Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"EGLE"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "EGLE",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 352,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 14,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.08344768949045235,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08344768949045235,
"bestRawFitnessScore": -0.17720781952666123,
"upperQuartileComboQuality": 0.08344768949045235
},
"algorithmFit": {
"label": "poor",
"score": 0.16325137824758493,
"rawScore": 0.2667581515923619,
"confidence": 0.22396543290682577,
"bestProfile": {
"topN": 2,
"lookbackDays": 14
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
14
]
},
"parameterStability": 1,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 352,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 14,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 3,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 352,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 14,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 2,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 339,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 21,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 3,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 339,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 21,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 4,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 339,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 21,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 5,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 339,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 21,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 2,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 330,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 30,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 3,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 330,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 30,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 4,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 330,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 30,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 5,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 330,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 30,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 2,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 315,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 45,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 3,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 315,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 45,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 4,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 315,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 45,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 5,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 315,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 45,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 2,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 297,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 63,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 3,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 297,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 63,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 4,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 297,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 63,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 5,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08344768949045235,
"eligibleDays": 297,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 63,
"returnLift1D": -0.0025856094674721105,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"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": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 4,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.029732054909420293,
"eligibleDays": 352,
"fitnessScore": -0.4167762325808163,
"lookbackDays": 14,
"returnLift1D": -0.010597739319944238,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0.005681818181818182,
"activationCount": 2,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"sampleConfidence": 0.4572586046425942,
"shadowSharpeLike": -0.894422334363431,
"avgForwardReturns": {
"1": -0.008012129852472127,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.009007873787545861,
"shadowTotalReturn": -0.009007873787545861,
"avgForwardReturn1D": -0.008012129852472127,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-24",
"2026-04-27"
],
"horizonObservationCounts": {
"1": 1,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
},
{
"topN": 5,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.029732054909420293,
"eligibleDays": 352,
"fitnessScore": -0.4167762325808163,
"lookbackDays": 14,
"returnLift1D": -0.010597739319944238,
"hitRateLift1D": -0.38095238095238093,
"activationRate": 0.005681818181818182,
"activationCount": 2,
"baselineHitRates": {
"1": 0.38095238095238093,
"5": 0.7692307692307693,
"10": 1
},
"sampleConfidence": 0.4572586046425942,
"shadowSharpeLike": -0.894422334363431,
"avgForwardReturns": {
"1": -0.008012129852472127,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.009007873787545861,
"shadowTotalReturn": -0.009007873787545861,
"avgForwardReturn1D": -0.008012129852472127,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-24",
"2026-04-27"
],
"horizonObservationCounts": {
"1": 1,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0025856094674721105,
"5": 0.018019392689539337,
"10": 0.047377349078300136
}
}
],
"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": 0.08344768949045235,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 14,
"returnLift1D": -0.0025856094674721105,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08344768949045235,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 21,
"returnLift1D": -0.0025856094674721105,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08344768949045235,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 30,
"returnLift1D": -0.0025856094674721105,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08344768949045235,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 45,
"returnLift1D": -0.0025856094674721105,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08344768949045235,
"fitnessScore": -0.17720781952666123,
"lookbackDays": 63,
"returnLift1D": -0.0025856094674721105,
"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": "15571863ad1ffcd45473f867c588d22c63c2c7f414cbe9c9d4114cc33dd51a00",
"size": 13,
"members": [
"EGLE",
"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",
"EGLE"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "EGLE",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "EGLE",
"hitRates": {
"1": 1,
"5": 0,
"10": 0
},
"hitRate1D": 1,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.674048366589356,
"eligibleDays": 375,
"fitnessScore": 0.5098416296988043,
"lookbackDays": 14,
"returnLift1D": 0.007990176958930133,
"hitRateLift1D": 0.43217665615141954,
"portfolioSize": 2,
"activationRate": 0.0026666666666666666,
"activationCount": 1,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 0.5729837387624885,
"shadowSharpeLike": 0.7685877541428044,
"avgForwardReturns": {
"1": 0.008757601650799085,
"5": -0.021638402534156276,
"10": -0.020391885274340105
},
"shadowMaxDrawdown": -0.0004999999999999449,
"shadowTotalReturn": 0.0077534728499737415,
"avgForwardReturn1D": 0.008757601650799085,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-01"
],
"horizonObservationCounts": {
"1": 1,
"5": 1,
"10": 1
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.674048366589356,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.25517884143519065,
"bestRawFitnessScore": 0.5098416296988043,
"upperQuartileComboQuality": 0.3986533596740392
},
"algorithmFit": {
"label": "poor",
"score": 0.2764674833255564,
"rawScore": 0.3246349531718077,
"confidence": 0.7032514867814652,
"bestProfile": {
"lookbackDays": 14,
"portfolioSize": 2
},
"profileBreadth": 0.03442998867212524,
"recommendedRegion": {
"lookbackDays": [
14
],
"portfolioSizes": [
2
]
},
"parameterStability": 0.10896410845409112,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "EGLE",
"hitRates": {
"1": 1,
"5": 0,
"10": 0
},
"hitRate1D": 1,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.674048366589356,
"eligibleDays": 375,
"fitnessScore": 0.5098416296988043,
"lookbackDays": 14,
"returnLift1D": 0.007990176958930133,
"hitRateLift1D": 0.43217665615141954,
"portfolioSize": 2,
"activationRate": 0.0026666666666666666,
"activationCount": 1,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 0.5729837387624885,
"shadowSharpeLike": 0.7685877541428044,
"avgForwardReturns": {
"1": 0.008757601650799085,
"5": -0.021638402534156276,
"10": -0.020391885274340105
},
"shadowMaxDrawdown": -0.0004999999999999449,
"shadowTotalReturn": 0.0077534728499737415,
"avgForwardReturn1D": 0.008757601650799085,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-01"
],
"horizonObservationCounts": {
"1": 1,
"5": 1,
"10": 1
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 4,
"ticker": "EGLE",
"hitRates": {
"1": 0.6470588235294118,
"5": 0.7058823529411765,
"10": 0.5882352941176471
},
"hitRate1D": 0.6470588235294118,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.527685735912728,
"eligibleDays": 359,
"fitnessScore": 0.37438839295134074,
"lookbackDays": 30,
"returnLift1D": 0.0011417938967636448,
"hitRateLift1D": 0.07923547968083133,
"portfolioSize": 4,
"activationRate": 0.0947075208913649,
"activationCount": 34,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9514589988136313,
"avgForwardReturns": {
"1": 0.001909218588632597,
"5": 0.00783484712132841,
"10": 0.01310227682332904
},
"shadowMaxDrawdown": -0.04293273682752263,
"shadowTotalReturn": 0.059257286175727675,
"avgForwardReturn1D": 0.001909218588632597,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-26",
"2025-06-30",
"2025-07-01",
"2025-07-25",
"2026-03-26",
"2026-03-27",
"2026-03-30",
"2026-03-31",
"2026-04-01",
"2026-05-06"
],
"horizonObservationCounts": {
"1": 34,
"5": 34,
"10": 34
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 5,
"ticker": "EGLE",
"hitRates": {
"1": 0.6470588235294118,
"5": 0.7058823529411765,
"10": 0.5882352941176471
},
"hitRate1D": 0.6470588235294118,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.527685735912728,
"eligibleDays": 359,
"fitnessScore": 0.37438839295134074,
"lookbackDays": 30,
"returnLift1D": 0.0011417938967636448,
"hitRateLift1D": 0.07923547968083133,
"portfolioSize": 5,
"activationRate": 0.0947075208913649,
"activationCount": 34,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9514589988136313,
"avgForwardReturns": {
"1": 0.001909218588632597,
"5": 0.00783484712132841,
"10": 0.01310227682332904
},
"shadowMaxDrawdown": -0.04293273682752263,
"shadowTotalReturn": 0.059257286175727675,
"avgForwardReturn1D": 0.001909218588632597,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-26",
"2025-06-30",
"2025-07-01",
"2025-07-25",
"2026-03-26",
"2026-03-27",
"2026-03-30",
"2026-03-31",
"2026-04-01",
"2026-05-06"
],
"horizonObservationCounts": {
"1": 34,
"5": 34,
"10": 34
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 3,
"ticker": "EGLE",
"hitRates": {
"1": 0.6875,
"5": 0.6875,
"10": 0.5625
},
"hitRate1D": 0.6875,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.4441341008737334,
"eligibleDays": 359,
"fitnessScore": 0.30063188324323636,
"lookbackDays": 30,
"returnLift1D": 0.0004415720818077369,
"hitRateLift1D": 0.11967665615141954,
"portfolioSize": 3,
"activationRate": 0.04456824512534819,
"activationCount": 16,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 0.9419349550499538,
"shadowSharpeLike": 0.3559739658488572,
"avgForwardReturns": {
"1": 0.001208996773676689,
"5": 0.007975872182759004,
"10": 0.011150696406932649
},
"shadowMaxDrawdown": -0.030617053029534103,
"shadowTotalReturn": 0.015725549962065877,
"avgForwardReturn1D": 0.001208996773676689,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-03-27",
"2026-05-14",
"2026-05-18",
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-05-28"
],
"horizonObservationCounts": {
"1": 16,
"5": 16,
"10": 16
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 4,
"ticker": "EGLE",
"hitRates": {
"1": 0.6216216216216216,
"5": 0.6486486486486487,
"10": 0.5757575757575758
},
"hitRate1D": 0.6216216216216216,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3986533596740392,
"eligibleDays": 326,
"fitnessScore": 0.2595625596510421,
"lookbackDays": 63,
"returnLift1D": -0.00001978706508297249,
"hitRateLift1D": 0.05379827777304114,
"portfolioSize": 4,
"activationRate": 0.11349693251533742,
"activationCount": 37,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 0.9927927927927929,
"shadowSharpeLike": 0.45543135348860436,
"avgForwardReturns": {
"1": 0.0007476376267859797,
"5": 0.004189364487698511,
"10": 0.007921238649638057
},
"shadowMaxDrawdown": -0.04890209638853371,
"shadowTotalReturn": 0.022877721200954104,
"avgForwardReturn1D": 0.0007476376267859797,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-14",
"2026-05-15",
"2026-05-18",
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-05-28"
],
"horizonObservationCounts": {
"1": 37,
"5": 37,
"10": 33
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 5,
"ticker": "EGLE",
"hitRates": {
"1": 0.6216216216216216,
"5": 0.6486486486486487,
"10": 0.5757575757575758
},
"hitRate1D": 0.6216216216216216,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3986533596740392,
"eligibleDays": 326,
"fitnessScore": 0.2595625596510421,
"lookbackDays": 63,
"returnLift1D": -0.00001978706508297249,
"hitRateLift1D": 0.05379827777304114,
"portfolioSize": 5,
"activationRate": 0.11349693251533742,
"activationCount": 37,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 0.9927927927927929,
"shadowSharpeLike": 0.45543135348860436,
"avgForwardReturns": {
"1": 0.0007476376267859797,
"5": 0.004189364487698511,
"10": 0.007921238649638057
},
"shadowMaxDrawdown": -0.04890209638853371,
"shadowTotalReturn": 0.022877721200954104,
"avgForwardReturn1D": 0.0007476376267859797,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-14",
"2026-05-15",
"2026-05-18",
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-05-28"
],
"horizonObservationCounts": {
"1": 37,
"5": 37,
"10": 33
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 3,
"ticker": "EGLE",
"hitRates": {
"1": 0.6190476190476191,
"5": 0.5238095238095238,
"10": 0.2777777777777778
},
"hitRate1D": 0.6190476190476191,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.38035632281576665,
"eligibleDays": 326,
"fitnessScore": 0.2426320594022968,
"lookbackDays": 63,
"returnLift1D": 0.00043414142827463394,
"hitRateLift1D": 0.051224275199038605,
"portfolioSize": 3,
"activationRate": 0.06441717791411043,
"activationCount": 21,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 0.9904761904761905,
"shadowSharpeLike": 0.5175026326376924,
"avgForwardReturns": {
"1": 0.001201566120143586,
"5": -0.002611036902009251,
"10": -0.00730132814118427
},
"shadowMaxDrawdown": -0.04293273682752252,
"shadowTotalReturn": 0.021753576437601785,
"avgForwardReturn1D": 0.001201566120143586,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-27",
"2026-05-28",
"2026-05-29",
"2026-06-01",
"2026-06-02",
"2026-06-03",
"2026-06-04",
"2026-06-05",
"2026-06-08",
"2026-06-09"
],
"horizonObservationCounts": {
"1": 21,
"5": 21,
"10": 18
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 3,
"ticker": "EGLE",
"hitRates": {
"1": 0.6363636363636364,
"5": 0.45454545454545453,
"10": 0.45454545454545453
},
"hitRate1D": 0.6363636363636364,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.31442151529235457,
"eligibleDays": 375,
"fitnessScore": 0.17850373131658975,
"lookbackDays": 14,
"returnLift1D": 0.00004768533651722782,
"hitRateLift1D": 0.06854029251505589,
"portfolioSize": 3,
"activationRate": 0.029333333333333333,
"activationCount": 11,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 0.8578909167902615,
"shadowSharpeLike": 0.11135991915261642,
"avgForwardReturns": {
"1": 0.00081511002838618,
"5": -0.0019697525360723345,
"10": 0.002611331033595131
},
"shadowMaxDrawdown": -0.03061705302953388,
"shadowTotalReturn": 0.003545270257530264,
"avgForwardReturn1D": 0.00081511002838618,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-30",
"2026-05-13",
"2026-05-14",
"2026-05-21",
"2026-05-27",
"2026-05-28",
"2026-06-01",
"2026-06-02",
"2026-06-03",
"2026-06-04"
],
"horizonObservationCounts": {
"1": 11,
"5": 11,
"10": 11
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 4,
"ticker": "EGLE",
"hitRates": {
"1": 0.525,
"5": 0.6578947368421053,
"10": 0.6388888888888888
},
"hitRate1D": 0.525,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.2721414070188084,
"eligibleDays": 344,
"fitnessScore": 0.13356730462711844,
"lookbackDays": 45,
"returnLift1D": 0.000020827203997260554,
"hitRateLift1D": -0.04282334384858044,
"portfolioSize": 4,
"activationRate": 0.11627906976744186,
"activationCount": 40,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 0.9900000000000001,
"shadowSharpeLike": 0.4659273286288556,
"avgForwardReturns": {
"1": 0.0007882518958662127,
"5": 0.005312518362529612,
"10": 0.01077048626777046
},
"shadowMaxDrawdown": -0.04736399919251599,
"shadowTotalReturn": 0.02566774704590813,
"avgForwardReturn1D": 0.0007882518958662127,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-27",
"2026-04-28",
"2026-04-29",
"2026-04-30",
"2026-05-04",
"2026-05-05",
"2026-05-13",
"2026-05-14",
"2026-05-15",
"2026-05-18"
],
"horizonObservationCounts": {
"1": 40,
"5": 38,
"10": 36
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 5,
"ticker": "EGLE",
"hitRates": {
"1": 0.525,
"5": 0.6578947368421053,
"10": 0.6388888888888888
},
"hitRate1D": 0.525,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.2721414070188084,
"eligibleDays": 344,
"fitnessScore": 0.13356730462711844,
"lookbackDays": 45,
"returnLift1D": 0.000020827203997260554,
"hitRateLift1D": -0.04282334384858044,
"portfolioSize": 5,
"activationRate": 0.11627906976744186,
"activationCount": 40,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 0.9900000000000001,
"shadowSharpeLike": 0.4659273286288556,
"avgForwardReturns": {
"1": 0.0007882518958662127,
"5": 0.005312518362529612,
"10": 0.01077048626777046
},
"shadowMaxDrawdown": -0.04736399919251599,
"shadowTotalReturn": 0.02566774704590813,
"avgForwardReturn1D": 0.0007882518958662127,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-27",
"2026-04-28",
"2026-04-29",
"2026-04-30",
"2026-05-04",
"2026-05-05",
"2026-05-13",
"2026-05-14",
"2026-05-15",
"2026-05-18"
],
"horizonObservationCounts": {
"1": 40,
"5": 38,
"10": 36
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 4,
"ticker": "EGLE",
"hitRates": {
"1": 0.53125,
"5": 0.5625,
"10": 0.53125
},
"hitRate1D": 0.53125,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.2382162758515729,
"eligibleDays": 375,
"fitnessScore": 0.09425358474062787,
"lookbackDays": 14,
"returnLift1D": -0.00022487457637239265,
"hitRateLift1D": -0.036573343848580464,
"portfolioSize": 4,
"activationRate": 0.08533333333333333,
"activationCount": 32,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.1682461049620635,
"avgForwardReturns": {
"1": 0.0005425501154965595,
"5": 0.0016405333661652886,
"10": 0.0035068643533732527
},
"shadowMaxDrawdown": -0.0328655791501371,
"shadowTotalReturn": 0.007561358652222294,
"avgForwardReturn1D": 0.0005425501154965595,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-04",
"2025-08-05",
"2026-03-06",
"2026-03-09",
"2026-03-10",
"2026-03-16",
"2026-03-17",
"2026-03-19",
"2026-04-23",
"2026-04-27"
],
"horizonObservationCounts": {
"1": 32,
"5": 32,
"10": 32
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 5,
"ticker": "EGLE",
"hitRates": {
"1": 0.53125,
"5": 0.5625,
"10": 0.53125
},
"hitRate1D": 0.53125,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.2382162758515729,
"eligibleDays": 375,
"fitnessScore": 0.09425358474062787,
"lookbackDays": 14,
"returnLift1D": -0.00022487457637239265,
"hitRateLift1D": -0.036573343848580464,
"portfolioSize": 5,
"activationRate": 0.08533333333333333,
"activationCount": 32,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.1682461049620635,
"avgForwardReturns": {
"1": 0.0005425501154965595,
"5": 0.0016405333661652886,
"10": 0.0035068643533732527
},
"shadowMaxDrawdown": -0.0328655791501371,
"shadowTotalReturn": 0.007561358652222294,
"avgForwardReturn1D": 0.0005425501154965595,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-04",
"2025-08-05",
"2026-03-06",
"2026-03-09",
"2026-03-10",
"2026-03-16",
"2026-03-17",
"2026-03-19",
"2026-04-23",
"2026-04-27"
],
"horizonObservationCounts": {
"1": 32,
"5": 32,
"10": 32
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 4,
"ticker": "EGLE",
"hitRates": {
"1": 0.5428571428571428,
"5": 0.6470588235294118,
"10": 0.6470588235294118
},
"hitRate1D": 0.5428571428571428,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.2186186642413612,
"eligibleDays": 368,
"fitnessScore": 0.06977844436354967,
"lookbackDays": 21,
"returnLift1D": -0.0006924955219128873,
"hitRateLift1D": -0.024966200991437648,
"portfolioSize": 4,
"activationRate": 0.09510869565217392,
"activationCount": 35,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 0.9961904761904763,
"shadowSharpeLike": -0.12795138925048294,
"avgForwardReturns": {
"1": 0.00007492916995606486,
"5": 0.0016197651511298751,
"10": 0.007892861159408304
},
"shadowMaxDrawdown": -0.04176001336940072,
"shadowTotalReturn": -0.009130866936201576,
"avgForwardReturn1D": 0.00007492916995606486,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-02",
"2025-11-14",
"2025-11-18",
"2025-11-19",
"2026-03-16",
"2026-03-24",
"2026-03-25",
"2026-03-26",
"2026-03-27",
"2026-03-31"
],
"horizonObservationCounts": {
"1": 35,
"5": 34,
"10": 34
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 5,
"ticker": "EGLE",
"hitRates": {
"1": 0.5428571428571428,
"5": 0.6470588235294118,
"10": 0.6470588235294118
},
"hitRate1D": 0.5428571428571428,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.2186186642413612,
"eligibleDays": 368,
"fitnessScore": 0.06977844436354967,
"lookbackDays": 21,
"returnLift1D": -0.0006924955219128873,
"hitRateLift1D": -0.024966200991437648,
"portfolioSize": 5,
"activationRate": 0.09510869565217392,
"activationCount": 35,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 0.9961904761904763,
"shadowSharpeLike": -0.12795138925048294,
"avgForwardReturns": {
"1": 0.00007492916995606486,
"5": 0.0016197651511298751,
"10": 0.007892861159408304
},
"shadowMaxDrawdown": -0.04176001336940072,
"shadowTotalReturn": -0.009130866936201576,
"avgForwardReturn1D": 0.00007492916995606486,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-02",
"2025-11-14",
"2025-11-18",
"2025-11-19",
"2026-03-16",
"2026-03-24",
"2026-03-25",
"2026-03-26",
"2026-03-27",
"2026-03-31"
],
"horizonObservationCounts": {
"1": 35,
"5": 34,
"10": 34
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 3,
"ticker": "EGLE",
"hitRates": {
"1": 0.5384615384615384,
"5": 0.56,
"10": 0.43478260869565216
},
"hitRate1D": 0.5384615384615384,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.19557138999026863,
"eligibleDays": 344,
"fitnessScore": 0.03887451605574704,
"lookbackDays": 45,
"returnLift1D": -0.000999795986819158,
"hitRateLift1D": -0.029361805387042028,
"portfolioSize": 3,
"activationRate": 0.0755813953488372,
"activationCount": 26,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 0.9897435897435898,
"shadowSharpeLike": -0.21747414647391392,
"avgForwardReturns": {
"1": -0.00023237129495020574,
"5": -0.00023770126246693834,
"10": 0.00555639004247457
},
"shadowMaxDrawdown": -0.04478979635742408,
"shadowTotalReturn": -0.011913892656931324,
"avgForwardReturn1D": -0.00023237129495020574,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-14",
"2026-05-15",
"2026-05-18",
"2026-05-19",
"2026-05-21",
"2026-05-27",
"2026-05-28",
"2026-05-29",
"2026-06-01",
"2026-06-02"
],
"horizonObservationCounts": {
"1": 26,
"5": 25,
"10": 23
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 3,
"ticker": "EGLE",
"hitRates": {
"1": 0.47058823529411764,
"5": 0.47058823529411764,
"10": 0.47058823529411764
},
"hitRate1D": 0.47058823529411764,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.0866989732721351,
"eligibleDays": 368,
"fitnessScore": -0.16801716922592974,
"lookbackDays": 21,
"returnLift1D": -0.0029542820983351715,
"hitRateLift1D": -0.09723510855446282,
"portfolioSize": 3,
"activationRate": 0.04619565217391304,
"activationCount": 17,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 0.9570749451511089,
"shadowSharpeLike": -0.8650863701552745,
"avgForwardReturns": {
"1": -0.0021868574064662196,
"5": -0.004628838580313599,
"10": 0.0005289752687062894
},
"shadowMaxDrawdown": -0.0540300957101707,
"shadowTotalReturn": -0.04307803112110531,
"avgForwardReturn1D": -0.0021868574064662196,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-11-18",
"2026-03-24",
"2026-03-26",
"2026-03-27",
"2026-05-11",
"2026-05-12",
"2026-05-13",
"2026-05-27",
"2026-05-28",
"2026-05-29"
],
"horizonObservationCounts": {
"1": 17,
"5": 17,
"10": 17
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 2,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.08476069005186344,
"eligibleDays": 359,
"fitnessScore": -0.17345781342697972,
"lookbackDays": 30,
"returnLift1D": -0.0007674246918689522,
"hitRateLift1D": -0.5678233438485805,
"portfolioSize": 2,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"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": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 2,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.08476069005186344,
"eligibleDays": 344,
"fitnessScore": -0.17345781342697972,
"lookbackDays": 45,
"returnLift1D": -0.0007674246918689522,
"hitRateLift1D": -0.5678233438485805,
"portfolioSize": 2,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"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": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 2,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.08476069005186344,
"eligibleDays": 326,
"fitnessScore": -0.17345781342697972,
"lookbackDays": 63,
"returnLift1D": -0.0007674246918689522,
"hitRateLift1D": -0.5678233438485805,
"portfolioSize": 2,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"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": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
},
{
"topN": 2,
"ticker": "EGLE",
"hitRates": {
"1": 0,
"5": 0.5,
"10": 0.5
},
"hitRate1D": 0,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.012364401098929922,
"eligibleDays": 368,
"fitnessScore": -0.6137083143768294,
"lookbackDays": 21,
"returnLift1D": -0.011469803150646591,
"hitRateLift1D": -0.5678233438485805,
"portfolioSize": 2,
"activationRate": 0.005434782608695652,
"activationCount": 2,
"baselineHitRates": {
"1": 0.5678233438485805,
"5": 0.610223642172524,
"10": 0.6428571428571429
},
"sampleConfidence": 0.6239252713092609,
"shadowSharpeLike": -1.2230682134842459,
"avgForwardReturns": {
"1": -0.01070237845877764,
"5": 0.005633514795396699,
"10": 0.0067500541367847
},
"shadowMaxDrawdown": -0.023256780575196645,
"shadowTotalReturn": -0.023256780575196645,
"avgForwardReturn1D": -0.01070237845877764,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-03-26",
"2026-06-10"
],
"horizonObservationCounts": {
"1": 2,
"5": 2,
"10": 2
},
"baselineAvgForwardReturns": {
"1": 0.0007674246918689522,
"5": 0.004009408152524695,
"10": 0.007560102967560639
}
}
],
"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": 0.674048366589356,
"fitnessScore": 0.5098416296988043,
"lookbackDays": 14,
"returnLift1D": 0.007990176958930133,
"activationRate": 0.0026666666666666666,
"activationCount": 1,
"sampleConfidence": 0.5729837387624885,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.0077534728499737415,
"avgForwardReturn1D": 0.008757601650799085
},
{
"comboQuality": 0.2186186642413612,
"fitnessScore": 0.06977844436354967,
"lookbackDays": 21,
"returnLift1D": -0.0006924955219128873,
"activationRate": 0.09510869565217392,
"activationCount": 35,
"sampleConfidence": 0.9961904761904763,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.009130866936201576,
"avgForwardReturn1D": 0.00007492916995606486
},
{
"comboQuality": 0.527685735912728,
"fitnessScore": 0.37438839295134074,
"lookbackDays": 30,
"returnLift1D": 0.0011417938967636448,
"activationRate": 0.0947075208913649,
"activationCount": 34,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.059257286175727675,
"avgForwardReturn1D": 0.001909218588632597
},
{
"comboQuality": 0.2721414070188084,
"fitnessScore": 0.13356730462711844,
"lookbackDays": 45,
"returnLift1D": 0.000020827203997260554,
"activationRate": 0.11627906976744186,
"activationCount": 40,
"sampleConfidence": 0.9900000000000001,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.02566774704590813,
"avgForwardReturn1D": 0.0007882518958662127
},
{
"comboQuality": 0.3986533596740392,
"fitnessScore": 0.2595625596510421,
"lookbackDays": 63,
"returnLift1D": -0.00001978706508297249,
"activationRate": 0.11349693251533742,
"activationCount": 37,
"sampleConfidence": 0.9927927927927929,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.022877721200954104,
"avgForwardReturn1D": 0.0007476376267859797
}
],
"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": "15571863ad1ffcd45473f867c588d22c63c2c7f414cbe9c9d4114cc33dd51a00",
"size": 13,
"members": [
"EGLE",
"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."
}