Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"APA"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "APA",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 5,
"ticker": "APA",
"hitRates": {
"1": 0.5135135135135135,
"5": 0.5990990990990991,
"10": 0.6081081081081081
},
"hitRate1D": 0.5135135135135135,
"comboQuality": 0.9456429603641697,
"eligibleDays": 297,
"fitnessScore": 0.9783840085993875,
"lookbackDays": 63,
"returnLift1D": -0.0005840120920331698,
"hitRateLift1D": -0.006756756756756799,
"activationRate": 0.7474747474747475,
"activationCount": 222,
"baselineHitRates": {
"1": 0.5202702702702703,
"5": 0.6267123287671232,
"10": 0.6202090592334495
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.126142687730984,
"avgForwardReturns": {
"1": 0.002444816582358869,
"5": 0.011793926461212214,
"10": 0.025489042290502518
},
"shadowMaxDrawdown": -0.21186687754657363,
"shadowTotalReturn": 0.5503378077634944,
"avgForwardReturn1D": 0.002444816582358869,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-16",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18"
],
"horizonObservationCounts": {
"1": 222,
"5": 222,
"10": 222
},
"baselineAvgForwardReturns": {
"1": 0.0030288286743920386,
"5": 0.015297544342938679,
"10": 0.03006770671916116
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9456429603641697,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.6766704513305932,
"bestRawFitnessScore": 0.9783840085993875,
"upperQuartileComboQuality": 0.8184065249638717
},
"algorithmFit": {
"label": "good",
"score": 0.7324280877033924,
"rawScore": 0.7560257531308847,
"confidence": 0.9375744402098245,
"bestProfile": {
"topN": 5,
"lookbackDays": 63
},
"profileBreadth": 0.500271343135626,
"recommendedRegion": {
"topNs": [
3,
4,
5
],
"lookbackDays": [
21,
30,
63
]
},
"parameterStability": 0.6945474865152702,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 5,
"ticker": "APA",
"hitRates": {
"1": 0.5135135135135135,
"5": 0.5990990990990991,
"10": 0.6081081081081081
},
"hitRate1D": 0.5135135135135135,
"comboQuality": 0.9456429603641697,
"eligibleDays": 297,
"fitnessScore": 0.9783840085993875,
"lookbackDays": 63,
"returnLift1D": -0.0005840120920331698,
"hitRateLift1D": -0.006756756756756799,
"activationRate": 0.7474747474747475,
"activationCount": 222,
"baselineHitRates": {
"1": 0.5202702702702703,
"5": 0.6267123287671232,
"10": 0.6202090592334495
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.126142687730984,
"avgForwardReturns": {
"1": 0.002444816582358869,
"5": 0.011793926461212214,
"10": 0.025489042290502518
},
"shadowMaxDrawdown": -0.21186687754657363,
"shadowTotalReturn": 0.5503378077634944,
"avgForwardReturn1D": 0.002444816582358869,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-16",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18"
],
"horizonObservationCounts": {
"1": 222,
"5": 222,
"10": 222
},
"baselineAvgForwardReturns": {
"1": 0.0030288286743920386,
"5": 0.015297544342938679,
"10": 0.03006770671916116
}
},
{
"topN": 4,
"ticker": "APA",
"hitRates": {
"1": 0.5341614906832298,
"5": 0.6335403726708074,
"10": 0.5838509316770186
},
"hitRate1D": 0.5341614906832298,
"comboQuality": 0.9393875571076885,
"eligibleDays": 330,
"fitnessScore": 0.9529601440888952,
"lookbackDays": 30,
"returnLift1D": 0.0009598815885300629,
"hitRateLift1D": 0.011365138099643235,
"activationRate": 0.48787878787878786,
"activationCount": 161,
"baselineHitRates": {
"1": 0.5227963525835866,
"5": 0.6153846153846154,
"10": 0.621875
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2746245063347026,
"avgForwardReturns": {
"1": 0.003397641320510393,
"5": 0.01550609798360532,
"10": 0.03088660107985994
},
"shadowMaxDrawdown": -0.19486369762091682,
"shadowTotalReturn": 0.5935438333360741,
"avgForwardReturn1D": 0.003397641320510393,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-21",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 161,
"5": 161,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.00243775973198033,
"5": 0.013061885739074708,
"10": 0.028548596183262987
}
},
{
"topN": 4,
"ticker": "APA",
"hitRates": {
"1": 0.5070422535211268,
"5": 0.5868544600938967,
"10": 0.6056338028169014
},
"hitRate1D": 0.5070422535211268,
"comboQuality": 0.8994460530135522,
"eligibleDays": 297,
"fitnessScore": 0.8320386357074152,
"lookbackDays": 63,
"returnLift1D": -0.0008075235697770967,
"hitRateLift1D": -0.013228016749143534,
"activationRate": 0.7171717171717171,
"activationCount": 213,
"baselineHitRates": {
"1": 0.5202702702702703,
"5": 0.6267123287671232,
"10": 0.6202090592334495
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9831737724171109,
"avgForwardReturns": {
"1": 0.002221305104614942,
"5": 0.011120193491347099,
"10": 0.0249133747396007
},
"shadowMaxDrawdown": -0.21186687754657318,
"shadowTotalReturn": 0.4455990476508096,
"avgForwardReturn1D": 0.002221305104614942,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18",
"2025-07-24"
],
"horizonObservationCounts": {
"1": 213,
"5": 213,
"10": 213
},
"baselineAvgForwardReturns": {
"1": 0.0030288286743920386,
"5": 0.015297544342938679,
"10": 0.03006770671916116
}
},
{
"topN": 4,
"ticker": "APA",
"hitRates": {
"1": 0.5321637426900585,
"5": 0.5892857142857143,
"10": 0.5773809523809523
},
"hitRate1D": 0.5321637426900585,
"comboQuality": 0.8736399937134867,
"eligibleDays": 339,
"fitnessScore": 0.7753773388937022,
"lookbackDays": 21,
"returnLift1D": 0.0002674940538682979,
"hitRateLift1D": 0.002577943873490418,
"activationRate": 0.5073746312684366,
"activationCount": 172,
"baselineHitRates": {
"1": 0.5295857988165681,
"5": 0.6197604790419161,
"10": 0.6109422492401215
},
"sampleConfidence": 0.9965116279069768,
"shadowSharpeLike": 0.9991641195448617,
"avgForwardReturns": {
"1": 0.0027647971982539088,
"5": 0.004037385599350264,
"10": 0.020024514987328917
},
"shadowMaxDrawdown": -0.2201921453286112,
"shadowTotalReturn": 0.4551819532368562,
"avgForwardReturn1D": 0.0027647971982539088,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 171,
"5": 168,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.002497303144385611,
"5": 0.011765235050984566,
"10": 0.022467420617035612
}
},
{
"topN": 5,
"ticker": "APA",
"hitRates": {
"1": 0.5114942528735632,
"5": 0.6264367816091954,
"10": 0.5862068965517241
},
"hitRate1D": 0.5114942528735632,
"comboQuality": 0.8437319244861392,
"eligibleDays": 330,
"fitnessScore": 0.7209776078605521,
"lookbackDays": 30,
"returnLift1D": 0.00004774228399946493,
"hitRateLift1D": -0.011302099710023383,
"activationRate": 0.5272727272727272,
"activationCount": 174,
"baselineHitRates": {
"1": 0.5227963525835866,
"5": 0.6153846153846154,
"10": 0.621875
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9784873524755116,
"avgForwardReturns": {
"1": 0.002485502015979795,
"5": 0.015084540365014464,
"10": 0.029478703220883674
},
"shadowMaxDrawdown": -0.19486369762091682,
"shadowTotalReturn": 0.4131682395579488,
"avgForwardReturn1D": 0.002485502015979795,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-04",
"2025-06-05"
],
"horizonObservationCounts": {
"1": 174,
"5": 174,
"10": 174
},
"baselineAvgForwardReturns": {
"1": 0.00243775973198033,
"5": 0.013061885739074708,
"10": 0.028548596183262987
}
},
{
"topN": 3,
"ticker": "APA",
"hitRates": {
"1": 0.5283018867924528,
"5": 0.5705128205128205,
"10": 0.5641025641025641
},
"hitRate1D": 0.5283018867924528,
"comboQuality": 0.8099647251231159,
"eligibleDays": 339,
"fitnessScore": 0.6689518167687275,
"lookbackDays": 21,
"returnLift1D": 0.00008286262243637887,
"hitRateLift1D": -0.0012839120241152635,
"activationRate": 0.471976401179941,
"activationCount": 160,
"baselineHitRates": {
"1": 0.5295857988165681,
"5": 0.6197604790419161,
"10": 0.6109422492401215
},
"sampleConfidence": 0.9962500000000001,
"shadowSharpeLike": 0.8855621377681514,
"avgForwardReturns": {
"1": 0.0025801657668219897,
"5": 0.0035854393831382956,
"10": 0.018424658272510584
},
"shadowMaxDrawdown": -0.1886587790761438,
"shadowTotalReturn": 0.3726519437328555,
"avgForwardReturn1D": 0.0025801657668219897,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 159,
"5": 156,
"10": 156
},
"baselineAvgForwardReturns": {
"1": 0.002497303144385611,
"5": 0.011765235050984566,
"10": 0.022467420617035612
}
},
{
"topN": 3,
"ticker": "APA",
"hitRates": {
"1": 0.5025125628140703,
"5": 0.5829145728643216,
"10": 0.592964824120603
},
"hitRate1D": 0.5025125628140703,
"comboQuality": 0.7746042282634176,
"eligibleDays": 297,
"fitnessScore": 0.6215887643061557,
"lookbackDays": 63,
"returnLift1D": -0.0012261588732173795,
"hitRateLift1D": -0.017757707456199978,
"activationRate": 0.67003367003367,
"activationCount": 199,
"baselineHitRates": {
"1": 0.5202702702702703,
"5": 0.6267123287671232,
"10": 0.6202090592334495
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7813124382279537,
"avgForwardReturns": {
"1": 0.0018026698011746592,
"5": 0.01054498528147383,
"10": 0.023954729226368925
},
"shadowMaxDrawdown": -0.23294506112146485,
"shadowTotalReturn": 0.3004321104815184,
"avgForwardReturn1D": 0.0018026698011746592,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18",
"2025-07-24"
],
"horizonObservationCounts": {
"1": 199,
"5": 199,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.0030288286743920386,
"5": 0.015297544342938679,
"10": 0.03006770671916116
}
},
{
"topN": 3,
"ticker": "APA",
"hitRates": {
"1": 0.5238095238095238,
"5": 0.6122448979591837,
"10": 0.5510204081632653
},
"hitRate1D": 0.5238095238095238,
"comboQuality": 0.7629829959668688,
"eligibleDays": 330,
"fitnessScore": 0.6072028491431829,
"lookbackDays": 30,
"returnLift1D": 0.000056744984839973527,
"hitRateLift1D": 0.0010131712259372483,
"activationRate": 0.44545454545454544,
"activationCount": 147,
"baselineHitRates": {
"1": 0.5227963525835866,
"5": 0.6153846153846154,
"10": 0.621875
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8783605147225508,
"avgForwardReturns": {
"1": 0.0024945047168203035,
"5": 0.013645735181981875,
"10": 0.026303726269882383
},
"shadowMaxDrawdown": -0.20081912675786384,
"shadowTotalReturn": 0.3368261723193995,
"avgForwardReturn1D": 0.0024945047168203035,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-21",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-06-05",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 147,
"5": 147,
"10": 147
},
"baselineAvgForwardReturns": {
"1": 0.00243775973198033,
"5": 0.013061885739074708,
"10": 0.028548596183262987
}
},
{
"topN": 5,
"ticker": "APA",
"hitRates": {
"1": 0.5222222222222223,
"5": 0.5852272727272727,
"10": 0.5795454545454546
},
"hitRate1D": 0.5222222222222223,
"comboQuality": 0.7513890383985203,
"eligibleDays": 339,
"fitnessScore": 0.5933275401398839,
"lookbackDays": 21,
"returnLift1D": -0.0003593157981222313,
"hitRateLift1D": -0.007363576594345833,
"activationRate": 0.5339233038348082,
"activationCount": 181,
"baselineHitRates": {
"1": 0.5295857988165681,
"5": 0.6197604790419161,
"10": 0.6109422492401215
},
"sampleConfidence": 0.9959484346224678,
"shadowSharpeLike": 0.7736948076348441,
"avgForwardReturns": {
"1": 0.0021379873462633796,
"5": 0.004033955471353056,
"10": 0.021451723300677697
},
"shadowMaxDrawdown": -0.27413967354352153,
"shadowTotalReturn": 0.32494657208076605,
"avgForwardReturn1D": 0.0021379873462633796,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 180,
"5": 176,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.002497303144385611,
"5": 0.011765235050984566,
"10": 0.022467420617035612
}
},
{
"topN": 2,
"ticker": "APA",
"hitRates": {
"1": 0.512,
"5": 0.592,
"10": 0.544
},
"hitRate1D": 0.512,
"comboQuality": 0.6951753219397024,
"eligibleDays": 330,
"fitnessScore": 0.5313740038519432,
"lookbackDays": 30,
"returnLift1D": 0.00022638250999844388,
"hitRateLift1D": -0.010796352583586577,
"activationRate": 0.3787878787878788,
"activationCount": 125,
"baselineHitRates": {
"1": 0.5227963525835866,
"5": 0.6153846153846154,
"10": 0.621875
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.866703798088282,
"avgForwardReturns": {
"1": 0.002664142241978774,
"5": 0.01042646086602279,
"10": 0.02571291551227864
},
"shadowMaxDrawdown": -0.19526626577210626,
"shadowTotalReturn": 0.30883579600940925,
"avgForwardReturn1D": 0.002664142241978774,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-29",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-07-02"
],
"horizonObservationCounts": {
"1": 125,
"5": 125,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.00243775973198033,
"5": 0.013061885739074708,
"10": 0.028548596183262987
}
},
{
"topN": 5,
"ticker": "APA",
"hitRates": {
"1": 0.5,
"5": 0.6,
"10": 0.57
},
"hitRate1D": 0.5,
"comboQuality": 0.6581655807214839,
"eligibleDays": 315,
"fitnessScore": 0.4941286168160925,
"lookbackDays": 45,
"returnLift1D": -0.0017519462734272883,
"hitRateLift1D": -0.022292993630573243,
"activationRate": 0.6349206349206349,
"activationCount": 200,
"baselineHitRates": {
"1": 0.5222929936305732,
"5": 0.6161290322580645,
"10": 0.6196721311475409
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6009390662879238,
"avgForwardReturns": {
"1": 0.0014636178651569497,
"5": 0.010624753829311565,
"10": 0.022338152150965473
},
"shadowMaxDrawdown": -0.22370128044398951,
"shadowTotalReturn": 0.2125373906474668,
"avgForwardReturn1D": 0.0014636178651569497,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 200,
"5": 200,
"10": 200
},
"baselineAvgForwardReturns": {
"1": 0.003215564138584238,
"5": 0.015538519419308054,
"10": 0.030569730222062604
}
},
{
"topN": 3,
"ticker": "APA",
"hitRates": {
"1": 0.5058823529411764,
"5": 0.5529411764705883,
"10": 0.5117647058823529
},
"hitRate1D": 0.5058823529411764,
"comboQuality": 0.5717888074456875,
"eligibleDays": 315,
"fitnessScore": 0.4136137020249158,
"lookbackDays": 45,
"returnLift1D": -0.0017139614861006911,
"hitRateLift1D": -0.016410640689396794,
"activationRate": 0.5396825396825397,
"activationCount": 170,
"baselineHitRates": {
"1": 0.5222929936305732,
"5": 0.6161290322580645,
"10": 0.6196721311475409
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5496644047647982,
"avgForwardReturns": {
"1": 0.001501602652483547,
"5": 0.005053601451287883,
"10": 0.015657046459664568
},
"shadowMaxDrawdown": -0.22194638643418907,
"shadowTotalReturn": 0.17697766709563423,
"avgForwardReturn1D": 0.001501602652483547,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 170,
"5": 170,
"10": 170
},
"baselineAvgForwardReturns": {
"1": 0.003215564138584238,
"5": 0.015538519419308054,
"10": 0.030569730222062604
}
},
{
"topN": 2,
"ticker": "APA",
"hitRates": {
"1": 0.5064935064935064,
"5": 0.577922077922078,
"10": 0.5714285714285714
},
"hitRate1D": 0.5064935064935064,
"comboQuality": 0.5611735910827167,
"eligibleDays": 297,
"fitnessScore": 0.404103803200199,
"lookbackDays": 63,
"returnLift1D": -0.0015100202380756162,
"hitRateLift1D": -0.013776763776763845,
"activationRate": 0.5185185185185185,
"activationCount": 154,
"baselineHitRates": {
"1": 0.5202702702702703,
"5": 0.6267123287671232,
"10": 0.6202090592334495
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.568661699748291,
"avgForwardReturns": {
"1": 0.0015188084363164224,
"5": 0.010775808161135407,
"10": 0.025399630596585145
},
"shadowMaxDrawdown": -0.2099302205345459,
"shadowTotalReturn": 0.17018135845878168,
"avgForwardReturn1D": 0.0015188084363164224,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-10",
"2025-07-14",
"2025-07-15",
"2025-07-31",
"2025-08-08",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21"
],
"horizonObservationCounts": {
"1": 154,
"5": 154,
"10": 154
},
"baselineAvgForwardReturns": {
"1": 0.0030288286743920386,
"5": 0.015297544342938679,
"10": 0.03006770671916116
}
},
{
"topN": 4,
"ticker": "APA",
"hitRates": {
"1": 0.4945652173913043,
"5": 0.5760869565217391,
"10": 0.5380434782608695
},
"hitRate1D": 0.4945652173913043,
"comboQuality": 0.5224761346404854,
"eligibleDays": 315,
"fitnessScore": 0.36979233717653814,
"lookbackDays": 45,
"returnLift1D": -0.001926440441629713,
"hitRateLift1D": -0.02772777623926892,
"activationRate": 0.5841269841269842,
"activationCount": 184,
"baselineHitRates": {
"1": 0.5222929936305732,
"5": 0.6161290322580645,
"10": 0.6196721311475409
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4943972644481644,
"avgForwardReturns": {
"1": 0.001289123696954525,
"5": 0.007837525744507415,
"10": 0.018657259630742527
},
"shadowMaxDrawdown": -0.26323260249388425,
"shadowTotalReturn": 0.15079156409935823,
"avgForwardReturn1D": 0.001289123696954525,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 184,
"5": 184,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.003215564138584238,
"5": 0.015538519419308054,
"10": 0.030569730222062604
}
},
{
"topN": 2,
"ticker": "APA",
"hitRates": {
"1": 0.5109489051094891,
"5": 0.5735294117647058,
"10": 0.5514705882352942
},
"hitRate1D": 0.5109489051094891,
"comboQuality": 0.48127180450666174,
"eligibleDays": 339,
"fitnessScore": 0.3335114740480416,
"lookbackDays": 21,
"returnLift1D": -0.0007881747072606743,
"hitRateLift1D": -0.018636893707078994,
"activationRate": 0.40707964601769914,
"activationCount": 138,
"baselineHitRates": {
"1": 0.5295857988165681,
"5": 0.6197604790419161,
"10": 0.6109422492401215
},
"sampleConfidence": 0.9975845410628019,
"shadowSharpeLike": 0.5025823737804258,
"avgForwardReturns": {
"1": 0.0017091284371249366,
"5": 0.002703534046272632,
"10": 0.016505773069419957
},
"shadowMaxDrawdown": -0.2261727763496031,
"shadowTotalReturn": 0.15593953376132763,
"avgForwardReturn1D": 0.0017091284371249366,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 137,
"5": 136,
"10": 136
},
"baselineAvgForwardReturns": {
"1": 0.002497303144385611,
"5": 0.011765235050984566,
"10": 0.022467420617035612
}
},
{
"topN": 4,
"ticker": "APA",
"hitRates": {
"1": 0.5229885057471264,
"5": 0.6058823529411764,
"10": 0.6011904761904762
},
"hitRate1D": 0.5229885057471264,
"comboQuality": 0.3791912416730535,
"eligibleDays": 352,
"fitnessScore": 0.24154387119944903,
"lookbackDays": 14,
"returnLift1D": -0.0019043507610957634,
"hitRateLift1D": -0.017011494252873627,
"activationRate": 0.4971590909090909,
"activationCount": 175,
"baselineHitRates": {
"1": 0.54,
"5": 0.630057803468208,
"10": 0.6111111111111112
},
"sampleConfidence": 0.9950476190476191,
"shadowSharpeLike": 0.26540318239384253,
"avgForwardReturns": {
"1": 0.0009031279253419848,
"5": 0.007189353773886868,
"10": 0.016549001392217277
},
"shadowMaxDrawdown": -0.24720443297455408,
"shadowTotalReturn": 0.04456232955876516,
"avgForwardReturn1D": 0.0009031279253419848,
"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": 174,
"5": 170,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.002807478686437748,
"5": 0.012929339030530543,
"10": 0.02270729101941404
}
},
{
"topN": 3,
"ticker": "APA",
"hitRates": {
"1": 0.532051282051282,
"5": 0.6052631578947368,
"10": 0.5855263157894737
},
"hitRate1D": 0.532051282051282,
"comboQuality": 0.3222505434723459,
"eligibleDays": 352,
"fitnessScore": 0.18644136119812463,
"lookbackDays": 14,
"returnLift1D": -0.0020417287825876236,
"hitRateLift1D": -0.007948717948717987,
"activationRate": 0.4460227272727273,
"activationCount": 157,
"baselineHitRates": {
"1": 0.54,
"5": 0.630057803468208,
"10": 0.6111111111111112
},
"sampleConfidence": 0.9953290870488324,
"shadowSharpeLike": 0.19221314420847796,
"avgForwardReturns": {
"1": 0.0007657499038501244,
"5": 0.005167693493182337,
"10": 0.015639869617555924
},
"shadowMaxDrawdown": -0.24648783502340343,
"shadowTotalReturn": 0.011219898795271854,
"avgForwardReturn1D": 0.0007657499038501244,
"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": 156,
"5": 152,
"10": 152
},
"baselineAvgForwardReturns": {
"1": 0.002807478686437748,
"5": 0.012929339030530543,
"10": 0.02270729101941404
}
},
{
"topN": 5,
"ticker": "APA",
"hitRates": {
"1": 0.5181347150259067,
"5": 0.6031746031746031,
"10": 0.6075268817204301
},
"hitRate1D": 0.5181347150259067,
"comboQuality": 0.26177993252157317,
"eligibleDays": 352,
"fitnessScore": 0.12191768928688146,
"lookbackDays": 14,
"returnLift1D": -0.002486439584578714,
"hitRateLift1D": -0.021865284974093346,
"activationRate": 0.5511363636363636,
"activationCount": 194,
"baselineHitRates": {
"1": 0.54,
"5": 0.630057803468208,
"10": 0.6111111111111112
},
"sampleConfidence": 0.9951890034364261,
"shadowSharpeLike": 0.07387354770657452,
"avgForwardReturns": {
"1": 0.0003210391018590341,
"5": 0.00733108798681232,
"10": 0.018065366065140545
},
"shadowMaxDrawdown": -0.2963485087221096,
"shadowTotalReturn": -0.051287525538239453,
"avgForwardReturn1D": 0.0003210391018590341,
"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": 193,
"5": 189,
"10": 186
},
"baselineAvgForwardReturns": {
"1": 0.002807478686437748,
"5": 0.012929339030530543,
"10": 0.02270729101941404
}
},
{
"topN": 2,
"ticker": "APA",
"hitRates": {
"1": 0.5217391304347826,
"5": 0.6194029850746269,
"10": 0.5895522388059702
},
"hitRate1D": 0.5217391304347826,
"comboQuality": 0.15217316906149095,
"eligibleDays": 352,
"fitnessScore": -0.02788459799807276,
"lookbackDays": 14,
"returnLift1D": -0.0029712860044437896,
"hitRateLift1D": -0.01826086956521744,
"activationRate": 0.39488636363636365,
"activationCount": 139,
"baselineHitRates": {
"1": 0.54,
"5": 0.630057803468208,
"10": 0.6111111111111112
},
"sampleConfidence": 0.9947242206235013,
"shadowSharpeLike": -0.11526728709827044,
"avgForwardReturns": {
"1": -0.0001638073180060415,
"5": 0.006158585607823121,
"10": 0.01677710762729904
},
"shadowMaxDrawdown": -0.27280505133789834,
"shadowTotalReturn": -0.11283302892822222,
"avgForwardReturn1D": -0.0001638073180060415,
"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": 138,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.002807478686437748,
"5": 0.012929339030530543,
"10": 0.02270729101941404
}
},
{
"topN": 2,
"ticker": "APA",
"hitRates": {
"1": 0.4626865671641791,
"5": 0.5149253731343284,
"10": 0.4925373134328358
},
"hitRate1D": 0.4626865671641791,
"comboQuality": 0.047303994198564646,
"eligibleDays": 315,
"fitnessScore": -0.3105942486710509,
"lookbackDays": 45,
"returnLift1D": -0.0044891885986991995,
"hitRateLift1D": -0.059606426466394136,
"activationRate": 0.4253968253968254,
"activationCount": 134,
"baselineHitRates": {
"1": 0.5222929936305732,
"5": 0.6161290322580645,
"10": 0.6196721311475409
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.4877362847850445,
"avgForwardReturns": {
"1": -0.0012736244601149616,
"5": -0.0012607867831826477,
"10": 0.011723755683137119
},
"shadowMaxDrawdown": -0.41878453274793204,
"shadowTotalReturn": -0.2204583476717883,
"avgForwardReturn1D": -0.0012736244601149616,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-07-07",
"2025-07-09",
"2025-07-10"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.003215564138584238,
"5": 0.015538519419308054,
"10": 0.030569730222062604
}
}
],
"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": 4,
"comboQuality": 0.3791912416730535,
"fitnessScore": 0.24154387119944903,
"lookbackDays": 14,
"returnLift1D": -0.0019043507610957634,
"activationRate": 0.4971590909090909,
"activationCount": 175,
"sampleConfidence": 0.9950476190476191,
"shadowTotalReturn": 0.04456232955876516,
"avgForwardReturn1D": 0.0009031279253419848
},
{
"bestTopN": 4,
"comboQuality": 0.8736399937134867,
"fitnessScore": 0.7753773388937022,
"lookbackDays": 21,
"returnLift1D": 0.0002674940538682979,
"activationRate": 0.5073746312684366,
"activationCount": 172,
"sampleConfidence": 0.9965116279069768,
"shadowTotalReturn": 0.4551819532368562,
"avgForwardReturn1D": 0.0027647971982539088
},
{
"bestTopN": 4,
"comboQuality": 0.9393875571076885,
"fitnessScore": 0.9529601440888952,
"lookbackDays": 30,
"returnLift1D": 0.0009598815885300629,
"activationRate": 0.48787878787878786,
"activationCount": 161,
"sampleConfidence": 1,
"shadowTotalReturn": 0.5935438333360741,
"avgForwardReturn1D": 0.003397641320510393
},
{
"bestTopN": 5,
"comboQuality": 0.6581655807214839,
"fitnessScore": 0.4941286168160925,
"lookbackDays": 45,
"returnLift1D": -0.0017519462734272883,
"activationRate": 0.6349206349206349,
"activationCount": 200,
"sampleConfidence": 1,
"shadowTotalReturn": 0.2125373906474668,
"avgForwardReturn1D": 0.0014636178651569497
},
{
"bestTopN": 5,
"comboQuality": 0.9456429603641697,
"fitnessScore": 0.9783840085993875,
"lookbackDays": 63,
"returnLift1D": -0.0005840120920331698,
"activationRate": 0.7474747474747475,
"activationCount": 222,
"sampleConfidence": 1,
"shadowTotalReturn": 0.5503378077634944,
"avgForwardReturn1D": 0.002444816582358869
}
],
"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": "0d2ce1e561cc4ae312c9a2c0be370d79635bbc5a828386c87185dc2693fb6965",
"size": 13,
"members": [
"APA",
"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",
"APA"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "APA",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "APA",
"hitRates": {
"1": 0.5341614906832298,
"5": 0.6335403726708074,
"10": 0.5838509316770186
},
"hitRate1D": 0.5341614906832298,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9340517130662747,
"eligibleDays": 359,
"fitnessScore": 0.9331453980894591,
"lookbackDays": 30,
"returnLift1D": 0.0014016422511298932,
"hitRateLift1D": -0.0006574508209484797,
"portfolioSize": 4,
"activationRate": 0.44846796657381616,
"activationCount": 161,
"baselineHitRates": {
"1": 0.5348189415041783,
"5": 0.6140845070422535,
"10": 0.6057142857142858
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2218894533675693,
"avgForwardReturns": {
"1": 0.003397641320510393,
"5": 0.01550609798360532,
"10": 0.03088660107985994
},
"shadowMaxDrawdown": -0.19486369762091682,
"shadowTotalReturn": 0.5935438333360741,
"avgForwardReturn1D": 0.003397641320510393,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-21",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 161,
"5": 161,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.0019959990693804996,
"5": 0.009552591634923304,
"10": 0.019461852043517663
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9340517130662747,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.6151557604653419,
"bestRawFitnessScore": 0.9331453980894591,
"upperQuartileComboQuality": 0.8628164874241818
},
"algorithmFit": {
"label": "good",
"score": 0.7179530936351823,
"rawScore": 0.7408306826774432,
"confidence": 0.9382380088265816,
"bestProfile": {
"lookbackDays": 30,
"portfolioSize": 4
},
"profileBreadth": 0.5002089970914748,
"recommendedRegion": {
"lookbackDays": [
21,
30,
63
],
"portfolioSizes": [
3,
4,
5
]
},
"parameterStability": 0.6947824983765991,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "APA",
"hitRates": {
"1": 0.5341614906832298,
"5": 0.6335403726708074,
"10": 0.5838509316770186
},
"hitRate1D": 0.5341614906832298,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9340517130662747,
"eligibleDays": 359,
"fitnessScore": 0.9331453980894591,
"lookbackDays": 30,
"returnLift1D": 0.0014016422511298932,
"hitRateLift1D": -0.0006574508209484797,
"portfolioSize": 4,
"activationRate": 0.44846796657381616,
"activationCount": 161,
"baselineHitRates": {
"1": 0.5348189415041783,
"5": 0.6140845070422535,
"10": 0.6057142857142858
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2218894533675693,
"avgForwardReturns": {
"1": 0.003397641320510393,
"5": 0.01550609798360532,
"10": 0.03088660107985994
},
"shadowMaxDrawdown": -0.19486369762091682,
"shadowTotalReturn": 0.5935438333360741,
"avgForwardReturn1D": 0.003397641320510393,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-21",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 161,
"5": 161,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.0019959990693804996,
"5": 0.009552591634923304,
"10": 0.019461852043517663
}
},
{
"topN": 5,
"ticker": "APA",
"hitRates": {
"1": 0.5341614906832298,
"5": 0.6335403726708074,
"10": 0.5838509316770186
},
"hitRate1D": 0.5341614906832298,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9340517130662747,
"eligibleDays": 359,
"fitnessScore": 0.9331453980894591,
"lookbackDays": 30,
"returnLift1D": 0.0014016422511298932,
"hitRateLift1D": -0.0006574508209484797,
"portfolioSize": 5,
"activationRate": 0.44846796657381616,
"activationCount": 161,
"baselineHitRates": {
"1": 0.5348189415041783,
"5": 0.6140845070422535,
"10": 0.6057142857142858
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2218894533675693,
"avgForwardReturns": {
"1": 0.003397641320510393,
"5": 0.01550609798360532,
"10": 0.03088660107985994
},
"shadowMaxDrawdown": -0.19486369762091682,
"shadowTotalReturn": 0.5935438333360741,
"avgForwardReturn1D": 0.003397641320510393,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-21",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 161,
"5": 161,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.0019959990693804996,
"5": 0.009552591634923304,
"10": 0.019461852043517663
}
},
{
"topN": 4,
"ticker": "APA",
"hitRates": {
"1": 0.5070422535211268,
"5": 0.5868544600938967,
"10": 0.6056338028169014
},
"hitRate1D": 0.5070422535211268,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8840881605722059,
"eligibleDays": 326,
"fitnessScore": 0.7969799157110551,
"lookbackDays": 63,
"returnLift1D": -0.0007123375971663714,
"hitRateLift1D": -0.014430139116910046,
"portfolioSize": 4,
"activationRate": 0.6533742331288344,
"activationCount": 213,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.6211180124223602,
"10": 0.6277602523659306
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9384056743621555,
"avgForwardReturns": {
"1": 0.002221305104614942,
"5": 0.011120193491347099,
"10": 0.0249133747396007
},
"shadowMaxDrawdown": -0.21186687754657318,
"shadowTotalReturn": 0.4455990476508096,
"avgForwardReturn1D": 0.002221305104614942,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18",
"2025-07-24"
],
"horizonObservationCounts": {
"1": 213,
"5": 213,
"10": 213
},
"baselineAvgForwardReturns": {
"1": 0.0029336427017813134,
"5": 0.01578478783011763,
"10": 0.031495615093899906
}
},
{
"topN": 5,
"ticker": "APA",
"hitRates": {
"1": 0.5070422535211268,
"5": 0.5868544600938967,
"10": 0.6056338028169014
},
"hitRate1D": 0.5070422535211268,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8840881605722059,
"eligibleDays": 326,
"fitnessScore": 0.7969799157110551,
"lookbackDays": 63,
"returnLift1D": -0.0007123375971663714,
"hitRateLift1D": -0.014430139116910046,
"portfolioSize": 5,
"activationRate": 0.6533742331288344,
"activationCount": 213,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.6211180124223602,
"10": 0.6277602523659306
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9384056743621555,
"avgForwardReturns": {
"1": 0.002221305104614942,
"5": 0.011120193491347099,
"10": 0.0249133747396007
},
"shadowMaxDrawdown": -0.21186687754657318,
"shadowTotalReturn": 0.4455990476508096,
"avgForwardReturn1D": 0.002221305104614942,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18",
"2025-07-24"
],
"horizonObservationCounts": {
"1": 213,
"5": 213,
"10": 213
},
"baselineAvgForwardReturns": {
"1": 0.0029336427017813134,
"5": 0.01578478783011763,
"10": 0.031495615093899906
}
},
{
"topN": 4,
"ticker": "APA",
"hitRates": {
"1": 0.5321637426900585,
"5": 0.5892857142857143,
"10": 0.5773809523809523
},
"hitRate1D": 0.5321637426900585,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8628164874241818,
"eligibleDays": 368,
"fitnessScore": 0.7545541469638571,
"lookbackDays": 21,
"returnLift1D": 0.0006021479834908056,
"hitRateLift1D": -0.005879735570811007,
"portfolioSize": 4,
"activationRate": 0.46467391304347827,
"activationCount": 171,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.6236263736263736,
"10": 0.6044568245125348
},
"sampleConfidence": 0.9976608187134504,
"shadowSharpeLike": 0.9589487770830664,
"avgForwardReturns": {
"1": 0.0027647971982539088,
"5": 0.004037385599350264,
"10": 0.020024514987328917
},
"shadowMaxDrawdown": -0.2201921453286112,
"shadowTotalReturn": 0.4551819532368562,
"avgForwardReturn1D": 0.0027647971982539088,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 171,
"5": 168,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.002162649214763103,
"5": 0.010232804126506229,
"10": 0.019183709079279257
}
},
{
"topN": 5,
"ticker": "APA",
"hitRates": {
"1": 0.5321637426900585,
"5": 0.5892857142857143,
"10": 0.5773809523809523
},
"hitRate1D": 0.5321637426900585,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8628164874241818,
"eligibleDays": 368,
"fitnessScore": 0.7545541469638571,
"lookbackDays": 21,
"returnLift1D": 0.0006021479834908056,
"hitRateLift1D": -0.005879735570811007,
"portfolioSize": 5,
"activationRate": 0.46467391304347827,
"activationCount": 171,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.6236263736263736,
"10": 0.6044568245125348
},
"sampleConfidence": 0.9976608187134504,
"shadowSharpeLike": 0.9589487770830664,
"avgForwardReturns": {
"1": 0.0027647971982539088,
"5": 0.004037385599350264,
"10": 0.020024514987328917
},
"shadowMaxDrawdown": -0.2201921453286112,
"shadowTotalReturn": 0.4551819532368562,
"avgForwardReturn1D": 0.0027647971982539088,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 171,
"5": 168,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.002162649214763103,
"5": 0.010232804126506229,
"10": 0.019183709079279257
}
},
{
"topN": 3,
"ticker": "APA",
"hitRates": {
"1": 0.5283018867924528,
"5": 0.5705128205128205,
"10": 0.5641025641025641
},
"hitRate1D": 0.5283018867924528,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7961796043358959,
"eligibleDays": 368,
"fitnessScore": 0.6497688322946494,
"lookbackDays": 21,
"returnLift1D": 0.0004175165520588866,
"hitRateLift1D": -0.009741591468416688,
"portfolioSize": 3,
"activationRate": 0.4320652173913043,
"activationCount": 159,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.6236263736263736,
"10": 0.6044568245125348
},
"sampleConfidence": 0.9974842767295597,
"shadowSharpeLike": 0.8499476897647873,
"avgForwardReturns": {
"1": 0.0025801657668219897,
"5": 0.0035854393831382956,
"10": 0.018424658272510584
},
"shadowMaxDrawdown": -0.1886587790761438,
"shadowTotalReturn": 0.3726519437328555,
"avgForwardReturn1D": 0.0025801657668219897,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 159,
"5": 156,
"10": 156
},
"baselineAvgForwardReturns": {
"1": 0.002162649214763103,
"5": 0.010232804126506229,
"10": 0.019183709079279257
}
},
{
"topN": 3,
"ticker": "APA",
"hitRates": {
"1": 0.5238095238095238,
"5": 0.6122448979591837,
"10": 0.5510204081632653
},
"hitRate1D": 0.5238095238095238,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7485991295774584,
"eligibleDays": 359,
"fitnessScore": 0.5900540723425669,
"lookbackDays": 30,
"returnLift1D": 0.0004985056474398038,
"hitRateLift1D": -0.011009417694654466,
"portfolioSize": 3,
"activationRate": 0.40947075208913647,
"activationCount": 147,
"baselineHitRates": {
"1": 0.5348189415041783,
"5": 0.6140845070422535,
"10": 0.6057142857142858
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8421355480515995,
"avgForwardReturns": {
"1": 0.0024945047168203035,
"5": 0.013645735181981875,
"10": 0.026303726269882383
},
"shadowMaxDrawdown": -0.20081912675786384,
"shadowTotalReturn": 0.3368261723193995,
"avgForwardReturn1D": 0.0024945047168203035,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-21",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-06-05",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 147,
"5": 147,
"10": 147
},
"baselineAvgForwardReturns": {
"1": 0.0019959990693804996,
"5": 0.009552591634923304,
"10": 0.019461852043517663
}
},
{
"topN": 3,
"ticker": "APA",
"hitRates": {
"1": 0.5025125628140703,
"5": 0.5829145728643216,
"10": 0.592964824120603
},
"hitRate1D": 0.5025125628140703,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.747881982603206,
"eligibleDays": 326,
"fitnessScore": 0.5892165352219083,
"lookbackDays": 63,
"returnLift1D": -0.0011309729006066542,
"hitRateLift1D": -0.01895982982396649,
"portfolioSize": 3,
"activationRate": 0.6104294478527608,
"activationCount": 199,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.6211180124223602,
"10": 0.6277602523659306
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7457829770220742,
"avgForwardReturns": {
"1": 0.0018026698011746592,
"5": 0.01054498528147383,
"10": 0.023954729226368925
},
"shadowMaxDrawdown": -0.23294506112146485,
"shadowTotalReturn": 0.3004321104815184,
"avgForwardReturn1D": 0.0018026698011746592,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18",
"2025-07-24"
],
"horizonObservationCounts": {
"1": 199,
"5": 199,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.0029336427017813134,
"5": 0.01578478783011763,
"10": 0.031495615093899906
}
},
{
"topN": 2,
"ticker": "APA",
"hitRates": {
"1": 0.512,
"5": 0.592,
"10": 0.544
},
"hitRate1D": 0.512,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6812332317198035,
"eligibleDays": 359,
"fitnessScore": 0.5170779066499471,
"lookbackDays": 30,
"returnLift1D": 0.0006681431725982742,
"hitRateLift1D": -0.02281894150417829,
"portfolioSize": 2,
"activationRate": 0.34818941504178275,
"activationCount": 125,
"baselineHitRates": {
"1": 0.5348189415041783,
"5": 0.6140845070422535,
"10": 0.6057142857142858
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8309622894836295,
"avgForwardReturns": {
"1": 0.002664142241978774,
"5": 0.01042646086602279,
"10": 0.02571291551227864
},
"shadowMaxDrawdown": -0.19526626577210626,
"shadowTotalReturn": 0.30883579600940925,
"avgForwardReturn1D": 0.002664142241978774,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-29",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-07-02"
],
"horizonObservationCounts": {
"1": 125,
"5": 125,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.0019959990693804996,
"5": 0.009552591634923304,
"10": 0.019461852043517663
}
},
{
"topN": 3,
"ticker": "APA",
"hitRates": {
"1": 0.5058823529411764,
"5": 0.5529411764705883,
"10": 0.5117647058823529
},
"hitRate1D": 0.5058823529411764,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5490782892108803,
"eligibleDays": 344,
"fitnessScore": 0.39332840610450814,
"lookbackDays": 45,
"returnLift1D": -0.0011271487104081445,
"hitRateLift1D": -0.02900136798905606,
"portfolioSize": 3,
"activationRate": 0.4941860465116279,
"activationCount": 170,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.6264705882352941,
"10": 0.6179104477611941
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5260293113335146,
"avgForwardReturns": {
"1": 0.001501602652483547,
"5": 0.005053601451287883,
"10": 0.015657046459664568
},
"shadowMaxDrawdown": -0.22194638643418907,
"shadowTotalReturn": 0.17697766709563423,
"avgForwardReturn1D": 0.001501602652483547,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 170,
"5": 170,
"10": 170
},
"baselineAvgForwardReturns": {
"1": 0.0026287513628916914,
"5": 0.012541278815202445,
"10": 0.02351927089207774
}
},
{
"topN": 2,
"ticker": "APA",
"hitRates": {
"1": 0.5064935064935064,
"5": 0.577922077922078,
"10": 0.5714285714285714
},
"hitRate1D": 0.5064935064935064,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.5332653699365257,
"eligibleDays": 326,
"fitnessScore": 0.3793168321355823,
"lookbackDays": 63,
"returnLift1D": -0.001414834265464891,
"hitRateLift1D": -0.014978886144530357,
"portfolioSize": 2,
"activationRate": 0.4723926380368098,
"activationCount": 154,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.6211180124223602,
"10": 0.6277602523659306
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5428299266862306,
"avgForwardReturns": {
"1": 0.0015188084363164224,
"5": 0.010775808161135407,
"10": 0.025399630596585145
},
"shadowMaxDrawdown": -0.2099302205345459,
"shadowTotalReturn": 0.17018135845878168,
"avgForwardReturn1D": 0.0015188084363164224,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-10",
"2025-07-14",
"2025-07-15",
"2025-07-31",
"2025-08-08",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21"
],
"horizonObservationCounts": {
"1": 154,
"5": 154,
"10": 154
},
"baselineAvgForwardReturns": {
"1": 0.0029336427017813134,
"5": 0.01578478783011763,
"10": 0.031495615093899906
}
},
{
"topN": 4,
"ticker": "APA",
"hitRates": {
"1": 0.4945652173913043,
"5": 0.5760869565217391,
"10": 0.5380434782608695
},
"hitRate1D": 0.4945652173913043,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.49734660506452544,
"eligibleDays": 344,
"fitnessScore": 0.347664990537091,
"lookbackDays": 45,
"returnLift1D": -0.0013396276659371664,
"hitRateLift1D": -0.040318503538928185,
"portfolioSize": 4,
"activationRate": 0.5348837209302325,
"activationCount": 184,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.6264705882352941,
"10": 0.6179104477611941
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4731431909126212,
"avgForwardReturns": {
"1": 0.001289123696954525,
"5": 0.007837525744507415,
"10": 0.018657259630742527
},
"shadowMaxDrawdown": -0.26323260249388425,
"shadowTotalReturn": 0.15079156409935823,
"avgForwardReturn1D": 0.001289123696954525,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 184,
"5": 184,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.0026287513628916914,
"5": 0.012541278815202445,
"10": 0.02351927089207774
}
},
{
"topN": 5,
"ticker": "APA",
"hitRates": {
"1": 0.4945652173913043,
"5": 0.5760869565217391,
"10": 0.5380434782608695
},
"hitRate1D": 0.4945652173913043,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.49734660506452544,
"eligibleDays": 344,
"fitnessScore": 0.347664990537091,
"lookbackDays": 45,
"returnLift1D": -0.0013396276659371664,
"hitRateLift1D": -0.040318503538928185,
"portfolioSize": 5,
"activationRate": 0.5348837209302325,
"activationCount": 184,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.6264705882352941,
"10": 0.6179104477611941
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4731431909126212,
"avgForwardReturns": {
"1": 0.001289123696954525,
"5": 0.007837525744507415,
"10": 0.018657259630742527
},
"shadowMaxDrawdown": -0.26323260249388425,
"shadowTotalReturn": 0.15079156409935823,
"avgForwardReturn1D": 0.001289123696954525,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 184,
"5": 184,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.0026287513628916914,
"5": 0.012541278815202445,
"10": 0.02351927089207774
}
},
{
"topN": 2,
"ticker": "APA",
"hitRates": {
"1": 0.5109489051094891,
"5": 0.5735294117647058,
"10": 0.5514705882352942
},
"hitRate1D": 0.5109489051094891,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.46307098206894276,
"eligibleDays": 368,
"fitnessScore": 0.31744317860214394,
"lookbackDays": 21,
"returnLift1D": -0.00045352077763816654,
"hitRateLift1D": -0.02709457315138042,
"portfolioSize": 2,
"activationRate": 0.37228260869565216,
"activationCount": 137,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.6236263736263736,
"10": 0.6044568245125348
},
"sampleConfidence": 0.9990267639902677,
"shadowSharpeLike": 0.4824103451551693,
"avgForwardReturns": {
"1": 0.0017091284371249366,
"5": 0.002703534046272632,
"10": 0.016505773069419957
},
"shadowMaxDrawdown": -0.2261727763496031,
"shadowTotalReturn": 0.15593953376132763,
"avgForwardReturn1D": 0.0017091284371249366,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 137,
"5": 136,
"10": 136
},
"baselineAvgForwardReturns": {
"1": 0.002162649214763103,
"5": 0.010232804126506229,
"10": 0.019183709079279257
}
},
{
"topN": 4,
"ticker": "APA",
"hitRates": {
"1": 0.5166666666666667,
"5": 0.5852272727272727,
"10": 0.5804597701149425
},
"hitRate1D": 0.5166666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1884598337627278,
"eligibleDays": 375,
"fitnessScore": 0.028789224109268974,
"lookbackDays": 14,
"returnLift1D": -0.0017918421015122132,
"hitRateLift1D": -0.013999999999999901,
"portfolioSize": 4,
"activationRate": 0.48,
"activationCount": 180,
"baselineHitRates": {
"1": 0.5306666666666666,
"5": 0.6118598382749326,
"10": 0.5956284153005464
},
"sampleConfidence": 0.9962962962962963,
"shadowSharpeLike": -0.03185309030472567,
"avgForwardReturns": {
"1": 0.00009215873830051044,
"5": 0.00242104071393361,
"10": 0.010166654661616755
},
"shadowMaxDrawdown": -0.3069858573178669,
"shadowTotalReturn": -0.09670832978727828,
"avgForwardReturn1D": 0.00009215873830051044,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 180,
"5": 176,
"10": 174
},
"baselineAvgForwardReturns": {
"1": 0.0018840008398127237,
"5": 0.009184189561830156,
"10": 0.018352932722032672
}
},
{
"topN": 5,
"ticker": "APA",
"hitRates": {
"1": 0.5166666666666667,
"5": 0.5852272727272727,
"10": 0.5804597701149425
},
"hitRate1D": 0.5166666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1884598337627278,
"eligibleDays": 375,
"fitnessScore": 0.028789224109268974,
"lookbackDays": 14,
"returnLift1D": -0.0017918421015122132,
"hitRateLift1D": -0.013999999999999901,
"portfolioSize": 5,
"activationRate": 0.48,
"activationCount": 180,
"baselineHitRates": {
"1": 0.5306666666666666,
"5": 0.6118598382749326,
"10": 0.5956284153005464
},
"sampleConfidence": 0.9962962962962963,
"shadowSharpeLike": -0.03185309030472567,
"avgForwardReturns": {
"1": 0.00009215873830051044,
"5": 0.00242104071393361,
"10": 0.010166654661616755
},
"shadowMaxDrawdown": -0.3069858573178669,
"shadowTotalReturn": -0.09670832978727828,
"avgForwardReturn1D": 0.00009215873830051044,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 180,
"5": 176,
"10": 174
},
"baselineAvgForwardReturns": {
"1": 0.0018840008398127237,
"5": 0.009184189561830156,
"10": 0.018352932722032672
}
},
{
"topN": 3,
"ticker": "APA",
"hitRates": {
"1": 0.5283018867924528,
"5": 0.5935483870967742,
"10": 0.5741935483870968
},
"hitRate1D": 0.5283018867924528,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.1850074186295421,
"eligibleDays": 375,
"fitnessScore": 0.023787721165369268,
"lookbackDays": 14,
"returnLift1D": -0.0017859640699658648,
"hitRateLift1D": -0.002364779874213796,
"portfolioSize": 3,
"activationRate": 0.424,
"activationCount": 159,
"baselineHitRates": {
"1": 0.5306666666666666,
"5": 0.6118598382749326,
"10": 0.5956284153005464
},
"sampleConfidence": 0.9966457023060797,
"shadowSharpeLike": -0.037117527905175314,
"avgForwardReturns": {
"1": 0.00009803676984685903,
"5": 0.0025848298649570342,
"10": 0.012196991143848337
},
"shadowMaxDrawdown": -0.29469901086916495,
"shadowTotalReturn": -0.09348706590126321,
"avgForwardReturn1D": 0.00009803676984685903,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-21",
"2025-02-24",
"2025-02-27",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 159,
"5": 155,
"10": 155
},
"baselineAvgForwardReturns": {
"1": 0.0018840008398127237,
"5": 0.009184189561830156,
"10": 0.018352932722032672
}
},
{
"topN": 2,
"ticker": "APA",
"hitRates": {
"1": 0.5214285714285715,
"5": 0.6102941176470589,
"10": 0.5808823529411765
},
"hitRate1D": 0.5214285714285715,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.12702269851307277,
"eligibleDays": 375,
"fitnessScore": -0.07405962631470075,
"lookbackDays": 14,
"returnLift1D": -0.002271391200604791,
"hitRateLift1D": -0.009238095238095156,
"portfolioSize": 2,
"activationRate": 0.37333333333333335,
"activationCount": 140,
"baselineHitRates": {
"1": 0.5306666666666666,
"5": 0.6118598382749326,
"10": 0.5956284153005464
},
"sampleConfidence": 0.9961904761904763,
"shadowSharpeLike": -0.1835544938869109,
"avgForwardReturns": {
"1": -0.000387390360792067,
"5": 0.004397538502420006,
"10": 0.013739924266289663
},
"shadowMaxDrawdown": -0.28244096536131935,
"shadowTotalReturn": -0.14187729950421468,
"avgForwardReturn1D": -0.000387390360792067,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-21",
"2025-02-24",
"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": 140,
"5": 136,
"10": 136
},
"baselineAvgForwardReturns": {
"1": 0.0018840008398127237,
"5": 0.009184189561830156,
"10": 0.018352932722032672
}
},
{
"topN": 2,
"ticker": "APA",
"hitRates": {
"1": 0.4626865671641791,
"5": 0.5149253731343284,
"10": 0.4925373134328358
},
"hitRate1D": 0.4626865671641791,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.044733326961581846,
"eligibleDays": 344,
"fitnessScore": -0.3234797843077959,
"lookbackDays": 45,
"returnLift1D": -0.003902375823006653,
"hitRateLift1D": -0.0721971537660534,
"portfolioSize": 2,
"activationRate": 0.38953488372093026,
"activationCount": 134,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.6264705882352941,
"10": 0.6179104477611941
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.46676907823958874,
"avgForwardReturns": {
"1": -0.0012736244601149616,
"5": -0.0012607867831826477,
"10": 0.011723755683137119
},
"shadowMaxDrawdown": -0.41878453274793204,
"shadowTotalReturn": -0.2204583476717883,
"avgForwardReturn1D": -0.0012736244601149616,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-07-07",
"2025-07-09",
"2025-07-10"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0026287513628916914,
"5": 0.012541278815202445,
"10": 0.02351927089207774
}
}
],
"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": 0.1884598337627278,
"fitnessScore": 0.028789224109268974,
"lookbackDays": 14,
"returnLift1D": -0.0017918421015122132,
"activationRate": 0.48,
"activationCount": 180,
"sampleConfidence": 0.9962962962962963,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.09670832978727828,
"avgForwardReturn1D": 0.00009215873830051044
},
{
"comboQuality": 0.8628164874241818,
"fitnessScore": 0.7545541469638571,
"lookbackDays": 21,
"returnLift1D": 0.0006021479834908056,
"activationRate": 0.46467391304347827,
"activationCount": 171,
"sampleConfidence": 0.9976608187134504,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.4551819532368562,
"avgForwardReturn1D": 0.0027647971982539088
},
{
"comboQuality": 0.9340517130662747,
"fitnessScore": 0.9331453980894591,
"lookbackDays": 30,
"returnLift1D": 0.0014016422511298932,
"activationRate": 0.44846796657381616,
"activationCount": 161,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5935438333360741,
"avgForwardReturn1D": 0.003397641320510393
},
{
"comboQuality": 0.5490782892108803,
"fitnessScore": 0.39332840610450814,
"lookbackDays": 45,
"returnLift1D": -0.0011271487104081445,
"activationRate": 0.4941860465116279,
"activationCount": 170,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.17697766709563423,
"avgForwardReturn1D": 0.001501602652483547
},
{
"comboQuality": 0.8840881605722059,
"fitnessScore": 0.7969799157110551,
"lookbackDays": 63,
"returnLift1D": -0.0007123375971663714,
"activationRate": 0.6533742331288344,
"activationCount": 213,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.4455990476508096,
"avgForwardReturn1D": 0.002221305104614942
}
],
"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": "0d2ce1e561cc4ae312c9a2c0be370d79635bbc5a828386c87185dc2693fb6965",
"size": 13,
"members": [
"APA",
"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