Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"AMRC"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "AMRC",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "AMRC",
"hitRates": {
"1": 0.5373134328358209,
"5": 0.6567164179104478,
"10": 0.6194029850746269
},
"hitRate1D": 0.5373134328358209,
"comboQuality": 0.9974458984839297,
"eligibleDays": 297,
"fitnessScore": 1.6628494292077516,
"lookbackDays": 63,
"returnLift1D": 0.00493522850146077,
"hitRateLift1D": 0.030556676079064093,
"activationRate": 0.4511784511784512,
"activationCount": 134,
"baselineHitRates": {
"1": 0.5067567567567568,
"5": 0.5753424657534246,
"10": 0.578397212543554
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3619873640470221,
"avgForwardReturns": {
"1": 0.007626304497886378,
"5": 0.031925886438075236,
"10": 0.06089904941998451
},
"shadowMaxDrawdown": -0.29400877212720766,
"shadowTotalReturn": 1.2480362573377555,
"avgForwardReturn1D": 0.007626304497886378,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0026910759964256085,
"5": 0.012241750558477028,
"10": 0.026061698308211218
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9974458984839297,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9517676116794034,
"bestRawFitnessScore": 1.6628494292077516,
"upperQuartileComboQuality": 0.9937983636675393
},
"algorithmFit": {
"label": "strong",
"score": 0.935420186213974,
"rawScore": 0.9495286716940194,
"confidence": 0.9702831817497939,
"bestProfile": {
"topN": 2,
"lookbackDays": 63
},
"profileBreadth": 0.75,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
21,
30,
45,
63
]
},
"parameterStability": 0.8537757566639195,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "AMRC",
"hitRates": {
"1": 0.5373134328358209,
"5": 0.6567164179104478,
"10": 0.6194029850746269
},
"hitRate1D": 0.5373134328358209,
"comboQuality": 0.9974458984839297,
"eligibleDays": 297,
"fitnessScore": 1.6628494292077516,
"lookbackDays": 63,
"returnLift1D": 0.00493522850146077,
"hitRateLift1D": 0.030556676079064093,
"activationRate": 0.4511784511784512,
"activationCount": 134,
"baselineHitRates": {
"1": 0.5067567567567568,
"5": 0.5753424657534246,
"10": 0.578397212543554
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3619873640470221,
"avgForwardReturns": {
"1": 0.007626304497886378,
"5": 0.031925886438075236,
"10": 0.06089904941998451
},
"shadowMaxDrawdown": -0.29400877212720766,
"shadowTotalReturn": 1.2480362573377555,
"avgForwardReturn1D": 0.007626304497886378,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0026910759964256085,
"5": 0.012241750558477028,
"10": 0.026061698308211218
}
},
{
"topN": 5,
"ticker": "AMRC",
"hitRates": {
"1": 0.5058823529411764,
"5": 0.6176470588235294,
"10": 0.6352941176470588
},
"hitRate1D": 0.5058823529411764,
"comboQuality": 0.9967801544027896,
"eligibleDays": 330,
"fitnessScore": 1.6117433028856176,
"lookbackDays": 30,
"returnLift1D": 0.0031039369446854005,
"hitRateLift1D": -0.0017164312533524129,
"activationRate": 0.5151515151515151,
"activationCount": 170,
"baselineHitRates": {
"1": 0.5075987841945289,
"5": 0.5753846153846154,
"10": 0.590625
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2335374911185077,
"avgForwardReturns": {
"1": 0.006374399351880901,
"5": 0.023243169999338176,
"10": 0.04826201483549779
},
"shadowMaxDrawdown": -0.32425770615923033,
"shadowTotalReturn": 1.2532514352979374,
"avgForwardReturn1D": 0.006374399351880901,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-25",
"2025-04-28",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 170,
"5": 170,
"10": 170
},
"baselineAvgForwardReturns": {
"1": 0.003270462407195501,
"5": 0.015017689191530625,
"10": 0.03372502107079546
}
},
{
"topN": 4,
"ticker": "AMRC",
"hitRates": {
"1": 0.5254237288135594,
"5": 0.6497175141242938,
"10": 0.615819209039548
},
"hitRate1D": 0.5254237288135594,
"comboQuality": 0.995743199509049,
"eligibleDays": 315,
"fitnessScore": 1.5500937460355058,
"lookbackDays": 45,
"returnLift1D": 0.001976044495892542,
"hitRateLift1D": 0.009500161934578477,
"activationRate": 0.5619047619047619,
"activationCount": 177,
"baselineHitRates": {
"1": 0.5159235668789809,
"5": 0.5935483870967742,
"10": 0.5934426229508196
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2156230094798173,
"avgForwardReturns": {
"1": 0.005970844897184843,
"5": 0.02736530322016534,
"10": 0.04903893400244393
},
"shadowMaxDrawdown": -0.3811822391496168,
"shadowTotalReturn": 1.1819035426559683,
"avgForwardReturn1D": 0.005970844897184843,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 177,
"5": 177,
"10": 177
},
"baselineAvgForwardReturns": {
"1": 0.003994800401292301,
"5": 0.017710210149227516,
"10": 0.035372042688585036
}
},
{
"topN": 5,
"ticker": "AMRC",
"hitRates": {
"1": 0.5248618784530387,
"5": 0.6408839779005525,
"10": 0.6077348066298343
},
"hitRate1D": 0.5248618784530387,
"comboQuality": 0.9953950556320983,
"eligibleDays": 315,
"fitnessScore": 1.5327220042800396,
"lookbackDays": 45,
"returnLift1D": 0.0018072912696792823,
"hitRateLift1D": 0.008938311574057778,
"activationRate": 0.5746031746031746,
"activationCount": 181,
"baselineHitRates": {
"1": 0.5159235668789809,
"5": 0.5935483870967742,
"10": 0.5934426229508196
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2056590353942738,
"avgForwardReturns": {
"1": 0.0058020916709715835,
"5": 0.026501168072715967,
"10": 0.04593765163139163
},
"shadowMaxDrawdown": -0.38595633913158656,
"shadowTotalReturn": 1.1650704355238468,
"avgForwardReturn1D": 0.0058020916709715835,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 181,
"5": 181,
"10": 181
},
"baselineAvgForwardReturns": {
"1": 0.003994800401292301,
"5": 0.017710210149227516,
"10": 0.035372042688585036
}
},
{
"topN": 4,
"ticker": "AMRC",
"hitRates": {
"1": 0.503030303030303,
"5": 0.6242424242424243,
"10": 0.6303030303030303
},
"hitRate1D": 0.503030303030303,
"comboQuality": 0.9950795851758586,
"eligibleDays": 330,
"fitnessScore": 1.5180745732175187,
"lookbackDays": 30,
"returnLift1D": 0.003057911893421988,
"hitRateLift1D": -0.004568481164225813,
"activationRate": 0.5,
"activationCount": 165,
"baselineHitRates": {
"1": 0.5075987841945289,
"5": 0.5753846153846154,
"10": 0.590625
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1930014004102554,
"avgForwardReturns": {
"1": 0.006328374300617489,
"5": 0.02313438645311507,
"10": 0.04859322510755959
},
"shadowMaxDrawdown": -0.3044805566703722,
"shadowTotalReturn": 1.17026522679431,
"avgForwardReturn1D": 0.006328374300617489,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-28",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 165,
"5": 165,
"10": 165
},
"baselineAvgForwardReturns": {
"1": 0.003270462407195501,
"5": 0.015017689191530625,
"10": 0.03372502107079546
}
},
{
"topN": 2,
"ticker": "AMRC",
"hitRates": {
"1": 0.5074626865671642,
"5": 0.6492537313432836,
"10": 0.6417910447761194
},
"hitRate1D": 0.5074626865671642,
"comboQuality": 0.9933712898314329,
"eligibleDays": 330,
"fitnessScore": 1.4521327373716795,
"lookbackDays": 30,
"returnLift1D": 0.0041147516434861635,
"hitRateLift1D": -0.0001360976273646619,
"activationRate": 0.40606060606060607,
"activationCount": 134,
"baselineHitRates": {
"1": 0.5075987841945289,
"5": 0.5753846153846154,
"10": 0.590625
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2099789343754026,
"avgForwardReturns": {
"1": 0.007385214050681664,
"5": 0.022081435827031353,
"10": 0.051314366343783245
},
"shadowMaxDrawdown": -0.3107536033169439,
"shadowTotalReturn": 1.1320209755599135,
"avgForwardReturn1D": 0.007385214050681664,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-17",
"2025-04-28",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.003270462407195501,
"5": 0.015017689191530625,
"10": 0.03372502107079546
}
},
{
"topN": 3,
"ticker": "AMRC",
"hitRates": {
"1": 0.4968152866242038,
"5": 0.6369426751592356,
"10": 0.643312101910828
},
"hitRate1D": 0.4968152866242038,
"comboQuality": 0.9933605212232453,
"eligibleDays": 330,
"fitnessScore": 1.451773243534742,
"lookbackDays": 30,
"returnLift1D": 0.003195640462275966,
"hitRateLift1D": -0.01078349757032504,
"activationRate": 0.47575757575757577,
"activationCount": 157,
"baselineHitRates": {
"1": 0.5075987841945289,
"5": 0.5753846153846154,
"10": 0.590625
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1695509562811914,
"avgForwardReturns": {
"1": 0.006466102869471467,
"5": 0.0241600179201811,
"10": 0.050582813883491236
},
"shadowMaxDrawdown": -0.2856186282148241,
"shadowTotalReturn": 1.1186280415025274,
"avgForwardReturn1D": 0.006466102869471467,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-28",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 157,
"5": 157,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.003270462407195501,
"5": 0.015017689191530625,
"10": 0.03372502107079546
}
},
{
"topN": 2,
"ticker": "AMRC",
"hitRates": {
"1": 0.5223880597014925,
"5": 0.6865671641791045,
"10": 0.6791044776119403
},
"hitRate1D": 0.5223880597014925,
"comboQuality": 0.984603269049565,
"eligibleDays": 315,
"fitnessScore": 1.2647783868429467,
"lookbackDays": 45,
"returnLift1D": 0.0026415238038811325,
"hitRateLift1D": 0.006464492822511603,
"activationRate": 0.4253968253968254,
"activationCount": 134,
"baselineHitRates": {
"1": 0.5159235668789809,
"5": 0.5935483870967742,
"10": 0.5934426229508196
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1339349625187307,
"avgForwardReturns": {
"1": 0.006636324205173434,
"5": 0.03527439258861529,
"10": 0.07051484930349435
},
"shadowMaxDrawdown": -0.3258394456720106,
"shadowTotalReturn": 0.9528478781493677,
"avgForwardReturn1D": 0.006636324205173434,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.003994800401292301,
"5": 0.017710210149227516,
"10": 0.035372042688585036
}
},
{
"topN": 3,
"ticker": "AMRC",
"hitRates": {
"1": 0.5232558139534884,
"5": 0.6569767441860465,
"10": 0.622093023255814
},
"hitRate1D": 0.5232558139534884,
"comboQuality": 0.9807285473023204,
"eligibleDays": 315,
"fitnessScore": 1.2145275859015316,
"lookbackDays": 45,
"returnLift1D": 0.0012818074616409766,
"hitRateLift1D": 0.007332247074507525,
"activationRate": 0.546031746031746,
"activationCount": 172,
"baselineHitRates": {
"1": 0.5159235668789809,
"5": 0.5935483870967742,
"10": 0.5934426229508196
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0593587928177373,
"avgForwardReturns": {
"1": 0.005276607862933278,
"5": 0.027313549171624475,
"10": 0.050606304790778524
},
"shadowMaxDrawdown": -0.3917262288702328,
"shadowTotalReturn": 0.897123357285531,
"avgForwardReturn1D": 0.005276607862933278,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 172,
"5": 172,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.003994800401292301,
"5": 0.017710210149227516,
"10": 0.035372042688585036
}
},
{
"topN": 5,
"ticker": "AMRC",
"hitRates": {
"1": 0.5,
"5": 0.6379310344827587,
"10": 0.632183908045977
},
"hitRate1D": 0.5,
"comboQuality": 0.9672934784614264,
"eligibleDays": 339,
"fitnessScore": 1.0951240389372436,
"lookbackDays": 21,
"returnLift1D": 0.0016953606021207854,
"hitRateLift1D": -0.00295857988165682,
"activationRate": 0.5132743362831859,
"activationCount": 174,
"baselineHitRates": {
"1": 0.5029585798816568,
"5": 0.562874251497006,
"10": 0.574468085106383
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9434858742314054,
"avgForwardReturns": {
"1": 0.004904056424927986,
"5": 0.022809736251178866,
"10": 0.04601975237518823
},
"shadowMaxDrawdown": -0.24197477805962242,
"shadowTotalReturn": 0.7763947878116002,
"avgForwardReturn1D": 0.004904056424927986,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-05-05",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 174,
"5": 174,
"10": 174
},
"baselineAvgForwardReturns": {
"1": 0.003208695822807201,
"5": 0.013274797924351139,
"10": 0.028704024864858263
}
},
{
"topN": 3,
"ticker": "AMRC",
"hitRates": {
"1": 0.4968152866242038,
"5": 0.6369426751592356,
"10": 0.6305732484076433
},
"hitRate1D": 0.4968152866242038,
"comboQuality": 0.9362417448973803,
"eligibleDays": 339,
"fitnessScore": 0.9410905110291503,
"lookbackDays": 21,
"returnLift1D": 0.001809527099982229,
"hitRateLift1D": -0.0061432932574529975,
"activationRate": 0.4631268436578171,
"activationCount": 157,
"baselineHitRates": {
"1": 0.5029585798816568,
"5": 0.562874251497006,
"10": 0.574468085106383
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8938120610940923,
"avgForwardReturns": {
"1": 0.00501822292278943,
"5": 0.02155351131101595,
"10": 0.04831289362572076
},
"shadowMaxDrawdown": -0.318357330695785,
"shadowTotalReturn": 0.6900036563569878,
"avgForwardReturn1D": 0.00501822292278943,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 157,
"5": 157,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.003208695822807201,
"5": 0.013274797924351139,
"10": 0.028704024864858263
}
},
{
"topN": 2,
"ticker": "AMRC",
"hitRates": {
"1": 0.5,
"5": 0.6470588235294118,
"10": 0.625
},
"hitRate1D": 0.5,
"comboQuality": 0.9276571338237743,
"eligibleDays": 339,
"fitnessScore": 0.9112739770022744,
"lookbackDays": 21,
"returnLift1D": 0.0023079249281296463,
"hitRateLift1D": -0.00295857988165682,
"activationRate": 0.40117994100294985,
"activationCount": 136,
"baselineHitRates": {
"1": 0.5029585798816568,
"5": 0.562874251497006,
"10": 0.574468085106383
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8899684081893717,
"avgForwardReturns": {
"1": 0.005516620750936847,
"5": 0.024052511984200345,
"10": 0.051991793507112645
},
"shadowMaxDrawdown": -0.28206050455696874,
"shadowTotalReturn": 0.665468240350825,
"avgForwardReturn1D": 0.005516620750936847,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 136,
"5": 136,
"10": 136
},
"baselineAvgForwardReturns": {
"1": 0.003208695822807201,
"5": 0.013274797924351139,
"10": 0.028704024864858263
}
},
{
"topN": 4,
"ticker": "AMRC",
"hitRates": {
"1": 0.4911242603550296,
"5": 0.6390532544378699,
"10": 0.621301775147929
},
"hitRate1D": 0.4911242603550296,
"comboQuality": 0.9048879934820109,
"eligibleDays": 339,
"fitnessScore": 0.8456063109462039,
"lookbackDays": 21,
"returnLift1D": 0.0012166348547545973,
"hitRateLift1D": -0.011834319526627224,
"activationRate": 0.49852507374631266,
"activationCount": 169,
"baselineHitRates": {
"1": 0.5029585798816568,
"5": 0.562874251497006,
"10": 0.574468085106383
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8278046776586362,
"avgForwardReturns": {
"1": 0.004425330677561798,
"5": 0.02320344462918598,
"10": 0.04681944680654462
},
"shadowMaxDrawdown": -0.3165447808810459,
"shadowTotalReturn": 0.6016436574996169,
"avgForwardReturn1D": 0.004425330677561798,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-05-05",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 169,
"5": 169,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.003208695822807201,
"5": 0.013274797924351139,
"10": 0.028704024864858263
}
},
{
"topN": 3,
"ticker": "AMRC",
"hitRates": {
"1": 0.52,
"5": 0.62,
"10": 0.58
},
"hitRate1D": 0.52,
"comboQuality": 0.8540471504474311,
"eligibleDays": 297,
"fitnessScore": 0.7386746121020402,
"lookbackDays": 63,
"returnLift1D": 0.001692834298689549,
"hitRateLift1D": 0.013243243243243219,
"activationRate": 0.5050505050505051,
"activationCount": 150,
"baselineHitRates": {
"1": 0.5067567567567568,
"5": 0.5753424657534246,
"10": 0.578397212543554
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8376211268955052,
"avgForwardReturns": {
"1": 0.0043839102951151575,
"5": 0.020127085327268982,
"10": 0.043054619530589706
},
"shadowMaxDrawdown": -0.4967055886179824,
"shadowTotalReturn": 0.5269502286878427,
"avgForwardReturn1D": 0.0043839102951151575,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 150,
"5": 150,
"10": 150
},
"baselineAvgForwardReturns": {
"1": 0.0026910759964256085,
"5": 0.012241750558477028,
"10": 0.026061698308211218
}
},
{
"topN": 4,
"ticker": "AMRC",
"hitRates": {
"1": 0.5131578947368421,
"5": 0.618421052631579,
"10": 0.5789473684210527
},
"hitRate1D": 0.5131578947368421,
"comboQuality": 0.7611409713617988,
"eligibleDays": 297,
"fitnessScore": 0.6049679101248571,
"lookbackDays": 63,
"returnLift1D": 0.0012069909937867732,
"hitRateLift1D": 0.006401137980085347,
"activationRate": 0.5117845117845118,
"activationCount": 152,
"baselineHitRates": {
"1": 0.5067567567567568,
"5": 0.5753424657534246,
"10": 0.578397212543554
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7524611190839074,
"avgForwardReturns": {
"1": 0.0038980669902123817,
"5": 0.019865809369903672,
"10": 0.042364233143087994
},
"shadowMaxDrawdown": -0.5250115350063782,
"shadowTotalReturn": 0.4291819364035816,
"avgForwardReturn1D": 0.0038980669902123817,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 152,
"5": 152,
"10": 152
},
"baselineAvgForwardReturns": {
"1": 0.0026910759964256085,
"5": 0.012241750558477028,
"10": 0.026061698308211218
}
},
{
"topN": 5,
"ticker": "AMRC",
"hitRates": {
"1": 0.5032258064516129,
"5": 0.6129032258064516,
"10": 0.5806451612903226
},
"hitRate1D": 0.5032258064516129,
"comboQuality": 0.44680918401509834,
"eligibleDays": 297,
"fitnessScore": 0.3030142972890242,
"lookbackDays": 63,
"returnLift1D": 0.00009375982030958513,
"hitRateLift1D": -0.003530950305143943,
"activationRate": 0.5218855218855218,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5067567567567568,
"5": 0.5753424657534246,
"10": 0.578397212543554
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.539305256854174,
"avgForwardReturns": {
"1": 0.0027848358167351936,
"5": 0.018500831990878024,
"10": 0.040957337791409046
},
"shadowMaxDrawdown": -0.5982668236560913,
"shadowTotalReturn": 0.20876577264346596,
"avgForwardReturn1D": 0.0027848358167351936,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 155,
"5": 155,
"10": 155
},
"baselineAvgForwardReturns": {
"1": 0.0026910759964256085,
"5": 0.012241750558477028,
"10": 0.026061698308211218
}
},
{
"topN": 3,
"ticker": "AMRC",
"hitRates": {
"1": 0.46875,
"5": 0.5625,
"10": 0.56875
},
"hitRate1D": 0.46875,
"comboQuality": 0.2895632352935962,
"eligibleDays": 352,
"fitnessScore": 0.15254862720886941,
"lookbackDays": 14,
"returnLift1D": -0.0016270509363042198,
"hitRateLift1D": -0.03410714285714289,
"activationRate": 0.45454545454545453,
"activationCount": 160,
"baselineHitRates": {
"1": 0.5028571428571429,
"5": 0.5635838150289018,
"10": 0.5730994152046783
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.36038767843233,
"avgForwardReturns": {
"1": 0.001585745973483376,
"5": 0.005060498569156464,
"10": 0.028554648084261558
},
"shadowMaxDrawdown": -0.37430785681784084,
"shadowTotalReturn": 0.0884707099098343,
"avgForwardReturn1D": 0.001585745973483376,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 160,
"5": 160,
"10": 160
},
"baselineAvgForwardReturns": {
"1": 0.003212796909787596,
"5": 0.015719854522119863,
"10": 0.02919232393158254
}
},
{
"topN": 5,
"ticker": "AMRC",
"hitRates": {
"1": 0.4602272727272727,
"5": 0.5397727272727273,
"10": 0.5511363636363636
},
"hitRate1D": 0.4602272727272727,
"comboQuality": 0.23519040298396252,
"eligibleDays": 352,
"fitnessScore": 0.09056907032874022,
"lookbackDays": 14,
"returnLift1D": -0.002003469936088022,
"hitRateLift1D": -0.042629870129870184,
"activationRate": 0.5,
"activationCount": 176,
"baselineHitRates": {
"1": 0.5028571428571429,
"5": 0.5635838150289018,
"10": 0.5730994152046783
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.29056258454740247,
"avgForwardReturns": {
"1": 0.001209326973699574,
"5": 0.002286426886825216,
"10": 0.02246373197770427
},
"shadowMaxDrawdown": -0.3953943925839092,
"shadowTotalReturn": 0.03630854234127989,
"avgForwardReturn1D": 0.001209326973699574,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 176,
"5": 176,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.003212796909787596,
"5": 0.015719854522119863,
"10": 0.02919232393158254
}
},
{
"topN": 4,
"ticker": "AMRC",
"hitRates": {
"1": 0.4556213017751479,
"5": 0.5384615384615384,
"10": 0.5502958579881657
},
"hitRate1D": 0.4556213017751479,
"comboQuality": 0.15119251878808565,
"eligibleDays": 352,
"fitnessScore": -0.029561251855123566,
"lookbackDays": 14,
"returnLift1D": -0.0024625164019515485,
"hitRateLift1D": -0.04723584108199497,
"activationRate": 0.48011363636363635,
"activationCount": 169,
"baselineHitRates": {
"1": 0.5028571428571429,
"5": 0.5635838150289018,
"10": 0.5730994152046783
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.16260498835281997,
"avgForwardReturns": {
"1": 0.0007502805078360473,
"5": 0.002112138010316003,
"10": 0.022193732387789877
},
"shadowMaxDrawdown": -0.40246346698334745,
"shadowTotalReturn": -0.04496602224176649,
"avgForwardReturn1D": 0.0007502805078360473,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 169,
"5": 169,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.003212796909787596,
"5": 0.015719854522119863,
"10": 0.02919232393158254
}
},
{
"topN": 2,
"ticker": "AMRC",
"hitRates": {
"1": 0.46153846153846156,
"5": 0.5454545454545454,
"10": 0.5384615384615384
},
"hitRate1D": 0.46153846153846156,
"comboQuality": 0.08211111659818322,
"eligibleDays": 352,
"fitnessScore": -0.1810806447785112,
"lookbackDays": 14,
"returnLift1D": -0.0031159026471889724,
"hitRateLift1D": -0.04131868131868133,
"activationRate": 0.40625,
"activationCount": 143,
"baselineHitRates": {
"1": 0.5028571428571429,
"5": 0.5635838150289018,
"10": 0.5730994152046783
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.010229971231619724,
"avgForwardReturns": {
"1": 0.00009689426259862355,
"5": 0.002232389824360768,
"10": 0.021396698082755718
},
"shadowMaxDrawdown": -0.4369380017719787,
"shadowTotalReturn": -0.12636123954325917,
"avgForwardReturn1D": 0.00009689426259862355,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 143,
"5": 143,
"10": 143
},
"baselineAvgForwardReturns": {
"1": 0.003212796909787596,
"5": 0.015719854522119863,
"10": 0.02919232393158254
}
}
],
"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": 0.2895632352935962,
"fitnessScore": 0.15254862720886941,
"lookbackDays": 14,
"returnLift1D": -0.0016270509363042198,
"activationRate": 0.45454545454545453,
"activationCount": 160,
"sampleConfidence": 1,
"shadowTotalReturn": 0.0884707099098343,
"avgForwardReturn1D": 0.001585745973483376
},
{
"bestTopN": 5,
"comboQuality": 0.9672934784614264,
"fitnessScore": 1.0951240389372436,
"lookbackDays": 21,
"returnLift1D": 0.0016953606021207854,
"activationRate": 0.5132743362831859,
"activationCount": 174,
"sampleConfidence": 1,
"shadowTotalReturn": 0.7763947878116002,
"avgForwardReturn1D": 0.004904056424927986
},
{
"bestTopN": 5,
"comboQuality": 0.9967801544027896,
"fitnessScore": 1.6117433028856176,
"lookbackDays": 30,
"returnLift1D": 0.0031039369446854005,
"activationRate": 0.5151515151515151,
"activationCount": 170,
"sampleConfidence": 1,
"shadowTotalReturn": 1.2532514352979374,
"avgForwardReturn1D": 0.006374399351880901
},
{
"bestTopN": 4,
"comboQuality": 0.995743199509049,
"fitnessScore": 1.5500937460355058,
"lookbackDays": 45,
"returnLift1D": 0.001976044495892542,
"activationRate": 0.5619047619047619,
"activationCount": 177,
"sampleConfidence": 1,
"shadowTotalReturn": 1.1819035426559683,
"avgForwardReturn1D": 0.005970844897184843
},
{
"bestTopN": 2,
"comboQuality": 0.9974458984839297,
"fitnessScore": 1.6628494292077516,
"lookbackDays": 63,
"returnLift1D": 0.00493522850146077,
"activationRate": 0.4511784511784512,
"activationCount": 134,
"sampleConfidence": 1,
"shadowTotalReturn": 1.2480362573377555,
"avgForwardReturn1D": 0.007626304497886378
}
],
"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": "ea95e3dd86a5135e40f8a0f917e2f1ee175ed651d35140517effcd23a87ffcb3",
"size": 13,
"members": [
"AMRC",
"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",
"AMRC"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "AMRC",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "AMRC",
"hitRates": {
"1": 0.5373134328358209,
"5": 0.6567164179104478,
"10": 0.6194029850746269
},
"hitRate1D": 0.5373134328358209,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9970588332018471,
"eligibleDays": 326,
"fitnessScore": 1.631720749257254,
"lookbackDays": 63,
"returnLift1D": 0.004112087881527597,
"hitRateLift1D": 0.028110978848090884,
"portfolioSize": 2,
"activationRate": 0.4110429447852761,
"activationCount": 134,
"baselineHitRates": {
"1": 0.50920245398773,
"5": 0.5807453416149069,
"10": 0.5962145110410094
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2997658596730783,
"avgForwardReturns": {
"1": 0.007626304497886378,
"5": 0.031925886438075236,
"10": 0.06089904941998451
},
"shadowMaxDrawdown": -0.29400877212720766,
"shadowTotalReturn": 1.2480362573377555,
"avgForwardReturn1D": 0.007626304497886378,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0035142166163587814,
"5": 0.016723879379162195,
"10": 0.03571961993354958
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9970588332018471,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9295699198192187,
"bestRawFitnessScore": 1.631720749257254,
"upperQuartileComboQuality": 0.9935037656024888
},
"algorithmFit": {
"label": "strong",
"score": 0.9243431894641368,
"rawScore": 0.9371090234674426,
"confidence": 0.972754858434571,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 2
},
"profileBreadth": 0.8,
"recommendedRegion": {
"lookbackDays": [
21,
30,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.83673144579428,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "AMRC",
"hitRates": {
"1": 0.5373134328358209,
"5": 0.6567164179104478,
"10": 0.6194029850746269
},
"hitRate1D": 0.5373134328358209,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9970588332018471,
"eligibleDays": 326,
"fitnessScore": 1.631720749257254,
"lookbackDays": 63,
"returnLift1D": 0.004112087881527597,
"hitRateLift1D": 0.028110978848090884,
"portfolioSize": 2,
"activationRate": 0.4110429447852761,
"activationCount": 134,
"baselineHitRates": {
"1": 0.50920245398773,
"5": 0.5807453416149069,
"10": 0.5962145110410094
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2997658596730783,
"avgForwardReturns": {
"1": 0.007626304497886378,
"5": 0.031925886438075236,
"10": 0.06089904941998451
},
"shadowMaxDrawdown": -0.29400877212720766,
"shadowTotalReturn": 1.2480362573377555,
"avgForwardReturn1D": 0.007626304497886378,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0035142166163587814,
"5": 0.016723879379162195,
"10": 0.03571961993354958
}
},
{
"topN": 4,
"ticker": "AMRC",
"hitRates": {
"1": 0.5254237288135594,
"5": 0.6497175141242938,
"10": 0.615819209039548
},
"hitRate1D": 0.5254237288135594,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.995243489247055,
"eligibleDays": 344,
"fitnessScore": 1.5255640722509753,
"lookbackDays": 45,
"returnLift1D": 0.002351289269681002,
"hitRateLift1D": 0.019609775325187262,
"portfolioSize": 4,
"activationRate": 0.5145348837209303,
"activationCount": 177,
"baselineHitRates": {
"1": 0.5058139534883721,
"5": 0.5705882352941176,
"10": 0.582089552238806
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1631228738269908,
"avgForwardReturns": {
"1": 0.005970844897184843,
"5": 0.02736530322016534,
"10": 0.04903893400244393
},
"shadowMaxDrawdown": -0.3811822391496168,
"shadowTotalReturn": 1.1819035426559683,
"avgForwardReturn1D": 0.005970844897184843,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 177,
"5": 177,
"10": 177
},
"baselineAvgForwardReturns": {
"1": 0.0036195556275038414,
"5": 0.016494430594036484,
"10": 0.03147998624826763
}
},
{
"topN": 5,
"ticker": "AMRC",
"hitRates": {
"1": 0.5254237288135594,
"5": 0.6497175141242938,
"10": 0.615819209039548
},
"hitRate1D": 0.5254237288135594,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.995243489247055,
"eligibleDays": 344,
"fitnessScore": 1.5255640722509753,
"lookbackDays": 45,
"returnLift1D": 0.002351289269681002,
"hitRateLift1D": 0.019609775325187262,
"portfolioSize": 5,
"activationRate": 0.5145348837209303,
"activationCount": 177,
"baselineHitRates": {
"1": 0.5058139534883721,
"5": 0.5705882352941176,
"10": 0.582089552238806
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1631228738269908,
"avgForwardReturns": {
"1": 0.005970844897184843,
"5": 0.02736530322016534,
"10": 0.04903893400244393
},
"shadowMaxDrawdown": -0.3811822391496168,
"shadowTotalReturn": 1.1819035426559683,
"avgForwardReturn1D": 0.005970844897184843,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 177,
"5": 177,
"10": 177
},
"baselineAvgForwardReturns": {
"1": 0.0036195556275038414,
"5": 0.016494430594036484,
"10": 0.03147998624826763
}
},
{
"topN": 4,
"ticker": "AMRC",
"hitRates": {
"1": 0.503030303030303,
"5": 0.6242424242424243,
"10": 0.6303030303030303
},
"hitRate1D": 0.503030303030303,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9947713996289804,
"eligibleDays": 359,
"fitnessScore": 1.5046412536709655,
"lookbackDays": 30,
"returnLift1D": 0.004313762887380446,
"hitRateLift1D": 0.00442306069047016,
"portfolioSize": 4,
"activationRate": 0.4596100278551532,
"activationCount": 165,
"baselineHitRates": {
"1": 0.4986072423398329,
"5": 0.5549295774647888,
"10": 0.5714285714285714
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1436803552547135,
"avgForwardReturns": {
"1": 0.006328374300617489,
"5": 0.02313438645311507,
"10": 0.04859322510755959
},
"shadowMaxDrawdown": -0.3044805566703722,
"shadowTotalReturn": 1.17026522679431,
"avgForwardReturn1D": 0.006328374300617489,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-28",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 165,
"5": 165,
"10": 165
},
"baselineAvgForwardReturns": {
"1": 0.0020146114132370435,
"5": 0.009200199715609588,
"10": 0.021586022782655905
}
},
{
"topN": 5,
"ticker": "AMRC",
"hitRates": {
"1": 0.503030303030303,
"5": 0.6242424242424243,
"10": 0.6303030303030303
},
"hitRate1D": 0.503030303030303,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9947713996289804,
"eligibleDays": 359,
"fitnessScore": 1.5046412536709655,
"lookbackDays": 30,
"returnLift1D": 0.004313762887380446,
"hitRateLift1D": 0.00442306069047016,
"portfolioSize": 5,
"activationRate": 0.4596100278551532,
"activationCount": 165,
"baselineHitRates": {
"1": 0.4986072423398329,
"5": 0.5549295774647888,
"10": 0.5714285714285714
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1436803552547135,
"avgForwardReturns": {
"1": 0.006328374300617489,
"5": 0.02313438645311507,
"10": 0.04859322510755959
},
"shadowMaxDrawdown": -0.3044805566703722,
"shadowTotalReturn": 1.17026522679431,
"avgForwardReturn1D": 0.006328374300617489,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-28",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 165,
"5": 165,
"10": 165
},
"baselineAvgForwardReturns": {
"1": 0.0020146114132370435,
"5": 0.009200199715609588,
"10": 0.021586022782655905
}
},
{
"topN": 2,
"ticker": "AMRC",
"hitRates": {
"1": 0.5074626865671642,
"5": 0.6492537313432836,
"10": 0.6417910447761194
},
"hitRate1D": 0.5074626865671642,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9930812209269915,
"eligibleDays": 359,
"fitnessScore": 1.4426460896240594,
"lookbackDays": 30,
"returnLift1D": 0.00537060263744462,
"hitRateLift1D": 0.00885544422733131,
"portfolioSize": 2,
"activationRate": 0.3732590529247911,
"activationCount": 134,
"baselineHitRates": {
"1": 0.4986072423398329,
"5": 0.5549295774647888,
"10": 0.5714285714285714
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1599484000616032,
"avgForwardReturns": {
"1": 0.007385214050681664,
"5": 0.022081435827031353,
"10": 0.051314366343783245
},
"shadowMaxDrawdown": -0.3107536033169439,
"shadowTotalReturn": 1.1320209755599135,
"avgForwardReturn1D": 0.007385214050681664,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-17",
"2025-04-28",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0020146114132370435,
"5": 0.009200199715609588,
"10": 0.021586022782655905
}
},
{
"topN": 3,
"ticker": "AMRC",
"hitRates": {
"1": 0.4968152866242038,
"5": 0.6369426751592356,
"10": 0.643312101910828
},
"hitRate1D": 0.4968152866242038,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9929797163327465,
"eligibleDays": 359,
"fitnessScore": 1.4394194545345596,
"lookbackDays": 30,
"returnLift1D": 0.004451491456234424,
"hitRateLift1D": -0.0017919557156290677,
"portfolioSize": 3,
"activationRate": 0.4373259052924791,
"activationCount": 157,
"baselineHitRates": {
"1": 0.4986072423398329,
"5": 0.5549295774647888,
"10": 0.5714285714285714
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1212093809256898,
"avgForwardReturns": {
"1": 0.006466102869471467,
"5": 0.0241600179201811,
"10": 0.050582813883491236
},
"shadowMaxDrawdown": -0.2856186282148241,
"shadowTotalReturn": 1.1186280415025274,
"avgForwardReturn1D": 0.006466102869471467,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-28",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 157,
"5": 157,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.0020146114132370435,
"5": 0.009200199715609588,
"10": 0.021586022782655905
}
},
{
"topN": 2,
"ticker": "AMRC",
"hitRates": {
"1": 0.5223880597014925,
"5": 0.6865671641791045,
"10": 0.6791044776119403
},
"hitRate1D": 0.5223880597014925,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9832900108201127,
"eligibleDays": 344,
"fitnessScore": 1.2464774297200096,
"lookbackDays": 45,
"returnLift1D": 0.0030167685776695922,
"hitRateLift1D": 0.016574106213120388,
"portfolioSize": 2,
"activationRate": 0.38953488372093026,
"activationCount": 134,
"baselineHitRates": {
"1": 0.5058139534883721,
"5": 0.5705882352941176,
"10": 0.582089552238806
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.084997683912125,
"avgForwardReturns": {
"1": 0.006636324205173434,
"5": 0.03527439258861529,
"10": 0.07051484930349435
},
"shadowMaxDrawdown": -0.3258394456720106,
"shadowTotalReturn": 0.9528478781493677,
"avgForwardReturn1D": 0.006636324205173434,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0036195556275038414,
"5": 0.016494430594036484,
"10": 0.03147998624826763
}
},
{
"topN": 3,
"ticker": "AMRC",
"hitRates": {
"1": 0.5232558139534884,
"5": 0.6569767441860465,
"10": 0.622093023255814
},
"hitRate1D": 0.5232558139534884,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9786054118556096,
"eligibleDays": 344,
"fitnessScore": 1.1910579120779188,
"lookbackDays": 45,
"returnLift1D": 0.0016570522354294364,
"hitRateLift1D": 0.01744186046511631,
"portfolioSize": 3,
"activationRate": 0.5,
"activationCount": 172,
"baselineHitRates": {
"1": 0.5058139534883721,
"5": 0.5705882352941176,
"10": 0.582089552238806
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.013667811090101,
"avgForwardReturns": {
"1": 0.005276607862933278,
"5": 0.027313549171624475,
"10": 0.050606304790778524
},
"shadowMaxDrawdown": -0.3917262288702328,
"shadowTotalReturn": 0.897123357285531,
"avgForwardReturn1D": 0.005276607862933278,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 172,
"5": 172,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.0036195556275038414,
"5": 0.016494430594036484,
"10": 0.03147998624826763
}
},
{
"topN": 3,
"ticker": "AMRC",
"hitRates": {
"1": 0.4968152866242038,
"5": 0.6369426751592356,
"10": 0.6305732484076433
},
"hitRate1D": 0.4968152866242038,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9336197454551937,
"eligibleDays": 368,
"fitnessScore": 0.9316073097131279,
"lookbackDays": 21,
"returnLift1D": 0.0032113082205698614,
"hitRateLift1D": 0.0022500692328994987,
"portfolioSize": 3,
"activationRate": 0.4266304347826087,
"activationCount": 157,
"baselineHitRates": {
"1": 0.4945652173913043,
"5": 0.5439560439560439,
"10": 0.5571030640668524
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8578638534486451,
"avgForwardReturns": {
"1": 0.00501822292278943,
"5": 0.02155351131101595,
"10": 0.04831289362572076
},
"shadowMaxDrawdown": -0.318357330695785,
"shadowTotalReturn": 0.6900036563569878,
"avgForwardReturn1D": 0.00501822292278943,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 157,
"5": 157,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.0018069147022195685,
"5": 0.007991020734310319,
"10": 0.018165837760774593
}
},
{
"topN": 2,
"ticker": "AMRC",
"hitRates": {
"1": 0.5,
"5": 0.6470588235294118,
"10": 0.625
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9255200941832438,
"eligibleDays": 368,
"fitnessScore": 0.9043618245130288,
"lookbackDays": 21,
"returnLift1D": 0.0037097060487172786,
"hitRateLift1D": 0.005434782608695676,
"portfolioSize": 2,
"activationRate": 0.3695652173913043,
"activationCount": 136,
"baselineHitRates": {
"1": 0.4945652173913043,
"5": 0.5439560439560439,
"10": 0.5571030640668524
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8541757065135713,
"avgForwardReturns": {
"1": 0.005516620750936847,
"5": 0.024052511984200345,
"10": 0.051991793507112645
},
"shadowMaxDrawdown": -0.28206050455696874,
"shadowTotalReturn": 0.665468240350825,
"avgForwardReturn1D": 0.005516620750936847,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 136,
"5": 136,
"10": 136
},
"baselineAvgForwardReturns": {
"1": 0.0018069147022195685,
"5": 0.007991020734310319,
"10": 0.018165837760774593
}
},
{
"topN": 4,
"ticker": "AMRC",
"hitRates": {
"1": 0.4911242603550296,
"5": 0.6390532544378699,
"10": 0.621301775147929
},
"hitRate1D": 0.4911242603550296,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9005750622764341,
"eligibleDays": 368,
"fitnessScore": 0.8347987215796606,
"lookbackDays": 21,
"returnLift1D": 0.0026184159753422295,
"hitRateLift1D": -0.0034409570362747277,
"portfolioSize": 4,
"activationRate": 0.4592391304347826,
"activationCount": 169,
"baselineHitRates": {
"1": 0.4945652173913043,
"5": 0.5439560439560439,
"10": 0.5571030640668524
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.794525375318864,
"avgForwardReturns": {
"1": 0.004425330677561798,
"5": 0.02320344462918598,
"10": 0.04681944680654462
},
"shadowMaxDrawdown": -0.3165447808810459,
"shadowTotalReturn": 0.6016436574996169,
"avgForwardReturn1D": 0.004425330677561798,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-05-05",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 169,
"5": 169,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0018069147022195685,
"5": 0.007991020734310319,
"10": 0.018165837760774593
}
},
{
"topN": 5,
"ticker": "AMRC",
"hitRates": {
"1": 0.4911242603550296,
"5": 0.6390532544378699,
"10": 0.621301775147929
},
"hitRate1D": 0.4911242603550296,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9005750622764341,
"eligibleDays": 368,
"fitnessScore": 0.8347987215796606,
"lookbackDays": 21,
"returnLift1D": 0.0026184159753422295,
"hitRateLift1D": -0.0034409570362747277,
"portfolioSize": 5,
"activationRate": 0.4592391304347826,
"activationCount": 169,
"baselineHitRates": {
"1": 0.4945652173913043,
"5": 0.5439560439560439,
"10": 0.5571030640668524
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.794525375318864,
"avgForwardReturns": {
"1": 0.004425330677561798,
"5": 0.02320344462918598,
"10": 0.04681944680654462
},
"shadowMaxDrawdown": -0.3165447808810459,
"shadowTotalReturn": 0.6016436574996169,
"avgForwardReturn1D": 0.004425330677561798,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-05-05",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 169,
"5": 169,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0018069147022195685,
"5": 0.007991020734310319,
"10": 0.018165837760774593
}
},
{
"topN": 3,
"ticker": "AMRC",
"hitRates": {
"1": 0.52,
"5": 0.62,
"10": 0.58
},
"hitRate1D": 0.52,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8347300494459018,
"eligibleDays": 326,
"fitnessScore": 0.7062961990572965,
"lookbackDays": 63,
"returnLift1D": 0.0008696936787563761,
"hitRateLift1D": 0.01079754601227001,
"portfolioSize": 3,
"activationRate": 0.4601226993865031,
"activationCount": 150,
"baselineHitRates": {
"1": 0.50920245398773,
"5": 0.5807453416149069,
"10": 0.5962145110410094
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7995181753394259,
"avgForwardReturns": {
"1": 0.0043839102951151575,
"5": 0.020127085327268982,
"10": 0.043054619530589706
},
"shadowMaxDrawdown": -0.4967055886179824,
"shadowTotalReturn": 0.5269502286878427,
"avgForwardReturn1D": 0.0043839102951151575,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 150,
"5": 150,
"10": 150
},
"baselineAvgForwardReturns": {
"1": 0.0035142166163587814,
"5": 0.016723879379162195,
"10": 0.03571961993354958
}
},
{
"topN": 4,
"ticker": "AMRC",
"hitRates": {
"1": 0.5131578947368421,
"5": 0.618421052631579,
"10": 0.5789473684210527
},
"hitRate1D": 0.5131578947368421,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7332685148867212,
"eligibleDays": 326,
"fitnessScore": 0.5724792854554284,
"lookbackDays": 63,
"returnLift1D": 0.00038385037385360024,
"hitRateLift1D": 0.003955440749112138,
"portfolioSize": 4,
"activationRate": 0.4662576687116564,
"activationCount": 152,
"baselineHitRates": {
"1": 0.50920245398773,
"5": 0.5807453416149069,
"10": 0.5962145110410094
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7182492725747472,
"avgForwardReturns": {
"1": 0.0038980669902123817,
"5": 0.019865809369903672,
"10": 0.042364233143087994
},
"shadowMaxDrawdown": -0.5250115350063782,
"shadowTotalReturn": 0.4291819364035816,
"avgForwardReturn1D": 0.0038980669902123817,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 152,
"5": 152,
"10": 152
},
"baselineAvgForwardReturns": {
"1": 0.0035142166163587814,
"5": 0.016723879379162195,
"10": 0.03571961993354958
}
},
{
"topN": 5,
"ticker": "AMRC",
"hitRates": {
"1": 0.5131578947368421,
"5": 0.618421052631579,
"10": 0.5789473684210527
},
"hitRate1D": 0.5131578947368421,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7332685148867212,
"eligibleDays": 326,
"fitnessScore": 0.5724792854554284,
"lookbackDays": 63,
"returnLift1D": 0.00038385037385360024,
"hitRateLift1D": 0.003955440749112138,
"portfolioSize": 5,
"activationRate": 0.4662576687116564,
"activationCount": 152,
"baselineHitRates": {
"1": 0.50920245398773,
"5": 0.5807453416149069,
"10": 0.5962145110410094
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7182492725747472,
"avgForwardReturns": {
"1": 0.0038980669902123817,
"5": 0.019865809369903672,
"10": 0.042364233143087994
},
"shadowMaxDrawdown": -0.5250115350063782,
"shadowTotalReturn": 0.4291819364035816,
"avgForwardReturn1D": 0.0038980669902123817,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 152,
"5": 152,
"10": 152
},
"baselineAvgForwardReturns": {
"1": 0.0035142166163587814,
"5": 0.016723879379162195,
"10": 0.03571961993354958
}
},
{
"topN": 3,
"ticker": "AMRC",
"hitRates": {
"1": 0.46875,
"5": 0.5625,
"10": 0.56875
},
"hitRate1D": 0.46875,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.28804595576840114,
"eligibleDays": 375,
"fitnessScore": 0.15092346769395631,
"lookbackDays": 14,
"returnLift1D": 0.000021348808623753704,
"hitRateLift1D": -0.024583333333333346,
"portfolioSize": 3,
"activationRate": 0.4266666666666667,
"activationCount": 160,
"baselineHitRates": {
"1": 0.49333333333333335,
"5": 0.5336927223719676,
"10": 0.546448087431694
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.3491858922569918,
"avgForwardReturns": {
"1": 0.001585745973483376,
"5": 0.005060498569156464,
"10": 0.028554648084261558
},
"shadowMaxDrawdown": -0.37430785681784084,
"shadowTotalReturn": 0.0884707099098343,
"avgForwardReturn1D": 0.001585745973483376,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 160,
"5": 160,
"10": 160
},
"baselineAvgForwardReturns": {
"1": 0.0015643971648596224,
"5": 0.006935698291587811,
"10": 0.015890517397713647
}
},
{
"topN": 4,
"ticker": "AMRC",
"hitRates": {
"1": 0.4556213017751479,
"5": 0.5384615384615384,
"10": 0.5502958579881657
},
"hitRate1D": 0.4556213017751479,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.14995675875151623,
"eligibleDays": 375,
"fitnessScore": -0.0316868533940706,
"lookbackDays": 14,
"returnLift1D": -0.0008141166570235751,
"hitRateLift1D": -0.03771203155818542,
"portfolioSize": 4,
"activationRate": 0.45066666666666666,
"activationCount": 169,
"baselineHitRates": {
"1": 0.49333333333333335,
"5": 0.5336927223719676,
"10": 0.546448087431694
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.15755279133008407,
"avgForwardReturns": {
"1": 0.0007502805078360473,
"5": 0.002112138010316003,
"10": 0.022193732387789877
},
"shadowMaxDrawdown": -0.40246346698334745,
"shadowTotalReturn": -0.04496602224176649,
"avgForwardReturn1D": 0.0007502805078360473,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 169,
"5": 169,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0015643971648596224,
"5": 0.006935698291587811,
"10": 0.015890517397713647
}
},
{
"topN": 5,
"ticker": "AMRC",
"hitRates": {
"1": 0.4556213017751479,
"5": 0.5384615384615384,
"10": 0.5502958579881657
},
"hitRate1D": 0.4556213017751479,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.14995675875151623,
"eligibleDays": 375,
"fitnessScore": -0.0316868533940706,
"lookbackDays": 14,
"returnLift1D": -0.0008141166570235751,
"hitRateLift1D": -0.03771203155818542,
"portfolioSize": 5,
"activationRate": 0.45066666666666666,
"activationCount": 169,
"baselineHitRates": {
"1": 0.49333333333333335,
"5": 0.5336927223719676,
"10": 0.546448087431694
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.15755279133008407,
"avgForwardReturns": {
"1": 0.0007502805078360473,
"5": 0.002112138010316003,
"10": 0.022193732387789877
},
"shadowMaxDrawdown": -0.40246346698334745,
"shadowTotalReturn": -0.04496602224176649,
"avgForwardReturn1D": 0.0007502805078360473,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 169,
"5": 169,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0015643971648596224,
"5": 0.006935698291587811,
"10": 0.015890517397713647
}
},
{
"topN": 2,
"ticker": "AMRC",
"hitRates": {
"1": 0.46153846153846156,
"5": 0.5454545454545454,
"10": 0.5384615384615384
},
"hitRate1D": 0.46153846153846156,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.08229449481544267,
"eligibleDays": 375,
"fitnessScore": -0.18054591148376464,
"lookbackDays": 14,
"returnLift1D": -0.0014675029022609989,
"hitRateLift1D": -0.03179487179487178,
"portfolioSize": 2,
"activationRate": 0.38133333333333336,
"activationCount": 143,
"baselineHitRates": {
"1": 0.49333333333333335,
"5": 0.5336927223719676,
"10": 0.546448087431694
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.009912154106081372,
"avgForwardReturns": {
"1": 0.00009689426259862355,
"5": 0.002232389824360768,
"10": 0.021396698082755718
},
"shadowMaxDrawdown": -0.4369380017719787,
"shadowTotalReturn": -0.12636123954325917,
"avgForwardReturn1D": 0.00009689426259862355,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 143,
"5": 143,
"10": 143
},
"baselineAvgForwardReturns": {
"1": 0.0015643971648596224,
"5": 0.006935698291587811,
"10": 0.015890517397713647
}
}
],
"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": 0.28804595576840114,
"fitnessScore": 0.15092346769395631,
"lookbackDays": 14,
"returnLift1D": 0.000021348808623753704,
"activationRate": 0.4266666666666667,
"activationCount": 160,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.0884707099098343,
"avgForwardReturn1D": 0.001585745973483376
},
{
"comboQuality": 0.9336197454551937,
"fitnessScore": 0.9316073097131279,
"lookbackDays": 21,
"returnLift1D": 0.0032113082205698614,
"activationRate": 0.4266304347826087,
"activationCount": 157,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.6900036563569878,
"avgForwardReturn1D": 0.00501822292278943
},
{
"comboQuality": 0.9947713996289804,
"fitnessScore": 1.5046412536709655,
"lookbackDays": 30,
"returnLift1D": 0.004313762887380446,
"activationRate": 0.4596100278551532,
"activationCount": 165,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.17026522679431,
"avgForwardReturn1D": 0.006328374300617489
},
{
"comboQuality": 0.995243489247055,
"fitnessScore": 1.5255640722509753,
"lookbackDays": 45,
"returnLift1D": 0.002351289269681002,
"activationRate": 0.5145348837209303,
"activationCount": 177,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.1819035426559683,
"avgForwardReturn1D": 0.005970844897184843
},
{
"comboQuality": 0.9970588332018471,
"fitnessScore": 1.631720749257254,
"lookbackDays": 63,
"returnLift1D": 0.004112087881527597,
"activationRate": 0.4110429447852761,
"activationCount": 134,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 1.2480362573377555,
"avgForwardReturn1D": 0.007626304497886378
}
],
"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": "ea95e3dd86a5135e40f8a0f917e2f1ee175ed651d35140517effcd23a87ffcb3",
"size": 13,
"members": [
"AMRC",
"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."
}