Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"KB"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "KB",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 4,
"ticker": "KB",
"hitRates": {
"1": 1,
"5": 0,
"10": 0
},
"hitRate1D": 1,
"comboQuality": 0.49542772858224243,
"eligibleDays": 352,
"fitnessScore": 0.3459762889920614,
"lookbackDays": 14,
"returnLift1D": 0.00005049056702218901,
"hitRateLift1D": 0.5,
"activationRate": 0.002840909090909091,
"activationCount": 1,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"sampleConfidence": 0.4396504054291551,
"shadowSharpeLike": 0.7556156736757337,
"avgForwardReturns": {
"1": 0.0053990610328638056,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.0004999999999999449,
"shadowTotalReturn": 0.004396611502347492,
"avgForwardReturn1D": 0.0053990610328638056,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-27"
],
"horizonObservationCounts": {
"1": 1,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.49542772858224243,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08148779493105084,
"bestRawFitnessScore": 0.3459762889920614,
"upperQuartileComboQuality": 0.08148779493105084
},
"algorithmFit": {
"label": "poor",
"score": 0.11751852918606201,
"rawScore": 0.19755503473628633,
"confidence": 0.18972952871523605,
"bestProfile": {
"topN": 4,
"lookbackDays": 14
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
4
],
"lookbackDays": [
14
]
},
"parameterStability": 0.35136904371883465,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "KB",
"hitRates": {
"1": 1,
"5": 0,
"10": 0
},
"hitRate1D": 1,
"comboQuality": 0.49542772858224243,
"eligibleDays": 352,
"fitnessScore": 0.3459762889920614,
"lookbackDays": 14,
"returnLift1D": 0.00005049056702218901,
"hitRateLift1D": 0.5,
"activationRate": 0.002840909090909091,
"activationCount": 1,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"sampleConfidence": 0.4396504054291551,
"shadowSharpeLike": 0.7556156736757337,
"avgForwardReturns": {
"1": 0.0053990610328638056,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.0004999999999999449,
"shadowTotalReturn": 0.004396611502347492,
"avgForwardReturn1D": 0.0053990610328638056,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-27"
],
"horizonObservationCounts": {
"1": 1,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 5,
"ticker": "KB",
"hitRates": {
"1": 1,
"5": 0,
"10": 0
},
"hitRate1D": 1,
"comboQuality": 0.49542772858224243,
"eligibleDays": 352,
"fitnessScore": 0.3459762889920614,
"lookbackDays": 14,
"returnLift1D": 0.00005049056702218901,
"hitRateLift1D": 0.5,
"activationRate": 0.002840909090909091,
"activationCount": 1,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"sampleConfidence": 0.4396504054291551,
"shadowSharpeLike": 0.7556156736757337,
"avgForwardReturns": {
"1": 0.0053990610328638056,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.0004999999999999449,
"shadowTotalReturn": 0.004396611502347492,
"avgForwardReturn1D": 0.0053990610328638056,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-27"
],
"horizonObservationCounts": {
"1": 1,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 2,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 352,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 14,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 3,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 352,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 14,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 2,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 339,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 21,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 3,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 339,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 21,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 4,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 339,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 21,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 5,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 339,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 21,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 2,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 330,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 30,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 3,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 330,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 30,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 4,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 330,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 30,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 5,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 330,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 30,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 2,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 315,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 45,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 3,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 315,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 45,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 4,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 315,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 45,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 5,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 315,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 45,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 2,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 297,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 63,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 3,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 297,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 63,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 4,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 297,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 63,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
},
{
"topN": 5,
"ticker": "KB",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08148779493105084,
"eligibleDays": 297,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 63,
"returnLift1D": -0.0053485704658416166,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.5,
"10": 0.6
},
"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": 0.0053485704658416166,
"5": 0.006632499240763934,
"10": 0.012525185814487161
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 4,
"comboQuality": 0.49542772858224243,
"fitnessScore": 0.3459762889920614,
"lookbackDays": 14,
"returnLift1D": 0.00005049056702218901,
"activationRate": 0.002840909090909091,
"activationCount": 1,
"sampleConfidence": 0.4396504054291551,
"shadowTotalReturn": 0.004396611502347492,
"avgForwardReturn1D": 0.0053990610328638056
},
{
"bestTopN": 2,
"comboQuality": 0.08148779493105084,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 21,
"returnLift1D": -0.0053485704658416166,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08148779493105084,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 30,
"returnLift1D": -0.0053485704658416166,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08148779493105084,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 45,
"returnLift1D": -0.0053485704658416166,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08148779493105084,
"fitnessScore": -0.18290642658579834,
"lookbackDays": 63,
"returnLift1D": -0.0053485704658416166,
"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": "624f5ade328aef92fc9cc06f53b44704cf40ba3bcd8bcc85ad0694ed94822e6d",
"size": 13,
"members": [
"KB",
"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",
"KB"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "KB",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "KB",
"hitRates": {
"1": 0.5898876404494382,
"5": 0.5804597701149425,
"10": 0.5562130177514792
},
"hitRate1D": 0.5898876404494382,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8895786691720317,
"eligibleDays": 368,
"fitnessScore": 0.8090178155219255,
"lookbackDays": 21,
"returnLift1D": 0.00028516807523485364,
"hitRateLift1D": 0.05184416218856869,
"portfolioSize": 4,
"activationRate": 0.483695652173913,
"activationCount": 178,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.5631868131868132,
"10": 0.5654596100278552
},
"sampleConfidence": 0.9951310861423222,
"shadowSharpeLike": 1.037211718252447,
"avgForwardReturns": {
"1": 0.0024972094402130568,
"5": 0.010317928257492597,
"10": 0.02031846657259018
},
"shadowMaxDrawdown": -0.26872197641249795,
"shadowTotalReturn": 0.4445476267103785,
"avgForwardReturn1D": 0.0024972094402130568,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-03-17",
"2025-03-18",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 178,
"5": 174,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.002212041364978203,
"5": 0.011018859751961438,
"10": 0.023378188983173002
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.8895786691720317,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.7058588177628098,
"bestRawFitnessScore": 0.8090178155219255,
"upperQuartileComboQuality": 0.7879113301568399
},
"algorithmFit": {
"label": "good",
"score": 0.7093801427630121,
"rawScore": 0.7322265136202529,
"confidence": 0.9375975318230845,
"bestProfile": {
"lookbackDays": 21,
"portfolioSize": 4
},
"profileBreadth": 0.6498288548689489,
"recommendedRegion": {
"lookbackDays": [
21,
30,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.5973417680005716,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "KB",
"hitRates": {
"1": 0.5898876404494382,
"5": 0.5804597701149425,
"10": 0.5562130177514792
},
"hitRate1D": 0.5898876404494382,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8895786691720317,
"eligibleDays": 368,
"fitnessScore": 0.8090178155219255,
"lookbackDays": 21,
"returnLift1D": 0.00028516807523485364,
"hitRateLift1D": 0.05184416218856869,
"portfolioSize": 4,
"activationRate": 0.483695652173913,
"activationCount": 178,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.5631868131868132,
"10": 0.5654596100278552
},
"sampleConfidence": 0.9951310861423222,
"shadowSharpeLike": 1.037211718252447,
"avgForwardReturns": {
"1": 0.0024972094402130568,
"5": 0.010317928257492597,
"10": 0.02031846657259018
},
"shadowMaxDrawdown": -0.26872197641249795,
"shadowTotalReturn": 0.4445476267103785,
"avgForwardReturn1D": 0.0024972094402130568,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-03-17",
"2025-03-18",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 178,
"5": 174,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.002212041364978203,
"5": 0.011018859751961438,
"10": 0.023378188983173002
}
},
{
"topN": 5,
"ticker": "KB",
"hitRates": {
"1": 0.5898876404494382,
"5": 0.5804597701149425,
"10": 0.5562130177514792
},
"hitRate1D": 0.5898876404494382,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8895786691720317,
"eligibleDays": 368,
"fitnessScore": 0.8090178155219255,
"lookbackDays": 21,
"returnLift1D": 0.00028516807523485364,
"hitRateLift1D": 0.05184416218856869,
"portfolioSize": 5,
"activationRate": 0.483695652173913,
"activationCount": 178,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.5631868131868132,
"10": 0.5654596100278552
},
"sampleConfidence": 0.9951310861423222,
"shadowSharpeLike": 1.037211718252447,
"avgForwardReturns": {
"1": 0.0024972094402130568,
"5": 0.010317928257492597,
"10": 0.02031846657259018
},
"shadowMaxDrawdown": -0.26872197641249795,
"shadowTotalReturn": 0.4445476267103785,
"avgForwardReturn1D": 0.0024972094402130568,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-03-17",
"2025-03-18",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 178,
"5": 174,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.002212041364978203,
"5": 0.011018859751961438,
"10": 0.023378188983173002
}
},
{
"topN": 2,
"ticker": "KB",
"hitRates": {
"1": 0.5887096774193549,
"5": 0.5916666666666667,
"10": 0.6434782608695652
},
"hitRate1D": 0.5887096774193549,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.859698686113525,
"eligibleDays": 359,
"fitnessScore": 0.7488137144135486,
"lookbackDays": 30,
"returnLift1D": 0.0006653642365866031,
"hitRateLift1D": 0.04274867463383958,
"portfolioSize": 2,
"activationRate": 0.34540389972144847,
"activationCount": 124,
"baselineHitRates": {
"1": 0.5459610027855153,
"5": 0.571830985915493,
"10": 0.58
},
"sampleConfidence": 0.9930107526881721,
"shadowSharpeLike": 1.1781523205453261,
"avgForwardReturns": {
"1": 0.003182293077447038,
"5": 0.0117830848257742,
"10": 0.028629343131943808
},
"shadowMaxDrawdown": -0.1976553182246329,
"shadowTotalReturn": 0.41422821138148547,
"avgForwardReturn1D": 0.003182293077447038,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 124,
"5": 120,
"10": 115
},
"baselineAvgForwardReturns": {
"1": 0.002516928840860435,
"5": 0.012041145249027902,
"10": 0.024922833252018307
}
},
{
"topN": 3,
"ticker": "KB",
"hitRates": {
"1": 0.5757575757575758,
"5": 0.5900621118012422,
"10": 0.5897435897435898
},
"hitRate1D": 0.5757575757575758,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7935084581621603,
"eligibleDays": 344,
"fitnessScore": 0.646165044401617,
"lookbackDays": 45,
"returnLift1D": -0.0006533862903759938,
"hitRateLift1D": 0.01761804087385488,
"portfolioSize": 3,
"activationRate": 0.4796511627906977,
"activationCount": 165,
"baselineHitRates": {
"1": 0.5581395348837209,
"5": 0.5852941176470589,
"10": 0.5880597014925373
},
"sampleConfidence": 0.9947474747474748,
"shadowSharpeLike": 0.8941546959909922,
"avgForwardReturns": {
"1": 0.0020651232957471562,
"5": 0.010243724933771542,
"10": 0.02395154083462285
},
"shadowMaxDrawdown": -0.251386081590139,
"shadowTotalReturn": 0.32112208159212163,
"avgForwardReturn1D": 0.0020651232957471562,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 165,
"5": 161,
"10": 156
},
"baselineAvgForwardReturns": {
"1": 0.00271850958612315,
"5": 0.013284869972452498,
"10": 0.026814953961141134
}
},
{
"topN": 4,
"ticker": "KB",
"hitRates": {
"1": 0.5458937198067633,
"5": 0.5756097560975609,
"10": 0.56
},
"hitRate1D": 0.5458937198067633,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7879113301568399,
"eligibleDays": 326,
"fitnessScore": 0.6387238457706681,
"lookbackDays": 63,
"returnLift1D": -0.0013391109026969444,
"hitRateLift1D": -0.012388488782193785,
"portfolioSize": 4,
"activationRate": 0.6349693251533742,
"activationCount": 207,
"baselineHitRates": {
"1": 0.558282208588957,
"5": 0.593167701863354,
"10": 0.5993690851735016
},
"sampleConfidence": 0.9971014492753624,
"shadowSharpeLike": 0.7713492699671685,
"avgForwardReturns": {
"1": 0.0015837616608227253,
"5": 0.010458514953247925,
"10": 0.0210735602990205
},
"shadowMaxDrawdown": -0.23447722861009845,
"shadowTotalReturn": 0.2833055852805042,
"avgForwardReturn1D": 0.0015837616608227253,
"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": 207,
"5": 205,
"10": 200
},
"baselineAvgForwardReturns": {
"1": 0.0029228725635196697,
"5": 0.014967846507979549,
"10": 0.02982676204956898
}
},
{
"topN": 5,
"ticker": "KB",
"hitRates": {
"1": 0.5458937198067633,
"5": 0.5756097560975609,
"10": 0.56
},
"hitRate1D": 0.5458937198067633,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7879113301568399,
"eligibleDays": 326,
"fitnessScore": 0.6387238457706681,
"lookbackDays": 63,
"returnLift1D": -0.0013391109026969444,
"hitRateLift1D": -0.012388488782193785,
"portfolioSize": 5,
"activationRate": 0.6349693251533742,
"activationCount": 207,
"baselineHitRates": {
"1": 0.558282208588957,
"5": 0.593167701863354,
"10": 0.5993690851735016
},
"sampleConfidence": 0.9971014492753624,
"shadowSharpeLike": 0.7713492699671685,
"avgForwardReturns": {
"1": 0.0015837616608227253,
"5": 0.010458514953247925,
"10": 0.0210735602990205
},
"shadowMaxDrawdown": -0.23447722861009845,
"shadowTotalReturn": 0.2833055852805042,
"avgForwardReturn1D": 0.0015837616608227253,
"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": 207,
"5": 205,
"10": 200
},
"baselineAvgForwardReturns": {
"1": 0.0029228725635196697,
"5": 0.014967846507979549,
"10": 0.02982676204956898
}
},
{
"topN": 3,
"ticker": "KB",
"hitRates": {
"1": 0.56,
"5": 0.5684931506849316,
"10": 0.6028368794326241
},
"hitRate1D": 0.56,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7877579127375981,
"eligibleDays": 359,
"fitnessScore": 0.6385219218406207,
"lookbackDays": 30,
"returnLift1D": -0.00012946878978414888,
"hitRateLift1D": 0.01403899721448476,
"portfolioSize": 3,
"activationRate": 0.4178272980501393,
"activationCount": 150,
"baselineHitRates": {
"1": 0.5459610027855153,
"5": 0.571830985915493,
"10": 0.58
},
"sampleConfidence": 0.9942222222222222,
"shadowSharpeLike": 0.9661220598877044,
"avgForwardReturns": {
"1": 0.002387460051076286,
"5": 0.0103169018067701,
"10": 0.026955705487271997
},
"shadowMaxDrawdown": -0.2283049374119328,
"shadowTotalReturn": 0.3456878058879964,
"avgForwardReturn1D": 0.002387460051076286,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 150,
"5": 146,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.002516928840860435,
"5": 0.012041145249027902,
"10": 0.024922833252018307
}
},
{
"topN": 4,
"ticker": "KB",
"hitRates": {
"1": 0.56353591160221,
"5": 0.5932203389830508,
"10": 0.5872093023255814
},
"hitRate1D": 0.56353591160221,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7481386880941566,
"eligibleDays": 344,
"fitnessScore": 0.5895161529738738,
"lookbackDays": 45,
"returnLift1D": -0.0009889167323709049,
"hitRateLift1D": 0.0053963767184890266,
"portfolioSize": 4,
"activationRate": 0.5261627906976745,
"activationCount": 181,
"baselineHitRates": {
"1": 0.5581395348837209,
"5": 0.5852941176470589,
"10": 0.5880597014925373
},
"sampleConfidence": 0.9952117863720075,
"shadowSharpeLike": 0.8000801703081023,
"avgForwardReturns": {
"1": 0.0017295928537522452,
"5": 0.011767377931683299,
"10": 0.025129960586702686
},
"shadowMaxDrawdown": -0.2821289617267565,
"shadowTotalReturn": 0.2821720650618771,
"avgForwardReturn1D": 0.0017295928537522452,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 181,
"5": 177,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.00271850958612315,
"5": 0.013284869972452498,
"10": 0.026814953961141134
}
},
{
"topN": 5,
"ticker": "KB",
"hitRates": {
"1": 0.56353591160221,
"5": 0.5932203389830508,
"10": 0.5872093023255814
},
"hitRate1D": 0.56353591160221,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7481386880941566,
"eligibleDays": 344,
"fitnessScore": 0.5895161529738738,
"lookbackDays": 45,
"returnLift1D": -0.0009889167323709049,
"hitRateLift1D": 0.0053963767184890266,
"portfolioSize": 5,
"activationRate": 0.5261627906976745,
"activationCount": 181,
"baselineHitRates": {
"1": 0.5581395348837209,
"5": 0.5852941176470589,
"10": 0.5880597014925373
},
"sampleConfidence": 0.9952117863720075,
"shadowSharpeLike": 0.8000801703081023,
"avgForwardReturns": {
"1": 0.0017295928537522452,
"5": 0.011767377931683299,
"10": 0.025129960586702686
},
"shadowMaxDrawdown": -0.2821289617267565,
"shadowTotalReturn": 0.2821720650618771,
"avgForwardReturn1D": 0.0017295928537522452,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 181,
"5": 177,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.00271850958612315,
"5": 0.013284869972452498,
"10": 0.026814953961141134
}
},
{
"topN": 3,
"ticker": "KB",
"hitRates": {
"1": 0.5866666666666667,
"5": 0.5821917808219178,
"10": 0.6028368794326241
},
"hitRate1D": 0.5866666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7088910129204449,
"eligibleDays": 368,
"fitnessScore": 0.5458008958796409,
"lookbackDays": 21,
"returnLift1D": -0.00027606051084178886,
"hitRateLift1D": 0.04862318840579716,
"portfolioSize": 3,
"activationRate": 0.4076086956521739,
"activationCount": 150,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.5631868131868132,
"10": 0.5654596100278552
},
"sampleConfidence": 0.9942222222222222,
"shadowSharpeLike": 0.7004649513581348,
"avgForwardReturns": {
"1": 0.0019359808541364143,
"5": 0.008609931183663055,
"10": 0.02336252626117004
},
"shadowMaxDrawdown": -0.23493054321237905,
"shadowTotalReturn": 0.24839925090030723,
"avgForwardReturn1D": 0.0019359808541364143,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-03-25",
"2025-03-26",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 150,
"5": 146,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.002212041364978203,
"5": 0.011018859751961438,
"10": 0.023378188983173002
}
},
{
"topN": 4,
"ticker": "KB",
"hitRates": {
"1": 0.5588235294117647,
"5": 0.5662650602409639,
"10": 0.5838509316770186
},
"hitRate1D": 0.5588235294117647,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7028266226051747,
"eligibleDays": 359,
"fitnessScore": 0.5393747912349887,
"lookbackDays": 30,
"returnLift1D": -0.0007037965038121591,
"hitRateLift1D": 0.012862526626249426,
"portfolioSize": 4,
"activationRate": 0.4735376044568245,
"activationCount": 170,
"baselineHitRates": {
"1": 0.5459610027855153,
"5": 0.571830985915493,
"10": 0.58
},
"sampleConfidence": 0.9949019607843138,
"shadowSharpeLike": 0.7613685646859787,
"avgForwardReturns": {
"1": 0.0018131323370482759,
"5": 0.010884997305645414,
"10": 0.024662688808119452
},
"shadowMaxDrawdown": -0.28780601584689813,
"shadowTotalReturn": 0.26801145524401737,
"avgForwardReturn1D": 0.0018131323370482759,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-28",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 170,
"5": 166,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.002516928840860435,
"5": 0.012041145249027902,
"10": 0.024922833252018307
}
},
{
"topN": 5,
"ticker": "KB",
"hitRates": {
"1": 0.5588235294117647,
"5": 0.5662650602409639,
"10": 0.5838509316770186
},
"hitRate1D": 0.5588235294117647,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7028266226051747,
"eligibleDays": 359,
"fitnessScore": 0.5393747912349887,
"lookbackDays": 30,
"returnLift1D": -0.0007037965038121591,
"hitRateLift1D": 0.012862526626249426,
"portfolioSize": 5,
"activationRate": 0.4735376044568245,
"activationCount": 170,
"baselineHitRates": {
"1": 0.5459610027855153,
"5": 0.571830985915493,
"10": 0.58
},
"sampleConfidence": 0.9949019607843138,
"shadowSharpeLike": 0.7613685646859787,
"avgForwardReturns": {
"1": 0.0018131323370482759,
"5": 0.010884997305645414,
"10": 0.024662688808119452
},
"shadowMaxDrawdown": -0.28780601584689813,
"shadowTotalReturn": 0.26801145524401737,
"avgForwardReturn1D": 0.0018131323370482759,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-28",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 170,
"5": 166,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.002516928840860435,
"5": 0.012041145249027902,
"10": 0.024922833252018307
}
},
{
"topN": 2,
"ticker": "KB",
"hitRates": {
"1": 0.5701754385964912,
"5": 0.5636363636363636,
"10": 0.5523809523809524
},
"hitRate1D": 0.5701754385964912,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6309451241546952,
"eligibleDays": 375,
"fitnessScore": 0.46798017974019324,
"lookbackDays": 14,
"returnLift1D": 0.00024404458617319214,
"hitRateLift1D": 0.0315087719298246,
"portfolioSize": 2,
"activationRate": 0.304,
"activationCount": 114,
"baselineHitRates": {
"1": 0.5386666666666666,
"5": 0.5606469002695418,
"10": 0.5546448087431693
},
"sampleConfidence": 0.9923976608187135,
"shadowSharpeLike": 0.7366572867220186,
"avgForwardReturns": {
"1": 0.002377412751010794,
"5": 0.008757099567707285,
"10": 0.021173541597486044
},
"shadowMaxDrawdown": -0.22880835643961672,
"shadowTotalReturn": 0.23557066493462187,
"avgForwardReturn1D": 0.002377412751010794,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-30",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-27",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 114,
"5": 110,
"10": 105
},
"baselineAvgForwardReturns": {
"1": 0.002133368164837602,
"5": 0.010470718926734792,
"10": 0.02159093801245988
}
},
{
"topN": 2,
"ticker": "KB",
"hitRates": {
"1": 0.5467625899280576,
"5": 0.5683453237410072,
"10": 0.5323741007194245
},
"hitRate1D": 0.5467625899280576,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.5071496607479908,
"eligibleDays": 326,
"fitnessScore": 0.35629213033349605,
"lookbackDays": 63,
"returnLift1D": -0.0016478921964412127,
"hitRateLift1D": -0.011519618660899456,
"portfolioSize": 2,
"activationRate": 0.4263803680981595,
"activationCount": 139,
"baselineHitRates": {
"1": 0.558282208588957,
"5": 0.593167701863354,
"10": 0.5993690851735016
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5091316727511307,
"avgForwardReturns": {
"1": 0.001274980367078457,
"5": 0.006947935205968959,
"10": 0.018798342134340243
},
"shadowMaxDrawdown": -0.23296598768971744,
"shadowTotalReturn": 0.1335552218358984,
"avgForwardReturn1D": 0.001274980367078457,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-01",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15"
],
"horizonObservationCounts": {
"1": 139,
"5": 139,
"10": 139
},
"baselineAvgForwardReturns": {
"1": 0.0029228725635196697,
"5": 0.014967846507979549,
"10": 0.02982676204956898
}
},
{
"topN": 2,
"ticker": "KB",
"hitRates": {
"1": 0.5615384615384615,
"5": 0.6062992125984252,
"10": 0.5887096774193549
},
"hitRate1D": 0.5615384615384615,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.4826857330072708,
"eligibleDays": 344,
"fitnessScore": 0.33475735043020155,
"lookbackDays": 45,
"returnLift1D": -0.0012862664583237408,
"hitRateLift1D": 0.0033989266547406194,
"portfolioSize": 2,
"activationRate": 0.37790697674418605,
"activationCount": 130,
"baselineHitRates": {
"1": 0.5581395348837209,
"5": 0.5852941176470589,
"10": 0.5880597014925373
},
"sampleConfidence": 0.9953846153846154,
"shadowSharpeLike": 0.5432021014119476,
"avgForwardReturns": {
"1": 0.0014322431277994092,
"5": 0.009895045524717492,
"10": 0.022561353747516322
},
"shadowMaxDrawdown": -0.3119490996619819,
"shadowTotalReturn": 0.1449771464661167,
"avgForwardReturn1D": 0.0014322431277994092,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 130,
"5": 127,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.00271850958612315,
"5": 0.013284869972452498,
"10": 0.026814953961141134
}
},
{
"topN": 2,
"ticker": "KB",
"hitRates": {
"1": 0.5833333333333334,
"5": 0.6120689655172413,
"10": 0.5945945945945946
},
"hitRate1D": 0.5833333333333334,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.4294064553413488,
"eligibleDays": 368,
"fitnessScore": 0.28745989451861403,
"lookbackDays": 21,
"returnLift1D": -0.0009726691857099847,
"hitRateLift1D": 0.04528985507246386,
"portfolioSize": 2,
"activationRate": 0.32608695652173914,
"activationCount": 120,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.5631868131868132,
"10": 0.5654596100278552
},
"sampleConfidence": 0.9927777777777779,
"shadowSharpeLike": 0.381395027933147,
"avgForwardReturns": {
"1": 0.0012393721792682184,
"5": 0.0069007808570644025,
"10": 0.017374758026995608
},
"shadowMaxDrawdown": -0.2855558673573738,
"shadowTotalReturn": 0.09470197419877913,
"avgForwardReturn1D": 0.0012393721792682184,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-03-26",
"2025-04-02",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 120,
"5": 116,
"10": 111
},
"baselineAvgForwardReturns": {
"1": 0.002212041364978203,
"5": 0.011018859751961438,
"10": 0.023378188983173002
}
},
{
"topN": 3,
"ticker": "KB",
"hitRates": {
"1": 0.543010752688172,
"5": 0.5597826086956522,
"10": 0.5444444444444444
},
"hitRate1D": 0.543010752688172,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.34528168955467453,
"eligibleDays": 326,
"fitnessScore": 0.20923420837253118,
"lookbackDays": 63,
"returnLift1D": -0.0026053642822992185,
"hitRateLift1D": -0.015271455900785047,
"portfolioSize": 3,
"activationRate": 0.5705521472392638,
"activationCount": 186,
"baselineHitRates": {
"1": 0.558282208588957,
"5": 0.593167701863354,
"10": 0.5993690851735016
},
"sampleConfidence": 0.9971326164874552,
"shadowSharpeLike": 0.11054552069274776,
"avgForwardReturns": {
"1": 0.00031750828122045115,
"5": 0.007469208509043494,
"10": 0.01746252917036595
},
"shadowMaxDrawdown": -0.29646096024985413,
"shadowTotalReturn": -0.011221797232666253,
"avgForwardReturn1D": 0.00031750828122045115,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-05-01",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 186,
"5": 184,
"10": 180
},
"baselineAvgForwardReturns": {
"1": 0.0029228725635196697,
"5": 0.014967846507979549,
"10": 0.02982676204956898
}
},
{
"topN": 4,
"ticker": "KB",
"hitRates": {
"1": 0.5235294117647059,
"5": 0.5662650602409639,
"10": 0.5714285714285714
},
"hitRate1D": 0.5235294117647059,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.32091150286762515,
"eligibleDays": 375,
"fitnessScore": 0.18509106669941716,
"lookbackDays": 14,
"returnLift1D": -0.0013899970443651498,
"hitRateLift1D": -0.015137254901960717,
"portfolioSize": 4,
"activationRate": 0.4533333333333333,
"activationCount": 170,
"baselineHitRates": {
"1": 0.5386666666666666,
"5": 0.5606469002695418,
"10": 0.5546448087431693
},
"sampleConfidence": 0.9949019607843138,
"shadowSharpeLike": 0.2631108016083385,
"avgForwardReturns": {
"1": 0.0007433711204724522,
"5": 0.009359604391535046,
"10": 0.02426629867153275
},
"shadowMaxDrawdown": -0.35722136421095096,
"shadowTotalReturn": 0.05334697106129371,
"avgForwardReturn1D": 0.0007433711204724522,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-03-07",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 170,
"5": 166,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.002133368164837602,
"5": 0.010470718926734792,
"10": 0.02159093801245988
}
},
{
"topN": 5,
"ticker": "KB",
"hitRates": {
"1": 0.5235294117647059,
"5": 0.5662650602409639,
"10": 0.5714285714285714
},
"hitRate1D": 0.5235294117647059,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.32091150286762515,
"eligibleDays": 375,
"fitnessScore": 0.18509106669941716,
"lookbackDays": 14,
"returnLift1D": -0.0013899970443651498,
"hitRateLift1D": -0.015137254901960717,
"portfolioSize": 5,
"activationRate": 0.4533333333333333,
"activationCount": 170,
"baselineHitRates": {
"1": 0.5386666666666666,
"5": 0.5606469002695418,
"10": 0.5546448087431693
},
"sampleConfidence": 0.9949019607843138,
"shadowSharpeLike": 0.2631108016083385,
"avgForwardReturns": {
"1": 0.0007433711204724522,
"5": 0.009359604391535046,
"10": 0.02426629867153275
},
"shadowMaxDrawdown": -0.35722136421095096,
"shadowTotalReturn": 0.05334697106129371,
"avgForwardReturn1D": 0.0007433711204724522,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-03-07",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 170,
"5": 166,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.002133368164837602,
"5": 0.010470718926734792,
"10": 0.02159093801245988
}
},
{
"topN": 3,
"ticker": "KB",
"hitRates": {
"1": 0.5333333333333333,
"5": 0.5753424657534246,
"10": 0.5531914893617021
},
"hitRate1D": 0.5333333333333333,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.24147291949115182,
"eligibleDays": 375,
"fitnessScore": 0.09818334289199175,
"lookbackDays": 14,
"returnLift1D": -0.0017097466458323655,
"hitRateLift1D": -0.005333333333333301,
"portfolioSize": 3,
"activationRate": 0.4,
"activationCount": 150,
"baselineHitRates": {
"1": 0.5386666666666666,
"5": 0.5606469002695418,
"10": 0.5546448087431693
},
"sampleConfidence": 0.9942222222222222,
"shadowSharpeLike": 0.09910097990047588,
"avgForwardReturns": {
"1": 0.0004236215190052365,
"5": 0.0090642354181409,
"10": 0.022431666521367827
},
"shadowMaxDrawdown": -0.3430889960729705,
"shadowTotalReturn": -0.007879312890178625,
"avgForwardReturn1D": 0.0004236215190052365,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-29",
"2025-01-30",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 150,
"5": 146,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.002133368164837602,
"5": 0.010470718926734792,
"10": 0.02159093801245988
}
}
],
"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": 0.6309451241546952,
"fitnessScore": 0.46798017974019324,
"lookbackDays": 14,
"returnLift1D": 0.00024404458617319214,
"activationRate": 0.304,
"activationCount": 114,
"sampleConfidence": 0.9923976608187135,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.23557066493462187,
"avgForwardReturn1D": 0.002377412751010794
},
{
"comboQuality": 0.8895786691720317,
"fitnessScore": 0.8090178155219255,
"lookbackDays": 21,
"returnLift1D": 0.00028516807523485364,
"activationRate": 0.483695652173913,
"activationCount": 178,
"sampleConfidence": 0.9951310861423222,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.4445476267103785,
"avgForwardReturn1D": 0.0024972094402130568
},
{
"comboQuality": 0.859698686113525,
"fitnessScore": 0.7488137144135486,
"lookbackDays": 30,
"returnLift1D": 0.0006653642365866031,
"activationRate": 0.34540389972144847,
"activationCount": 124,
"sampleConfidence": 0.9930107526881721,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.41422821138148547,
"avgForwardReturn1D": 0.003182293077447038
},
{
"comboQuality": 0.7935084581621603,
"fitnessScore": 0.646165044401617,
"lookbackDays": 45,
"returnLift1D": -0.0006533862903759938,
"activationRate": 0.4796511627906977,
"activationCount": 165,
"sampleConfidence": 0.9947474747474748,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.32112208159212163,
"avgForwardReturn1D": 0.0020651232957471562
},
{
"comboQuality": 0.7879113301568399,
"fitnessScore": 0.6387238457706681,
"lookbackDays": 63,
"returnLift1D": -0.0013391109026969444,
"activationRate": 0.6349693251533742,
"activationCount": 207,
"sampleConfidence": 0.9971014492753624,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.2833055852805042,
"avgForwardReturn1D": 0.0015837616608227253
}
],
"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": "624f5ade328aef92fc9cc06f53b44704cf40ba3bcd8bcc85ad0694ed94822e6d",
"size": 13,
"members": [
"KB",
"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."
}