Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"BCE"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "BCE",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "BCE",
"hitRates": {
"1": 0.46875,
"5": 0.53125,
"10": 0.375
},
"hitRate1D": 0.46875,
"comboQuality": 0.17501400409623702,
"eligibleDays": 330,
"fitnessScore": 0.008889908172082808,
"lookbackDays": 30,
"returnLift1D": 0.000524980949518215,
"hitRateLift1D": -0.017572188449848036,
"activationRate": 0.09696969696969697,
"activationCount": 32,
"baselineHitRates": {
"1": 0.48632218844984804,
"5": 0.5076923076923077,
"10": 0.54375
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.11289426874689018,
"avgForwardReturns": {
"1": 0.0005748812473928763,
"5": 0.005081295107943626,
"10": -0.0033991371273888182
},
"shadowMaxDrawdown": -0.05267213125762382,
"shadowTotalReturn": 0.006783329618349931,
"avgForwardReturn1D": 0.0005748812473928763,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-17",
"2025-07-18",
"2025-07-22",
"2025-07-23",
"2025-07-24",
"2025-07-25"
],
"horizonObservationCounts": {
"1": 32,
"5": 32,
"10": 32
},
"baselineAvgForwardReturns": {
"1": 0.00004990029787466133,
"5": 0.0007143021012212707,
"10": 0.0023102729317670805
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.17501400409623702,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.06265908697001628,
"bestRawFitnessScore": 0.008889908172082808,
"upperQuartileComboQuality": 0.07095274764773488
},
"algorithmFit": {
"label": "poor",
"score": 0.0961826772851907,
"rawScore": 0.10330411470640721,
"confidence": 0.8621267421640307,
"bestProfile": {
"topN": 2,
"lookbackDays": 30
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
30
]
},
"parameterStability": 0.1712509619601571,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "BCE",
"hitRates": {
"1": 0.46875,
"5": 0.53125,
"10": 0.375
},
"hitRate1D": 0.46875,
"comboQuality": 0.17501400409623702,
"eligibleDays": 330,
"fitnessScore": 0.008889908172082808,
"lookbackDays": 30,
"returnLift1D": 0.000524980949518215,
"hitRateLift1D": -0.017572188449848036,
"activationRate": 0.09696969696969697,
"activationCount": 32,
"baselineHitRates": {
"1": 0.48632218844984804,
"5": 0.5076923076923077,
"10": 0.54375
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.11289426874689018,
"avgForwardReturns": {
"1": 0.0005748812473928763,
"5": 0.005081295107943626,
"10": -0.0033991371273888182
},
"shadowMaxDrawdown": -0.05267213125762382,
"shadowTotalReturn": 0.006783329618349931,
"avgForwardReturn1D": 0.0005748812473928763,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-17",
"2025-07-18",
"2025-07-22",
"2025-07-23",
"2025-07-24",
"2025-07-25"
],
"horizonObservationCounts": {
"1": 32,
"5": 32,
"10": 32
},
"baselineAvgForwardReturns": {
"1": 0.00004990029787466133,
"5": 0.0007143021012212707,
"10": 0.0023102729317670805
}
},
{
"topN": 5,
"ticker": "BCE",
"hitRates": {
"1": 0.44,
"5": 0.44,
"10": 0.42
},
"hitRate1D": 0.44,
"comboQuality": 0.11327849778372857,
"eligibleDays": 315,
"fitnessScore": -0.10268994914718078,
"lookbackDays": 45,
"returnLift1D": -0.0008429850581506199,
"hitRateLift1D": -0.04407643312101911,
"activationRate": 0.31746031746031744,
"activationCount": 100,
"baselineHitRates": {
"1": 0.4840764331210191,
"5": 0.5096774193548387,
"10": 0.5475409836065573
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6245186891686471,
"avgForwardReturns": {
"1": -0.0007051686611614638,
"5": -0.0005923592932538912,
"10": -0.0034372475230586273
},
"shadowMaxDrawdown": -0.11156406769817306,
"shadowTotalReturn": -0.08883493307049495,
"avgForwardReturn1D": -0.0007051686611614638,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-05-01",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-17",
"2025-07-18"
],
"horizonObservationCounts": {
"1": 100,
"5": 100,
"10": 100
},
"baselineAvgForwardReturns": {
"1": 0.00013781639698915606,
"5": 0.0011313012410393082,
"10": 0.0024945220504916875
}
},
{
"topN": 2,
"ticker": "BCE",
"hitRates": {
"1": 0.45454545454545453,
"5": 0.24242424242424243,
"10": 0.12121212121212122
},
"hitRate1D": 0.45454545454545453,
"comboQuality": 0.10629835973186262,
"eligibleDays": 315,
"fitnessScore": -0.11840686839779016,
"lookbackDays": 45,
"returnLift1D": -0.0008603988954295244,
"hitRateLift1D": -0.02953097857556458,
"activationRate": 0.10476190476190476,
"activationCount": 33,
"baselineHitRates": {
"1": 0.4840764331210191,
"5": 0.5096774193548387,
"10": 0.5475409836065573
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.46554999817273246,
"avgForwardReturns": {
"1": -0.0007225824984403683,
"5": -0.007039314190239301,
"10": -0.023450200967668196
},
"shadowMaxDrawdown": -0.09175585050222346,
"shadowTotalReturn": -0.03207255110565199,
"avgForwardReturn1D": -0.0007225824984403683,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-21",
"2025-07-22",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-08-04",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14"
],
"horizonObservationCounts": {
"1": 33,
"5": 33,
"10": 33
},
"baselineAvgForwardReturns": {
"1": 0.00013781639698915606,
"5": 0.0011313012410393082,
"10": 0.0024945220504916875
}
},
{
"topN": 3,
"ticker": "BCE",
"hitRates": {
"1": 0.4444444444444444,
"5": 0.2,
"10": 0.17777777777777778
},
"hitRate1D": 0.4444444444444444,
"comboQuality": 0.0888313447874086,
"eligibleDays": 297,
"fitnessScore": -0.16215745735594356,
"lookbackDays": 63,
"returnLift1D": -0.0013866494710692472,
"hitRateLift1D": -0.042042042042042094,
"activationRate": 0.15151515151515152,
"activationCount": 45,
"baselineHitRates": {
"1": 0.4864864864864865,
"5": 0.5171232876712328,
"10": 0.5435540069686411
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6849777324732355,
"avgForwardReturns": {
"1": -0.0011458778582445939,
"5": -0.010784600915583024,
"10": -0.027522028672504462
},
"shadowMaxDrawdown": -0.11201669469335596,
"shadowTotalReturn": -0.05668726795572576,
"avgForwardReturn1D": -0.0011458778582445939,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25"
],
"horizonObservationCounts": {
"1": 45,
"5": 45,
"10": 45
},
"baselineAvgForwardReturns": {
"1": 0.00024077161282465325,
"5": 0.0015183047541884643,
"10": 0.003131490927585118
}
},
{
"topN": 5,
"ticker": "BCE",
"hitRates": {
"1": 0.44642857142857145,
"5": 0.4107142857142857,
"10": 0.36607142857142855
},
"hitRate1D": 0.44642857142857145,
"comboQuality": 0.07967551680401048,
"eligibleDays": 330,
"fitnessScore": -0.18828807126642833,
"lookbackDays": 30,
"returnLift1D": -0.001014437786062988,
"hitRateLift1D": -0.039893617021276584,
"activationRate": 0.3393939393939394,
"activationCount": 112,
"baselineHitRates": {
"1": 0.48632218844984804,
"5": 0.5076923076923077,
"10": 0.54375
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.8899514589136408,
"avgForwardReturns": {
"1": -0.0009645374881883265,
"5": -0.002536748317042922,
"10": -0.005485414350262137
},
"shadowMaxDrawdown": -0.21562808263217714,
"shadowTotalReturn": -0.13105228190092155,
"avgForwardReturn1D": -0.0009645374881883265,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-04",
"2025-06-16",
"2025-06-27",
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08"
],
"horizonObservationCounts": {
"1": 112,
"5": 112,
"10": 112
},
"baselineAvgForwardReturns": {
"1": 0.00004990029787466133,
"5": 0.0007143021012212707,
"10": 0.0023102729317670805
}
},
{
"topN": 4,
"ticker": "BCE",
"hitRates": {
"1": 0.43478260869565216,
"5": 0.35964912280701755,
"10": 0.3157894736842105
},
"hitRate1D": 0.43478260869565216,
"comboQuality": 0.06804515792897634,
"eligibleDays": 352,
"fitnessScore": -0.22576481354471534,
"lookbackDays": 14,
"returnLift1D": -0.001217759722428731,
"hitRateLift1D": -0.056645962732919275,
"activationRate": 0.32954545454545453,
"activationCount": 116,
"baselineHitRates": {
"1": 0.49142857142857144,
"5": 0.5,
"10": 0.5233918128654971
},
"sampleConfidence": 0.9971264367816093,
"shadowSharpeLike": -1.023232162533541,
"avgForwardReturns": {
"1": -0.0010917118541181718,
"5": -0.007455772787374485,
"10": -0.01607871322218033
},
"shadowMaxDrawdown": -0.18799900359841593,
"shadowTotalReturn": -0.14878014103490933,
"avgForwardReturn1D": -0.0010917118541181718,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 115,
"5": 114,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.00012604786831055926,
"5": 0.00014297553222264255,
"10": 0.0003935055961417143
}
},
{
"topN": 2,
"ticker": "BCE",
"hitRates": {
"1": 0.4074074074074074,
"5": 0.1111111111111111,
"10": 0.037037037037037035
},
"hitRate1D": 0.4074074074074074,
"comboQuality": 0.06642067023573078,
"eligibleDays": 297,
"fitnessScore": -0.23146387939244956,
"lookbackDays": 63,
"returnLift1D": -0.0017292387568342718,
"hitRateLift1D": -0.07907907907907913,
"activationRate": 0.09090909090909091,
"activationCount": 27,
"baselineHitRates": {
"1": 0.4864864864864865,
"5": 0.5171232876712328,
"10": 0.5435540069686411
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.8423448126484988,
"avgForwardReturns": {
"1": -0.0014884671440096185,
"5": -0.01696461378309695,
"10": -0.04045886813780747
},
"shadowMaxDrawdown": -0.07389206654377123,
"shadowTotalReturn": -0.0453490687837137,
"avgForwardReturn1D": -0.0014884671440096185,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27"
],
"horizonObservationCounts": {
"1": 27,
"5": 27,
"10": 27
},
"baselineAvgForwardReturns": {
"1": 0.00024077161282465325,
"5": 0.0015183047541884643,
"10": 0.003131490927585118
}
},
{
"topN": 3,
"ticker": "BCE",
"hitRates": {
"1": 0.43283582089552236,
"5": 0.3880597014925373,
"10": 0.2835820895522388
},
"hitRate1D": 0.43283582089552236,
"comboQuality": 0.06575239713102721,
"eligibleDays": 330,
"fitnessScore": -0.2338459822509127,
"lookbackDays": 30,
"returnLift1D": -0.0013323374961968885,
"hitRateLift1D": -0.053486367554325676,
"activationRate": 0.20303030303030303,
"activationCount": 67,
"baselineHitRates": {
"1": 0.48632218844984804,
"5": 0.5076923076923077,
"10": 0.54375
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.7946362234751558,
"avgForwardReturns": {
"1": -0.0012824371983222271,
"5": -0.004279921071479672,
"10": -0.010639175886236174
},
"shadowMaxDrawdown": -0.1784771453060996,
"shadowTotalReturn": -0.10258993305251729,
"avgForwardReturn1D": -0.0012824371983222271,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-02",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15"
],
"horizonObservationCounts": {
"1": 67,
"5": 67,
"10": 67
},
"baselineAvgForwardReturns": {
"1": 0.00004990029787466133,
"5": 0.0007143021012212707,
"10": 0.0023102729317670805
}
},
{
"topN": 4,
"ticker": "BCE",
"hitRates": {
"1": 0.43023255813953487,
"5": 0.38372093023255816,
"10": 0.37209302325581395
},
"hitRate1D": 0.43023255813953487,
"comboQuality": 0.06544946818768828,
"eligibleDays": 315,
"fitnessScore": -0.2349332130885791,
"lookbackDays": 45,
"returnLift1D": -0.001594101299573773,
"hitRateLift1D": -0.05384387498148424,
"activationRate": 0.273015873015873,
"activationCount": 86,
"baselineHitRates": {
"1": 0.4840764331210191,
"5": 0.5096774193548387,
"10": 0.5475409836065573
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.076086453698823,
"avgForwardReturns": {
"1": -0.001456284902584617,
"5": -0.003079381126555528,
"10": -0.007318415014868648
},
"shadowMaxDrawdown": -0.13487974067177777,
"shadowTotalReturn": -0.13487974067177777,
"avgForwardReturn1D": -0.001456284902584617,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-05-01",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-17",
"2025-07-18"
],
"horizonObservationCounts": {
"1": 86,
"5": 86,
"10": 86
},
"baselineAvgForwardReturns": {
"1": 0.00013781639698915606,
"5": 0.0011313012410393082,
"10": 0.0024945220504916875
}
},
{
"topN": 4,
"ticker": "BCE",
"hitRates": {
"1": 0.4375,
"5": 0.3854166666666667,
"10": 0.3541666666666667
},
"hitRate1D": 0.4375,
"comboQuality": 0.06422140600801327,
"eligibleDays": 330,
"fitnessScore": -0.23938931074726444,
"lookbackDays": 30,
"returnLift1D": -0.0012664934109763788,
"hitRateLift1D": -0.048822188449848036,
"activationRate": 0.2909090909090909,
"activationCount": 96,
"baselineHitRates": {
"1": 0.48632218844984804,
"5": 0.5076923076923077,
"10": 0.54375
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.9767756927329304,
"avgForwardReturns": {
"1": -0.0012165931131017174,
"5": -0.0032961947362474403,
"10": -0.007563686377069085
},
"shadowMaxDrawdown": -0.2101574812917495,
"shadowTotalReturn": -0.13727559524120136,
"avgForwardReturn1D": -0.0012165931131017174,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-04",
"2025-06-16",
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09"
],
"horizonObservationCounts": {
"1": 96,
"5": 96,
"10": 96
},
"baselineAvgForwardReturns": {
"1": 0.00004990029787466133,
"5": 0.0007143021012212707,
"10": 0.0023102729317670805
}
},
{
"topN": 4,
"ticker": "BCE",
"hitRates": {
"1": 0.42857142857142855,
"5": 0.26785714285714285,
"10": 0.25
},
"hitRate1D": 0.42857142857142855,
"comboQuality": 0.0610967679320193,
"eligibleDays": 297,
"fitnessScore": -0.2510957596339662,
"lookbackDays": 63,
"returnLift1D": -0.0019254152283895297,
"hitRateLift1D": -0.057915057915057966,
"activationRate": 0.18855218855218855,
"activationCount": 56,
"baselineHitRates": {
"1": 0.4864864864864865,
"5": 0.5171232876712328,
"10": 0.5435540069686411
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.1609495390799816,
"avgForwardReturns": {
"1": -0.0016846436155648764,
"5": -0.0074534814589662796,
"10": -0.02086241207349784
},
"shadowMaxDrawdown": -0.12160267204507935,
"shadowTotalReturn": -0.10217690706727733,
"avgForwardReturn1D": -0.0016846436155648764,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-11",
"2025-07-17",
"2025-08-04",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20"
],
"horizonObservationCounts": {
"1": 56,
"5": 56,
"10": 56
},
"baselineAvgForwardReturns": {
"1": 0.00024077161282465325,
"5": 0.0015183047541884643,
"10": 0.003131490927585118
}
},
{
"topN": 5,
"ticker": "BCE",
"hitRates": {
"1": 0.4074074074074074,
"5": 0.37037037037037035,
"10": 0.37777777777777777
},
"hitRate1D": 0.4074074074074074,
"comboQuality": 0.047310998389162376,
"eligibleDays": 339,
"fitnessScore": -0.3105600587636028,
"lookbackDays": 21,
"returnLift1D": -0.0013433900642387789,
"hitRateLift1D": -0.07484111330265181,
"activationRate": 0.39823008849557523,
"activationCount": 135,
"baselineHitRates": {
"1": 0.4822485207100592,
"5": 0.5059880239520959,
"10": 0.5319148936170213
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.3524495932624465,
"avgForwardReturns": {
"1": -0.0013965954137664003,
"5": -0.006084736279176106,
"10": -0.009094251217920544
},
"shadowMaxDrawdown": -0.20407171106551936,
"shadowTotalReturn": -0.20066005284658206,
"avgForwardReturn1D": -0.0013965954137664003,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-21",
"2025-04-22",
"2025-04-23"
],
"horizonObservationCounts": {
"1": 135,
"5": 135,
"10": 135
},
"baselineAvgForwardReturns": {
"1": -0.00005320534952762146,
"5": 0.00038273040810965964,
"10": 0.000867562965547297
}
},
{
"topN": 4,
"ticker": "BCE",
"hitRates": {
"1": 0.39090909090909093,
"5": 0.34545454545454546,
"10": 0.34545454545454546
},
"hitRate1D": 0.39090909090909093,
"comboQuality": 0.045425084099728515,
"eligibleDays": 339,
"fitnessScore": -0.3199443655232836,
"lookbackDays": 21,
"returnLift1D": -0.0013633974162156769,
"hitRateLift1D": -0.09133942980096826,
"activationRate": 0.32448377581120946,
"activationCount": 110,
"baselineHitRates": {
"1": 0.4822485207100592,
"5": 0.5059880239520959,
"10": 0.5319148936170213
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.3011147351913013,
"avgForwardReturns": {
"1": -0.0014166027657432983,
"5": -0.00662282348177984,
"10": -0.012830678869773269
},
"shadowMaxDrawdown": -0.16783498514420903,
"shadowTotalReturn": -0.16783498514420903,
"avgForwardReturn1D": -0.0014166027657432983,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-21",
"2025-04-22",
"2025-04-23"
],
"horizonObservationCounts": {
"1": 110,
"5": 110,
"10": 110
},
"baselineAvgForwardReturns": {
"1": -0.00005320534952762146,
"5": 0.00038273040810965964,
"10": 0.000867562965547297
}
},
{
"topN": 3,
"ticker": "BCE",
"hitRates": {
"1": 0.4142857142857143,
"5": 0.32857142857142857,
"10": 0.3142857142857143
},
"hitRate1D": 0.4142857142857143,
"comboQuality": 0.04469179870210602,
"eligibleDays": 315,
"fitnessScore": -0.3236936803802635,
"lookbackDays": 45,
"returnLift1D": -0.002148840585142761,
"hitRateLift1D": -0.0697907188353048,
"activationRate": 0.2222222222222222,
"activationCount": 70,
"baselineHitRates": {
"1": 0.4840764331210191,
"5": 0.5096774193548387,
"10": 0.5475409836065573
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.299605079256886,
"avgForwardReturns": {
"1": -0.002011024188153605,
"5": -0.004453422863883362,
"10": -0.009660362392417484
},
"shadowMaxDrawdown": -0.14737201580860704,
"shadowTotalReturn": -0.14737201580860704,
"avgForwardReturn1D": -0.002011024188153605,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-05-01",
"2025-07-09",
"2025-07-10",
"2025-07-14",
"2025-07-17",
"2025-07-18",
"2025-07-21"
],
"horizonObservationCounts": {
"1": 70,
"5": 70,
"10": 70
},
"baselineAvgForwardReturns": {
"1": 0.00013781639698915606,
"5": 0.0011313012410393082,
"10": 0.0024945220504916875
}
},
{
"topN": 5,
"ticker": "BCE",
"hitRates": {
"1": 0.41911764705882354,
"5": 0.39552238805970147,
"10": 0.3880597014925373
},
"hitRate1D": 0.41911764705882354,
"comboQuality": 0.042787006054549534,
"eligibleDays": 352,
"fitnessScore": -0.3337141236769715,
"lookbackDays": 14,
"returnLift1D": -0.0016370354462690007,
"hitRateLift1D": -0.0723109243697479,
"activationRate": 0.38920454545454547,
"activationCount": 137,
"baselineHitRates": {
"1": 0.49142857142857144,
"5": 0.5,
"10": 0.5233918128654971
},
"sampleConfidence": 0.9965936739659368,
"shadowSharpeLike": -1.4432760820348023,
"avgForwardReturns": {
"1": -0.0015109875779584414,
"5": -0.0049059372037773856,
"10": -0.01056585366800107
},
"shadowMaxDrawdown": -0.22839903954448937,
"shadowTotalReturn": -0.21696189411774414,
"avgForwardReturn1D": -0.0015109875779584414,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 136,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.00012604786831055926,
"5": 0.00014297553222264255,
"10": 0.0003935055961417143
}
},
{
"topN": 5,
"ticker": "BCE",
"hitRates": {
"1": 0.410958904109589,
"5": 0.3150684931506849,
"10": 0.3150684931506849
},
"hitRate1D": 0.410958904109589,
"comboQuality": 0.041604137911650844,
"eligibleDays": 297,
"fitnessScore": -0.34015348126577394,
"lookbackDays": 63,
"returnLift1D": -0.0022060542055671634,
"hitRateLift1D": -0.0755275823768975,
"activationRate": 0.24579124579124578,
"activationCount": 73,
"baselineHitRates": {
"1": 0.4864864864864865,
"5": 0.5171232876712328,
"10": 0.5435540069686411
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.4480910605346429,
"avgForwardReturns": {
"1": -0.00196528259274251,
"5": -0.005515684657649412,
"10": -0.014426121173253247
},
"shadowMaxDrawdown": -0.17993081113789122,
"shadowTotalReturn": -0.15000991641599992,
"avgForwardReturn1D": -0.00196528259274251,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-11",
"2025-07-17",
"2025-08-04",
"2025-08-06",
"2025-08-07",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18"
],
"horizonObservationCounts": {
"1": 73,
"5": 73,
"10": 73
},
"baselineAvgForwardReturns": {
"1": 0.00024077161282465325,
"5": 0.0015183047541884643,
"10": 0.003131490927585118
}
},
{
"topN": 2,
"ticker": "BCE",
"hitRates": {
"1": 0.4126984126984127,
"5": 0.2903225806451613,
"10": 0.22580645161290322
},
"hitRate1D": 0.4126984126984127,
"comboQuality": 0.03809385003784021,
"eligibleDays": 352,
"fitnessScore": -0.36035008790257955,
"lookbackDays": 14,
"returnLift1D": -0.002216455163017079,
"hitRateLift1D": -0.07873015873015876,
"activationRate": 0.17897727272727273,
"activationCount": 63,
"baselineHitRates": {
"1": 0.49142857142857144,
"5": 0.5,
"10": 0.5233918128654971
},
"sampleConfidence": 0.9978835978835979,
"shadowSharpeLike": -1.5385646747570254,
"avgForwardReturns": {
"1": -0.00209040729470652,
"5": -0.010947180499918628,
"10": -0.024129546404036466
},
"shadowMaxDrawdown": -0.15539289516762123,
"shadowTotalReturn": -0.14287360763235502,
"avgForwardReturn1D": -0.00209040729470652,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-04-23"
],
"horizonObservationCounts": {
"1": 63,
"5": 62,
"10": 62
},
"baselineAvgForwardReturns": {
"1": 0.00012604786831055926,
"5": 0.00014297553222264255,
"10": 0.0003935055961417143
}
},
{
"topN": 3,
"ticker": "BCE",
"hitRates": {
"1": 0.35294117647058826,
"5": 0.3058823529411765,
"10": 0.25882352941176473
},
"hitRate1D": 0.35294117647058826,
"comboQuality": 0.02411635425468339,
"eligibleDays": 339,
"fitnessScore": -0.4640996938250449,
"lookbackDays": 21,
"returnLift1D": -0.002044907588847355,
"hitRateLift1D": -0.12930734423947093,
"activationRate": 0.25073746312684364,
"activationCount": 85,
"baselineHitRates": {
"1": 0.4822485207100592,
"5": 0.5059880239520959,
"10": 0.5319148936170213
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.639764286066162,
"avgForwardReturns": {
"1": -0.0020981129383749763,
"5": -0.009438212738489252,
"10": -0.01883783655658762
},
"shadowMaxDrawdown": -0.1835384686376328,
"shadowTotalReturn": -0.1835384686376328,
"avgForwardReturn1D": -0.0020981129383749763,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-22",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 85,
"5": 85,
"10": 85
},
"baselineAvgForwardReturns": {
"1": -0.00005320534952762146,
"5": 0.00038273040810965964,
"10": 0.000867562965547297
}
},
{
"topN": 3,
"ticker": "BCE",
"hitRates": {
"1": 0.38636363636363635,
"5": 0.3103448275862069,
"10": 0.28735632183908044
},
"hitRate1D": 0.38636363636363635,
"comboQuality": 0.018517969779372433,
"eligibleDays": 352,
"fitnessScore": -0.5234708630994727,
"lookbackDays": 14,
"returnLift1D": -0.0027251110927752078,
"hitRateLift1D": -0.10506493506493508,
"activationRate": 0.2528409090909091,
"activationCount": 89,
"baselineHitRates": {
"1": 0.49142857142857144,
"5": 0.5,
"10": 0.5233918128654971
},
"sampleConfidence": 0.9962546816479401,
"shadowSharpeLike": -2.0561637908995096,
"avgForwardReturns": {
"1": -0.0025990632244646487,
"5": -0.00849791274200641,
"10": -0.018024632496744415
},
"shadowMaxDrawdown": -0.24322923386584672,
"shadowTotalReturn": -0.23201191072789196,
"avgForwardReturn1D": -0.0025990632244646487,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 88,
"5": 87,
"10": 87
},
"baselineAvgForwardReturns": {
"1": 0.00012604786831055926,
"5": 0.00014297553222264255,
"10": 0.0003935055961417143
}
},
{
"topN": 2,
"ticker": "BCE",
"hitRates": {
"1": 0.3137254901960784,
"5": 0.23529411764705882,
"10": 0.21568627450980393
},
"hitRate1D": 0.3137254901960784,
"comboQuality": 0.010652762382721025,
"eligibleDays": 339,
"fitnessScore": -0.64686974915746,
"lookbackDays": 21,
"returnLift1D": -0.003711163114032739,
"hitRateLift1D": -0.16852303051398076,
"activationRate": 0.1504424778761062,
"activationCount": 51,
"baselineHitRates": {
"1": 0.4822485207100592,
"5": 0.5059880239520959,
"10": 0.5319148936170213
},
"sampleConfidence": 1,
"shadowSharpeLike": -2.4013157859744827,
"avgForwardReturns": {
"1": -0.0037643684635603604,
"5": -0.014168202172140805,
"10": -0.027302309766353172
},
"shadowMaxDrawdown": -0.18759944001247997,
"shadowTotalReturn": -0.18759944001247997,
"avgForwardReturn1D": -0.0037643684635603604,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-22",
"2025-06-13",
"2025-06-16"
],
"horizonObservationCounts": {
"1": 51,
"5": 51,
"10": 51
},
"baselineAvgForwardReturns": {
"1": -0.00005320534952762146,
"5": 0.00038273040810965964,
"10": 0.000867562965547297
}
}
],
"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": 4,
"comboQuality": 0.06804515792897634,
"fitnessScore": -0.22576481354471534,
"lookbackDays": 14,
"returnLift1D": -0.001217759722428731,
"activationRate": 0.32954545454545453,
"activationCount": 116,
"sampleConfidence": 0.9971264367816093,
"shadowTotalReturn": -0.14878014103490933,
"avgForwardReturn1D": -0.0010917118541181718
},
{
"bestTopN": 5,
"comboQuality": 0.047310998389162376,
"fitnessScore": -0.3105600587636028,
"lookbackDays": 21,
"returnLift1D": -0.0013433900642387789,
"activationRate": 0.39823008849557523,
"activationCount": 135,
"sampleConfidence": 1,
"shadowTotalReturn": -0.20066005284658206,
"avgForwardReturn1D": -0.0013965954137664003
},
{
"bestTopN": 2,
"comboQuality": 0.17501400409623702,
"fitnessScore": 0.008889908172082808,
"lookbackDays": 30,
"returnLift1D": 0.000524980949518215,
"activationRate": 0.09696969696969697,
"activationCount": 32,
"sampleConfidence": 1,
"shadowTotalReturn": 0.006783329618349931,
"avgForwardReturn1D": 0.0005748812473928763
},
{
"bestTopN": 5,
"comboQuality": 0.11327849778372857,
"fitnessScore": -0.10268994914718078,
"lookbackDays": 45,
"returnLift1D": -0.0008429850581506199,
"activationRate": 0.31746031746031744,
"activationCount": 100,
"sampleConfidence": 1,
"shadowTotalReturn": -0.08883493307049495,
"avgForwardReturn1D": -0.0007051686611614638
},
{
"bestTopN": 3,
"comboQuality": 0.0888313447874086,
"fitnessScore": -0.16215745735594356,
"lookbackDays": 63,
"returnLift1D": -0.0013866494710692472,
"activationRate": 0.15151515151515152,
"activationCount": 45,
"sampleConfidence": 1,
"shadowTotalReturn": -0.05668726795572576,
"avgForwardReturn1D": -0.0011458778582445939
}
],
"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": "b88e993a1bc3d0126be671f4e7fd73416e9e699da9095e17ecd6b12788437035",
"size": 13,
"members": [
"BCE",
"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",
"BCE"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "BCE",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "BCE",
"hitRates": {
"1": 0.5,
"5": 0.45454545454545453,
"10": 0.29545454545454547
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.2221457824650068,
"eligibleDays": 359,
"fitnessScore": 0.07429483808410894,
"lookbackDays": 30,
"returnLift1D": 0.000607604063113577,
"hitRateLift1D": 0.0069637883008356605,
"portfolioSize": 2,
"activationRate": 0.12256267409470752,
"activationCount": 44,
"baselineHitRates": {
"1": 0.49303621169916434,
"5": 0.49859154929577465,
"10": 0.5342857142857143
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.171869144333252,
"avgForwardReturns": {
"1": 0.0006415312815270423,
"5": 0.00011548117124120112,
"10": -0.015495548049959977
},
"shadowMaxDrawdown": -0.05937266522592666,
"shadowTotalReturn": 0.013808505041882135,
"avgForwardReturn1D": 0.0006415312815270423,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 44,
"5": 44,
"10": 44
},
"baselineAvgForwardReturns": {
"1": 0.00003392721841346542,
"5": 0.0004818340312146664,
"10": 0.0009383637821690103
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.2221457824650068,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.04348847115651902,
"bestRawFitnessScore": 0.07429483808410894,
"upperQuartileComboQuality": 0.0797531465886121
},
"algorithmFit": {
"label": "poor",
"score": 0.07418130107650159,
"rawScore": 0.08005743476597221,
"confidence": 0.8532020490876825,
"bestProfile": {
"lookbackDays": 30,
"portfolioSize": 2
},
"profileBreadth": 0,
"recommendedRegion": {
"lookbackDays": [
30
],
"portfolioSizes": [
2
]
},
"parameterStability": 0.04700946143230283,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "BCE",
"hitRates": {
"1": 0.5,
"5": 0.45454545454545453,
"10": 0.29545454545454547
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.2221457824650068,
"eligibleDays": 359,
"fitnessScore": 0.07429483808410894,
"lookbackDays": 30,
"returnLift1D": 0.000607604063113577,
"hitRateLift1D": 0.0069637883008356605,
"portfolioSize": 2,
"activationRate": 0.12256267409470752,
"activationCount": 44,
"baselineHitRates": {
"1": 0.49303621169916434,
"5": 0.49859154929577465,
"10": 0.5342857142857143
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.171869144333252,
"avgForwardReturns": {
"1": 0.0006415312815270423,
"5": 0.00011548117124120112,
"10": -0.015495548049959977
},
"shadowMaxDrawdown": -0.05937266522592666,
"shadowTotalReturn": 0.013808505041882135,
"avgForwardReturn1D": 0.0006415312815270423,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 44,
"5": 44,
"10": 44
},
"baselineAvgForwardReturns": {
"1": 0.00003392721841346542,
"5": 0.0004818340312146664,
"10": 0.0009383637821690103
}
},
{
"topN": 4,
"ticker": "BCE",
"hitRates": {
"1": 0.4596774193548387,
"5": 0.37398373983739835,
"10": 0.3333333333333333
},
"hitRate1D": 0.4596774193548387,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.10125314070592911,
"eligibleDays": 375,
"fitnessScore": -0.130343091729382,
"lookbackDays": 14,
"returnLift1D": -0.0008047154296671998,
"hitRateLift1D": -0.04165591397849461,
"portfolioSize": 4,
"activationRate": 0.33066666666666666,
"activationCount": 124,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.5040431266846361,
"10": 0.5300546448087432
},
"sampleConfidence": 0.9989247311827958,
"shadowSharpeLike": -0.6370373079748207,
"avgForwardReturns": {
"1": -0.0006914899267815228,
"5": -0.006299423858646726,
"10": -0.014646656389073821
},
"shadowMaxDrawdown": -0.1875927999984146,
"shadowTotalReturn": -0.11706834364928986,
"avgForwardReturn1D": -0.0006914899267815228,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10"
],
"horizonObservationCounts": {
"1": 124,
"5": 123,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.000113225502885677,
"5": 0.0004742819980362435,
"10": 0.0005471785893774321
}
},
{
"topN": 5,
"ticker": "BCE",
"hitRates": {
"1": 0.4596774193548387,
"5": 0.37398373983739835,
"10": 0.3333333333333333
},
"hitRate1D": 0.4596774193548387,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.10125314070592911,
"eligibleDays": 375,
"fitnessScore": -0.130343091729382,
"lookbackDays": 14,
"returnLift1D": -0.0008047154296671998,
"hitRateLift1D": -0.04165591397849461,
"portfolioSize": 5,
"activationRate": 0.33066666666666666,
"activationCount": 124,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.5040431266846361,
"10": 0.5300546448087432
},
"sampleConfidence": 0.9989247311827958,
"shadowSharpeLike": -0.6370373079748207,
"avgForwardReturns": {
"1": -0.0006914899267815228,
"5": -0.006299423858646726,
"10": -0.014646656389073821
},
"shadowMaxDrawdown": -0.1875927999984146,
"shadowTotalReturn": -0.11706834364928986,
"avgForwardReturn1D": -0.0006914899267815228,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10"
],
"horizonObservationCounts": {
"1": 124,
"5": 123,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.000113225502885677,
"5": 0.0004742819980362435,
"10": 0.0005471785893774321
}
},
{
"topN": 4,
"ticker": "BCE",
"hitRates": {
"1": 0.45535714285714285,
"5": 0.375,
"10": 0.32142857142857145
},
"hitRate1D": 0.45535714285714285,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.09255326341475242,
"eligibleDays": 359,
"fitnessScore": -0.15222712593926596,
"lookbackDays": 30,
"returnLift1D": -0.0007930792473242608,
"hitRateLift1D": -0.03767906884202149,
"portfolioSize": 4,
"activationRate": 0.31197771587743733,
"activationCount": 112,
"baselineHitRates": {
"1": 0.49303621169916434,
"5": 0.49859154929577465,
"10": 0.5342857142857143
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6680440114296792,
"avgForwardReturns": {
"1": -0.0007591520289107954,
"5": -0.004482040064554412,
"10": -0.01250450847355102
},
"shadowMaxDrawdown": -0.21015748129174916,
"shadowTotalReturn": -0.1116519396040544,
"avgForwardReturn1D": -0.0007591520289107954,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 112,
"5": 112,
"10": 112
},
"baselineAvgForwardReturns": {
"1": 0.00003392721841346542,
"5": 0.0004818340312146664,
"10": 0.0009383637821690103
}
},
{
"topN": 5,
"ticker": "BCE",
"hitRates": {
"1": 0.45535714285714285,
"5": 0.375,
"10": 0.32142857142857145
},
"hitRate1D": 0.45535714285714285,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.09255326341475242,
"eligibleDays": 359,
"fitnessScore": -0.15222712593926596,
"lookbackDays": 30,
"returnLift1D": -0.0007930792473242608,
"hitRateLift1D": -0.03767906884202149,
"portfolioSize": 5,
"activationRate": 0.31197771587743733,
"activationCount": 112,
"baselineHitRates": {
"1": 0.49303621169916434,
"5": 0.49859154929577465,
"10": 0.5342857142857143
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6680440114296792,
"avgForwardReturns": {
"1": -0.0007591520289107954,
"5": -0.004482040064554412,
"10": -0.01250450847355102
},
"shadowMaxDrawdown": -0.21015748129174916,
"shadowTotalReturn": -0.1116519396040544,
"avgForwardReturn1D": -0.0007591520289107954,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 112,
"5": 112,
"10": 112
},
"baselineAvgForwardReturns": {
"1": 0.00003392721841346542,
"5": 0.0004818340312146664,
"10": 0.0009383637821690103
}
},
{
"topN": 3,
"ticker": "BCE",
"hitRates": {
"1": 0.45,
"5": 0.375,
"10": 0.25
},
"hitRate1D": 0.45,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.07548644097989866,
"eligibleDays": 359,
"fitnessScore": -0.201169226649993,
"lookbackDays": 30,
"returnLift1D": -0.0011588401182983682,
"hitRateLift1D": -0.04303621169916433,
"portfolioSize": 3,
"activationRate": 0.22284122562674094,
"activationCount": 80,
"baselineHitRates": {
"1": 0.49303621169916434,
"5": 0.49859154929577465,
"10": 0.5342857142857143
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.7507854482465148,
"avgForwardReturns": {
"1": -0.0011249128998849028,
"5": -0.005477416522767589,
"10": -0.016268688844534678
},
"shadowMaxDrawdown": -0.17847714530610004,
"shadowTotalReturn": -0.10889253748352945,
"avgForwardReturn1D": -0.0011249128998849028,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 80,
"5": 80,
"10": 80
},
"baselineAvgForwardReturns": {
"1": 0.00003392721841346542,
"5": 0.0004818340312146664,
"10": 0.0009383637821690103
}
},
{
"topN": 3,
"ticker": "BCE",
"hitRates": {
"1": 0.41509433962264153,
"5": 0.20754716981132076,
"10": 0.1509433962264151
},
"hitRate1D": 0.41509433962264153,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.05949750205796472,
"eligibleDays": 326,
"fitnessScore": -0.2573055945569194,
"lookbackDays": 63,
"returnLift1D": -0.0017310395873554303,
"hitRateLift1D": -0.07263572172705174,
"portfolioSize": 3,
"activationRate": 0.16257668711656442,
"activationCount": 53,
"baselineHitRates": {
"1": 0.48773006134969327,
"5": 0.5124223602484472,
"10": 0.5488958990536278
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.9353747998855214,
"avgForwardReturns": {
"1": -0.0016454496038003149,
"5": -0.012965583063663636,
"10": -0.028545683749690097
},
"shadowMaxDrawdown": -0.11201669469335562,
"shadowTotalReturn": -0.09446462460546967,
"avgForwardReturn1D": -0.0016454496038003149,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-07",
"2025-04-17",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-08-12",
"2025-08-13"
],
"horizonObservationCounts": {
"1": 53,
"5": 53,
"10": 53
},
"baselineAvgForwardReturns": {
"1": 0.00008558998355511543,
"5": 0.0012170851886881742,
"10": 0.0027542966406523465
}
},
{
"topN": 4,
"ticker": "BCE",
"hitRates": {
"1": 0.42857142857142855,
"5": 0.38095238095238093,
"10": 0.3523809523809524
},
"hitRate1D": 0.42857142857142855,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.053991621533062285,
"eligibleDays": 344,
"fitnessScore": -0.2799529605626323,
"lookbackDays": 45,
"returnLift1D": -0.0014195629542942795,
"hitRateLift1D": -0.0539867109634552,
"portfolioSize": 4,
"activationRate": 0.30523255813953487,
"activationCount": 105,
"baselineHitRates": {
"1": 0.48255813953488375,
"5": 0.4970588235294118,
"10": 0.5223880597014925
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.1983347568254001,
"avgForwardReturns": {
"1": -0.0015501183080092302,
"5": -0.003989223332733045,
"10": -0.010911297949319719
},
"shadowMaxDrawdown": -0.1714392023918705,
"shadowTotalReturn": -0.1714392023918705,
"avgForwardReturn1D": -0.0015501183080092302,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 105,
"5": 105,
"10": 105
},
"baselineAvgForwardReturns": {
"1": -0.00013055535371495064,
"5": -0.0000987536063298087,
"10": 0.00008741043560220675
}
},
{
"topN": 5,
"ticker": "BCE",
"hitRates": {
"1": 0.42857142857142855,
"5": 0.38095238095238093,
"10": 0.3523809523809524
},
"hitRate1D": 0.42857142857142855,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.053991621533062285,
"eligibleDays": 344,
"fitnessScore": -0.2799529605626323,
"lookbackDays": 45,
"returnLift1D": -0.0014195629542942795,
"hitRateLift1D": -0.0539867109634552,
"portfolioSize": 5,
"activationRate": 0.30523255813953487,
"activationCount": 105,
"baselineHitRates": {
"1": 0.48255813953488375,
"5": 0.4970588235294118,
"10": 0.5223880597014925
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.1983347568254001,
"avgForwardReturns": {
"1": -0.0015501183080092302,
"5": -0.003989223332733045,
"10": -0.010911297949319719
},
"shadowMaxDrawdown": -0.1714392023918705,
"shadowTotalReturn": -0.1714392023918705,
"avgForwardReturn1D": -0.0015501183080092302,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 105,
"5": 105,
"10": 105
},
"baselineAvgForwardReturns": {
"1": -0.00013055535371495064,
"5": -0.0000987536063298087,
"10": 0.00008741043560220675
}
},
{
"topN": 2,
"ticker": "BCE",
"hitRates": {
"1": 0.43478260869565216,
"5": 0.29411764705882354,
"10": 0.23529411764705882
},
"hitRate1D": 0.43478260869565216,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.04361029968679918,
"eligibleDays": 375,
"fitnessScore": -0.32933186474907816,
"lookbackDays": 14,
"returnLift1D": -0.002106991777379314,
"hitRateLift1D": -0.06655072463768114,
"portfolioSize": 2,
"activationRate": 0.184,
"activationCount": 69,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.5040431266846361,
"10": 0.5300546448087432
},
"sampleConfidence": 0.9980676328502416,
"shadowSharpeLike": -1.2363304232958194,
"avgForwardReturns": {
"1": -0.001993766274493637,
"5": -0.011114018920156404,
"10": -0.022957560001618183
},
"shadowMaxDrawdown": -0.1806634868993694,
"shadowTotalReturn": -0.15141770847710967,
"avgForwardReturn1D": -0.001993766274493637,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-28",
"2025-03-03",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13"
],
"horizonObservationCounts": {
"1": 69,
"5": 68,
"10": 68
},
"baselineAvgForwardReturns": {
"1": 0.000113225502885677,
"5": 0.0004742819980362435,
"10": 0.0005471785893774321
}
},
{
"topN": 4,
"ticker": "BCE",
"hitRates": {
"1": 0.4049586776859504,
"5": 0.32231404958677684,
"10": 0.3305785123966942
},
"hitRate1D": 0.4049586776859504,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.04336664262623887,
"eligibleDays": 368,
"fitnessScore": -0.3306205249592469,
"lookbackDays": 21,
"returnLift1D": -0.0014765304906090657,
"hitRateLift1D": -0.0950413223140496,
"portfolioSize": 4,
"activationRate": 0.328804347826087,
"activationCount": 121,
"baselineHitRates": {
"1": 0.5,
"5": 0.5027472527472527,
"10": 0.5348189415041783
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.334964454220683,
"avgForwardReturns": {
"1": -0.0014556634475541357,
"5": -0.008037064420429688,
"10": -0.013989934444694792
},
"shadowMaxDrawdown": -0.18982351748693693,
"shadowTotalReturn": -0.18681622239687068,
"avgForwardReturn1D": -0.0014556634475541357,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-24",
"2025-02-25",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17"
],
"horizonObservationCounts": {
"1": 121,
"5": 121,
"10": 121
},
"baselineAvgForwardReturns": {
"1": 0.000020867043054929988,
"5": 0.00041131531958735445,
"10": 0.001062175360630063
}
},
{
"topN": 5,
"ticker": "BCE",
"hitRates": {
"1": 0.4049586776859504,
"5": 0.32231404958677684,
"10": 0.3305785123966942
},
"hitRate1D": 0.4049586776859504,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.04336664262623887,
"eligibleDays": 368,
"fitnessScore": -0.3306205249592469,
"lookbackDays": 21,
"returnLift1D": -0.0014765304906090657,
"hitRateLift1D": -0.0950413223140496,
"portfolioSize": 5,
"activationRate": 0.328804347826087,
"activationCount": 121,
"baselineHitRates": {
"1": 0.5,
"5": 0.5027472527472527,
"10": 0.5348189415041783
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.334964454220683,
"avgForwardReturns": {
"1": -0.0014556634475541357,
"5": -0.008037064420429688,
"10": -0.013989934444694792
},
"shadowMaxDrawdown": -0.18982351748693693,
"shadowTotalReturn": -0.18681622239687068,
"avgForwardReturn1D": -0.0014556634475541357,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-24",
"2025-02-25",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17"
],
"horizonObservationCounts": {
"1": 121,
"5": 121,
"10": 121
},
"baselineAvgForwardReturns": {
"1": 0.000020867043054929988,
"5": 0.00041131531958735445,
"10": 0.001062175360630063
}
},
{
"topN": 2,
"ticker": "BCE",
"hitRates": {
"1": 0.375,
"5": 0.09375,
"10": 0.03125
},
"hitRate1D": 0.375,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.03679283566121099,
"eligibleDays": 326,
"fitnessScore": -0.36829238128645103,
"lookbackDays": 63,
"returnLift1D": -0.0027249680633729496,
"hitRateLift1D": -0.11273006134969327,
"portfolioSize": 2,
"activationRate": 0.09815950920245399,
"activationCount": 32,
"baselineHitRates": {
"1": 0.48773006134969327,
"5": 0.5124223602484472,
"10": 0.5488958990536278
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.2233748286286237,
"avgForwardReturns": {
"1": -0.002639378079817834,
"5": -0.02076471543152769,
"10": -0.04016175848480808
},
"shadowMaxDrawdown": -0.0958456851839663,
"shadowTotalReturn": -0.09034088364233084,
"avgForwardReturn1D": -0.002639378079817834,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-07",
"2025-04-22",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20"
],
"horizonObservationCounts": {
"1": 32,
"5": 32,
"10": 32
},
"baselineAvgForwardReturns": {
"1": 0.00008558998355511543,
"5": 0.0012170851886881742,
"10": 0.0027542966406523465
}
},
{
"topN": 2,
"ticker": "BCE",
"hitRates": {
"1": 0.3953488372093023,
"5": 0.2558139534883721,
"10": 0.13953488372093023
},
"hitRate1D": 0.3953488372093023,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.033168254650037435,
"eligibleDays": 344,
"fitnessScore": -0.39193487511715974,
"lookbackDays": 45,
"returnLift1D": -0.0026415417034844914,
"hitRateLift1D": -0.08720930232558144,
"portfolioSize": 2,
"activationRate": 0.125,
"activationCount": 43,
"baselineHitRates": {
"1": 0.48255813953488375,
"5": 0.4970588235294118,
"10": 0.5223880597014925
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.5269234153683238,
"avgForwardReturns": {
"1": -0.002772097057199442,
"5": -0.008659856000352673,
"10": -0.02733919874028294
},
"shadowMaxDrawdown": -0.12535004561434826,
"shadowTotalReturn": -0.12535004561434826,
"avgForwardReturn1D": -0.002772097057199442,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-28",
"2025-04-14",
"2025-04-15",
"2025-04-22"
],
"horizonObservationCounts": {
"1": 43,
"5": 43,
"10": 43
},
"baselineAvgForwardReturns": {
"1": -0.00013055535371495064,
"5": -0.0000987536063298087,
"10": 0.00008741043560220675
}
},
{
"topN": 3,
"ticker": "BCE",
"hitRates": {
"1": 0.38823529411764707,
"5": 0.3411764705882353,
"10": 0.3058823529411765
},
"hitRate1D": 0.38823529411764707,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.023452350009496695,
"eligibleDays": 344,
"fitnessScore": -0.4703916253156023,
"lookbackDays": 45,
"returnLift1D": -0.0023923810666268714,
"hitRateLift1D": -0.09432284541723668,
"portfolioSize": 3,
"activationRate": 0.24709302325581395,
"activationCount": 85,
"baselineHitRates": {
"1": 0.48255813953488375,
"5": 0.4970588235294118,
"10": 0.5223880597014925
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.6886280858949543,
"avgForwardReturns": {
"1": -0.002522936420341822,
"5": -0.004863200605205974,
"10": -0.013279608215867695
},
"shadowMaxDrawdown": -0.21297401569124386,
"shadowTotalReturn": -0.21297401569124386,
"avgForwardReturn1D": -0.002522936420341822,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-14",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 85,
"5": 85,
"10": 85
},
"baselineAvgForwardReturns": {
"1": -0.00013055535371495064,
"5": -0.0000987536063298087,
"10": 0.00008741043560220675
}
},
{
"topN": 3,
"ticker": "BCE",
"hitRates": {
"1": 0.3684210526315789,
"5": 0.28421052631578947,
"10": 0.25263157894736843
},
"hitRate1D": 0.3684210526315789,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.02153959965887115,
"eligibleDays": 368,
"fitnessScore": -0.48953919074126934,
"lookbackDays": 21,
"returnLift1D": -0.0022451492566979343,
"hitRateLift1D": -0.13157894736842107,
"portfolioSize": 3,
"activationRate": 0.25815217391304346,
"activationCount": 95,
"baselineHitRates": {
"1": 0.5,
"5": 0.5027472527472527,
"10": 0.5348189415041783
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.7479796371742036,
"avgForwardReturns": {
"1": -0.0022242822136430045,
"5": -0.01095699042026358,
"10": -0.019485745272321928
},
"shadowMaxDrawdown": -0.21213348515616925,
"shadowTotalReturn": -0.21213348515616925,
"avgForwardReturn1D": -0.0022242822136430045,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-24",
"2025-02-25",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 95,
"5": 95,
"10": 95
},
"baselineAvgForwardReturns": {
"1": 0.000020867043054929988,
"5": 0.00041131531958735445,
"10": 0.001062175360630063
}
},
{
"topN": 3,
"ticker": "BCE",
"hitRates": {
"1": 0.40425531914893614,
"5": 0.3118279569892473,
"10": 0.2903225806451613
},
"hitRate1D": 0.40425531914893614,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.02054145828418747,
"eligibleDays": 375,
"fitnessScore": -0.5002020364770596,
"lookbackDays": 14,
"returnLift1D": -0.0026088827063584356,
"hitRateLift1D": -0.09707801418439715,
"portfolioSize": 3,
"activationRate": 0.25066666666666665,
"activationCount": 94,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.5040431266846361,
"10": 0.5300546448087432
},
"sampleConfidence": 0.998581560283688,
"shadowSharpeLike": -1.749904298499934,
"avgForwardReturns": {
"1": -0.0024956572034727587,
"5": -0.008777919399249871,
"10": -0.017561561615876773
},
"shadowMaxDrawdown": -0.2655045200994821,
"shadowTotalReturn": -0.23928709696032358,
"avgForwardReturn1D": -0.0024956572034727587,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-28",
"2025-03-03",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13"
],
"horizonObservationCounts": {
"1": 94,
"5": 93,
"10": 93
},
"baselineAvgForwardReturns": {
"1": 0.000113225502885677,
"5": 0.0004742819980362435,
"10": 0.0005471785893774321
}
},
{
"topN": 4,
"ticker": "BCE",
"hitRates": {
"1": 0.39705882352941174,
"5": 0.25,
"10": 0.23529411764705882
},
"hitRate1D": 0.39705882352941174,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.020264589485258257,
"eligibleDays": 326,
"fitnessScore": -0.5032496595463918,
"lookbackDays": 63,
"returnLift1D": -0.0033520520517227956,
"hitRateLift1D": -0.09067123782028153,
"portfolioSize": 4,
"activationRate": 0.2085889570552147,
"activationCount": 68,
"baselineHitRates": {
"1": 0.48773006134969327,
"5": 0.5124223602484472,
"10": 0.5488958990536278
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.751963970340988,
"avgForwardReturns": {
"1": -0.00326646206816768,
"5": -0.010695217162060537,
"10": -0.02200432746497068
},
"shadowMaxDrawdown": -0.22020430109751699,
"shadowTotalReturn": -0.2159604052837033,
"avgForwardReturn1D": -0.00326646206816768,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-07",
"2025-04-08",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-05-01",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 68,
"5": 68,
"10": 68
},
"baselineAvgForwardReturns": {
"1": 0.00008558998355511543,
"5": 0.0012170851886881742,
"10": 0.0027542966406523465
}
},
{
"topN": 5,
"ticker": "BCE",
"hitRates": {
"1": 0.39705882352941174,
"5": 0.25,
"10": 0.23529411764705882
},
"hitRate1D": 0.39705882352941174,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.020264589485258257,
"eligibleDays": 326,
"fitnessScore": -0.5032496595463918,
"lookbackDays": 63,
"returnLift1D": -0.0033520520517227956,
"hitRateLift1D": -0.09067123782028153,
"portfolioSize": 5,
"activationRate": 0.2085889570552147,
"activationCount": 68,
"baselineHitRates": {
"1": 0.48773006134969327,
"5": 0.5124223602484472,
"10": 0.5488958990536278
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.751963970340988,
"avgForwardReturns": {
"1": -0.00326646206816768,
"5": -0.010695217162060537,
"10": -0.02200432746497068
},
"shadowMaxDrawdown": -0.22020430109751699,
"shadowTotalReturn": -0.2159604052837033,
"avgForwardReturn1D": -0.00326646206816768,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-07",
"2025-04-08",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-05-01",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 68,
"5": 68,
"10": 68
},
"baselineAvgForwardReturns": {
"1": 0.00008558998355511543,
"5": 0.0012170851886881742,
"10": 0.0027542966406523465
}
},
{
"topN": 2,
"ticker": "BCE",
"hitRates": {
"1": 0.3448275862068966,
"5": 0.20689655172413793,
"10": 0.1896551724137931
},
"hitRate1D": 0.3448275862068966,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.012697968468947208,
"eligibleDays": 368,
"fitnessScore": -0.6077774766306119,
"lookbackDays": 21,
"returnLift1D": -0.0035310016687761883,
"hitRateLift1D": -0.15517241379310343,
"portfolioSize": 2,
"activationRate": 0.15760869565217392,
"activationCount": 58,
"baselineHitRates": {
"1": 0.5,
"5": 0.5027472527472527,
"10": 0.5348189415041783
},
"sampleConfidence": 1,
"shadowSharpeLike": -2.2526124542101558,
"avgForwardReturns": {
"1": -0.0035101346257212585,
"5": -0.015670252189198684,
"10": -0.029404186374809915
},
"shadowMaxDrawdown": -0.2090657305553858,
"shadowTotalReturn": -0.1973420148963303,
"avgForwardReturn1D": -0.0035101346257212585,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 58,
"5": 58,
"10": 58
},
"baselineAvgForwardReturns": {
"1": 0.000020867043054929988,
"5": 0.00041131531958735445,
"10": 0.001062175360630063
}
}
],
"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": 0.10125314070592911,
"fitnessScore": -0.130343091729382,
"lookbackDays": 14,
"returnLift1D": -0.0008047154296671998,
"activationRate": 0.33066666666666666,
"activationCount": 124,
"sampleConfidence": 0.9989247311827958,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.11706834364928986,
"avgForwardReturn1D": -0.0006914899267815228
},
{
"comboQuality": 0.04336664262623887,
"fitnessScore": -0.3306205249592469,
"lookbackDays": 21,
"returnLift1D": -0.0014765304906090657,
"activationRate": 0.328804347826087,
"activationCount": 121,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.18681622239687068,
"avgForwardReturn1D": -0.0014556634475541357
},
{
"comboQuality": 0.2221457824650068,
"fitnessScore": 0.07429483808410894,
"lookbackDays": 30,
"returnLift1D": 0.000607604063113577,
"activationRate": 0.12256267409470752,
"activationCount": 44,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.013808505041882135,
"avgForwardReturn1D": 0.0006415312815270423
},
{
"comboQuality": 0.053991621533062285,
"fitnessScore": -0.2799529605626323,
"lookbackDays": 45,
"returnLift1D": -0.0014195629542942795,
"activationRate": 0.30523255813953487,
"activationCount": 105,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.1714392023918705,
"avgForwardReturn1D": -0.0015501183080092302
},
{
"comboQuality": 0.05949750205796472,
"fitnessScore": -0.2573055945569194,
"lookbackDays": 63,
"returnLift1D": -0.0017310395873554303,
"activationRate": 0.16257668711656442,
"activationCount": 53,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.09446462460546967,
"avgForwardReturn1D": -0.0016454496038003149
}
],
"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": "b88e993a1bc3d0126be671f4e7fd73416e9e699da9095e17ecd6b12788437035",
"size": 13,
"members": [
"BCE",
"SMH",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
TM