Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ANAB"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "ANAB",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 3,
"ticker": "ANAB",
"hitRates": {
"1": 0.5185185185185185,
"5": 0.6172839506172839,
"10": 0.6666666666666666
},
"hitRate1D": 0.5185185185185185,
"comboQuality": 0.9999551586392471,
"eligibleDays": 315,
"fitnessScore": 2.5527136496204004,
"lookbackDays": 45,
"returnLift1D": 0.00002403571644161301,
"hitRateLift1D": 0.008964378391129957,
"activationRate": 0.7714285714285715,
"activationCount": 243,
"baselineHitRates": {
"1": 0.5095541401273885,
"5": 0.6290322580645161,
"10": 0.6655737704918033
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.9192253630408045,
"avgForwardReturns": {
"1": 0.005240029711002731,
"5": 0.023542923867282083,
"10": 0.04454966693824393
},
"shadowMaxDrawdown": -0.27815993389170024,
"shadowTotalReturn": 1.9868989890787994,
"avgForwardReturn1D": 0.005240029711002731,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 243,
"5": 243,
"10": 243
},
"baselineAvgForwardReturns": {
"1": 0.005215993994561118,
"5": 0.02652289288867713,
"10": 0.056741835136105645
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999551586392471,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9856746592910197,
"bestRawFitnessScore": 2.5527136496204004,
"upperQuartileComboQuality": 0.999321200410113
},
"algorithmFit": {
"label": "strong",
"score": 0.9846607375962269,
"rawScore": 0.9868507925304293,
"confidence": 0.995561527738987,
"bestProfile": {
"topN": 3,
"lookbackDays": 45
},
"profileBreadth": 1,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
14,
21,
30,
45,
63
]
},
"parameterStability": 0.9637867745780295,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "ANAB",
"hitRates": {
"1": 0.5185185185185185,
"5": 0.6172839506172839,
"10": 0.6666666666666666
},
"hitRate1D": 0.5185185185185185,
"comboQuality": 0.9999551586392471,
"eligibleDays": 315,
"fitnessScore": 2.5527136496204004,
"lookbackDays": 45,
"returnLift1D": 0.00002403571644161301,
"hitRateLift1D": 0.008964378391129957,
"activationRate": 0.7714285714285715,
"activationCount": 243,
"baselineHitRates": {
"1": 0.5095541401273885,
"5": 0.6290322580645161,
"10": 0.6655737704918033
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.9192253630408045,
"avgForwardReturns": {
"1": 0.005240029711002731,
"5": 0.023542923867282083,
"10": 0.04454966693824393
},
"shadowMaxDrawdown": -0.27815993389170024,
"shadowTotalReturn": 1.9868989890787994,
"avgForwardReturn1D": 0.005240029711002731,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 243,
"5": 243,
"10": 243
},
"baselineAvgForwardReturns": {
"1": 0.005215993994561118,
"5": 0.02652289288867713,
"10": 0.056741835136105645
}
},
{
"topN": 4,
"ticker": "ANAB",
"hitRates": {
"1": 0.5142857142857142,
"5": 0.6163265306122448,
"10": 0.6693877551020408
},
"hitRate1D": 0.5142857142857142,
"comboQuality": 0.9999441924511918,
"eligibleDays": 315,
"fitnessScore": 2.504580033170879,
"lookbackDays": 45,
"returnLift1D": -0.00007837063381919366,
"hitRateLift1D": 0.004731574158325702,
"activationRate": 0.7777777777777778,
"activationCount": 245,
"baselineHitRates": {
"1": 0.5095541401273885,
"5": 0.6290322580645161,
"10": 0.6655737704918033
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.8978459383556416,
"avgForwardReturns": {
"1": 0.005137623360741924,
"5": 0.023164953028439763,
"10": 0.045273537038554156
},
"shadowMaxDrawdown": -0.2781599338916998,
"shadowTotalReturn": 1.946264942498281,
"avgForwardReturn1D": 0.005137623360741924,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 245,
"5": 245,
"10": 245
},
"baselineAvgForwardReturns": {
"1": 0.005215993994561118,
"5": 0.02652289288867713,
"10": 0.056741835136105645
}
},
{
"topN": 4,
"ticker": "ANAB",
"hitRates": {
"1": 0.5058823529411764,
"5": 0.6220472440944882,
"10": 0.6867469879518072
},
"hitRate1D": 0.5058823529411764,
"comboQuality": 0.9995576560204412,
"eligibleDays": 297,
"fitnessScore": 2.049055666531415,
"lookbackDays": 63,
"returnLift1D": -0.0012463876922672971,
"hitRateLift1D": -0.007631160572337037,
"activationRate": 0.8585858585858586,
"activationCount": 255,
"baselineHitRates": {
"1": 0.5135135135135135,
"5": 0.6335616438356164,
"10": 0.6794425087108014
},
"sampleConfidence": 0.998169934640523,
"shadowSharpeLike": 1.5952673947331748,
"avgForwardReturns": {
"1": 0.004480227331215654,
"5": 0.023142561061857535,
"10": 0.04932507370593307
},
"shadowMaxDrawdown": -0.279976254505944,
"shadowTotalReturn": 1.5178414980767,
"avgForwardReturn1D": 0.004480227331215654,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 255,
"5": 254,
"10": 249
},
"baselineAvgForwardReturns": {
"1": 0.005726615023482951,
"5": 0.028275982269462784,
"10": 0.060512648552448194
}
},
{
"topN": 5,
"ticker": "ANAB",
"hitRates": {
"1": 0.5080645161290323,
"5": 0.6169354838709677,
"10": 0.6720647773279352
},
"hitRate1D": 0.5080645161290323,
"comboQuality": 0.9994969646505667,
"eligibleDays": 315,
"fitnessScore": 2.020756329267612,
"lookbackDays": 45,
"returnLift1D": -0.00074106631492947,
"hitRateLift1D": -0.001489623998356282,
"activationRate": 0.7873015873015873,
"activationCount": 248,
"baselineHitRates": {
"1": 0.5095541401273885,
"5": 0.6290322580645161,
"10": 0.6655737704918033
},
"sampleConfidence": 0.999731182795699,
"shadowSharpeLike": 1.6360370336075674,
"avgForwardReturns": {
"1": 0.004474927679631648,
"5": 0.022194229596871885,
"10": 0.04586998149198905
},
"shadowMaxDrawdown": -0.2781599338916999,
"shadowTotalReturn": 1.5139284642174755,
"avgForwardReturn1D": 0.004474927679631648,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 248,
"5": 248,
"10": 247
},
"baselineAvgForwardReturns": {
"1": 0.005215993994561118,
"5": 0.02652289288867713,
"10": 0.056741835136105645
}
},
{
"topN": 5,
"ticker": "ANAB",
"hitRates": {
"1": 0.50390625,
"5": 0.6196078431372549,
"10": 0.684
},
"hitRate1D": 0.50390625,
"comboQuality": 0.9994503535549524,
"eligibleDays": 297,
"fitnessScore": 2.0012508135353704,
"lookbackDays": 63,
"returnLift1D": -0.0013311299197012834,
"hitRateLift1D": -0.009607263513513487,
"activationRate": 0.8653198653198653,
"activationCount": 257,
"baselineHitRates": {
"1": 0.5135135135135135,
"5": 0.6335616438356164,
"10": 0.6794425087108014
},
"sampleConfidence": 0.9974059662775616,
"shadowSharpeLike": 1.5710866535545054,
"avgForwardReturns": {
"1": 0.0043954851037816675,
"5": 0.0226687543049315,
"10": 0.04844562744236275
},
"shadowMaxDrawdown": -0.280336266378691,
"shadowTotalReturn": 1.4757307675516542,
"avgForwardReturn1D": 0.0043954851037816675,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 256,
"5": 255,
"10": 250
},
"baselineAvgForwardReturns": {
"1": 0.005726615023482951,
"5": 0.028275982269462784,
"10": 0.060512648552448194
}
},
{
"topN": 3,
"ticker": "ANAB",
"hitRates": {
"1": 0.5019762845849802,
"5": 0.623015873015873,
"10": 0.6923076923076923
},
"hitRate1D": 0.5019762845849802,
"comboQuality": 0.9992781493618331,
"eligibleDays": 297,
"fitnessScore": 1.941253444334375,
"lookbackDays": 63,
"returnLift1D": -0.001352645776209387,
"hitRateLift1D": -0.01153722892853326,
"activationRate": 0.8518518518518519,
"activationCount": 253,
"baselineHitRates": {
"1": 0.5135135135135135,
"5": 0.6335616438356164,
"10": 0.6794425087108014
},
"sampleConfidence": 0.9981554677206852,
"shadowSharpeLike": 1.5448273784317805,
"avgForwardReturns": {
"1": 0.004373969247273564,
"5": 0.024000372144809455,
"10": 0.05086902015217564
},
"shadowMaxDrawdown": -0.2799762545059439,
"shadowTotalReturn": 1.4278521657230399,
"avgForwardReturn1D": 0.004373969247273564,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 253,
"5": 252,
"10": 247
},
"baselineAvgForwardReturns": {
"1": 0.005726615023482951,
"5": 0.028275982269462784,
"10": 0.060512648552448194
}
},
{
"topN": 2,
"ticker": "ANAB",
"hitRates": {
"1": 0.49333333333333335,
"5": 0.6071428571428571,
"10": 0.6894977168949772
},
"hitRate1D": 0.49333333333333335,
"comboQuality": 0.9971587491916682,
"eligibleDays": 297,
"fitnessScore": 1.6393464327646363,
"lookbackDays": 63,
"returnLift1D": -0.0012020760312356858,
"hitRateLift1D": -0.02018018018018014,
"activationRate": 0.7575757575757576,
"activationCount": 225,
"baselineHitRates": {
"1": 0.5135135135135135,
"5": 0.6335616438356164,
"10": 0.6794425087108014
},
"sampleConfidence": 0.997925925925926,
"shadowSharpeLike": 1.4772824106847002,
"avgForwardReturns": {
"1": 0.004524538992247265,
"5": 0.023786719874468613,
"10": 0.05083377916474092
},
"shadowMaxDrawdown": -0.41946677159796675,
"shadowTotalReturn": 1.255177074431765,
"avgForwardReturn1D": 0.004524538992247265,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03"
],
"horizonObservationCounts": {
"1": 225,
"5": 224,
"10": 219
},
"baselineAvgForwardReturns": {
"1": 0.005726615023482951,
"5": 0.028275982269462784,
"10": 0.060512648552448194
}
},
{
"topN": 3,
"ticker": "ANAB",
"hitRates": {
"1": 0.4951923076923077,
"5": 0.5741626794258373,
"10": 0.5825242718446602
},
"hitRate1D": 0.4951923076923077,
"comboQuality": 0.9919715388735431,
"eligibleDays": 352,
"fitnessScore": 1.4096743403772218,
"lookbackDays": 14,
"returnLift1D": -0.002385192288634142,
"hitRateLift1D": -0.019093406593406526,
"activationRate": 0.59375,
"activationCount": 209,
"baselineHitRates": {
"1": 0.5142857142857142,
"5": 0.630057803468208,
"10": 0.6754385964912281
},
"sampleConfidence": 0.9987240829346093,
"shadowSharpeLike": 1.2597951687573068,
"avgForwardReturns": {
"1": 0.004420468437252039,
"5": 0.013037608578699319,
"10": 0.02689636721133382
},
"shadowMaxDrawdown": -0.20080086454452706,
"shadowTotalReturn": 1.0480756269339362,
"avgForwardReturn1D": 0.004420468437252039,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-17",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 208,
"5": 209,
"10": 206
},
"baselineAvgForwardReturns": {
"1": 0.006805660725886181,
"5": 0.030434046997248686,
"10": 0.059998421012502585
}
},
{
"topN": 4,
"ticker": "ANAB",
"hitRates": {
"1": 0.4930232558139535,
"5": 0.5833333333333334,
"10": 0.596244131455399
},
"hitRate1D": 0.4930232558139535,
"comboQuality": 0.987643638947153,
"eligibleDays": 352,
"fitnessScore": 1.3138532085330914,
"lookbackDays": 14,
"returnLift1D": -0.002728784325062736,
"hitRateLift1D": -0.021262458471760726,
"activationRate": 0.6136363636363636,
"activationCount": 216,
"baselineHitRates": {
"1": 0.5142857142857142,
"5": 0.630057803468208,
"10": 0.6754385964912281
},
"sampleConfidence": 0.9987654320987654,
"shadowSharpeLike": 1.1939025919123696,
"avgForwardReturns": {
"1": 0.004076876400823445,
"5": 0.014253992317566496,
"10": 0.03106770984624064
},
"shadowMaxDrawdown": -0.20080086454452706,
"shadowTotalReturn": 0.9587800554475947,
"avgForwardReturn1D": 0.004076876400823445,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-17",
"2025-03-17",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 215,
"5": 216,
"10": 213
},
"baselineAvgForwardReturns": {
"1": 0.006805660725886181,
"5": 0.030434046997248686,
"10": 0.059998421012502585
}
},
{
"topN": 2,
"ticker": "ANAB",
"hitRates": {
"1": 0.5,
"5": 0.5952380952380952,
"10": 0.6428571428571429
},
"hitRate1D": 0.5,
"comboQuality": 0.9864143116293574,
"eligibleDays": 315,
"fitnessScore": 1.292713100499597,
"lookbackDays": 45,
"returnLift1D": -0.0014271091361193087,
"hitRateLift1D": -0.009554140127388533,
"activationRate": 0.6666666666666666,
"activationCount": 210,
"baselineHitRates": {
"1": 0.5095541401273885,
"5": 0.6290322580645161,
"10": 0.6655737704918033
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2922552802489642,
"avgForwardReturns": {
"1": 0.003788884858441809,
"5": 0.022667433484540304,
"10": 0.04047485592081665
},
"shadowMaxDrawdown": -0.20770498747144672,
"shadowTotalReturn": 0.8917804602847093,
"avgForwardReturn1D": 0.003788884858441809,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 210,
"5": 210,
"10": 210
},
"baselineAvgForwardReturns": {
"1": 0.005215993994561118,
"5": 0.02652289288867713,
"10": 0.056741835136105645
}
},
{
"topN": 2,
"ticker": "ANAB",
"hitRates": {
"1": 0.49056603773584906,
"5": 0.5971563981042654,
"10": 0.6376811594202898
},
"hitRate1D": 0.49056603773584906,
"comboQuality": 0.9849350069526821,
"eligibleDays": 330,
"fitnessScore": 1.2696444279299366,
"lookbackDays": 30,
"returnLift1D": -0.0010966870090650714,
"hitRateLift1D": -0.02311177381430296,
"activationRate": 0.6424242424242425,
"activationCount": 212,
"baselineHitRates": {
"1": 0.513677811550152,
"5": 0.6307692307692307,
"10": 0.675
},
"sampleConfidence": 0.9981132075471699,
"shadowSharpeLike": 1.185712474675475,
"avgForwardReturns": {
"1": 0.004371039740139308,
"5": 0.02609288651448143,
"10": 0.052233002537328016
},
"shadowMaxDrawdown": -0.47894182981952105,
"shadowTotalReturn": 1.0023081150060054,
"avgForwardReturn1D": 0.004371039740139308,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22"
],
"horizonObservationCounts": {
"1": 212,
"5": 211,
"10": 207
},
"baselineAvgForwardReturns": {
"1": 0.005467726749204379,
"5": 0.027341041565047314,
"10": 0.059924999693140545
}
},
{
"topN": 5,
"ticker": "ANAB",
"hitRates": {
"1": 0.4885844748858447,
"5": 0.5909090909090909,
"10": 0.6036866359447005
},
"hitRate1D": 0.4885844748858447,
"comboQuality": 0.9775817827349408,
"eligibleDays": 352,
"fitnessScore": 1.180545771982229,
"lookbackDays": 14,
"returnLift1D": -0.00306355327999016,
"hitRateLift1D": -0.025701239399869513,
"activationRate": 0.625,
"activationCount": 220,
"baselineHitRates": {
"1": 0.5142857142857142,
"5": 0.630057803468208,
"10": 0.6754385964912281
},
"sampleConfidence": 0.9987878787878789,
"shadowSharpeLike": 1.1099379457837946,
"avgForwardReturns": {
"1": 0.003742107445896021,
"5": 0.014637030742006814,
"10": 0.03458524516198652
},
"shadowMaxDrawdown": -0.21332353666694626,
"shadowTotalReturn": 0.8467632517007608,
"avgForwardReturn1D": 0.003742107445896021,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-17",
"2025-03-17",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 219,
"5": 220,
"10": 217
},
"baselineAvgForwardReturns": {
"1": 0.006805660725886181,
"5": 0.030434046997248686,
"10": 0.059998421012502585
}
},
{
"topN": 5,
"ticker": "ANAB",
"hitRates": {
"1": 0.49361702127659574,
"5": 0.5574468085106383,
"10": 0.5905172413793104
},
"hitRate1D": 0.49361702127659574,
"comboQuality": 0.9755456045977027,
"eligibleDays": 339,
"fitnessScore": 1.1609611263871338,
"lookbackDays": 21,
"returnLift1D": -0.002208587497332701,
"hitRateLift1D": -0.021175878131688253,
"activationRate": 0.6932153392330384,
"activationCount": 235,
"baselineHitRates": {
"1": 0.514792899408284,
"5": 0.6317365269461078,
"10": 0.668693009118541
},
"sampleConfidence": 0.9991489361702128,
"shadowSharpeLike": 1.0483609333401698,
"avgForwardReturns": {
"1": 0.0035551338649167917,
"5": 0.017831741433295762,
"10": 0.03594673606780946
},
"shadowMaxDrawdown": -0.30590198127746704,
"shadowTotalReturn": 0.8221461594238342,
"avgForwardReturn1D": 0.0035551338649167917,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07"
],
"horizonObservationCounts": {
"1": 235,
"5": 235,
"10": 232
},
"baselineAvgForwardReturns": {
"1": 0.005763721362249493,
"5": 0.02799741805864881,
"10": 0.05844553708037156
}
},
{
"topN": 5,
"ticker": "ANAB",
"hitRates": {
"1": 0.4713114754098361,
"5": 0.5950413223140496,
"10": 0.6540084388185654
},
"hitRate1D": 0.4713114754098361,
"comboQuality": 0.9633510154022663,
"eligibleDays": 330,
"fitnessScore": 1.0691870674543174,
"lookbackDays": 30,
"returnLift1D": -0.001985714576629767,
"hitRateLift1D": -0.04236633614031593,
"activationRate": 0.7424242424242424,
"activationCount": 245,
"baselineHitRates": {
"1": 0.513677811550152,
"5": 0.6307692307692307,
"10": 0.675
},
"sampleConfidence": 0.9967346938775511,
"shadowSharpeLike": 1.0449305040565517,
"avgForwardReturns": {
"1": 0.003482012172574612,
"5": 0.023381984165772633,
"10": 0.05031546948220584
},
"shadowMaxDrawdown": -0.5063033515496407,
"shadowTotalReturn": 0.8210119073955173,
"avgForwardReturn1D": 0.003482012172574612,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 244,
"5": 242,
"10": 237
},
"baselineAvgForwardReturns": {
"1": 0.005467726749204379,
"5": 0.027341041565047314,
"10": 0.059924999693140545
}
},
{
"topN": 4,
"ticker": "ANAB",
"hitRates": {
"1": 0.49344978165938863,
"5": 0.5502183406113537,
"10": 0.5796460176991151
},
"hitRate1D": 0.49344978165938863,
"comboQuality": 0.9516255744325564,
"eligibleDays": 339,
"fitnessScore": 1.0054240828420737,
"lookbackDays": 21,
"returnLift1D": -0.0024676632641159554,
"hitRateLift1D": -0.021343117748895357,
"activationRate": 0.6755162241887905,
"activationCount": 229,
"baselineHitRates": {
"1": 0.514792899408284,
"5": 0.6317365269461078,
"10": 0.668693009118541
},
"sampleConfidence": 0.9991266375545852,
"shadowSharpeLike": 0.9528828776263409,
"avgForwardReturns": {
"1": 0.0032960580981335375,
"5": 0.01572743359076963,
"10": 0.030516174559081462
},
"shadowMaxDrawdown": -0.29169951499479163,
"shadowTotalReturn": 0.6865506424251859,
"avgForwardReturn1D": 0.0032960580981335375,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07"
],
"horizonObservationCounts": {
"1": 229,
"5": 229,
"10": 226
},
"baselineAvgForwardReturns": {
"1": 0.005763721362249493,
"5": 0.02799741805864881,
"10": 0.05844553708037156
}
},
{
"topN": 3,
"ticker": "ANAB",
"hitRates": {
"1": 0.4955357142857143,
"5": 0.5446428571428571,
"10": 0.5746606334841629
},
"hitRate1D": 0.4955357142857143,
"comboQuality": 0.940033812464981,
"eligibleDays": 339,
"fitnessScore": 0.9554696962675718,
"lookbackDays": 21,
"returnLift1D": -0.002495356981002672,
"hitRateLift1D": -0.019257185122569687,
"activationRate": 0.6607669616519174,
"activationCount": 224,
"baselineHitRates": {
"1": 0.514792899408284,
"5": 0.6317365269461078,
"10": 0.668693009118541
},
"sampleConfidence": 0.999107142857143,
"shadowSharpeLike": 0.9276891238472658,
"avgForwardReturns": {
"1": 0.0032683643812468207,
"5": 0.013037379101379186,
"10": 0.026650893753558988
},
"shadowMaxDrawdown": -0.3050550723569241,
"shadowTotalReturn": 0.6506748892216128,
"avgForwardReturn1D": 0.0032683643812468207,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07"
],
"horizonObservationCounts": {
"1": 224,
"5": 224,
"10": 221
},
"baselineAvgForwardReturns": {
"1": 0.005763721362249493,
"5": 0.02799741805864881,
"10": 0.05844553708037156
}
},
{
"topN": 3,
"ticker": "ANAB",
"hitRates": {
"1": 0.4759825327510917,
"5": 0.5903083700440529,
"10": 0.6486486486486487
},
"hitRate1D": 0.4759825327510917,
"comboQuality": 0.9398632687706066,
"eligibleDays": 330,
"fitnessScore": 0.9548049881572982,
"lookbackDays": 30,
"returnLift1D": -0.002019266617211445,
"hitRateLift1D": -0.03769527879906032,
"activationRate": 0.693939393939394,
"activationCount": 229,
"baselineHitRates": {
"1": 0.513677811550152,
"5": 0.6307692307692307,
"10": 0.675
},
"sampleConfidence": 0.9973799126637555,
"shadowSharpeLike": 0.9863907309761327,
"avgForwardReturns": {
"1": 0.003448460131992934,
"5": 0.02444517054061791,
"10": 0.05117992204950154
},
"shadowMaxDrawdown": -0.49725721710687976,
"shadowTotalReturn": 0.7291436001689455,
"avgForwardReturn1D": 0.003448460131992934,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 229,
"5": 227,
"10": 222
},
"baselineAvgForwardReturns": {
"1": 0.005467726749204379,
"5": 0.027341041565047314,
"10": 0.059924999693140545
}
},
{
"topN": 2,
"ticker": "ANAB",
"hitRates": {
"1": 0.48947368421052634,
"5": 0.5654450261780105,
"10": 0.5638297872340425
},
"hitRate1D": 0.48947368421052634,
"comboQuality": 0.9394978522344062,
"eligibleDays": 352,
"fitnessScore": 0.9533866669849632,
"lookbackDays": 14,
"returnLift1D": -0.0030493624077467425,
"hitRateLift1D": -0.024812030075187896,
"activationRate": 0.5426136363636364,
"activationCount": 191,
"baselineHitRates": {
"1": 0.5142857142857142,
"5": 0.630057803468208,
"10": 0.6754385964912281
},
"sampleConfidence": 0.9986038394415359,
"shadowSharpeLike": 1.003173740450111,
"avgForwardReturns": {
"1": 0.0037562983181394383,
"5": 0.008379731588928912,
"10": 0.020743939828633144
},
"shadowMaxDrawdown": -0.23581046411570739,
"shadowTotalReturn": 0.6844426609868017,
"avgForwardReturn1D": 0.0037562983181394383,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-17",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 190,
"5": 191,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.006805660725886181,
"5": 0.030434046997248686,
"10": 0.059998421012502585
}
},
{
"topN": 4,
"ticker": "ANAB",
"hitRates": {
"1": 0.4703389830508475,
"5": 0.5897435897435898,
"10": 0.6462882096069869
},
"hitRate1D": 0.4703389830508475,
"comboQuality": 0.8865921648008166,
"eligibleDays": 330,
"fitnessScore": 0.8024068125593719,
"lookbackDays": 30,
"returnLift1D": -0.0024532359866605716,
"hitRateLift1D": -0.04333882849930454,
"activationRate": 0.7151515151515152,
"activationCount": 236,
"baselineHitRates": {
"1": 0.513677811550152,
"5": 0.6307692307692307,
"10": 0.675
},
"sampleConfidence": 0.9974576271186442,
"shadowSharpeLike": 0.8832976772340524,
"avgForwardReturns": {
"1": 0.0030144907625438075,
"5": 0.02277710577415953,
"10": 0.04803651516533501
},
"shadowMaxDrawdown": -0.5060563797395103,
"shadowTotalReturn": 0.5965215925817611,
"avgForwardReturn1D": 0.0030144907625438075,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 236,
"5": 234,
"10": 229
},
"baselineAvgForwardReturns": {
"1": 0.005467726749204379,
"5": 0.027341041565047314,
"10": 0.059924999693140545
}
},
{
"topN": 2,
"ticker": "ANAB",
"hitRates": {
"1": 0.5023474178403756,
"5": 0.5492957746478874,
"10": 0.5761904761904761
},
"hitRate1D": 0.5023474178403756,
"comboQuality": 0.8668264084915792,
"eligibleDays": 339,
"fitnessScore": 0.762100757056201,
"lookbackDays": 21,
"returnLift1D": -0.002832373266757284,
"hitRateLift1D": -0.012445481567908367,
"activationRate": 0.6283185840707964,
"activationCount": 213,
"baselineHitRates": {
"1": 0.514792899408284,
"5": 0.6317365269461078,
"10": 0.668693009118541
},
"sampleConfidence": 0.9990610328638498,
"shadowSharpeLike": 0.806154815920605,
"avgForwardReturns": {
"1": 0.002931348095492209,
"5": 0.013553856928269062,
"10": 0.02673627310052772
},
"shadowMaxDrawdown": -0.32860817329459224,
"shadowTotalReturn": 0.4950105707160031,
"avgForwardReturn1D": 0.002931348095492209,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07"
],
"horizonObservationCounts": {
"1": 213,
"5": 213,
"10": 210
},
"baselineAvgForwardReturns": {
"1": 0.005763721362249493,
"5": 0.02799741805864881,
"10": 0.05844553708037156
}
}
],
"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": 0.9919715388735431,
"fitnessScore": 1.4096743403772218,
"lookbackDays": 14,
"returnLift1D": -0.002385192288634142,
"activationRate": 0.59375,
"activationCount": 209,
"sampleConfidence": 0.9987240829346093,
"shadowTotalReturn": 1.0480756269339362,
"avgForwardReturn1D": 0.004420468437252039
},
{
"bestTopN": 5,
"comboQuality": 0.9755456045977027,
"fitnessScore": 1.1609611263871338,
"lookbackDays": 21,
"returnLift1D": -0.002208587497332701,
"activationRate": 0.6932153392330384,
"activationCount": 235,
"sampleConfidence": 0.9991489361702128,
"shadowTotalReturn": 0.8221461594238342,
"avgForwardReturn1D": 0.0035551338649167917
},
{
"bestTopN": 2,
"comboQuality": 0.9849350069526821,
"fitnessScore": 1.2696444279299366,
"lookbackDays": 30,
"returnLift1D": -0.0010966870090650714,
"activationRate": 0.6424242424242425,
"activationCount": 212,
"sampleConfidence": 0.9981132075471699,
"shadowTotalReturn": 1.0023081150060054,
"avgForwardReturn1D": 0.004371039740139308
},
{
"bestTopN": 3,
"comboQuality": 0.9999551586392471,
"fitnessScore": 2.5527136496204004,
"lookbackDays": 45,
"returnLift1D": 0.00002403571644161301,
"activationRate": 0.7714285714285715,
"activationCount": 243,
"sampleConfidence": 1,
"shadowTotalReturn": 1.9868989890787994,
"avgForwardReturn1D": 0.005240029711002731
},
{
"bestTopN": 4,
"comboQuality": 0.9995576560204412,
"fitnessScore": 2.049055666531415,
"lookbackDays": 63,
"returnLift1D": -0.0012463876922672971,
"activationRate": 0.8585858585858586,
"activationCount": 255,
"sampleConfidence": 0.998169934640523,
"shadowTotalReturn": 1.5178414980767,
"avgForwardReturn1D": 0.004480227331215654
}
],
"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": "794c7b8b5528cc77393e3a6ced0cf7b5c9af969c3ff7f0f8cfb6d51bc0ddc14d",
"size": 13,
"members": [
"ANAB",
"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",
"ANAB"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "ANAB",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "ANAB",
"hitRates": {
"1": 0.5163636363636364,
"5": 0.6181818181818182,
"10": 0.68
},
"hitRate1D": 0.5163636363636364,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999991724310336,
"eligibleDays": 344,
"fitnessScore": 3.431049963733304,
"lookbackDays": 45,
"returnLift1D": 0.000018235267965086878,
"hitRateLift1D": 0.004735729386892151,
"portfolioSize": 4,
"activationRate": 0.7994186046511628,
"activationCount": 275,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.6294117647058823,
"10": 0.6746268656716418
},
"sampleConfidence": 1,
"shadowSharpeLike": 2.088212783830053,
"avgForwardReturns": {
"1": 0.0055851785955131775,
"5": 0.024862902481091752,
"10": 0.0493718751217037
},
"shadowMaxDrawdown": -0.2781599338917,
"shadowTotalReturn": 2.8005785603034172,
"avgForwardReturn1D": 0.0055851785955131775,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 275,
"5": 275,
"10": 275
},
"baselineAvgForwardReturns": {
"1": 0.005566943327548091,
"5": 0.027599945546536473,
"10": 0.059079130747865596
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999991724310336,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.8992485044771212,
"bestRawFitnessScore": 3.431049963733304,
"upperQuartileComboQuality": 0.9996720179712828
},
"algorithmFit": {
"label": "strong",
"score": 0.9035930998146563,
"rawScore": 0.9182368620331722,
"confidence": 0.9681046082465226,
"bestProfile": {
"lookbackDays": 45,
"portfolioSize": 4
},
"profileBreadth": 0.8001805631714701,
"recommendedRegion": {
"lookbackDays": [
21,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.79309789942424,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "ANAB",
"hitRates": {
"1": 0.5163636363636364,
"5": 0.6181818181818182,
"10": 0.68
},
"hitRate1D": 0.5163636363636364,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999991724310336,
"eligibleDays": 344,
"fitnessScore": 3.431049963733304,
"lookbackDays": 45,
"returnLift1D": 0.000018235267965086878,
"hitRateLift1D": 0.004735729386892151,
"portfolioSize": 4,
"activationRate": 0.7994186046511628,
"activationCount": 275,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.6294117647058823,
"10": 0.6746268656716418
},
"sampleConfidence": 1,
"shadowSharpeLike": 2.088212783830053,
"avgForwardReturns": {
"1": 0.0055851785955131775,
"5": 0.024862902481091752,
"10": 0.0493718751217037
},
"shadowMaxDrawdown": -0.2781599338917,
"shadowTotalReturn": 2.8005785603034172,
"avgForwardReturn1D": 0.0055851785955131775,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 275,
"5": 275,
"10": 275
},
"baselineAvgForwardReturns": {
"1": 0.005566943327548091,
"5": 0.027599945546536473,
"10": 0.059079130747865596
}
},
{
"topN": 5,
"ticker": "ANAB",
"hitRates": {
"1": 0.5163636363636364,
"5": 0.6181818181818182,
"10": 0.68
},
"hitRate1D": 0.5163636363636364,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999991724310336,
"eligibleDays": 344,
"fitnessScore": 3.431049963733304,
"lookbackDays": 45,
"returnLift1D": 0.000018235267965086878,
"hitRateLift1D": 0.004735729386892151,
"portfolioSize": 5,
"activationRate": 0.7994186046511628,
"activationCount": 275,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.6294117647058823,
"10": 0.6746268656716418
},
"sampleConfidence": 1,
"shadowSharpeLike": 2.088212783830053,
"avgForwardReturns": {
"1": 0.0055851785955131775,
"5": 0.024862902481091752,
"10": 0.0493718751217037
},
"shadowMaxDrawdown": -0.2781599338917,
"shadowTotalReturn": 2.8005785603034172,
"avgForwardReturn1D": 0.0055851785955131775,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 275,
"5": 275,
"10": 275
},
"baselineAvgForwardReturns": {
"1": 0.005566943327548091,
"5": 0.027599945546536473,
"10": 0.059079130747865596
}
},
{
"topN": 3,
"ticker": "ANAB",
"hitRates": {
"1": 0.5183823529411765,
"5": 0.6213235294117647,
"10": 0.6801470588235294
},
"hitRate1D": 0.5183823529411765,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999988448491014,
"eligibleDays": 344,
"fitnessScore": 3.3576812522286317,
"lookbackDays": 45,
"returnLift1D": 0.000019657479328308997,
"hitRateLift1D": 0.00675444596443231,
"portfolioSize": 3,
"activationRate": 0.7906976744186046,
"activationCount": 272,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.6294117647058823,
"10": 0.6746268656716418
},
"sampleConfidence": 1,
"shadowSharpeLike": 2.065784098529044,
"avgForwardReturns": {
"1": 0.0055866008068764,
"5": 0.025588195516974926,
"10": 0.04899677411437022
},
"shadowMaxDrawdown": -0.2781599338917,
"shadowTotalReturn": 2.733517354984715,
"avgForwardReturn1D": 0.0055866008068764,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 272,
"5": 272,
"10": 272
},
"baselineAvgForwardReturns": {
"1": 0.005566943327548091,
"5": 0.027599945546536473,
"10": 0.059079130747865596
}
},
{
"topN": 4,
"ticker": "ANAB",
"hitRates": {
"1": 0.5070422535211268,
"5": 0.6254416961130742,
"10": 0.6834532374100719
},
"hitRate1D": 0.5070422535211268,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9997808951038216,
"eligibleDays": 326,
"fitnessScore": 2.2036629839054576,
"lookbackDays": 63,
"returnLift1D": -0.001115796636861813,
"hitRateLift1D": -0.0052276851291800375,
"portfolioSize": 4,
"activationRate": 0.8711656441717791,
"activationCount": 284,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.6366459627329193,
"10": 0.6782334384858044
},
"sampleConfidence": 0.9983568075117372,
"shadowSharpeLike": 1.5541569766194214,
"avgForwardReturns": {
"1": 0.004286828166700076,
"5": 0.02374791852557784,
"10": 0.05054653150349502
},
"shadowMaxDrawdown": -0.279976254505944,
"shadowTotalReturn": 1.6600070794974013,
"avgForwardReturn1D": 0.004286828166700076,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 284,
"5": 283,
"10": 278
},
"baselineAvgForwardReturns": {
"1": 0.005402624803561889,
"5": 0.028309639459672225,
"10": 0.060652455423012716
}
},
{
"topN": 5,
"ticker": "ANAB",
"hitRates": {
"1": 0.5070422535211268,
"5": 0.6254416961130742,
"10": 0.6834532374100719
},
"hitRate1D": 0.5070422535211268,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9997808951038216,
"eligibleDays": 326,
"fitnessScore": 2.2036629839054576,
"lookbackDays": 63,
"returnLift1D": -0.001115796636861813,
"hitRateLift1D": -0.0052276851291800375,
"portfolioSize": 5,
"activationRate": 0.8711656441717791,
"activationCount": 284,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.6366459627329193,
"10": 0.6782334384858044
},
"sampleConfidence": 0.9983568075117372,
"shadowSharpeLike": 1.5541569766194214,
"avgForwardReturns": {
"1": 0.004286828166700076,
"5": 0.02374791852557784,
"10": 0.05054653150349502
},
"shadowMaxDrawdown": -0.279976254505944,
"shadowTotalReturn": 1.6600070794974013,
"avgForwardReturn1D": 0.004286828166700076,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 284,
"5": 283,
"10": 278
},
"baselineAvgForwardReturns": {
"1": 0.005402624803561889,
"5": 0.028309639459672225,
"10": 0.060652455423012716
}
},
{
"topN": 3,
"ticker": "ANAB",
"hitRates": {
"1": 0.5035460992907801,
"5": 0.6263345195729537,
"10": 0.6884057971014492
},
"hitRate1D": 0.5035460992907801,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9996357255937698,
"eligibleDays": 326,
"fitnessScore": 2.091792529465988,
"lookbackDays": 63,
"returnLift1D": -0.0012124990963170608,
"hitRateLift1D": -0.008723839359526697,
"portfolioSize": 3,
"activationRate": 0.8650306748466258,
"activationCount": 282,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.6366459627329193,
"10": 0.6782334384858044
},
"sampleConfidence": 0.9983451536643027,
"shadowSharpeLike": 1.5080054170854758,
"avgForwardReturns": {
"1": 0.004190125707244828,
"5": 0.024521509656650172,
"10": 0.05193710283616546
},
"shadowMaxDrawdown": -0.279976254505944,
"shadowTotalReturn": 1.5649366545628562,
"avgForwardReturn1D": 0.004190125707244828,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 282,
"5": 281,
"10": 276
},
"baselineAvgForwardReturns": {
"1": 0.005402624803561889,
"5": 0.028309639459672225,
"10": 0.060652455423012716
}
},
{
"topN": 2,
"ticker": "ANAB",
"hitRates": {
"1": 0.502092050209205,
"5": 0.602510460251046,
"10": 0.6610878661087866
},
"hitRate1D": 0.502092050209205,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9987813943808851,
"eligibleDays": 344,
"fitnessScore": 1.8259423052691874,
"lookbackDays": 45,
"returnLift1D": -0.0012075541226547982,
"hitRateLift1D": -0.009535856767539208,
"portfolioSize": 2,
"activationRate": 0.6947674418604651,
"activationCount": 239,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.6294117647058823,
"10": 0.6746268656716418
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.51356542414722,
"avgForwardReturns": {
"1": 0.004359389204893292,
"5": 0.025101337709711714,
"10": 0.04603043195182812
},
"shadowMaxDrawdown": -0.20770498747144683,
"shadowTotalReturn": 1.3646581977224033,
"avgForwardReturn1D": 0.004359389204893292,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 239,
"5": 239,
"10": 239
},
"baselineAvgForwardReturns": {
"1": 0.005566943327548091,
"5": 0.027599945546536473,
"10": 0.059079130747865596
}
},
{
"topN": 2,
"ticker": "ANAB",
"hitRates": {
"1": 0.49606299212598426,
"5": 0.6126482213438735,
"10": 0.6854838709677419
},
"hitRate1D": 0.49606299212598426,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9985339209702719,
"eligibleDays": 326,
"fitnessScore": 1.7852132550329625,
"lookbackDays": 63,
"returnLift1D": -0.0010993866022293514,
"hitRateLift1D": -0.01620694652432253,
"portfolioSize": 2,
"activationRate": 0.7791411042944786,
"activationCount": 254,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.6366459627329193,
"10": 0.6782334384858044
},
"sampleConfidence": 0.9981627296587927,
"shadowSharpeLike": 1.4451446308796791,
"avgForwardReturns": {
"1": 0.0043032382013325375,
"5": 0.024390022469990846,
"10": 0.05202657275109896
},
"shadowMaxDrawdown": -0.41946677159796664,
"shadowTotalReturn": 1.382511761797164,
"avgForwardReturn1D": 0.0043032382013325375,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 254,
"5": 253,
"10": 248
},
"baselineAvgForwardReturns": {
"1": 0.005402624803561889,
"5": 0.028309639459672225,
"10": 0.060652455423012716
}
},
{
"topN": 4,
"ticker": "ANAB",
"hitRates": {
"1": 0.4817813765182186,
"5": 0.5384615384615384,
"10": 0.5819672131147541
},
"hitRate1D": 0.4817813765182186,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8994885923994331,
"eligibleDays": 368,
"fitnessScore": 0.832142131159018,
"lookbackDays": 21,
"returnLift1D": -0.0025632944047993774,
"hitRateLift1D": -0.018218623481781382,
"portfolioSize": 4,
"activationRate": 0.6711956521739131,
"activationCount": 247,
"baselineHitRates": {
"1": 0.5,
"5": 0.6181318681318682,
"10": 0.6713091922005571
},
"sampleConfidence": 0.9991902834008097,
"shadowSharpeLike": 0.8012797813787749,
"avgForwardReturns": {
"1": 0.002910698921294519,
"5": 0.011238450554613868,
"10": 0.028506906761137808
},
"shadowMaxDrawdown": -0.32854531252177155,
"shadowTotalReturn": 0.5654690177483706,
"avgForwardReturn1D": 0.002910698921294519,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21"
],
"horizonObservationCounts": {
"1": 247,
"5": 247,
"10": 244
},
"baselineAvgForwardReturns": {
"1": 0.005473993326093897,
"5": 0.02810224044677605,
"10": 0.05756101920602902
}
},
{
"topN": 5,
"ticker": "ANAB",
"hitRates": {
"1": 0.4817813765182186,
"5": 0.5384615384615384,
"10": 0.5819672131147541
},
"hitRate1D": 0.4817813765182186,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8994885923994331,
"eligibleDays": 368,
"fitnessScore": 0.832142131159018,
"lookbackDays": 21,
"returnLift1D": -0.0025632944047993774,
"hitRateLift1D": -0.018218623481781382,
"portfolioSize": 5,
"activationRate": 0.6711956521739131,
"activationCount": 247,
"baselineHitRates": {
"1": 0.5,
"5": 0.6181318681318682,
"10": 0.6713091922005571
},
"sampleConfidence": 0.9991902834008097,
"shadowSharpeLike": 0.8012797813787749,
"avgForwardReturns": {
"1": 0.002910698921294519,
"5": 0.011238450554613868,
"10": 0.028506906761137808
},
"shadowMaxDrawdown": -0.32854531252177155,
"shadowTotalReturn": 0.5654690177483706,
"avgForwardReturn1D": 0.002910698921294519,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21"
],
"horizonObservationCounts": {
"1": 247,
"5": 247,
"10": 244
},
"baselineAvgForwardReturns": {
"1": 0.005473993326093897,
"5": 0.02810224044677605,
"10": 0.05756101920602902
}
},
{
"topN": 3,
"ticker": "ANAB",
"hitRates": {
"1": 0.48333333333333334,
"5": 0.5291666666666667,
"10": 0.5780590717299579
},
"hitRate1D": 0.48333333333333334,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8990084165548093,
"eligibleDays": 368,
"fitnessScore": 0.8309761473912181,
"lookbackDays": 21,
"returnLift1D": -0.002491038466670157,
"hitRateLift1D": -0.016666666666666663,
"portfolioSize": 3,
"activationRate": 0.6521739130434783,
"activationCount": 240,
"baselineHitRates": {
"1": 0.5,
"5": 0.6181318681318682,
"10": 0.6713091922005571
},
"sampleConfidence": 0.9991666666666668,
"shadowSharpeLike": 0.7996324835458569,
"avgForwardReturns": {
"1": 0.0029829548594237395,
"5": 0.008465710114004401,
"10": 0.024440573743413498
},
"shadowMaxDrawdown": -0.3050550723569243,
"shadowTotalReturn": 0.5612921967870745,
"avgForwardReturn1D": 0.0029829548594237395,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-07",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24"
],
"horizonObservationCounts": {
"1": 240,
"5": 240,
"10": 237
},
"baselineAvgForwardReturns": {
"1": 0.005473993326093897,
"5": 0.02810224044677605,
"10": 0.05756101920602902
}
},
{
"topN": 2,
"ticker": "ANAB",
"hitRates": {
"1": 0.4890829694323144,
"5": 0.5327510917030568,
"10": 0.5796460176991151
},
"hitRate1D": 0.4890829694323144,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.7941606816887438,
"eligibleDays": 368,
"fitnessScore": 0.6470417899748333,
"lookbackDays": 21,
"returnLift1D": -0.0028182173907128913,
"hitRateLift1D": -0.010917030567685615,
"portfolioSize": 2,
"activationRate": 0.6222826086956522,
"activationCount": 229,
"baselineHitRates": {
"1": 0.5,
"5": 0.6181318681318682,
"10": 0.6713091922005571
},
"sampleConfidence": 0.9991266375545852,
"shadowSharpeLike": 0.6882601081210137,
"avgForwardReturns": {
"1": 0.0026557759353810053,
"5": 0.008726502333508425,
"10": 0.024412326587448158
},
"shadowMaxDrawdown": -0.32860817329459213,
"shadowTotalReturn": 0.4140569735532631,
"avgForwardReturn1D": 0.0026557759353810053,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-07",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24"
],
"horizonObservationCounts": {
"1": 229,
"5": 229,
"10": 226
},
"baselineAvgForwardReturns": {
"1": 0.005473993326093897,
"5": 0.02810224044677605,
"10": 0.05756101920602902
}
},
{
"topN": 3,
"ticker": "ANAB",
"hitRates": {
"1": 0.48034934497816595,
"5": 0.5414847161572053,
"10": 0.5707964601769911
},
"hitRate1D": 0.48034934497816595,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7801148319427118,
"eligibleDays": 375,
"fitnessScore": 0.6285938501678312,
"lookbackDays": 14,
"returnLift1D": -0.002865253740535576,
"hitRateLift1D": -0.02098398835516735,
"portfolioSize": 3,
"activationRate": 0.6106666666666667,
"activationCount": 229,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.6118598382749326,
"10": 0.6639344262295082
},
"sampleConfidence": 0.9991266375545852,
"shadowSharpeLike": 0.7131924520583873,
"avgForwardReturns": {
"1": 0.0025244976826341707,
"5": 0.00509658752753949,
"10": 0.022334502272810464
},
"shadowMaxDrawdown": -0.34786625933294235,
"shadowTotalReturn": 0.42178096424734446,
"avgForwardReturn1D": 0.0025244976826341707,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 229,
"5": 229,
"10": 226
},
"baselineAvgForwardReturns": {
"1": 0.0053897514231697466,
"5": 0.026599333194756172,
"10": 0.055041214202618566
}
},
{
"topN": 2,
"ticker": "ANAB",
"hitRates": {
"1": 0.4692982456140351,
"5": 0.5726872246696035,
"10": 0.6188340807174888
},
"hitRate1D": 0.4692982456140351,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.7631891802627695,
"eligibleDays": 359,
"fitnessScore": 0.6074537569571242,
"lookbackDays": 30,
"returnLift1D": -0.0019678061619526777,
"hitRateLift1D": -0.03209451204613201,
"portfolioSize": 2,
"activationRate": 0.6350974930362117,
"activationCount": 228,
"baselineHitRates": {
"1": 0.5013927576601671,
"5": 0.6169014084507042,
"10": 0.6657142857142857
},
"sampleConfidence": 0.9982456140350878,
"shadowSharpeLike": 0.7235004791779466,
"avgForwardReturns": {
"1": 0.0027665742347558232,
"5": 0.020973842982628086,
"10": 0.04514627032123286
},
"shadowMaxDrawdown": -0.47894182981952116,
"shadowTotalReturn": 0.44697826282702646,
"avgForwardReturn1D": 0.0027665742347558232,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-03-03",
"2025-03-13"
],
"horizonObservationCounts": {
"1": 228,
"5": 227,
"10": 223
},
"baselineAvgForwardReturns": {
"1": 0.004734380396708501,
"5": 0.024789833365378926,
"10": 0.054843215007731316
}
},
{
"topN": 4,
"ticker": "ANAB",
"hitRates": {
"1": 0.4788135593220339,
"5": 0.5508474576271186,
"10": 0.5836909871244635
},
"hitRate1D": 0.4788135593220339,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7217554247952988,
"eligibleDays": 375,
"fitnessScore": 0.5597008849844294,
"lookbackDays": 14,
"returnLift1D": -0.0031220354886280443,
"hitRateLift1D": -0.022519774011299398,
"portfolioSize": 4,
"activationRate": 0.6293333333333333,
"activationCount": 236,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.6118598382749326,
"10": 0.6639344262295082
},
"sampleConfidence": 0.9991525423728814,
"shadowSharpeLike": 0.6554224717304259,
"avgForwardReturns": {
"1": 0.0022677159345417023,
"5": 0.006445426658698085,
"10": 0.02628484148227319
},
"shadowMaxDrawdown": -0.3570894570020934,
"shadowTotalReturn": 0.35979167925158984,
"avgForwardReturn1D": 0.0022677159345417023,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 236,
"5": 236,
"10": 233
},
"baselineAvgForwardReturns": {
"1": 0.0053897514231697466,
"5": 0.026599333194756172,
"10": 0.055041214202618566
}
},
{
"topN": 5,
"ticker": "ANAB",
"hitRates": {
"1": 0.4788135593220339,
"5": 0.5508474576271186,
"10": 0.5836909871244635
},
"hitRate1D": 0.4788135593220339,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7217554247952988,
"eligibleDays": 375,
"fitnessScore": 0.5597008849844294,
"lookbackDays": 14,
"returnLift1D": -0.0031220354886280443,
"hitRateLift1D": -0.022519774011299398,
"portfolioSize": 5,
"activationRate": 0.6293333333333333,
"activationCount": 236,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.6118598382749326,
"10": 0.6639344262295082
},
"sampleConfidence": 0.9991525423728814,
"shadowSharpeLike": 0.6554224717304259,
"avgForwardReturns": {
"1": 0.0022677159345417023,
"5": 0.006445426658698085,
"10": 0.02628484148227319
},
"shadowMaxDrawdown": -0.3570894570020934,
"shadowTotalReturn": 0.35979167925158984,
"avgForwardReturn1D": 0.0022677159345417023,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 236,
"5": 236,
"10": 233
},
"baselineAvgForwardReturns": {
"1": 0.0053897514231697466,
"5": 0.026599333194756172,
"10": 0.055041214202618566
}
},
{
"topN": 3,
"ticker": "ANAB",
"hitRates": {
"1": 0.45934959349593496,
"5": 0.5655737704918032,
"10": 0.6317991631799164
},
"hitRate1D": 0.45934959349593496,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5798221877135034,
"eligibleDays": 359,
"fitnessScore": 0.42084956985875444,
"lookbackDays": 30,
"returnLift1D": -0.002622894208227006,
"hitRateLift1D": -0.04204316416423215,
"portfolioSize": 3,
"activationRate": 0.6852367688022284,
"activationCount": 246,
"baselineHitRates": {
"1": 0.5013927576601671,
"5": 0.6169014084507042,
"10": 0.6657142857142857
},
"sampleConfidence": 0.9975609756097561,
"shadowSharpeLike": 0.5810505390061617,
"avgForwardReturns": {
"1": 0.002111486188481495,
"5": 0.019690643505005163,
"10": 0.04453622920993289
},
"shadowMaxDrawdown": -0.49725721710687953,
"shadowTotalReturn": 0.28295389435532403,
"avgForwardReturn1D": 0.002111486188481495,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 246,
"5": 244,
"10": 239
},
"baselineAvgForwardReturns": {
"1": 0.004734380396708501,
"5": 0.024789833365378926,
"10": 0.054843215007731316
}
},
{
"topN": 2,
"ticker": "ANAB",
"hitRates": {
"1": 0.47619047619047616,
"5": 0.5333333333333333,
"10": 0.5555555555555556
},
"hitRate1D": 0.47619047619047616,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.4863174069928559,
"eligibleDays": 375,
"fitnessScore": 0.3379563112340168,
"lookbackDays": 14,
"returnLift1D": -0.0035460010967894675,
"hitRateLift1D": -0.025142857142857133,
"portfolioSize": 2,
"activationRate": 0.56,
"activationCount": 210,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.6118598382749326,
"10": 0.6639344262295082
},
"sampleConfidence": 0.9990476190476191,
"shadowSharpeLike": 0.47961459686655783,
"avgForwardReturns": {
"1": 0.001843750326380279,
"5": 0.0008270603595374676,
"10": 0.017090348536533774
},
"shadowMaxDrawdown": -0.3146943796933459,
"shadowTotalReturn": 0.1857236480069353,
"avgForwardReturn1D": 0.001843750326380279,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 210,
"5": 210,
"10": 207
},
"baselineAvgForwardReturns": {
"1": 0.0053897514231697466,
"5": 0.026599333194756172,
"10": 0.055041214202618566
}
},
{
"topN": 4,
"ticker": "ANAB",
"hitRates": {
"1": 0.452755905511811,
"5": 0.5674603174603174,
"10": 0.6275303643724697
},
"hitRate1D": 0.452755905511811,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.41572644151722415,
"eligibleDays": 359,
"fitnessScore": 0.27512479437134674,
"lookbackDays": 30,
"returnLift1D": -0.003079842965476671,
"hitRateLift1D": -0.04863685214835611,
"portfolioSize": 4,
"activationRate": 0.7075208913649025,
"activationCount": 254,
"baselineHitRates": {
"1": 0.5013927576601671,
"5": 0.6169014084507042,
"10": 0.6657142857142857
},
"sampleConfidence": 0.9976377952755906,
"shadowSharpeLike": 0.4628448275104084,
"avgForwardReturns": {
"1": 0.00165453743123183,
"5": 0.018423093315888383,
"10": 0.0415549415863761
},
"shadowMaxDrawdown": -0.5060563797395103,
"shadowTotalReturn": 0.15863000589699938,
"avgForwardReturn1D": 0.00165453743123183,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 254,
"5": 252,
"10": 247
},
"baselineAvgForwardReturns": {
"1": 0.004734380396708501,
"5": 0.024789833365378926,
"10": 0.054843215007731316
}
},
{
"topN": 5,
"ticker": "ANAB",
"hitRates": {
"1": 0.452755905511811,
"5": 0.5674603174603174,
"10": 0.6275303643724697
},
"hitRate1D": 0.452755905511811,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.41572644151722415,
"eligibleDays": 359,
"fitnessScore": 0.27512479437134674,
"lookbackDays": 30,
"returnLift1D": -0.003079842965476671,
"hitRateLift1D": -0.04863685214835611,
"portfolioSize": 5,
"activationRate": 0.7075208913649025,
"activationCount": 254,
"baselineHitRates": {
"1": 0.5013927576601671,
"5": 0.6169014084507042,
"10": 0.6657142857142857
},
"sampleConfidence": 0.9976377952755906,
"shadowSharpeLike": 0.4628448275104084,
"avgForwardReturns": {
"1": 0.00165453743123183,
"5": 0.018423093315888383,
"10": 0.0415549415863761
},
"shadowMaxDrawdown": -0.5060563797395103,
"shadowTotalReturn": 0.15863000589699938,
"avgForwardReturn1D": 0.00165453743123183,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 254,
"5": 252,
"10": 247
},
"baselineAvgForwardReturns": {
"1": 0.004734380396708501,
"5": 0.024789833365378926,
"10": 0.054843215007731316
}
}
],
"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": 0.7801148319427118,
"fitnessScore": 0.6285938501678312,
"lookbackDays": 14,
"returnLift1D": -0.002865253740535576,
"activationRate": 0.6106666666666667,
"activationCount": 229,
"sampleConfidence": 0.9991266375545852,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.42178096424734446,
"avgForwardReturn1D": 0.0025244976826341707
},
{
"comboQuality": 0.8994885923994331,
"fitnessScore": 0.832142131159018,
"lookbackDays": 21,
"returnLift1D": -0.0025632944047993774,
"activationRate": 0.6711956521739131,
"activationCount": 247,
"sampleConfidence": 0.9991902834008097,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5654690177483706,
"avgForwardReturn1D": 0.002910698921294519
},
{
"comboQuality": 0.7631891802627695,
"fitnessScore": 0.6074537569571242,
"lookbackDays": 30,
"returnLift1D": -0.0019678061619526777,
"activationRate": 0.6350974930362117,
"activationCount": 228,
"sampleConfidence": 0.9982456140350878,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.44697826282702646,
"avgForwardReturn1D": 0.0027665742347558232
},
{
"comboQuality": 0.9999991724310336,
"fitnessScore": 3.431049963733304,
"lookbackDays": 45,
"returnLift1D": 0.000018235267965086878,
"activationRate": 0.7994186046511628,
"activationCount": 275,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 2.8005785603034172,
"avgForwardReturn1D": 0.0055851785955131775
},
{
"comboQuality": 0.9997808951038216,
"fitnessScore": 2.2036629839054576,
"lookbackDays": 63,
"returnLift1D": -0.001115796636861813,
"activationRate": 0.8711656441717791,
"activationCount": 284,
"sampleConfidence": 0.9983568075117372,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.6600070794974013,
"avgForwardReturn1D": 0.004286828166700076
}
],
"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": "794c7b8b5528cc77393e3a6ced0cf7b5c9af969c3ff7f0f8cfb6d51bc0ddc14d",
"size": 13,
"members": [
"ANAB",
"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."
}