Monstra loading art

Strategy Platform

Loading Monstra

Preparing the next route...

MonstraTM

Vectors

MonstraTM

Monstra is a simulation and educational platform. Bot signals are algorithmic outputs, not personalized advice. Users make their own decisions, and past simulated performance does not guarantee future results.

Product

  • Brokerage
  • Bots
  • Create a Bot
  • Leaderboard

Explore

  • About
  • Blog
  • Creators
  • Support

Legal

  • Terms of Service
  • Privacy Policy
  • Risk Disclosure
  • Brokerage Disclosure

© 2026 Monstra. All rights reserved.

Built for research, simulation, and strategy exploration on Monstra's dark-first platform.

Vector V2 pipeline

Vectors

Per-ticker stock movement feature vectors computed by the Monstra-Worker pipeline - momentum, trend quality, stability, liquidity, aggression, and quality-momentum composites, read directly from trading."Vector".

Coverage
355 tickers
Showing 101-150 of 355
Page 3 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
MRVLInformation Technology0.5460.5920.3381.0000.993 strong0.989 strong100%Jul 26, 1:45 AM
MRNAHealth Care0.5490.5400.3210.9130.169 poor0.632 moderate100%Jul 26, 1:45 AM
MPCEnergy0.8970.8380.6880.937
Ticker detail

CHTR

Communication Services | v2 | as of 2026-07-23
Close

Research Detail

CHTR

CHTR

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

Sample layoutNot live data
3M Return: Unavailable
1Y Return: Unavailable

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.250
Correlation To Benchmark 1y
0.063
Inverse To Benchmark 1y
0.937
Drawdown Score 1m
0.462
Drawdown Score 3m
0
0.201 poor
0.817 strong
100%
Jul 26, 1:44 AM
METACommunication Services0.5330.4260.5611.0000.211 poor0.198 poor100%Jul 26, 1:44 AM
MDTHealth Care0.5100.4530.6150.9380.101 poor0.102 poor100%Jul 26, 1:44 AM
MCHPInformation Technology0.3940.4180.5011.0000.163 poor0.667 good100%Jul 26, 1:43 AM
MARAFinancials0.4060.3840.1340.9330.093 poor0.172 poor100%Jul 26, 1:43 AM
MAFinancials0.5860.5250.7091.0000.242 poor0.314 poor100%Jul 26, 1:43 AM
LRCXInformation Technology0.5630.6260.4921.0000.259 poor0.999 strong100%Jul 26, 1:43 AM
LMTIndustrials0.6390.5470.6330.9400.689 good0.636 moderate100%Jul 26, 1:42 AM
LLYHealth Care0.6860.6770.6281.0000.566 moderate0.551 moderate100%Jul 26, 1:42 AM
LINMaterials0.5170.5440.7141.0000.215 poor0.214 poor100%Jul 26, 1:42 AM
LHXIndustrials0.4890.4830.6180.8620.163 poor0.647 moderate100%Jul 26, 1:41 AM
LHHealth Care0.6450.5720.6750.7660.289 poor0.232 poor100%Jul 26, 1:41 AM
LEUEnergy0.3540.3210.1430.7160.142 poor0.755 good100%Jul 26, 1:40 AM
LDOSInformation Technology0.3970.4210.5130.7440.145 poor0.486 weak100%Jul 26, 1:40 AM
KTOSIndustrials0.3480.3300.1940.8120.123 poor0.945 strong100%Jul 26, 1:40 AM
KOConsumer Staples0.5570.6150.7961.0000.163 poor0.309 poor100%Jul 26, 1:39 AM
KMIEnergy0.5430.5340.7620.8350.127 poor0.282 poor100%Jul 26, 1:39 AM
KLACInformation Technology0.5810.6420.4951.0000.176 poor0.937 strong100%Jul 26, 1:39 AM
KBFinancials0.7320.6760.6690.5260.118 poor0.709 good100%Jul 26, 1:38 AM
JPMFinancials0.6070.6180.7001.0000.628 moderate0.595 moderate100%Jul 26, 1:38 AM
JNJHealth Care0.6670.6800.7911.0000.128 poor0.779 good100%Jul 26, 1:38 AM
JEF-0.4520.3770.4370.7270.746 good0.717 good100%Jul 26, 1:37 AM
JBHTIndustrials0.6910.7480.6900.8320.159 poor0.778 good100%Jul 26, 1:37 AM
IWM-0.5370.6170.7781.0000.161 poor0.521 moderate98%Jul 26, 1:36 AM
ITA-0.5510.5610.7320.7280.188 poor0.595 moderate98%Jul 26, 1:36 AM
ISRGHealth Care0.2220.2860.4631.0000.272 poor0.235 poor100%Jul 26, 1:36 AM
IRENFinancials0.2830.2570.1811.0000.110 poor1.000 strong100%Jul 26, 1:35 AM
INTCInformation Technology0.5990.6000.3891.0000.102 poor0.957 strong100%Jul 26, 1:35 AM
ILMNHealth Care0.8480.7810.4650.8450.660 good0.884 strong100%Jul 26, 1:35 AM
ICLN-0.4040.4400.6150.6580.163 poor0.610 moderate98%Jul 26, 1:34 AM
IBKRFinancials0.5730.6480.6400.8710.745 good0.551 moderate100%Jul 26, 1:34 AM
HUTFinancials0.6630.6580.3700.8950.105 poor0.972 strong100%Jul 26, 1:34 AM
HUM-0.7500.7150.3980.9210.970 strong0.939 strong100%Jul 26, 1:33 AM
HUBS-0.4530.4000.3010.8260.069 poor0.089 poor100%Jul 26, 1:33 AM
HUBG-0.5970.5410.5490.5100.301 poor0.304 poor100%Jul 26, 1:33 AM
HUBB-0.5000.4440.6630.8300.294 poor0.258 poor100%Jul 26, 1:32 AM
HIIIndustrials0.4290.4210.4720.7020.162 poor0.905 strong100%Jul 26, 1:32 AM
HEIIndustrials0.6020.5290.5840.7340.202 poor0.455 weak100%Jul 26, 1:32 AM
HDB-0.5770.4840.6160.7760.242 poor0.331 poor100%Jul 26, 1:31 AM
HDConsumer Discretionary0.4870.4290.6421.0000.349 poor0.279 poor100%Jul 26, 1:31 AM
HCSGHealth Care0.7160.6920.5840.4200.362 weak0.404 weak100%Jul 26, 1:31 AM
HCIFinancials0.7070.5760.5720.5130.507 moderate0.642 moderate100%Jul 26, 1:30 AM
HCCMaterials0.3880.3720.4900.6030.365 weak0.330 poor100%Jul 26, 1:30 AM
HCAHealth Care0.4160.3770.5310.9360.472 weak0.410 weak100%Jul 26, 1:29 AM
HAL-0.4060.4610.6260.8850.614 moderate0.546 moderate100%Jul 26, 1:29 AM
GUSH-0.7560.6170.4290.4970.157 poor0.641 moderate98%Jul 26, 1:29 AM
GSLIndustrials0.6710.6500.7250.3460.159 poor0.740 good100%Jul 26, 1:28 AM
GSKHealth Care0.4950.4770.6820.7710.162 poor0.606 moderate100%Jul 26, 1:28 AM
PreviousPage 3 of 8Next
Drawdown Score 6m
0.101
Drawdown Score 1y
0
Drawdown Score 2y
0.117
Drawdown Score 5y
0.153
Return 1w
-0.051
Return 1m
-0.040
Return 3m
-0.478
Return 6m
-0.325
Return 1y
-0.680
Return 2y
-0.607
Return 5y
-0.821
Sharpe 1m
-0.862
Sharpe 3m
-3.284
Sharpe 6m
-1.011
Sharpe 1y
-1.986
Sharpe 2y
-0.783
Sharpe 5y
-0.663
Trend 1w
-0.009
Trend 1m
-0.003
Trend 3m
-0.005
Trend 6m
-0.006
Trend 1y
-0.003
Trend 2y
-0.002
Trend 5y
-0.001
Volatility 1w
0.201
Volatility 1m
0.455
Volatility 3m
0.706
Volatility 6m
0.591
Volatility 1y
0.505
Volatility 2y
0.457
Volatility 5y
0.396
Not part of the current Vector V2 payload: Drawdown Score 1w, Drawdown Score 2w, Return 2w, Sharpe 1w, Sharpe 2w, Sharpe Score, Trend 2w, Volatility 2w. Trend labels map to the stored trend slope fields.
Metadata
Identity, provenance, coverage, and diagnostics.
74 fields
Ticker
CHTR
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:09 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Communication Services
Sector Benchmark Ticker
XLC
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.162
Aptet Fit Raw Score
0.269
Aptet Fit Confidence
0.203
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.114
Force Fit Raw Score
0.121
Force Fit Confidence
0.878
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:09 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "CHTR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "CHTR",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "CHTR",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08658471613446538,
    "eligibleDays": 352,
    "fitnessScore": -0.16833481075441983,
    "lookbackDays": 14,
    "returnLift1D": 0.0017164553917964527,
    "hitRateLift1D": -0.6666666666666666,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.6666666666666666,
      "5": 0,
      "10": 0
    },
    "sampleConfidence": 0.25,
    "shadowSharpeLike": 0,
    "avgForwardReturns": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": 0,
    "shadowTotalReturn": 0,
    "avgForwardReturn1D": 0,
    "riskOffActivations": 0,
    "activationDatesSample": [],
    "horizonObservationCounts": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": -0.0017164553917964527,
      "5": -0.016924385131638964,
      "10": 0
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08658471613446538,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08658471613446538,
    "bestRawFitnessScore": -0.16833481075441983,
    "upperQuartileComboQuality": 0.08658471613446538
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.16198139463971148,
    "rawScore": 0.2692677729075723,
    "confidence": 0.203125,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 1,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 352,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 14,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 352,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 14,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 352,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 14,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 352,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 14,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 339,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 21,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 339,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 21,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 339,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 21,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 339,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 21,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 330,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 30,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 330,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 30,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 330,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 30,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 330,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 30,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 315,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 45,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 315,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 45,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 315,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 45,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 315,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 45,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 297,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 63,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 297,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 63,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 297,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 63,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08658471613446538,
      "eligibleDays": 297,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 63,
      "returnLift1D": 0.0017164553917964527,
      "hitRateLift1D": -0.6666666666666666,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017164553917964527,
        "5": -0.016924385131638964,
        "10": 0
      }
    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.08658471613446538,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 14,
      "returnLift1D": 0.0017164553917964527,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08658471613446538,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 21,
      "returnLift1D": 0.0017164553917964527,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08658471613446538,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 30,
      "returnLift1D": 0.0017164553917964527,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08658471613446538,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 45,
      "returnLift1D": 0.0017164553917964527,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08658471613446538,
      "fitnessScore": -0.16833481075441983,
      "lookbackDays": 63,
      "returnLift1D": 0.0017164553917964527,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "b7a0f1c314e8d19491cc6bec988c71a3601f99e1f3d86e83e8603d9db4a37c56",
    "size": 13,
    "members": [
      "CHTR",
      "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."
}
As Of
2026-07-25
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
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",
      "CHTR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "CHTR",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "CHTR",
    "hitRates": {
      "1": 0.5172413793103449,
      "5": 0.43103448275862066,
      "10": 0.2413793103448276
    },
    "hitRate1D": 0.5172413793103449,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004
    ],
    "comboQuality": 0.20487002983411778,
    "eligibleDays": 368,
    "fitnessScore": 0.05165144212739081,
    "lookbackDays": 21,
    "returnLift1D": 0.0021568969277075693,
    "hitRateLift1D": 0.02267616191904054,
    "portfolioSize": 2,
    "activationRate": 0.15760869565217392,
    "activationCount": 58,
    "baselineHitRates": {
      "1": 0.4945652173913043,
      "5": 0.4423076923076923,
      "10": 0.4178272980501393
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": -0.0905315885329179,
    "avgForwardReturns": {
      "1": -0.00008030633962060493,
      "5": -0.016693683418455375,
      "10": -0.04713183694617492
    },
    "shadowMaxDrawdown": -0.10126383609942902,
    "shadowTotalReturn": -0.02334825426031406,
    "avgForwardReturn1D": -0.00008030633962060493,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-03",
      "2025-03-04",
      "2025-03-05",
      "2025-03-06",
      "2025-03-07",
      "2025-03-10",
      "2025-03-11",
      "2025-03-12",
      "2025-03-21",
      "2025-03-24"
    ],
    "horizonObservationCounts": {
      "1": 58,
      "5": 58,
      "10": 58
    },
    "baselineAvgForwardReturns": {
      "1": -0.0022372032673281745,
      "5": -0.010736968228261187,
      "10": -0.021785832224221646
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.20487002983411778,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.018872268094682034,
    "bestRawFitnessScore": 0.05165144212739081,
    "upperQuartileComboQuality": 0.0308107568479212
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.11378137577110983,
    "rawScore": 0.12116852725833094,
    "confidence": 0.8780681476556744,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.3759321316668008,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.5172413793103449,
        "5": 0.43103448275862066,
        "10": 0.2413793103448276
      },
      "hitRate1D": 0.5172413793103449,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.20487002983411778,
      "eligibleDays": 368,
      "fitnessScore": 0.05165144212739081,
      "lookbackDays": 21,
      "returnLift1D": 0.0021568969277075693,
      "hitRateLift1D": 0.02267616191904054,
      "portfolioSize": 2,
      "activationRate": 0.15760869565217392,
      "activationCount": 58,
      "baselineHitRates": {
        "1": 0.4945652173913043,
        "5": 0.4423076923076923,
        "10": 0.4178272980501393
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.0905315885329179,
      "avgForwardReturns": {
        "1": -0.00008030633962060493,
        "5": -0.016693683418455375,
        "10": -0.04713183694617492
      },
      "shadowMaxDrawdown": -0.10126383609942902,
      "shadowTotalReturn": -0.02334825426031406,
      "avgForwardReturn1D": -0.00008030633962060493,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 58,
        "5": 58,
        "10": 58
      },
      "baselineAvgForwardReturns": {
        "1": -0.0022372032673281745,
        "5": -0.010736968228261187,
        "10": -0.021785832224221646
      }
    },
    {
      "topN": 2,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.5,
        "5": 0.484375,
        "10": 0.390625
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.1529960895064847,
      "eligibleDays": 375,
      "fitnessScore": -0.02648444883108378,
      "lookbackDays": 14,
      "returnLift1D": 0.002005150345008863,
      "hitRateLift1D": 0.00933333333333336,
      "portfolioSize": 2,
      "activationRate": 0.17066666666666666,
      "activationCount": 64,
      "baselineHitRates": {
        "1": 0.49066666666666664,
        "5": 0.4393530997304582,
        "10": 0.41530054644808745
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.19132236530279412,
      "avgForwardReturns": {
        "1": -0.00032302551619114647,
        "5": -0.005364068076943689,
        "10": -0.00956820220167878
      },
      "shadowMaxDrawdown": -0.14818322081635238,
      "shadowTotalReturn": -0.05442629490080941,
      "avgForwardReturn1D": -0.00032302551619114647,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-20",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07"
      ],
      "horizonObservationCounts": {
        "1": 64,
        "5": 64,
        "10": 64
      },
      "baselineAvgForwardReturns": {
        "1": -0.0023281758612000093,
        "5": -0.011202219868191938,
        "10": -0.021574515938640484
      }
    },
    {
      "topN": 2,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.5555555555555556,
        "5": 0.4444444444444444,
        "10": 0.35185185185185186
      },
      "hitRate1D": 0.5555555555555556,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.14769055655649743,
      "eligibleDays": 359,
      "fitnessScore": -0.035622689447175365,
      "lookbackDays": 30,
      "returnLift1D": 0.0010870788575060466,
      "hitRateLift1D": 0.06251934385639124,
      "portfolioSize": 2,
      "activationRate": 0.15041782729805014,
      "activationCount": 54,
      "baselineHitRates": {
        "1": 0.49303621169916434,
        "5": 0.428169014084507,
        "10": 0.40285714285714286
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.40793945445661295,
      "avgForwardReturns": {
        "1": -0.0013580378151373724,
        "5": -0.011675380656145661,
        "10": -0.020508348169837695
      },
      "shadowMaxDrawdown": -0.1622769757724274,
      "shadowTotalReturn": -0.09231582160829888,
      "avgForwardReturn1D": -0.0013580378151373724,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-25",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-11",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20"
      ],
      "horizonObservationCounts": {
        "1": 54,
        "5": 54,
        "10": 54
      },
      "baselineAvgForwardReturns": {
        "1": -0.002445116672643419,
        "5": -0.011655687271841686,
        "10": -0.023256626327316978
      }
    },
    {
      "topN": 2,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.6,
        "5": 0.5111111111111111,
        "10": 0.4666666666666667
      },
      "hitRate1D": 0.6,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.12074463302485916,
      "eligibleDays": 344,
      "fitnessScore": -0.08678745678202043,
      "lookbackDays": 45,
      "returnLift1D": -0.00022888331386701098,
      "hitRateLift1D": 0.10872093023255813,
      "portfolioSize": 2,
      "activationRate": 0.1308139534883721,
      "activationCount": 45,
      "baselineHitRates": {
        "1": 0.49127906976744184,
        "5": 0.4235294117647059,
        "10": 0.40298507462686567
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.7737964243173132,
      "avgForwardReturns": {
        "1": -0.0028897644767393155,
        "5": -0.0033806430468067217,
        "10": -0.010702390561091821
      },
      "shadowMaxDrawdown": -0.17502886324397438,
      "shadowTotalReturn": -0.1412679922525386,
      "avgForwardReturn1D": -0.0028897644767393155,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-18",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-03",
        "2025-04-04",
        "2025-04-10"
      ],
      "horizonObservationCounts": {
        "1": 45,
        "5": 45,
        "10": 45
      },
      "baselineAvgForwardReturns": {
        "1": -0.0026608811628723045,
        "5": -0.011958492271693034,
        "10": -0.023961048024652782
      }
    },
    {
      "topN": 3,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.5277777777777778,
        "5": 0.4166666666666667,
        "10": 0.25
      },
      "hitRate1D": 0.5277777777777778,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.04599196558093992,
      "eligibleDays": 368,
      "fitnessScore": -0.31708518212283543,
      "lookbackDays": 21,
      "returnLift1D": -0.000727787250681745,
      "hitRateLift1D": 0.033212560386473466,
      "portfolioSize": 3,
      "activationRate": 0.1956521739130435,
      "activationCount": 72,
      "baselineHitRates": {
        "1": 0.4945652173913043,
        "5": 0.4423076923076923,
        "10": 0.4178272980501393
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6385227498238614,
      "avgForwardReturns": {
        "1": -0.0029649905180099195,
        "5": -0.028648586974894735,
        "10": -0.05454266994536253
      },
      "shadowMaxDrawdown": -0.3201956365093268,
      "shadowTotalReturn": -0.24250929069098592,
      "avgForwardReturn1D": -0.0029649905180099195,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-20",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 72,
        "5": 72,
        "10": 72
      },
      "baselineAvgForwardReturns": {
        "1": -0.0022372032673281745,
        "5": -0.010736968228261187,
        "10": -0.021785832224221646
      }
    },
    {
      "topN": 4,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.5294117647058824,
        "5": 0.4235294117647059,
        "10": 0.29411764705882354
      },
      "hitRate1D": 0.5294117647058824,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.025750353936914962,
      "eligibleDays": 359,
      "fitnessScore": -0.4493082259335545,
      "lookbackDays": 30,
      "returnLift1D": -0.001559918616870895,
      "hitRateLift1D": 0.03637555300671802,
      "portfolioSize": 4,
      "activationRate": 0.23676880222841226,
      "activationCount": 85,
      "baselineHitRates": {
        "1": 0.49303621169916434,
        "5": 0.428169014084507,
        "10": 0.40285714285714286
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.9103710161873955,
      "avgForwardReturns": {
        "1": -0.004005035289514314,
        "5": -0.022892698827483203,
        "10": -0.04050696765302714
      },
      "shadowMaxDrawdown": -0.38507650937095195,
      "shadowTotalReturn": -0.3352449841267091,
      "avgForwardReturn1D": -0.004005035289514314,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-25",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18"
      ],
      "horizonObservationCounts": {
        "1": 85,
        "5": 85,
        "10": 85
      },
      "baselineAvgForwardReturns": {
        "1": -0.002445116672643419,
        "5": -0.011655687271841686,
        "10": -0.023256626327316978
      }
    },
    {
      "topN": 5,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.5294117647058824,
        "5": 0.4235294117647059,
        "10": 0.29411764705882354
      },
      "hitRate1D": 0.5294117647058824,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.025750353936914962,
      "eligibleDays": 359,
      "fitnessScore": -0.4493082259335545,
      "lookbackDays": 30,
      "returnLift1D": -0.001559918616870895,
      "hitRateLift1D": 0.03637555300671802,
      "portfolioSize": 5,
      "activationRate": 0.23676880222841226,
      "activationCount": 85,
      "baselineHitRates": {
        "1": 0.49303621169916434,
        "5": 0.428169014084507,
        "10": 0.40285714285714286
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.9103710161873955,
      "avgForwardReturns": {
        "1": -0.004005035289514314,
        "5": -0.022892698827483203,
        "10": -0.04050696765302714
      },
      "shadowMaxDrawdown": -0.38507650937095195,
      "shadowTotalReturn": -0.3352449841267091,
      "avgForwardReturn1D": -0.004005035289514314,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-25",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18"
      ],
      "horizonObservationCounts": {
        "1": 85,
        "5": 85,
        "10": 85
      },
      "baselineAvgForwardReturns": {
        "1": -0.002445116672643419,
        "5": -0.011655687271841686,
        "10": -0.023256626327316978
      }
    },
    {
      "topN": 3,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.5633802816901409,
        "5": 0.5492957746478874,
        "10": 0.5492957746478874
      },
      "hitRate1D": 0.5633802816901409,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.022716408070995384,
      "eligibleDays": 344,
      "fitnessScore": -0.4775716662687213,
      "lookbackDays": 45,
      "returnLift1D": -0.002770471569595055,
      "hitRateLift1D": 0.07210121192269903,
      "portfolioSize": 3,
      "activationRate": 0.2063953488372093,
      "activationCount": 71,
      "baselineHitRates": {
        "1": 0.49127906976744184,
        "5": 0.4235294117647059,
        "10": 0.40298507462686567
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.0758767627649004,
      "avgForwardReturns": {
        "1": -0.00543135273246736,
        "5": -0.0017190275369090419,
        "10": 0.0014452244087894022
      },
      "shadowMaxDrawdown": -0.36979485115309396,
      "shadowTotalReturn": -0.3663361540020543,
      "avgForwardReturn1D": -0.00543135273246736,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-18",
        "2025-03-19",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 71,
        "5": 71,
        "10": 71
      },
      "baselineAvgForwardReturns": {
        "1": -0.0026608811628723045,
        "5": -0.011958492271693034,
        "10": -0.023961048024652782
      }
    },
    {
      "topN": 2,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 0.45714285714285713,
        "10": 0.37142857142857144
      },
      "hitRate1D": 0.5714285714285714,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.022401708287106813,
      "eligibleDays": 326,
      "fitnessScore": -0.4807115568874923,
      "lookbackDays": 63,
      "returnLift1D": -0.005841282093571129,
      "hitRateLift1D": 0.08369851007887813,
      "portfolioSize": 2,
      "activationRate": 0.10736196319018405,
      "activationCount": 35,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.4192546583850932,
        "10": 0.40063091482649843
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.94845836456687,
      "avgForwardReturns": {
        "1": -0.008618508253996647,
        "5": -0.04560837016193579,
        "10": -0.05822598324053481
      },
      "shadowMaxDrawdown": -0.33060254772508224,
      "shadowTotalReturn": -0.2982189810531436,
      "avgForwardReturn1D": -0.008618508253996647,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 35,
        "5": 35,
        "10": 35
      },
      "baselineAvgForwardReturns": {
        "1": -0.002777226160425518,
        "5": -0.012117447359829062,
        "10": -0.023985464345792917
      }
    },
    {
      "topN": 3,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.5333333333333333,
        "5": 0.4266666666666667,
        "10": 0.29333333333333333
      },
      "hitRate1D": 0.5333333333333333,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.022152767565948802,
      "eligibleDays": 359,
      "fitnessScore": -0.48322602408069015,
      "lookbackDays": 30,
      "returnLift1D": -0.0023057492939611967,
      "hitRateLift1D": 0.040297121634168986,
      "portfolioSize": 3,
      "activationRate": 0.20891364902506965,
      "activationCount": 75,
      "baselineHitRates": {
        "1": 0.49303621169916434,
        "5": 0.428169014084507,
        "10": 0.40285714285714286
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.9866280153898038,
      "avgForwardReturns": {
        "1": -0.004750865966604616,
        "5": -0.026459438308090773,
        "10": -0.04467588896420392
      },
      "shadowMaxDrawdown": -0.3797462419148948,
      "shadowTotalReturn": -0.34418250094799907,
      "avgForwardReturn1D": -0.004750865966604616,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-25",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
        "1": 75,
        "5": 75,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": -0.002445116672643419,
        "5": -0.011655687271841686,
        "10": -0.023256626327316978
      }
    },
    {
      "topN": 4,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.4888888888888889,
        "5": 0.35555555555555557,
        "10": 0.23333333333333334
      },
      "hitRate1D": 0.4888888888888889,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.015591768623415268,
      "eligibleDays": 368,
      "fitnessScore": -0.5619654626830229,
      "lookbackDays": 21,
      "returnLift1D": -0.0020593887401976242,
      "hitRateLift1D": -0.005676328502415451,
      "portfolioSize": 4,
      "activationRate": 0.24456521739130435,
      "activationCount": 90,
      "baselineHitRates": {
        "1": 0.4945652173913043,
        "5": 0.4423076923076923,
        "10": 0.4178272980501393
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.093511138580878,
      "avgForwardReturns": {
        "1": -0.004296592007525799,
        "5": -0.030365629963789532,
        "10": -0.05201327507481349
      },
      "shadowMaxDrawdown": -0.40349766776202767,
      "shadowTotalReturn": -0.37017128649428244,
      "avgForwardReturn1D": -0.004296592007525799,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-20",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 90,
        "5": 90,
        "10": 90
      },
      "baselineAvgForwardReturns": {
        "1": -0.0022372032673281745,
        "5": -0.010736968228261187,
        "10": -0.021785832224221646
      }
    },
    {
      "topN": 5,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.4888888888888889,
        "5": 0.35555555555555557,
        "10": 0.23333333333333334
      },
      "hitRate1D": 0.4888888888888889,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.015591768623415268,
      "eligibleDays": 368,
      "fitnessScore": -0.5619654626830229,
      "lookbackDays": 21,
      "returnLift1D": -0.0020593887401976242,
      "hitRateLift1D": -0.005676328502415451,
      "portfolioSize": 5,
      "activationRate": 0.24456521739130435,
      "activationCount": 90,
      "baselineHitRates": {
        "1": 0.4945652173913043,
        "5": 0.4423076923076923,
        "10": 0.4178272980501393
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.093511138580878,
      "avgForwardReturns": {
        "1": -0.004296592007525799,
        "5": -0.030365629963789532,
        "10": -0.05201327507481349
      },
      "shadowMaxDrawdown": -0.40349766776202767,
      "shadowTotalReturn": -0.37017128649428244,
      "avgForwardReturn1D": -0.004296592007525799,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-20",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 90,
        "5": 90,
        "10": 90
      },
      "baselineAvgForwardReturns": {
        "1": -0.0022372032673281745,
        "5": -0.010736968228261187,
        "10": -0.021785832224221646
      }
    },
    {
      "topN": 3,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.45454545454545453,
        "5": 0.4318181818181818,
        "10": 0.3793103448275862
      },
      "hitRate1D": 0.45454545454545453,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.011122818357847595,
      "eligibleDays": 375,
      "fitnessScore": -0.6372657153411405,
      "lookbackDays": 14,
      "returnLift1D": -0.002301993435157275,
      "hitRateLift1D": -0.03612121212121211,
      "portfolioSize": 3,
      "activationRate": 0.23466666666666666,
      "activationCount": 88,
      "baselineHitRates": {
        "1": 0.49066666666666664,
        "5": 0.4393530997304582,
        "10": 0.41530054644808745
      },
      "sampleConfidence": 0.9992424242424243,
      "shadowSharpeLike": -1.1230773209995997,
      "avgForwardReturns": {
        "1": -0.004630169296357284,
        "5": -0.021425620719513098,
        "10": -0.02671126198167927
      },
      "shadowMaxDrawdown": -0.4025902964444653,
      "shadowTotalReturn": -0.3862564311262465,
      "avgForwardReturn1D": -0.004630169296357284,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05"
      ],
      "horizonObservationCounts": {
        "1": 88,
        "5": 88,
        "10": 87
      },
      "baselineAvgForwardReturns": {
        "1": -0.0023281758612000093,
        "5": -0.011202219868191938,
        "10": -0.021574515938640484
      }
    },
    {
      "topN": 4,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.524390243902439,
        "5": 0.5121951219512195,
        "10": 0.5121951219512195
      },
      "hitRate1D": 0.524390243902439,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.010537760158768868,
      "eligibleDays": 344,
      "fitnessScore": -0.6492832501503413,
      "lookbackDays": 45,
      "returnLift1D": -0.003463210960885722,
      "hitRateLift1D": 0.0331111741349972,
      "portfolioSize": 4,
      "activationRate": 0.23837209302325582,
      "activationCount": 82,
      "baselineHitRates": {
        "1": 0.49127906976744184,
        "5": 0.4235294117647059,
        "10": 0.40298507462686567
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.3568048397823942,
      "avgForwardReturns": {
        "1": -0.006124092123758027,
        "5": -0.003067476833030127,
        "10": 0.0013279982186238544
      },
      "shadowMaxDrawdown": -0.4426833545336699,
      "shadowTotalReturn": -0.4396246846744529,
      "avgForwardReturn1D": -0.006124092123758027,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-18",
        "2025-03-19",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 82,
        "5": 82,
        "10": 82
      },
      "baselineAvgForwardReturns": {
        "1": -0.0026608811628723045,
        "5": -0.011958492271693034,
        "10": -0.023961048024652782
      }
    },
    {
      "topN": 5,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.524390243902439,
        "5": 0.5121951219512195,
        "10": 0.5121951219512195
      },
      "hitRate1D": 0.524390243902439,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.010537760158768868,
      "eligibleDays": 344,
      "fitnessScore": -0.6492832501503413,
      "lookbackDays": 45,
      "returnLift1D": -0.003463210960885722,
      "hitRateLift1D": 0.0331111741349972,
      "portfolioSize": 5,
      "activationRate": 0.23837209302325582,
      "activationCount": 82,
      "baselineHitRates": {
        "1": 0.49127906976744184,
        "5": 0.4235294117647059,
        "10": 0.40298507462686567
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.3568048397823942,
      "avgForwardReturns": {
        "1": -0.006124092123758027,
        "5": -0.003067476833030127,
        "10": 0.0013279982186238544
      },
      "shadowMaxDrawdown": -0.4426833545336699,
      "shadowTotalReturn": -0.4396246846744529,
      "avgForwardReturn1D": -0.006124092123758027,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-18",
        "2025-03-19",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 82,
        "5": 82,
        "10": 82
      },
      "baselineAvgForwardReturns": {
        "1": -0.0026608811628723045,
        "5": -0.011958492271693034,
        "10": -0.023961048024652782
      }
    },
    {
      "topN": 4,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.4536082474226804,
        "5": 0.4329896907216495,
        "10": 0.3854166666666667
      },
      "hitRate1D": 0.4536082474226804,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.00957178360091479,
      "eligibleDays": 375,
      "fitnessScore": -0.6706499224121247,
      "lookbackDays": 14,
      "returnLift1D": -0.0023389603704809165,
      "hitRateLift1D": -0.03705841924398623,
      "portfolioSize": 4,
      "activationRate": 0.25866666666666666,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.49066666666666664,
        "5": 0.4393530997304582,
        "10": 0.41530054644808745
      },
      "sampleConfidence": 0.9993127147766323,
      "shadowSharpeLike": -1.209871873512891,
      "avgForwardReturns": {
        "1": -0.004667136231680926,
        "5": -0.020183147351072298,
        "10": -0.026652149544305035
      },
      "shadowMaxDrawdown": -0.42654270186962084,
      "shadowTotalReturn": -0.41424307382094105,
      "avgForwardReturn1D": -0.004667136231680926,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-29",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 97,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": -0.0023281758612000093,
        "5": -0.011202219868191938,
        "10": -0.021574515938640484
      }
    },
    {
      "topN": 5,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.4536082474226804,
        "5": 0.4329896907216495,
        "10": 0.3854166666666667
      },
      "hitRate1D": 0.4536082474226804,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.00957178360091479,
      "eligibleDays": 375,
      "fitnessScore": -0.6706499224121247,
      "lookbackDays": 14,
      "returnLift1D": -0.0023389603704809165,
      "hitRateLift1D": -0.03705841924398623,
      "portfolioSize": 5,
      "activationRate": 0.25866666666666666,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.49066666666666664,
        "5": 0.4393530997304582,
        "10": 0.41530054644808745
      },
      "sampleConfidence": 0.9993127147766323,
      "shadowSharpeLike": -1.209871873512891,
      "avgForwardReturns": {
        "1": -0.004667136231680926,
        "5": -0.020183147351072298,
        "10": -0.026652149544305035
      },
      "shadowMaxDrawdown": -0.42654270186962084,
      "shadowTotalReturn": -0.41424307382094105,
      "avgForwardReturn1D": -0.004667136231680926,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-29",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 97,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": -0.0023281758612000093,
        "5": -0.011202219868191938,
        "10": -0.021574515938640484
      }
    },
    {
      "topN": 3,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.46938775510204084,
        "5": 0.3877551020408163,
        "10": 0.3673469387755102
      },
      "hitRate1D": 0.46938775510204084,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.00947755711450729,
      "eligibleDays": 326,
      "fitnessScore": -0.6728473044467136,
      "lookbackDays": 63,
      "returnLift1D": -0.004968365268609071,
      "hitRateLift1D": -0.01834230624765243,
      "portfolioSize": 3,
      "activationRate": 0.15030674846625766,
      "activationCount": 49,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.4192546583850932,
        "10": 0.40063091482649843
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.1393710937075323,
      "avgForwardReturns": {
        "1": -0.0077455914290345896,
        "5": -0.03736770070438761,
        "10": -0.04925120396178484
      },
      "shadowMaxDrawdown": -0.3742950275536858,
      "shadowTotalReturn": -0.35711928385823266,
      "avgForwardReturn1D": -0.0077455914290345896,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 49,
        "5": 49,
        "10": 49
      },
      "baselineAvgForwardReturns": {
        "1": -0.002777226160425518,
        "5": -0.012117447359829062,
        "10": -0.023985464345792917
      }
    },
    {
      "topN": 4,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.4142857142857143,
        "5": 0.4,
        "10": 0.35714285714285715
      },
      "hitRate1D": 0.4142857142857143,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0022697222195245336,
      "eligibleDays": 326,
      "fitnessScore": -0.988881615123127,
      "lookbackDays": 63,
      "returnLift1D": -0.006285446303466819,
      "hitRateLift1D": -0.07344434706397895,
      "portfolioSize": 4,
      "activationRate": 0.2147239263803681,
      "activationCount": 70,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.4192546583850932,
        "10": 0.40063091482649843
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.7865295824507483,
      "avgForwardReturns": {
        "1": -0.009062672463892337,
        "5": -0.028962212640219042,
        "10": -0.04572497654355962
      },
      "shadowMaxDrawdown": -0.5091063545176039,
      "shadowTotalReturn": -0.5091063545176039,
      "avgForwardReturn1D": -0.009062672463892337,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-16",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 70,
        "5": 70,
        "10": 70
      },
      "baselineAvgForwardReturns": {
        "1": -0.002777226160425518,
        "5": -0.012117447359829062,
        "10": -0.023985464345792917
      }
    },
    {
      "topN": 5,
      "ticker": "CHTR",
      "hitRates": {
        "1": 0.4142857142857143,
        "5": 0.4,
        "10": 0.35714285714285715
      },
      "hitRate1D": 0.4142857142857143,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0022697222195245336,
      "eligibleDays": 326,
      "fitnessScore": -0.988881615123127,
      "lookbackDays": 63,
      "returnLift1D": -0.006285446303466819,
      "hitRateLift1D": -0.07344434706397895,
      "portfolioSize": 5,
      "activationRate": 0.2147239263803681,
      "activationCount": 70,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.4192546583850932,
        "10": 0.40063091482649843
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.7865295824507483,
      "avgForwardReturns": {
        "1": -0.009062672463892337,
        "5": -0.028962212640219042,
        "10": -0.04572497654355962
      },
      "shadowMaxDrawdown": -0.5091063545176039,
      "shadowTotalReturn": -0.5091063545176039,
      "avgForwardReturn1D": -0.009062672463892337,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-16",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 70,
        "5": 70,
        "10": 70
      },
      "baselineAvgForwardReturns": {
        "1": -0.002777226160425518,
        "5": -0.012117447359829062,
        "10": -0.023985464345792917
      }
    }
  ],
  "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": 0.1529960895064847,
      "fitnessScore": -0.02648444883108378,
      "lookbackDays": 14,
      "returnLift1D": 0.002005150345008863,
      "activationRate": 0.17066666666666666,
      "activationCount": 64,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.05442629490080941,
      "avgForwardReturn1D": -0.00032302551619114647
    },
    {
      "comboQuality": 0.20487002983411778,
      "fitnessScore": 0.05165144212739081,
      "lookbackDays": 21,
      "returnLift1D": 0.0021568969277075693,
      "activationRate": 0.15760869565217392,
      "activationCount": 58,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.02334825426031406,
      "avgForwardReturn1D": -0.00008030633962060493
    },
    {
      "comboQuality": 0.14769055655649743,
      "fitnessScore": -0.035622689447175365,
      "lookbackDays": 30,
      "returnLift1D": 0.0010870788575060466,
      "activationRate": 0.15041782729805014,
      "activationCount": 54,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.09231582160829888,
      "avgForwardReturn1D": -0.0013580378151373724
    },
    {
      "comboQuality": 0.12074463302485916,
      "fitnessScore": -0.08678745678202043,
      "lookbackDays": 45,
      "returnLift1D": -0.00022888331386701098,
      "activationRate": 0.1308139534883721,
      "activationCount": 45,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.1412679922525386,
      "avgForwardReturn1D": -0.0028897644767393155
    },
    {
      "comboQuality": 0.022401708287106813,
      "fitnessScore": -0.4807115568874923,
      "lookbackDays": 63,
      "returnLift1D": -0.005841282093571129,
      "activationRate": 0.10736196319018405,
      "activationCount": 35,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.2982189810531436,
      "avgForwardReturn1D": -0.008618508253996647
    }
  ],
  "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": "b7a0f1c314e8d19491cc6bec988c71a3601f99e1f3d86e83e8603d9db4a37c56",
    "size": 13,
    "members": [
      "CHTR",
      "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."
}
Inverse To Benchmark 1y
-
Return 1m
-
Return 1w
-
Return 1y
-
Return 2w
-
Return 2y
-
Return 3m
-
Return 5y
-
Return 6m
-
Sharpe 1m
-
Sharpe 1w
-
Sharpe 1y
-
Sharpe 2w
-
Sharpe 2y
-
Sharpe 3m
-
Sharpe 5y
-
Sharpe 6m
-
Sharpe Score
-
Trend 1m
-
Trend 1w
-
Trend 1y
-
Trend 2w
-
Trend 2y
-
Trend 3m
-
Trend 5y
-
Trend 6m
-
Volatility 1m
-
Volatility 1w
-
Volatility 1y
-
Volatility 2w
-
Volatility 2y
-
Volatility 3m
-
Volatility 5y
-
Volatility 6m
-
Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.484
Liquidity
0.875
Momentum
0.296
Relative strength
0.132
Trend quality
0.512
Stability
0.344
Aggression
0.601
Downside risk
0.320
Drawdown state
0.127
Quality momentum
0.314
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.937
Benchmark Independence 3m Score
0.977
Beta 1y Profile Score
0.100
Beta 3m Profile Score
0
Beta Change Score
0.313
Correlation Change Score
0.457
Current Drawdown Score
0
Days Since 52w High Score
0.996
Distance From 52w High Score
0
Distance From Sma 20 Score
0.413
Distance From Sma 200 Score
0
Distance From Sma 50 Score
0.373
Downside Volatility 1m Score
0.359
Downside Volatility 1y Score
0.736
Downside Volatility 2y Score
0.589
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.509
Downside Volatility 6m Score
0.868
Drawdown Recovery Score
0.506
Excess Return 1m Score
0.423
Excess Return 1y Score
0
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.163
Log Avg Dollar Volume 20d Score
0.875
Log Market Cap Score
0.484
Drawdown Score 1m
0.462
Drawdown Score 1y
0
Drawdown Score 2y
0.117
Drawdown Score 3m
0
Drawdown Score 5y
0.153
Drawdown Score 6m
0.101
Momentum Acceleration 1m Vs 3m Score
0.899
Momentum Acceleration 3m Vs 6m Score
0.149
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.675
Relative Strength Slope 3m Score
0.135
Relative Volume 20d Score
0.222
Return 1m Score
0.434
Return 1w Score
0.329
Return 1y Score
0.075
Return 2y Score
0.112
Return 3m Score
0
Return 5y Score
0.014
Return 6m Score
0.229
Return Skewness 1y Score
0.067
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.228
Sharpe 1y Score
0.003
Sharpe 2y Score
0.243
Sharpe 3m Score
0
Sharpe 5y Score
0.267
Sharpe 6m Score
0.198
Sortino 1m Score
0.221
Sortino 1y Score
0.167
Sortino 2y Score
0.284
Sortino 3m Score
0.035
Sortino 5y Score
0.299
Sortino 6m Score
0.268
Trend R2 1m Score
0.298
Trend R2 1w Score
0.832
Trend R2 1y Score
0.736
Trend R2 2y Score
0.724
Trend R2 3m Score
0.572
Trend R2 5y Score
0.715
Trend R2 6m Score
0.738
Trend Slope 1m Score
0.309
Trend Slope 1w Score
0
Trend Slope 1y Score
0.318
Trend Slope 2y Score
0.377
Trend Slope 3m Score
0.175
Trend Slope 5y Score
0.444
Trend Slope 6m Score
0.153
Volatility 1m Score
0.540
Volatility 1w Score
0.201
Volatility 1y Score
0.606
Volatility 2y Score
0.543
Volatility 3m Score
0.875
Volatility 5y Score
0.462
Volatility 6m Score
0.722
Worst Day 1y Score
0
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
421,313,437.509
Best Day 1y
0.094
Beta To Benchmark 1y
0.250
Beta 3m
-0.125
Beta Change
-0.375
Beta To Sector 1y
1.268
Correlation To Benchmark 1y
0.063
Correlation 3m
-0.023
Correlation Change
-0.086
Correlation To Sector 1y
0.360
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.937
Benchmark Independence 3m Score
0.977
Beta 1y Profile Score
0.100
Beta 3m Profile Score
0
Beta Change Score
0.313
Correlation Change Score
0.457
Current Drawdown Score
0
Distance From Sma 20 Score
0.413
Distance From Sma 200 Score
0
Current Drawdown
-0.846
Days Since 52w High
251
Distance From 52w High
-0.682
Distance From Sma 20
-0.052
Distance From Sma 200
-0.355
Distance From Sma 50
-0.076
Downside Capture 1y
1.144
Downside Volatility 1m
0.319
Downside Volatility 1w
-
Downside Volatility 1y
0.602
Downside Volatility 2y
0.492
Downside Volatility 3m
0.852
Downside Volatility 5y
0.432
Downside Volatility 6m
0.701
Drawdown Recovery
0.011
Excess Return 1m
-0.046
Excess Return 1y
-0.867
Excess Return 3m
-0.519
Excess Return 6m
-0.408
Expected Shortfall 95 1y
-0.084
Market Cap
14,708,107,661.83
Max Drawdown 1m
-0.135
Max Drawdown 1w
-0.051
Max Drawdown 1y
-0.685
Max Drawdown 2y
-0.706
Max Drawdown 3m
-0.482
Max Drawdown 5y
-0.847
Max Drawdown 6m
-0.494
Momentum Acceleration 1m Vs 3m
0.120
Momentum Acceleration 3m Vs 6m
-0.105
Moving Average Alignment
-1
Relative Strength Acceleration
0.003
Relative Strength Slope 3m
-0.006
Relative Volume 20d
0.900
Return 1m
-0.040
Return 1w
-0.051
Return 1y
-0.680
Return 2y
-0.607
Return 3m
-0.478
Return 5y
-0.821
Return 6m
-0.325
Return Skewness 1y
-2.597
Sector Excess Return 1y
-0.670
Sharpe 1m
-0.862
Sharpe 1y
-1.986
Sharpe 2y
-0.783
Sharpe 3m
-3.284
Sharpe 5y
-0.663
Sharpe 6m
-1.011
Sortino 1m
-1.229
Sortino 1y
-1.664
Sortino 2y
-0.728
Sortino 3m
-2.721
Sortino 5y
-0.609
Sortino 6m
-0.853
Trend R2 1m
0.298
Trend R2 1w
0.832
Trend R2 1y
0.736
Trend R2 2y
0.724
Trend R2 3m
0.572
Trend R2 5y
0.715
Trend R2 6m
0.738
Trend 1m
-0.003
Trend 1w
-0.009
Trend 1y
-0.003
Trend 2y
-0.002
Trend 3m
-0.005
Trend 5y
-0.001
Trend 6m
-0.006
Upside Capture 1y
0.235
Value At Risk 95 1y
-0.045
Volatility 1m
0.455
Volatility 1w
0.201
Volatility 1y
0.505
Volatility 2y
0.457
Volatility 3m
0.706
Volatility 5y
0.396
Volatility 6m
0.591
Worst Day 1y
-0.255
Distance From Sma 50 Score
0.373
Downside Volatility 1y Score
0.736
Downside Volatility 3m Score
1
Drawdown Recovery Score
0.506
Excess Return 1m Score
0.423
Excess Return 1y Score
0
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.163
Log Avg Dollar Volume 20d Score
0.875
Log Market Cap Score
0.484
Drawdown Score 1y
0
Drawdown Score 5y
0.153
Momentum Acceleration 1m Vs 3m Score
0.899
Momentum Acceleration 3m Vs 6m Score
0.149
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.675
Relative Volume 20d Score
0.222
Return 1m Score
0.434
Return 1y Score
0.075
Return 3m Score
0
Return 6m Score
0.229
Return Skewness 1y Score
0.067
Sortino 1y Score
0.167
Sortino 3m Score
0.035
Trend R2 1y Score
0.736
Trend R2 3m Score
0.572
Trend Slope 1y Score
0.318
Trend Slope 3m Score
0.175
Volatility 1y Score
0.606
Volatility 3m Score
0.875