Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"PODD"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "PODD",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 339,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 21,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.08439637243661222,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08439637243661222,
"bestRawFitnessScore": -0.17449300858973782,
"upperQuartileComboQuality": 0.08439637243661222
},
"algorithmFit": {
"label": "poor",
"score": 0.12666873191723346,
"rawScore": 0.20335743219097724,
"confidence": 0.24577430539422032,
"bestProfile": {
"topN": 2,
"lookbackDays": 21
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
21
]
},
"parameterStability": 0.6792016712084372,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 339,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 21,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 3,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 339,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 21,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 4,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 339,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 21,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 5,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 339,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 21,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 2,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 330,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 30,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 3,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 330,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 30,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 4,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 330,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 30,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 5,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 330,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 30,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 2,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 315,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 45,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 3,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 315,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 45,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 4,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 315,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 45,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 5,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 315,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 45,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 2,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 297,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 63,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 3,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 297,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 63,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 4,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 297,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 63,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 5,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08439637243661222,
"eligibleDays": 297,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 63,
"returnLift1D": -0.0012693374980547033,
"hitRateLift1D": -0.48,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"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": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 3,
"ticker": "PODD",
"hitRates": {
"1": 0.3333333333333333,
"5": 0,
"10": 0
},
"hitRate1D": 0.3333333333333333,
"comboQuality": 0.08003568570496473,
"eligibleDays": 352,
"fitnessScore": -0.18720970027017195,
"lookbackDays": 14,
"returnLift1D": -0.005263971863424805,
"hitRateLift1D": -0.14666666666666667,
"activationRate": 0.008522727272727272,
"activationCount": 3,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"sampleConfidence": 0.5296807507080746,
"shadowSharpeLike": -0.3230291509948554,
"avgForwardReturns": {
"1": -0.003994634365370102,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.034926494249448825,
"shadowTotalReturn": -0.013470195212163527,
"avgForwardReturn1D": -0.003994634365370102,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-20",
"2026-07-21",
"2026-07-22"
],
"horizonObservationCounts": {
"1": 3,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 4,
"ticker": "PODD",
"hitRates": {
"1": 0.25,
"5": 0,
"10": 0
},
"hitRate1D": 0.25,
"comboQuality": 0.05859945386274295,
"eligibleDays": 352,
"fitnessScore": -0.26086153310793686,
"lookbackDays": 14,
"returnLift1D": -0.0048277942693458606,
"hitRateLift1D": -0.22999999999999998,
"activationRate": 0.011363636363636364,
"activationCount": 4,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"sampleConfidence": 0.5626341441916436,
"shadowSharpeLike": -0.37419168877876213,
"avgForwardReturns": {
"1": -0.0035584567712911574,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.034926494249448714,
"shadowTotalReturn": -0.01570186737478374,
"avgForwardReturn1D": -0.0035584567712911574,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-17",
"2026-07-20",
"2026-07-21",
"2026-07-22"
],
"horizonObservationCounts": {
"1": 4,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 5,
"ticker": "PODD",
"hitRates": {
"1": 0.25,
"5": 0,
"10": 0
},
"hitRate1D": 0.25,
"comboQuality": 0.05859945386274295,
"eligibleDays": 352,
"fitnessScore": -0.26086153310793686,
"lookbackDays": 14,
"returnLift1D": -0.0048277942693458606,
"hitRateLift1D": -0.22999999999999998,
"activationRate": 0.011363636363636364,
"activationCount": 4,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"sampleConfidence": 0.5626341441916436,
"shadowSharpeLike": -0.37419168877876213,
"avgForwardReturns": {
"1": -0.0035584567712911574,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.034926494249448714,
"shadowTotalReturn": -0.01570186737478374,
"avgForwardReturn1D": -0.0035584567712911574,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-17",
"2026-07-20",
"2026-07-21",
"2026-07-22"
],
"horizonObservationCounts": {
"1": 4,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
},
{
"topN": 2,
"ticker": "PODD",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.016366154819423294,
"eligibleDays": 352,
"fitnessScore": -0.551128414420378,
"lookbackDays": 14,
"returnLift1D": -0.018627695677021563,
"hitRateLift1D": -0.48,
"activationRate": 0.005681818181818182,
"activationCount": 2,
"baselineHitRates": {
"1": 0.48,
"5": 0.7647058823529411,
"10": 0.8888888888888888
},
"sampleConfidence": 0.49059193797592754,
"shadowSharpeLike": -1.1674583850285463,
"avgForwardReturns": {
"1": -0.01735835817896686,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.03541491027273114,
"shadowTotalReturn": -0.03541491027273114,
"avgForwardReturn1D": -0.01735835817896686,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-21",
"2026-07-22"
],
"horizonObservationCounts": {
"1": 2,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0012693374980547033,
"5": 0.025590315575841394,
"10": 0.03339493703677422
}
}
],
"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": 0.08003568570496473,
"fitnessScore": -0.18720970027017195,
"lookbackDays": 14,
"returnLift1D": -0.005263971863424805,
"activationRate": 0.008522727272727272,
"activationCount": 3,
"sampleConfidence": 0.5296807507080746,
"shadowTotalReturn": -0.013470195212163527,
"avgForwardReturn1D": -0.003994634365370102
},
{
"bestTopN": 2,
"comboQuality": 0.08439637243661222,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 21,
"returnLift1D": -0.0012693374980547033,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08439637243661222,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 30,
"returnLift1D": -0.0012693374980547033,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08439637243661222,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 45,
"returnLift1D": -0.0012693374980547033,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08439637243661222,
"fitnessScore": -0.17449300858973782,
"lookbackDays": 63,
"returnLift1D": -0.0012693374980547033,
"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": "9021b41bf262d7e987c27ae0e73a9e4548bdf7d495e4a68a149f09c04d2ea1de",
"size": 13,
"members": [
"PODD",
"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",
"PODD"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "PODD",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "PODD",
"hitRates": {
"1": 0.5813953488372093,
"5": 0.4418604651162791,
"10": 0.3023255813953488
},
"hitRate1D": 0.5813953488372093,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.2201278399730001,
"eligibleDays": 326,
"fitnessScore": 0.0717172610946513,
"lookbackDays": 63,
"returnLift1D": 0.00040790287108219154,
"hitRateLift1D": 0.08753031816236273,
"portfolioSize": 2,
"activationRate": 0.13190184049079753,
"activationCount": 43,
"baselineHitRates": {
"1": 0.4938650306748466,
"5": 0.40683229813664595,
"10": 0.3943217665615142
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.37706940717134696,
"avgForwardReturns": {
"1": -0.0007230443436583274,
"5": -0.006453709398038801,
"10": -0.019151355945838982
},
"shadowMaxDrawdown": -0.10436668190197063,
"shadowTotalReturn": -0.040025446879111914,
"avgForwardReturn1D": -0.0007230443436583274,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 43,
"5": 43,
"10": 43
},
"baselineAvgForwardReturns": {
"1": -0.001130947214740519,
"5": -0.0056356270922650565,
"10": -0.011208708164382856
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.2201278399730001,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.05800742049434659,
"bestRawFitnessScore": 0.0717172610946513,
"upperQuartileComboQuality": 0.17276013161735868
},
"algorithmFit": {
"label": "poor",
"score": 0.18088922303204974,
"rawScore": 0.19267274386768363,
"confidence": 0.8776835726829519,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 2
},
"profileBreadth": 0,
"recommendedRegion": {
"lookbackDays": [
63
],
"portfolioSizes": [
2
]
},
"parameterStability": 0.46630283384827653,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "PODD",
"hitRates": {
"1": 0.5813953488372093,
"5": 0.4418604651162791,
"10": 0.3023255813953488
},
"hitRate1D": 0.5813953488372093,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.2201278399730001,
"eligibleDays": 326,
"fitnessScore": 0.0717172610946513,
"lookbackDays": 63,
"returnLift1D": 0.00040790287108219154,
"hitRateLift1D": 0.08753031816236273,
"portfolioSize": 2,
"activationRate": 0.13190184049079753,
"activationCount": 43,
"baselineHitRates": {
"1": 0.4938650306748466,
"5": 0.40683229813664595,
"10": 0.3943217665615142
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.37706940717134696,
"avgForwardReturns": {
"1": -0.0007230443436583274,
"5": -0.006453709398038801,
"10": -0.019151355945838982
},
"shadowMaxDrawdown": -0.10436668190197063,
"shadowTotalReturn": -0.040025446879111914,
"avgForwardReturn1D": -0.0007230443436583274,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 43,
"5": 43,
"10": 43
},
"baselineAvgForwardReturns": {
"1": -0.001130947214740519,
"5": -0.0056356270922650565,
"10": -0.011208708164382856
}
},
{
"topN": 2,
"ticker": "PODD",
"hitRates": {
"1": 0.5584415584415584,
"5": 0.47297297297297297,
"10": 0.38571428571428573
},
"hitRate1D": 0.5584415584415584,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.2015077720926783,
"eligibleDays": 359,
"fitnessScore": 0.047082597867741945,
"lookbackDays": 30,
"returnLift1D": 0.0006749998059797981,
"hitRateLift1D": 0.059834316101725515,
"portfolioSize": 2,
"activationRate": 0.21448467966573817,
"activationCount": 77,
"baselineHitRates": {
"1": 0.4986072423398329,
"5": 0.4028169014084507,
"10": 0.38571428571428573
},
"sampleConfidence": 0.9913419913419914,
"shadowSharpeLike": -0.28293887570472587,
"avgForwardReturns": {
"1": -0.0005696663014192479,
"5": -0.00496909843289913,
"10": -0.018046261881059285
},
"shadowMaxDrawdown": -0.13870020864148058,
"shadowTotalReturn": -0.06884616523540354,
"avgForwardReturn1D": -0.0005696663014192479,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-21",
"2025-04-22",
"2025-04-25",
"2025-04-28",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 77,
"5": 74,
"10": 70
},
"baselineAvgForwardReturns": {
"1": -0.001244666107399046,
"5": -0.006503437172466322,
"10": -0.012474864855042143
}
},
{
"topN": 3,
"ticker": "PODD",
"hitRates": {
"1": 0.5964912280701754,
"5": 0.40350877192982454,
"10": 0.3508771929824561
},
"hitRate1D": 0.5964912280701754,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.19048632894842893,
"eligibleDays": 326,
"fitnessScore": 0.031692288673992264,
"lookbackDays": 63,
"returnLift1D": -0.00010311052616981107,
"hitRateLift1D": 0.1026261973953288,
"portfolioSize": 3,
"activationRate": 0.17484662576687116,
"activationCount": 57,
"baselineHitRates": {
"1": 0.4938650306748466,
"5": 0.40683229813664595,
"10": 0.3943217665615142
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6155062751643215,
"avgForwardReturns": {
"1": -0.00123405774091033,
"5": -0.007730551945816246,
"10": -0.014902068489424715
},
"shadowMaxDrawdown": -0.14798871815243875,
"shadowTotalReturn": -0.08118138467051617,
"avgForwardReturn1D": -0.00123405774091033,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 57,
"5": 57,
"10": 57
},
"baselineAvgForwardReturns": {
"1": -0.001130947214740519,
"5": -0.0056356270922650565,
"10": -0.011208708164382856
}
},
{
"topN": 2,
"ticker": "PODD",
"hitRates": {
"1": 0.5915492957746479,
"5": 0.5362318840579711,
"10": 0.4696969696969697
},
"hitRate1D": 0.5915492957746479,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.17949136839824772,
"eligibleDays": 375,
"fitnessScore": 0.015644591679101122,
"lookbackDays": 14,
"returnLift1D": 0.0002846622324070017,
"hitRateLift1D": 0.09021596244131458,
"portfolioSize": 2,
"activationRate": 0.18933333333333333,
"activationCount": 71,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.4123989218328841,
"10": 0.3989071038251366
},
"sampleConfidence": 0.9934272300469484,
"shadowSharpeLike": -0.3678211944204485,
"avgForwardReturns": {
"1": -0.0008722656026363536,
"5": 0.001846737465882213,
"10": -0.006495684898404228
},
"shadowMaxDrawdown": -0.21824464142654432,
"shadowTotalReturn": -0.0878779554433109,
"avgForwardReturn1D": -0.0008722656026363536,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-02-05",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 71,
"5": 69,
"10": 66
},
"baselineAvgForwardReturns": {
"1": -0.0011569278350433553,
"5": -0.005932730474054687,
"10": -0.012024259920793527
}
},
{
"topN": 4,
"ticker": "PODD",
"hitRates": {
"1": 0.56,
"5": 0.4845360824742268,
"10": 0.40217391304347827
},
"hitRate1D": 0.56,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.17276013161735868,
"eligibleDays": 359,
"fitnessScore": 0.005438070323822812,
"lookbackDays": 30,
"returnLift1D": 0.00036538522754511174,
"hitRateLift1D": 0.06139275766016716,
"portfolioSize": 4,
"activationRate": 0.2785515320334262,
"activationCount": 100,
"baselineHitRates": {
"1": 0.4986072423398329,
"5": 0.4028169014084507,
"10": 0.38571428571428573
},
"sampleConfidence": 0.9926666666666667,
"shadowSharpeLike": -0.38242836884855463,
"avgForwardReturns": {
"1": -0.0008792808798539343,
"5": -0.004580075195602649,
"10": -0.012602480184661593
},
"shadowMaxDrawdown": -0.1913608495916943,
"shadowTotalReturn": -0.1115445823116088,
"avgForwardReturn1D": -0.0008792808798539343,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 100,
"5": 97,
"10": 92
},
"baselineAvgForwardReturns": {
"1": -0.001244666107399046,
"5": -0.006503437172466322,
"10": -0.012474864855042143
}
},
{
"topN": 5,
"ticker": "PODD",
"hitRates": {
"1": 0.56,
"5": 0.4845360824742268,
"10": 0.40217391304347827
},
"hitRate1D": 0.56,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.17276013161735868,
"eligibleDays": 359,
"fitnessScore": 0.005438070323822812,
"lookbackDays": 30,
"returnLift1D": 0.00036538522754511174,
"hitRateLift1D": 0.06139275766016716,
"portfolioSize": 5,
"activationRate": 0.2785515320334262,
"activationCount": 100,
"baselineHitRates": {
"1": 0.4986072423398329,
"5": 0.4028169014084507,
"10": 0.38571428571428573
},
"sampleConfidence": 0.9926666666666667,
"shadowSharpeLike": -0.38242836884855463,
"avgForwardReturns": {
"1": -0.0008792808798539343,
"5": -0.004580075195602649,
"10": -0.012602480184661593
},
"shadowMaxDrawdown": -0.1913608495916943,
"shadowTotalReturn": -0.1115445823116088,
"avgForwardReturn1D": -0.0008792808798539343,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 100,
"5": 97,
"10": 92
},
"baselineAvgForwardReturns": {
"1": -0.001244666107399046,
"5": -0.006503437172466322,
"10": -0.012474864855042143
}
},
{
"topN": 3,
"ticker": "PODD",
"hitRates": {
"1": 0.5632183908045977,
"5": 0.5,
"10": 0.3924050632911392
},
"hitRate1D": 0.5632183908045977,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.15888931296656209,
"eligibleDays": 359,
"fitnessScore": -0.01663339899410338,
"lookbackDays": 30,
"returnLift1D": 0.00006912692388011355,
"hitRateLift1D": 0.06461114846476479,
"portfolioSize": 3,
"activationRate": 0.24233983286908078,
"activationCount": 87,
"baselineHitRates": {
"1": 0.4986072423398329,
"5": 0.4028169014084507,
"10": 0.38571428571428573
},
"sampleConfidence": 0.9915708812260537,
"shadowSharpeLike": -0.5255629403061244,
"avgForwardReturns": {
"1": -0.0011755391835189324,
"5": -0.003146034069647407,
"10": -0.0161354736631643
},
"shadowMaxDrawdown": -0.1560642716132522,
"shadowTotalReturn": -0.12068752963231255,
"avgForwardReturn1D": -0.0011755391835189324,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-21",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-25",
"2025-04-28",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 87,
"5": 84,
"10": 79
},
"baselineAvgForwardReturns": {
"1": -0.001244666107399046,
"5": -0.006503437172466322,
"10": -0.012474864855042143
}
},
{
"topN": 2,
"ticker": "PODD",
"hitRates": {
"1": 0.5106382978723404,
"5": 0.3333333333333333,
"10": 0.28888888888888886
},
"hitRate1D": 0.5106382978723404,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.09436920433372115,
"eligibleDays": 344,
"fitnessScore": -0.14751172196790582,
"lookbackDays": 45,
"returnLift1D": -0.0011287583999516398,
"hitRateLift1D": 0.013545274616526437,
"portfolioSize": 2,
"activationRate": 0.13662790697674418,
"activationCount": 47,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.4088235294117647,
"10": 0.3970149253731343
},
"sampleConfidence": 0.9943262411347519,
"shadowSharpeLike": -0.8114091504620192,
"avgForwardReturns": {
"1": -0.0019547328366390647,
"5": -0.0135886730741516,
"10": -0.028784459230443114
},
"shadowMaxDrawdown": -0.14393907346660162,
"shadowTotalReturn": -0.09808881069868203,
"avgForwardReturn1D": -0.0019547328366390647,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 47,
"5": 45,
"10": 45
},
"baselineAvgForwardReturns": {
"1": -0.0008259744366874249,
"5": -0.004812447999260791,
"10": -0.010648799812865236
}
},
{
"topN": 3,
"ticker": "PODD",
"hitRates": {
"1": 0.5068493150684932,
"5": 0.32857142857142857,
"10": 0.2647058823529412
},
"hitRate1D": 0.5068493150684932,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.07920462752612766,
"eligibleDays": 344,
"fitnessScore": -0.18970468340176885,
"lookbackDays": 45,
"returnLift1D": -0.0010736077262120827,
"hitRateLift1D": 0.00975629181267923,
"portfolioSize": 3,
"activationRate": 0.21220930232558138,
"activationCount": 73,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.4088235294117647,
"10": 0.3970149253731343
},
"sampleConfidence": 0.9926940639269407,
"shadowSharpeLike": -0.9446212025710228,
"avgForwardReturns": {
"1": -0.0018995821628995076,
"5": -0.013245769428342536,
"10": -0.027149356511528968
},
"shadowMaxDrawdown": -0.20094078815886718,
"shadowTotalReturn": -0.1431215949040301,
"avgForwardReturn1D": -0.0018995821628995076,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 73,
"5": 70,
"10": 68
},
"baselineAvgForwardReturns": {
"1": -0.0008259744366874249,
"5": -0.004812447999260791,
"10": -0.010648799812865236
}
},
{
"topN": 4,
"ticker": "PODD",
"hitRates": {
"1": 0.5507246376811594,
"5": 0.42028985507246375,
"10": 0.4057971014492754
},
"hitRate1D": 0.5507246376811594,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.05800742049434659,
"eligibleDays": 326,
"fitnessScore": -0.26323382015329516,
"lookbackDays": 63,
"returnLift1D": -0.0021294882379089466,
"hitRateLift1D": 0.05685960700631282,
"portfolioSize": 4,
"activationRate": 0.2116564417177914,
"activationCount": 69,
"baselineHitRates": {
"1": 0.4938650306748466,
"5": 0.40683229813664595,
"10": 0.3943217665615142
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.3034397805482674,
"avgForwardReturns": {
"1": -0.0032604354526494655,
"5": -0.004461112172398386,
"10": -0.005253208815029412
},
"shadowMaxDrawdown": -0.22667138655730634,
"shadowTotalReturn": -0.21963873246657017,
"avgForwardReturn1D": -0.0032604354526494655,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-08",
"2025-04-28",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 69,
"5": 69,
"10": 69
},
"baselineAvgForwardReturns": {
"1": -0.001130947214740519,
"5": -0.0056356270922650565,
"10": -0.011208708164382856
}
},
{
"topN": 5,
"ticker": "PODD",
"hitRates": {
"1": 0.5507246376811594,
"5": 0.42028985507246375,
"10": 0.4057971014492754
},
"hitRate1D": 0.5507246376811594,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.05800742049434659,
"eligibleDays": 326,
"fitnessScore": -0.26323382015329516,
"lookbackDays": 63,
"returnLift1D": -0.0021294882379089466,
"hitRateLift1D": 0.05685960700631282,
"portfolioSize": 5,
"activationRate": 0.2116564417177914,
"activationCount": 69,
"baselineHitRates": {
"1": 0.4938650306748466,
"5": 0.40683229813664595,
"10": 0.3943217665615142
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.3034397805482674,
"avgForwardReturns": {
"1": -0.0032604354526494655,
"5": -0.004461112172398386,
"10": -0.005253208815029412
},
"shadowMaxDrawdown": -0.22667138655730634,
"shadowTotalReturn": -0.21963873246657017,
"avgForwardReturn1D": -0.0032604354526494655,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-08",
"2025-04-28",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 69,
"5": 69,
"10": 69
},
"baselineAvgForwardReturns": {
"1": -0.001130947214740519,
"5": -0.0056356270922650565,
"10": -0.011208708164382856
}
},
{
"topN": 3,
"ticker": "PODD",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.4470588235294118,
"10": 0.4268292682926829
},
"hitRate1D": 0.5454545454545454,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.04794036447268936,
"eligibleDays": 375,
"fitnessScore": -0.30750736557622893,
"lookbackDays": 14,
"returnLift1D": -0.0018071580729085818,
"hitRateLift1D": 0.04412121212121212,
"portfolioSize": 3,
"activationRate": 0.23466666666666666,
"activationCount": 88,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.4123989218328841,
"10": 0.3989071038251366
},
"sampleConfidence": 0.9931818181818182,
"shadowSharpeLike": -1.1546946402552418,
"avgForwardReturns": {
"1": -0.002964085907951937,
"5": -0.003902609411260283,
"10": -0.009573529322317512
},
"shadowMaxDrawdown": -0.27931697764518026,
"shadowTotalReturn": -0.2601240917218314,
"avgForwardReturn1D": -0.002964085907951937,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-12",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 88,
"5": 85,
"10": 82
},
"baselineAvgForwardReturns": {
"1": -0.0011569278350433553,
"5": -0.005932730474054687,
"10": -0.012024259920793527
}
},
{
"topN": 3,
"ticker": "PODD",
"hitRates": {
"1": 0.5106382978723404,
"5": 0.4444444444444444,
"10": 0.4418604651162791
},
"hitRate1D": 0.5106382978723404,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.040541272912825575,
"eligibleDays": 368,
"fitnessScore": -0.34609072720780204,
"lookbackDays": 21,
"returnLift1D": -0.0015892362288782275,
"hitRateLift1D": 0.013355689176688224,
"portfolioSize": 3,
"activationRate": 0.2554347826086957,
"activationCount": 94,
"baselineHitRates": {
"1": 0.49728260869565216,
"5": 0.40384615384615385,
"10": 0.3871866295264624
},
"sampleConfidence": 0.9914893617021278,
"shadowSharpeLike": -1.0774412758819594,
"avgForwardReturns": {
"1": -0.0027855301102238154,
"5": -0.004771401694757102,
"10": -0.009888571500190776
},
"shadowMaxDrawdown": -0.300513598265286,
"shadowTotalReturn": -0.2612600554981068,
"avgForwardReturn1D": -0.0027855301102238154,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-07",
"2025-02-14",
"2025-02-24",
"2025-03-26",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 94,
"5": 90,
"10": 86
},
"baselineAvgForwardReturns": {
"1": -0.0011962938813455878,
"5": -0.006307005788975961,
"10": -0.012637164158891177
}
},
{
"topN": 2,
"ticker": "PODD",
"hitRates": {
"1": 0.5066666666666667,
"5": 0.4507042253521127,
"10": 0.44776119402985076
},
"hitRate1D": 0.5066666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.03609722679706151,
"eligibleDays": 368,
"fitnessScore": -0.37265036568752263,
"lookbackDays": 21,
"returnLift1D": -0.002149112676949638,
"hitRateLift1D": 0.009384057971014548,
"portfolioSize": 2,
"activationRate": 0.20380434782608695,
"activationCount": 75,
"baselineHitRates": {
"1": 0.49728260869565216,
"5": 0.40384615384615385,
"10": 0.3871866295264624
},
"sampleConfidence": 0.9893333333333334,
"shadowSharpeLike": -1.093287530137787,
"avgForwardReturns": {
"1": -0.003345406558295226,
"5": -0.004406088435815388,
"10": -0.009819304660688845
},
"shadowMaxDrawdown": -0.29373785760637716,
"shadowTotalReturn": -0.24877610345157197,
"avgForwardReturn1D": -0.003345406558295226,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-07",
"2025-03-26",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-28",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 75,
"5": 71,
"10": 67
},
"baselineAvgForwardReturns": {
"1": -0.0011962938813455878,
"5": -0.006307005788975961,
"10": -0.012637164158891177
}
},
{
"topN": 4,
"ticker": "PODD",
"hitRates": {
"1": 0.5148514851485149,
"5": 0.4329896907216495,
"10": 0.44565217391304346
},
"hitRate1D": 0.5148514851485149,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.03335413187049103,
"eligibleDays": 368,
"fitnessScore": -0.39066312154821003,
"lookbackDays": 21,
"returnLift1D": -0.0019199274917740508,
"hitRateLift1D": 0.017568876452862703,
"portfolioSize": 4,
"activationRate": 0.27445652173913043,
"activationCount": 101,
"baselineHitRates": {
"1": 0.49728260869565216,
"5": 0.40384615384615385,
"10": 0.3871866295264624
},
"sampleConfidence": 0.9914191419141914,
"shadowSharpeLike": -1.2411229325305584,
"avgForwardReturns": {
"1": -0.0031162213731196387,
"5": -0.004888830097001638,
"10": -0.00763481617208306
},
"shadowMaxDrawdown": -0.30845942629767964,
"shadowTotalReturn": -0.30205039987777693,
"avgForwardReturn1D": -0.0031162213731196387,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-14",
"2025-02-20",
"2025-02-24",
"2025-03-26",
"2025-04-04",
"2025-04-08"
],
"horizonObservationCounts": {
"1": 101,
"5": 97,
"10": 92
},
"baselineAvgForwardReturns": {
"1": -0.0011962938813455878,
"5": -0.006307005788975961,
"10": -0.012637164158891177
}
},
{
"topN": 5,
"ticker": "PODD",
"hitRates": {
"1": 0.5148514851485149,
"5": 0.4329896907216495,
"10": 0.44565217391304346
},
"hitRate1D": 0.5148514851485149,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.03335413187049103,
"eligibleDays": 368,
"fitnessScore": -0.39066312154821003,
"lookbackDays": 21,
"returnLift1D": -0.0019199274917740508,
"hitRateLift1D": 0.017568876452862703,
"portfolioSize": 5,
"activationRate": 0.27445652173913043,
"activationCount": 101,
"baselineHitRates": {
"1": 0.49728260869565216,
"5": 0.40384615384615385,
"10": 0.3871866295264624
},
"sampleConfidence": 0.9914191419141914,
"shadowSharpeLike": -1.2411229325305584,
"avgForwardReturns": {
"1": -0.0031162213731196387,
"5": -0.004888830097001638,
"10": -0.00763481617208306
},
"shadowMaxDrawdown": -0.30845942629767964,
"shadowTotalReturn": -0.30205039987777693,
"avgForwardReturn1D": -0.0031162213731196387,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-14",
"2025-02-20",
"2025-02-24",
"2025-03-26",
"2025-04-04",
"2025-04-08"
],
"horizonObservationCounts": {
"1": 101,
"5": 97,
"10": 92
},
"baselineAvgForwardReturns": {
"1": -0.0011962938813455878,
"5": -0.006307005788975961,
"10": -0.012637164158891177
}
},
{
"topN": 4,
"ticker": "PODD",
"hitRates": {
"1": 0.4936708860759494,
"5": 0.3157894736842105,
"10": 0.2702702702702703
},
"hitRate1D": 0.4936708860759494,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.030736809710100375,
"eligibleDays": 344,
"fitnessScore": -0.4092365518119074,
"lookbackDays": 45,
"returnLift1D": -0.0026316439711382865,
"hitRateLift1D": -0.0034221371798645595,
"portfolioSize": 4,
"activationRate": 0.22965116279069767,
"activationCount": 79,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.4088235294117647,
"10": 0.3970149253731343
},
"sampleConfidence": 0.9932489451476794,
"shadowSharpeLike": -1.3683002186104223,
"avgForwardReturns": {
"1": -0.003457618407825711,
"5": -0.014807666753454634,
"10": -0.029114025400193966
},
"shadowMaxDrawdown": -0.29637768154284216,
"shadowTotalReturn": -0.2586919664369386,
"avgForwardReturn1D": -0.003457618407825711,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 79,
"5": 76,
"10": 74
},
"baselineAvgForwardReturns": {
"1": -0.0008259744366874249,
"5": -0.004812447999260791,
"10": -0.010648799812865236
}
},
{
"topN": 5,
"ticker": "PODD",
"hitRates": {
"1": 0.4936708860759494,
"5": 0.3157894736842105,
"10": 0.2702702702702703
},
"hitRate1D": 0.4936708860759494,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.030736809710100375,
"eligibleDays": 344,
"fitnessScore": -0.4092365518119074,
"lookbackDays": 45,
"returnLift1D": -0.0026316439711382865,
"hitRateLift1D": -0.0034221371798645595,
"portfolioSize": 5,
"activationRate": 0.22965116279069767,
"activationCount": 79,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.4088235294117647,
"10": 0.3970149253731343
},
"sampleConfidence": 0.9932489451476794,
"shadowSharpeLike": -1.3683002186104223,
"avgForwardReturns": {
"1": -0.003457618407825711,
"5": -0.014807666753454634,
"10": -0.029114025400193966
},
"shadowMaxDrawdown": -0.29637768154284216,
"shadowTotalReturn": -0.2586919664369386,
"avgForwardReturn1D": -0.003457618407825711,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 79,
"5": 76,
"10": 74
},
"baselineAvgForwardReturns": {
"1": -0.0008259744366874249,
"5": -0.004812447999260791,
"10": -0.010648799812865236
}
},
{
"topN": 4,
"ticker": "PODD",
"hitRates": {
"1": 0.5247524752475248,
"5": 0.41836734693877553,
"10": 0.40860215053763443
},
"hitRate1D": 0.5247524752475248,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.022276004136911578,
"eligibleDays": 375,
"fitnessScore": -0.481977820508418,
"lookbackDays": 14,
"returnLift1D": -0.0026367647135838376,
"hitRateLift1D": 0.023419141914191477,
"portfolioSize": 4,
"activationRate": 0.2693333333333333,
"activationCount": 101,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.4123989218328841,
"10": 0.3989071038251366
},
"sampleConfidence": 0.9927392739273928,
"shadowSharpeLike": -1.483232699807018,
"avgForwardReturns": {
"1": -0.003793692548627193,
"5": -0.006710971155075836,
"10": -0.013987208462871792
},
"shadowMaxDrawdown": -0.37161460019792103,
"shadowTotalReturn": -0.35017034645020384,
"avgForwardReturn1D": -0.003793692548627193,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-21"
],
"horizonObservationCounts": {
"1": 101,
"5": 98,
"10": 93
},
"baselineAvgForwardReturns": {
"1": -0.0011569278350433553,
"5": -0.005932730474054687,
"10": -0.012024259920793527
}
},
{
"topN": 5,
"ticker": "PODD",
"hitRates": {
"1": 0.5247524752475248,
"5": 0.41836734693877553,
"10": 0.40860215053763443
},
"hitRate1D": 0.5247524752475248,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.022276004136911578,
"eligibleDays": 375,
"fitnessScore": -0.481977820508418,
"lookbackDays": 14,
"returnLift1D": -0.0026367647135838376,
"hitRateLift1D": 0.023419141914191477,
"portfolioSize": 5,
"activationRate": 0.2693333333333333,
"activationCount": 101,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.4123989218328841,
"10": 0.3989071038251366
},
"sampleConfidence": 0.9927392739273928,
"shadowSharpeLike": -1.483232699807018,
"avgForwardReturns": {
"1": -0.003793692548627193,
"5": -0.006710971155075836,
"10": -0.013987208462871792
},
"shadowMaxDrawdown": -0.37161460019792103,
"shadowTotalReturn": -0.35017034645020384,
"avgForwardReturn1D": -0.003793692548627193,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-21"
],
"horizonObservationCounts": {
"1": 101,
"5": 98,
"10": 93
},
"baselineAvgForwardReturns": {
"1": -0.0011569278350433553,
"5": -0.005932730474054687,
"10": -0.012024259920793527
}
}
],
"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": 0.17949136839824772,
"fitnessScore": 0.015644591679101122,
"lookbackDays": 14,
"returnLift1D": 0.0002846622324070017,
"activationRate": 0.18933333333333333,
"activationCount": 71,
"sampleConfidence": 0.9934272300469484,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.0878779554433109,
"avgForwardReturn1D": -0.0008722656026363536
},
{
"comboQuality": 0.040541272912825575,
"fitnessScore": -0.34609072720780204,
"lookbackDays": 21,
"returnLift1D": -0.0015892362288782275,
"activationRate": 0.2554347826086957,
"activationCount": 94,
"sampleConfidence": 0.9914893617021278,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.2612600554981068,
"avgForwardReturn1D": -0.0027855301102238154
},
{
"comboQuality": 0.2015077720926783,
"fitnessScore": 0.047082597867741945,
"lookbackDays": 30,
"returnLift1D": 0.0006749998059797981,
"activationRate": 0.21448467966573817,
"activationCount": 77,
"sampleConfidence": 0.9913419913419914,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.06884616523540354,
"avgForwardReturn1D": -0.0005696663014192479
},
{
"comboQuality": 0.09436920433372115,
"fitnessScore": -0.14751172196790582,
"lookbackDays": 45,
"returnLift1D": -0.0011287583999516398,
"activationRate": 0.13662790697674418,
"activationCount": 47,
"sampleConfidence": 0.9943262411347519,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.09808881069868203,
"avgForwardReturn1D": -0.0019547328366390647
},
{
"comboQuality": 0.2201278399730001,
"fitnessScore": 0.0717172610946513,
"lookbackDays": 63,
"returnLift1D": 0.00040790287108219154,
"activationRate": 0.13190184049079753,
"activationCount": 43,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.040025446879111914,
"avgForwardReturn1D": -0.0007230443436583274
}
],
"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": "9021b41bf262d7e987c27ae0e73a9e4548bdf7d495e4a68a149f09c04d2ea1de",
"size": 13,
"members": [
"PODD",
"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."
}