Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"PARR"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "PARR",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 5,
"ticker": "PARR",
"hitRates": {
"1": 0.5377777777777778,
"5": 0.6018099547511312,
"10": 0.5972222222222222
},
"hitRate1D": 0.5377777777777778,
"comboQuality": 0.999999255575454,
"eligibleDays": 315,
"fitnessScore": 3.4543437906691685,
"lookbackDays": 45,
"returnLift1D": 0.0005586779195170602,
"hitRateLift1D": -0.01636234961075722,
"activationRate": 0.7174603174603175,
"activationCount": 226,
"baselineHitRates": {
"1": 0.554140127388535,
"5": 0.6129032258064516,
"10": 0.6262295081967213
},
"sampleConfidence": 0.9952802359882007,
"shadowSharpeLike": 2.397325702253613,
"avgForwardReturns": {
"1": 0.006649132419349524,
"5": 0.029042254961856365,
"10": 0.05087982452955386
},
"shadowMaxDrawdown": -0.23237554206887678,
"shadowTotalReturn": 2.8032536248021507,
"avgForwardReturn1D": 0.006649132419349524,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 225,
"5": 221,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.006090454499832464,
"5": 0.030871524935243592,
"10": 0.06292970043832792
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.999999255575454,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9999701197858929,
"bestRawFitnessScore": 3.4543437906691685,
"upperQuartileComboQuality": 0.9999867976485902
},
"algorithmFit": {
"label": "strong",
"score": 0.9955254150854855,
"rawScore": 0.998825186990562,
"confidence": 0.9933926938406136,
"bestProfile": {
"topN": 5,
"lookbackDays": 45
},
"profileBreadth": 1,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
14,
21,
30,
45,
63
]
},
"parameterStability": 0.9942027566386961,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 5,
"ticker": "PARR",
"hitRates": {
"1": 0.5377777777777778,
"5": 0.6018099547511312,
"10": 0.5972222222222222
},
"hitRate1D": 0.5377777777777778,
"comboQuality": 0.999999255575454,
"eligibleDays": 315,
"fitnessScore": 3.4543437906691685,
"lookbackDays": 45,
"returnLift1D": 0.0005586779195170602,
"hitRateLift1D": -0.01636234961075722,
"activationRate": 0.7174603174603175,
"activationCount": 226,
"baselineHitRates": {
"1": 0.554140127388535,
"5": 0.6129032258064516,
"10": 0.6262295081967213
},
"sampleConfidence": 0.9952802359882007,
"shadowSharpeLike": 2.397325702253613,
"avgForwardReturns": {
"1": 0.006649132419349524,
"5": 0.029042254961856365,
"10": 0.05087982452955386
},
"shadowMaxDrawdown": -0.23237554206887678,
"shadowTotalReturn": 2.8032536248021507,
"avgForwardReturn1D": 0.006649132419349524,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 225,
"5": 221,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.006090454499832464,
"5": 0.030871524935243592,
"10": 0.06292970043832792
}
},
{
"topN": 2,
"ticker": "PARR",
"hitRates": {
"1": 0.5586592178770949,
"5": 0.6114285714285714,
"10": 0.6529411764705882
},
"hitRate1D": 0.5586592178770949,
"comboQuality": 0.9999975163068587,
"eligibleDays": 352,
"fitnessScore": 3.189267519420225,
"lookbackDays": 14,
"returnLift1D": 0.0022826638597099056,
"hitRateLift1D": 0.01008778930566634,
"activationRate": 0.5113636363636364,
"activationCount": 180,
"baselineHitRates": {
"1": 0.5485714285714286,
"5": 0.5982658959537572,
"10": 0.6169590643274854
},
"sampleConfidence": 0.9940740740740741,
"shadowSharpeLike": 2.3834042147584826,
"avgForwardReturns": {
"1": 0.007913772794841676,
"5": 0.036411123006779886,
"10": 0.06508405750683063
},
"shadowMaxDrawdown": -0.17866677153947597,
"shadowTotalReturn": 2.5827525789999357,
"avgForwardReturn1D": 0.007913772794841676,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 179,
"5": 175,
"10": 170
},
"baselineAvgForwardReturns": {
"1": 0.005631108935131771,
"5": 0.029085839792326908,
"10": 0.05620992827618868
}
},
{
"topN": 3,
"ticker": "PARR",
"hitRates": {
"1": 0.5357142857142857,
"5": 0.6,
"10": 0.5972222222222222
},
"hitRate1D": 0.5357142857142857,
"comboQuality": 0.9999970487352371,
"eligibleDays": 315,
"fitnessScore": 3.1513202349059304,
"lookbackDays": 45,
"returnLift1D": 0.0002395256346763271,
"hitRateLift1D": -0.01842584167424932,
"activationRate": 0.7142857142857143,
"activationCount": 225,
"baselineHitRates": {
"1": 0.554140127388535,
"5": 0.6129032258064516,
"10": 0.6262295081967213
},
"sampleConfidence": 0.9955555555555556,
"shadowSharpeLike": 2.2917139280635133,
"avgForwardReturns": {
"1": 0.006329980134508791,
"5": 0.028450779113739513,
"10": 0.05087982452955386
},
"shadowMaxDrawdown": -0.23237554206887678,
"shadowTotalReturn": 2.5275441357928523,
"avgForwardReturn1D": 0.006329980134508791,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 224,
"5": 220,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.006090454499832464,
"5": 0.030871524935243592,
"10": 0.06292970043832792
}
},
{
"topN": 4,
"ticker": "PARR",
"hitRates": {
"1": 0.5357142857142857,
"5": 0.6,
"10": 0.5972222222222222
},
"hitRate1D": 0.5357142857142857,
"comboQuality": 0.9999970487352371,
"eligibleDays": 315,
"fitnessScore": 3.1513202349059304,
"lookbackDays": 45,
"returnLift1D": 0.0002395256346763271,
"hitRateLift1D": -0.01842584167424932,
"activationRate": 0.7142857142857143,
"activationCount": 225,
"baselineHitRates": {
"1": 0.554140127388535,
"5": 0.6129032258064516,
"10": 0.6262295081967213
},
"sampleConfidence": 0.9955555555555556,
"shadowSharpeLike": 2.2917139280635133,
"avgForwardReturns": {
"1": 0.006329980134508791,
"5": 0.028450779113739513,
"10": 0.05087982452955386
},
"shadowMaxDrawdown": -0.23237554206887678,
"shadowTotalReturn": 2.5275441357928523,
"avgForwardReturn1D": 0.006329980134508791,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 224,
"5": 220,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.006090454499832464,
"5": 0.030871524935243592,
"10": 0.06292970043832792
}
},
{
"topN": 3,
"ticker": "PARR",
"hitRates": {
"1": 0.546875,
"5": 0.5957446808510638,
"10": 0.644808743169399
},
"hitRate1D": 0.546875,
"comboQuality": 0.9999943340939138,
"eligibleDays": 352,
"fitnessScore": 3.0078283744621364,
"lookbackDays": 14,
"returnLift1D": 0.0016314308646778724,
"hitRateLift1D": -0.0016964285714285987,
"activationRate": 0.5482954545454546,
"activationCount": 193,
"baselineHitRates": {
"1": 0.5485714285714286,
"5": 0.5982658959537572,
"10": 0.6169590643274854
},
"sampleConfidence": 0.9944732297063904,
"shadowSharpeLike": 2.210409332532839,
"avgForwardReturns": {
"1": 0.007262539799809643,
"5": 0.033709749530911,
"10": 0.0631347157508618
},
"shadowMaxDrawdown": -0.2137677168313955,
"shadowTotalReturn": 2.438679619118645,
"avgForwardReturn1D": 0.007262539799809643,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 192,
"5": 188,
"10": 183
},
"baselineAvgForwardReturns": {
"1": 0.005631108935131771,
"5": 0.029085839792326908,
"10": 0.05620992827618868
}
},
{
"topN": 2,
"ticker": "PARR",
"hitRates": {
"1": 0.5352112676056338,
"5": 0.6028708133971292,
"10": 0.6097560975609756
},
"hitRate1D": 0.5352112676056338,
"comboQuality": 0.9999842855001491,
"eligibleDays": 315,
"fitnessScore": 2.783400419960554,
"lookbackDays": 45,
"returnLift1D": 0.00008891025311287895,
"hitRateLift1D": -0.018928859782901264,
"activationRate": 0.6793650793650794,
"activationCount": 214,
"baselineHitRates": {
"1": 0.554140127388535,
"5": 0.6129032258064516,
"10": 0.6262295081967213
},
"sampleConfidence": 0.9953271028037384,
"shadowSharpeLike": 2.178948306125066,
"avgForwardReturns": {
"1": 0.006179364752945343,
"5": 0.029961404817485254,
"10": 0.05429310410076497
},
"shadowMaxDrawdown": -0.232375542068877,
"shadowTotalReturn": 2.2025519894253445,
"avgForwardReturn1D": 0.006179364752945343,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 213,
"5": 209,
"10": 205
},
"baselineAvgForwardReturns": {
"1": 0.006090454499832464,
"5": 0.030871524935243592,
"10": 0.06292970043832792
}
},
{
"topN": 5,
"ticker": "PARR",
"hitRates": {
"1": 0.5405405405405406,
"5": 0.6192660550458715,
"10": 0.6525821596244131
},
"hitRate1D": 0.5405405405405406,
"comboQuality": 0.9999830890114294,
"eligibleDays": 330,
"fitnessScore": 2.767256605484254,
"lookbackDays": 30,
"returnLift1D": 0.00020369438729776236,
"hitRateLift1D": -0.012650948821161578,
"activationRate": 0.6757575757575758,
"activationCount": 223,
"baselineHitRates": {
"1": 0.5531914893617021,
"5": 0.6061538461538462,
"10": 0.63125
},
"sampleConfidence": 0.9952167414050823,
"shadowSharpeLike": 2.0545338596091547,
"avgForwardReturns": {
"1": 0.006020051483930238,
"5": 0.03103401765643575,
"10": 0.059929133926710565
},
"shadowMaxDrawdown": -0.2715171721482519,
"shadowTotalReturn": 2.2047009077330486,
"avgForwardReturn1D": 0.006020051483930238,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 222,
"5": 218,
"10": 213
},
"baselineAvgForwardReturns": {
"1": 0.005816357096632476,
"5": 0.029974005893912668,
"10": 0.061509527676777975
}
},
{
"topN": 4,
"ticker": "PARR",
"hitRates": {
"1": 0.5420560747663551,
"5": 0.6142857142857143,
"10": 0.6439024390243903
},
"hitRate1D": 0.5420560747663551,
"comboQuality": 0.9999809593334464,
"eligibleDays": 330,
"fitnessScore": 2.741161185665354,
"lookbackDays": 30,
"returnLift1D": 0.0003750062750478367,
"hitRateLift1D": -0.01113541459534706,
"activationRate": 0.6515151515151515,
"activationCount": 215,
"baselineHitRates": {
"1": 0.5531914893617021,
"5": 0.6061538461538462,
"10": 0.63125
},
"sampleConfidence": 0.9950387596899225,
"shadowSharpeLike": 2.060198069989164,
"avgForwardReturns": {
"1": 0.0061913633716803125,
"5": 0.02980581544646945,
"10": 0.05735748721590249
},
"shadowMaxDrawdown": -0.2585969497557,
"shadowTotalReturn": 2.181921919857621,
"avgForwardReturn1D": 0.0061913633716803125,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 214,
"5": 210,
"10": 205
},
"baselineAvgForwardReturns": {
"1": 0.005816357096632476,
"5": 0.029974005893912668,
"10": 0.061509527676777975
}
},
{
"topN": 2,
"ticker": "PARR",
"hitRates": {
"1": 0.5459183673469388,
"5": 0.609375,
"10": 0.6363636363636364
},
"hitRate1D": 0.5459183673469388,
"comboQuality": 0.9999782000888879,
"eligibleDays": 330,
"fitnessScore": 2.7113882304007073,
"lookbackDays": 30,
"returnLift1D": 0.0008300587766293041,
"hitRateLift1D": -0.007273122014763378,
"activationRate": 0.5969696969696969,
"activationCount": 197,
"baselineHitRates": {
"1": 0.5531914893617021,
"5": 0.6061538461538462,
"10": 0.63125
},
"sampleConfidence": 0.994585448392555,
"shadowSharpeLike": 2.181016084790576,
"avgForwardReturns": {
"1": 0.00664641587326178,
"5": 0.02920568064436485,
"10": 0.054827814498461726
},
"shadowMaxDrawdown": -0.29325570276994795,
"shadowTotalReturn": 2.176779817209391,
"avgForwardReturn1D": 0.00664641587326178,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 196,
"5": 192,
"10": 187
},
"baselineAvgForwardReturns": {
"1": 0.005816357096632476,
"5": 0.029974005893912668,
"10": 0.061509527676777975
}
},
{
"topN": 5,
"ticker": "PARR",
"hitRates": {
"1": 0.5373831775700935,
"5": 0.6,
"10": 0.6439024390243903
},
"hitRate1D": 0.5373831775700935,
"comboQuality": 0.9999712966023553,
"eligibleDays": 339,
"fitnessScore": 2.6508625977839744,
"lookbackDays": 21,
"returnLift1D": 0.00047204076346200104,
"hitRateLift1D": -0.012912680418072253,
"activationRate": 0.6342182890855457,
"activationCount": 215,
"baselineHitRates": {
"1": 0.5502958579881657,
"5": 0.5988023952095808,
"10": 0.6231003039513677
},
"sampleConfidence": 0.9950387596899225,
"shadowSharpeLike": 1.993068949174741,
"avgForwardReturns": {
"1": 0.006110931973842498,
"5": 0.030045235519689795,
"10": 0.061502232917400944
},
"shadowMaxDrawdown": -0.22991924505276606,
"shadowTotalReturn": 2.1021434922755713,
"avgForwardReturn1D": 0.006110931973842498,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-08",
"2025-04-09",
"2025-04-10"
],
"horizonObservationCounts": {
"1": 214,
"5": 210,
"10": 205
},
"baselineAvgForwardReturns": {
"1": 0.005638891210380497,
"5": 0.028693005960340773,
"10": 0.05869465609582339
}
},
{
"topN": 3,
"ticker": "PARR",
"hitRates": {
"1": 0.5432692307692307,
"5": 0.6078431372549019,
"10": 0.6331658291457286
},
"hitRate1D": 0.5432692307692307,
"comboQuality": 0.9999689429694305,
"eligibleDays": 330,
"fitnessScore": 2.633523943876423,
"lookbackDays": 30,
"returnLift1D": 0.00035552788844253266,
"hitRateLift1D": -0.009922258592471422,
"activationRate": 0.6333333333333333,
"activationCount": 209,
"baselineHitRates": {
"1": 0.5531914893617021,
"5": 0.6061538461538462,
"10": 0.63125
},
"sampleConfidence": 0.9948963317384371,
"shadowSharpeLike": 2.0649953347427306,
"avgForwardReturns": {
"1": 0.006171884985075008,
"5": 0.02886995048790662,
"10": 0.053171213732118666
},
"shadowMaxDrawdown": -0.2585969497556999,
"shadowTotalReturn": 2.086859076141317,
"avgForwardReturn1D": 0.006171884985075008,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 208,
"5": 204,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.005816357096632476,
"5": 0.029974005893912668,
"10": 0.061509527676777975
}
},
{
"topN": 4,
"ticker": "PARR",
"hitRates": {
"1": 0.5376884422110553,
"5": 0.6030927835051546,
"10": 0.6473684210526316
},
"hitRate1D": 0.5376884422110553,
"comboQuality": 0.9999666017319021,
"eligibleDays": 352,
"fitnessScore": 2.617534085047862,
"lookbackDays": 14,
"returnLift1D": 0.0008842204293225348,
"hitRateLift1D": -0.010882986360373326,
"activationRate": 0.5681818181818182,
"activationCount": 200,
"baselineHitRates": {
"1": 0.5485714285714286,
"5": 0.5982658959537572,
"10": 0.6169590643274854
},
"sampleConfidence": 0.9943333333333334,
"shadowSharpeLike": 2.015210355696277,
"avgForwardReturns": {
"1": 0.0065153293644543055,
"5": 0.03380728502770101,
"10": 0.06205206162416781
},
"shadowMaxDrawdown": -0.23293417848413311,
"shadowTotalReturn": 2.0976871224633964,
"avgForwardReturn1D": 0.0065153293644543055,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 199,
"5": 194,
"10": 190
},
"baselineAvgForwardReturns": {
"1": 0.005631108935131771,
"5": 0.029085839792326908,
"10": 0.05620992827618868
}
},
{
"topN": 5,
"ticker": "PARR",
"hitRates": {
"1": 0.5294117647058824,
"5": 0.5979899497487438,
"10": 0.6410256410256411
},
"hitRate1D": 0.5294117647058824,
"comboQuality": 0.9998762282875168,
"eligibleDays": 352,
"fitnessScore": 2.3293285463869187,
"lookbackDays": 14,
"returnLift1D": 0.00033362769077725524,
"hitRateLift1D": -0.01915966386554624,
"activationRate": 0.5823863636363636,
"activationCount": 205,
"baselineHitRates": {
"1": 0.5485714285714286,
"5": 0.5982658959537572,
"10": 0.6169590643274854
},
"sampleConfidence": 0.9944715447154472,
"shadowSharpeLike": 1.86845789621819,
"avgForwardReturns": {
"1": 0.005964736625909026,
"5": 0.032927866915994,
"10": 0.061623759698823485
},
"shadowMaxDrawdown": -0.24714308418098296,
"shadowTotalReturn": 1.8476061346931343,
"avgForwardReturn1D": 0.005964736625909026,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 204,
"5": 199,
"10": 195
},
"baselineAvgForwardReturns": {
"1": 0.005631108935131771,
"5": 0.029085839792326908,
"10": 0.05620992827618868
}
},
{
"topN": 3,
"ticker": "PARR",
"hitRates": {
"1": 0.5431472081218274,
"5": 0.6010362694300518,
"10": 0.6542553191489362
},
"hitRate1D": 0.5431472081218274,
"comboQuality": 0.9998609666900784,
"eligibleDays": 339,
"fitnessScore": 2.303744753585439,
"lookbackDays": 21,
"returnLift1D": 0.0003799907695630324,
"hitRateLift1D": -0.007148649866338341,
"activationRate": 0.584070796460177,
"activationCount": 198,
"baselineHitRates": {
"1": 0.5502958579881657,
"5": 0.5988023952095808,
"10": 0.6231003039513677
},
"sampleConfidence": 0.9946127946127947,
"shadowSharpeLike": 1.888753968944669,
"avgForwardReturns": {
"1": 0.006018881979943529,
"5": 0.031037183102852074,
"10": 0.06450134269476246
},
"shadowMaxDrawdown": -0.24094886412626992,
"shadowTotalReturn": 1.7995954532481413,
"avgForwardReturn1D": 0.006018881979943529,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-08",
"2025-04-09",
"2025-04-10"
],
"horizonObservationCounts": {
"1": 197,
"5": 193,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.005638891210380497,
"5": 0.028693005960340773,
"10": 0.05869465609582339
}
},
{
"topN": 4,
"ticker": "PARR",
"hitRates": {
"1": 0.5392156862745098,
"5": 0.605,
"10": 0.6564102564102564
},
"hitRate1D": 0.5392156862745098,
"comboQuality": 0.9998338895845671,
"eligibleDays": 339,
"fitnessScore": 2.2645921769262802,
"lookbackDays": 21,
"returnLift1D": 0.0001718665263360543,
"hitRateLift1D": -0.01108017171365594,
"activationRate": 0.6047197640117994,
"activationCount": 205,
"baselineHitRates": {
"1": 0.5502958579881657,
"5": 0.5988023952095808,
"10": 0.6231003039513677
},
"sampleConfidence": 0.9947967479674797,
"shadowSharpeLike": 1.8354875984864463,
"avgForwardReturns": {
"1": 0.005810757736716551,
"5": 0.031064698989231677,
"10": 0.06400104403662617
},
"shadowMaxDrawdown": -0.25000330101293033,
"shadowTotalReturn": 1.7664109476027168,
"avgForwardReturn1D": 0.005810757736716551,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-08",
"2025-04-09",
"2025-04-10"
],
"horizonObservationCounts": {
"1": 204,
"5": 200,
"10": 195
},
"baselineAvgForwardReturns": {
"1": 0.005638891210380497,
"5": 0.028693005960340773,
"10": 0.05869465609582339
}
},
{
"topN": 2,
"ticker": "PARR",
"hitRates": {
"1": 0.5319148936170213,
"5": 0.5869565217391305,
"10": 0.6368715083798883
},
"hitRate1D": 0.5319148936170213,
"comboQuality": 0.9985978742061622,
"eligibleDays": 339,
"fitnessScore": 1.7950397852306865,
"lookbackDays": 21,
"returnLift1D": -0.00021555010066326517,
"hitRateLift1D": -0.018380964371144448,
"activationRate": 0.5575221238938053,
"activationCount": 189,
"baselineHitRates": {
"1": 0.5502958579881657,
"5": 0.5988023952095808,
"10": 0.6231003039513677
},
"sampleConfidence": 0.9943562610229277,
"shadowSharpeLike": 1.6733767975648912,
"avgForwardReturns": {
"1": 0.005423341109717232,
"5": 0.02913430425225021,
"10": 0.06003671894332246
},
"shadowMaxDrawdown": -0.3137136733505076,
"shadowTotalReturn": 1.391086285225565,
"avgForwardReturn1D": 0.005423341109717232,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-08",
"2025-04-09",
"2025-04-10"
],
"horizonObservationCounts": {
"1": 188,
"5": 184,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.005638891210380497,
"5": 0.028693005960340773,
"10": 0.05869465609582339
}
},
{
"topN": 5,
"ticker": "PARR",
"hitRates": {
"1": 0.5132743362831859,
"5": 0.5630630630630631,
"10": 0.5321100917431193
},
"hitRate1D": 0.5132743362831859,
"comboQuality": 0.9912837905847658,
"eligibleDays": 297,
"fitnessScore": 1.3914396119394865,
"lookbackDays": 63,
"returnLift1D": -0.001516009366555489,
"hitRateLift1D": -0.02726620425735471,
"activationRate": 0.7643097643097643,
"activationCount": 227,
"baselineHitRates": {
"1": 0.5405405405405406,
"5": 0.5924657534246576,
"10": 0.6027874564459931
},
"sampleConfidence": 0.9955947136563877,
"shadowSharpeLike": 1.395403099054633,
"avgForwardReturns": {
"1": 0.0035935173004280284,
"5": 0.018027227092084132,
"10": 0.029504706510952283
},
"shadowMaxDrawdown": -0.24445979399458262,
"shadowTotalReturn": 0.937549802387516,
"avgForwardReturn1D": 0.0035935173004280284,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 226,
"5": 222,
"10": 218
},
"baselineAvgForwardReturns": {
"1": 0.0051095266669835175,
"5": 0.026096371980800958,
"10": 0.051573939788614215
}
},
{
"topN": 2,
"ticker": "PARR",
"hitRates": {
"1": 0.517948717948718,
"5": 0.5602094240837696,
"10": 0.5445026178010471
},
"hitRate1D": 0.517948717948718,
"comboQuality": 0.9905326353989324,
"eligibleDays": 297,
"fitnessScore": 1.3730862916468272,
"lookbackDays": 63,
"returnLift1D": -0.0010176651230021502,
"hitRateLift1D": -0.022591822591822575,
"activationRate": 0.6599326599326599,
"activationCount": 196,
"baselineHitRates": {
"1": 0.5405405405405406,
"5": 0.5924657534246576,
"10": 0.6027874564459931
},
"sampleConfidence": 0.9962585034013607,
"shadowSharpeLike": 1.4549272238880993,
"avgForwardReturns": {
"1": 0.004091861543981367,
"5": 0.017840769148220317,
"10": 0.02906456725543283
},
"shadowMaxDrawdown": -0.22783462790203612,
"shadowTotalReturn": 0.9469447827429223,
"avgForwardReturn1D": 0.004091861543981367,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 195,
"5": 191,
"10": 191
},
"baselineAvgForwardReturns": {
"1": 0.0051095266669835175,
"5": 0.026096371980800958,
"10": 0.051573939788614215
}
},
{
"topN": 3,
"ticker": "PARR",
"hitRates": {
"1": 0.509090909090909,
"5": 0.5601851851851852,
"10": 0.5305164319248826
},
"hitRate1D": 0.509090909090909,
"comboQuality": 0.9848491943090965,
"eligibleDays": 297,
"fitnessScore": 1.2683756594688358,
"lookbackDays": 63,
"returnLift1D": -0.0016689903361528746,
"hitRateLift1D": -0.03144963144963153,
"activationRate": 0.7441077441077442,
"activationCount": 221,
"baselineHitRates": {
"1": 0.5405405405405406,
"5": 0.5924657534246576,
"10": 0.6027874564459931
},
"sampleConfidence": 0.9957767722473605,
"shadowSharpeLike": 1.3179983039031524,
"avgForwardReturns": {
"1": 0.003440536330830643,
"5": 0.018040453750687285,
"10": 0.02881375845250066
},
"shadowMaxDrawdown": -0.24523371453554899,
"shadowTotalReturn": 0.842009105807819,
"avgForwardReturn1D": 0.003440536330830643,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 220,
"5": 216,
"10": 213
},
"baselineAvgForwardReturns": {
"1": 0.0051095266669835175,
"5": 0.026096371980800958,
"10": 0.051573939788614215
}
},
{
"topN": 4,
"ticker": "PARR",
"hitRates": {
"1": 0.5067264573991032,
"5": 0.5616438356164384,
"10": 0.5324074074074074
},
"hitRate1D": 0.5067264573991032,
"comboQuality": 0.973550921332415,
"eligibleDays": 297,
"fitnessScore": 1.1432603373663863,
"lookbackDays": 63,
"returnLift1D": -0.0019426346658301427,
"hitRateLift1D": -0.03381408314143741,
"activationRate": 0.7542087542087542,
"activationCount": 224,
"baselineHitRates": {
"1": 0.5405405405405406,
"5": 0.5924657534246576,
"10": 0.6027874564459931
},
"sampleConfidence": 0.9958333333333333,
"shadowSharpeLike": 1.2227365889586514,
"avgForwardReturns": {
"1": 0.003166892001153375,
"5": 0.018059365754865463,
"10": 0.029783542158880513
},
"shadowMaxDrawdown": -0.29274714958142667,
"shadowTotalReturn": 0.7488285863090478,
"avgForwardReturn1D": 0.003166892001153375,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 223,
"5": 219,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.0051095266669835175,
"5": 0.026096371980800958,
"10": 0.051573939788614215
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 2,
"comboQuality": 0.9999975163068587,
"fitnessScore": 3.189267519420225,
"lookbackDays": 14,
"returnLift1D": 0.0022826638597099056,
"activationRate": 0.5113636363636364,
"activationCount": 180,
"sampleConfidence": 0.9940740740740741,
"shadowTotalReturn": 2.5827525789999357,
"avgForwardReturn1D": 0.007913772794841676
},
{
"bestTopN": 5,
"comboQuality": 0.9999712966023553,
"fitnessScore": 2.6508625977839744,
"lookbackDays": 21,
"returnLift1D": 0.00047204076346200104,
"activationRate": 0.6342182890855457,
"activationCount": 215,
"sampleConfidence": 0.9950387596899225,
"shadowTotalReturn": 2.1021434922755713,
"avgForwardReturn1D": 0.006110931973842498
},
{
"bestTopN": 5,
"comboQuality": 0.9999830890114294,
"fitnessScore": 2.767256605484254,
"lookbackDays": 30,
"returnLift1D": 0.00020369438729776236,
"activationRate": 0.6757575757575758,
"activationCount": 223,
"sampleConfidence": 0.9952167414050823,
"shadowTotalReturn": 2.2047009077330486,
"avgForwardReturn1D": 0.006020051483930238
},
{
"bestTopN": 5,
"comboQuality": 0.999999255575454,
"fitnessScore": 3.4543437906691685,
"lookbackDays": 45,
"returnLift1D": 0.0005586779195170602,
"activationRate": 0.7174603174603175,
"activationCount": 226,
"sampleConfidence": 0.9952802359882007,
"shadowTotalReturn": 2.8032536248021507,
"avgForwardReturn1D": 0.006649132419349524
},
{
"bestTopN": 5,
"comboQuality": 0.9912837905847658,
"fitnessScore": 1.3914396119394865,
"lookbackDays": 63,
"returnLift1D": -0.001516009366555489,
"activationRate": 0.7643097643097643,
"activationCount": 227,
"sampleConfidence": 0.9955947136563877,
"shadowTotalReturn": 0.937549802387516,
"avgForwardReturn1D": 0.0035935173004280284
}
],
"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": "8fa972fb547cba75425221d595b53b80ffff1482b57d41ddeed8bc4bcee02aa7",
"size": 13,
"members": [
"PARR",
"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",
"PARR"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "PARR",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "PARR",
"hitRates": {
"1": 0.5586592178770949,
"5": 0.6114285714285714,
"10": 0.6529411764705882
},
"hitRate1D": 0.5586592178770949,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9999974019203731,
"eligibleDays": 375,
"fitnessScore": 3.1793617864146344,
"lookbackDays": 14,
"returnLift1D": 0.003299387485701903,
"hitRateLift1D": 0.017325884543761605,
"portfolioSize": 2,
"activationRate": 0.47733333333333333,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5413333333333333,
"5": 0.5768194070080862,
"10": 0.5901639344262295
},
"sampleConfidence": 0.9951582867783986,
"shadowSharpeLike": 2.307759091608833,
"avgForwardReturns": {
"1": 0.007913772794841676,
"5": 0.036411123006779886,
"10": 0.06508405750683063
},
"shadowMaxDrawdown": -0.17866677153947597,
"shadowTotalReturn": 2.5827525789999357,
"avgForwardReturn1D": 0.007913772794841676,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 179,
"5": 175,
"10": 170
},
"baselineAvgForwardReturns": {
"1": 0.004614385309139773,
"5": 0.02362575744489309,
"10": 0.04836739960990898
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999974019203731,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9999676630419823,
"bestRawFitnessScore": 3.1793617864146344,
"upperQuartileComboQuality": 0.9999850179825664
},
"algorithmFit": {
"label": "strong",
"score": 0.9971996314821158,
"rawScore": 0.9997106056368145,
"confidence": 0.9949765979463644,
"bestProfile": {
"lookbackDays": 14,
"portfolioSize": 2
},
"profileBreadth": 1,
"recommendedRegion": {
"lookbackDays": [
14,
21,
30,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.9986383781816197,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "PARR",
"hitRates": {
"1": 0.5586592178770949,
"5": 0.6114285714285714,
"10": 0.6529411764705882
},
"hitRate1D": 0.5586592178770949,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9999974019203731,
"eligibleDays": 375,
"fitnessScore": 3.1793617864146344,
"lookbackDays": 14,
"returnLift1D": 0.003299387485701903,
"hitRateLift1D": 0.017325884543761605,
"portfolioSize": 2,
"activationRate": 0.47733333333333333,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5413333333333333,
"5": 0.5768194070080862,
"10": 0.5901639344262295
},
"sampleConfidence": 0.9951582867783986,
"shadowSharpeLike": 2.307759091608833,
"avgForwardReturns": {
"1": 0.007913772794841676,
"5": 0.036411123006779886,
"10": 0.06508405750683063
},
"shadowMaxDrawdown": -0.17866677153947597,
"shadowTotalReturn": 2.5827525789999357,
"avgForwardReturn1D": 0.007913772794841676,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 179,
"5": 175,
"10": 170
},
"baselineAvgForwardReturns": {
"1": 0.004614385309139773,
"5": 0.02362575744489309,
"10": 0.04836739960990898
}
},
{
"topN": 3,
"ticker": "PARR",
"hitRates": {
"1": 0.5357142857142857,
"5": 0.6,
"10": 0.5972222222222222
},
"hitRate1D": 0.5357142857142857,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999965645343875,
"eligibleDays": 344,
"fitnessScore": 3.1178980244345045,
"lookbackDays": 45,
"returnLift1D": 0.0004932392614988975,
"hitRateLift1D": -0.01661129568106312,
"portfolioSize": 3,
"activationRate": 0.6511627906976745,
"activationCount": 224,
"baselineHitRates": {
"1": 0.5523255813953488,
"5": 0.6029411764705882,
"10": 0.6268656716417911
},
"sampleConfidence": 0.9964285714285714,
"shadowSharpeLike": 2.191353067520713,
"avgForwardReturns": {
"1": 0.006329980134508791,
"5": 0.028450779113739513,
"10": 0.05087982452955386
},
"shadowMaxDrawdown": -0.23237554206887678,
"shadowTotalReturn": 2.5275441357928523,
"avgForwardReturn1D": 0.006329980134508791,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 224,
"5": 220,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.0058367408730098935,
"5": 0.02967503694130395,
"10": 0.058845977262462774
}
},
{
"topN": 4,
"ticker": "PARR",
"hitRates": {
"1": 0.5357142857142857,
"5": 0.6,
"10": 0.5972222222222222
},
"hitRate1D": 0.5357142857142857,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999965645343875,
"eligibleDays": 344,
"fitnessScore": 3.1178980244345045,
"lookbackDays": 45,
"returnLift1D": 0.0004932392614988975,
"hitRateLift1D": -0.01661129568106312,
"portfolioSize": 4,
"activationRate": 0.6511627906976745,
"activationCount": 224,
"baselineHitRates": {
"1": 0.5523255813953488,
"5": 0.6029411764705882,
"10": 0.6268656716417911
},
"sampleConfidence": 0.9964285714285714,
"shadowSharpeLike": 2.191353067520713,
"avgForwardReturns": {
"1": 0.006329980134508791,
"5": 0.028450779113739513,
"10": 0.05087982452955386
},
"shadowMaxDrawdown": -0.23237554206887678,
"shadowTotalReturn": 2.5275441357928523,
"avgForwardReturn1D": 0.006329980134508791,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 224,
"5": 220,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.0058367408730098935,
"5": 0.02967503694130395,
"10": 0.058845977262462774
}
},
{
"topN": 5,
"ticker": "PARR",
"hitRates": {
"1": 0.5357142857142857,
"5": 0.6,
"10": 0.5972222222222222
},
"hitRate1D": 0.5357142857142857,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999965645343875,
"eligibleDays": 344,
"fitnessScore": 3.1178980244345045,
"lookbackDays": 45,
"returnLift1D": 0.0004932392614988975,
"hitRateLift1D": -0.01661129568106312,
"portfolioSize": 5,
"activationRate": 0.6511627906976745,
"activationCount": 224,
"baselineHitRates": {
"1": 0.5523255813953488,
"5": 0.6029411764705882,
"10": 0.6268656716417911
},
"sampleConfidence": 0.9964285714285714,
"shadowSharpeLike": 2.191353067520713,
"avgForwardReturns": {
"1": 0.006329980134508791,
"5": 0.028450779113739513,
"10": 0.05087982452955386
},
"shadowMaxDrawdown": -0.23237554206887678,
"shadowTotalReturn": 2.5275441357928523,
"avgForwardReturn1D": 0.006329980134508791,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 224,
"5": 220,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.0058367408730098935,
"5": 0.02967503694130395,
"10": 0.058845977262462774
}
},
{
"topN": 3,
"ticker": "PARR",
"hitRates": {
"1": 0.5492227979274611,
"5": 0.5925925925925926,
"10": 0.6413043478260869
},
"hitRate1D": 0.5492227979274611,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999945485826208,
"eligibleDays": 375,
"fitnessScore": 3.0163184816569766,
"lookbackDays": 14,
"returnLift1D": 0.002637171724153578,
"hitRateLift1D": 0.00788946459412776,
"portfolioSize": 3,
"activationRate": 0.5146666666666667,
"activationCount": 193,
"baselineHitRates": {
"1": 0.5413333333333333,
"5": 0.5768194070080862,
"10": 0.5901639344262295
},
"sampleConfidence": 0.9955094991364422,
"shadowSharpeLike": 2.146949829959922,
"avgForwardReturns": {
"1": 0.007251557033293351,
"5": 0.03329556319578283,
"10": 0.06245308293153634
},
"shadowMaxDrawdown": -0.21376771683139562,
"shadowTotalReturn": 2.4529176248595066,
"avgForwardReturn1D": 0.007251557033293351,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 193,
"5": 189,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.004614385309139773,
"5": 0.02362575744489309,
"10": 0.04836739960990898
}
},
{
"topN": 2,
"ticker": "PARR",
"hitRates": {
"1": 0.5352112676056338,
"5": 0.6028708133971292,
"10": 0.6097560975609756
},
"hitRate1D": 0.5352112676056338,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9999818411158816,
"eligibleDays": 344,
"fitnessScore": 2.7515931444681936,
"lookbackDays": 45,
"returnLift1D": 0.0003426238799354494,
"hitRateLift1D": -0.017114313789715063,
"portfolioSize": 2,
"activationRate": 0.6191860465116279,
"activationCount": 213,
"baselineHitRates": {
"1": 0.5523255813953488,
"5": 0.6029411764705882,
"10": 0.6268656716417911
},
"sampleConfidence": 0.9962441314553991,
"shadowSharpeLike": 2.083701747753479,
"avgForwardReturns": {
"1": 0.006179364752945343,
"5": 0.029961404817485254,
"10": 0.05429310410076497
},
"shadowMaxDrawdown": -0.232375542068877,
"shadowTotalReturn": 2.2025519894253445,
"avgForwardReturn1D": 0.006179364752945343,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 213,
"5": 209,
"10": 205
},
"baselineAvgForwardReturns": {
"1": 0.0058367408730098935,
"5": 0.02967503694130395,
"10": 0.058845977262462774
}
},
{
"topN": 4,
"ticker": "PARR",
"hitRates": {
"1": 0.5420560747663551,
"5": 0.6142857142857143,
"10": 0.6439024390243903
},
"hitRate1D": 0.5420560747663551,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999786639388282,
"eligibleDays": 359,
"fitnessScore": 2.716119924900973,
"lookbackDays": 30,
"returnLift1D": 0.0010958925868921948,
"hitRateLift1D": -0.003904928019160203,
"portfolioSize": 4,
"activationRate": 0.596100278551532,
"activationCount": 214,
"baselineHitRates": {
"1": 0.5459610027855153,
"5": 0.5887323943661972,
"10": 0.6142857142857143
},
"sampleConfidence": 0.99595015576324,
"shadowSharpeLike": 1.9741306510955703,
"avgForwardReturns": {
"1": 0.0061913633716803125,
"5": 0.02980581544646945,
"10": 0.05735748721590249
},
"shadowMaxDrawdown": -0.2585969497557,
"shadowTotalReturn": 2.181921919857621,
"avgForwardReturn1D": 0.0061913633716803125,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 214,
"5": 210,
"10": 205
},
"baselineAvgForwardReturns": {
"1": 0.005095470784788118,
"5": 0.02597956949613738,
"10": 0.05406745948045298
}
},
{
"topN": 5,
"ticker": "PARR",
"hitRates": {
"1": 0.5420560747663551,
"5": 0.6142857142857143,
"10": 0.6439024390243903
},
"hitRate1D": 0.5420560747663551,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999786639388282,
"eligibleDays": 359,
"fitnessScore": 2.716119924900973,
"lookbackDays": 30,
"returnLift1D": 0.0010958925868921948,
"hitRateLift1D": -0.003904928019160203,
"portfolioSize": 5,
"activationRate": 0.596100278551532,
"activationCount": 214,
"baselineHitRates": {
"1": 0.5459610027855153,
"5": 0.5887323943661972,
"10": 0.6142857142857143
},
"sampleConfidence": 0.99595015576324,
"shadowSharpeLike": 1.9741306510955703,
"avgForwardReturns": {
"1": 0.0061913633716803125,
"5": 0.02980581544646945,
"10": 0.05735748721590249
},
"shadowMaxDrawdown": -0.2585969497557,
"shadowTotalReturn": 2.181921919857621,
"avgForwardReturn1D": 0.0061913633716803125,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 214,
"5": 210,
"10": 205
},
"baselineAvgForwardReturns": {
"1": 0.005095470784788118,
"5": 0.02597956949613738,
"10": 0.05406745948045298
}
},
{
"topN": 2,
"ticker": "PARR",
"hitRates": {
"1": 0.5459183673469388,
"5": 0.609375,
"10": 0.6363636363636364
},
"hitRate1D": 0.5459183673469388,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9999758191089438,
"eligibleDays": 359,
"fitnessScore": 2.6885832098906834,
"lookbackDays": 30,
"returnLift1D": 0.0015509450884736622,
"hitRateLift1D": -0.00004263543857652152,
"portfolioSize": 2,
"activationRate": 0.5459610027855153,
"activationCount": 196,
"baselineHitRates": {
"1": 0.5459610027855153,
"5": 0.5887323943661972,
"10": 0.6142857142857143
},
"sampleConfidence": 0.9955782312925171,
"shadowSharpeLike": 2.089729431517868,
"avgForwardReturns": {
"1": 0.00664641587326178,
"5": 0.02920568064436485,
"10": 0.054827814498461726
},
"shadowMaxDrawdown": -0.29325570276994795,
"shadowTotalReturn": 2.176779817209391,
"avgForwardReturn1D": 0.00664641587326178,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 196,
"5": 192,
"10": 187
},
"baselineAvgForwardReturns": {
"1": 0.005095470784788118,
"5": 0.02597956949613738,
"10": 0.05406745948045298
}
},
{
"topN": 4,
"ticker": "PARR",
"hitRates": {
"1": 0.54,
"5": 0.5969387755102041,
"10": 0.643979057591623
},
"hitRate1D": 0.54,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999676630419823,
"eligibleDays": 375,
"fitnessScore": 2.624638835324763,
"lookbackDays": 14,
"returnLift1D": 0.0018940817378030874,
"hitRateLift1D": -0.0013333333333332975,
"portfolioSize": 4,
"activationRate": 0.5333333333333333,
"activationCount": 200,
"baselineHitRates": {
"1": 0.5413333333333333,
"5": 0.5768194070080862,
"10": 0.5901639344262295
},
"sampleConfidence": 0.9956666666666667,
"shadowSharpeLike": 1.9580044041670022,
"avgForwardReturns": {
"1": 0.006508467046942861,
"5": 0.032776919711775196,
"10": 0.061356176324368156
},
"shadowMaxDrawdown": -0.232934178484133,
"shadowTotalReturn": 2.1105132336218237,
"avgForwardReturn1D": 0.006508467046942861,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-02-11",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 200,
"5": 196,
"10": 191
},
"baselineAvgForwardReturns": {
"1": 0.004614385309139773,
"5": 0.02362575744489309,
"10": 0.04836739960990898
}
},
{
"topN": 5,
"ticker": "PARR",
"hitRates": {
"1": 0.54,
"5": 0.5969387755102041,
"10": 0.643979057591623
},
"hitRate1D": 0.54,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999676630419823,
"eligibleDays": 375,
"fitnessScore": 2.624638835324763,
"lookbackDays": 14,
"returnLift1D": 0.0018940817378030874,
"hitRateLift1D": -0.0013333333333332975,
"portfolioSize": 5,
"activationRate": 0.5333333333333333,
"activationCount": 200,
"baselineHitRates": {
"1": 0.5413333333333333,
"5": 0.5768194070080862,
"10": 0.5901639344262295
},
"sampleConfidence": 0.9956666666666667,
"shadowSharpeLike": 1.9580044041670022,
"avgForwardReturns": {
"1": 0.006508467046942861,
"5": 0.032776919711775196,
"10": 0.061356176324368156
},
"shadowMaxDrawdown": -0.232934178484133,
"shadowTotalReturn": 2.1105132336218237,
"avgForwardReturn1D": 0.006508467046942861,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-02-11",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 200,
"5": 196,
"10": 191
},
"baselineAvgForwardReturns": {
"1": 0.004614385309139773,
"5": 0.02362575744489309,
"10": 0.04836739960990898
}
},
{
"topN": 3,
"ticker": "PARR",
"hitRates": {
"1": 0.5432692307692307,
"5": 0.6078431372549019,
"10": 0.6331658291457286
},
"hitRate1D": 0.5432692307692307,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999653142794167,
"eligibleDays": 359,
"fitnessScore": 2.609212511589827,
"lookbackDays": 30,
"returnLift1D": 0.0010764142002868907,
"hitRateLift1D": -0.002691772016284566,
"portfolioSize": 3,
"activationRate": 0.5793871866295265,
"activationCount": 208,
"baselineHitRates": {
"1": 0.5459610027855153,
"5": 0.5887323943661972,
"10": 0.6142857142857143
},
"sampleConfidence": 0.9958333333333333,
"shadowSharpeLike": 1.978721217285688,
"avgForwardReturns": {
"1": 0.006171884985075008,
"5": 0.02886995048790662,
"10": 0.053171213732118666
},
"shadowMaxDrawdown": -0.2585969497556999,
"shadowTotalReturn": 2.086859076141317,
"avgForwardReturn1D": 0.006171884985075008,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 208,
"5": 204,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.005095470784788118,
"5": 0.02597956949613738,
"10": 0.05406745948045298
}
},
{
"topN": 3,
"ticker": "PARR",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.5979381443298969,
"10": 0.6507936507936508
},
"hitRate1D": 0.5454545454545454,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9998661243495283,
"eligibleDays": 368,
"fitnessScore": 2.3120623628751957,
"lookbackDays": 21,
"returnLift1D": 0.001190166597755774,
"hitRateLift1D": 0.0019762845849802257,
"portfolioSize": 3,
"activationRate": 0.5380434782608695,
"activationCount": 198,
"baselineHitRates": {
"1": 0.5434782608695652,
"5": 0.5824175824175825,
"10": 0.5988857938718662
},
"sampleConfidence": 0.9956228956228956,
"shadowSharpeLike": 1.8243130075094802,
"avgForwardReturns": {
"1": 0.006034009222017256,
"5": 0.03074651640820562,
"10": 0.06355793430647846
},
"shadowMaxDrawdown": -0.24094886412627037,
"shadowTotalReturn": 1.82201970574517,
"avgForwardReturn1D": 0.006034009222017256,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-08",
"2025-04-09"
],
"horizonObservationCounts": {
"1": 198,
"5": 194,
"10": 189
},
"baselineAvgForwardReturns": {
"1": 0.004843842624261482,
"5": 0.02433506318100229,
"10": 0.05024186471015557
}
},
{
"topN": 4,
"ticker": "PARR",
"hitRates": {
"1": 0.5388349514563107,
"5": 0.599009900990099,
"10": 0.649746192893401
},
"hitRate1D": 0.5388349514563107,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9996543968679605,
"eligibleDays": 368,
"fitnessScore": 2.1033722350308537,
"lookbackDays": 21,
"returnLift1D": 0.0006940572050043968,
"hitRateLift1D": -0.004643309413254526,
"portfolioSize": 4,
"activationRate": 0.5597826086956522,
"activationCount": 206,
"baselineHitRates": {
"1": 0.5434782608695652,
"5": 0.5824175824175825,
"10": 0.5988857938718662
},
"sampleConfidence": 0.9957928802588998,
"shadowSharpeLike": 1.6832691770756052,
"avgForwardReturns": {
"1": 0.005537899829265879,
"5": 0.030076038726519445,
"10": 0.06230595665879683
},
"shadowMaxDrawdown": -0.25000330101293045,
"shadowTotalReturn": 1.6390984829723987,
"avgForwardReturn1D": 0.005537899829265879,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-06",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-08"
],
"horizonObservationCounts": {
"1": 206,
"5": 202,
"10": 197
},
"baselineAvgForwardReturns": {
"1": 0.004843842624261482,
"5": 0.02433506318100229,
"10": 0.05024186471015557
}
},
{
"topN": 5,
"ticker": "PARR",
"hitRates": {
"1": 0.5388349514563107,
"5": 0.599009900990099,
"10": 0.649746192893401
},
"hitRate1D": 0.5388349514563107,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9996543968679605,
"eligibleDays": 368,
"fitnessScore": 2.1033722350308537,
"lookbackDays": 21,
"returnLift1D": 0.0006940572050043968,
"hitRateLift1D": -0.004643309413254526,
"portfolioSize": 5,
"activationRate": 0.5597826086956522,
"activationCount": 206,
"baselineHitRates": {
"1": 0.5434782608695652,
"5": 0.5824175824175825,
"10": 0.5988857938718662
},
"sampleConfidence": 0.9957928802588998,
"shadowSharpeLike": 1.6832691770756052,
"avgForwardReturns": {
"1": 0.005537899829265879,
"5": 0.030076038726519445,
"10": 0.06230595665879683
},
"shadowMaxDrawdown": -0.25000330101293045,
"shadowTotalReturn": 1.6390984829723987,
"avgForwardReturn1D": 0.005537899829265879,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-06",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-08"
],
"horizonObservationCounts": {
"1": 206,
"5": 202,
"10": 197
},
"baselineAvgForwardReturns": {
"1": 0.004843842624261482,
"5": 0.02433506318100229,
"10": 0.05024186471015557
}
},
{
"topN": 2,
"ticker": "PARR",
"hitRates": {
"1": 0.5343915343915344,
"5": 0.5837837837837838,
"10": 0.6333333333333333
},
"hitRate1D": 0.5343915343915344,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9986377125933416,
"eligibleDays": 368,
"fitnessScore": 1.8013899090344918,
"lookbackDays": 21,
"returnLift1D": 0.0005984970822855065,
"hitRateLift1D": -0.009086726478030771,
"portfolioSize": 2,
"activationRate": 0.5135869565217391,
"activationCount": 189,
"baselineHitRates": {
"1": 0.5434782608695652,
"5": 0.5824175824175825,
"10": 0.5988857938718662
},
"sampleConfidence": 0.9954144620811288,
"shadowSharpeLike": 1.6182741761774548,
"avgForwardReturns": {
"1": 0.0054423397065469885,
"5": 0.0288397828473269,
"10": 0.05907094360091004
},
"shadowMaxDrawdown": -0.31371367335050826,
"shadowTotalReturn": 1.4102384532789434,
"avgForwardReturn1D": 0.0054423397065469885,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-08",
"2025-04-09"
],
"horizonObservationCounts": {
"1": 189,
"5": 185,
"10": 180
},
"baselineAvgForwardReturns": {
"1": 0.004843842624261482,
"5": 0.02433506318100229,
"10": 0.05024186471015557
}
},
{
"topN": 2,
"ticker": "PARR",
"hitRates": {
"1": 0.527363184079602,
"5": 0.5736040609137056,
"10": 0.5583756345177665
},
"hitRate1D": 0.527363184079602,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9981570264913318,
"eligibleDays": 326,
"fitnessScore": 1.7347966661212069,
"lookbackDays": 63,
"returnLift1D": -0.0012814507528199444,
"hitRateLift1D": -0.02478405518420168,
"portfolioSize": 2,
"activationRate": 0.6165644171779141,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5521472392638037,
"5": 0.6118012422360248,
"10": 0.637223974763407
},
"sampleConfidence": 0.997346600331675,
"shadowSharpeLike": 1.656895138610137,
"avgForwardReturns": {
"1": 0.0047831907267002925,
"5": 0.02004992750803969,
"10": 0.03319828659100356
},
"shadowMaxDrawdown": -0.227834627902036,
"shadowTotalReturn": 1.2857269083164495,
"avgForwardReturn1D": 0.0047831907267002925,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 201,
"5": 197,
"10": 197
},
"baselineAvgForwardReturns": {
"1": 0.006064641479520237,
"5": 0.03082494247788006,
"10": 0.06345382536669487
}
},
{
"topN": 3,
"ticker": "PARR",
"hitRates": {
"1": 0.5176991150442478,
"5": 0.5720720720720721,
"10": 0.54337899543379
},
"hitRate1D": 0.5176991150442478,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9966696206381792,
"eligibleDays": 326,
"fitnessScore": 1.6042932867499842,
"lookbackDays": 63,
"returnLift1D": -0.0019919586132674336,
"hitRateLift1D": -0.0344481242195559,
"portfolioSize": 3,
"activationRate": 0.6932515337423313,
"activationCount": 226,
"baselineHitRates": {
"1": 0.5521472392638037,
"5": 0.6118012422360248,
"10": 0.637223974763407
},
"sampleConfidence": 0.996755162241888,
"shadowSharpeLike": 1.5176487057046577,
"avgForwardReturns": {
"1": 0.004072682866252803,
"5": 0.019995436134784644,
"10": 0.032539089785491644
},
"shadowMaxDrawdown": -0.24523371453554932,
"shadowTotalReturn": 1.162531683398437,
"avgForwardReturn1D": 0.004072682866252803,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 226,
"5": 222,
"10": 219
},
"baselineAvgForwardReturns": {
"1": 0.006064641479520237,
"5": 0.03082494247788006,
"10": 0.06345382536669487
}
},
{
"topN": 4,
"ticker": "PARR",
"hitRates": {
"1": 0.5152838427947598,
"5": 0.5733333333333334,
"10": 0.545045045045045
},
"hitRate1D": 0.5152838427947598,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9936525495411124,
"eligibleDays": 326,
"fitnessScore": 1.461733560973571,
"lookbackDays": 63,
"returnLift1D": -0.0022667146181770286,
"hitRateLift1D": -0.03686339646904391,
"portfolioSize": 4,
"activationRate": 0.7024539877300614,
"activationCount": 229,
"baselineHitRates": {
"1": 0.5521472392638037,
"5": 0.6118012422360248,
"10": 0.637223974763407
},
"sampleConfidence": 0.9967976710334789,
"shadowSharpeLike": 1.4264132353613803,
"avgForwardReturns": {
"1": 0.003797926861343208,
"5": 0.01998777738706344,
"10": 0.03343232080611811
},
"shadowMaxDrawdown": -0.29274714958142667,
"shadowTotalReturn": 1.053137096229312,
"avgForwardReturn1D": 0.003797926861343208,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 229,
"5": 225,
"10": 222
},
"baselineAvgForwardReturns": {
"1": 0.006064641479520237,
"5": 0.03082494247788006,
"10": 0.06345382536669487
}
},
{
"topN": 5,
"ticker": "PARR",
"hitRates": {
"1": 0.5152838427947598,
"5": 0.5733333333333334,
"10": 0.545045045045045
},
"hitRate1D": 0.5152838427947598,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9936525495411124,
"eligibleDays": 326,
"fitnessScore": 1.461733560973571,
"lookbackDays": 63,
"returnLift1D": -0.0022667146181770286,
"hitRateLift1D": -0.03686339646904391,
"portfolioSize": 5,
"activationRate": 0.7024539877300614,
"activationCount": 229,
"baselineHitRates": {
"1": 0.5521472392638037,
"5": 0.6118012422360248,
"10": 0.637223974763407
},
"sampleConfidence": 0.9967976710334789,
"shadowSharpeLike": 1.4264132353613803,
"avgForwardReturns": {
"1": 0.003797926861343208,
"5": 0.01998777738706344,
"10": 0.03343232080611811
},
"shadowMaxDrawdown": -0.29274714958142667,
"shadowTotalReturn": 1.053137096229312,
"avgForwardReturn1D": 0.003797926861343208,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 229,
"5": 225,
"10": 222
},
"baselineAvgForwardReturns": {
"1": 0.006064641479520237,
"5": 0.03082494247788006,
"10": 0.06345382536669487
}
}
],
"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": 0.9999974019203731,
"fitnessScore": 3.1793617864146344,
"lookbackDays": 14,
"returnLift1D": 0.003299387485701903,
"activationRate": 0.47733333333333333,
"activationCount": 179,
"sampleConfidence": 0.9951582867783986,
"bestPortfolioSize": 2,
"shadowTotalReturn": 2.5827525789999357,
"avgForwardReturn1D": 0.007913772794841676
},
{
"comboQuality": 0.9998661243495283,
"fitnessScore": 2.3120623628751957,
"lookbackDays": 21,
"returnLift1D": 0.001190166597755774,
"activationRate": 0.5380434782608695,
"activationCount": 198,
"sampleConfidence": 0.9956228956228956,
"bestPortfolioSize": 3,
"shadowTotalReturn": 1.82201970574517,
"avgForwardReturn1D": 0.006034009222017256
},
{
"comboQuality": 0.9999786639388282,
"fitnessScore": 2.716119924900973,
"lookbackDays": 30,
"returnLift1D": 0.0010958925868921948,
"activationRate": 0.596100278551532,
"activationCount": 214,
"sampleConfidence": 0.99595015576324,
"bestPortfolioSize": 4,
"shadowTotalReturn": 2.181921919857621,
"avgForwardReturn1D": 0.0061913633716803125
},
{
"comboQuality": 0.9999965645343875,
"fitnessScore": 3.1178980244345045,
"lookbackDays": 45,
"returnLift1D": 0.0004932392614988975,
"activationRate": 0.6511627906976745,
"activationCount": 224,
"sampleConfidence": 0.9964285714285714,
"bestPortfolioSize": 3,
"shadowTotalReturn": 2.5275441357928523,
"avgForwardReturn1D": 0.006329980134508791
},
{
"comboQuality": 0.9981570264913318,
"fitnessScore": 1.7347966661212069,
"lookbackDays": 63,
"returnLift1D": -0.0012814507528199444,
"activationRate": 0.6165644171779141,
"activationCount": 201,
"sampleConfidence": 0.997346600331675,
"bestPortfolioSize": 2,
"shadowTotalReturn": 1.2857269083164495,
"avgForwardReturn1D": 0.0047831907267002925
}
],
"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": "8fa972fb547cba75425221d595b53b80ffff1482b57d41ddeed8bc4bcee02aa7",
"size": 13,
"members": [
"PARR",
"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."
}