Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"EQIX"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "EQIX",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 5,
"ticker": "EQIX",
"hitRates": {
"1": 0.5684931506849316,
"5": 0.5902777777777778,
"10": 0.6111111111111112
},
"hitRate1D": 0.5684931506849316,
"comboQuality": 0.9185695386280668,
"eligibleDays": 352,
"fitnessScore": 0.8830750016588544,
"lookbackDays": 14,
"returnLift1D": 0.0018977601096979186,
"hitRateLift1D": 0.03857862077040164,
"activationRate": 0.41761363636363635,
"activationCount": 147,
"baselineHitRates": {
"1": 0.5299145299145299,
"5": 0.5763688760806917,
"10": 0.5860058309037901
},
"sampleConfidence": 0.9968253968253968,
"shadowSharpeLike": 1.7747997814407885,
"avgForwardReturns": {
"1": 0.0028351417144902233,
"5": 0.008767343174820466,
"10": 0.01609923859068796
},
"shadowMaxDrawdown": -0.09126105996986067,
"shadowTotalReturn": 0.45132412755144546,
"avgForwardReturn1D": 0.0028351417144902233,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-17",
"2025-04-16",
"2025-04-21",
"2025-04-23",
"2025-04-24",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 146,
"5": 144,
"10": 144
},
"baselineAvgForwardReturns": {
"1": 0.0009373816047923047,
"5": 0.004071251387187069,
"10": 0.007504257620360209
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9185695386280668,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.561943271916687,
"bestRawFitnessScore": 0.8830750016588544,
"upperQuartileComboQuality": 0.7222290975028302
},
"algorithmFit": {
"label": "good",
"score": 0.6829919871965201,
"rawScore": 0.7042647056439185,
"confidence": 0.9395888555058327,
"bestProfile": {
"topN": 5,
"lookbackDays": 14
},
"profileBreadth": 0.39979034110215644,
"recommendedRegion": {
"topNs": [
4,
5
],
"lookbackDays": [
14
]
},
"parameterStability": 0.8057234585366306,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 5,
"ticker": "EQIX",
"hitRates": {
"1": 0.5684931506849316,
"5": 0.5902777777777778,
"10": 0.6111111111111112
},
"hitRate1D": 0.5684931506849316,
"comboQuality": 0.9185695386280668,
"eligibleDays": 352,
"fitnessScore": 0.8830750016588544,
"lookbackDays": 14,
"returnLift1D": 0.0018977601096979186,
"hitRateLift1D": 0.03857862077040164,
"activationRate": 0.41761363636363635,
"activationCount": 147,
"baselineHitRates": {
"1": 0.5299145299145299,
"5": 0.5763688760806917,
"10": 0.5860058309037901
},
"sampleConfidence": 0.9968253968253968,
"shadowSharpeLike": 1.7747997814407885,
"avgForwardReturns": {
"1": 0.0028351417144902233,
"5": 0.008767343174820466,
"10": 0.01609923859068796
},
"shadowMaxDrawdown": -0.09126105996986067,
"shadowTotalReturn": 0.45132412755144546,
"avgForwardReturn1D": 0.0028351417144902233,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-17",
"2025-04-16",
"2025-04-21",
"2025-04-23",
"2025-04-24",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 146,
"5": 144,
"10": 144
},
"baselineAvgForwardReturns": {
"1": 0.0009373816047923047,
"5": 0.004071251387187069,
"10": 0.007504257620360209
}
},
{
"topN": 4,
"ticker": "EQIX",
"hitRates": {
"1": 0.5793650793650794,
"5": 0.5887096774193549,
"10": 0.6129032258064516
},
"hitRate1D": 0.5793650793650794,
"comboQuality": 0.9147172942687086,
"eligibleDays": 352,
"fitnessScore": 0.8719815396378383,
"lookbackDays": 14,
"returnLift1D": 0.00224337887751288,
"hitRateLift1D": 0.0494505494505495,
"activationRate": 0.36079545454545453,
"activationCount": 127,
"baselineHitRates": {
"1": 0.5299145299145299,
"5": 0.5763688760806917,
"10": 0.5860058309037901
},
"sampleConfidence": 0.9963254593175854,
"shadowSharpeLike": 1.785754637820016,
"avgForwardReturns": {
"1": 0.0031807604823051844,
"5": 0.010240661717166841,
"10": 0.01678288074991503
},
"shadowMaxDrawdown": -0.06485593277252,
"shadowTotalReturn": 0.4382312946813527,
"avgForwardReturn1D": 0.0031807604823051844,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-17",
"2025-04-16",
"2025-04-21",
"2025-04-23",
"2025-04-24",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 126,
"5": 124,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.0009373816047923047,
"5": 0.004071251387187069,
"10": 0.007504257620360209
}
},
{
"topN": 5,
"ticker": "EQIX",
"hitRates": {
"1": 0.5259259259259259,
"5": 0.5481481481481482,
"10": 0.5407407407407407
},
"hitRate1D": 0.5259259259259259,
"comboQuality": 0.7763405279927748,
"eligibleDays": 315,
"fitnessScore": 0.6237826449066066,
"lookbackDays": 45,
"returnLift1D": 0.0008323389726292805,
"hitRateLift1D": -0.007407407407407418,
"activationRate": 0.42857142857142855,
"activationCount": 135,
"baselineHitRates": {
"1": 0.5333333333333333,
"5": 0.5916398713826366,
"10": 0.6143790849673203
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.413433193975919,
"avgForwardReturns": {
"1": 0.0021045006217579212,
"5": 0.006956524533091732,
"10": 0.006634276837360445
},
"shadowMaxDrawdown": -0.11263636667202814,
"shadowTotalReturn": 0.2938430241879806,
"avgForwardReturn1D": 0.0021045006217579212,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-12",
"2025-05-27",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06"
],
"horizonObservationCounts": {
"1": 135,
"5": 135,
"10": 135
},
"baselineAvgForwardReturns": {
"1": 0.0012721616491286408,
"5": 0.004924415051943781,
"10": 0.008761707200424745
}
},
{
"topN": 4,
"ticker": "EQIX",
"hitRates": {
"1": 0.5130434782608696,
"5": 0.5478260869565217,
"10": 0.5565217391304348
},
"hitRate1D": 0.5130434782608696,
"comboQuality": 0.746688479707856,
"eligibleDays": 315,
"fitnessScore": 0.5878261672277856,
"lookbackDays": 45,
"returnLift1D": 0.0011314051123748768,
"hitRateLift1D": -0.020289855072463725,
"activationRate": 0.36507936507936506,
"activationCount": 115,
"baselineHitRates": {
"1": 0.5333333333333333,
"5": 0.5916398713826366,
"10": 0.6143790849673203
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4505421099908191,
"avgForwardReturns": {
"1": 0.0024035667615035176,
"5": 0.0075293823817340795,
"10": 0.008063815225242804
},
"shadowMaxDrawdown": -0.07441607005455042,
"shadowTotalReturn": 0.285901527128418,
"avgForwardReturn1D": 0.0024035667615035176,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-12",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 115,
"5": 115,
"10": 115
},
"baselineAvgForwardReturns": {
"1": 0.0012721616491286408,
"5": 0.004924415051943781,
"10": 0.008761707200424745
}
},
{
"topN": 5,
"ticker": "EQIX",
"hitRates": {
"1": 0.547945205479452,
"5": 0.5616438356164384,
"10": 0.6301369863013698
},
"hitRate1D": 0.547945205479452,
"comboQuality": 0.7231755197919009,
"eligibleDays": 339,
"fitnessScore": 0.5612590257291125,
"lookbackDays": 21,
"returnLift1D": 0.0007664955195219908,
"hitRateLift1D": 0.01992160665939302,
"activationRate": 0.4306784660766962,
"activationCount": 146,
"baselineHitRates": {
"1": 0.528023598820059,
"5": 0.5791044776119403,
"10": 0.603030303030303
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0147563920257459,
"avgForwardReturns": {
"1": 0.001791923172131854,
"5": 0.006062482344643982,
"10": 0.011984435695161746
},
"shadowMaxDrawdown": -0.17069497743407092,
"shadowTotalReturn": 0.2510302152432351,
"avgForwardReturn1D": 0.001791923172131854,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07"
],
"horizonObservationCounts": {
"1": 146,
"5": 146,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.0010254276526098633,
"5": 0.0041623687350023945,
"10": 0.008631789263430556
}
},
{
"topN": 3,
"ticker": "EQIX",
"hitRates": {
"1": 0.55,
"5": 0.61,
"10": 0.63
},
"hitRate1D": 0.55,
"comboQuality": 0.7219136234064732,
"eligibleDays": 339,
"fitnessScore": 0.5598742192718069,
"lookbackDays": 21,
"returnLift1D": 0.0013525557759147052,
"hitRateLift1D": 0.02197640117994104,
"activationRate": 0.2949852507374631,
"activationCount": 100,
"baselineHitRates": {
"1": 0.528023598820059,
"5": 0.5791044776119403,
"10": 0.603030303030303
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5233605464173938,
"avgForwardReturns": {
"1": 0.0023779834285245684,
"5": 0.01086709751244116,
"10": 0.011662605431713767
},
"shadowMaxDrawdown": -0.07735251477026994,
"shadowTotalReturn": 0.24196949434052328,
"avgForwardReturn1D": 0.0023779834285245684,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"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": 100,
"5": 100,
"10": 100
},
"baselineAvgForwardReturns": {
"1": 0.0010254276526098633,
"5": 0.0041623687350023945,
"10": 0.008631789263430556
}
},
{
"topN": 3,
"ticker": "EQIX",
"hitRates": {
"1": 0.5360824742268041,
"5": 0.5789473684210527,
"10": 0.6
},
"hitRate1D": 0.5360824742268041,
"comboQuality": 0.7075886795587255,
"eligibleDays": 352,
"fitnessScore": 0.5444143346353055,
"lookbackDays": 14,
"returnLift1D": 0.0018197764513395254,
"hitRateLift1D": 0.006167944312274187,
"activationRate": 0.2755681818181818,
"activationCount": 97,
"baselineHitRates": {
"1": 0.5299145299145299,
"5": 0.5763688760806917,
"10": 0.5860058309037901
},
"sampleConfidence": 0.9972508591065292,
"shadowSharpeLike": 1.2556562673019258,
"avgForwardReturns": {
"1": 0.00275715805613183,
"5": 0.010686224890028236,
"10": 0.018989378450599188
},
"shadowMaxDrawdown": -0.08076730367896978,
"shadowTotalReturn": 0.2641140264437112,
"avgForwardReturn1D": 0.00275715805613183,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-21",
"2025-04-24",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07"
],
"horizonObservationCounts": {
"1": 97,
"5": 95,
"10": 95
},
"baselineAvgForwardReturns": {
"1": 0.0009373816047923047,
"5": 0.004071251387187069,
"10": 0.007504257620360209
}
},
{
"topN": 3,
"ticker": "EQIX",
"hitRates": {
"1": 0.5247524752475248,
"5": 0.5643564356435643,
"10": 0.5643564356435643
},
"hitRate1D": 0.5247524752475248,
"comboQuality": 0.6857955558683362,
"eligibleDays": 315,
"fitnessScore": 0.5217178517548021,
"lookbackDays": 45,
"returnLift1D": 0.000996474357578299,
"hitRateLift1D": -0.008580858085808551,
"activationRate": 0.32063492063492066,
"activationCount": 101,
"baselineHitRates": {
"1": 0.5333333333333333,
"5": 0.5916398713826366,
"10": 0.6143790849673203
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3072058078112385,
"avgForwardReturns": {
"1": 0.0022686360067069398,
"5": 0.007283582400438355,
"10": 0.010438120333280607
},
"shadowMaxDrawdown": -0.06308937196753961,
"shadowTotalReturn": 0.23479874891045638,
"avgForwardReturn1D": 0.0022686360067069398,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20"
],
"horizonObservationCounts": {
"1": 101,
"5": 101,
"10": 101
},
"baselineAvgForwardReturns": {
"1": 0.0012721616491286408,
"5": 0.004924415051943781,
"10": 0.008761707200424745
}
},
{
"topN": 4,
"ticker": "EQIX",
"hitRates": {
"1": 0.5403225806451613,
"5": 0.5725806451612904,
"10": 0.6048387096774194
},
"hitRate1D": 0.5403225806451613,
"comboQuality": 0.6220987659628419,
"eligibleDays": 339,
"fitnessScore": 0.4596625182384124,
"lookbackDays": 21,
"returnLift1D": 0.0007841002107033864,
"hitRateLift1D": 0.012298981825102251,
"activationRate": 0.36578171091445427,
"activationCount": 124,
"baselineHitRates": {
"1": 0.528023598820059,
"5": 0.5791044776119403,
"10": 0.603030303030303
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9071296250301797,
"avgForwardReturns": {
"1": 0.0018095278633132497,
"5": 0.005214699631957843,
"10": 0.007739983031623005
},
"shadowMaxDrawdown": -0.18351433171492892,
"shadowTotalReturn": 0.2069067933736275,
"avgForwardReturn1D": 0.0018095278633132497,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07"
],
"horizonObservationCounts": {
"1": 124,
"5": 124,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.0010254276526098633,
"5": 0.0041623687350023945,
"10": 0.008631789263430556
}
},
{
"topN": 2,
"ticker": "EQIX",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.6666666666666666,
"10": 0.7592592592592593
},
"hitRate1D": 0.5555555555555556,
"comboQuality": 0.5782388888930633,
"eligibleDays": 315,
"fitnessScore": 0.4194205643000835,
"lookbackDays": 45,
"returnLift1D": 0.0014360063405139247,
"hitRateLift1D": 0.022222222222222254,
"activationRate": 0.17142857142857143,
"activationCount": 54,
"baselineHitRates": {
"1": 0.5333333333333333,
"5": 0.5916398713826366,
"10": 0.6143790849673203
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4443435630466979,
"avgForwardReturns": {
"1": 0.0027081679896425654,
"5": 0.015828442771665615,
"10": 0.028724069839939154
},
"shadowMaxDrawdown": -0.04380537100926962,
"shadowTotalReturn": 0.14947045596993802,
"avgForwardReturn1D": 0.0027081679896425654,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-02-10",
"2026-02-13",
"2026-02-17",
"2026-02-18",
"2026-02-19",
"2026-02-20",
"2026-02-23",
"2026-02-24",
"2026-02-25",
"2026-02-26"
],
"horizonObservationCounts": {
"1": 54,
"5": 54,
"10": 54
},
"baselineAvgForwardReturns": {
"1": 0.0012721616491286408,
"5": 0.004924415051943781,
"10": 0.008761707200424745
}
},
{
"topN": 2,
"ticker": "EQIX",
"hitRates": {
"1": 0.5645161290322581,
"5": 0.6129032258064516,
"10": 0.7258064516129032
},
"hitRate1D": 0.5645161290322581,
"comboQuality": 0.5456476549403106,
"eligibleDays": 330,
"fitnessScore": 0.3902821010537121,
"lookbackDays": 30,
"returnLift1D": 0.0010909817526517291,
"hitRateLift1D": 0.031182795698924792,
"activationRate": 0.18787878787878787,
"activationCount": 62,
"baselineHitRates": {
"1": 0.5333333333333333,
"5": 0.5920245398773006,
"10": 0.6199376947040498
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1913552530492653,
"avgForwardReturns": {
"1": 0.002235358673061507,
"5": 0.01064680446422642,
"10": 0.023200877305588157
},
"shadowMaxDrawdown": -0.08083064231295622,
"shadowTotalReturn": 0.13638869396348863,
"avgForwardReturn1D": 0.002235358673061507,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-08-25",
"2025-11-12",
"2025-11-13"
],
"horizonObservationCounts": {
"1": 62,
"5": 62,
"10": 62
},
"baselineAvgForwardReturns": {
"1": 0.0011443769204097778,
"5": 0.005033473924904931,
"10": 0.010681884431711723
}
},
{
"topN": 2,
"ticker": "EQIX",
"hitRates": {
"1": 0.5147058823529411,
"5": 0.5606060606060606,
"10": 0.6363636363636364
},
"hitRate1D": 0.5147058823529411,
"comboQuality": 0.5348490026660125,
"eligibleDays": 352,
"fitnessScore": 0.3807169259599437,
"lookbackDays": 14,
"returnLift1D": 0.001956021112744814,
"hitRateLift1D": -0.015208647561588795,
"activationRate": 0.19318181818181818,
"activationCount": 68,
"baselineHitRates": {
"1": 0.5299145299145299,
"5": 0.5763688760806917,
"10": 0.5860058309037901
},
"sampleConfidence": 0.996078431372549,
"shadowSharpeLike": 1.017447936533245,
"avgForwardReturns": {
"1": 0.002893402717537119,
"5": 0.008742206467939731,
"10": 0.018491916518507033
},
"shadowMaxDrawdown": -0.08273944993037485,
"shadowTotalReturn": 0.18774043803187657,
"avgForwardReturn1D": 0.002893402717537119,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-06-02",
"2025-06-04",
"2025-06-05",
"2025-06-06"
],
"horizonObservationCounts": {
"1": 68,
"5": 66,
"10": 66
},
"baselineAvgForwardReturns": {
"1": 0.0009373816047923047,
"5": 0.004071251387187069,
"10": 0.007504257620360209
}
},
{
"topN": 5,
"ticker": "EQIX",
"hitRates": {
"1": 0.5310344827586206,
"5": 0.6,
"10": 0.6206896551724138
},
"hitRate1D": 0.5310344827586206,
"comboQuality": 0.5315321924911164,
"eligibleDays": 330,
"fitnessScore": 0.3777852035382347,
"lookbackDays": 30,
"returnLift1D": -0.00005302770761497332,
"hitRateLift1D": -0.0022988505747126853,
"activationRate": 0.4393939393939394,
"activationCount": 145,
"baselineHitRates": {
"1": 0.5333333333333333,
"5": 0.5920245398773006,
"10": 0.6199376947040498
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6323414573942766,
"avgForwardReturns": {
"1": 0.0010913492127948045,
"5": 0.00896687891706152,
"10": 0.015604758051640263
},
"shadowMaxDrawdown": -0.19064358567811535,
"shadowTotalReturn": 0.13422521182483527,
"avgForwardReturn1D": 0.0010913492127948045,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 145,
"5": 145,
"10": 145
},
"baselineAvgForwardReturns": {
"1": 0.0011443769204097778,
"5": 0.005033473924904931,
"10": 0.010681884431711723
}
},
{
"topN": 2,
"ticker": "EQIX",
"hitRates": {
"1": 0.5263157894736842,
"5": 0.5964912280701754,
"10": 0.6491228070175439
},
"hitRate1D": 0.5263157894736842,
"comboQuality": 0.43624506119336526,
"eligibleDays": 297,
"fitnessScore": 0.29358859021883416,
"lookbackDays": 63,
"returnLift1D": 0.0007218734319196561,
"hitRateLift1D": 0.00443026758816234,
"activationRate": 0.1919191919191919,
"activationCount": 57,
"baselineHitRates": {
"1": 0.5218855218855218,
"5": 0.5836177474402731,
"10": 0.6041666666666666
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9784356103718688,
"avgForwardReturns": {
"1": 0.001725076896935478,
"5": 0.009342588333226482,
"10": 0.021569555136666356
},
"shadowMaxDrawdown": -0.04570824212467328,
"shadowTotalReturn": 0.09661207522836568,
"avgForwardReturn1D": 0.001725076896935478,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-02-17",
"2026-02-18",
"2026-02-25",
"2026-02-26",
"2026-02-27",
"2026-03-02",
"2026-03-03",
"2026-03-04",
"2026-03-05",
"2026-03-06"
],
"horizonObservationCounts": {
"1": 57,
"5": 57,
"10": 57
},
"baselineAvgForwardReturns": {
"1": 0.001003203465015822,
"5": 0.004137214800417765,
"10": 0.007859813413044703
}
},
{
"topN": 2,
"ticker": "EQIX",
"hitRates": {
"1": 0.5217391304347826,
"5": 0.6521739130434783,
"10": 0.7101449275362319
},
"hitRate1D": 0.5217391304347826,
"comboQuality": 0.36605316675914495,
"eligibleDays": 339,
"fitnessScore": 0.22917896901912524,
"lookbackDays": 21,
"returnLift1D": 0.0003388416311420452,
"hitRateLift1D": -0.006284468385276409,
"activationRate": 0.20353982300884957,
"activationCount": 69,
"baselineHitRates": {
"1": 0.528023598820059,
"5": 0.5791044776119403,
"10": 0.603030303030303
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6848762686823835,
"avgForwardReturns": {
"1": 0.0013642692837519085,
"5": 0.012668154026997372,
"10": 0.02011056631200761
},
"shadowMaxDrawdown": -0.0968489697856777,
"shadowTotalReturn": 0.07699820136166369,
"avgForwardReturn1D": 0.0013642692837519085,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-07",
"2025-05-09",
"2025-05-12",
"2025-07-28",
"2025-08-06"
],
"horizonObservationCounts": {
"1": 69,
"5": 69,
"10": 69
},
"baselineAvgForwardReturns": {
"1": 0.0010254276526098633,
"5": 0.0041623687350023945,
"10": 0.008631789263430556
}
},
{
"topN": 3,
"ticker": "EQIX",
"hitRates": {
"1": 0.5172413793103449,
"5": 0.5747126436781609,
"10": 0.6436781609195402
},
"hitRate1D": 0.5172413793103449,
"comboQuality": 0.31195922990804337,
"eligibleDays": 330,
"fitnessScore": 0.1759853703907669,
"lookbackDays": 30,
"returnLift1D": -0.00042255550606132904,
"hitRateLift1D": -0.016091954022988464,
"activationRate": 0.2636363636363636,
"activationCount": 87,
"baselineHitRates": {
"1": 0.5333333333333333,
"5": 0.5920245398773006,
"10": 0.6199376947040498
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.3776412835144751,
"avgForwardReturns": {
"1": 0.0007218214143484488,
"5": 0.008375068764503306,
"10": 0.01752417045463804
},
"shadowMaxDrawdown": -0.13126376793162653,
"shadowTotalReturn": 0.04334671333302986,
"avgForwardReturn1D": 0.0007218214143484488,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-06-06",
"2025-08-21"
],
"horizonObservationCounts": {
"1": 87,
"5": 87,
"10": 87
},
"baselineAvgForwardReturns": {
"1": 0.0011443769204097778,
"5": 0.005033473924904931,
"10": 0.010681884431711723
}
},
{
"topN": 4,
"ticker": "EQIX",
"hitRates": {
"1": 0.5102040816326531,
"5": 0.5408163265306123,
"10": 0.5612244897959183
},
"hitRate1D": 0.5102040816326531,
"comboQuality": 0.2757382379800316,
"eligibleDays": 297,
"fitnessScore": 0.13754580767145635,
"lookbackDays": 63,
"returnLift1D": -0.0007613176416578556,
"hitRateLift1D": -0.011681440252868769,
"activationRate": 0.32996632996632996,
"activationCount": 98,
"baselineHitRates": {
"1": 0.5218855218855218,
"5": 0.5836177474402731,
"10": 0.6041666666666666
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.09295892556736268,
"avgForwardReturns": {
"1": 0.00024188582335796634,
"5": 0.002957747541991128,
"10": 0.0060342890164122006
},
"shadowMaxDrawdown": -0.12913475156030518,
"shadowTotalReturn": 0.0033574525235335884,
"avgForwardReturn1D": 0.00024188582335796634,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-09",
"2025-06-25",
"2025-10-31",
"2025-11-05",
"2025-11-07",
"2026-02-13",
"2026-02-17",
"2026-02-18",
"2026-02-19"
],
"horizonObservationCounts": {
"1": 98,
"5": 98,
"10": 98
},
"baselineAvgForwardReturns": {
"1": 0.001003203465015822,
"5": 0.004137214800417765,
"10": 0.007859813413044703
}
},
{
"topN": 4,
"ticker": "EQIX",
"hitRates": {
"1": 0.5213675213675214,
"5": 0.5555555555555556,
"10": 0.6068376068376068
},
"hitRate1D": 0.5213675213675214,
"comboQuality": 0.2235507466117691,
"eligibleDays": 330,
"fitnessScore": 0.07607957410622662,
"lookbackDays": 30,
"returnLift1D": -0.0011872022410466339,
"hitRateLift1D": -0.011965811965811923,
"activationRate": 0.35454545454545455,
"activationCount": 117,
"baselineHitRates": {
"1": 0.5333333333333333,
"5": 0.5920245398773006,
"10": 0.6199376947040498
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.1171922543291263,
"avgForwardReturns": {
"1": -0.00004282532063685599,
"5": 0.007009402382779614,
"10": 0.016177026201726768
},
"shadowMaxDrawdown": -0.21055056323994992,
"shadowTotalReturn": -0.032985630794744036,
"avgForwardReturn1D": -0.00004282532063685599,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 117,
"5": 117,
"10": 117
},
"baselineAvgForwardReturns": {
"1": 0.0011443769204097778,
"5": 0.005033473924904931,
"10": 0.010681884431711723
}
},
{
"topN": 5,
"ticker": "EQIX",
"hitRates": {
"1": 0.48623853211009177,
"5": 0.4954128440366973,
"10": 0.5137614678899083
},
"hitRate1D": 0.48623853211009177,
"comboQuality": 0.21623934522475358,
"eligibleDays": 297,
"fitnessScore": 0.0667020812493144,
"lookbackDays": 63,
"returnLift1D": -0.0010933274031937818,
"hitRateLift1D": -0.03564698977543007,
"activationRate": 0.367003367003367,
"activationCount": 109,
"baselineHitRates": {
"1": 0.5218855218855218,
"5": 0.5836177474402731,
"10": 0.6041666666666666
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.08675115288866028,
"avgForwardReturns": {
"1": -0.00009012393817795994,
"5": -0.0008923182526027307,
"10": 0.000027272317088835006
},
"shadowMaxDrawdown": -0.15274044062586511,
"shadowTotalReturn": -0.027081018500000886,
"avgForwardReturn1D": -0.00009012393817795994,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-23",
"2025-06-25",
"2025-10-31",
"2025-11-03",
"2025-11-04",
"2025-11-05"
],
"horizonObservationCounts": {
"1": 109,
"5": 109,
"10": 109
},
"baselineAvgForwardReturns": {
"1": 0.001003203465015822,
"5": 0.004137214800417765,
"10": 0.007859813413044703
}
},
{
"topN": 3,
"ticker": "EQIX",
"hitRates": {
"1": 0.4827586206896552,
"5": 0.5517241379310345,
"10": 0.5747126436781609
},
"hitRate1D": 0.4827586206896552,
"comboQuality": 0.19757509040137308,
"eligibleDays": 297,
"fitnessScore": 0.041665696054880255,
"lookbackDays": 63,
"returnLift1D": -0.0010352776549354817,
"hitRateLift1D": -0.03912690119586665,
"activationRate": 0.29292929292929293,
"activationCount": 87,
"baselineHitRates": {
"1": 0.5218855218855218,
"5": 0.5836177474402731,
"10": 0.6041666666666666
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.04907829550153842,
"avgForwardReturns": {
"1": -0.00003207418991965989,
"5": 0.0030217162968729184,
"10": 0.008183794628722072
},
"shadowMaxDrawdown": -0.13694720682051653,
"shadowTotalReturn": -0.018535498732766054,
"avgForwardReturn1D": -0.00003207418991965989,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-06-25",
"2026-02-13",
"2026-02-17",
"2026-02-18",
"2026-02-24",
"2026-02-25",
"2026-02-26",
"2026-02-27",
"2026-03-02"
],
"horizonObservationCounts": {
"1": 87,
"5": 87,
"10": 87
},
"baselineAvgForwardReturns": {
"1": 0.001003203465015822,
"5": 0.004137214800417765,
"10": 0.007859813413044703
}
}
],
"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": 5,
"comboQuality": 0.9185695386280668,
"fitnessScore": 0.8830750016588544,
"lookbackDays": 14,
"returnLift1D": 0.0018977601096979186,
"activationRate": 0.41761363636363635,
"activationCount": 147,
"sampleConfidence": 0.9968253968253968,
"shadowTotalReturn": 0.45132412755144546,
"avgForwardReturn1D": 0.0028351417144902233
},
{
"bestTopN": 5,
"comboQuality": 0.7231755197919009,
"fitnessScore": 0.5612590257291125,
"lookbackDays": 21,
"returnLift1D": 0.0007664955195219908,
"activationRate": 0.4306784660766962,
"activationCount": 146,
"sampleConfidence": 1,
"shadowTotalReturn": 0.2510302152432351,
"avgForwardReturn1D": 0.001791923172131854
},
{
"bestTopN": 2,
"comboQuality": 0.5456476549403106,
"fitnessScore": 0.3902821010537121,
"lookbackDays": 30,
"returnLift1D": 0.0010909817526517291,
"activationRate": 0.18787878787878787,
"activationCount": 62,
"sampleConfidence": 1,
"shadowTotalReturn": 0.13638869396348863,
"avgForwardReturn1D": 0.002235358673061507
},
{
"bestTopN": 5,
"comboQuality": 0.7763405279927748,
"fitnessScore": 0.6237826449066066,
"lookbackDays": 45,
"returnLift1D": 0.0008323389726292805,
"activationRate": 0.42857142857142855,
"activationCount": 135,
"sampleConfidence": 1,
"shadowTotalReturn": 0.2938430241879806,
"avgForwardReturn1D": 0.0021045006217579212
},
{
"bestTopN": 2,
"comboQuality": 0.43624506119336526,
"fitnessScore": 0.29358859021883416,
"lookbackDays": 63,
"returnLift1D": 0.0007218734319196561,
"activationRate": 0.1919191919191919,
"activationCount": 57,
"sampleConfidence": 1,
"shadowTotalReturn": 0.09661207522836568,
"avgForwardReturn1D": 0.001725076896935478
}
],
"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": "49f8c8ccea73d7ab3a31e7eb95e99ae4977dbb9f3b9aeee218563b86c68ff925",
"size": 13,
"members": [
"EQIX",
"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",
"EQIX"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "EQIX",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "EQIX",
"hitRates": {
"1": 0.5590551181102362,
"5": 0.568,
"10": 0.616
},
"hitRate1D": 0.5590551181102362,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7575084134839752,
"eligibleDays": 375,
"fitnessScore": 0.6005948784317,
"lookbackDays": 14,
"returnLift1D": 0.001698852489850187,
"hitRateLift1D": 0.04438845144356951,
"portfolioSize": 4,
"activationRate": 0.33866666666666667,
"activationCount": 127,
"baselineHitRates": {
"1": 0.5146666666666667,
"5": 0.555256064690027,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9979002624671917,
"shadowSharpeLike": 1.1766456250656192,
"avgForwardReturns": {
"1": 0.0021765638025635905,
"5": 0.009405886856345455,
"10": 0.016209536909114815
},
"shadowMaxDrawdown": -0.08890730469869079,
"shadowTotalReturn": 0.26939189918318807,
"avgForwardReturn1D": 0.0021765638025635905,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-18",
"2025-03-06",
"2025-04-16",
"2025-04-21",
"2025-04-23",
"2025-04-24",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 127,
"5": 125,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.00047771131271340353,
"5": 0.002547339805221128,
"10": 0.0052032405348584445
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.7575084134839752,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.5145450431782184,
"bestRawFitnessScore": 0.6005948784317,
"upperQuartileComboQuality": 0.656007057487543
},
"algorithmFit": {
"label": "moderate",
"score": 0.599455763648865,
"rawScore": 0.6219351362183908,
"confidence": 0.9277115208309047,
"bestProfile": {
"lookbackDays": 14,
"portfolioSize": 4
},
"profileBreadth": 0.34985414167198975,
"recommendedRegion": {
"lookbackDays": [
14,
21,
45
],
"portfolioSizes": [
3,
4,
5
]
},
"parameterStability": 0.6924454627631071,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "EQIX",
"hitRates": {
"1": 0.5590551181102362,
"5": 0.568,
"10": 0.616
},
"hitRate1D": 0.5590551181102362,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7575084134839752,
"eligibleDays": 375,
"fitnessScore": 0.6005948784317,
"lookbackDays": 14,
"returnLift1D": 0.001698852489850187,
"hitRateLift1D": 0.04438845144356951,
"portfolioSize": 4,
"activationRate": 0.33866666666666667,
"activationCount": 127,
"baselineHitRates": {
"1": 0.5146666666666667,
"5": 0.555256064690027,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9979002624671917,
"shadowSharpeLike": 1.1766456250656192,
"avgForwardReturns": {
"1": 0.0021765638025635905,
"5": 0.009405886856345455,
"10": 0.016209536909114815
},
"shadowMaxDrawdown": -0.08890730469869079,
"shadowTotalReturn": 0.26939189918318807,
"avgForwardReturn1D": 0.0021765638025635905,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-18",
"2025-03-06",
"2025-04-16",
"2025-04-21",
"2025-04-23",
"2025-04-24",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 127,
"5": 125,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.00047771131271340353,
"5": 0.002547339805221128,
"10": 0.0052032405348584445
}
},
{
"topN": 5,
"ticker": "EQIX",
"hitRates": {
"1": 0.5590551181102362,
"5": 0.568,
"10": 0.616
},
"hitRate1D": 0.5590551181102362,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7575084134839752,
"eligibleDays": 375,
"fitnessScore": 0.6005948784317,
"lookbackDays": 14,
"returnLift1D": 0.001698852489850187,
"hitRateLift1D": 0.04438845144356951,
"portfolioSize": 5,
"activationRate": 0.33866666666666667,
"activationCount": 127,
"baselineHitRates": {
"1": 0.5146666666666667,
"5": 0.555256064690027,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9979002624671917,
"shadowSharpeLike": 1.1766456250656192,
"avgForwardReturns": {
"1": 0.0021765638025635905,
"5": 0.009405886856345455,
"10": 0.016209536909114815
},
"shadowMaxDrawdown": -0.08890730469869079,
"shadowTotalReturn": 0.26939189918318807,
"avgForwardReturn1D": 0.0021765638025635905,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-18",
"2025-03-06",
"2025-04-16",
"2025-04-21",
"2025-04-23",
"2025-04-24",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 127,
"5": 125,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.00047771131271340353,
"5": 0.002547339805221128,
"10": 0.0052032405348584445
}
},
{
"topN": 4,
"ticker": "EQIX",
"hitRates": {
"1": 0.5043478260869565,
"5": 0.5391304347826087,
"10": 0.5565217391304348
},
"hitRate1D": 0.5043478260869565,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7227977205292686,
"eligibleDays": 344,
"fitnessScore": 0.5608440212042926,
"lookbackDays": 45,
"returnLift1D": 0.0015487840592275644,
"hitRateLift1D": -0.010187057633973762,
"portfolioSize": 4,
"activationRate": 0.33430232558139533,
"activationCount": 115,
"baselineHitRates": {
"1": 0.5145348837209303,
"5": 0.5705882352941176,
"10": 0.5970149253731343
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3957915820806084,
"avgForwardReturns": {
"1": 0.0024046772229901468,
"5": 0.007476598851959983,
"10": 0.008046482350159022
},
"shadowMaxDrawdown": -0.07393498079364291,
"shadowTotalReturn": 0.28623514312606013,
"avgForwardReturn1D": 0.0024046772229901468,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-12",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 115,
"5": 115,
"10": 115
},
"baselineAvgForwardReturns": {
"1": 0.0008558931637625823,
"5": 0.003998810933642118,
"10": 0.008054289031251294
}
},
{
"topN": 5,
"ticker": "EQIX",
"hitRates": {
"1": 0.5043478260869565,
"5": 0.5391304347826087,
"10": 0.5565217391304348
},
"hitRate1D": 0.5043478260869565,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7227977205292686,
"eligibleDays": 344,
"fitnessScore": 0.5608440212042926,
"lookbackDays": 45,
"returnLift1D": 0.0015487840592275644,
"hitRateLift1D": -0.010187057633973762,
"portfolioSize": 5,
"activationRate": 0.33430232558139533,
"activationCount": 115,
"baselineHitRates": {
"1": 0.5145348837209303,
"5": 0.5705882352941176,
"10": 0.5970149253731343
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3957915820806084,
"avgForwardReturns": {
"1": 0.0024046772229901468,
"5": 0.007476598851959983,
"10": 0.008046482350159022
},
"shadowMaxDrawdown": -0.07393498079364291,
"shadowTotalReturn": 0.28623514312606013,
"avgForwardReturn1D": 0.0024046772229901468,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-12",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 115,
"5": 115,
"10": 115
},
"baselineAvgForwardReturns": {
"1": 0.0008558931637625823,
"5": 0.003998810933642118,
"10": 0.008054289031251294
}
},
{
"topN": 3,
"ticker": "EQIX",
"hitRates": {
"1": 0.54,
"5": 0.6,
"10": 0.64
},
"hitRate1D": 0.54,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.6986071831233645,
"eligibleDays": 368,
"fitnessScore": 0.5349483154434767,
"lookbackDays": 21,
"returnLift1D": 0.001818791985798942,
"hitRateLift1D": 0.0264130434782609,
"portfolioSize": 3,
"activationRate": 0.2717391304347826,
"activationCount": 100,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.5521978021978022,
"10": 0.5654596100278552
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.464353702256834,
"avgForwardReturns": {
"1": 0.0023783901499059013,
"5": 0.010873150190671149,
"10": 0.011695325077821504
},
"shadowMaxDrawdown": -0.0769015590954969,
"shadowTotalReturn": 0.24205167719041043,
"avgForwardReturn1D": 0.0023783901499059013,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"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": 100,
"5": 100,
"10": 100
},
"baselineAvgForwardReturns": {
"1": 0.0005595981641069593,
"5": 0.0024394367167284935,
"10": 0.004942340344916041
}
},
{
"topN": 3,
"ticker": "EQIX",
"hitRates": {
"1": 0.51,
"5": 0.55,
"10": 0.57
},
"hitRate1D": 0.51,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.6418070156089357,
"eligibleDays": 344,
"fitnessScore": 0.4783074663326665,
"lookbackDays": 45,
"returnLift1D": 0.0013843851371110692,
"hitRateLift1D": -0.0045348837209302495,
"portfolioSize": 3,
"activationRate": 0.29069767441860467,
"activationCount": 100,
"baselineHitRates": {
"1": 0.5145348837209303,
"5": 0.5705882352941176,
"10": 0.5970149253731343
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2290959442351805,
"avgForwardReturns": {
"1": 0.0022402783008736516,
"5": 0.007257775878608496,
"10": 0.010702784353569002
},
"shadowMaxDrawdown": -0.06259935883453038,
"shadowTotalReturn": 0.2286718555630851,
"avgForwardReturn1D": 0.0022402783008736516,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20"
],
"horizonObservationCounts": {
"1": 100,
"5": 100,
"10": 100
},
"baselineAvgForwardReturns": {
"1": 0.0008558931637625823,
"5": 0.003998810933642118,
"10": 0.008054289031251294
}
},
{
"topN": 3,
"ticker": "EQIX",
"hitRates": {
"1": 0.5257731958762887,
"5": 0.5729166666666666,
"10": 0.6145833333333334
},
"hitRate1D": 0.5257731958762887,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5738350079307802,
"eligibleDays": 375,
"fitnessScore": 0.4154533738667343,
"lookbackDays": 14,
"returnLift1D": 0.00160761121646104,
"hitRateLift1D": 0.011106529209621963,
"portfolioSize": 3,
"activationRate": 0.25866666666666666,
"activationCount": 97,
"baselineHitRates": {
"1": 0.5146666666666667,
"5": 0.555256064690027,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9986254295532646,
"shadowSharpeLike": 0.9650726928038258,
"avgForwardReturns": {
"1": 0.0020853225291744435,
"5": 0.010780989059450503,
"10": 0.018956657428297403
},
"shadowMaxDrawdown": -0.08236904662103262,
"shadowTotalReturn": 0.18553169824465865,
"avgForwardReturn1D": 0.0020853225291744435,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-21",
"2025-04-24",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07"
],
"horizonObservationCounts": {
"1": 97,
"5": 96,
"10": 96
},
"baselineAvgForwardReturns": {
"1": 0.00047771131271340353,
"5": 0.002547339805221128,
"10": 0.0052032405348584445
}
},
{
"topN": 2,
"ticker": "EQIX",
"hitRates": {
"1": 0.5370370370370371,
"5": 0.6481481481481481,
"10": 0.7592592592592593
},
"hitRate1D": 0.5370370370370371,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.539465174822068,
"eligibleDays": 344,
"fitnessScore": 0.38480174593091193,
"lookbackDays": 45,
"returnLift1D": 0.001833633104789322,
"hitRateLift1D": 0.022502153316106832,
"portfolioSize": 2,
"activationRate": 0.1569767441860465,
"activationCount": 54,
"baselineHitRates": {
"1": 0.5145348837209303,
"5": 0.5705882352941176,
"10": 0.5970149253731343
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3802786341984443,
"avgForwardReturns": {
"1": 0.0026895262685519045,
"5": 0.015805527464272967,
"10": 0.028700581007759605
},
"shadowMaxDrawdown": -0.0441461242023069,
"shadowTotalReturn": 0.1483676095273203,
"avgForwardReturn1D": 0.0026895262685519045,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-02-10",
"2026-02-13",
"2026-02-17",
"2026-02-18",
"2026-02-19",
"2026-02-20",
"2026-02-23",
"2026-02-24",
"2026-02-25",
"2026-02-26"
],
"horizonObservationCounts": {
"1": 54,
"5": 54,
"10": 54
},
"baselineAvgForwardReturns": {
"1": 0.0008558931637625823,
"5": 0.003998810933642118,
"10": 0.008054289031251294
}
},
{
"topN": 4,
"ticker": "EQIX",
"hitRates": {
"1": 0.536,
"5": 0.56,
"10": 0.608
},
"hitRate1D": 0.536,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5375029943108472,
"eligibleDays": 368,
"fitnessScore": 0.38306473457128,
"lookbackDays": 21,
"returnLift1D": 0.0009600435352278343,
"hitRateLift1D": 0.022413043478260897,
"portfolioSize": 4,
"activationRate": 0.33967391304347827,
"activationCount": 125,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.5521978021978022,
"10": 0.5654596100278552
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6958268362103511,
"avgForwardReturns": {
"1": 0.0015196416993347936,
"5": 0.005249968383425411,
"10": 0.007463332573856086
},
"shadowMaxDrawdown": -0.17770037674822392,
"shadowTotalReturn": 0.16226130244535275,
"avgForwardReturn1D": 0.0015196416993347936,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-05",
"2025-03-06",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 125,
"5": 125,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.0005595981641069593,
"5": 0.0024394367167284935,
"10": 0.004942340344916041
}
},
{
"topN": 5,
"ticker": "EQIX",
"hitRates": {
"1": 0.536,
"5": 0.56,
"10": 0.608
},
"hitRate1D": 0.536,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5375029943108472,
"eligibleDays": 368,
"fitnessScore": 0.38306473457128,
"lookbackDays": 21,
"returnLift1D": 0.0009600435352278343,
"hitRateLift1D": 0.022413043478260897,
"portfolioSize": 5,
"activationRate": 0.33967391304347827,
"activationCount": 125,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.5521978021978022,
"10": 0.5654596100278552
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6958268362103511,
"avgForwardReturns": {
"1": 0.0015196416993347936,
"5": 0.005249968383425411,
"10": 0.007463332573856086
},
"shadowMaxDrawdown": -0.17770037674822392,
"shadowTotalReturn": 0.16226130244535275,
"avgForwardReturn1D": 0.0015196416993347936,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-05",
"2025-03-06",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 125,
"5": 125,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.0005595981641069593,
"5": 0.0024394367167284935,
"10": 0.004942340344916041
}
},
{
"topN": 2,
"ticker": "EQIX",
"hitRates": {
"1": 0.532258064516129,
"5": 0.5806451612903226,
"10": 0.7580645161290323
},
"hitRate1D": 0.532258064516129,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.4915870920455894,
"eligibleDays": 359,
"fitnessScore": 0.34259594223116546,
"lookbackDays": 30,
"returnLift1D": 0.0017497373349553982,
"hitRateLift1D": 0.022508760894959123,
"portfolioSize": 2,
"activationRate": 0.17270194986072424,
"activationCount": 62,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5549295774647888,
"10": 0.5714285714285714
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1537326505876233,
"avgForwardReturns": {
"1": 0.002266190318673263,
"5": 0.010642250525622456,
"10": 0.023183707328609957
},
"shadowMaxDrawdown": -0.0840792899920837,
"shadowTotalReturn": 0.13851838125446236,
"avgForwardReturn1D": 0.002266190318673263,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-08-25",
"2025-11-12",
"2025-11-13"
],
"horizonObservationCounts": {
"1": 62,
"5": 62,
"10": 62
},
"baselineAvgForwardReturns": {
"1": 0.0005164529837178649,
"5": 0.0024467165234842705,
"10": 0.005391443218959256
}
},
{
"topN": 2,
"ticker": "EQIX",
"hitRates": {
"1": 0.5087719298245614,
"5": 0.5789473684210527,
"10": 0.6491228070175439
},
"hitRate1D": 0.5087719298245614,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.40006647171955056,
"eligibleDays": 326,
"fitnessScore": 0.2608586069386105,
"lookbackDays": 63,
"returnLift1D": 0.000737628735120163,
"hitRateLift1D": -0.006565493488322027,
"portfolioSize": 2,
"activationRate": 0.17484662576687116,
"activationCount": 57,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5869565217391305,
"10": 0.6246056782334385
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9495906738486931,
"avgForwardReturns": {
"1": 0.0017409569391763256,
"5": 0.009378738897585068,
"10": 0.021577049379064885
},
"shadowMaxDrawdown": -0.0445836615868036,
"shadowTotalReturn": 0.09766994440861465,
"avgForwardReturn1D": 0.0017409569391763256,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-02-17",
"2026-02-18",
"2026-02-25",
"2026-02-26",
"2026-02-27",
"2026-03-02",
"2026-03-03",
"2026-03-04",
"2026-03-05",
"2026-03-06"
],
"horizonObservationCounts": {
"1": 57,
"5": 57,
"10": 57
},
"baselineAvgForwardReturns": {
"1": 0.0010033282040561625,
"5": 0.005499965817281965,
"10": 0.011081260802171955
}
},
{
"topN": 2,
"ticker": "EQIX",
"hitRates": {
"1": 0.48484848484848486,
"5": 0.5538461538461539,
"10": 0.6615384615384615
},
"hitRate1D": 0.48484848484848486,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3546627409297288,
"eligibleDays": 375,
"fitnessScore": 0.21830673498792347,
"lookbackDays": 14,
"returnLift1D": 0.001456203511291637,
"hitRateLift1D": -0.029818181818181855,
"portfolioSize": 2,
"activationRate": 0.176,
"activationCount": 66,
"baselineHitRates": {
"1": 0.5146666666666667,
"5": 0.555256064690027,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9979797979797981,
"shadowSharpeLike": 0.6758143636352595,
"avgForwardReturns": {
"1": 0.0019339148240050405,
"5": 0.009002602761617703,
"10": 0.019108036807231023
},
"shadowMaxDrawdown": -0.08474948895374168,
"shadowTotalReturn": 0.11060674317405539,
"avgForwardReturn1D": 0.0019339148240050405,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-06-02",
"2025-06-04",
"2025-06-05",
"2025-06-06"
],
"horizonObservationCounts": {
"1": 66,
"5": 65,
"10": 65
},
"baselineAvgForwardReturns": {
"1": 0.00047771131271340353,
"5": 0.002547339805221128,
"10": 0.0052032405348584445
}
},
{
"topN": 2,
"ticker": "EQIX",
"hitRates": {
"1": 0.5072463768115942,
"5": 0.6376811594202898,
"10": 0.7246376811594203
},
"hitRate1D": 0.5072463768115942,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.35059144022231253,
"eligibleDays": 368,
"fitnessScore": 0.21438309371741726,
"lookbackDays": 21,
"returnLift1D": 0.0008891463220241016,
"hitRateLift1D": -0.0063405797101449,
"portfolioSize": 2,
"activationRate": 0.1875,
"activationCount": 69,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.5521978021978022,
"10": 0.5654596100278552
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7023641850857815,
"avgForwardReturns": {
"1": 0.0014487444861310608,
"5": 0.012732642869996346,
"10": 0.02015957096249202
},
"shadowMaxDrawdown": -0.09517731225075876,
"shadowTotalReturn": 0.08324204710513716,
"avgForwardReturn1D": 0.0014487444861310608,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-07",
"2025-05-09",
"2025-05-12",
"2025-07-28",
"2025-08-06"
],
"horizonObservationCounts": {
"1": 69,
"5": 69,
"10": 69
},
"baselineAvgForwardReturns": {
"1": 0.0005595981641069593,
"5": 0.0024394367167284935,
"10": 0.004942340344916041
}
},
{
"topN": 3,
"ticker": "EQIX",
"hitRates": {
"1": 0.5056179775280899,
"5": 0.550561797752809,
"10": 0.651685393258427
},
"hitRate1D": 0.5056179775280899,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.30074998800765407,
"eligibleDays": 359,
"fitnessScore": 0.16437961246447658,
"lookbackDays": 30,
"returnLift1D": 0.00025443119041774467,
"hitRateLift1D": -0.004131326093079979,
"portfolioSize": 3,
"activationRate": 0.2479108635097493,
"activationCount": 89,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5549295774647888,
"10": 0.5714285714285714
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.40421032515361516,
"avgForwardReturns": {
"1": 0.0007708841741356096,
"5": 0.008268063041944907,
"10": 0.017063314212347476
},
"shadowMaxDrawdown": -0.13407894193851533,
"shadowTotalReturn": 0.04939332658995932,
"avgForwardReturn1D": 0.0007708841741356096,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-06-06"
],
"horizonObservationCounts": {
"1": 89,
"5": 89,
"10": 89
},
"baselineAvgForwardReturns": {
"1": 0.0005164529837178649,
"5": 0.0024467165234842705,
"10": 0.005391443218959256
}
},
{
"topN": 4,
"ticker": "EQIX",
"hitRates": {
"1": 0.5,
"5": 0.5306122448979592,
"10": 0.5612244897959183
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.24900311754300783,
"eligibleDays": 326,
"fitnessScore": 0.10713406153604826,
"lookbackDays": 63,
"returnLift1D": -0.0007694515418116151,
"hitRateLift1D": -0.015337423312883458,
"portfolioSize": 4,
"activationRate": 0.3006134969325153,
"activationCount": 98,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5869565217391305,
"10": 0.6246056782334385
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.08501578975366307,
"avgForwardReturns": {
"1": 0.0002338766622445474,
"5": 0.0029291813630232515,
"10": 0.005978777503148337
},
"shadowMaxDrawdown": -0.12866912692672616,
"shadowTotalReturn": 0.002783120245104964,
"avgForwardReturn1D": 0.0002338766622445474,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-09",
"2025-06-25",
"2025-10-31",
"2025-11-05",
"2025-11-07",
"2026-02-13",
"2026-02-17",
"2026-02-18",
"2026-02-19"
],
"horizonObservationCounts": {
"1": 98,
"5": 98,
"10": 98
},
"baselineAvgForwardReturns": {
"1": 0.0010033282040561625,
"5": 0.005499965817281965,
"10": 0.011081260802171955
}
},
{
"topN": 5,
"ticker": "EQIX",
"hitRates": {
"1": 0.5,
"5": 0.5306122448979592,
"10": 0.5612244897959183
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.24900311754300783,
"eligibleDays": 326,
"fitnessScore": 0.10713406153604826,
"lookbackDays": 63,
"returnLift1D": -0.0007694515418116151,
"hitRateLift1D": -0.015337423312883458,
"portfolioSize": 5,
"activationRate": 0.3006134969325153,
"activationCount": 98,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5869565217391305,
"10": 0.6246056782334385
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.08501578975366307,
"avgForwardReturns": {
"1": 0.0002338766622445474,
"5": 0.0029291813630232515,
"10": 0.005978777503148337
},
"shadowMaxDrawdown": -0.12866912692672616,
"shadowTotalReturn": 0.002783120245104964,
"avgForwardReturn1D": 0.0002338766622445474,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-09",
"2025-06-25",
"2025-10-31",
"2025-11-05",
"2025-11-07",
"2026-02-13",
"2026-02-17",
"2026-02-18",
"2026-02-19"
],
"horizonObservationCounts": {
"1": 98,
"5": 98,
"10": 98
},
"baselineAvgForwardReturns": {
"1": 0.0010033282040561625,
"5": 0.005499965817281965,
"10": 0.011081260802171955
}
},
{
"topN": 4,
"ticker": "EQIX",
"hitRates": {
"1": 0.5126050420168067,
"5": 0.5462184873949579,
"10": 0.6218487394957983
},
"hitRate1D": 0.5126050420168067,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.22019762942662754,
"eligibleDays": 359,
"fitnessScore": 0.0718066872760781,
"lookbackDays": 30,
"returnLift1D": -0.0004601085903715365,
"hitRateLift1D": 0.0028557383956367977,
"portfolioSize": 4,
"activationRate": 0.33147632311977715,
"activationCount": 119,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5549295774647888,
"10": 0.5714285714285714
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.060514993395517275,
"avgForwardReturns": {
"1": 0.000056344393346328384,
"5": 0.007364869301757832,
"10": 0.01652058480576014
},
"shadowMaxDrawdown": -0.21063820791156218,
"shadowTotalReturn": -0.02349251836414934,
"avgForwardReturn1D": 0.000056344393346328384,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 119,
"5": 119,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.0005164529837178649,
"5": 0.0024467165234842705,
"10": 0.005391443218959256
}
},
{
"topN": 5,
"ticker": "EQIX",
"hitRates": {
"1": 0.5126050420168067,
"5": 0.5462184873949579,
"10": 0.6218487394957983
},
"hitRate1D": 0.5126050420168067,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.22019762942662754,
"eligibleDays": 359,
"fitnessScore": 0.0718066872760781,
"lookbackDays": 30,
"returnLift1D": -0.0004601085903715365,
"hitRateLift1D": 0.0028557383956367977,
"portfolioSize": 5,
"activationRate": 0.33147632311977715,
"activationCount": 119,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5549295774647888,
"10": 0.5714285714285714
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.060514993395517275,
"avgForwardReturns": {
"1": 0.000056344393346328384,
"5": 0.007364869301757832,
"10": 0.01652058480576014
},
"shadowMaxDrawdown": -0.21063820791156218,
"shadowTotalReturn": -0.02349251836414934,
"avgForwardReturn1D": 0.000056344393346328384,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 119,
"5": 119,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.0005164529837178649,
"5": 0.0024467165234842705,
"10": 0.005391443218959256
}
},
{
"topN": 3,
"ticker": "EQIX",
"hitRates": {
"1": 0.47126436781609193,
"5": 0.5402298850574713,
"10": 0.5747126436781609
},
"hitRate1D": 0.47126436781609193,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.17837011796223629,
"eligibleDays": 326,
"fitnessScore": 0.013965549029977778,
"lookbackDays": 63,
"returnLift1D": -0.0010289708077440593,
"hitRateLift1D": -0.044073055496791524,
"portfolioSize": 3,
"activationRate": 0.2668711656441718,
"activationCount": 87,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5869565217391305,
"10": 0.6246056782334385
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.04380390541766596,
"avgForwardReturns": {
"1": -0.00002564260368789666,
"5": 0.0030173180206977735,
"10": 0.008175780761088273
},
"shadowMaxDrawdown": -0.13540666213505526,
"shadowTotalReturn": -0.01782566153218046,
"avgForwardReturn1D": -0.00002564260368789666,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-06-25",
"2026-02-13",
"2026-02-17",
"2026-02-18",
"2026-02-24",
"2026-02-25",
"2026-02-26",
"2026-02-27",
"2026-03-02"
],
"horizonObservationCounts": {
"1": 87,
"5": 87,
"10": 87
},
"baselineAvgForwardReturns": {
"1": 0.0010033282040561625,
"5": 0.005499965817281965,
"10": 0.011081260802171955
}
}
],
"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": 0.7575084134839752,
"fitnessScore": 0.6005948784317,
"lookbackDays": 14,
"returnLift1D": 0.001698852489850187,
"activationRate": 0.33866666666666667,
"activationCount": 127,
"sampleConfidence": 0.9979002624671917,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.26939189918318807,
"avgForwardReturn1D": 0.0021765638025635905
},
{
"comboQuality": 0.6986071831233645,
"fitnessScore": 0.5349483154434767,
"lookbackDays": 21,
"returnLift1D": 0.001818791985798942,
"activationRate": 0.2717391304347826,
"activationCount": 100,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.24205167719041043,
"avgForwardReturn1D": 0.0023783901499059013
},
{
"comboQuality": 0.4915870920455894,
"fitnessScore": 0.34259594223116546,
"lookbackDays": 30,
"returnLift1D": 0.0017497373349553982,
"activationRate": 0.17270194986072424,
"activationCount": 62,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.13851838125446236,
"avgForwardReturn1D": 0.002266190318673263
},
{
"comboQuality": 0.7227977205292686,
"fitnessScore": 0.5608440212042926,
"lookbackDays": 45,
"returnLift1D": 0.0015487840592275644,
"activationRate": 0.33430232558139533,
"activationCount": 115,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.28623514312606013,
"avgForwardReturn1D": 0.0024046772229901468
},
{
"comboQuality": 0.40006647171955056,
"fitnessScore": 0.2608586069386105,
"lookbackDays": 63,
"returnLift1D": 0.000737628735120163,
"activationRate": 0.17484662576687116,
"activationCount": 57,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.09766994440861465,
"avgForwardReturn1D": 0.0017409569391763256
}
],
"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": "49f8c8ccea73d7ab3a31e7eb95e99ae4977dbb9f3b9aeee218563b86c68ff925",
"size": 13,
"members": [
"EQIX",
"SMH",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
TM