Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"OTIS"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "OTIS",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "OTIS",
"hitRates": {
"1": 0.5384615384615384,
"5": 0.46153846153846156,
"10": 0.23076923076923078
},
"hitRate1D": 0.5384615384615384,
"comboQuality": 0.23109961577995625,
"eligibleDays": 339,
"fitnessScore": 0.08553523525329196,
"lookbackDays": 21,
"returnLift1D": 0.0014770644227468281,
"hitRateLift1D": 0.029585798816567976,
"activationRate": 0.038348082595870206,
"activationCount": 13,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5059880239520959,
"10": 0.45592705167173253
},
"sampleConfidence": 0.8934241761564203,
"shadowSharpeLike": 0.14325486149427386,
"avgForwardReturns": {
"1": 0.0006039196020502214,
"5": -0.022387040320113412,
"10": -0.05083354429682333
},
"shadowMaxDrawdown": -0.018147666255332373,
"shadowTotalReturn": 0.004436054606230755,
"avgForwardReturn1D": 0.0006039196020502214,
"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": 13,
"5": 13,
"10": 13
},
"baselineAvgForwardReturns": {
"1": -0.0008731448206966069,
"5": -0.004290408905308819,
"10": -0.008680287997531603
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.23109961577995625,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.021704621765346387,
"bestRawFitnessScore": 0.08553523525329196,
"upperQuartileComboQuality": 0.0465602208268342
},
"algorithmFit": {
"label": "poor",
"score": 0.0490253519185461,
"rawScore": 0.057842786227046764,
"confidence": 0.695124150005841,
"bestProfile": {
"topN": 2,
"lookbackDays": 21
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
21
]
},
"parameterStability": 0.014279699736031125,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "OTIS",
"hitRates": {
"1": 0.5384615384615384,
"5": 0.46153846153846156,
"10": 0.23076923076923078
},
"hitRate1D": 0.5384615384615384,
"comboQuality": 0.23109961577995625,
"eligibleDays": 339,
"fitnessScore": 0.08553523525329196,
"lookbackDays": 21,
"returnLift1D": 0.0014770644227468281,
"hitRateLift1D": 0.029585798816567976,
"activationRate": 0.038348082595870206,
"activationCount": 13,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5059880239520959,
"10": 0.45592705167173253
},
"sampleConfidence": 0.8934241761564203,
"shadowSharpeLike": 0.14325486149427386,
"avgForwardReturns": {
"1": 0.0006039196020502214,
"5": -0.022387040320113412,
"10": -0.05083354429682333
},
"shadowMaxDrawdown": -0.018147666255332373,
"shadowTotalReturn": 0.004436054606230755,
"avgForwardReturn1D": 0.0006039196020502214,
"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": 13,
"5": 13,
"10": 13
},
"baselineAvgForwardReturns": {
"1": -0.0008731448206966069,
"5": -0.004290408905308819,
"10": -0.008680287997531603
}
},
{
"topN": 2,
"ticker": "OTIS",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.0860201292403331,
"eligibleDays": 297,
"fitnessScore": -0.16990998799808898,
"lookbackDays": 63,
"returnLift1D": 0.0009527330918356524,
"hitRateLift1D": -0.48986486486486486,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48986486486486486,
"5": 0.4897260273972603,
"10": 0.4564459930313589
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0009527330918356524,
"5": -0.004506796901365174,
"10": -0.008438339169302178
}
},
{
"topN": 3,
"ticker": "OTIS",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.0860201292403331,
"eligibleDays": 297,
"fitnessScore": -0.16990998799808898,
"lookbackDays": 63,
"returnLift1D": 0.0009527330918356524,
"hitRateLift1D": -0.48986486486486486,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48986486486486486,
"5": 0.4897260273972603,
"10": 0.4564459930313589
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0009527330918356524,
"5": -0.004506796901365174,
"10": -0.008438339169302178
}
},
{
"topN": 5,
"ticker": "OTIS",
"hitRates": {
"1": 0.55,
"5": 0.3157894736842105,
"10": 0.2631578947368421
},
"hitRate1D": 0.55,
"comboQuality": 0.07924432734620403,
"eligibleDays": 315,
"fitnessScore": -0.18958495475367843,
"lookbackDays": 45,
"returnLift1D": -0.0038838387234992524,
"hitRateLift1D": 0.050000000000000044,
"activationRate": 0.06349206349206349,
"activationCount": 20,
"baselineHitRates": {
"1": 0.5,
"5": 0.5064516129032258,
"10": 0.46885245901639344
},
"sampleConfidence": 0.9933333333333334,
"shadowSharpeLike": -1.1639723394766694,
"avgForwardReturns": {
"1": -0.004759866928776424,
"5": -0.0036042258368506577,
"10": -0.010089967701132603
},
"shadowMaxDrawdown": -0.10385562615469401,
"shadowTotalReturn": -0.10385562615469401,
"avgForwardReturn1D": -0.004759866928776424,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-10-01",
"2025-10-17",
"2025-10-20",
"2025-10-24",
"2025-10-28"
],
"horizonObservationCounts": {
"1": 20,
"5": 19,
"10": 19
},
"baselineAvgForwardReturns": {
"1": -0.0008760282052771714,
"5": -0.003485775148958111,
"10": -0.007188545474006764
}
},
{
"topN": 4,
"ticker": "OTIS",
"hitRates": {
"1": 0.5714285714285714,
"5": 0.42857142857142855,
"10": 0.2857142857142857
},
"hitRate1D": 0.5714285714285714,
"comboQuality": 0.06802614108619007,
"eligibleDays": 315,
"fitnessScore": -0.22583079551265464,
"lookbackDays": 45,
"returnLift1D": -0.011420684793998217,
"hitRateLift1D": 0.0714285714285714,
"activationRate": 0.022222222222222223,
"activationCount": 7,
"baselineHitRates": {
"1": 0.5,
"5": 0.5064516129032258,
"10": 0.46885245901639344
},
"sampleConfidence": 0.7753843880704789,
"shadowSharpeLike": -1.066345208220218,
"avgForwardReturns": {
"1": -0.012296712999275388,
"5": -0.00478943194304344,
"10": -0.006492077152365724
},
"shadowMaxDrawdown": -0.08788424488785573,
"shadowTotalReturn": -0.08788424488785573,
"avgForwardReturn1D": -0.012296712999275388,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-05-01",
"2025-05-02",
"2025-10-30",
"2025-10-31",
"2025-11-03"
],
"horizonObservationCounts": {
"1": 7,
"5": 7,
"10": 7
},
"baselineAvgForwardReturns": {
"1": -0.0008760282052771714,
"5": -0.003485775148958111,
"10": -0.007188545474006764
}
},
{
"topN": 2,
"ticker": "OTIS",
"hitRates": {
"1": 0.5,
"5": 0,
"10": 0
},
"hitRate1D": 0.5,
"comboQuality": 0.039404914073715575,
"eligibleDays": 330,
"fitnessScore": -0.3526057373232311,
"lookbackDays": 30,
"returnLift1D": -0.018759119658803145,
"hitRateLift1D": -0.00455927051671734,
"activationRate": 0.012121212121212121,
"activationCount": 4,
"baselineHitRates": {
"1": 0.5045592705167173,
"5": 0.5015384615384615,
"10": 0.459375
},
"sampleConfidence": 0.6959674775249769,
"shadowSharpeLike": -0.7757801378075729,
"avgForwardReturns": {
"1": -0.019702457868336354,
"5": -0.10604910096972028,
"10": -0.05507388907981578
},
"shadowMaxDrawdown": -0.08990881287972774,
"shadowTotalReturn": -0.08066430522979917,
"avgForwardReturn1D": -0.019702457868336354,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04"
],
"horizonObservationCounts": {
"1": 4,
"5": 4,
"10": 4
},
"baselineAvgForwardReturns": {
"1": -0.0009433382095332077,
"5": -0.0044563207875157945,
"10": -0.007626623671270734
}
},
{
"topN": 3,
"ticker": "OTIS",
"hitRates": {
"1": 0.5,
"5": 0.125,
"10": 0
},
"hitRate1D": 0.5,
"comboQuality": 0.03505709650353172,
"eligibleDays": 330,
"fitnessScore": -0.37931999167211333,
"lookbackDays": 30,
"returnLift1D": -0.012078699516692682,
"hitRateLift1D": -0.00455927051671734,
"activationRate": 0.030303030303030304,
"activationCount": 10,
"baselineHitRates": {
"1": 0.5045592705167173,
"5": 0.5015384615384615,
"10": 0.459375
},
"sampleConfidence": 0.805575396319268,
"shadowSharpeLike": -1.2098749497699326,
"avgForwardReturns": {
"1": -0.013022037726225889,
"5": -0.08250315752553714,
"10": -0.06016810918757777
},
"shadowMaxDrawdown": -0.1386925344719202,
"shadowTotalReturn": -0.1299435612188008,
"avgForwardReturn1D": -0.013022037726225889,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-07-17",
"2026-07-17",
"2026-07-20",
"2026-07-21"
],
"horizonObservationCounts": {
"1": 10,
"5": 8,
"10": 7
},
"baselineAvgForwardReturns": {
"1": -0.0009433382095332077,
"5": -0.0044563207875157945,
"10": -0.007626623671270734
}
},
{
"topN": 3,
"ticker": "OTIS",
"hitRates": {
"1": 0.4473684210526316,
"5": 0.21052631578947367,
"10": 0.2894736842105263
},
"hitRate1D": 0.4473684210526316,
"comboQuality": 0.028360374890000664,
"eligibleDays": 352,
"fitnessScore": -0.42747825300349285,
"lookbackDays": 14,
"returnLift1D": -0.003678131935261759,
"hitRateLift1D": -0.06406015037593987,
"activationRate": 0.10795454545454546,
"activationCount": 38,
"baselineHitRates": {
"1": 0.5114285714285715,
"5": 0.5144508670520231,
"10": 0.47076023391812866
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.4307205096025495,
"avgForwardReturns": {
"1": -0.0045158198324936555,
"5": -0.02297758151829035,
"10": -0.026278519668071307
},
"shadowMaxDrawdown": -0.17972944211973385,
"shadowTotalReturn": -0.17727197244045612,
"avgForwardReturn1D": -0.0045158198324936555,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 38,
"5": 38,
"10": 38
},
"baselineAvgForwardReturns": {
"1": -0.0008376878972318967,
"5": -0.003867546495161667,
"10": -0.0077118722725652514
}
},
{
"topN": 4,
"ticker": "OTIS",
"hitRates": {
"1": 0.16666666666666666,
"5": 0,
"10": 0
},
"hitRate1D": 0.16666666666666666,
"comboQuality": 0.023813481662928123,
"eligibleDays": 297,
"fitnessScore": -0.46694839518189546,
"lookbackDays": 63,
"returnLift1D": -0.002303134211294281,
"hitRateLift1D": -0.32319819819819817,
"activationRate": 0.020202020202020204,
"activationCount": 6,
"baselineHitRates": {
"1": 0.48986486486486486,
"5": 0.4897260273972603,
"10": 0.4564459930313589
},
"sampleConfidence": 0.7512474066278414,
"shadowSharpeLike": -1.6816994720668763,
"avgForwardReturns": {
"1": -0.0032558673031299334,
"5": -0.017483357864873778,
"10": -0.03288454642041183
},
"shadowMaxDrawdown": -0.02334260600988658,
"shadowTotalReturn": -0.02334260600988658,
"avgForwardReturn1D": -0.0032558673031299334,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-22",
"2025-10-30",
"2025-10-31",
"2025-11-07"
],
"horizonObservationCounts": {
"1": 6,
"5": 6,
"10": 6
},
"baselineAvgForwardReturns": {
"1": -0.0009527330918356524,
"5": -0.004506796901365174,
"10": -0.008438339169302178
}
},
{
"topN": 2,
"ticker": "OTIS",
"hitRates": {
"1": 0.42857142857142855,
"5": 0.23809523809523808,
"10": 0.42857142857142855
},
"hitRate1D": 0.42857142857142855,
"comboQuality": 0.023576873102092666,
"eligibleDays": 352,
"fitnessScore": -0.46919854408938344,
"lookbackDays": 14,
"returnLift1D": -0.005888992601070467,
"hitRateLift1D": -0.08285714285714291,
"activationRate": 0.05965909090909091,
"activationCount": 21,
"baselineHitRates": {
"1": 0.5114285714285715,
"5": 0.5144508670520231,
"10": 0.47076023391812866
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.2733222264731185,
"avgForwardReturns": {
"1": -0.006726680498302363,
"5": -0.012193303022821098,
"10": -0.011086425184055676
},
"shadowMaxDrawdown": -0.1575282657030589,
"shadowTotalReturn": -0.14677682545259252,
"avgForwardReturn1D": -0.006726680498302363,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 21,
"5": 21,
"10": 21
},
"baselineAvgForwardReturns": {
"1": -0.0008376878972318967,
"5": -0.003867546495161667,
"10": -0.0077118722725652514
}
},
{
"topN": 3,
"ticker": "OTIS",
"hitRates": {
"1": 0.4,
"5": 0.2,
"10": 0
},
"hitRate1D": 0.4,
"comboQuality": 0.01983237042860011,
"eligibleDays": 315,
"fitnessScore": -0.5080897896414325,
"lookbackDays": 45,
"returnLift1D": -0.01922243378489139,
"hitRateLift1D": -0.09999999999999998,
"activationRate": 0.015873015873015872,
"activationCount": 5,
"baselineHitRates": {
"1": 0.5,
"5": 0.5064516129032258,
"10": 0.46885245901639344
},
"sampleConfidence": 0.7250000000000001,
"shadowSharpeLike": -1.2530223762692754,
"avgForwardReturns": {
"1": -0.02009846199016856,
"5": -0.017237231073560122,
"10": -0.023016576413432133
},
"shadowMaxDrawdown": -0.1008866048332473,
"shadowTotalReturn": -0.1008866048332473,
"avgForwardReturn1D": -0.02009846199016856,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-05-01",
"2025-10-30",
"2025-10-31",
"2025-11-03"
],
"horizonObservationCounts": {
"1": 5,
"5": 5,
"10": 5
},
"baselineAvgForwardReturns": {
"1": -0.0008760282052771714,
"5": -0.003485775148958111,
"10": -0.007188545474006764
}
},
{
"topN": 5,
"ticker": "OTIS",
"hitRates": {
"1": 0.2222222222222222,
"5": 0,
"10": 0
},
"hitRate1D": 0.2222222222222222,
"comboQuality": 0.019125335344664287,
"eligibleDays": 297,
"fitnessScore": -0.5162347704216784,
"lookbackDays": 63,
"returnLift1D": -0.00481312870305362,
"hitRateLift1D": -0.26764264264264265,
"activationRate": 0.030303030303030304,
"activationCount": 9,
"baselineHitRates": {
"1": 0.48986486486486486,
"5": 0.4897260273972603,
"10": 0.4564459930313589
},
"sampleConfidence": 0.8189512162874653,
"shadowSharpeLike": -1.6523789477982336,
"avgForwardReturns": {
"1": -0.005765861794889273,
"5": -0.019074980874559427,
"10": -0.030274568350907152
},
"shadowMaxDrawdown": -0.05527271285877,
"shadowTotalReturn": -0.05482923920838767,
"avgForwardReturn1D": -0.005765861794889273,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-10-30",
"2025-10-31",
"2025-11-03",
"2025-11-07",
"2025-11-26"
],
"horizonObservationCounts": {
"1": 9,
"5": 9,
"10": 9
},
"baselineAvgForwardReturns": {
"1": -0.0009527330918356524,
"5": -0.004506796901365174,
"10": -0.008438339169302178
}
},
{
"topN": 4,
"ticker": "OTIS",
"hitRates": {
"1": 0.4262295081967213,
"5": 0.3,
"10": 0.31666666666666665
},
"hitRate1D": 0.4262295081967213,
"comboQuality": 0.014060472522657479,
"eligibleDays": 352,
"fitnessScore": -0.5850500561950338,
"lookbackDays": 14,
"returnLift1D": -0.003854825404497851,
"hitRateLift1D": -0.08519906323185017,
"activationRate": 0.17329545454545456,
"activationCount": 61,
"baselineHitRates": {
"1": 0.5114285714285715,
"5": 0.5144508670520231,
"10": 0.47076023391812866
},
"sampleConfidence": 0.9978142076502733,
"shadowSharpeLike": -1.8339926892221576,
"avgForwardReturns": {
"1": -0.004692513301729748,
"5": -0.0201336422960008,
"10": -0.025277349857587575
},
"shadowMaxDrawdown": -0.27301669074174273,
"shadowTotalReturn": -0.27301669074174273,
"avgForwardReturn1D": -0.004692513301729748,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 61,
"5": 60,
"10": 60
},
"baselineAvgForwardReturns": {
"1": -0.0008376878972318967,
"5": -0.003867546495161667,
"10": -0.0077118722725652514
}
},
{
"topN": 3,
"ticker": "OTIS",
"hitRates": {
"1": 0.4166666666666667,
"5": 0.375,
"10": 0.13043478260869565
},
"hitRate1D": 0.4166666666666667,
"comboQuality": 0.013390032171314596,
"eligibleDays": 339,
"fitnessScore": -0.5959481305170033,
"lookbackDays": 21,
"returnLift1D": -0.00749156833197142,
"hitRateLift1D": -0.09220907297830377,
"activationRate": 0.07079646017699115,
"activationCount": 24,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5059880239520959,
"10": 0.45592705167173253
},
"sampleConfidence": 0.9972222222222222,
"shadowSharpeLike": -1.4985819217522147,
"avgForwardReturns": {
"1": -0.008364713152668027,
"5": -0.026654491834751447,
"10": -0.04414609919578328
},
"shadowMaxDrawdown": -0.21617253074063392,
"shadowTotalReturn": -0.19629414159146175,
"avgForwardReturn1D": -0.008364713152668027,
"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": 24,
"5": 24,
"10": 23
},
"baselineAvgForwardReturns": {
"1": -0.0008731448206966069,
"5": -0.004290408905308819,
"10": -0.008680287997531603
}
},
{
"topN": 5,
"ticker": "OTIS",
"hitRates": {
"1": 0.4069767441860465,
"5": 0.34523809523809523,
"10": 0.4146341463414634
},
"hitRate1D": 0.4069767441860465,
"comboQuality": 0.009398011248898806,
"eligibleDays": 352,
"fitnessScore": -0.6747192406327662,
"lookbackDays": 14,
"returnLift1D": -0.0034330506644323668,
"hitRateLift1D": -0.10445182724252494,
"activationRate": 0.24431818181818182,
"activationCount": 86,
"baselineHitRates": {
"1": 0.5114285714285715,
"5": 0.5144508670520231,
"10": 0.47076023391812866
},
"sampleConfidence": 0.9953488372093023,
"shadowSharpeLike": -2.2049120494288017,
"avgForwardReturns": {
"1": -0.004270738561664263,
"5": -0.014832661828833308,
"10": -0.018185688870745783
},
"shadowMaxDrawdown": -0.3346063541863177,
"shadowTotalReturn": -0.3346063541863177,
"avgForwardReturn1D": -0.004270738561664263,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 86,
"5": 84,
"10": 82
},
"baselineAvgForwardReturns": {
"1": -0.0008376878972318967,
"5": -0.003867546495161667,
"10": -0.0077118722725652514
}
},
{
"topN": 4,
"ticker": "OTIS",
"hitRates": {
"1": 0.5,
"5": 0.4,
"10": 0.35294117647058826
},
"hitRate1D": 0.5,
"comboQuality": 0.007981294977117371,
"eligibleDays": 330,
"fitnessScore": -0.7109810831062505,
"lookbackDays": 30,
"returnLift1D": -0.013306836172849116,
"hitRateLift1D": -0.00455927051671734,
"activationRate": 0.06666666666666667,
"activationCount": 22,
"baselineHitRates": {
"1": 0.5045592705167173,
"5": 0.5015384615384615,
"10": 0.459375
},
"sampleConfidence": 0.9787878787878789,
"shadowSharpeLike": -1.6200582372662429,
"avgForwardReturns": {
"1": -0.014250174382382323,
"5": -0.04282415253195114,
"10": -0.04443578337590644
},
"shadowMaxDrawdown": -0.2945592911564078,
"shadowTotalReturn": -0.2873935783995236,
"avgForwardReturn1D": -0.014250174382382323,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-04-23",
"2025-07-16",
"2025-07-17",
"2025-07-18"
],
"horizonObservationCounts": {
"1": 22,
"5": 20,
"10": 17
},
"baselineAvgForwardReturns": {
"1": -0.0009433382095332077,
"5": -0.0044563207875157945,
"10": -0.007626623671270734
}
},
{
"topN": 5,
"ticker": "OTIS",
"hitRates": {
"1": 0.4027777777777778,
"5": 0.3888888888888889,
"10": 0.2753623188405797
},
"hitRate1D": 0.4027777777777778,
"comboQuality": 0.0069731630254809655,
"eligibleDays": 339,
"fitnessScore": -0.7409115277146675,
"lookbackDays": 21,
"returnLift1D": -0.004632653698576563,
"hitRateLift1D": -0.10609796186719267,
"activationRate": 0.21238938053097345,
"activationCount": 72,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5059880239520959,
"10": 0.45592705167173253
},
"sampleConfidence": 0.9972222222222222,
"shadowSharpeLike": -1.9142700847029899,
"avgForwardReturns": {
"1": -0.005505798519273171,
"5": -0.01766248400861055,
"10": -0.03225646342271039
},
"shadowMaxDrawdown": -0.37030022290506914,
"shadowTotalReturn": -0.35433061516974995,
"avgForwardReturn1D": -0.005505798519273171,
"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": 72,
"5": 72,
"10": 69
},
"baselineAvgForwardReturns": {
"1": -0.0008731448206966069,
"5": -0.004290408905308819,
"10": -0.008680287997531603
}
},
{
"topN": 5,
"ticker": "OTIS",
"hitRates": {
"1": 0.40476190476190477,
"5": 0.38461538461538464,
"10": 0.2571428571428571
},
"hitRate1D": 0.40476190476190477,
"comboQuality": 0.004494977797655376,
"eligibleDays": 330,
"fitnessScore": -0.8380636767619564,
"lookbackDays": 30,
"returnLift1D": -0.00855959710266505,
"hitRateLift1D": -0.09979736575481257,
"activationRate": 0.12727272727272726,
"activationCount": 42,
"baselineHitRates": {
"1": 0.5045592705167173,
"5": 0.5015384615384615,
"10": 0.459375
},
"sampleConfidence": 0.9841269841269842,
"shadowSharpeLike": -1.987596546175521,
"avgForwardReturns": {
"1": -0.009502935312198257,
"5": -0.0260520158665968,
"10": -0.027923528775020974
},
"shadowMaxDrawdown": -0.35731749617709396,
"shadowTotalReturn": -0.3507892675697325,
"avgForwardReturn1D": -0.009502935312198257,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-23",
"2025-07-16"
],
"horizonObservationCounts": {
"1": 42,
"5": 39,
"10": 35
},
"baselineAvgForwardReturns": {
"1": -0.0009433382095332077,
"5": -0.0044563207875157945,
"10": -0.007626623671270734
}
},
{
"topN": 4,
"ticker": "OTIS",
"hitRates": {
"1": 0.38636363636363635,
"5": 0.3181818181818182,
"10": 0.16666666666666666
},
"hitRate1D": 0.38636363636363635,
"comboQuality": 0.0038928671366181998,
"eligibleDays": 339,
"fitnessScore": -0.869835952645338,
"lookbackDays": 21,
"returnLift1D": -0.008186129569072087,
"hitRateLift1D": -0.1225121032813341,
"activationRate": 0.12979351032448377,
"activationCount": 44,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5059880239520959,
"10": 0.45592705167173253
},
"sampleConfidence": 0.9969696969696971,
"shadowSharpeLike": -1.9686745698054864,
"avgForwardReturns": {
"1": -0.009059274389768694,
"5": -0.029938080152122647,
"10": -0.041057723597637874
},
"shadowMaxDrawdown": -0.36777480292694686,
"shadowTotalReturn": -0.35174114885099916,
"avgForwardReturn1D": -0.009059274389768694,
"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": 44,
"5": 44,
"10": 42
},
"baselineAvgForwardReturns": {
"1": -0.0008731448206966069,
"5": -0.004290408905308819,
"10": -0.008680287997531603
}
},
{
"topN": 2,
"ticker": "OTIS",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.0009874395711504053,
"eligibleDays": 315,
"fitnessScore": -1.1722696124729242,
"lookbackDays": 45,
"returnLift1D": -0.0663295499361624,
"hitRateLift1D": -0.5,
"activationRate": 0.0031746031746031746,
"activationCount": 1,
"baselineHitRates": {
"1": 0.5,
"5": 0.5064516129032258,
"10": 0.46885245901639344
},
"sampleConfidence": 0.5729837387624885,
"shadowSharpeLike": -0.9010290820388428,
"avgForwardReturns": {
"1": -0.06720557814143957,
"5": -0.04092969340021213,
"10": -0.0278928403849249
},
"shadowMaxDrawdown": -0.0681717253523687,
"shadowTotalReturn": -0.0681717253523687,
"avgForwardReturn1D": -0.06720557814143957,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23"
],
"horizonObservationCounts": {
"1": 1,
"5": 1,
"10": 1
},
"baselineAvgForwardReturns": {
"1": -0.0008760282052771714,
"5": -0.003485775148958111,
"10": -0.007188545474006764
}
}
],
"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": 3,
"comboQuality": 0.028360374890000664,
"fitnessScore": -0.42747825300349285,
"lookbackDays": 14,
"returnLift1D": -0.003678131935261759,
"activationRate": 0.10795454545454546,
"activationCount": 38,
"sampleConfidence": 1,
"shadowTotalReturn": -0.17727197244045612,
"avgForwardReturn1D": -0.0045158198324936555
},
{
"bestTopN": 2,
"comboQuality": 0.23109961577995625,
"fitnessScore": 0.08553523525329196,
"lookbackDays": 21,
"returnLift1D": 0.0014770644227468281,
"activationRate": 0.038348082595870206,
"activationCount": 13,
"sampleConfidence": 0.8934241761564203,
"shadowTotalReturn": 0.004436054606230755,
"avgForwardReturn1D": 0.0006039196020502214
},
{
"bestTopN": 2,
"comboQuality": 0.039404914073715575,
"fitnessScore": -0.3526057373232311,
"lookbackDays": 30,
"returnLift1D": -0.018759119658803145,
"activationRate": 0.012121212121212121,
"activationCount": 4,
"sampleConfidence": 0.6959674775249769,
"shadowTotalReturn": -0.08066430522979917,
"avgForwardReturn1D": -0.019702457868336354
},
{
"bestTopN": 5,
"comboQuality": 0.07924432734620403,
"fitnessScore": -0.18958495475367843,
"lookbackDays": 45,
"returnLift1D": -0.0038838387234992524,
"activationRate": 0.06349206349206349,
"activationCount": 20,
"sampleConfidence": 0.9933333333333334,
"shadowTotalReturn": -0.10385562615469401,
"avgForwardReturn1D": -0.004759866928776424
},
{
"bestTopN": 2,
"comboQuality": 0.0860201292403331,
"fitnessScore": -0.16990998799808898,
"lookbackDays": 63,
"returnLift1D": 0.0009527330918356524,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
}
],
"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": "42a8d0410004aa972669303d7b250ac6ff00c16446adc4104e91b1a53550d8bc",
"size": 13,
"members": [
"OTIS",
"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",
"OTIS"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "OTIS",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "OTIS",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.5185185185185185,
"10": 0.5185185185185185
},
"hitRate1D": 0.5555555555555556,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.30805384554696724,
"eligibleDays": 368,
"fitnessScore": 0.17196861895425666,
"lookbackDays": 21,
"returnLift1D": 0.0017593482816579214,
"hitRateLift1D": 0.03653381642512077,
"portfolioSize": 2,
"activationRate": 0.07336956521739131,
"activationCount": 27,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5274725274725275,
"10": 0.49303621169916434
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4015199290167049,
"avgForwardReturns": {
"1": 0.0011705794068675344,
"5": -0.007326519425674329,
"10": -0.020206964910073393
},
"shadowMaxDrawdown": -0.042303706918465744,
"shadowTotalReturn": 0.02632867572090425,
"avgForwardReturn1D": 0.0011705794068675344,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-26",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12"
],
"horizonObservationCounts": {
"1": 27,
"5": 27,
"10": 27
},
"baselineAvgForwardReturns": {
"1": -0.000588768874790387,
"5": -0.0028957732185474977,
"10": -0.006051156235312598
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.30805384554696724,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.07269470013235103,
"bestRawFitnessScore": 0.17196861895425666,
"upperQuartileComboQuality": 0.1278930256506145
},
"algorithmFit": {
"label": "poor",
"score": 0.13131242510968594,
"rawScore": 0.1413833178256766,
"confidence": 0.8575377509755727,
"bestProfile": {
"lookbackDays": 21,
"portfolioSize": 2
},
"profileBreadth": 0,
"recommendedRegion": {
"lookbackDays": [
21
],
"portfolioSizes": [
2
]
},
"parameterStability": 0.17062052264018737,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "OTIS",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.5185185185185185,
"10": 0.5185185185185185
},
"hitRate1D": 0.5555555555555556,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.30805384554696724,
"eligibleDays": 368,
"fitnessScore": 0.17196861895425666,
"lookbackDays": 21,
"returnLift1D": 0.0017593482816579214,
"hitRateLift1D": 0.03653381642512077,
"portfolioSize": 2,
"activationRate": 0.07336956521739131,
"activationCount": 27,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5274725274725275,
"10": 0.49303621169916434
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4015199290167049,
"avgForwardReturns": {
"1": 0.0011705794068675344,
"5": -0.007326519425674329,
"10": -0.020206964910073393
},
"shadowMaxDrawdown": -0.042303706918465744,
"shadowTotalReturn": 0.02632867572090425,
"avgForwardReturn1D": 0.0011705794068675344,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-26",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12"
],
"horizonObservationCounts": {
"1": 27,
"5": 27,
"10": 27
},
"baselineAvgForwardReturns": {
"1": -0.000588768874790387,
"5": -0.0028957732185474977,
"10": -0.006051156235312598
}
},
{
"topN": 2,
"ticker": "OTIS",
"hitRates": {
"1": 0.5806451612903226,
"5": 0.5483870967741935,
"10": 0.5806451612903226
},
"hitRate1D": 0.5806451612903226,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.1990770696104982,
"eligibleDays": 359,
"fitnessScore": 0.043744007875950106,
"lookbackDays": 30,
"returnLift1D": -0.0004794593322839354,
"hitRateLift1D": 0.06532482702848419,
"portfolioSize": 2,
"activationRate": 0.08635097493036212,
"activationCount": 31,
"baselineHitRates": {
"1": 0.5153203342618384,
"5": 0.5154929577464789,
"10": 0.48
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.2900448321379627,
"avgForwardReturns": {
"1": -0.0011591032494919881,
"5": -0.00849739039540421,
"10": -0.011684154027018192
},
"shadowMaxDrawdown": -0.08990881287972785,
"shadowTotalReturn": -0.041959651408230214,
"avgForwardReturn1D": -0.0011591032494919881,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-06"
],
"horizonObservationCounts": {
"1": 31,
"5": 31,
"10": 31
},
"baselineAvgForwardReturns": {
"1": -0.0006796439172080527,
"5": -0.0034876092887230763,
"10": -0.007113054822472769
}
},
{
"topN": 3,
"ticker": "OTIS",
"hitRates": {
"1": 0.5789473684210527,
"5": 0.5277777777777778,
"10": 0.5428571428571428
},
"hitRate1D": 0.5789473684210527,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.1397440153753949,
"eligibleDays": 359,
"fitnessScore": -0.049831897117023766,
"lookbackDays": 30,
"returnLift1D": -0.001423422804752075,
"hitRateLift1D": 0.06362703415921422,
"portfolioSize": 3,
"activationRate": 0.10584958217270195,
"activationCount": 38,
"baselineHitRates": {
"1": 0.5153203342618384,
"5": 0.5154929577464789,
"10": 0.48
},
"sampleConfidence": 0.9912280701754387,
"shadowSharpeLike": -0.6224661296463002,
"avgForwardReturns": {
"1": -0.0021030667219601278,
"5": -0.013746489065261464,
"10": -0.015198876813875052
},
"shadowMaxDrawdown": -0.1386925344719202,
"shadowTotalReturn": -0.08657391867177733,
"avgForwardReturn1D": -0.0021030667219601278,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05"
],
"horizonObservationCounts": {
"1": 38,
"5": 36,
"10": 35
},
"baselineAvgForwardReturns": {
"1": -0.0006796439172080527,
"5": -0.0034876092887230763,
"10": -0.007113054822472769
}
},
{
"topN": 2,
"ticker": "OTIS",
"hitRates": {
"1": 0.6071428571428571,
"5": 0.4642857142857143,
"10": 0.32142857142857145
},
"hitRate1D": 0.6071428571428571,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.13226035627536264,
"eligibleDays": 344,
"fitnessScore": -0.06384625569048852,
"lookbackDays": 45,
"returnLift1D": -0.0027439874350281557,
"hitRateLift1D": 0.09842192691029894,
"portfolioSize": 2,
"activationRate": 0.08139534883720931,
"activationCount": 28,
"baselineHitRates": {
"1": 0.5087209302325582,
"5": 0.5088235294117647,
"10": 0.4626865671641791
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6924447993989259,
"avgForwardReturns": {
"1": -0.0036640048668148523,
"5": -0.019137733008325792,
"10": -0.02614611134280336
},
"shadowMaxDrawdown": -0.10991235554283807,
"shadowTotalReturn": -0.10711633960434952,
"avgForwardReturn1D": -0.0036640048668148523,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 28,
"5": 28,
"10": 28
},
"baselineAvgForwardReturns": {
"1": -0.0009200174317866965,
"5": -0.004102414959914508,
"10": -0.008307960238057936
}
},
{
"topN": 4,
"ticker": "OTIS",
"hitRates": {
"1": 0.6176470588235294,
"5": 0.47058823529411764,
"10": 0.3235294117647059
},
"hitRate1D": 0.6176470588235294,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1278930256506145,
"eligibleDays": 344,
"fitnessScore": -0.07233794151974823,
"lookbackDays": 45,
"returnLift1D": -0.0026524398953987156,
"hitRateLift1D": 0.10892612859097128,
"portfolioSize": 4,
"activationRate": 0.09883720930232558,
"activationCount": 34,
"baselineHitRates": {
"1": 0.5087209302325582,
"5": 0.5088235294117647,
"10": 0.4626865671641791
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.8069598732745037,
"avgForwardReturns": {
"1": -0.0035724573271854122,
"5": -0.015542731012771002,
"10": -0.022048318155297918
},
"shadowMaxDrawdown": -0.12874186582604175,
"shadowTotalReturn": -0.12600499868171255,
"avgForwardReturn1D": -0.0035724573271854122,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 34,
"5": 34,
"10": 34
},
"baselineAvgForwardReturns": {
"1": -0.0009200174317866965,
"5": -0.004102414959914508,
"10": -0.008307960238057936
}
},
{
"topN": 5,
"ticker": "OTIS",
"hitRates": {
"1": 0.6176470588235294,
"5": 0.47058823529411764,
"10": 0.3235294117647059
},
"hitRate1D": 0.6176470588235294,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1278930256506145,
"eligibleDays": 344,
"fitnessScore": -0.07233794151974823,
"lookbackDays": 45,
"returnLift1D": -0.0026524398953987156,
"hitRateLift1D": 0.10892612859097128,
"portfolioSize": 5,
"activationRate": 0.09883720930232558,
"activationCount": 34,
"baselineHitRates": {
"1": 0.5087209302325582,
"5": 0.5088235294117647,
"10": 0.4626865671641791
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.8069598732745037,
"avgForwardReturns": {
"1": -0.0035724573271854122,
"5": -0.015542731012771002,
"10": -0.022048318155297918
},
"shadowMaxDrawdown": -0.12874186582604175,
"shadowTotalReturn": -0.12600499868171255,
"avgForwardReturn1D": -0.0035724573271854122,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 34,
"5": 34,
"10": 34
},
"baselineAvgForwardReturns": {
"1": -0.0009200174317866965,
"5": -0.004102414959914508,
"10": -0.008307960238057936
}
},
{
"topN": 3,
"ticker": "OTIS",
"hitRates": {
"1": 0.59375,
"5": 0.4375,
"10": 0.28125
},
"hitRate1D": 0.59375,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.09581548503240592,
"eligibleDays": 344,
"fitnessScore": -0.14381401035083088,
"lookbackDays": 45,
"returnLift1D": -0.00332619719572015,
"hitRateLift1D": 0.08502906976744184,
"portfolioSize": 3,
"activationRate": 0.09302325581395349,
"activationCount": 32,
"baselineHitRates": {
"1": 0.5087209302325582,
"5": 0.5088235294117647,
"10": 0.4626865671641791
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.9029281250314907,
"avgForwardReturns": {
"1": -0.004246214627506847,
"5": -0.018159780818772207,
"10": -0.025602536227522805
},
"shadowMaxDrawdown": -0.14116179367224724,
"shadowTotalReturn": -0.13846394101871462,
"avgForwardReturn1D": -0.004246214627506847,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 32,
"5": 32,
"10": 32
},
"baselineAvgForwardReturns": {
"1": -0.0009200174317866965,
"5": -0.004102414959914508,
"10": -0.008307960238057936
}
},
{
"topN": 2,
"ticker": "OTIS",
"hitRates": {
"1": 0.5161290322580645,
"5": 0.3870967741935484,
"10": 0.5806451612903226
},
"hitRate1D": 0.5161290322580645,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.08056279116347213,
"eligibleDays": 375,
"fitnessScore": -0.1856394688722686,
"lookbackDays": 14,
"returnLift1D": -0.002110240341734887,
"hitRateLift1D": -0.003870967741935516,
"portfolioSize": 2,
"activationRate": 0.08266666666666667,
"activationCount": 31,
"baselineHitRates": {
"1": 0.52,
"5": 0.5202156334231806,
"10": 0.49453551912568305
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.7241276828952627,
"avgForwardReturns": {
"1": -0.002733061011911526,
"5": -0.0034412969176613024,
"10": -0.0013195887422945956
},
"shadowMaxDrawdown": -0.15710645388131428,
"shadowTotalReturn": -0.09785589276925433,
"avgForwardReturn1D": -0.002733061011911526,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07"
],
"horizonObservationCounts": {
"1": 31,
"5": 31,
"10": 31
},
"baselineAvgForwardReturns": {
"1": -0.0006228206701766392,
"5": -0.003027993577225766,
"10": -0.0058301597508956865
}
},
{
"topN": 4,
"ticker": "OTIS",
"hitRates": {
"1": 0.5294117647058824,
"5": 0.5294117647058824,
"10": 0.4411764705882353
},
"hitRate1D": 0.5294117647058824,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.07900860335435679,
"eligibleDays": 326,
"fitnessScore": -0.19029666792990996,
"lookbackDays": 63,
"returnLift1D": -0.0023944623717926782,
"hitRateLift1D": 0.02634428004330569,
"portfolioSize": 4,
"activationRate": 0.10429447852760736,
"activationCount": 34,
"baselineHitRates": {
"1": 0.5030674846625767,
"5": 0.5062111801242236,
"10": 0.4637223974763407
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.797906518768379,
"avgForwardReturns": {
"1": -0.0033791310193774403,
"5": -0.0004907042385143311,
"10": -0.0018199433416626494
},
"shadowMaxDrawdown": -0.14828690039794,
"shadowTotalReturn": -0.12201347006275343,
"avgForwardReturn1D": -0.0033791310193774403,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 34,
"5": 34,
"10": 34
},
"baselineAvgForwardReturns": {
"1": -0.0009846686475847622,
"5": -0.0034776194637528143,
"10": -0.007178678575578771
}
},
{
"topN": 5,
"ticker": "OTIS",
"hitRates": {
"1": 0.5294117647058824,
"5": 0.5294117647058824,
"10": 0.4411764705882353
},
"hitRate1D": 0.5294117647058824,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.07900860335435679,
"eligibleDays": 326,
"fitnessScore": -0.19029666792990996,
"lookbackDays": 63,
"returnLift1D": -0.0023944623717926782,
"hitRateLift1D": 0.02634428004330569,
"portfolioSize": 5,
"activationRate": 0.10429447852760736,
"activationCount": 34,
"baselineHitRates": {
"1": 0.5030674846625767,
"5": 0.5062111801242236,
"10": 0.4637223974763407
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.797906518768379,
"avgForwardReturns": {
"1": -0.0033791310193774403,
"5": -0.0004907042385143311,
"10": -0.0018199433416626494
},
"shadowMaxDrawdown": -0.14828690039794,
"shadowTotalReturn": -0.12201347006275343,
"avgForwardReturn1D": -0.0033791310193774403,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 34,
"5": 34,
"10": 34
},
"baselineAvgForwardReturns": {
"1": -0.0009846686475847622,
"5": -0.0034776194637528143,
"10": -0.007178678575578771
}
},
{
"topN": 3,
"ticker": "OTIS",
"hitRates": {
"1": 0.5,
"5": 0.32,
"10": 0.44
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.06638079691034528,
"eligibleDays": 375,
"fitnessScore": -0.23160538438755912,
"lookbackDays": 14,
"returnLift1D": -0.0017123208377908964,
"hitRateLift1D": -0.020000000000000018,
"portfolioSize": 3,
"activationRate": 0.13333333333333333,
"activationCount": 50,
"baselineHitRates": {
"1": 0.52,
"5": 0.5202156334231806,
"10": 0.49453551912568305
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.9335757194534988,
"avgForwardReturns": {
"1": -0.0023351415079675354,
"5": -0.01451155363318391,
"10": -0.015153265555401434
},
"shadowMaxDrawdown": -0.17931874606400067,
"shadowTotalReturn": -0.13336594088449205,
"avgForwardReturn1D": -0.0023351415079675354,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-03",
"2025-02-20",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05"
],
"horizonObservationCounts": {
"1": 50,
"5": 50,
"10": 50
},
"baselineAvgForwardReturns": {
"1": -0.0006228206701766392,
"5": -0.003027993577225766,
"10": -0.0058301597508956865
}
},
{
"topN": 3,
"ticker": "OTIS",
"hitRates": {
"1": 0.5,
"5": 0.5217391304347826,
"10": 0.4888888888888889
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.04951941196784659,
"eligibleDays": 368,
"fitnessScore": -0.300012656733492,
"lookbackDays": 21,
"returnLift1D": -0.0027281044340979506,
"hitRateLift1D": -0.01902173913043481,
"portfolioSize": 3,
"activationRate": 0.125,
"activationCount": 46,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5274725274725275,
"10": 0.49303621169916434
},
"sampleConfidence": 0.9985507246376812,
"shadowSharpeLike": -1.0142185763468567,
"avgForwardReturns": {
"1": -0.0033168733088883378,
"5": -0.00944498613836052,
"10": -0.01399060263480539
},
"shadowMaxDrawdown": -0.21617253074063392,
"shadowTotalReturn": -0.15875261260722728,
"avgForwardReturn1D": -0.0033168733088883378,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28"
],
"horizonObservationCounts": {
"1": 46,
"5": 46,
"10": 45
},
"baselineAvgForwardReturns": {
"1": -0.000588768874790387,
"5": -0.0028957732185474977,
"10": -0.006051156235312598
}
},
{
"topN": 4,
"ticker": "OTIS",
"hitRates": {
"1": 0.5769230769230769,
"5": 0.56,
"10": 0.574468085106383
},
"hitRate1D": 0.5769230769230769,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.04299814800265538,
"eligibleDays": 359,
"fitnessScore": -0.3325826219524776,
"lookbackDays": 30,
"returnLift1D": -0.004073004770362654,
"hitRateLift1D": 0.06160274266123844,
"portfolioSize": 4,
"activationRate": 0.14484679665738162,
"activationCount": 52,
"baselineHitRates": {
"1": 0.5153203342618384,
"5": 0.5154929577464789,
"10": 0.48
},
"sampleConfidence": 0.9910256410256411,
"shadowSharpeLike": -1.166510628056948,
"avgForwardReturns": {
"1": -0.004752648687570706,
"5": -0.01292560184386163,
"10": -0.017116126179771145
},
"shadowMaxDrawdown": -0.29455929115640767,
"shadowTotalReturn": -0.23980756538890136,
"avgForwardReturn1D": -0.004752648687570706,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 52,
"5": 50,
"10": 47
},
"baselineAvgForwardReturns": {
"1": -0.0006796439172080527,
"5": -0.0034876092887230763,
"10": -0.007113054822472769
}
},
{
"topN": 5,
"ticker": "OTIS",
"hitRates": {
"1": 0.5769230769230769,
"5": 0.56,
"10": 0.574468085106383
},
"hitRate1D": 0.5769230769230769,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.04299814800265538,
"eligibleDays": 359,
"fitnessScore": -0.3325826219524776,
"lookbackDays": 30,
"returnLift1D": -0.004073004770362654,
"hitRateLift1D": 0.06160274266123844,
"portfolioSize": 5,
"activationRate": 0.14484679665738162,
"activationCount": 52,
"baselineHitRates": {
"1": 0.5153203342618384,
"5": 0.5154929577464789,
"10": 0.48
},
"sampleConfidence": 0.9910256410256411,
"shadowSharpeLike": -1.166510628056948,
"avgForwardReturns": {
"1": -0.004752648687570706,
"5": -0.01292560184386163,
"10": -0.017116126179771145
},
"shadowMaxDrawdown": -0.29455929115640767,
"shadowTotalReturn": -0.23980756538890136,
"avgForwardReturn1D": -0.004752648687570706,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 52,
"5": 50,
"10": 47
},
"baselineAvgForwardReturns": {
"1": -0.0006796439172080527,
"5": -0.0034876092887230763,
"10": -0.007113054822472769
}
},
{
"topN": 3,
"ticker": "OTIS",
"hitRates": {
"1": 0.5,
"5": 0.5909090909090909,
"10": 0.45454545454545453
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.03807414114215858,
"eligibleDays": 326,
"fitnessScore": -0.36046844800277844,
"lookbackDays": 63,
"returnLift1D": -0.005950945594768258,
"hitRateLift1D": -0.0030674846625766694,
"portfolioSize": 3,
"activationRate": 0.06748466257668712,
"activationCount": 22,
"baselineHitRates": {
"1": 0.5030674846625767,
"5": 0.5062111801242236,
"10": 0.4637223974763407
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.053243005374863,
"avgForwardReturns": {
"1": -0.00693561424235302,
"5": -0.0042030584269096664,
"10": -0.0026892713792608988
},
"shadowMaxDrawdown": -0.15159507205253464,
"shadowTotalReturn": -0.15159507205253464,
"avgForwardReturn1D": -0.00693561424235302,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 22,
"5": 22,
"10": 22
},
"baselineAvgForwardReturns": {
"1": -0.0009846686475847622,
"5": -0.0034776194637528143,
"10": -0.007178678575578771
}
},
{
"topN": 4,
"ticker": "OTIS",
"hitRates": {
"1": 0.4605263157894737,
"5": 0.36,
"10": 0.4266666666666667
},
"hitRate1D": 0.4605263157894737,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.025010369873624715,
"eligibleDays": 375,
"fitnessScore": -0.45588998630006217,
"lookbackDays": 14,
"returnLift1D": -0.0026683256385665504,
"hitRateLift1D": -0.059473684210526345,
"portfolioSize": 4,
"activationRate": 0.20266666666666666,
"activationCount": 76,
"baselineHitRates": {
"1": 0.52,
"5": 0.5202156334231806,
"10": 0.49453551912568305
},
"sampleConfidence": 0.9982456140350878,
"shadowSharpeLike": -1.4983338767280807,
"avgForwardReturns": {
"1": -0.0032911463087431894,
"5": -0.014367736487032967,
"10": -0.01648896734717193
},
"shadowMaxDrawdown": -0.27265270208601333,
"shadowTotalReturn": -0.24861160453448417,
"avgForwardReturn1D": -0.0032911463087431894,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-02-03",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28"
],
"horizonObservationCounts": {
"1": 76,
"5": 75,
"10": 75
},
"baselineAvgForwardReturns": {
"1": -0.0006228206701766392,
"5": -0.003027993577225766,
"10": -0.0058301597508956865
}
},
{
"topN": 5,
"ticker": "OTIS",
"hitRates": {
"1": 0.4605263157894737,
"5": 0.36,
"10": 0.4266666666666667
},
"hitRate1D": 0.4605263157894737,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.025010369873624715,
"eligibleDays": 375,
"fitnessScore": -0.45588998630006217,
"lookbackDays": 14,
"returnLift1D": -0.0026683256385665504,
"hitRateLift1D": -0.059473684210526345,
"portfolioSize": 5,
"activationRate": 0.20266666666666666,
"activationCount": 76,
"baselineHitRates": {
"1": 0.52,
"5": 0.5202156334231806,
"10": 0.49453551912568305
},
"sampleConfidence": 0.9982456140350878,
"shadowSharpeLike": -1.4983338767280807,
"avgForwardReturns": {
"1": -0.0032911463087431894,
"5": -0.014367736487032967,
"10": -0.01648896734717193
},
"shadowMaxDrawdown": -0.27265270208601333,
"shadowTotalReturn": -0.24861160453448417,
"avgForwardReturn1D": -0.0032911463087431894,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-02-03",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28"
],
"horizonObservationCounts": {
"1": 76,
"5": 75,
"10": 75
},
"baselineAvgForwardReturns": {
"1": -0.0006228206701766392,
"5": -0.003027993577225766,
"10": -0.0058301597508956865
}
},
{
"topN": 2,
"ticker": "OTIS",
"hitRates": {
"1": 0.4666666666666667,
"5": 0.4666666666666667,
"10": 0.3333333333333333
},
"hitRate1D": 0.4666666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.021043268480332698,
"eligibleDays": 326,
"fitnessScore": -0.49477947908567504,
"lookbackDays": 63,
"returnLift1D": -0.010512155516204321,
"hitRateLift1D": -0.036400817995909995,
"portfolioSize": 2,
"activationRate": 0.046012269938650305,
"activationCount": 15,
"baselineHitRates": {
"1": 0.5030674846625767,
"5": 0.5062111801242236,
"10": 0.4637223974763407
},
"sampleConfidence": 0.9263139720814413,
"shadowSharpeLike": -1.2110433381145638,
"avgForwardReturns": {
"1": -0.011496824163789084,
"5": -0.010303838620717317,
"10": -0.006346341721984975
},
"shadowMaxDrawdown": -0.1689370588493876,
"shadowTotalReturn": -0.1689370588493876,
"avgForwardReturn1D": -0.011496824163789084,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 15,
"5": 15,
"10": 15
},
"baselineAvgForwardReturns": {
"1": -0.0009846686475847622,
"5": -0.0034776194637528143,
"10": -0.007178678575578771
}
},
{
"topN": 4,
"ticker": "OTIS",
"hitRates": {
"1": 0.45454545454545453,
"5": 0.4393939393939394,
"10": 0.40625
},
"hitRate1D": 0.45454545454545453,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.011259001384422134,
"eligibleDays": 368,
"fitnessScore": -0.6345581863602903,
"lookbackDays": 21,
"returnLift1D": -0.004720793696340726,
"hitRateLift1D": -0.06447628458498028,
"portfolioSize": 4,
"activationRate": 0.1793478260869565,
"activationCount": 66,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5274725274725275,
"10": 0.49303621169916434
},
"sampleConfidence": 0.9979797979797981,
"shadowSharpeLike": -1.5998100395472892,
"avgForwardReturns": {
"1": -0.005309562571131112,
"5": -0.016849046742787054,
"10": -0.02091626919006278
},
"shadowMaxDrawdown": -0.36777480292694675,
"shadowTotalReturn": -0.3214606324219077,
"avgForwardReturn1D": -0.005309562571131112,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28"
],
"horizonObservationCounts": {
"1": 66,
"5": 66,
"10": 64
},
"baselineAvgForwardReturns": {
"1": -0.000588768874790387,
"5": -0.0028957732185474977,
"10": -0.006051156235312598
}
},
{
"topN": 5,
"ticker": "OTIS",
"hitRates": {
"1": 0.45454545454545453,
"5": 0.4393939393939394,
"10": 0.40625
},
"hitRate1D": 0.45454545454545453,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.011259001384422134,
"eligibleDays": 368,
"fitnessScore": -0.6345581863602903,
"lookbackDays": 21,
"returnLift1D": -0.004720793696340726,
"hitRateLift1D": -0.06447628458498028,
"portfolioSize": 5,
"activationRate": 0.1793478260869565,
"activationCount": 66,
"baselineHitRates": {
"1": 0.5190217391304348,
"5": 0.5274725274725275,
"10": 0.49303621169916434
},
"sampleConfidence": 0.9979797979797981,
"shadowSharpeLike": -1.5998100395472892,
"avgForwardReturns": {
"1": -0.005309562571131112,
"5": -0.016849046742787054,
"10": -0.02091626919006278
},
"shadowMaxDrawdown": -0.36777480292694675,
"shadowTotalReturn": -0.3214606324219077,
"avgForwardReturn1D": -0.005309562571131112,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28"
],
"horizonObservationCounts": {
"1": 66,
"5": 66,
"10": 64
},
"baselineAvgForwardReturns": {
"1": -0.000588768874790387,
"5": -0.0028957732185474977,
"10": -0.006051156235312598
}
}
],
"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": 0.08056279116347213,
"fitnessScore": -0.1856394688722686,
"lookbackDays": 14,
"returnLift1D": -0.002110240341734887,
"activationRate": 0.08266666666666667,
"activationCount": 31,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.09785589276925433,
"avgForwardReturn1D": -0.002733061011911526
},
{
"comboQuality": 0.30805384554696724,
"fitnessScore": 0.17196861895425666,
"lookbackDays": 21,
"returnLift1D": 0.0017593482816579214,
"activationRate": 0.07336956521739131,
"activationCount": 27,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.02632867572090425,
"avgForwardReturn1D": 0.0011705794068675344
},
{
"comboQuality": 0.1990770696104982,
"fitnessScore": 0.043744007875950106,
"lookbackDays": 30,
"returnLift1D": -0.0004794593322839354,
"activationRate": 0.08635097493036212,
"activationCount": 31,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.041959651408230214,
"avgForwardReturn1D": -0.0011591032494919881
},
{
"comboQuality": 0.13226035627536264,
"fitnessScore": -0.06384625569048852,
"lookbackDays": 45,
"returnLift1D": -0.0027439874350281557,
"activationRate": 0.08139534883720931,
"activationCount": 28,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.10711633960434952,
"avgForwardReturn1D": -0.0036640048668148523
},
{
"comboQuality": 0.07900860335435679,
"fitnessScore": -0.19029666792990996,
"lookbackDays": 63,
"returnLift1D": -0.0023944623717926782,
"activationRate": 0.10429447852760736,
"activationCount": 34,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.12201347006275343,
"avgForwardReturn1D": -0.0033791310193774403
}
],
"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": "42a8d0410004aa972669303d7b250ac6ff00c16446adc4104e91b1a53550d8bc",
"size": 13,
"members": [
"OTIS",
"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