Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"RTX"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "RTX",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 5,
"ticker": "RTX",
"hitRates": {
"1": 0.5658536585365853,
"5": 0.5771144278606966,
"10": 0.6581632653061225
},
"hitRate1D": 0.5658536585365853,
"comboQuality": 0.9573959290168398,
"eligibleDays": 315,
"fitnessScore": 1.0346987868888828,
"lookbackDays": 45,
"returnLift1D": 0.00007718028825428724,
"hitRateLift1D": 0.010298102981029733,
"activationRate": 0.6507936507936508,
"activationCount": 205,
"baselineHitRates": {
"1": 0.5555555555555556,
"5": 0.6109324758842444,
"10": 0.696078431372549
},
"sampleConfidence": 0.9957723577235773,
"shadowSharpeLike": 1.8156759048976197,
"avgForwardReturns": {
"1": 0.002214175991559619,
"5": 0.007044073915383154,
"10": 0.014477182244983258
},
"shadowMaxDrawdown": -0.11510906281069755,
"shadowTotalReturn": 0.5117542756109918,
"avgForwardReturn1D": 0.002214175991559619,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 205,
"5": 201,
"10": 196
},
"baselineAvgForwardReturns": {
"1": 0.0021369957033053315,
"5": 0.009025144382820663,
"10": 0.016947641632805863
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9573959290168398,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.41241074514927345,
"bestRawFitnessScore": 1.0346987868888828,
"upperQuartileComboQuality": 0.5794845701258484
},
"algorithmFit": {
"label": "moderate",
"score": 0.5594565116633229,
"rawScore": 0.5848748257052181,
"confidence": 0.9130811827599288,
"bestProfile": {
"topN": 5,
"lookbackDays": 45
},
"profileBreadth": 0.2501547216390879,
"recommendedRegion": {
"topNs": [
4,
5
],
"lookbackDays": [
45,
63
]
},
"parameterStability": 0.6571499788076032,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 5,
"ticker": "RTX",
"hitRates": {
"1": 0.5658536585365853,
"5": 0.5771144278606966,
"10": 0.6581632653061225
},
"hitRate1D": 0.5658536585365853,
"comboQuality": 0.9573959290168398,
"eligibleDays": 315,
"fitnessScore": 1.0346987868888828,
"lookbackDays": 45,
"returnLift1D": 0.00007718028825428724,
"hitRateLift1D": 0.010298102981029733,
"activationRate": 0.6507936507936508,
"activationCount": 205,
"baselineHitRates": {
"1": 0.5555555555555556,
"5": 0.6109324758842444,
"10": 0.696078431372549
},
"sampleConfidence": 0.9957723577235773,
"shadowSharpeLike": 1.8156759048976197,
"avgForwardReturns": {
"1": 0.002214175991559619,
"5": 0.007044073915383154,
"10": 0.014477182244983258
},
"shadowMaxDrawdown": -0.11510906281069755,
"shadowTotalReturn": 0.5117542756109918,
"avgForwardReturn1D": 0.002214175991559619,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 205,
"5": 201,
"10": 196
},
"baselineAvgForwardReturns": {
"1": 0.0021369957033053315,
"5": 0.009025144382820663,
"10": 0.016947641632805863
}
},
{
"topN": 5,
"ticker": "RTX",
"hitRates": {
"1": 0.5467980295566502,
"5": 0.5621890547263682,
"10": 0.6318407960199005
},
"hitRate1D": 0.5467980295566502,
"comboQuality": 0.9266849789235907,
"eligibleDays": 297,
"fitnessScore": 0.908106596375504,
"lookbackDays": 63,
"returnLift1D": 0.00018238507175158554,
"hitRateLift1D": 0.0013434841021048305,
"activationRate": 0.6835016835016835,
"activationCount": 203,
"baselineHitRates": {
"1": 0.5454545454545454,
"5": 0.5938566552901023,
"10": 0.6770833333333334
},
"sampleConfidence": 0.9986863711001642,
"shadowSharpeLike": 1.602344297078679,
"avgForwardReturns": {
"1": 0.0018487536108328856,
"5": 0.00502011103508037,
"10": 0.01154578276482515
},
"shadowMaxDrawdown": -0.09376698230311253,
"shadowTotalReturn": 0.4014925004345462,
"avgForwardReturn1D": 0.0018487536108328856,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 203,
"5": 201,
"10": 201
},
"baselineAvgForwardReturns": {
"1": 0.0016663685390813,
"5": 0.0075815125518652925,
"10": 0.014987286081936897
}
},
{
"topN": 4,
"ticker": "RTX",
"hitRates": {
"1": 0.5489130434782609,
"5": 0.5388888888888889,
"10": 0.64
},
"hitRate1D": 0.5489130434782609,
"comboQuality": 0.8142081681483155,
"eligibleDays": 315,
"fitnessScore": 0.6750696250488353,
"lookbackDays": 45,
"returnLift1D": -0.0006113130019816853,
"hitRateLift1D": -0.0066425120772947155,
"activationRate": 0.5841269841269842,
"activationCount": 184,
"baselineHitRates": {
"1": 0.5555555555555556,
"5": 0.6109324758842444,
"10": 0.696078431372549
},
"sampleConfidence": 0.9952898550724638,
"shadowSharpeLike": 1.1750096394161114,
"avgForwardReturns": {
"1": 0.0015256827013236463,
"5": 0.004502703862973214,
"10": 0.01238701535653474
},
"shadowMaxDrawdown": -0.1238012033479109,
"shadowTotalReturn": 0.27103792365701285,
"avgForwardReturn1D": 0.0015256827013236463,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-07",
"2025-05-12",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 184,
"5": 180,
"10": 175
},
"baselineAvgForwardReturns": {
"1": 0.0021369957033053315,
"5": 0.009025144382820663,
"10": 0.016947641632805863
}
},
{
"topN": 4,
"ticker": "RTX",
"hitRates": {
"1": 0.5411764705882353,
"5": 0.5059523809523809,
"10": 0.5892857142857143
},
"hitRate1D": 0.5411764705882353,
"comboQuality": 0.7840249431705766,
"eligibleDays": 297,
"fitnessScore": 0.6336411405824381,
"lookbackDays": 63,
"returnLift1D": -0.00023120043339026008,
"hitRateLift1D": -0.004278074866310155,
"activationRate": 0.5723905723905723,
"activationCount": 170,
"baselineHitRates": {
"1": 0.5454545454545454,
"5": 0.5938566552901023,
"10": 0.6770833333333334
},
"sampleConfidence": 0.9984313725490197,
"shadowSharpeLike": 1.0972230645729695,
"avgForwardReturns": {
"1": 0.00143516810569104,
"5": 0.0019548751600036098,
"10": 0.008665545807264445
},
"shadowMaxDrawdown": -0.0930547600742534,
"shadowTotalReturn": 0.23494474205514138,
"avgForwardReturn1D": 0.00143516810569104,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-06-03",
"2025-06-05",
"2025-06-06"
],
"horizonObservationCounts": {
"1": 170,
"5": 168,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.0016663685390813,
"5": 0.0075815125518652925,
"10": 0.014987286081936897
}
},
{
"topN": 3,
"ticker": "RTX",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.5033557046979866,
"10": 0.6041666666666666
},
"hitRate1D": 0.5555555555555556,
"comboQuality": 0.7153520073568741,
"eligibleDays": 315,
"fitnessScore": 0.552734715957953,
"lookbackDays": 45,
"returnLift1D": -0.000655123679558569,
"hitRateLift1D": 0,
"activationRate": 0.4857142857142857,
"activationCount": 153,
"baselineHitRates": {
"1": 0.5555555555555556,
"5": 0.6109324758842444,
"10": 0.696078431372549
},
"sampleConfidence": 0.9943355119825709,
"shadowSharpeLike": 1.0413711367519294,
"avgForwardReturns": {
"1": 0.0014818720237467625,
"5": 0.0034211873955616967,
"10": 0.009347806588777291
},
"shadowMaxDrawdown": -0.14790294032218942,
"shadowTotalReturn": 0.21207248584367067,
"avgForwardReturn1D": 0.0014818720237467625,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-30",
"2025-05-01",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-26",
"2025-06-27"
],
"horizonObservationCounts": {
"1": 153,
"5": 149,
"10": 144
},
"baselineAvgForwardReturns": {
"1": 0.0021369957033053315,
"5": 0.009025144382820663,
"10": 0.016947641632805863
}
},
{
"topN": 5,
"ticker": "RTX",
"hitRates": {
"1": 0.5223880597014925,
"5": 0.49746192893401014,
"10": 0.5729166666666666
},
"hitRate1D": 0.5223880597014925,
"comboQuality": 0.5341954243821732,
"eligibleDays": 330,
"fitnessScore": 0.3801390220415155,
"lookbackDays": 30,
"returnLift1D": -0.0010516917959394253,
"hitRateLift1D": -0.029127091813659023,
"activationRate": 0.6090909090909091,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5515151515151515,
"5": 0.598159509202454,
"10": 0.6728971962616822
},
"sampleConfidence": 0.9956882255389718,
"shadowSharpeLike": 0.36146224610681466,
"avgForwardReturns": {
"1": 0.0005694085197816205,
"5": 0.0013522388991851061,
"10": 0.006286215317923047
},
"shadowMaxDrawdown": -0.14684641324497327,
"shadowTotalReturn": 0.07330183137135937,
"avgForwardReturn1D": 0.0005694085197816205,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-06-04",
"2025-06-05"
],
"horizonObservationCounts": {
"1": 201,
"5": 197,
"10": 192
},
"baselineAvgForwardReturns": {
"1": 0.0016211003157210458,
"5": 0.007750686450037204,
"10": 0.015606612958300438
}
},
{
"topN": 4,
"ticker": "RTX",
"hitRates": {
"1": 0.5243243243243243,
"5": 0.48066298342541436,
"10": 0.5568181818181818
},
"hitRate1D": 0.5243243243243243,
"comboQuality": 0.4822004838939691,
"eligibleDays": 330,
"fitnessScore": 0.334329804021558,
"lookbackDays": 30,
"returnLift1D": -0.001077628413807121,
"hitRateLift1D": -0.027190827190827216,
"activationRate": 0.5606060606060606,
"activationCount": 185,
"baselineHitRates": {
"1": 0.5515151515151515,
"5": 0.598159509202454,
"10": 0.6728971962616822
},
"sampleConfidence": 0.9953153153153154,
"shadowSharpeLike": 0.318236153906696,
"avgForwardReturns": {
"1": 0.0005434719019139249,
"5": -0.00015624952165427928,
"10": 0.004271152314736535
},
"shadowMaxDrawdown": -0.16071728213719982,
"shadowTotalReturn": 0.05946971504712306,
"avgForwardReturn1D": 0.0005434719019139249,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-06-04",
"2025-06-05"
],
"horizonObservationCounts": {
"1": 185,
"5": 181,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.0016211003157210458,
"5": 0.007750686450037204,
"10": 0.015606612958300438
}
},
{
"topN": 2,
"ticker": "RTX",
"hitRates": {
"1": 0.5568181818181818,
"5": 0.38095238095238093,
"10": 0.5365853658536586
},
"hitRate1D": 0.5568181818181818,
"comboQuality": 0.4637244226370604,
"eligibleDays": 315,
"fitnessScore": 0.3180213045124691,
"lookbackDays": 45,
"returnLift1D": -0.0007050194011888682,
"hitRateLift1D": 0.0012626262626261875,
"activationRate": 0.27936507936507937,
"activationCount": 88,
"baselineHitRates": {
"1": 0.5555555555555556,
"5": 0.6109324758842444,
"10": 0.696078431372549
},
"sampleConfidence": 0.9924242424242424,
"shadowSharpeLike": 0.6356760492253996,
"avgForwardReturns": {
"1": 0.0014319763021164633,
"5": -0.00028722099315069203,
"10": 0.005333992495862971
},
"shadowMaxDrawdown": -0.11534850059948654,
"shadowTotalReturn": 0.09749571783619548,
"avgForwardReturn1D": 0.0014319763021164633,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-30",
"2025-07-17",
"2025-07-18",
"2025-07-21",
"2025-07-22",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28"
],
"horizonObservationCounts": {
"1": 88,
"5": 84,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.0021369957033053315,
"5": 0.009025144382820663,
"10": 0.016947641632805863
}
},
{
"topN": 5,
"ticker": "RTX",
"hitRates": {
"1": 0.5463917525773195,
"5": 0.518324607329843,
"10": 0.5989304812834224
},
"hitRate1D": 0.5463917525773195,
"comboQuality": 0.46069480509905497,
"eligibleDays": 352,
"fitnessScore": 0.31533991537691025,
"lookbackDays": 14,
"returnLift1D": -0.0010946458033935817,
"hitRateLift1D": -0.0034657972802303316,
"activationRate": 0.5511363636363636,
"activationCount": 194,
"baselineHitRates": {
"1": 0.5498575498575499,
"5": 0.5878962536023055,
"10": 0.6618075801749271
},
"sampleConfidence": 0.9965635738831615,
"shadowSharpeLike": 0.19198602359421912,
"avgForwardReturns": {
"1": 0.0003961044790553071,
"5": 0.0027568516975713347,
"10": 0.007419559708788023
},
"shadowMaxDrawdown": -0.16392625939500516,
"shadowTotalReturn": 0.02587733327152497,
"avgForwardReturn1D": 0.0003961044790553071,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17"
],
"horizonObservationCounts": {
"1": 194,
"5": 191,
"10": 187
},
"baselineAvgForwardReturns": {
"1": 0.0014907502824488888,
"5": 0.007120294183774251,
"10": 0.014031591323935869
}
},
{
"topN": 3,
"ticker": "RTX",
"hitRates": {
"1": 0.5244755244755245,
"5": 0.4647887323943662,
"10": 0.5422535211267606
},
"hitRate1D": 0.5244755244755245,
"comboQuality": 0.44616990125423506,
"eligibleDays": 297,
"fitnessScore": 0.30244521035469407,
"lookbackDays": 63,
"returnLift1D": -0.001213287014067095,
"hitRateLift1D": -0.020979020979020935,
"activationRate": 0.48148148148148145,
"activationCount": 143,
"baselineHitRates": {
"1": 0.5454545454545454,
"5": 0.5938566552901023,
"10": 0.6770833333333334
},
"sampleConfidence": 0.9990675990675991,
"shadowSharpeLike": 0.295716697298502,
"avgForwardReturns": {
"1": 0.0004530815250142051,
"5": -0.0004123684235590777,
"10": 0.004578940283332603
},
"shadowMaxDrawdown": -0.08594608039001717,
"shadowTotalReturn": 0.04037351211989648,
"avgForwardReturn1D": 0.0004530815250142051,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-06-03",
"2025-06-06",
"2025-06-16"
],
"horizonObservationCounts": {
"1": 143,
"5": 142,
"10": 142
},
"baselineAvgForwardReturns": {
"1": 0.0016663685390813,
"5": 0.0075815125518652925,
"10": 0.014987286081936897
}
},
{
"topN": 2,
"ticker": "RTX",
"hitRates": {
"1": 0.5277777777777778,
"5": 0.5046728971962616,
"10": 0.5523809523809524
},
"hitRate1D": 0.5277777777777778,
"comboQuality": 0.3786515890443119,
"eligibleDays": 352,
"fitnessScore": 0.241039394248858,
"lookbackDays": 14,
"returnLift1D": -0.000634693094608246,
"hitRateLift1D": -0.022079772079772075,
"activationRate": 0.3068181818181818,
"activationCount": 108,
"baselineHitRates": {
"1": 0.5498575498575499,
"5": 0.5878962536023055,
"10": 0.6618075801749271
},
"sampleConfidence": 0.9975308641975309,
"shadowSharpeLike": 0.4116953607881463,
"avgForwardReturns": {
"1": 0.0008560571878406428,
"5": 0.002809329942661808,
"10": 0.004032156480705989
},
"shadowMaxDrawdown": -0.10826937140224524,
"shadowTotalReturn": 0.0599832551736299,
"avgForwardReturn1D": 0.0008560571878406428,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 108,
"5": 107,
"10": 105
},
"baselineAvgForwardReturns": {
"1": 0.0014907502824488888,
"5": 0.007120294183774251,
"10": 0.014031591323935869
}
},
{
"topN": 2,
"ticker": "RTX",
"hitRates": {
"1": 0.5288461538461539,
"5": 0.49514563106796117,
"10": 0.5339805825242718
},
"hitRate1D": 0.5288461538461539,
"comboQuality": 0.3567550047298012,
"eligibleDays": 297,
"fitnessScore": 0.220315195120153,
"lookbackDays": 63,
"returnLift1D": -0.0011365204593000357,
"hitRateLift1D": -0.01660839160839156,
"activationRate": 0.3501683501683502,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5454545454545454,
"5": 0.5938566552901023,
"10": 0.6770833333333334
},
"sampleConfidence": 0.9987179487179487,
"shadowSharpeLike": 0.2659695989105285,
"avgForwardReturns": {
"1": 0.0005298480797812644,
"5": 0.0010871582750049036,
"10": 0.003511939739489061
},
"shadowMaxDrawdown": -0.1042566691301633,
"shadowTotalReturn": 0.029572726285770123,
"avgForwardReturn1D": 0.0005298480797812644,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-06-06",
"2025-07-25",
"2025-07-28"
],
"horizonObservationCounts": {
"1": 104,
"5": 103,
"10": 103
},
"baselineAvgForwardReturns": {
"1": 0.0016663685390813,
"5": 0.0075815125518652925,
"10": 0.014987286081936897
}
},
{
"topN": 4,
"ticker": "RTX",
"hitRates": {
"1": 0.5393939393939394,
"5": 0.49382716049382713,
"10": 0.5569620253164557
},
"hitRate1D": 0.5393939393939394,
"comboQuality": 0.3548671173557547,
"eligibleDays": 352,
"fitnessScore": 0.21850315912093532,
"lookbackDays": 14,
"returnLift1D": -0.001272559346765594,
"hitRateLift1D": -0.01046361046361044,
"activationRate": 0.46875,
"activationCount": 165,
"baselineHitRates": {
"1": 0.5498575498575499,
"5": 0.5878962536023055,
"10": 0.6618075801749271
},
"sampleConfidence": 0.995959595959596,
"shadowSharpeLike": 0.03420881000703117,
"avgForwardReturns": {
"1": 0.00021819093568329473,
"5": 0.0011875327943977603,
"10": 0.004992253859311114
},
"shadowMaxDrawdown": -0.14264909263571968,
"shadowTotalReturn": -0.013729194537459022,
"avgForwardReturn1D": 0.00021819093568329473,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 165,
"5": 162,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0014907502824488888,
"5": 0.007120294183774251,
"10": 0.014031591323935869
}
},
{
"topN": 2,
"ticker": "RTX",
"hitRates": {
"1": 0.5242718446601942,
"5": 0.4158415841584158,
"10": 0.5102040816326531
},
"hitRate1D": 0.5242718446601942,
"comboQuality": 0.26775086524685354,
"eligibleDays": 339,
"fitnessScore": 0.12866595009395185,
"lookbackDays": 21,
"returnLift1D": -0.0012617997988565149,
"hitRateLift1D": -0.024400721711487217,
"activationRate": 0.30383480825958703,
"activationCount": 103,
"baselineHitRates": {
"1": 0.5486725663716814,
"5": 0.5850746268656717,
"10": 0.6575757575757576
},
"sampleConfidence": 0.9954692556634305,
"shadowSharpeLike": 0.05961356134458805,
"avgForwardReturns": {
"1": 0.00031082480603307494,
"5": -0.0016106477719601072,
"10": 0.0007406873396893476
},
"shadowMaxDrawdown": -0.13913288633951282,
"shadowTotalReturn": -0.0009492588977153549,
"avgForwardReturn1D": 0.00031082480603307494,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-02",
"2025-04-10"
],
"horizonObservationCounts": {
"1": 103,
"5": 101,
"10": 98
},
"baselineAvgForwardReturns": {
"1": 0.0015726246048895897,
"5": 0.0070111521887830895,
"10": 0.013610164013550115
}
},
{
"topN": 3,
"ticker": "RTX",
"hitRates": {
"1": 0.5241379310344828,
"5": 0.46853146853146854,
"10": 0.5214285714285715
},
"hitRate1D": 0.5241379310344828,
"comboQuality": 0.1977550731886539,
"eligibleDays": 352,
"fitnessScore": 0.04191536701335628,
"lookbackDays": 14,
"returnLift1D": -0.0018537262204084382,
"hitRateLift1D": -0.02571961882306706,
"activationRate": 0.4119318181818182,
"activationCount": 145,
"baselineHitRates": {
"1": 0.5498575498575499,
"5": 0.5878962536023055,
"10": 0.6618075801749271
},
"sampleConfidence": 0.9967816091954024,
"shadowSharpeLike": -0.3578790898788154,
"avgForwardReturns": {
"1": -0.00036297593795954936,
"5": -0.0006685510935792187,
"10": 0.0029385115081500433
},
"shadowMaxDrawdown": -0.1600747765255589,
"shadowTotalReturn": -0.09761561490130488,
"avgForwardReturn1D": -0.00036297593795954936,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 145,
"5": 143,
"10": 140
},
"baselineAvgForwardReturns": {
"1": 0.0014907502824488888,
"5": 0.007120294183774251,
"10": 0.014031591323935869
}
},
{
"topN": 3,
"ticker": "RTX",
"hitRates": {
"1": 0.4935897435897436,
"5": 0.47368421052631576,
"10": 0.5374149659863946
},
"hitRate1D": 0.4935897435897436,
"comboQuality": 0.18449124306945022,
"eligibleDays": 330,
"fitnessScore": 0.023033764624063445,
"lookbackDays": 30,
"returnLift1D": -0.0019557968829619758,
"hitRateLift1D": -0.0579254079254079,
"activationRate": 0.4727272727272727,
"activationCount": 156,
"baselineHitRates": {
"1": 0.5515151515151515,
"5": 0.598159509202454,
"10": 0.6728971962616822
},
"sampleConfidence": 0.9944444444444445,
"shadowSharpeLike": -0.3353711868426523,
"avgForwardReturns": {
"1": -0.00033469656724092984,
"5": -0.0010506077211691305,
"10": 0.004012167116247546
},
"shadowMaxDrawdown": -0.18876631244013753,
"shadowTotalReturn": -0.09511201134298786,
"avgForwardReturn1D": -0.00033469656724092984,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-06-04",
"2025-06-05"
],
"horizonObservationCounts": {
"1": 156,
"5": 152,
"10": 147
},
"baselineAvgForwardReturns": {
"1": 0.0016211003157210458,
"5": 0.007750686450037204,
"10": 0.015606612958300438
}
},
{
"topN": 5,
"ticker": "RTX",
"hitRates": {
"1": 0.5255102040816326,
"5": 0.5,
"10": 0.5957446808510638
},
"hitRate1D": 0.5255102040816326,
"comboQuality": 0.12570606076433508,
"eligibleDays": 339,
"fitnessScore": -0.07668346676801152,
"lookbackDays": 21,
"returnLift1D": -0.0024690161812726185,
"hitRateLift1D": -0.023162362290048755,
"activationRate": 0.5781710914454278,
"activationCount": 196,
"baselineHitRates": {
"1": 0.5486725663716814,
"5": 0.5850746268656717,
"10": 0.6575757575757576
},
"sampleConfidence": 0.9959183673469388,
"shadowSharpeLike": -0.6967906228118452,
"avgForwardReturns": {
"1": -0.0008963915763830289,
"5": -0.00021119207958266115,
"10": 0.009408972173574991
},
"shadowMaxDrawdown": -0.3240424700278899,
"shadowTotalReturn": -0.20351532541069217,
"avgForwardReturn1D": -0.0008963915763830289,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 196,
"5": 192,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.0015726246048895897,
"5": 0.0070111521887830895,
"10": 0.013610164013550115
}
},
{
"topN": 2,
"ticker": "RTX",
"hitRates": {
"1": 0.4666666666666667,
"5": 0.44554455445544555,
"10": 0.4895833333333333
},
"hitRate1D": 0.4666666666666667,
"comboQuality": 0.09930950974838586,
"eligibleDays": 330,
"fitnessScore": -0.13508247617153038,
"lookbackDays": 30,
"returnLift1D": -0.002433857378319513,
"hitRateLift1D": -0.08484848484848484,
"activationRate": 0.3181818181818182,
"activationCount": 105,
"baselineHitRates": {
"1": 0.5515151515151515,
"5": 0.598159509202454,
"10": 0.6728971962616822
},
"sampleConfidence": 0.9917460317460318,
"shadowSharpeLike": -0.48636589303600086,
"avgForwardReturns": {
"1": -0.0008127570625984671,
"5": -0.004193825204944471,
"10": 0.00034733723230408073
},
"shadowMaxDrawdown": -0.20506785982544906,
"shadowTotalReturn": -0.11202906146873015,
"avgForwardReturn1D": -0.0008127570625984671,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-06-16",
"2025-06-17"
],
"horizonObservationCounts": {
"1": 105,
"5": 101,
"10": 96
},
"baselineAvgForwardReturns": {
"1": 0.0016211003157210458,
"5": 0.007750686450037204,
"10": 0.015606612958300438
}
},
{
"topN": 3,
"ticker": "RTX",
"hitRates": {
"1": 0.49645390070921985,
"5": 0.4306569343065693,
"10": 0.518796992481203
},
"hitRate1D": 0.49645390070921985,
"comboQuality": 0.0991163441728595,
"eligibleDays": 339,
"fitnessScore": -0.13555798888135248,
"lookbackDays": 21,
"returnLift1D": -0.0025205361494514385,
"hitRateLift1D": -0.05221866566246153,
"activationRate": 0.415929203539823,
"activationCount": 141,
"baselineHitRates": {
"1": 0.5486725663716814,
"5": 0.5850746268656717,
"10": 0.6575757575757576
},
"sampleConfidence": 0.9943262411347518,
"shadowSharpeLike": -0.695622535164666,
"avgForwardReturns": {
"1": -0.0009479115445618486,
"5": -0.0026674489777739454,
"10": 0.0009559902236559427
},
"shadowMaxDrawdown": -0.25942692693749814,
"shadowTotalReturn": -0.16586686318380617,
"avgForwardReturn1D": -0.0009479115445618486,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 141,
"5": 137,
"10": 133
},
"baselineAvgForwardReturns": {
"1": 0.0015726246048895897,
"5": 0.0070111521887830895,
"10": 0.013610164013550115
}
},
{
"topN": 4,
"ticker": "RTX",
"hitRates": {
"1": 0.5029585798816568,
"5": 0.45454545454545453,
"10": 0.5403726708074534
},
"hitRate1D": 0.5029585798816568,
"comboQuality": 0.05626862165023324,
"eligibleDays": 339,
"fitnessScore": -0.27033499681117673,
"lookbackDays": 21,
"returnLift1D": -0.003148456649045823,
"hitRateLift1D": -0.04571398649002456,
"activationRate": 0.49852507374631266,
"activationCount": 169,
"baselineHitRates": {
"1": 0.5486725663716814,
"5": 0.5850746268656717,
"10": 0.6575757575757576
},
"sampleConfidence": 0.9952662721893492,
"shadowSharpeLike": -1.0949602173505402,
"avgForwardReturns": {
"1": -0.0015758320441562335,
"5": -0.0025698772339628265,
"10": 0.003035061659055464
},
"shadowMaxDrawdown": -0.35678003110230994,
"shadowTotalReturn": -0.27476757868492807,
"avgForwardReturn1D": -0.0015758320441562335,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 169,
"5": 165,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.0015726246048895897,
"5": 0.0070111521887830895,
"10": 0.013610164013550115
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 5,
"comboQuality": 0.46069480509905497,
"fitnessScore": 0.31533991537691025,
"lookbackDays": 14,
"returnLift1D": -0.0010946458033935817,
"activationRate": 0.5511363636363636,
"activationCount": 194,
"sampleConfidence": 0.9965635738831615,
"shadowTotalReturn": 0.02587733327152497,
"avgForwardReturn1D": 0.0003961044790553071
},
{
"bestTopN": 2,
"comboQuality": 0.26775086524685354,
"fitnessScore": 0.12866595009395185,
"lookbackDays": 21,
"returnLift1D": -0.0012617997988565149,
"activationRate": 0.30383480825958703,
"activationCount": 103,
"sampleConfidence": 0.9954692556634305,
"shadowTotalReturn": -0.0009492588977153549,
"avgForwardReturn1D": 0.00031082480603307494
},
{
"bestTopN": 5,
"comboQuality": 0.5341954243821732,
"fitnessScore": 0.3801390220415155,
"lookbackDays": 30,
"returnLift1D": -0.0010516917959394253,
"activationRate": 0.6090909090909091,
"activationCount": 201,
"sampleConfidence": 0.9956882255389718,
"shadowTotalReturn": 0.07330183137135937,
"avgForwardReturn1D": 0.0005694085197816205
},
{
"bestTopN": 5,
"comboQuality": 0.9573959290168398,
"fitnessScore": 1.0346987868888828,
"lookbackDays": 45,
"returnLift1D": 0.00007718028825428724,
"activationRate": 0.6507936507936508,
"activationCount": 205,
"sampleConfidence": 0.9957723577235773,
"shadowTotalReturn": 0.5117542756109918,
"avgForwardReturn1D": 0.002214175991559619
},
{
"bestTopN": 5,
"comboQuality": 0.9266849789235907,
"fitnessScore": 0.908106596375504,
"lookbackDays": 63,
"returnLift1D": 0.00018238507175158554,
"activationRate": 0.6835016835016835,
"activationCount": 203,
"sampleConfidence": 0.9986863711001642,
"shadowTotalReturn": 0.4014925004345462,
"avgForwardReturn1D": 0.0018487536108328856
}
],
"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": "e9dff3c4785bb7e524cb30345b8e17a4e98fa2878dd85d9c3f6d8a15759321af",
"size": 13,
"members": [
"RTX",
"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",
"RTX"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "RTX",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "RTX",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.5279187817258884,
"10": 0.6040609137055838
},
"hitRate1D": 0.5454545454545454,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.761195452346532,
"eligibleDays": 326,
"fitnessScore": 0.6050338419135354,
"lookbackDays": 63,
"returnLift1D": -0.0004385822291694439,
"hitRateLift1D": -0.009760178471834968,
"portfolioSize": 4,
"activationRate": 0.6073619631901841,
"activationCount": 198,
"baselineHitRates": {
"1": 0.5552147239263804,
"5": 0.5993788819875776,
"10": 0.6750788643533123
},
"sampleConfidence": 0.9993265993265994,
"shadowSharpeLike": 0.7820460863959608,
"avgForwardReturns": {
"1": 0.0012414195526867437,
"5": 0.0039000174575015848,
"10": 0.010705561186233748
},
"shadowMaxDrawdown": -0.12746587559396638,
"shadowTotalReturn": 0.21703144192061008,
"avgForwardReturn1D": 0.0012414195526867437,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 198,
"5": 197,
"10": 197
},
"baselineAvgForwardReturns": {
"1": 0.0016800017818561876,
"5": 0.008354564590401932,
"10": 0.015864411890321742
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.761195452346532,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.3003780549103463,
"bestRawFitnessScore": 0.6050338419135354,
"upperQuartileComboQuality": 0.43547489480127394
},
"algorithmFit": {
"label": "weak",
"score": 0.42036759814084745,
"rawScore": 0.44282281896636044,
"confidence": 0.8985814648037871,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0.20016354692255697,
"recommendedRegion": {
"lookbackDays": [
30,
63
],
"portfolioSizes": [
4,
5
]
},
"parameterStability": 0.4981177772496181,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "RTX",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.5279187817258884,
"10": 0.6040609137055838
},
"hitRate1D": 0.5454545454545454,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.761195452346532,
"eligibleDays": 326,
"fitnessScore": 0.6050338419135354,
"lookbackDays": 63,
"returnLift1D": -0.0004385822291694439,
"hitRateLift1D": -0.009760178471834968,
"portfolioSize": 4,
"activationRate": 0.6073619631901841,
"activationCount": 198,
"baselineHitRates": {
"1": 0.5552147239263804,
"5": 0.5993788819875776,
"10": 0.6750788643533123
},
"sampleConfidence": 0.9993265993265994,
"shadowSharpeLike": 0.7820460863959608,
"avgForwardReturns": {
"1": 0.0012414195526867437,
"5": 0.0039000174575015848,
"10": 0.010705561186233748
},
"shadowMaxDrawdown": -0.12746587559396638,
"shadowTotalReturn": 0.21703144192061008,
"avgForwardReturn1D": 0.0012414195526867437,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 198,
"5": 197,
"10": 197
},
"baselineAvgForwardReturns": {
"1": 0.0016800017818561876,
"5": 0.008354564590401932,
"10": 0.015864411890321742
}
},
{
"topN": 5,
"ticker": "RTX",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.5279187817258884,
"10": 0.6040609137055838
},
"hitRate1D": 0.5454545454545454,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.761195452346532,
"eligibleDays": 326,
"fitnessScore": 0.6050338419135354,
"lookbackDays": 63,
"returnLift1D": -0.0004385822291694439,
"hitRateLift1D": -0.009760178471834968,
"portfolioSize": 5,
"activationRate": 0.6073619631901841,
"activationCount": 198,
"baselineHitRates": {
"1": 0.5552147239263804,
"5": 0.5993788819875776,
"10": 0.6750788643533123
},
"sampleConfidence": 0.9993265993265994,
"shadowSharpeLike": 0.7820460863959608,
"avgForwardReturns": {
"1": 0.0012414195526867437,
"5": 0.0039000174575015848,
"10": 0.010705561186233748
},
"shadowMaxDrawdown": -0.12746587559396638,
"shadowTotalReturn": 0.21703144192061008,
"avgForwardReturn1D": 0.0012414195526867437,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 198,
"5": 197,
"10": 197
},
"baselineAvgForwardReturns": {
"1": 0.0016800017818561876,
"5": 0.008354564590401932,
"10": 0.015864411890321742
}
},
{
"topN": 4,
"ticker": "RTX",
"hitRates": {
"1": 0.5462962962962963,
"5": 0.49056603773584906,
"10": 0.5652173913043478
},
"hitRate1D": 0.5462962962962963,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7296199287674633,
"eligibleDays": 359,
"fitnessScore": 0.5683929247820809,
"lookbackDays": 30,
"returnLift1D": -0.0006570098933998457,
"hitRateLift1D": -0.013592283090890334,
"portfolioSize": 4,
"activationRate": 0.6016713091922006,
"activationCount": 216,
"baselineHitRates": {
"1": 0.5598885793871866,
"5": 0.5915492957746479,
"10": 0.6657142857142857
},
"sampleConfidence": 0.9959876543209877,
"shadowSharpeLike": 0.7310060934409947,
"avgForwardReturns": {
"1": 0.0010633350486531428,
"5": 0.0013626345273259836,
"10": 0.004222695054267298
},
"shadowMaxDrawdown": -0.1557483160745503,
"shadowTotalReturn": 0.202931089336154,
"avgForwardReturn1D": 0.0010633350486531428,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 216,
"5": 212,
"10": 207
},
"baselineAvgForwardReturns": {
"1": 0.0017203449420529885,
"5": 0.007574992524764924,
"10": 0.014370449293827076
}
},
{
"topN": 5,
"ticker": "RTX",
"hitRates": {
"1": 0.5462962962962963,
"5": 0.49056603773584906,
"10": 0.5652173913043478
},
"hitRate1D": 0.5462962962962963,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7296199287674633,
"eligibleDays": 359,
"fitnessScore": 0.5683929247820809,
"lookbackDays": 30,
"returnLift1D": -0.0006570098933998457,
"hitRateLift1D": -0.013592283090890334,
"portfolioSize": 5,
"activationRate": 0.6016713091922006,
"activationCount": 216,
"baselineHitRates": {
"1": 0.5598885793871866,
"5": 0.5915492957746479,
"10": 0.6657142857142857
},
"sampleConfidence": 0.9959876543209877,
"shadowSharpeLike": 0.7310060934409947,
"avgForwardReturns": {
"1": 0.0010633350486531428,
"5": 0.0013626345273259836,
"10": 0.004222695054267298
},
"shadowMaxDrawdown": -0.1557483160745503,
"shadowTotalReturn": 0.202931089336154,
"avgForwardReturn1D": 0.0010633350486531428,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 216,
"5": 212,
"10": 207
},
"baselineAvgForwardReturns": {
"1": 0.0017203449420529885,
"5": 0.007574992524764924,
"10": 0.014370449293827076
}
},
{
"topN": 4,
"ticker": "RTX",
"hitRates": {
"1": 0.5450236966824644,
"5": 0.5024154589371981,
"10": 0.5891089108910891
},
"hitRate1D": 0.5450236966824644,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.43547489480127394,
"eligibleDays": 344,
"fitnessScore": 0.2928995042077351,
"lookbackDays": 45,
"returnLift1D": -0.0013380263390909467,
"hitRateLift1D": -0.01020886145707045,
"portfolioSize": 4,
"activationRate": 0.6133720930232558,
"activationCount": 211,
"baselineHitRates": {
"1": 0.5552325581395349,
"5": 0.5882352941176471,
"10": 0.6597014925373135
},
"sampleConfidence": 0.9958925750394946,
"shadowSharpeLike": 0.1382874114736941,
"avgForwardReturns": {
"1": 0.00029581066028191294,
"5": 0.0008386012926666121,
"10": 0.0076581707149031035
},
"shadowMaxDrawdown": -0.23434650986018146,
"shadowTotalReturn": 0.009004984606353794,
"avgForwardReturn1D": 0.00029581066028191294,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 211,
"5": 207,
"10": 202
},
"baselineAvgForwardReturns": {
"1": 0.0016338369993728597,
"5": 0.007267748561703967,
"10": 0.013823617919870614
}
},
{
"topN": 5,
"ticker": "RTX",
"hitRates": {
"1": 0.5450236966824644,
"5": 0.5024154589371981,
"10": 0.5891089108910891
},
"hitRate1D": 0.5450236966824644,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.43547489480127394,
"eligibleDays": 344,
"fitnessScore": 0.2928995042077351,
"lookbackDays": 45,
"returnLift1D": -0.0013380263390909467,
"hitRateLift1D": -0.01020886145707045,
"portfolioSize": 5,
"activationRate": 0.6133720930232558,
"activationCount": 211,
"baselineHitRates": {
"1": 0.5552325581395349,
"5": 0.5882352941176471,
"10": 0.6597014925373135
},
"sampleConfidence": 0.9958925750394946,
"shadowSharpeLike": 0.1382874114736941,
"avgForwardReturns": {
"1": 0.00029581066028191294,
"5": 0.0008386012926666121,
"10": 0.0076581707149031035
},
"shadowMaxDrawdown": -0.23434650986018146,
"shadowTotalReturn": 0.009004984606353794,
"avgForwardReturn1D": 0.00029581066028191294,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 211,
"5": 207,
"10": 202
},
"baselineAvgForwardReturns": {
"1": 0.0016338369993728597,
"5": 0.007267748561703967,
"10": 0.013823617919870614
}
},
{
"topN": 4,
"ticker": "RTX",
"hitRates": {
"1": 0.5414364640883977,
"5": 0.4748603351955307,
"10": 0.5459770114942529
},
"hitRate1D": 0.5414364640883977,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.38722842382488476,
"eligibleDays": 375,
"fitnessScore": 0.24902495605492883,
"lookbackDays": 14,
"returnLift1D": -0.0012667209603997348,
"hitRateLift1D": -0.010563535911602306,
"portfolioSize": 4,
"activationRate": 0.4826666666666667,
"activationCount": 181,
"baselineHitRates": {
"1": 0.552,
"5": 0.5822102425876011,
"10": 0.6557377049180327
},
"sampleConfidence": 0.9966850828729282,
"shadowSharpeLike": 0.0962750640981095,
"avgForwardReturns": {
"1": 0.0003020724274083304,
"5": 0.000294029641465661,
"10": 0.0041316485492694545
},
"shadowMaxDrawdown": -0.14227405056498044,
"shadowTotalReturn": 0.0015606208048677406,
"avgForwardReturn1D": 0.0003020724274083304,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 181,
"5": 179,
"10": 174
},
"baselineAvgForwardReturns": {
"1": 0.0015687933878080651,
"5": 0.007055747513436065,
"10": 0.013583563666740208
}
},
{
"topN": 5,
"ticker": "RTX",
"hitRates": {
"1": 0.5414364640883977,
"5": 0.4748603351955307,
"10": 0.5459770114942529
},
"hitRate1D": 0.5414364640883977,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.38722842382488476,
"eligibleDays": 375,
"fitnessScore": 0.24902495605492883,
"lookbackDays": 14,
"returnLift1D": -0.0012667209603997348,
"hitRateLift1D": -0.010563535911602306,
"portfolioSize": 5,
"activationRate": 0.4826666666666667,
"activationCount": 181,
"baselineHitRates": {
"1": 0.552,
"5": 0.5822102425876011,
"10": 0.6557377049180327
},
"sampleConfidence": 0.9966850828729282,
"shadowSharpeLike": 0.0962750640981095,
"avgForwardReturns": {
"1": 0.0003020724274083304,
"5": 0.000294029641465661,
"10": 0.0041316485492694545
},
"shadowMaxDrawdown": -0.14227405056498044,
"shadowTotalReturn": 0.0015606208048677406,
"avgForwardReturn1D": 0.0003020724274083304,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 181,
"5": 179,
"10": 174
},
"baselineAvgForwardReturns": {
"1": 0.0015687933878080651,
"5": 0.007055747513436065,
"10": 0.013583563666740208
}
},
{
"topN": 3,
"ticker": "RTX",
"hitRates": {
"1": 0.547486033519553,
"5": 0.4685714285714286,
"10": 0.5529411764705883
},
"hitRate1D": 0.547486033519553,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.33778910420376146,
"eligibleDays": 344,
"fitnessScore": 0.20190428734951804,
"lookbackDays": 45,
"returnLift1D": -0.0015082553411400945,
"hitRateLift1D": -0.0077465246199818205,
"portfolioSize": 3,
"activationRate": 0.5203488372093024,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5552325581395349,
"5": 0.5882352941176471,
"10": 0.6597014925373135
},
"sampleConfidence": 0.9951582867783986,
"shadowSharpeLike": 0.007296944892941727,
"avgForwardReturns": {
"1": 0.00012558165823276532,
"5": -0.0004878706318754324,
"10": 0.0044256221829126335
},
"shadowMaxDrawdown": -0.23434650986018146,
"shadowTotalReturn": -0.025092892218238738,
"avgForwardReturn1D": 0.00012558165823276532,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 179,
"5": 175,
"10": 170
},
"baselineAvgForwardReturns": {
"1": 0.0016338369993728597,
"5": 0.007267748561703967,
"10": 0.013823617919870614
}
},
{
"topN": 3,
"ticker": "RTX",
"hitRates": {
"1": 0.524390243902439,
"5": 0.4817073170731707,
"10": 0.5487804878048781
},
"hitRate1D": 0.524390243902439,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.3111255216019998,
"eligibleDays": 326,
"fitnessScore": 0.1751302196764561,
"lookbackDays": 63,
"returnLift1D": -0.0017107625047628175,
"hitRateLift1D": -0.030824480023941336,
"portfolioSize": 3,
"activationRate": 0.5030674846625767,
"activationCount": 164,
"baselineHitRates": {
"1": 0.5552147239263804,
"5": 0.5993788819875776,
"10": 0.6750788643533123
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.07177518404267753,
"avgForwardReturns": {
"1": -0.00003076072290662982,
"5": 0.0014276166671332532,
"10": 0.005708328642475032
},
"shadowMaxDrawdown": -0.1342885012379602,
"shadowTotalReturn": -0.0456467672704739,
"avgForwardReturn1D": -0.00003076072290662982,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 164,
"5": 164,
"10": 164
},
"baselineAvgForwardReturns": {
"1": 0.0016800017818561876,
"5": 0.008354564590401932,
"10": 0.015864411890321742
}
},
{
"topN": 2,
"ticker": "RTX",
"hitRates": {
"1": 0.5161290322580645,
"5": 0.4838709677419355,
"10": 0.5327868852459017
},
"hitRate1D": 0.5161290322580645,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.28963058821869275,
"eligibleDays": 375,
"fitnessScore": 0.15262065172957973,
"lookbackDays": 14,
"returnLift1D": -0.0011812284597803417,
"hitRateLift1D": -0.035870967741935544,
"portfolioSize": 2,
"activationRate": 0.33066666666666666,
"activationCount": 124,
"baselineHitRates": {
"1": 0.552,
"5": 0.5822102425876011,
"10": 0.6557377049180327
},
"sampleConfidence": 0.9989247311827958,
"shadowSharpeLike": 0.1206804070364622,
"avgForwardReturns": {
"1": 0.0003875649280277234,
"5": 0.0021445157067007913,
"10": 0.0024080554927967753
},
"shadowMaxDrawdown": -0.13063417593978288,
"shadowTotalReturn": 0.010901325508401616,
"avgForwardReturn1D": 0.0003875649280277234,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 124,
"5": 124,
"10": 122
},
"baselineAvgForwardReturns": {
"1": 0.0015687933878080651,
"5": 0.007055747513436065,
"10": 0.013583563666740208
}
},
{
"topN": 3,
"ticker": "RTX",
"hitRates": {
"1": 0.5166666666666667,
"5": 0.4772727272727273,
"10": 0.5380116959064327
},
"hitRate1D": 0.5166666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.27759910508768265,
"eligibleDays": 359,
"fitnessScore": 0.13959150807416515,
"lookbackDays": 30,
"returnLift1D": -0.0016515671910161908,
"hitRateLift1D": -0.043221912720519895,
"portfolioSize": 3,
"activationRate": 0.5013927576601671,
"activationCount": 180,
"baselineHitRates": {
"1": 0.5598885793871866,
"5": 0.5915492957746479,
"10": 0.6657142857142857
},
"sampleConfidence": 0.9951851851851853,
"shadowSharpeLike": -0.06645420829532891,
"avgForwardReturns": {
"1": 0.00006877775103679768,
"5": -0.000392373972016352,
"10": 0.0022155117019205103
},
"shadowMaxDrawdown": -0.2088148147585801,
"shadowTotalReturn": -0.039757523475995704,
"avgForwardReturn1D": 0.00006877775103679768,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05"
],
"horizonObservationCounts": {
"1": 180,
"5": 176,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.0017203449420529885,
"5": 0.007574992524764924,
"10": 0.014370449293827076
}
},
{
"topN": 2,
"ticker": "RTX",
"hitRates": {
"1": 0.5338983050847458,
"5": 0.4915254237288136,
"10": 0.5254237288135594
},
"hitRate1D": 0.5338983050847458,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.22995380178051533,
"eligibleDays": 326,
"fitnessScore": 0.08411414156143221,
"lookbackDays": 63,
"returnLift1D": -0.0019259493491207672,
"hitRateLift1D": -0.0213164188416346,
"portfolioSize": 2,
"activationRate": 0.3619631901840491,
"activationCount": 118,
"baselineHitRates": {
"1": 0.5552147239263804,
"5": 0.5993788819875776,
"10": 0.6750788643533123
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.19839739087060426,
"avgForwardReturns": {
"1": -0.0002459475672645796,
"5": 0.0017925342075891333,
"10": 0.0033547559471347314
},
"shadowMaxDrawdown": -0.12746587559396638,
"shadowTotalReturn": -0.0669059132956007,
"avgForwardReturn1D": -0.0002459475672645796,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 118,
"5": 118,
"10": 118
},
"baselineAvgForwardReturns": {
"1": 0.0016800017818561876,
"5": 0.008354564590401932,
"10": 0.015864411890321742
}
},
{
"topN": 2,
"ticker": "RTX",
"hitRates": {
"1": 0.5258620689655172,
"5": 0.41379310344827586,
"10": 0.49107142857142855
},
"hitRate1D": 0.5258620689655172,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.21083138564211887,
"eligibleDays": 368,
"fitnessScore": 0.05961731166918581,
"lookbackDays": 21,
"returnLift1D": -0.0016664879020055442,
"hitRateLift1D": -0.028485757121439303,
"portfolioSize": 2,
"activationRate": 0.31521739130434784,
"activationCount": 116,
"baselineHitRates": {
"1": 0.5543478260869565,
"5": 0.5796703296703297,
"10": 0.6545961002785515
},
"sampleConfidence": 0.9977011494252874,
"shadowSharpeLike": -0.25032849129305895,
"avgForwardReturns": {
"1": -0.000148083470376772,
"5": -0.0015703358385633465,
"10": 0.00020096411245107415
},
"shadowMaxDrawdown": -0.1390174994014871,
"shadowTotalReturn": -0.05195299945316023,
"avgForwardReturn1D": -0.000148083470376772,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-26",
"2025-02-28",
"2025-03-11"
],
"horizonObservationCounts": {
"1": 116,
"5": 116,
"10": 112
},
"baselineAvgForwardReturns": {
"1": 0.0015184044316287721,
"5": 0.006882783789574122,
"10": 0.013819401404401976
}
},
{
"topN": 3,
"ticker": "RTX",
"hitRates": {
"1": 0.5220125786163522,
"5": 0.4430379746835443,
"10": 0.5161290322580645
},
"hitRate1D": 0.5220125786163522,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.18472591859490176,
"eligibleDays": 375,
"fitnessScore": 0.023376747555193214,
"lookbackDays": 14,
"returnLift1D": -0.0020217286716977248,
"hitRateLift1D": -0.02998742138364785,
"portfolioSize": 3,
"activationRate": 0.424,
"activationCount": 159,
"baselineHitRates": {
"1": 0.552,
"5": 0.5822102425876011,
"10": 0.6557377049180327
},
"sampleConfidence": 0.9979035639412999,
"shadowSharpeLike": -0.4080658179876067,
"avgForwardReturns": {
"1": -0.00045293528388965973,
"5": -0.001567301687641575,
"10": 0.002513087733584163
},
"shadowMaxDrawdown": -0.15177514301379758,
"shadowTotalReturn": -0.11724676272946788,
"avgForwardReturn1D": -0.00045293528388965973,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 159,
"5": 158,
"10": 155
},
"baselineAvgForwardReturns": {
"1": 0.0015687933878080651,
"5": 0.007055747513436065,
"10": 0.013583563666740208
}
},
{
"topN": 2,
"ticker": "RTX",
"hitRates": {
"1": 0.49206349206349204,
"5": 0.4426229508196721,
"10": 0.47863247863247865
},
"hitRate1D": 0.49206349206349204,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.15774268037032424,
"eligibleDays": 359,
"fitnessScore": -0.01852650398492871,
"lookbackDays": 30,
"returnLift1D": -0.0019732843056382452,
"hitRateLift1D": -0.06782508732369458,
"portfolioSize": 2,
"activationRate": 0.35097493036211697,
"activationCount": 126,
"baselineHitRates": {
"1": 0.5598885793871866,
"5": 0.5915492957746479,
"10": 0.6657142857142857
},
"sampleConfidence": 0.9931216931216932,
"shadowSharpeLike": -0.2123643564240447,
"avgForwardReturns": {
"1": -0.0002529393635852568,
"5": -0.0035131233484901017,
"10": -0.0029652947754454594
},
"shadowMaxDrawdown": -0.22030107805456833,
"shadowTotalReturn": -0.06623302938665021,
"avgForwardReturn1D": -0.0002529393635852568,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-11"
],
"horizonObservationCounts": {
"1": 126,
"5": 122,
"10": 117
},
"baselineAvgForwardReturns": {
"1": 0.0017203449420529885,
"5": 0.007574992524764924,
"10": 0.014370449293827076
}
},
{
"topN": 2,
"ticker": "RTX",
"hitRates": {
"1": 0.5446428571428571,
"5": 0.3761467889908257,
"10": 0.4811320754716981
},
"hitRate1D": 0.5446428571428571,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.15168856431167452,
"eligibleDays": 344,
"fitnessScore": -0.02871203204938525,
"lookbackDays": 45,
"returnLift1D": -0.002236860200230874,
"hitRateLift1D": -0.010589700996677776,
"portfolioSize": 2,
"activationRate": 0.32558139534883723,
"activationCount": 112,
"baselineHitRates": {
"1": 0.5552325581395349,
"5": 0.5882352941176471,
"10": 0.6597014925373135
},
"sampleConfidence": 0.9946428571428572,
"shadowSharpeLike": -0.38306598782817264,
"avgForwardReturns": {
"1": -0.0006030232008580139,
"5": -0.003965500175371441,
"10": -0.0007762859567450587
},
"shadowMaxDrawdown": -0.2439544754547054,
"shadowTotalReturn": -0.10874758636963966,
"avgForwardReturn1D": -0.0006030232008580139,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 112,
"5": 109,
"10": 106
},
"baselineAvgForwardReturns": {
"1": 0.0016338369993728597,
"5": 0.007267748561703967,
"10": 0.013823617919870614
}
},
{
"topN": 3,
"ticker": "RTX",
"hitRates": {
"1": 0.4968152866242038,
"5": 0.41935483870967744,
"10": 0.5
},
"hitRate1D": 0.4968152866242038,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.08117004539066228,
"eligibleDays": 368,
"fitnessScore": -0.1838420542813267,
"lookbackDays": 21,
"returnLift1D": -0.0026195160175821654,
"hitRateLift1D": -0.05753253946275272,
"portfolioSize": 3,
"activationRate": 0.4266304347826087,
"activationCount": 157,
"baselineHitRates": {
"1": 0.5543478260869565,
"5": 0.5796703296703297,
"10": 0.6545961002785515
},
"sampleConfidence": 0.9961783439490446,
"shadowSharpeLike": -0.8165942161310944,
"avgForwardReturns": {
"1": -0.0011011115859533933,
"5": -0.003104726399837712,
"10": 0.000760962610209636
},
"shadowMaxDrawdown": -0.2769101077410916,
"shadowTotalReturn": -0.20234654726611268,
"avgForwardReturn1D": -0.0011011115859533933,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-26"
],
"horizonObservationCounts": {
"1": 157,
"5": 155,
"10": 150
},
"baselineAvgForwardReturns": {
"1": 0.0015184044316287721,
"5": 0.006882783789574122,
"10": 0.013819401404401976
}
},
{
"topN": 4,
"ticker": "RTX",
"hitRates": {
"1": 0.4973544973544973,
"5": 0.44623655913978494,
"10": 0.5303867403314917
},
"hitRate1D": 0.4973544973544973,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.04351889799569095,
"eligibleDays": 368,
"fitnessScore": -0.3298144651768148,
"lookbackDays": 21,
"returnLift1D": -0.003196133854475891,
"hitRateLift1D": -0.056993328732459214,
"portfolioSize": 4,
"activationRate": 0.5135869565217391,
"activationCount": 189,
"baselineHitRates": {
"1": 0.5543478260869565,
"5": 0.5796703296703297,
"10": 0.6545961002785515
},
"sampleConfidence": 0.9961199294532629,
"shadowSharpeLike": -1.213346243750146,
"avgForwardReturns": {
"1": -0.0016777294228471188,
"5": -0.0028687353325763335,
"10": 0.0032995129111192925
},
"shadowMaxDrawdown": -0.38149669417550136,
"shadowTotalReturn": -0.3144645946185983,
"avgForwardReturn1D": -0.0016777294228471188,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-26"
],
"horizonObservationCounts": {
"1": 189,
"5": 186,
"10": 181
},
"baselineAvgForwardReturns": {
"1": 0.0015184044316287721,
"5": 0.006882783789574122,
"10": 0.013819401404401976
}
},
{
"topN": 5,
"ticker": "RTX",
"hitRates": {
"1": 0.4973544973544973,
"5": 0.44623655913978494,
"10": 0.5303867403314917
},
"hitRate1D": 0.4973544973544973,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.04351889799569095,
"eligibleDays": 368,
"fitnessScore": -0.3298144651768148,
"lookbackDays": 21,
"returnLift1D": -0.003196133854475891,
"hitRateLift1D": -0.056993328732459214,
"portfolioSize": 5,
"activationRate": 0.5135869565217391,
"activationCount": 189,
"baselineHitRates": {
"1": 0.5543478260869565,
"5": 0.5796703296703297,
"10": 0.6545961002785515
},
"sampleConfidence": 0.9961199294532629,
"shadowSharpeLike": -1.213346243750146,
"avgForwardReturns": {
"1": -0.0016777294228471188,
"5": -0.0028687353325763335,
"10": 0.0032995129111192925
},
"shadowMaxDrawdown": -0.38149669417550136,
"shadowTotalReturn": -0.3144645946185983,
"avgForwardReturn1D": -0.0016777294228471188,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-26"
],
"horizonObservationCounts": {
"1": 189,
"5": 186,
"10": 181
},
"baselineAvgForwardReturns": {
"1": 0.0015184044316287721,
"5": 0.006882783789574122,
"10": 0.013819401404401976
}
}
],
"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": 0.38722842382488476,
"fitnessScore": 0.24902495605492883,
"lookbackDays": 14,
"returnLift1D": -0.0012667209603997348,
"activationRate": 0.4826666666666667,
"activationCount": 181,
"sampleConfidence": 0.9966850828729282,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.0015606208048677406,
"avgForwardReturn1D": 0.0003020724274083304
},
{
"comboQuality": 0.21083138564211887,
"fitnessScore": 0.05961731166918581,
"lookbackDays": 21,
"returnLift1D": -0.0016664879020055442,
"activationRate": 0.31521739130434784,
"activationCount": 116,
"sampleConfidence": 0.9977011494252874,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.05195299945316023,
"avgForwardReturn1D": -0.000148083470376772
},
{
"comboQuality": 0.7296199287674633,
"fitnessScore": 0.5683929247820809,
"lookbackDays": 30,
"returnLift1D": -0.0006570098933998457,
"activationRate": 0.6016713091922006,
"activationCount": 216,
"sampleConfidence": 0.9959876543209877,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.202931089336154,
"avgForwardReturn1D": 0.0010633350486531428
},
{
"comboQuality": 0.43547489480127394,
"fitnessScore": 0.2928995042077351,
"lookbackDays": 45,
"returnLift1D": -0.0013380263390909467,
"activationRate": 0.6133720930232558,
"activationCount": 211,
"sampleConfidence": 0.9958925750394946,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.009004984606353794,
"avgForwardReturn1D": 0.00029581066028191294
},
{
"comboQuality": 0.761195452346532,
"fitnessScore": 0.6050338419135354,
"lookbackDays": 63,
"returnLift1D": -0.0004385822291694439,
"activationRate": 0.6073619631901841,
"activationCount": 198,
"sampleConfidence": 0.9993265993265994,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.21703144192061008,
"avgForwardReturn1D": 0.0012414195526867437
}
],
"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": "e9dff3c4785bb7e524cb30345b8e17a4e98fa2878dd85d9c3f6d8a15759321af",
"size": 13,
"members": [
"RTX",
"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."
}