Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"OXY"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "OXY",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "OXY",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.25,
"10": 0
},
"hitRate1D": 0.5555555555555556,
"comboQuality": 0.15484532444917234,
"eligibleDays": 352,
"fitnessScore": -0.023360448273082524,
"lookbackDays": 14,
"returnLift1D": -0.0049774109066272445,
"hitRateLift1D": -0.0500782472613458,
"activationRate": 0.02556818181818182,
"activationCount": 9,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"sampleConfidence": 0.7300623273985765,
"shadowSharpeLike": -0.10891521094090138,
"avgForwardReturns": {
"1": -0.0013683363950302502,
"5": -0.03299237573841837,
"10": -0.12061884428255898
},
"shadowMaxDrawdown": -0.0974831172179973,
"shadowTotalReturn": -0.019560893657722844,
"avgForwardReturn1D": -0.0013683363950302502,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-02",
"2026-04-06",
"2026-04-07",
"2026-04-08",
"2026-07-20",
"2026-07-21",
"2026-07-22",
"2026-07-23",
"2026-07-24"
],
"horizonObservationCounts": {
"1": 9,
"5": 4,
"10": 2
},
"baselineAvgForwardReturns": {
"1": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.15484532444917234,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08271675204576243,
"bestRawFitnessScore": -0.023360448273082524,
"upperQuartileComboQuality": 0.08271675204576243
},
"algorithmFit": {
"label": "poor",
"score": 0.0665830446202542,
"rawScore": 0.0979093426530104,
"confidence": 0.36009583592494854,
"bestProfile": {
"topN": 2,
"lookbackDays": 14
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
14
]
},
"parameterStability": 0.10458327577944487,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "OXY",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.25,
"10": 0
},
"hitRate1D": 0.5555555555555556,
"comboQuality": 0.15484532444917234,
"eligibleDays": 352,
"fitnessScore": -0.023360448273082524,
"lookbackDays": 14,
"returnLift1D": -0.0049774109066272445,
"hitRateLift1D": -0.0500782472613458,
"activationRate": 0.02556818181818182,
"activationCount": 9,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"sampleConfidence": 0.7300623273985765,
"shadowSharpeLike": -0.10891521094090138,
"avgForwardReturns": {
"1": -0.0013683363950302502,
"5": -0.03299237573841837,
"10": -0.12061884428255898
},
"shadowMaxDrawdown": -0.0974831172179973,
"shadowTotalReturn": -0.019560893657722844,
"avgForwardReturn1D": -0.0013683363950302502,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-02",
"2026-04-06",
"2026-04-07",
"2026-04-08",
"2026-07-20",
"2026-07-21",
"2026-07-22",
"2026-07-23",
"2026-07-24"
],
"horizonObservationCounts": {
"1": 9,
"5": 4,
"10": 2
},
"baselineAvgForwardReturns": {
"1": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 5,
"ticker": "OXY",
"hitRates": {
"1": 0.47368421052631576,
"5": 0.45454545454545453,
"10": 0.2
},
"hitRate1D": 0.47368421052631576,
"comboQuality": 0.09515286438152161,
"eligibleDays": 352,
"fitnessScore": -0.14550189070205452,
"lookbackDays": 14,
"returnLift1D": -0.004811080048089436,
"hitRateLift1D": -0.13194959229058562,
"activationRate": 0.05397727272727273,
"activationCount": 19,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"sampleConfidence": 0.9088807065083527,
"shadowSharpeLike": -0.18094311053074366,
"avgForwardReturns": {
"1": -0.0012020055364924413,
"5": -0.013771994753556737,
"10": -0.05590991041477824
},
"shadowMaxDrawdown": -0.12945518277203805,
"shadowTotalReturn": -0.035029522293519855,
"avgForwardReturn1D": -0.0012020055364924413,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-02",
"2026-04-06",
"2026-04-07",
"2026-04-08",
"2026-05-18",
"2026-05-20",
"2026-05-21",
"2026-05-27",
"2026-05-28",
"2026-05-29"
],
"horizonObservationCounts": {
"1": 19,
"5": 11,
"10": 5
},
"baselineAvgForwardReturns": {
"1": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 2,
"ticker": "OXY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08271675204576243,
"eligibleDays": 330,
"fitnessScore": -0.1793187161801688,
"lookbackDays": 30,
"returnLift1D": -0.0036090745115969942,
"hitRateLift1D": -0.6056338028169014,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"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": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 2,
"ticker": "OXY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08271675204576243,
"eligibleDays": 315,
"fitnessScore": -0.1793187161801688,
"lookbackDays": 45,
"returnLift1D": -0.0036090745115969942,
"hitRateLift1D": -0.6056338028169014,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"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": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 3,
"ticker": "OXY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08271675204576243,
"eligibleDays": 315,
"fitnessScore": -0.1793187161801688,
"lookbackDays": 45,
"returnLift1D": -0.0036090745115969942,
"hitRateLift1D": -0.6056338028169014,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"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": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 4,
"ticker": "OXY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08271675204576243,
"eligibleDays": 315,
"fitnessScore": -0.1793187161801688,
"lookbackDays": 45,
"returnLift1D": -0.0036090745115969942,
"hitRateLift1D": -0.6056338028169014,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"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": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 5,
"ticker": "OXY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08271675204576243,
"eligibleDays": 315,
"fitnessScore": -0.1793187161801688,
"lookbackDays": 45,
"returnLift1D": -0.0036090745115969942,
"hitRateLift1D": -0.6056338028169014,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"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": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 2,
"ticker": "OXY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08271675204576243,
"eligibleDays": 297,
"fitnessScore": -0.1793187161801688,
"lookbackDays": 63,
"returnLift1D": -0.0036090745115969942,
"hitRateLift1D": -0.6056338028169014,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"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": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 3,
"ticker": "OXY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08271675204576243,
"eligibleDays": 297,
"fitnessScore": -0.1793187161801688,
"lookbackDays": 63,
"returnLift1D": -0.0036090745115969942,
"hitRateLift1D": -0.6056338028169014,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"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": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 4,
"ticker": "OXY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08271675204576243,
"eligibleDays": 297,
"fitnessScore": -0.1793187161801688,
"lookbackDays": 63,
"returnLift1D": -0.0036090745115969942,
"hitRateLift1D": -0.6056338028169014,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"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": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 5,
"ticker": "OXY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08271675204576243,
"eligibleDays": 297,
"fitnessScore": -0.1793187161801688,
"lookbackDays": 63,
"returnLift1D": -0.0036090745115969942,
"hitRateLift1D": -0.6056338028169014,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"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": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 4,
"ticker": "OXY",
"hitRates": {
"1": 0.4444444444444444,
"5": 0.5,
"10": 0.25
},
"hitRate1D": 0.4444444444444444,
"comboQuality": 0.08133576682928388,
"eligibleDays": 352,
"fitnessScore": -0.1833536644279609,
"lookbackDays": 14,
"returnLift1D": -0.004937679405894604,
"hitRateLift1D": -0.16118935837245696,
"activationRate": 0.05113636363636364,
"activationCount": 18,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"sampleConfidence": 0.8902943324463011,
"shadowSharpeLike": -0.18798274457823316,
"avgForwardReturns": {
"1": -0.0013286048942976099,
"5": -0.00901153167610862,
"10": -0.06812726211770248
},
"shadowMaxDrawdown": -0.130398829686467,
"shadowTotalReturn": -0.0360755240567634,
"avgForwardReturn1D": -0.0013286048942976099,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-02",
"2026-04-06",
"2026-04-07",
"2026-04-08",
"2026-05-18",
"2026-05-21",
"2026-05-27",
"2026-05-28",
"2026-05-29",
"2026-06-01"
],
"horizonObservationCounts": {
"1": 18,
"5": 10,
"10": 4
},
"baselineAvgForwardReturns": {
"1": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 3,
"ticker": "OXY",
"hitRates": {
"1": 0.3333333333333333,
"5": 0,
"10": 0
},
"hitRate1D": 0.3333333333333333,
"comboQuality": 0.06812630778760745,
"eligibleDays": 330,
"fitnessScore": -0.22548344313740415,
"lookbackDays": 30,
"returnLift1D": -0.009769091660458935,
"hitRateLift1D": -0.27230046948356806,
"activationRate": 0.00909090909090909,
"activationCount": 3,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"sampleConfidence": 0.5296807507080746,
"shadowSharpeLike": -0.5488513205092229,
"avgForwardReturns": {
"1": -0.00616001714886194,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.024178511845178274,
"shadowTotalReturn": -0.019765805374464263,
"avgForwardReturn1D": -0.00616001714886194,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-02",
"2026-06-03",
"2026-06-04"
],
"horizonObservationCounts": {
"1": 3,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 4,
"ticker": "OXY",
"hitRates": {
"1": 0.3333333333333333,
"5": 0,
"10": 0
},
"hitRate1D": 0.3333333333333333,
"comboQuality": 0.06812630778760745,
"eligibleDays": 330,
"fitnessScore": -0.22548344313740415,
"lookbackDays": 30,
"returnLift1D": -0.009769091660458935,
"hitRateLift1D": -0.27230046948356806,
"activationRate": 0.00909090909090909,
"activationCount": 3,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"sampleConfidence": 0.5296807507080746,
"shadowSharpeLike": -0.5488513205092229,
"avgForwardReturns": {
"1": -0.00616001714886194,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.024178511845178274,
"shadowTotalReturn": -0.019765805374464263,
"avgForwardReturn1D": -0.00616001714886194,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-02",
"2026-06-03",
"2026-06-04"
],
"horizonObservationCounts": {
"1": 3,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 2,
"ticker": "OXY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.051391765585203766,
"eligibleDays": 339,
"fitnessScore": -0.2914139461396699,
"lookbackDays": 21,
"returnLift1D": -0.0036090745115969942,
"hitRateLift1D": -0.6056338028169014,
"activationRate": 0.0029498525073746312,
"activationCount": 1,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"sampleConfidence": 0.37298373876248847,
"shadowSharpeLike": -1.22112133409034,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.000999749999999855,
"shadowTotalReturn": -0.000999749999999855,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-08"
],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 3,
"ticker": "OXY",
"hitRates": {
"1": 0.4375,
"5": 0.5,
"10": 0
},
"hitRate1D": 0.4375,
"comboQuality": 0.04872461821768846,
"eligibleDays": 352,
"fitnessScore": -0.30375621992211743,
"lookbackDays": 14,
"returnLift1D": -0.008207788898929713,
"hitRateLift1D": -0.16813380281690138,
"activationRate": 0.045454545454545456,
"activationCount": 16,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"sampleConfidence": 0.8544349550499538,
"shadowSharpeLike": -0.5614433177814384,
"avgForwardReturns": {
"1": -0.004598714387332718,
"5": -0.01185162095135428,
"10": -0.09094816879028118
},
"shadowMaxDrawdown": -0.15465931405279187,
"shadowTotalReturn": -0.08167361464744938,
"avgForwardReturn1D": -0.004598714387332718,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-02",
"2026-04-06",
"2026-04-07",
"2026-04-08",
"2026-05-21",
"2026-05-27",
"2026-05-28",
"2026-05-29",
"2026-06-02",
"2026-06-03"
],
"horizonObservationCounts": {
"1": 16,
"5": 8,
"10": 3
},
"baselineAvgForwardReturns": {
"1": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 5,
"ticker": "OXY",
"hitRates": {
"1": 0.25,
"5": 0,
"10": 0
},
"hitRate1D": 0.25,
"comboQuality": 0.04481622537395457,
"eligibleDays": 330,
"fitnessScore": -0.32305337192573463,
"lookbackDays": 30,
"returnLift1D": -0.01040782968356473,
"hitRateLift1D": -0.3556338028169014,
"activationRate": 0.012121212121212121,
"activationCount": 4,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"sampleConfidence": 0.5626341441916436,
"shadowSharpeLike": -0.7651588085930117,
"avgForwardReturns": {
"1": -0.006798755171967735,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.03268276609943266,
"shadowTotalReturn": -0.02830851622988173,
"avgForwardReturn1D": -0.006798755171967735,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-02",
"2026-06-03",
"2026-06-04",
"2026-06-05"
],
"horizonObservationCounts": {
"1": 4,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 4,
"ticker": "OXY",
"hitRates": {
"1": 0.3333333333333333,
"5": 0,
"10": 0
},
"hitRate1D": 0.3333333333333333,
"comboQuality": 0.041593417926791956,
"eligibleDays": 339,
"fitnessScore": -0.3402126359205332,
"lookbackDays": 21,
"returnLift1D": -0.009589169527671432,
"hitRateLift1D": -0.27230046948356806,
"activationRate": 0.02064896755162242,
"activationCount": 7,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"sampleConfidence": 0.7087177214038123,
"shadowSharpeLike": -1.1696649112677302,
"avgForwardReturns": {
"1": -0.005980095016074438,
"5": -0.044670541572822325,
"10": -0.018523005694822015
},
"shadowMaxDrawdown": -0.05127000271320303,
"shadowTotalReturn": -0.03853269900755041,
"avgForwardReturn1D": -0.005980095016074438,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-06-02",
"2026-06-05",
"2026-06-08"
],
"horizonObservationCounts": {
"1": 6,
"5": 4,
"10": 4
},
"baselineAvgForwardReturns": {
"1": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 3,
"ticker": "OXY",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.015742350742996205,
"eligibleDays": 339,
"fitnessScore": -0.5598172866790672,
"lookbackDays": 21,
"returnLift1D": -0.0189987816107199,
"hitRateLift1D": -0.6056338028169014,
"activationRate": 0.0058997050147492625,
"activationCount": 2,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"sampleConfidence": 0.5239252713092609,
"shadowSharpeLike": -0.9424482103905558,
"avgForwardReturns": {
"1": -0.015389707099122907,
"5": -0.05196094654972694,
"10": -0.03160681780572561
},
"shadowMaxDrawdown": -0.017365134578768093,
"shadowTotalReturn": -0.017365134578768093,
"avgForwardReturn1D": -0.015389707099122907,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-21",
"2026-06-08"
],
"horizonObservationCounts": {
"1": 1,
"5": 1,
"10": 1
},
"baselineAvgForwardReturns": {
"1": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
},
{
"topN": 5,
"ticker": "OXY",
"hitRates": {
"1": 0.2222222222222222,
"5": 0.3333333333333333,
"10": 0
},
"hitRate1D": 0.2222222222222222,
"comboQuality": 0.011729519556387224,
"eligibleDays": 339,
"fitnessScore": -0.6254464989764629,
"lookbackDays": 21,
"returnLift1D": -0.013973951791247994,
"hitRateLift1D": -0.38341158059467917,
"activationRate": 0.029498525073746312,
"activationCount": 10,
"baselineHitRates": {
"1": 0.6056338028169014,
"5": 0.7,
"10": 0.56
},
"sampleConfidence": 0.765575396319268,
"shadowSharpeLike": -1.7344628041050205,
"avgForwardReturns": {
"1": -0.010364877279651,
"5": -0.025282814591514362,
"10": -0.018523005694822015
},
"shadowMaxDrawdown": -0.10487533220167378,
"shadowTotalReturn": -0.09285771414303234,
"avgForwardReturn1D": -0.010364877279651,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-06-02",
"2026-06-04",
"2026-06-05",
"2026-06-08"
],
"horizonObservationCounts": {
"1": 9,
"5": 6,
"10": 4
},
"baselineAvgForwardReturns": {
"1": 0.0036090745115969942,
"5": 0.019165966247981184,
"10": 0.022943438457894594
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 2,
"comboQuality": 0.15484532444917234,
"fitnessScore": -0.023360448273082524,
"lookbackDays": 14,
"returnLift1D": -0.0049774109066272445,
"activationRate": 0.02556818181818182,
"activationCount": 9,
"sampleConfidence": 0.7300623273985765,
"shadowTotalReturn": -0.019560893657722844,
"avgForwardReturn1D": -0.0013683363950302502
},
{
"bestTopN": 2,
"comboQuality": 0.051391765585203766,
"fitnessScore": -0.2914139461396699,
"lookbackDays": 21,
"returnLift1D": -0.0036090745115969942,
"activationRate": 0.0029498525073746312,
"activationCount": 1,
"sampleConfidence": 0.37298373876248847,
"shadowTotalReturn": -0.000999749999999855,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08271675204576243,
"fitnessScore": -0.1793187161801688,
"lookbackDays": 30,
"returnLift1D": -0.0036090745115969942,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08271675204576243,
"fitnessScore": -0.1793187161801688,
"lookbackDays": 45,
"returnLift1D": -0.0036090745115969942,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08271675204576243,
"fitnessScore": -0.1793187161801688,
"lookbackDays": 63,
"returnLift1D": -0.0036090745115969942,
"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": "56f1b71a0de75b9dccbbc24971437356a6a2f5c82a548bb93fca8c5ccba9a309",
"size": 13,
"members": [
"OXY",
"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",
"OXY"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "OXY",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "OXY",
"hitRates": {
"1": 0.5398230088495575,
"5": 0.5398230088495575,
"10": 0.504424778761062
},
"hitRate1D": 0.5398230088495575,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.40078811985041507,
"eligibleDays": 359,
"fitnessScore": 0.26151988290060807,
"lookbackDays": 30,
"returnLift1D": 0.0002793803518640109,
"hitRateLift1D": 0.030073705228387593,
"portfolioSize": 4,
"activationRate": 0.3147632311977716,
"activationCount": 113,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5633802816901409,
"10": 0.56
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.3758701590695287,
"avgForwardReturns": {
"1": 0.0011609926853240712,
"5": -0.003477052675729316,
"10": -0.0028109891302094438
},
"shadowMaxDrawdown": -0.19320004953268632,
"shadowTotalReturn": 0.08488063935107437,
"avgForwardReturn1D": 0.0011609926853240712,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"2025-03-18",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 113,
"5": 113,
"10": 113
},
"baselineAvgForwardReturns": {
"1": 0.0008816123334600603,
"5": 0.003591564146614094,
"10": 0.006806226081344292
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.40078811985041507,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08028764201088394,
"bestRawFitnessScore": 0.26151988290060807,
"upperQuartileComboQuality": 0.23384181061736395
},
"algorithmFit": {
"label": "poor",
"score": 0.20475258623192727,
"rawScore": 0.21860712660223058,
"confidence": 0.8732471298109827,
"bestProfile": {
"lookbackDays": 30,
"portfolioSize": 4
},
"profileBreadth": 0,
"recommendedRegion": {
"lookbackDays": [
30
],
"portfolioSizes": [
4
]
},
"parameterStability": 0.3395669958298688,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "OXY",
"hitRates": {
"1": 0.5398230088495575,
"5": 0.5398230088495575,
"10": 0.504424778761062
},
"hitRate1D": 0.5398230088495575,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.40078811985041507,
"eligibleDays": 359,
"fitnessScore": 0.26151988290060807,
"lookbackDays": 30,
"returnLift1D": 0.0002793803518640109,
"hitRateLift1D": 0.030073705228387593,
"portfolioSize": 4,
"activationRate": 0.3147632311977716,
"activationCount": 113,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5633802816901409,
"10": 0.56
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.3758701590695287,
"avgForwardReturns": {
"1": 0.0011609926853240712,
"5": -0.003477052675729316,
"10": -0.0028109891302094438
},
"shadowMaxDrawdown": -0.19320004953268632,
"shadowTotalReturn": 0.08488063935107437,
"avgForwardReturn1D": 0.0011609926853240712,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"2025-03-18",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 113,
"5": 113,
"10": 113
},
"baselineAvgForwardReturns": {
"1": 0.0008816123334600603,
"5": 0.003591564146614094,
"10": 0.006806226081344292
}
},
{
"topN": 5,
"ticker": "OXY",
"hitRates": {
"1": 0.5398230088495575,
"5": 0.5398230088495575,
"10": 0.504424778761062
},
"hitRate1D": 0.5398230088495575,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.40078811985041507,
"eligibleDays": 359,
"fitnessScore": 0.26151988290060807,
"lookbackDays": 30,
"returnLift1D": 0.0002793803518640109,
"hitRateLift1D": 0.030073705228387593,
"portfolioSize": 5,
"activationRate": 0.3147632311977716,
"activationCount": 113,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5633802816901409,
"10": 0.56
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.3758701590695287,
"avgForwardReturns": {
"1": 0.0011609926853240712,
"5": -0.003477052675729316,
"10": -0.0028109891302094438
},
"shadowMaxDrawdown": -0.19320004953268632,
"shadowTotalReturn": 0.08488063935107437,
"avgForwardReturn1D": 0.0011609926853240712,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"2025-03-18",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 113,
"5": 113,
"10": 113
},
"baselineAvgForwardReturns": {
"1": 0.0008816123334600603,
"5": 0.003591564146614094,
"10": 0.006806226081344292
}
},
{
"topN": 2,
"ticker": "OXY",
"hitRates": {
"1": 0.576271186440678,
"5": 0.576271186440678,
"10": 0.5084745762711864
},
"hitRate1D": 0.576271186440678,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.33272713907860335,
"eligibleDays": 326,
"fitnessScore": 0.19690721462029873,
"lookbackDays": 63,
"returnLift1D": -0.000030410859985984147,
"hitRateLift1D": 0.06706873245294798,
"portfolioSize": 2,
"activationRate": 0.18098159509202455,
"activationCount": 59,
"baselineHitRates": {
"1": 0.50920245398773,
"5": 0.5745341614906833,
"10": 0.5772870662460567
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.2961319239612154,
"avgForwardReturns": {
"1": 0.0011654302939684035,
"5": 0.0008274065786282916,
"10": 0.009856895662389032
},
"shadowMaxDrawdown": -0.18795288193836612,
"shadowTotalReturn": 0.0467861046969531,
"avgForwardReturn1D": 0.0011654302939684035,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-29",
"2025-09-30",
"2026-02-23",
"2026-02-24",
"2026-02-25",
"2026-02-27"
],
"horizonObservationCounts": {
"1": 59,
"5": 59,
"10": 59
},
"baselineAvgForwardReturns": {
"1": 0.0011958411539543877,
"5": 0.007022522619248751,
"10": 0.014133264072368035
}
},
{
"topN": 4,
"ticker": "OXY",
"hitRates": {
"1": 0.5490196078431373,
"5": 0.5686274509803921,
"10": 0.5196078431372549
},
"hitRate1D": 0.5490196078431373,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.23564253060200896,
"eligibleDays": 326,
"fitnessScore": 0.09112168453416311,
"lookbackDays": 63,
"returnLift1D": -0.0012061543398163641,
"hitRateLift1D": 0.039817153855407295,
"portfolioSize": 4,
"activationRate": 0.3128834355828221,
"activationCount": 102,
"baselineHitRates": {
"1": 0.50920245398773,
"5": 0.5745341614906833,
"10": 0.5772870662460567
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.04253540755320591,
"avgForwardReturns": {
"1": -0.000010313185861976493,
"5": 0.002806420204156553,
"10": 0.00800746448501712
},
"shadowMaxDrawdown": -0.19942634424135874,
"shadowTotalReturn": -0.04238003105685695,
"avgForwardReturn1D": -0.000010313185861976493,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-10",
"2025-07-14",
"2025-07-15",
"2025-07-30",
"2025-08-05",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27"
],
"horizonObservationCounts": {
"1": 102,
"5": 102,
"10": 102
},
"baselineAvgForwardReturns": {
"1": 0.0011958411539543877,
"5": 0.007022522619248751,
"10": 0.014133264072368035
}
},
{
"topN": 5,
"ticker": "OXY",
"hitRates": {
"1": 0.5490196078431373,
"5": 0.5686274509803921,
"10": 0.5196078431372549
},
"hitRate1D": 0.5490196078431373,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.23564253060200896,
"eligibleDays": 326,
"fitnessScore": 0.09112168453416311,
"lookbackDays": 63,
"returnLift1D": -0.0012061543398163641,
"hitRateLift1D": 0.039817153855407295,
"portfolioSize": 5,
"activationRate": 0.3128834355828221,
"activationCount": 102,
"baselineHitRates": {
"1": 0.50920245398773,
"5": 0.5745341614906833,
"10": 0.5772870662460567
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.04253540755320591,
"avgForwardReturns": {
"1": -0.000010313185861976493,
"5": 0.002806420204156553,
"10": 0.00800746448501712
},
"shadowMaxDrawdown": -0.19942634424135874,
"shadowTotalReturn": -0.04238003105685695,
"avgForwardReturn1D": -0.000010313185861976493,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-10",
"2025-07-14",
"2025-07-15",
"2025-07-30",
"2025-08-05",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27"
],
"horizonObservationCounts": {
"1": 102,
"5": 102,
"10": 102
},
"baselineAvgForwardReturns": {
"1": 0.0011958411539543877,
"5": 0.007022522619248751,
"10": 0.014133264072368035
}
},
{
"topN": 2,
"ticker": "OXY",
"hitRates": {
"1": 0.55,
"5": 0.55,
"10": 0.5166666666666667
},
"hitRate1D": 0.55,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.23324157062248227,
"eligibleDays": 344,
"fitnessScore": 0.08817863881066808,
"lookbackDays": 45,
"returnLift1D": -0.0005197943501543585,
"hitRateLift1D": 0.04418604651162794,
"portfolioSize": 2,
"activationRate": 0.1744186046511628,
"activationCount": 60,
"baselineHitRates": {
"1": 0.5058139534883721,
"5": 0.5764705882352941,
"10": 0.5701492537313433
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.08689077882622986,
"avgForwardReturns": {
"1": 0.0004159427012601432,
"5": 0.0021617615893440006,
"10": 0.012593965809887685
},
"shadowMaxDrawdown": -0.1879528819383659,
"shadowTotalReturn": 0.0022931300388973064,
"avgForwardReturn1D": 0.0004159427012601432,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-16",
"2025-06-18",
"2025-06-20",
"2025-07-14",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-17"
],
"horizonObservationCounts": {
"1": 60,
"5": 60,
"10": 60
},
"baselineAvgForwardReturns": {
"1": 0.0009357370514145016,
"5": 0.004771172018220039,
"10": 0.008397500722774877
}
},
{
"topN": 3,
"ticker": "OXY",
"hitRates": {
"1": 0.5102040816326531,
"5": 0.5,
"10": 0.4897959183673469
},
"hitRate1D": 0.5102040816326531,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.2214422966293448,
"eligibleDays": 359,
"fitnessScore": 0.07339816547259481,
"lookbackDays": 30,
"returnLift1D": -0.0003744332010063939,
"hitRateLift1D": 0.0004547780114831923,
"portfolioSize": 3,
"activationRate": 0.27298050139275765,
"activationCount": 98,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5633802816901409,
"10": 0.56
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.11272595965351323,
"avgForwardReturns": {
"1": 0.0005071791324536664,
"5": -0.008009098697983542,
"10": -0.00719950362987979
},
"shadowMaxDrawdown": -0.22676012140897228,
"shadowTotalReturn": 0.0032780272413994727,
"avgForwardReturn1D": 0.0005071791324536664,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-18",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 98,
"5": 98,
"10": 98
},
"baselineAvgForwardReturns": {
"1": 0.0008816123334600603,
"5": 0.003591564146614094,
"10": 0.006806226081344292
}
},
{
"topN": 3,
"ticker": "OXY",
"hitRates": {
"1": 0.5222222222222223,
"5": 0.5777777777777777,
"10": 0.4777777777777778
},
"hitRate1D": 0.5222222222222223,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.1482607285064427,
"eligibleDays": 326,
"fitnessScore": -0.034627772693325426,
"lookbackDays": 63,
"returnLift1D": -0.0018203191242408103,
"hitRateLift1D": 0.013019768234492246,
"portfolioSize": 3,
"activationRate": 0.27607361963190186,
"activationCount": 90,
"baselineHitRates": {
"1": 0.50920245398773,
"5": 0.5745341614906833,
"10": 0.5772870662460567
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.23879691758598087,
"avgForwardReturns": {
"1": -0.0006244779702864226,
"5": 0.00273333274234143,
"10": 0.003709559587541321
},
"shadowMaxDrawdown": -0.19942634424135897,
"shadowTotalReturn": -0.08821534392397379,
"avgForwardReturn1D": -0.0006244779702864226,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-14",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-05"
],
"horizonObservationCounts": {
"1": 90,
"5": 90,
"10": 90
},
"baselineAvgForwardReturns": {
"1": 0.0011958411539543877,
"5": 0.007022522619248751,
"10": 0.014133264072368035
}
},
{
"topN": 2,
"ticker": "OXY",
"hitRates": {
"1": 0.4931506849315068,
"5": 0.4794520547945205,
"10": 0.4931506849315068
},
"hitRate1D": 0.4931506849315068,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.12074482223969285,
"eligibleDays": 359,
"fitnessScore": -0.0867870646839512,
"lookbackDays": 30,
"returnLift1D": -0.001513561628626989,
"hitRateLift1D": -0.01659861868966306,
"portfolioSize": 2,
"activationRate": 0.20334261838440112,
"activationCount": 73,
"baselineHitRates": {
"1": 0.5097493036211699,
"5": 0.5633802816901409,
"10": 0.56
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.2691693897415942,
"avgForwardReturns": {
"1": -0.0006319492951669289,
"5": -0.008902115784325763,
"10": -0.00794142615784193
},
"shadowMaxDrawdown": -0.18049670700210174,
"shadowTotalReturn": -0.07184851405327808,
"avgForwardReturn1D": -0.0006319492951669289,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-18",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-06-16"
],
"horizonObservationCounts": {
"1": 73,
"5": 73,
"10": 73
},
"baselineAvgForwardReturns": {
"1": 0.0008816123334600603,
"5": 0.003591564146614094,
"10": 0.006806226081344292
}
},
{
"topN": 2,
"ticker": "OXY",
"hitRates": {
"1": 0.5,
"5": 0.3974358974358974,
"10": 0.46153846153846156
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.08416424739841034,
"eligibleDays": 368,
"fitnessScore": -0.1751547011384163,
"lookbackDays": 21,
"returnLift1D": -0.001974963047169529,
"hitRateLift1D": -0.010869565217391353,
"portfolioSize": 2,
"activationRate": 0.21739130434782608,
"activationCount": 80,
"baselineHitRates": {
"1": 0.5108695652173914,
"5": 0.5741758241758241,
"10": 0.5682451253481894
},
"sampleConfidence": 0.9966666666666667,
"shadowSharpeLike": -0.36044894636174857,
"avgForwardReturns": {
"1": -0.0010146080062942986,
"5": -0.016701813781659018,
"10": -0.015809400521642758
},
"shadowMaxDrawdown": -0.28969159537666,
"shadowTotalReturn": -0.11708460328897341,
"avgForwardReturn1D": -0.0010146080062942986,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 80,
"5": 78,
"10": 78
},
"baselineAvgForwardReturns": {
"1": 0.0009603550408752302,
"5": 0.004386848096965619,
"10": 0.007778070797804727
}
},
{
"topN": 3,
"ticker": "OXY",
"hitRates": {
"1": 0.49382716049382713,
"5": 0.5061728395061729,
"10": 0.5061728395061729
},
"hitRate1D": 0.49382716049382713,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.07641103662335753,
"eligibleDays": 344,
"fitnessScore": -0.19827079640918735,
"lookbackDays": 45,
"returnLift1D": -0.002587791115808879,
"hitRateLift1D": -0.01198679299454497,
"portfolioSize": 3,
"activationRate": 0.23546511627906977,
"activationCount": 81,
"baselineHitRates": {
"1": 0.5058139534883721,
"5": 0.5764705882352941,
"10": 0.5701492537313433
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.5948358608072053,
"avgForwardReturns": {
"1": -0.0016520540643943774,
"5": -0.003591595227121032,
"10": 0.007446815450353355
},
"shadowMaxDrawdown": -0.20090900523141975,
"shadowTotalReturn": -0.15246385838305632,
"avgForwardReturn1D": -0.0016520540643943774,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14"
],
"horizonObservationCounts": {
"1": 81,
"5": 81,
"10": 81
},
"baselineAvgForwardReturns": {
"1": 0.0009357370514145016,
"5": 0.004771172018220039,
"10": 0.008397500722774877
}
},
{
"topN": 2,
"ticker": "OXY",
"hitRates": {
"1": 0.4807692307692308,
"5": 0.57,
"10": 0.5154639175257731
},
"hitRate1D": 0.4807692307692308,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.0670283479532284,
"eligibleDays": 375,
"fitnessScore": -0.22931702026881845,
"lookbackDays": 14,
"returnLift1D": -0.001885444747194722,
"hitRateLift1D": -0.025897435897435928,
"portfolioSize": 2,
"activationRate": 0.2773333333333333,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5066666666666667,
"5": 0.5660377358490566,
"10": 0.5601092896174863
},
"sampleConfidence": 0.992948717948718,
"shadowSharpeLike": -0.5156019924347678,
"avgForwardReturns": {
"1": -0.0011582445498946176,
"5": -0.004950230866105109,
"10": -0.007691492591463783
},
"shadowMaxDrawdown": -0.3068019208831809,
"shadowTotalReturn": -0.15919592640618452,
"avgForwardReturn1D": -0.0011582445498946176,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 104,
"5": 100,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.0007272001973001044,
"5": 0.0036520948951185494,
"10": 0.007189551344703822
}
},
{
"topN": 4,
"ticker": "OXY",
"hitRates": {
"1": 0.4806201550387597,
"5": 0.4523809523809524,
"10": 0.5238095238095238
},
"hitRate1D": 0.4806201550387597,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.06701581161931137,
"eligibleDays": 368,
"fitnessScore": -0.2293611269080264,
"lookbackDays": 21,
"returnLift1D": -0.001968567389804149,
"hitRateLift1D": -0.03024941017863164,
"portfolioSize": 4,
"activationRate": 0.35054347826086957,
"activationCount": 129,
"baselineHitRates": {
"1": 0.5108695652173914,
"5": 0.5741758241758241,
"10": 0.5682451253481894
},
"sampleConfidence": 0.9968992248062016,
"shadowSharpeLike": -0.5066957266801445,
"avgForwardReturns": {
"1": -0.001008212348928919,
"5": -0.007009915983922368,
"10": -0.00161765995686247
},
"shadowMaxDrawdown": -0.3534791032970337,
"shadowTotalReturn": -0.1773122317452288,
"avgForwardReturn1D": -0.001008212348928919,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-21",
"2025-03-05",
"2025-03-10",
"2025-03-11",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 129,
"5": 126,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.0009603550408752302,
"5": 0.004386848096965619,
"10": 0.007778070797804727
}
},
{
"topN": 5,
"ticker": "OXY",
"hitRates": {
"1": 0.4806201550387597,
"5": 0.4523809523809524,
"10": 0.5238095238095238
},
"hitRate1D": 0.4806201550387597,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.06701581161931137,
"eligibleDays": 368,
"fitnessScore": -0.2293611269080264,
"lookbackDays": 21,
"returnLift1D": -0.001968567389804149,
"hitRateLift1D": -0.03024941017863164,
"portfolioSize": 5,
"activationRate": 0.35054347826086957,
"activationCount": 129,
"baselineHitRates": {
"1": 0.5108695652173914,
"5": 0.5741758241758241,
"10": 0.5682451253481894
},
"sampleConfidence": 0.9968992248062016,
"shadowSharpeLike": -0.5066957266801445,
"avgForwardReturns": {
"1": -0.001008212348928919,
"5": -0.007009915983922368,
"10": -0.00161765995686247
},
"shadowMaxDrawdown": -0.3534791032970337,
"shadowTotalReturn": -0.1773122317452288,
"avgForwardReturn1D": -0.001008212348928919,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-21",
"2025-03-05",
"2025-03-10",
"2025-03-11",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 129,
"5": 126,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.0009603550408752302,
"5": 0.004386848096965619,
"10": 0.007778070797804727
}
},
{
"topN": 4,
"ticker": "OXY",
"hitRates": {
"1": 0.4948453608247423,
"5": 0.5154639175257731,
"10": 0.5051546391752577
},
"hitRate1D": 0.4948453608247423,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0634127479865921,
"eligibleDays": 344,
"fitnessScore": -0.24236710987594684,
"lookbackDays": 45,
"returnLift1D": -0.0024923686082725235,
"hitRateLift1D": -0.010968592663629817,
"portfolioSize": 4,
"activationRate": 0.2819767441860465,
"activationCount": 97,
"baselineHitRates": {
"1": 0.5058139534883721,
"5": 0.5764705882352941,
"10": 0.5701492537313433
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.5645769889021466,
"avgForwardReturns": {
"1": -0.001556631556858022,
"5": -0.0020971350306533032,
"10": 0.007196844927664902
},
"shadowMaxDrawdown": -0.3050725853523353,
"shadowTotalReturn": -0.18054647667729107,
"avgForwardReturn1D": -0.001556631556858022,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-07-09",
"2025-07-10",
"2025-07-11"
],
"horizonObservationCounts": {
"1": 97,
"5": 97,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.0009357370514145016,
"5": 0.004771172018220039,
"10": 0.008397500722774877
}
},
{
"topN": 5,
"ticker": "OXY",
"hitRates": {
"1": 0.4948453608247423,
"5": 0.5154639175257731,
"10": 0.5051546391752577
},
"hitRate1D": 0.4948453608247423,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0634127479865921,
"eligibleDays": 344,
"fitnessScore": -0.24236710987594684,
"lookbackDays": 45,
"returnLift1D": -0.0024923686082725235,
"hitRateLift1D": -0.010968592663629817,
"portfolioSize": 5,
"activationRate": 0.2819767441860465,
"activationCount": 97,
"baselineHitRates": {
"1": 0.5058139534883721,
"5": 0.5764705882352941,
"10": 0.5701492537313433
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.5645769889021466,
"avgForwardReturns": {
"1": -0.001556631556858022,
"5": -0.0020971350306533032,
"10": 0.007196844927664902
},
"shadowMaxDrawdown": -0.3050725853523353,
"shadowTotalReturn": -0.18054647667729107,
"avgForwardReturn1D": -0.001556631556858022,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-07-09",
"2025-07-10",
"2025-07-11"
],
"horizonObservationCounts": {
"1": 97,
"5": 97,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.0009357370514145016,
"5": 0.004771172018220039,
"10": 0.008397500722774877
}
},
{
"topN": 3,
"ticker": "OXY",
"hitRates": {
"1": 0.4909090909090909,
"5": 0.4485981308411215,
"10": 0.5046728971962616
},
"hitRate1D": 0.4909090909090909,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.06098710345602719,
"eligibleDays": 368,
"fitnessScore": -0.25151669388470305,
"lookbackDays": 21,
"returnLift1D": -0.0022393851620959356,
"hitRateLift1D": -0.019960474308300447,
"portfolioSize": 3,
"activationRate": 0.29891304347826086,
"activationCount": 110,
"baselineHitRates": {
"1": 0.5108695652173914,
"5": 0.5741758241758241,
"10": 0.5682451253481894
},
"sampleConfidence": 0.9963636363636365,
"shadowSharpeLike": -0.5477538185282,
"avgForwardReturns": {
"1": -0.0012790301212207054,
"5": -0.009339150667684605,
"10": -0.006605791853724906
},
"shadowMaxDrawdown": -0.3476454122159862,
"shadowTotalReturn": -0.18186524900784207,
"avgForwardReturn1D": -0.0012790301212207054,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-21",
"2025-03-11",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 110,
"5": 107,
"10": 107
},
"baselineAvgForwardReturns": {
"1": 0.0009603550408752302,
"5": 0.004386848096965619,
"10": 0.007778070797804727
}
},
{
"topN": 4,
"ticker": "OXY",
"hitRates": {
"1": 0.4827586206896552,
"5": 0.5177304964539007,
"10": 0.5328467153284672
},
"hitRate1D": 0.4827586206896552,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.035334375696521925,
"eligibleDays": 375,
"fitnessScore": -0.3775235510678538,
"lookbackDays": 14,
"returnLift1D": -0.002676212663678633,
"hitRateLift1D": -0.023908045977011516,
"portfolioSize": 4,
"activationRate": 0.38666666666666666,
"activationCount": 145,
"baselineHitRates": {
"1": 0.5066666666666667,
"5": 0.5660377358490566,
"10": 0.5601092896174863
},
"sampleConfidence": 0.9944827586206897,
"shadowSharpeLike": -0.9158014549145517,
"avgForwardReturns": {
"1": -0.0019490124663785286,
"5": -0.007801362008879329,
"10": -0.0090678460792768
},
"shadowMaxDrawdown": -0.38253454524677544,
"shadowTotalReturn": -0.294088605093626,
"avgForwardReturn1D": -0.0019490124663785286,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 145,
"5": 141,
"10": 137
},
"baselineAvgForwardReturns": {
"1": 0.0007272001973001044,
"5": 0.0036520948951185494,
"10": 0.007189551344703822
}
},
{
"topN": 5,
"ticker": "OXY",
"hitRates": {
"1": 0.4827586206896552,
"5": 0.5177304964539007,
"10": 0.5328467153284672
},
"hitRate1D": 0.4827586206896552,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.035334375696521925,
"eligibleDays": 375,
"fitnessScore": -0.3775235510678538,
"lookbackDays": 14,
"returnLift1D": -0.002676212663678633,
"hitRateLift1D": -0.023908045977011516,
"portfolioSize": 5,
"activationRate": 0.38666666666666666,
"activationCount": 145,
"baselineHitRates": {
"1": 0.5066666666666667,
"5": 0.5660377358490566,
"10": 0.5601092896174863
},
"sampleConfidence": 0.9944827586206897,
"shadowSharpeLike": -0.9158014549145517,
"avgForwardReturns": {
"1": -0.0019490124663785286,
"5": -0.007801362008879329,
"10": -0.0090678460792768
},
"shadowMaxDrawdown": -0.38253454524677544,
"shadowTotalReturn": -0.294088605093626,
"avgForwardReturn1D": -0.0019490124663785286,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 145,
"5": 141,
"10": 137
},
"baselineAvgForwardReturns": {
"1": 0.0007272001973001044,
"5": 0.0036520948951185494,
"10": 0.007189551344703822
}
},
{
"topN": 3,
"ticker": "OXY",
"hitRates": {
"1": 0.46153846153846156,
"5": 0.5317460317460317,
"10": 0.5245901639344263
},
"hitRate1D": 0.46153846153846156,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.028851650702905383,
"eligibleDays": 375,
"fitnessScore": -0.4235886462657099,
"lookbackDays": 14,
"returnLift1D": -0.0027184600351555775,
"hitRateLift1D": -0.045128205128205146,
"portfolioSize": 3,
"activationRate": 0.3466666666666667,
"activationCount": 130,
"baselineHitRates": {
"1": 0.5066666666666667,
"5": 0.5660377358490566,
"10": 0.5601092896174863
},
"sampleConfidence": 0.9938461538461539,
"shadowSharpeLike": -0.9108779088236885,
"avgForwardReturns": {
"1": -0.001991259837855473,
"5": -0.006789768674354785,
"10": -0.009794841969198222
},
"shadowMaxDrawdown": -0.4183040811481623,
"shadowTotalReturn": -0.2758831417293124,
"avgForwardReturn1D": -0.001991259837855473,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 130,
"5": 126,
"10": 122
},
"baselineAvgForwardReturns": {
"1": 0.0007272001973001044,
"5": 0.0036520948951185494,
"10": 0.007189551344703822
}
}
],
"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": 0.0670283479532284,
"fitnessScore": -0.22931702026881845,
"lookbackDays": 14,
"returnLift1D": -0.001885444747194722,
"activationRate": 0.2773333333333333,
"activationCount": 104,
"sampleConfidence": 0.992948717948718,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.15919592640618452,
"avgForwardReturn1D": -0.0011582445498946176
},
{
"comboQuality": 0.08416424739841034,
"fitnessScore": -0.1751547011384163,
"lookbackDays": 21,
"returnLift1D": -0.001974963047169529,
"activationRate": 0.21739130434782608,
"activationCount": 80,
"sampleConfidence": 0.9966666666666667,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.11708460328897341,
"avgForwardReturn1D": -0.0010146080062942986
},
{
"comboQuality": 0.40078811985041507,
"fitnessScore": 0.26151988290060807,
"lookbackDays": 30,
"returnLift1D": 0.0002793803518640109,
"activationRate": 0.3147632311977716,
"activationCount": 113,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.08488063935107437,
"avgForwardReturn1D": 0.0011609926853240712
},
{
"comboQuality": 0.23324157062248227,
"fitnessScore": 0.08817863881066808,
"lookbackDays": 45,
"returnLift1D": -0.0005197943501543585,
"activationRate": 0.1744186046511628,
"activationCount": 60,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.0022931300388973064,
"avgForwardReturn1D": 0.0004159427012601432
},
{
"comboQuality": 0.33272713907860335,
"fitnessScore": 0.19690721462029873,
"lookbackDays": 63,
"returnLift1D": -0.000030410859985984147,
"activationRate": 0.18098159509202455,
"activationCount": 59,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.0467861046969531,
"avgForwardReturn1D": 0.0011654302939684035
}
],
"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": "56f1b71a0de75b9dccbbc24971437356a6a2f5c82a548bb93fca8c5ccba9a309",
"size": 13,
"members": [
"OXY",
"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."
}