.00041703463840647714,
"portfolioSize": 5,
"activationRate": 0.688953488372093,
"activationCount": 237,
"baselineHitRates": {
"1": 0.5523255813953488,
"5": 0.6529411764705882,
"10": 0.6955223880597015
},
"sampleConfidence": 0.9963431786216597,
"shadowSharpeLike": 1.980954604818994,
"avgForwardReturns": {
"1": 0.002975673850359995,
"5": 0.013647568051596157,
"10": 0.030928909958270197
},
"shadowMaxDrawdown": -0.16386843272527996,
"shadowTotalReturn": 0.9171336706955433,
"avgForwardReturn1D": 0.002975673850359995,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-24",
"2025-04-25",
"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": 237,
"5": 233,
"10": 228
},
"baselineAvgForwardReturns": {
"1": 0.002578537186037984,
"5": 0.012677240902287678,
"10": 0.025433667982988423
}
},
{
"topN": 3,
"ticker": "AMG",
"hitRates": {
"1": 0.5575221238938053,
"5": 0.6621621621621622,
"10": 0.7373271889400922
},
"hitRate1D": 0.5575221238938053,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9758921923067551,
"eligibleDays": 344,
"fitnessScore": 1.164179599839426,
"lookbackDays": 45,
"returnLift1D": -0.00005038620890262212,
"hitRateLift1D": 0.005196542498456469,
"portfolioSize": 3,
"activationRate": 0.6569767441860465,
"activationCount": 226,
"baselineHitRates": {
"1": 0.5523255813953488,
"5": 0.6529411764705882,
"10": 0.6955223880597015
},
"sampleConfidence": 0.9961651917404131,
"shadowSharpeLike": 1.7194603178074213,
"avgForwardReturns": {
"1": 0.002528150977135362,
"5": 0.012172421765076786,
"10": 0.02968348837608649
},
"shadowMaxDrawdown": -0.21465240094940263,
"shadowTotalReturn": 0.6856426796580819,
"avgForwardReturn1D": 0.002528150977135362,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 226,
"5": 222,
"10": 217
},
"baselineAvgForwardReturns": {
"1": 0.002578537186037984,
"5": 0.012677240902287678,
"10": 0.025433667982988423
}
},
{
"topN": 4,
"ticker": "AMG",
"hitRates": {
"1": 0.5377358490566038,
"5": 0.6462264150943396,
"10": 0.6956521739130435
},
"hitRate1D": 0.5377358490566038,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9715225518572853,
"eligibleDays": 368,
"fitnessScore": 1.1265454402617174,
"lookbackDays": 21,
"returnLift1D": 0.0007141655808200352,
"hitRateLift1D": -0.0030250205086136406,
"portfolioSize": 4,
"activationRate": 0.5760869565217391,
"activationCount": 212,
"baselineHitRates": {
"1": 0.5407608695652174,
"5": 0.6208791208791209,
"10": 0.6657381615598886
},
"sampleConfidence": 0.9984276729559749,
"shadowSharpeLike": 1.745235750609257,
"avgForwardReturns": {
"1": 0.002666987182619875,
"5": 0.011143169702900493,
"10": 0.02369432907109125
},
"shadowMaxDrawdown": -0.14429166569783047,
"shadowTotalReturn": 0.6768282537894035,
"avgForwardReturn1D": 0.002666987182619875,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 212,
"5": 212,
"10": 207
},
"baselineAvgForwardReturns": {
"1": 0.0019528216017998398,
"5": 0.010106777668910832,
"10": 0.021761542758985664
}
},
{
"topN": 5,
"ticker": "AMG",
"hitRates": {
"1": 0.5377358490566038,
"5": 0.6462264150943396,
"10": 0.6956521739130435
},
"hitRate1D": 0.5377358490566038,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9715225518572853,
"eligibleDays": 368,
"fitnessScore": 1.1265454402617174,
"lookbackDays": 21,
"returnLift1D": 0.0007141655808200352,
"hitRateLift1D": -0.0030250205086136406,
"portfolioSize": 5,
"activationRate": 0.5760869565217391,
"activationCount": 212,
"baselineHitRates": {
"1": 0.5407608695652174,
"5": 0.6208791208791209,
"10": 0.6657381615598886
},
"sampleConfidence": 0.9984276729559749,
"shadowSharpeLike": 1.745235750609257,
"avgForwardReturns": {
"1": 0.002666987182619875,
"5": 0.011143169702900493,
"10": 0.02369432907109125
},
"shadowMaxDrawdown": -0.14429166569783047,
"shadowTotalReturn": 0.6768282537894035,
"avgForwardReturn1D": 0.002666987182619875,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 212,
"5": 212,
"10": 207
},
"baselineAvgForwardReturns": {
"1": 0.0019528216017998398,
"5": 0.010106777668910832,
"10": 0.021761542758985664
}
},
{
"topN": 3,
"ticker": "AMG",
"hitRates": {
"1": 0.5343915343915344,
"5": 0.671957671957672,
"10": 0.7135135135135136
},
"hitRate1D": 0.5343915343915344,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.958900740685778,
"eligibleDays": 368,
"fitnessScore": 1.0429554426968972,
"lookbackDays": 21,
"returnLift1D": 0.0008455835148795906,
"hitRateLift1D": -0.006369335173682988,
"portfolioSize": 3,
"activationRate": 0.5135869565217391,
"activationCount": 189,
"baselineHitRates": {
"1": 0.5407608695652174,
"5": 0.6208791208791209,
"10": 0.6657381615598886
},
"sampleConfidence": 0.998589065255732,
"shadowSharpeLike": 1.7274247345053562,
"avgForwardReturns": {
"1": 0.0027984051166794303,
"5": 0.012074342928124683,
"10": 0.024057255228172626
},
"shadowMaxDrawdown": -0.10946994381082042,
"shadowTotalReturn": 0.6172522430238163,
"avgForwardReturn1D": 0.0027984051166794303,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 189,
"5": 189,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.0019528216017998398,
"5": 0.010106777668910832,
"10": 0.021761542758985664
}
},
{
"topN": 4,
"ticker": "AMG",
"hitRates": {
"1": 0.5397489539748954,
"5": 0.6595744680851063,
"10": 0.717391304347826
},
"hitRate1D": 0.5397489539748954,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9562675665042146,
"eligibleDays": 326,
"fitnessScore": 1.0286885034811184,
"lookbackDays": 63,
"returnLift1D": -0.0005435869888052369,
"hitRateLift1D": -0.009330800626331626,
"portfolioSize": 4,
"activationRate": 0.7331288343558282,
"activationCount": 239,
"baselineHitRates": {
"1": 0.549079754601227,
"5": 0.6614906832298136,
"10": 0.7097791798107256
},
"sampleConfidence": 0.9963737796373779,
"shadowSharpeLike": 1.4465434981357272,
"avgForwardReturns": {
"1": 0.0020911650053502856,
"5": 0.0112519003516255,
"10": 0.024763886136901787
},
"shadowMaxDrawdown": -0.2239909936903478,
"shadowTotalReturn": 0.5664758320682401,
"avgForwardReturn1D": 0.0020911650053502856,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 239,
"5": 235,
"10": 230
},
"baselineAvgForwardReturns": {
"1": 0.0026347519941555225,
"5": 0.014116211402262572,
"10": 0.028606788165283364
}
},
{
"topN": 5,
"ticker": "AMG",
"hitRates": {
"1": 0.5397489539748954,
"5": 0.6595744680851063,
"10": 0.717391304347826
},
"hitRate1D": 0.5397489539748954,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9562675665042146,
"eligibleDays": 326,
"fitnessScore": 1.0286885034811184,
"lookbackDays": 63,
"returnLift1D": -0.0005435869888052369,
"hitRateLift1D": -0.009330800626331626,
"portfolioSize": 5,
"activationRate": 0.7331288343558282,
"activationCount": 239,
"baselineHitRates": {
"1": 0.549079754601227,
"5": 0.6614906832298136,
"10": 0.7097791798107256
},
"sampleConfidence": 0.9963737796373779,
"shadowSharpeLike": 1.4465434981357272,
"avgForwardReturns": {
"1": 0.0020911650053502856,
"5": 0.0112519003516255,
"10": 0.024763886136901787
},
"shadowMaxDrawdown": -0.2239909936903478,
"shadowTotalReturn": 0.5664758320682401,
"avgForwardReturn1D": 0.0020911650053502856,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 239,
"5": 235,
"10": 230
},
"baselineAvgForwardReturns": {
"1": 0.0026347519941555225,
"5": 0.014116211402262572,
"10": 0.028606788165283364
}
},
{
"topN": 3,
"ticker": "AMG",
"hitRates": {
"1": 0.5377777777777778,
"5": 0.665158371040724,
"10": 0.7268518518518519
},
"hitRate1D": 0.5377777777777778,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9446084462830966,
"eligibleDays": 326,
"fitnessScore": 0.9739955429237721,
"lookbackDays": 63,
"returnLift1D": -0.000614122600934091,
"hitRateLift1D": -0.011301976823449245,
"portfolioSize": 3,
"activationRate": 0.6901840490797546,
"activationCount": 225,
"baselineHitRates": {
"1": 0.549079754601227,
"5": 0.6614906832298136,
"10": 0.7097791798107256
},
"sampleConfidence": 0.9961481481481482,
"shadowSharpeLike": 1.3954430664593167,
"avgForwardReturns": {
"1": 0.0020206293932214315,
"5": 0.012169957411274206,
"10": 0.025560211277122682
},
"shadowMaxDrawdown": -0.13062383392107302,
"shadowTotalReturn": 0.5048897102757721,
"avgForwardReturn1D": 0.0020206293932214315,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 225,
"5": 221,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.0026347519941555225,
"5": 0.014116211402262572,
"10": 0.028606788165283364
}
},
{
"topN": 2,
"ticker": "AMG",
"hitRates": {
"1": 0.5419354838709678,
"5": 0.6645161290322581,
"10": 0.7302631578947368
},
"hitRate1D": 0.5419354838709678,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9099001551534114,
"eligibleDays": 368,
"fitnessScore": 0.8587316148816565,
"lookbackDays": 21,
"returnLift1D": 0.0008069083679757641,
"hitRateLift1D": 0.0011746143057503877,
"portfolioSize": 2,
"activationRate": 0.421195652173913,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5407608695652174,
"5": 0.6208791208791209,
"10": 0.6657381615598886
},
"sampleConfidence": 0.9987096774193549,
"shadowSharpeLike": 1.5942614262700845,
"avgForwardReturns": {
"1": 0.002759729969775604,
"5": 0.01041633614574912,
"10": 0.019837093923359896
},
"shadowMaxDrawdown": -0.09101061972593028,
"shadowTotalReturn": 0.47771380400719266,
"avgForwardReturn1D": 0.002759729969775604,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-01",
"2025-04-02",
"2025-04-03"
],
"horizonObservationCounts": {
"1": 155,
"5": 155,
"10": 152
},
"baselineAvgForwardReturns": {
"1": 0.0019528216017998398,
"5": 0.010106777668910832,
"10": 0.021761542758985664
}
},
{
"topN": 2,
"ticker": "AMG",
"hitRates": {
"1": 0.5533333333333333,
"5": 0.6438356164383562,
"10": 0.7021276595744681
},
"hitRate1D": 0.5533333333333333,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.8818156520403885,
"eligibleDays": 344,
"fitnessScore": 0.7921422162596022,
"lookbackDays": 45,
"returnLift1D": -0.00003848968054216044,
"hitRateLift1D": 0.0010077519379845246,
"portfolioSize": 2,
"activationRate": 0.436046511627907,
"activationCount": 150,
"baselineHitRates": {
"1": 0.5523255813953488,
"5": 0.6529411764705882,
"10": 0.6955223880597015
},
"sampleConfidence": 0.9942222222222222,
"shadowSharpeLike": 1.5090207020562312,
"avgForwardReturns": {
"1": 0.0025400475054958237,
"5": 0.009558732929200975,
"10": 0.022171236666094902
},
"shadowMaxDrawdown": -0.10276880355640461,
"shadowTotalReturn": 0.412950727375883,
"avgForwardReturn1D": 0.0025400475054958237,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 150,
"5": 146,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.002578537186037984,
"5": 0.012677240902287678,
"10": 0.025433667982988423
}
},
{
"topN": 4,
"ticker": "AMG",
"hitRates": {
"1": 0.5374449339207048,
"5": 0.6444444444444445,
"10": 0.7181818181818181
},
"hitRate1D": 0.5374449339207048,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7973381669750498,
"eligibleDays": 359,
"fitnessScore": 0.6513428320839014,
"lookbackDays": 30,
"returnLift1D": -0.0008705360339640333,
"hitRateLift1D": -0.005730553544476269,
"portfolioSize": 4,
"activationRate": 0.6323119777158774,
"activationCount": 227,
"baselineHitRates": {
"1": 0.5431754874651811,
"5": 0.6338028169014085,
"10": 0.6771428571428572
},
"sampleConfidence": 0.9973568281938326,
"shadowSharpeLike": 0.8789281424480823,
"avgForwardReturns": {
"1": 0.0013427719113490596,
"5": 0.010574103449147122,
"10": 0.026305364786005436
},
"shadowMaxDrawdown": -0.18783962392238418,
"shadowTotalReturn": 0.28214840776388805,
"avgForwardReturn1D": 0.0013427719113490596,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-02",
"2025-04-03",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-23"
],
"horizonObservationCounts": {
"1": 227,
"5": 225,
"10": 220
},
"baselineAvgForwardReturns": {
"1": 0.002213307945313093,
"5": 0.011361431286881536,
"10": 0.023608284613072378
}
},
{
"topN": 5,
"ticker": "AMG",
"hitRates": {
"1": 0.5374449339207048,
"5": 0.6444444444444445,
"10": 0.7181818181818181
},
"hitRate1D": 0.5374449339207048,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7973381669750498,
"eligibleDays": 359,
"fitnessScore": 0.6513428320839014,
"lookbackDays": 30,
"returnLift1D": -0.0008705360339640333,
"hitRateLift1D": -0.005730553544476269,
"portfolioSize": 5,
"activationRate": 0.6323119777158774,
"activationCount": 227,
"baselineHitRates": {
"1": 0.5431754874651811,
"5": 0.6338028169014085,
"10": 0.6771428571428572
},
"sampleConfidence": 0.9973568281938326,
"shadowSharpeLike": 0.8789281424480823,
"avgForwardReturns": {
"1": 0.0013427719113490596,
"5": 0.010574103449147122,
"10": 0.026305364786005436
},
"shadowMaxDrawdown": -0.18783962392238418,
"shadowTotalReturn": 0.28214840776388805,
"avgForwardReturn1D": 0.0013427719113490596,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-02",
"2025-04-03",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-23"
],
"horizonObservationCounts": {
"1": 227,
"5": 225,
"10": 220
},
"baselineAvgForwardReturns": {
"1": 0.002213307945313093,
"5": 0.011361431286881536,
"10": 0.023608284613072378
}
},
{
"topN": 3,
"ticker": "AMG",
"hitRates": {
"1": 0.5202020202020202,
"5": 0.6530612244897959,
"10": 0.7225130890052356
},
"hitRate1D": 0.5202020202020202,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.6075549138615892,
"eligibleDays": 359,
"fitnessScore": 0.4461501078583026,
"lookbackDays": 30,
"returnLift1D": -0.001253631417721363,
"hitRateLift1D": -0.02297346726316085,
"portfolioSize": 3,
"activationRate": 0.5515320334261838,
"activationCount": 198,
"baselineHitRates": {
"1": 0.5431754874651811,
"5": 0.6338028169014085,
"10": 0.6771428571428572
},
"sampleConfidence": 0.9969696969696971,
"shadowSharpeLike": 0.5843788468674684,
"avgForwardReturns": {
"1": 0.0009596765275917298,
"5": 0.01007122857251682,
"10": 0.024543359185775222
},
"shadowMaxDrawdown": -0.14081090602448598,
"shadowTotalReturn": 0.15188232812357705,
"avgForwardReturn1D": 0.0009596765275917298,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-02",
"2025-04-03",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 198,
"5": 196,
"10": 191
},
"baselineAvgForwardReturns": {
"1": 0.002213307945313093,
"5": 0.011361431286881536,
"10": 0.023608284613072378
}
},
{
"topN": 2,
"ticker": "AMG",
"hitRates": {
"1": 0.5159235668789809,
"5": 0.6774193548387096,
"10": 0.7533333333333333
},
"hitRate1D": 0.5159235668789809,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.5826642342890468,
"eligibleDays": 359,
"fitnessScore": 0.4234184003567734,
"lookbackDays": 30,
"returnLift1D": -0.0009162735353652749,
"hitRateLift1D": -0.027251920586200185,
"portfolioSize": 2,
"activationRate": 0.4373259052924791,
"activationCount": 157,
"baselineHitRates": {
"1": 0.5431754874651811,
"5": 0.6338028169014085,
"10": 0.6771428571428572
},
"sampleConfidence": 0.9961783439490446,
"shadowSharpeLike": 0.7115285364111269,
"avgForwardReturns": {
"1": 0.001297034409947818,
"5": 0.01236665038299102,
"10": 0.02515504973235832
},
"shadowMaxDrawdown": -0.13755484963686815,
"shadowTotalReturn": 0.17970301674152345,
"avgForwardReturn1D": 0.001297034409947818,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-03",
"2025-04-25",
"2025-05-05",
"2025-05-09",
"2025-05-12",
"2025-06-30",
"2025-07-02"
],
"horizonObservationCounts": {
"1": 157,
"5": 155,
"10": 150
},
"baselineAvgForwardReturns": {
"1": 0.002213307945313093,
"5": 0.011361431286881536,
"10": 0.023608284613072378
}
},
{
"topN": 4,
"ticker": "AMG",
"hitRates": {
"1": 0.5048543689320388,
"5": 0.6336633663366337,
"10": 0.7070707070707071
},
"hitRate1D": 0.5048543689320388,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5528790982803816,
"eligibleDays": 375,
"fitnessScore": 0.396708269771679,
"lookbackDays": 14,
"returnLift1D": -0.0008284720246490328,
"hitRateLift1D": -0.033812297734627794,
"portfolioSize": 4,
"activationRate": 0.5493333333333333,
"activationCount": 206,
"baselineHitRates": {
"1": 0.5386666666666666,
"5": 0.6145552560646901,
"10": 0.6530054644808743
},
"sampleConfidence": 0.996116504854369,
"shadowSharpeLike": 0.5897503186939803,
"avgForwardReturns": {
"1": 0.001053971815306775,
"5": 0.008450989154526104,
"10": 0.022060364508994748
},
"shadowMaxDrawdown": -0.25337184484763253,
"shadowTotalReturn": 0.1666999902488544,
"avgForwardReturn1D": 0.001053971815306775,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-03-06",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 206,
"5": 202,
"10": 198
},
"baselineAvgForwardReturns": {
"1": 0.0018824438399558077,
"5": 0.009539844741556783,
"10": 0.01992783153871635
}
},
{
"topN": 5,
"ticker": "AMG",
"hitRates": {
"1": 0.5048543689320388,
"5": 0.6336633663366337,
"10": 0.7070707070707071
},
"hitRate1D": 0.5048543689320388,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5528790982803816,
"eligibleDays": 375,
"fitnessScore": 0.396708269771679,
"lookbackDays": 14,
"returnLift1D": -0.0008284720246490328,
"hitRateLift1D": -0.033812297734627794,
"portfolioSize": 5,
"activationRate": 0.5493333333333333,
"activationCount": 206,
"baselineHitRates": {
"1": 0.5386666666666666,
"5": 0.6145552560646901,
"10": 0.6530054644808743
},
"sampleConfidence": 0.996116504854369,
"shadowSharpeLike": 0.5897503186939803,
"avgForwardReturns": {
"1": 0.001053971815306775,
"5": 0.008450989154526104,
"10": 0.022060364508994748
},
"shadowMaxDrawdown": -0.25337184484763253,
"shadowTotalReturn": 0.1666999902488544,
"avgForwardReturn1D": 0.001053971815306775,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-03-06",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 206,
"5": 202,
"10": 198
},
"baselineAvgForwardReturns": {
"1": 0.0018824438399558077,
"5": 0.009539844741556783,
"10": 0.01992783153871635
}
},
{
"topN": 2,
"ticker": "AMG",
"hitRates": {
"1": 0.5161290322580645,
"5": 0.6229508196721312,
"10": 0.7058823529411765
},
"hitRate1D": 0.5161290322580645,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.4258690367874924,
"eligibleDays": 375,
"fitnessScore": 0.28428035577260635,
"lookbackDays": 14,
"returnLift1D": -0.0007259757965114627,
"hitRateLift1D": -0.022537634408602125,
"portfolioSize": 2,
"activationRate": 0.33066666666666666,
"activationCount": 124,
"baselineHitRates": {
"1": 0.5386666666666666,
"5": 0.6145552560646901,
"10": 0.6530054644808743
},
"sampleConfidence": 0.996236559139785,
"shadowSharpeLike": 0.47600235471428576,
"avgForwardReturns": {
"1": 0.001156468043444345,
"5": 0.006326007074613072,
"10": 0.017080977752006038
},
"shadowMaxDrawdown": -0.11865496247850649,
"shadowTotalReturn": 0.10377340728147821,
"avgForwardReturn1D": 0.001156468043444345,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-02",
"2025-04-03",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 124,
"5": 122,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.0018824438399558077,
"5": 0.009539844741556783,
"10": 0.01992783153871635
}
},
{
"topN": 3,
"ticker": "AMG",
"hitRates": {
"1": 0.5,
"5": 0.6149425287356322,
"10": 0.6900584795321637
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.4022858668890968,
"eligibleDays": 375,
"fitnessScore": 0.2628910761608134,
"lookbackDays": 14,
"returnLift1D": -0.0010212661322547552,
"hitRateLift1D": -0.03866666666666663,
"portfolioSize": 3,
"activationRate": 0.4693333333333333,
"activationCount": 176,
"baselineHitRates": {
"1": 0.5386666666666666,
"5": 0.6145552560646901,
"10": 0.6530054644808743
},
"sampleConfidence": 0.9973484848484849,
"shadowSharpeLike": 0.379649152121778,
"avgForwardReturns": {
"1": 0.0008611777077010527,
"5": 0.006221046018917146,
"10": 0.019316702133996746
},
"shadowMaxDrawdown": -0.22686652621383818,
"shadowTotalReturn": 0.08804012935118322,
"avgForwardReturn1D": 0.0008611777077010527,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-29",
"2025-01-31",
"2025-02-03",
"2025-03-17",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 176,
"5": 174,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.0018824438399558077,
"5": 0.009539844741556783,
"10": 0.01992783153871635
}
},
{
"topN": 2,
"ticker": "AMG",
"hitRates": {
"1": 0.50625,
"5": 0.6050955414012739,
"10": 0.7096774193548387
},
"hitRate1D": 0.50625,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.22570828103060292,
"eligibleDays": 326,
"fitnessScore": 0.07880482808376495,
"lookbackDays": 63,
"returnLift1D": -0.002641759121919537,
"hitRateLift1D": -0.042829754601227066,
"portfolioSize": 2,
"activationRate": 0.49079754601226994,
"activationCount": 160,
"baselineHitRates": {
"1": 0.549079754601227,
"5": 0.6614906832298136,
"10": 0.7097791798107256
},
"sampleConfidence": 0.9966666666666667,
"shadowSharpeLike": -0.04362031124962722,
"avgForwardReturns": {
"1": -0.0000070071277640144924,
"5": 0.005609938799241691,
"10": 0.022373250475626542
},
"shadowMaxDrawdown": -0.2913986286612983,
"shadowTotalReturn": -0.03871685578636863,
"avgForwardReturn1D": -0.0000070071277640144924,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27"
],
"horizonObservationCounts": {
"1": 160,
"5": 157,
"10": 155
},
"baselineAvgForwardReturns": {
"1": 0.0026347519941555225,
"5": 0.014116211402262572,
"10": 0.028606788165283364
}
}
],
"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": 0.5528790982803816,
"fitnessScore": 0.396708269771679,
"lookbackDays": 14,
"returnLift1D": -0.0008284720246490328,
"activationRate": 0.5493333333333333,
"activationCount": 206,
"sampleConfidence": 0.996116504854369,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.1666999902488544,
"avgForwardReturn1D": 0.001053971815306775
},
{
"comboQuality": 0.9715225518572853,
"fitnessScore": 1.1265454402617174,
"lookbackDays": 21,
"returnLift1D": 0.0007141655808200352,
"activationRate": 0.5760869565217391,
"activationCount": 212,
"sampleConfidence": 0.9984276729559749,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.6768282537894035,
"avgForwardReturn1D": 0.002666987182619875
},
{
"comboQuality": 0.7973381669750498,
"fitnessScore": 0.6513428320839014,
"lookbackDays": 30,
"returnLift1D": -0.0008705360339640333,
"activationRate": 0.6323119777158774,
"activationCount": 227,
"sampleConfidence": 0.9973568281938326,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.28214840776388805,
"avgForwardReturn1D": 0.0013427719113490596
},
{
"comboQuality": 0.9935958706412074,
"fitnessScore": 1.4597652633312623,
"lookbackDays": 45,
"returnLift1D": 0.0003971366643220108,
"activationRate": 0.688953488372093,
"activationCount": 237,
"sampleConfidence": 0.9963431786216597,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.9171336706955433,
"avgForwardReturn1D": 0.002975673850359995
},
{
"comboQuality": 0.9562675665042146,
"fitnessScore": 1.0286885034811184,
"lookbackDays": 63,
"returnLift1D": -0.0005435869888052369,
"activationRate": 0.7331288343558282,
"activationCount": 239,
"sampleConfidence": 0.9963737796373779,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5664758320682401,
"avgForwardReturn1D": 0.0020911650053502856
}
],
"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": "54468d6e2cb12ac12f326b7639bc88826067541652dd798c8c86f2925f91e44c",
"size": 13,
"members": [
"AMG",
"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