Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ACGL"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "ACGL",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 4,
"ticker": "ACGL",
"hitRates": {
"1": 0.5294117647058824,
"5": 0.5,
"10": 0.4411764705882353
},
"hitRate1D": 0.5294117647058824,
"comboQuality": 0.20326349765754384,
"eligibleDays": 297,
"fitnessScore": 0.0494754114825508,
"lookbackDays": 63,
"returnLift1D": -0.0003262807912931563,
"hitRateLift1D": -0.000993640699523013,
"activationRate": 0.11447811447811448,
"activationCount": 34,
"baselineHitRates": {
"1": 0.5304054054054054,
"5": 0.547945205479452,
"10": 0.5331010452961672
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.06891948927846187,
"avgForwardReturns": {
"1": -0.000043857965122446104,
"5": 0.004858159368218706,
"10": -0.008597534730257947
},
"shadowMaxDrawdown": -0.0799971083543094,
"shadowTotalReturn": -0.010213053343083422,
"avgForwardReturn1D": -0.000043857965122446104,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-12-15",
"2025-12-16",
"2025-12-17"
],
"horizonObservationCounts": {
"1": 34,
"5": 34,
"10": 34
},
"baselineAvgForwardReturns": {
"1": 0.0002824228261707102,
"5": 0.0015759628955393148,
"10": 0.003225086128540363
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.20326349765754384,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08334616791177249,
"bestRawFitnessScore": 0.0494754114825508,
"upperQuartileComboQuality": 0.10655220560831463
},
"algorithmFit": {
"label": "poor",
"score": 0.13727835610596995,
"rawScore": 0.14805506502402951,
"confidence": 0.8544229619390532,
"bestProfile": {
"topN": 4,
"lookbackDays": 63
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
4
],
"lookbackDays": [
63
]
},
"parameterStability": 0.2879451090430514,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "ACGL",
"hitRates": {
"1": 0.5294117647058824,
"5": 0.5,
"10": 0.4411764705882353
},
"hitRate1D": 0.5294117647058824,
"comboQuality": 0.20326349765754384,
"eligibleDays": 297,
"fitnessScore": 0.0494754114825508,
"lookbackDays": 63,
"returnLift1D": -0.0003262807912931563,
"hitRateLift1D": -0.000993640699523013,
"activationRate": 0.11447811447811448,
"activationCount": 34,
"baselineHitRates": {
"1": 0.5304054054054054,
"5": 0.547945205479452,
"10": 0.5331010452961672
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.06891948927846187,
"avgForwardReturns": {
"1": -0.000043857965122446104,
"5": 0.004858159368218706,
"10": -0.008597534730257947
},
"shadowMaxDrawdown": -0.0799971083543094,
"shadowTotalReturn": -0.010213053343083422,
"avgForwardReturn1D": -0.000043857965122446104,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-12-15",
"2025-12-16",
"2025-12-17"
],
"horizonObservationCounts": {
"1": 34,
"5": 34,
"10": 34
},
"baselineAvgForwardReturns": {
"1": 0.0002824228261707102,
"5": 0.0015759628955393148,
"10": 0.003225086128540363
}
},
{
"topN": 5,
"ticker": "ACGL",
"hitRates": {
"1": 0.4778761061946903,
"5": 0.5045871559633027,
"10": 0.4807692307692308
},
"hitRate1D": 0.4778761061946903,
"comboQuality": 0.17551063258396613,
"eligibleDays": 339,
"fitnessScore": 0.00964578348438402,
"lookbackDays": 21,
"returnLift1D": -0.0004407202072252066,
"hitRateLift1D": -0.04875111274022098,
"activationRate": 0.336283185840708,
"activationCount": 114,
"baselineHitRates": {
"1": 0.5266272189349113,
"5": 0.5598802395209581,
"10": 0.5349544072948328
},
"sampleConfidence": 0.9906432748538012,
"shadowSharpeLike": -0.18816150026787337,
"avgForwardReturns": {
"1": -0.00012135278401807645,
"5": -0.0020684022735441153,
"10": -0.005634937058659067
},
"shadowMaxDrawdown": -0.16736222157325964,
"shadowTotalReturn": -0.04893665105758349,
"avgForwardReturn1D": -0.00012135278401807645,
"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": 113,
"5": 109,
"10": 104
},
"baselineAvgForwardReturns": {
"1": 0.00031936742320713013,
"5": 0.001602286877019949,
"10": 0.002720643132871791
}
},
{
"topN": 5,
"ticker": "ACGL",
"hitRates": {
"1": 0.4701492537313433,
"5": 0.48091603053435117,
"10": 0.46825396825396826
},
"hitRate1D": 0.4701492537313433,
"comboQuality": 0.16397226938052983,
"eligibleDays": 352,
"fitnessScore": -0.008372180924585354,
"lookbackDays": 14,
"returnLift1D": -0.0004646292136226401,
"hitRateLift1D": -0.04985074626865671,
"activationRate": 0.3806818181818182,
"activationCount": 134,
"baselineHitRates": {
"1": 0.52,
"5": 0.5578034682080925,
"10": 0.5467836257309941
},
"sampleConfidence": 0.9945273631840796,
"shadowSharpeLike": -0.2309112118637814,
"avgForwardReturns": {
"1": -0.0002455295727844125,
"5": -0.003605406685389073,
"10": -0.005689061703416972
},
"shadowMaxDrawdown": -0.18883768570593118,
"shadowTotalReturn": -0.06622174188423346,
"avgForwardReturn1D": -0.0002455295727844125,
"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",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 134,
"5": 131,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.00021909964083822761,
"5": 0.001755148218105502,
"10": 0.003497901473532564
}
},
{
"topN": 5,
"ticker": "ACGL",
"hitRates": {
"1": 0.5,
"5": 0.4772727272727273,
"10": 0.40476190476190477
},
"hitRate1D": 0.5,
"comboQuality": 0.13409098126910454,
"eligibleDays": 297,
"fitnessScore": -0.06035748810928499,
"lookbackDays": 63,
"returnLift1D": -0.0010613551105948104,
"hitRateLift1D": -0.030405405405405372,
"activationRate": 0.14814814814814814,
"activationCount": 44,
"baselineHitRates": {
"1": 0.5304054054054054,
"5": 0.547945205479452,
"10": 0.5331010452961672
},
"sampleConfidence": 0.9969696969696971,
"shadowSharpeLike": -0.41600205934474305,
"avgForwardReturns": {
"1": -0.0007789322844241002,
"5": 0.001398376352044524,
"10": -0.01136372953350756
},
"shadowMaxDrawdown": -0.12123257543766408,
"shadowTotalReturn": -0.04675554687629102,
"avgForwardReturn1D": -0.0007789322844241002,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-30",
"2025-06-02",
"2025-06-03"
],
"horizonObservationCounts": {
"1": 44,
"5": 44,
"10": 42
},
"baselineAvgForwardReturns": {
"1": 0.0002824228261707102,
"5": 0.0015759628955393148,
"10": 0.003225086128540363
}
},
{
"topN": 4,
"ticker": "ACGL",
"hitRates": {
"1": 0.42424242424242425,
"5": 0.5555555555555556,
"10": 0.5084745762711864
},
"hitRate1D": 0.42424242424242425,
"comboQuality": 0.10800647435034523,
"eligibleDays": 315,
"fitnessScore": -0.11447889428546335,
"lookbackDays": 45,
"returnLift1D": -0.0009000525397872051,
"hitRateLift1D": -0.10441999613974134,
"activationRate": 0.20952380952380953,
"activationCount": 66,
"baselineHitRates": {
"1": 0.5286624203821656,
"5": 0.5548387096774193,
"10": 0.5475409836065573
},
"sampleConfidence": 0.98989898989899,
"shadowSharpeLike": -0.45687022223166646,
"avgForwardReturns": {
"1": -0.0005713106867524023,
"5": 0.00003314664983947741,
"10": 0.0005239560183200437
},
"shadowMaxDrawdown": -0.07697328390944524,
"shadowTotalReturn": -0.04960428994293209,
"avgForwardReturn1D": -0.0005713106867524023,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 66,
"5": 63,
"10": 59
},
"baselineAvgForwardReturns": {
"1": 0.0003287418530348028,
"5": 0.001820268653724851,
"10": 0.003773930360708016
}
},
{
"topN": 4,
"ticker": "ACGL",
"hitRates": {
"1": 0.453781512605042,
"5": 0.46551724137931033,
"10": 0.4642857142857143
},
"hitRate1D": 0.453781512605042,
"comboQuality": 0.10606744936097111,
"eligibleDays": 352,
"fitnessScore": -0.11894212621056643,
"lookbackDays": 14,
"returnLift1D": -0.0008070289579181404,
"hitRateLift1D": -0.066218487394958,
"activationRate": 0.3380681818181818,
"activationCount": 119,
"baselineHitRates": {
"1": 0.52,
"5": 0.5578034682080925,
"10": 0.5467836257309941
},
"sampleConfidence": 0.9943977591036415,
"shadowSharpeLike": -0.4550857395251,
"avgForwardReturns": {
"1": -0.0005879293170799128,
"5": -0.0037200891856756617,
"10": -0.0055601119945892456
},
"shadowMaxDrawdown": -0.2073195101652252,
"shadowTotalReturn": -0.10485991737748557,
"avgForwardReturn1D": -0.0005879293170799128,
"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": 119,
"5": 116,
"10": 112
},
"baselineAvgForwardReturns": {
"1": 0.00021909964083822761,
"5": 0.001755148218105502,
"10": 0.003497901473532564
}
},
{
"topN": 3,
"ticker": "ACGL",
"hitRates": {
"1": 0.44329896907216493,
"5": 0.4631578947368421,
"10": 0.46153846153846156
},
"hitRate1D": 0.44329896907216493,
"comboQuality": 0.1015948981798685,
"eligibleDays": 352,
"fitnessScore": -0.12951810787633652,
"lookbackDays": 14,
"returnLift1D": -0.0008427528542071967,
"hitRateLift1D": -0.07670103092783509,
"activationRate": 0.2755681818181818,
"activationCount": 97,
"baselineHitRates": {
"1": 0.52,
"5": 0.5578034682080925,
"10": 0.5467836257309941
},
"sampleConfidence": 0.9945017182130584,
"shadowSharpeLike": -0.45184564807657757,
"avgForwardReturns": {
"1": -0.0006236532133689691,
"5": -0.003999188107278422,
"10": -0.004440210640837525
},
"shadowMaxDrawdown": -0.1524658824462526,
"shadowTotalReturn": -0.09148486187650884,
"avgForwardReturn1D": -0.0006236532133689691,
"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",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 97,
"5": 95,
"10": 91
},
"baselineAvgForwardReturns": {
"1": 0.00021909964083822761,
"5": 0.001755148218105502,
"10": 0.003497901473532564
}
},
{
"topN": 5,
"ticker": "ACGL",
"hitRates": {
"1": 0.43037974683544306,
"5": 0.5394736842105263,
"10": 0.5211267605633803
},
"hitRate1D": 0.43037974683544306,
"comboQuality": 0.0898792030645044,
"eligibleDays": 315,
"fitnessScore": -0.15932436587331236,
"lookbackDays": 45,
"returnLift1D": -0.0012376369726548786,
"hitRateLift1D": -0.09828267354672254,
"activationRate": 0.2507936507936508,
"activationCount": 79,
"baselineHitRates": {
"1": 0.5286624203821656,
"5": 0.5548387096774193,
"10": 0.5475409836065573
},
"sampleConfidence": 0.9907172995780591,
"shadowSharpeLike": -0.6996707276445618,
"avgForwardReturns": {
"1": -0.0009088951196200757,
"5": -0.0011217496687460375,
"10": 0.00008716776292081326
},
"shadowMaxDrawdown": -0.12633846008452265,
"shadowTotalReturn": -0.08357387526799842,
"avgForwardReturn1D": -0.0009088951196200757,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 79,
"5": 76,
"10": 71
},
"baselineAvgForwardReturns": {
"1": 0.0003287418530348028,
"5": 0.001820268653724851,
"10": 0.003773930360708016
}
},
{
"topN": 3,
"ticker": "ACGL",
"hitRates": {
"1": 0.44,
"5": 0.5319148936170213,
"10": 0.46511627906976744
},
"hitRate1D": 0.44,
"comboQuality": 0.08887097135819773,
"eligibleDays": 315,
"fitnessScore": -0.1620497719726849,
"lookbackDays": 45,
"returnLift1D": -0.001507654367671275,
"hitRateLift1D": -0.0886624203821656,
"activationRate": 0.15873015873015872,
"activationCount": 50,
"baselineHitRates": {
"1": 0.5286624203821656,
"5": 0.5548387096774193,
"10": 0.5475409836065573
},
"sampleConfidence": 0.9866666666666667,
"shadowSharpeLike": -0.7586222787866218,
"avgForwardReturns": {
"1": -0.0011789125146364722,
"5": -0.002038577483843868,
"10": -0.0025022334821517586
},
"shadowMaxDrawdown": -0.06907445941233248,
"shadowTotalReturn": -0.0686901353064443,
"avgForwardReturn1D": -0.0011789125146364722,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-05",
"2025-05-06",
"2025-05-07"
],
"horizonObservationCounts": {
"1": 50,
"5": 47,
"10": 43
},
"baselineAvgForwardReturns": {
"1": 0.0003287418530348028,
"5": 0.001820268653724851,
"10": 0.003773930360708016
}
},
{
"topN": 2,
"ticker": "ACGL",
"hitRates": {
"1": 0.4375,
"5": 0.46835443037974683,
"10": 0.4868421052631579
},
"hitRate1D": 0.4375,
"comboQuality": 0.08643381055769439,
"eligibleDays": 352,
"fitnessScore": -0.16875491910047788,
"lookbackDays": 14,
"returnLift1D": -0.0010276967819835812,
"hitRateLift1D": -0.08250000000000002,
"activationRate": 0.22727272727272727,
"activationCount": 80,
"baselineHitRates": {
"1": 0.52,
"5": 0.5578034682080925,
"10": 0.5467836257309941
},
"sampleConfidence": 0.9958333333333333,
"shadowSharpeLike": -0.48237098920748395,
"avgForwardReturns": {
"1": -0.0008085971411453535,
"5": -0.0030820456665166043,
"10": -0.0017325254402883257
},
"shadowMaxDrawdown": -0.1546926270741481,
"shadowTotalReturn": -0.09148828380289342,
"avgForwardReturn1D": -0.0008085971411453535,
"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",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 80,
"5": 79,
"10": 76
},
"baselineAvgForwardReturns": {
"1": 0.00021909964083822761,
"5": 0.001755148218105502,
"10": 0.003497901473532564
}
},
{
"topN": 4,
"ticker": "ACGL",
"hitRates": {
"1": 0.43956043956043955,
"5": 0.4827586206896552,
"10": 0.47560975609756095
},
"hitRate1D": 0.43956043956043955,
"comboQuality": 0.0802585252658506,
"eligibleDays": 339,
"fitnessScore": -0.18654471961634364,
"lookbackDays": 21,
"returnLift1D": -0.0013032801160384297,
"hitRateLift1D": -0.08706677937447171,
"activationRate": 0.2713864306784661,
"activationCount": 92,
"baselineHitRates": {
"1": 0.5266272189349113,
"5": 0.5598802395209581,
"10": 0.5349544072948328
},
"sampleConfidence": 0.9884057971014494,
"shadowSharpeLike": -0.6347203181840113,
"avgForwardReturns": {
"1": -0.0009839126928312997,
"5": -0.0038283185044646773,
"10": -0.00678830529998165
},
"shadowMaxDrawdown": -0.17406908494577134,
"shadowTotalReturn": -0.11541121807109367,
"avgForwardReturn1D": -0.0009839126928312997,
"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": 91,
"5": 87,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.00031936742320713013,
"5": 0.001602286877019949,
"10": 0.002720643132871791
}
},
{
"topN": 3,
"ticker": "ACGL",
"hitRates": {
"1": 0.4090909090909091,
"5": 0.45454545454545453,
"10": 0.4090909090909091
},
"hitRate1D": 0.4090909090909091,
"comboQuality": 0.0777462112190573,
"eligibleDays": 297,
"fitnessScore": -0.1941415375199805,
"lookbackDays": 63,
"returnLift1D": -0.0015376687356559557,
"hitRateLift1D": -0.12131449631449626,
"activationRate": 0.07407407407407407,
"activationCount": 22,
"baselineHitRates": {
"1": 0.5304054054054054,
"5": 0.547945205479452,
"10": 0.5331010452961672
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.5569965010321314,
"avgForwardReturns": {
"1": -0.0012552459094852455,
"5": -0.0005740524420033901,
"10": -0.01323907309554646
},
"shadowMaxDrawdown": -0.0467002770458832,
"shadowTotalReturn": -0.032439325878424796,
"avgForwardReturn1D": -0.0012552459094852455,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-12-15",
"2025-12-16",
"2025-12-17"
],
"horizonObservationCounts": {
"1": 22,
"5": 22,
"10": 22
},
"baselineAvgForwardReturns": {
"1": 0.0002824228261707102,
"5": 0.0015759628955393148,
"10": 0.003225086128540363
}
},
{
"topN": 2,
"ticker": "ACGL",
"hitRates": {
"1": 0.43478260869565216,
"5": 0.49230769230769234,
"10": 0.4666666666666667
},
"hitRate1D": 0.43478260869565216,
"comboQuality": 0.06584482111489584,
"eligibleDays": 339,
"fitnessScore": -0.2335151938983689,
"lookbackDays": 21,
"returnLift1D": -0.0017291804014739833,
"hitRateLift1D": -0.0918446102392591,
"activationRate": 0.20648967551622419,
"activationCount": 70,
"baselineHitRates": {
"1": 0.5266272189349113,
"5": 0.5598802395209581,
"10": 0.5349544072948328
},
"sampleConfidence": 0.9847619047619048,
"shadowSharpeLike": -0.6737093506854068,
"avgForwardReturns": {
"1": -0.001409812978266853,
"5": -0.003371311844282285,
"10": -0.005204437947525489
},
"shadowMaxDrawdown": -0.17276019495355788,
"shadowTotalReturn": -0.11400937031023706,
"avgForwardReturn1D": -0.001409812978266853,
"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": 69,
"5": 65,
"10": 60
},
"baselineAvgForwardReturns": {
"1": 0.00031936742320713013,
"5": 0.001602286877019949,
"10": 0.002720643132871791
}
},
{
"topN": 5,
"ticker": "ACGL",
"hitRates": {
"1": 0.42391304347826086,
"5": 0.3977272727272727,
"10": 0.43373493975903615
},
"hitRate1D": 0.42391304347826086,
"comboQuality": 0.05548762993482535,
"eligibleDays": 330,
"fitnessScore": -0.273591907828695,
"lookbackDays": 30,
"returnLift1D": -0.0017996551901490736,
"hitRateLift1D": -0.10192282278313736,
"activationRate": 0.2818181818181818,
"activationCount": 93,
"baselineHitRates": {
"1": 0.5258358662613982,
"5": 0.5538461538461539,
"10": 0.540625
},
"sampleConfidence": 0.9885304659498209,
"shadowSharpeLike": -1.003415010092973,
"avgForwardReturns": {
"1": -0.0015661419046944791,
"5": -0.007179261206785969,
"10": -0.00586947023366556
},
"shadowMaxDrawdown": -0.1793827896694269,
"shadowTotalReturn": -0.15402785577714184,
"avgForwardReturn1D": -0.0015661419046944791,
"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",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 92,
"5": 88,
"10": 83
},
"baselineAvgForwardReturns": {
"1": 0.00023351328545459456,
"5": 0.0013661582437202431,
"10": 0.003607599772922753
}
},
{
"topN": 2,
"ticker": "ACGL",
"hitRates": {
"1": 0.4074074074074074,
"5": 0.4074074074074074,
"10": 0.3333333333333333
},
"hitRate1D": 0.4074074074074074,
"comboQuality": 0.05469111988086024,
"eligibleDays": 315,
"fitnessScore": -0.2769582830108582,
"lookbackDays": 45,
"returnLift1D": -0.002529854472626809,
"hitRateLift1D": -0.12125501297475821,
"activationRate": 0.08571428571428572,
"activationCount": 27,
"baselineHitRates": {
"1": 0.5286624203821656,
"5": 0.5548387096774193,
"10": 0.5475409836065573
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.0829885437939435,
"avgForwardReturns": {
"1": -0.002201112619592006,
"5": -0.008286509998402195,
"10": -0.013395684659544735
},
"shadowMaxDrawdown": -0.06471037776444166,
"shadowTotalReturn": -0.06471037776444166,
"avgForwardReturn1D": -0.002201112619592006,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-05",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 27,
"5": 27,
"10": 27
},
"baselineAvgForwardReturns": {
"1": 0.0003287418530348028,
"5": 0.001820268653724851,
"10": 0.003773930360708016
}
},
{
"topN": 4,
"ticker": "ACGL",
"hitRates": {
"1": 0.4166666666666667,
"5": 0.375,
"10": 0.4
},
"hitRate1D": 0.4166666666666667,
"comboQuality": 0.05466743631996119,
"eligibleDays": 330,
"fitnessScore": -0.2770590846832769,
"lookbackDays": 30,
"returnLift1D": -0.0017498327925645056,
"hitRateLift1D": -0.10916919959473154,
"activationRate": 0.25757575757575757,
"activationCount": 85,
"baselineHitRates": {
"1": 0.5258358662613982,
"5": 0.5538461538461539,
"10": 0.540625
},
"sampleConfidence": 0.987450980392157,
"shadowSharpeLike": -0.9397640733001051,
"avgForwardReturns": {
"1": -0.001516319507109911,
"5": -0.007833336247619284,
"10": -0.006760608023447151
},
"shadowMaxDrawdown": -0.17960638791491246,
"shadowTotalReturn": -0.14000385589833853,
"avgForwardReturn1D": -0.001516319507109911,
"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",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 84,
"5": 80,
"10": 75
},
"baselineAvgForwardReturns": {
"1": 0.00023351328545459456,
"5": 0.0013661582437202431,
"10": 0.003607599772922753
}
},
{
"topN": 3,
"ticker": "ACGL",
"hitRates": {
"1": 0.3888888888888889,
"5": 0.36764705882352944,
"10": 0.4126984126984127
},
"hitRate1D": 0.3888888888888889,
"comboQuality": 0.03997596501013845,
"eligibleDays": 330,
"fitnessScore": -0.3493095828018144,
"lookbackDays": 30,
"returnLift1D": -0.002137810187075434,
"hitRateLift1D": -0.13694697737250933,
"activationRate": 0.22121212121212122,
"activationCount": 73,
"baselineHitRates": {
"1": 0.5258358662613982,
"5": 0.5538461538461539,
"10": 0.540625
},
"sampleConfidence": 0.9853881278538813,
"shadowSharpeLike": -1.0495932371398384,
"avgForwardReturns": {
"1": -0.0019042969016208394,
"5": -0.008900403642174171,
"10": -0.007221700765564736
},
"shadowMaxDrawdown": -0.16705110749076646,
"shadowTotalReturn": -0.148660321947353,
"avgForwardReturn1D": -0.0019042969016208394,
"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",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 72,
"5": 68,
"10": 63
},
"baselineAvgForwardReturns": {
"1": 0.00023351328545459456,
"5": 0.0013661582437202431,
"10": 0.003607599772922753
}
},
{
"topN": 3,
"ticker": "ACGL",
"hitRates": {
"1": 0.3974358974358974,
"5": 0.5,
"10": 0.4782608695652174
},
"hitRate1D": 0.3974358974358974,
"comboQuality": 0.039663071009730336,
"eligibleDays": 339,
"fitnessScore": -0.351110000154101,
"lookbackDays": 21,
"returnLift1D": -0.002139129535628043,
"hitRateLift1D": -0.12919132149901386,
"activationRate": 0.23303834808259588,
"activationCount": 79,
"baselineHitRates": {
"1": 0.5266272189349113,
"5": 0.5598802395209581,
"10": 0.5349544072948328
},
"sampleConfidence": 0.9864978902953587,
"shadowSharpeLike": -0.9330434161995464,
"avgForwardReturns": {
"1": -0.0018197621124209128,
"5": -0.0029402567452700874,
"10": -0.0054026928126361
},
"shadowMaxDrawdown": -0.21181163855474094,
"shadowTotalReturn": -0.1558342594118488,
"avgForwardReturn1D": -0.0018197621124209128,
"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": 78,
"5": 74,
"10": 69
},
"baselineAvgForwardReturns": {
"1": 0.00031936742320713013,
"5": 0.001602286877019949,
"10": 0.002720643132871791
}
},
{
"topN": 2,
"ticker": "ACGL",
"hitRates": {
"1": 0.3877551020408163,
"5": 0.35555555555555557,
"10": 0.35
},
"hitRate1D": 0.3877551020408163,
"comboQuality": 0.039404468110188724,
"eligibleDays": 330,
"fitnessScore": -0.3526083293150922,
"lookbackDays": 30,
"returnLift1D": -0.0025233501955702724,
"hitRateLift1D": -0.1380807642205819,
"activationRate": 0.15151515151515152,
"activationCount": 50,
"baselineHitRates": {
"1": 0.5258358662613982,
"5": 0.5538461538461539,
"10": 0.540625
},
"sampleConfidence": 0.9786666666666667,
"shadowSharpeLike": -0.9173754715548181,
"avgForwardReturns": {
"1": -0.0022898369101156777,
"5": -0.012284911763415517,
"10": -0.007288345870847104
},
"shadowMaxDrawdown": -0.15726472187832097,
"shadowTotalReturn": -0.12171706124307846,
"avgForwardReturn1D": -0.0022898369101156777,
"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",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 49,
"5": 45,
"10": 40
},
"baselineAvgForwardReturns": {
"1": 0.00023351328545459456,
"5": 0.0013661582437202431,
"10": 0.003607599772922753
}
},
{
"topN": 2,
"ticker": "ACGL",
"hitRates": {
"1": 0.3333333333333333,
"5": 0.5555555555555556,
"10": 0.5555555555555556
},
"hitRate1D": 0.3333333333333333,
"comboQuality": 0.02761896999737279,
"eligibleDays": 297,
"fitnessScore": -0.4334738732586684,
"lookbackDays": 63,
"returnLift1D": -0.0072096364665475724,
"hitRateLift1D": -0.19707207207207206,
"activationRate": 0.030303030303030304,
"activationCount": 9,
"baselineHitRates": {
"1": 0.5304054054054054,
"5": 0.547945205479452,
"10": 0.5331010452961672
},
"sampleConfidence": 0.8189512162874653,
"shadowSharpeLike": -1.7254632377919514,
"avgForwardReturns": {
"1": -0.006927213640376862,
"5": 0.0021712056477261412,
"10": -0.006367900460936937
},
"shadowMaxDrawdown": -0.06992991372047841,
"shadowTotalReturn": -0.06479026770070406,
"avgForwardReturn1D": -0.006927213640376862,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-28",
"2025-12-18",
"2025-12-19",
"2026-01-02"
],
"horizonObservationCounts": {
"1": 9,
"5": 9,
"10": 9
},
"baselineAvgForwardReturns": {
"1": 0.0002824228261707102,
"5": 0.0015759628955393148,
"10": 0.003225086128540363
}
}
],
"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": 0.16397226938052983,
"fitnessScore": -0.008372180924585354,
"lookbackDays": 14,
"returnLift1D": -0.0004646292136226401,
"activationRate": 0.3806818181818182,
"activationCount": 134,
"sampleConfidence": 0.9945273631840796,
"shadowTotalReturn": -0.06622174188423346,
"avgForwardReturn1D": -0.0002455295727844125
},
{
"bestTopN": 5,
"comboQuality": 0.17551063258396613,
"fitnessScore": 0.00964578348438402,
"lookbackDays": 21,
"returnLift1D": -0.0004407202072252066,
"activationRate": 0.336283185840708,
"activationCount": 114,
"sampleConfidence": 0.9906432748538012,
"shadowTotalReturn": -0.04893665105758349,
"avgForwardReturn1D": -0.00012135278401807645
},
{
"bestTopN": 5,
"comboQuality": 0.05548762993482535,
"fitnessScore": -0.273591907828695,
"lookbackDays": 30,
"returnLift1D": -0.0017996551901490736,
"activationRate": 0.2818181818181818,
"activationCount": 93,
"sampleConfidence": 0.9885304659498209,
"shadowTotalReturn": -0.15402785577714184,
"avgForwardReturn1D": -0.0015661419046944791
},
{
"bestTopN": 4,
"comboQuality": 0.10800647435034523,
"fitnessScore": -0.11447889428546335,
"lookbackDays": 45,
"returnLift1D": -0.0009000525397872051,
"activationRate": 0.20952380952380953,
"activationCount": 66,
"sampleConfidence": 0.98989898989899,
"shadowTotalReturn": -0.04960428994293209,
"avgForwardReturn1D": -0.0005713106867524023
},
{
"bestTopN": 4,
"comboQuality": 0.20326349765754384,
"fitnessScore": 0.0494754114825508,
"lookbackDays": 63,
"returnLift1D": -0.0003262807912931563,
"activationRate": 0.11447811447811448,
"activationCount": 34,
"sampleConfidence": 1,
"shadowTotalReturn": -0.010213053343083422,
"avgForwardReturn1D": -0.000043857965122446104
}
],
"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": "d0245a0d94c039c69eddbb49b019ece7a9f00576b949e6ee59fa3670ec790cd8",
"size": 13,
"members": [
"ACGL",
"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",
"ACGL"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "ACGL",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "ACGL",
"hitRates": {
"1": 0.5,
"5": 0.5833333333333334,
"10": 0.55
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.12825812815993107,
"eligibleDays": 326,
"fitnessScore": -0.07161867045030768,
"lookbackDays": 63,
"returnLift1D": -0.0011780914109800163,
"hitRateLift1D": -0.027607361963190136,
"portfolioSize": 4,
"activationRate": 0.18404907975460122,
"activationCount": 60,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.5590062111801242,
"10": 0.5457413249211357
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.3745863127892492,
"avgForwardReturns": {
"1": -0.0009457413646604425,
"5": 0.00470730533480425,
"10": -0.0013125649439408027
},
"shadowMaxDrawdown": -0.1273035088289194,
"shadowTotalReturn": -0.07240865575349342,
"avgForwardReturn1D": -0.0009457413646604425,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-22",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 60,
"5": 60,
"10": 60
},
"baselineAvgForwardReturns": {
"1": 0.00023235004631957373,
"5": 0.0022254727852182147,
"10": 0.004015717272999838
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.12825812815993107,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.06085412354972774,
"bestRawFitnessScore": -0.07161867045030768,
"upperQuartileComboQuality": 0.08432749624938073
},
"algorithmFit": {
"label": "poor",
"score": 0.1407887874249337,
"rawScore": 0.15049296844831206,
"confidence": 0.8710347583221292,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0,
"recommendedRegion": {
"lookbackDays": [
63
],
"portfolioSizes": [
4
]
},
"parameterStability": 0.42915362871043067,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "ACGL",
"hitRates": {
"1": 0.5,
"5": 0.5833333333333334,
"10": 0.55
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.12825812815993107,
"eligibleDays": 326,
"fitnessScore": -0.07161867045030768,
"lookbackDays": 63,
"returnLift1D": -0.0011780914109800163,
"hitRateLift1D": -0.027607361963190136,
"portfolioSize": 4,
"activationRate": 0.18404907975460122,
"activationCount": 60,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.5590062111801242,
"10": 0.5457413249211357
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.3745863127892492,
"avgForwardReturns": {
"1": -0.0009457413646604425,
"5": 0.00470730533480425,
"10": -0.0013125649439408027
},
"shadowMaxDrawdown": -0.1273035088289194,
"shadowTotalReturn": -0.07240865575349342,
"avgForwardReturn1D": -0.0009457413646604425,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-22",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 60,
"5": 60,
"10": 60
},
"baselineAvgForwardReturns": {
"1": 0.00023235004631957373,
"5": 0.0022254727852182147,
"10": 0.004015717272999838
}
},
{
"topN": 5,
"ticker": "ACGL",
"hitRates": {
"1": 0.5,
"5": 0.5833333333333334,
"10": 0.55
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.12825812815993107,
"eligibleDays": 326,
"fitnessScore": -0.07161867045030768,
"lookbackDays": 63,
"returnLift1D": -0.0011780914109800163,
"hitRateLift1D": -0.027607361963190136,
"portfolioSize": 5,
"activationRate": 0.18404907975460122,
"activationCount": 60,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.5590062111801242,
"10": 0.5457413249211357
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.3745863127892492,
"avgForwardReturns": {
"1": -0.0009457413646604425,
"5": 0.00470730533480425,
"10": -0.0013125649439408027
},
"shadowMaxDrawdown": -0.1273035088289194,
"shadowTotalReturn": -0.07240865575349342,
"avgForwardReturn1D": -0.0009457413646604425,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-22",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 60,
"5": 60,
"10": 60
},
"baselineAvgForwardReturns": {
"1": 0.00023235004631957373,
"5": 0.0022254727852182147,
"10": 0.004015717272999838
}
},
{
"topN": 4,
"ticker": "ACGL",
"hitRates": {
"1": 0.4421052631578947,
"5": 0.4835164835164835,
"10": 0.5
},
"hitRate1D": 0.4421052631578947,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.09024422639558306,
"eligibleDays": 368,
"fitnessScore": -0.15834444344759205,
"lookbackDays": 21,
"returnLift1D": -0.0010175482149047685,
"hitRateLift1D": -0.08235125858123576,
"portfolioSize": 4,
"activationRate": 0.25815217391304346,
"activationCount": 95,
"baselineHitRates": {
"1": 0.5244565217391305,
"5": 0.5521978021978022,
"10": 0.5431754874651811
},
"sampleConfidence": 0.9908771929824562,
"shadowSharpeLike": -0.4735943699639804,
"avgForwardReturns": {
"1": -0.0007102478459482736,
"5": -0.003237048500096118,
"10": -0.0046305931900757855
},
"shadowMaxDrawdown": -0.17406908494577178,
"shadowTotalReturn": -0.09745520998891988,
"avgForwardReturn1D": -0.0007102478459482736,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 95,
"5": 91,
"10": 86
},
"baselineAvgForwardReturns": {
"1": 0.00030730036895649496,
"5": 0.0014661908631884298,
"10": 0.0034399856622050365
}
},
{
"topN": 5,
"ticker": "ACGL",
"hitRates": {
"1": 0.4421052631578947,
"5": 0.4835164835164835,
"10": 0.5
},
"hitRate1D": 0.4421052631578947,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.09024422639558306,
"eligibleDays": 368,
"fitnessScore": -0.15834444344759205,
"lookbackDays": 21,
"returnLift1D": -0.0010175482149047685,
"hitRateLift1D": -0.08235125858123576,
"portfolioSize": 5,
"activationRate": 0.25815217391304346,
"activationCount": 95,
"baselineHitRates": {
"1": 0.5244565217391305,
"5": 0.5521978021978022,
"10": 0.5431754874651811
},
"sampleConfidence": 0.9908771929824562,
"shadowSharpeLike": -0.4735943699639804,
"avgForwardReturns": {
"1": -0.0007102478459482736,
"5": -0.003237048500096118,
"10": -0.0046305931900757855
},
"shadowMaxDrawdown": -0.17406908494577178,
"shadowTotalReturn": -0.09745520998891988,
"avgForwardReturn1D": -0.0007102478459482736,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 95,
"5": 91,
"10": 86
},
"baselineAvgForwardReturns": {
"1": 0.00030730036895649496,
"5": 0.0014661908631884298,
"10": 0.0034399856622050365
}
},
{
"topN": 4,
"ticker": "ACGL",
"hitRates": {
"1": 0.448,
"5": 0.4426229508196721,
"10": 0.4745762711864407
},
"hitRate1D": 0.448,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.08432749624938073,
"eligibleDays": 375,
"fitnessScore": -0.17468917354903107,
"lookbackDays": 14,
"returnLift1D": -0.001140652036506986,
"hitRateLift1D": -0.0746666666666666,
"portfolioSize": 4,
"activationRate": 0.3333333333333333,
"activationCount": 125,
"baselineHitRates": {
"1": 0.5226666666666666,
"5": 0.5498652291105122,
"10": 0.5382513661202186
},
"sampleConfidence": 0.9946666666666667,
"shadowSharpeLike": -0.6010704264805545,
"avgForwardReturns": {
"1": -0.0008336862206809243,
"5": -0.004637632617261218,
"10": -0.005141209843657338
},
"shadowMaxDrawdown": -0.20731951016522532,
"shadowTotalReturn": -0.13603007635745545,
"avgForwardReturn1D": -0.0008336862206809243,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13"
],
"horizonObservationCounts": {
"1": 125,
"5": 122,
"10": 118
},
"baselineAvgForwardReturns": {
"1": 0.00030696581582606174,
"5": 0.00129882415162558,
"10": 0.0026844521075206546
}
},
{
"topN": 5,
"ticker": "ACGL",
"hitRates": {
"1": 0.448,
"5": 0.4426229508196721,
"10": 0.4745762711864407
},
"hitRate1D": 0.448,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.08432749624938073,
"eligibleDays": 375,
"fitnessScore": -0.17468917354903107,
"lookbackDays": 14,
"returnLift1D": -0.001140652036506986,
"hitRateLift1D": -0.0746666666666666,
"portfolioSize": 5,
"activationRate": 0.3333333333333333,
"activationCount": 125,
"baselineHitRates": {
"1": 0.5226666666666666,
"5": 0.5498652291105122,
"10": 0.5382513661202186
},
"sampleConfidence": 0.9946666666666667,
"shadowSharpeLike": -0.6010704264805545,
"avgForwardReturns": {
"1": -0.0008336862206809243,
"5": -0.004637632617261218,
"10": -0.005141209843657338
},
"shadowMaxDrawdown": -0.20731951016522532,
"shadowTotalReturn": -0.13603007635745545,
"avgForwardReturn1D": -0.0008336862206809243,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13"
],
"horizonObservationCounts": {
"1": 125,
"5": 122,
"10": 118
},
"baselineAvgForwardReturns": {
"1": 0.00030696581582606174,
"5": 0.00129882415162558,
"10": 0.0026844521075206546
}
},
{
"topN": 2,
"ticker": "ACGL",
"hitRates": {
"1": 0.4444444444444444,
"5": 0.4852941176470588,
"10": 0.49206349206349204
},
"hitRate1D": 0.4444444444444444,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.08389387366288414,
"eligibleDays": 368,
"fitnessScore": -0.1759275175253637,
"lookbackDays": 21,
"returnLift1D": -0.0012085733741527198,
"hitRateLift1D": -0.08001207729468607,
"portfolioSize": 2,
"activationRate": 0.1956521739130435,
"activationCount": 72,
"baselineHitRates": {
"1": 0.5244565217391305,
"5": 0.5521978021978022,
"10": 0.5431754874651811
},
"sampleConfidence": 0.987962962962963,
"shadowSharpeLike": -0.4378278051790582,
"avgForwardReturns": {
"1": -0.0009012730051962249,
"5": -0.0031805012515013155,
"10": -0.0032332598323605737
},
"shadowMaxDrawdown": -0.17276019495355754,
"shadowTotalReturn": -0.08567703999327902,
"avgForwardReturn1D": -0.0009012730051962249,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 72,
"5": 68,
"10": 63
},
"baselineAvgForwardReturns": {
"1": 0.00030730036895649496,
"5": 0.0014661908631884298,
"10": 0.0034399856622050365
}
},
{
"topN": 3,
"ticker": "ACGL",
"hitRates": {
"1": 0.43137254901960786,
"5": 0.44,
"10": 0.4791666666666667
},
"hitRate1D": 0.43137254901960786,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.07691427537648234,
"eligibleDays": 375,
"fitnessScore": -0.1967067345087837,
"lookbackDays": 14,
"returnLift1D": -0.0012431909581849454,
"hitRateLift1D": -0.09129411764705875,
"portfolioSize": 3,
"activationRate": 0.272,
"activationCount": 102,
"baselineHitRates": {
"1": 0.5226666666666666,
"5": 0.5498652291105122,
"10": 0.5382513661202186
},
"sampleConfidence": 0.9947712418300654,
"shadowSharpeLike": -0.6217415782418699,
"avgForwardReturns": {
"1": -0.0009362251423588836,
"5": -0.004936261365622643,
"10": -0.0040034363388623964
},
"shadowMaxDrawdown": -0.15246588244625203,
"shadowTotalReturn": -0.12378654263711919,
"avgForwardReturn1D": -0.0009362251423588836,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14"
],
"horizonObservationCounts": {
"1": 102,
"5": 100,
"10": 96
},
"baselineAvgForwardReturns": {
"1": 0.00030696581582606174,
"5": 0.00129882415162558,
"10": 0.0026844521075206546
}
},
{
"topN": 2,
"ticker": "ACGL",
"hitRates": {
"1": 0.4166666666666667,
"5": 0.4457831325301205,
"10": 0.5
},
"hitRate1D": 0.4166666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.06103112276949111,
"eligibleDays": 375,
"fitnessScore": -0.2513476459480202,
"lookbackDays": 14,
"returnLift1D": -0.001497641625147067,
"hitRateLift1D": -0.10599999999999993,
"portfolioSize": 2,
"activationRate": 0.224,
"activationCount": 84,
"baselineHitRates": {
"1": 0.5226666666666666,
"5": 0.5498652291105122,
"10": 0.5382513661202186
},
"sampleConfidence": 0.996031746031746,
"shadowSharpeLike": -0.6675959493492979,
"avgForwardReturns": {
"1": -0.0011906758093210052,
"5": -0.004014592807175935,
"10": -0.0016510625904990611
},
"shadowMaxDrawdown": -0.15469262707414833,
"shadowTotalReturn": -0.1249550219300789,
"avgForwardReturn1D": -0.0011906758093210052,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-03-04",
"2025-03-05",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17"
],
"horizonObservationCounts": {
"1": 84,
"5": 83,
"10": 80
},
"baselineAvgForwardReturns": {
"1": 0.00030696581582606174,
"5": 0.00129882415162558,
"10": 0.0026844521075206546
}
},
{
"topN": 4,
"ticker": "ACGL",
"hitRates": {
"1": 0.43037974683544306,
"5": 0.5394736842105263,
"10": 0.4722222222222222
},
"hitRate1D": 0.43037974683544306,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.06085412354972774,
"eligibleDays": 344,
"fitnessScore": -0.25202807217823087,
"lookbackDays": 45,
"returnLift1D": -0.001994583835223948,
"hitRateLift1D": -0.09578304386223141,
"portfolioSize": 4,
"activationRate": 0.22965116279069767,
"activationCount": 79,
"baselineHitRates": {
"1": 0.5261627906976745,
"5": 0.5617647058823529,
"10": 0.5432835820895522
},
"sampleConfidence": 0.9915611814345993,
"shadowSharpeLike": -0.8393650484853863,
"avgForwardReturns": {
"1": -0.0015960840103097845,
"5": -0.0018957384784304202,
"10": -0.0023190147167056613
},
"shadowMaxDrawdown": -0.13813768265403792,
"shadowTotalReturn": -0.13778187066900682,
"avgForwardReturn1D": -0.0015960840103097845,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-18",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 79,
"5": 76,
"10": 72
},
"baselineAvgForwardReturns": {
"1": 0.00039849982491416364,
"5": 0.0019680007692003164,
"10": 0.003479695291409737
}
},
{
"topN": 5,
"ticker": "ACGL",
"hitRates": {
"1": 0.43037974683544306,
"5": 0.5394736842105263,
"10": 0.4722222222222222
},
"hitRate1D": 0.43037974683544306,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.06085412354972774,
"eligibleDays": 344,
"fitnessScore": -0.25202807217823087,
"lookbackDays": 45,
"returnLift1D": -0.001994583835223948,
"hitRateLift1D": -0.09578304386223141,
"portfolioSize": 5,
"activationRate": 0.22965116279069767,
"activationCount": 79,
"baselineHitRates": {
"1": 0.5261627906976745,
"5": 0.5617647058823529,
"10": 0.5432835820895522
},
"sampleConfidence": 0.9915611814345993,
"shadowSharpeLike": -0.8393650484853863,
"avgForwardReturns": {
"1": -0.0015960840103097845,
"5": -0.0018957384784304202,
"10": -0.0023190147167056613
},
"shadowMaxDrawdown": -0.13813768265403792,
"shadowTotalReturn": -0.13778187066900682,
"avgForwardReturn1D": -0.0015960840103097845,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-18",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 79,
"5": 76,
"10": 72
},
"baselineAvgForwardReturns": {
"1": 0.00039849982491416364,
"5": 0.0019680007692003164,
"10": 0.003479695291409737
}
},
{
"topN": 4,
"ticker": "ACGL",
"hitRates": {
"1": 0.42857142857142855,
"5": 0.39080459770114945,
"10": 0.3902439024390244
},
"hitRate1D": 0.42857142857142855,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.05604949741781549,
"eligibleDays": 359,
"fitnessScore": -0.27124448061795464,
"lookbackDays": 30,
"returnLift1D": -0.0019223368154207814,
"hitRateLift1D": -0.1006764822920812,
"portfolioSize": 4,
"activationRate": 0.25348189415041783,
"activationCount": 91,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.5633802816901409,
"10": 0.5514285714285714
},
"sampleConfidence": 0.9904761904761905,
"shadowSharpeLike": -0.9128600482492728,
"avgForwardReturns": {
"1": -0.0014597645551136188,
"5": -0.0074092541845910565,
"10": -0.009557180266396468
},
"shadowMaxDrawdown": -0.18127183723297147,
"shadowTotalReturn": -0.1469962260426657,
"avgForwardReturn1D": -0.0014597645551136188,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-18",
"2025-03-20",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03"
],
"horizonObservationCounts": {
"1": 91,
"5": 87,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.0004625722603071627,
"5": 0.002229048121025526,
"10": 0.004043476191735532
}
},
{
"topN": 5,
"ticker": "ACGL",
"hitRates": {
"1": 0.42857142857142855,
"5": 0.39080459770114945,
"10": 0.3902439024390244
},
"hitRate1D": 0.42857142857142855,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.05604949741781549,
"eligibleDays": 359,
"fitnessScore": -0.27124448061795464,
"lookbackDays": 30,
"returnLift1D": -0.0019223368154207814,
"hitRateLift1D": -0.1006764822920812,
"portfolioSize": 5,
"activationRate": 0.25348189415041783,
"activationCount": 91,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.5633802816901409,
"10": 0.5514285714285714
},
"sampleConfidence": 0.9904761904761905,
"shadowSharpeLike": -0.9128600482492728,
"avgForwardReturns": {
"1": -0.0014597645551136188,
"5": -0.0074092541845910565,
"10": -0.009557180266396468
},
"shadowMaxDrawdown": -0.18127183723297147,
"shadowTotalReturn": -0.1469962260426657,
"avgForwardReturn1D": -0.0014597645551136188,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-18",
"2025-03-20",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03"
],
"horizonObservationCounts": {
"1": 91,
"5": 87,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.0004625722603071627,
"5": 0.002229048121025526,
"10": 0.004043476191735532
}
},
{
"topN": 3,
"ticker": "ACGL",
"hitRates": {
"1": 0.4074074074074074,
"5": 0.4935064935064935,
"10": 0.5
},
"hitRate1D": 0.4074074074074074,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.05043682131954615,
"eligibleDays": 368,
"fitnessScore": -0.29576172691006586,
"lookbackDays": 21,
"returnLift1D": -0.0016598436484941063,
"hitRateLift1D": -0.1170491143317231,
"portfolioSize": 3,
"activationRate": 0.22010869565217392,
"activationCount": 81,
"baselineHitRates": {
"1": 0.5244565217391305,
"5": 0.5521978021978022,
"10": 0.5431754874651811
},
"sampleConfidence": 0.9893004115226338,
"shadowSharpeLike": -0.6833632944071635,
"avgForwardReturns": {
"1": -0.0013525432795376115,
"5": -0.0027885430438146412,
"10": -0.0036696513424871904
},
"shadowMaxDrawdown": -0.21181163855474083,
"shadowTotalReturn": -0.12883941115597342,
"avgForwardReturn1D": -0.0013525432795376115,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 81,
"5": 77,
"10": 72
},
"baselineAvgForwardReturns": {
"1": 0.00030730036895649496,
"5": 0.0014661908631884298,
"10": 0.0034399856622050365
}
},
{
"topN": 2,
"ticker": "ACGL",
"hitRates": {
"1": 0.41818181818181815,
"5": 0.37254901960784315,
"10": 0.32608695652173914
},
"hitRate1D": 0.41818181818181815,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.048603142526581905,
"eligibleDays": 359,
"fitnessScore": -0.3043334800377926,
"lookbackDays": 30,
"returnLift1D": -0.002457643525749495,
"hitRateLift1D": -0.1110660926816916,
"portfolioSize": 2,
"activationRate": 0.1532033426183844,
"activationCount": 55,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.5633802816901409,
"10": 0.5514285714285714
},
"sampleConfidence": 0.9842424242424244,
"shadowSharpeLike": -0.8298753506775356,
"avgForwardReturns": {
"1": -0.0019950712654423323,
"5": -0.011767872868502682,
"10": -0.01319847090765951
},
"shadowMaxDrawdown": -0.1583079501171204,
"shadowTotalReturn": -0.12100286607369959,
"avgForwardReturn1D": -0.0019950712654423323,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-18",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04"
],
"horizonObservationCounts": {
"1": 55,
"5": 51,
"10": 46
},
"baselineAvgForwardReturns": {
"1": 0.0004625722603071627,
"5": 0.002229048121025526,
"10": 0.004043476191735532
}
},
{
"topN": 3,
"ticker": "ACGL",
"hitRates": {
"1": 0.4444444444444444,
"5": 0.5166666666666667,
"10": 0.42857142857142855
},
"hitRate1D": 0.4444444444444444,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.048587563135592295,
"eligibleDays": 344,
"fitnessScore": -0.30440761330708166,
"lookbackDays": 45,
"returnLift1D": -0.0027370673998449255,
"hitRateLift1D": -0.08171834625323005,
"portfolioSize": 3,
"activationRate": 0.18313953488372092,
"activationCount": 63,
"baselineHitRates": {
"1": 0.5261627906976745,
"5": 0.5617647058823529,
"10": 0.5432835820895522
},
"sampleConfidence": 0.9894179894179894,
"shadowSharpeLike": -1.020021308329386,
"avgForwardReturns": {
"1": -0.002338567574930762,
"5": -0.004032958417354347,
"10": -0.005454973293146711
},
"shadowMaxDrawdown": -0.1554456005449082,
"shadowTotalReturn": -0.15509693397567914,
"avgForwardReturn1D": -0.002338567574930762,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-18",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 63,
"5": 60,
"10": 56
},
"baselineAvgForwardReturns": {
"1": 0.00039849982491416364,
"5": 0.0019680007692003164,
"10": 0.003479695291409737
}
},
{
"topN": 3,
"ticker": "ACGL",
"hitRates": {
"1": 0.41025641025641024,
"5": 0.3783783783783784,
"10": 0.391304347826087
},
"hitRate1D": 0.41025641025641024,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.04597337851783931,
"eligibleDays": 359,
"fitnessScore": -0.3171783965193803,
"lookbackDays": 30,
"returnLift1D": -0.0021886785156964004,
"hitRateLift1D": -0.11899150060709951,
"portfolioSize": 3,
"activationRate": 0.21727019498607242,
"activationCount": 78,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.5633802816901409,
"10": 0.5514285714285714
},
"sampleConfidence": 0.9888888888888889,
"shadowSharpeLike": -0.9582018010885935,
"avgForwardReturns": {
"1": -0.0017261062553892376,
"5": -0.008818485602807867,
"10": -0.011167579349985968
},
"shadowMaxDrawdown": -0.16808222109037607,
"shadowTotalReturn": -0.14796803628548327,
"avgForwardReturn1D": -0.0017261062553892376,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-18",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04"
],
"horizonObservationCounts": {
"1": 78,
"5": 74,
"10": 69
},
"baselineAvgForwardReturns": {
"1": 0.0004625722603071627,
"5": 0.002229048121025526,
"10": 0.004043476191735532
}
},
{
"topN": 3,
"ticker": "ACGL",
"hitRates": {
"1": 0.3888888888888889,
"5": 0.4722222222222222,
"10": 0.4444444444444444
},
"hitRate1D": 0.3888888888888889,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.0320242034534114,
"eligibleDays": 326,
"fitnessScore": -0.39991732388585693,
"lookbackDays": 63,
"returnLift1D": -0.00360151394777127,
"hitRateLift1D": -0.13871847307430124,
"portfolioSize": 3,
"activationRate": 0.11042944785276074,
"activationCount": 36,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.5590062111801242,
"10": 0.5457413249211357
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.9932398665786975,
"avgForwardReturns": {
"1": -0.0033691639014516964,
"5": -0.0031460764130419316,
"10": -0.008541475671760565
},
"shadowMaxDrawdown": -0.1340674627835321,
"shadowTotalReturn": -0.12723272968840826,
"avgForwardReturn1D": -0.0033691639014516964,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-05-07",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 36,
"5": 36,
"10": 36
},
"baselineAvgForwardReturns": {
"1": 0.00023235004631957373,
"5": 0.0022254727852182147,
"10": 0.004015717272999838
}
},
{
"topN": 2,
"ticker": "ACGL",
"hitRates": {
"1": 0.40540540540540543,
"5": 0.40540540540540543,
"10": 0.2972972972972973
},
"hitRate1D": 0.40540540540540543,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.02605290984215906,
"eligibleDays": 344,
"fitnessScore": -0.4466700534741955,
"lookbackDays": 45,
"returnLift1D": -0.004578872455608792,
"hitRateLift1D": -0.12075738529226904,
"portfolioSize": 2,
"activationRate": 0.10755813953488372,
"activationCount": 37,
"baselineHitRates": {
"1": 0.5261627906976745,
"5": 0.5617647058823529,
"10": 0.5432835820895522
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.2041048419232951,
"avgForwardReturns": {
"1": -0.004180372630694628,
"5": -0.010481571099045869,
"10": -0.014154806237063649
},
"shadowMaxDrawdown": -0.15693443412164598,
"shadowTotalReturn": -0.15693443412164598,
"avgForwardReturn1D": -0.004180372630694628,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-28",
"2025-03-31",
"2025-04-04",
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22"
],
"horizonObservationCounts": {
"1": 37,
"5": 37,
"10": 37
},
"baselineAvgForwardReturns": {
"1": 0.00039849982491416364,
"5": 0.0019680007692003164,
"10": 0.003479695291409737
}
},
{
"topN": 2,
"ticker": "ACGL",
"hitRates": {
"1": 0.4,
"5": 0.6,
"10": 0.4666666666666667
},
"hitRate1D": 0.4,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.017454357105293992,
"eligibleDays": 326,
"fitnessScore": -0.5367226478458023,
"lookbackDays": 63,
"returnLift1D": -0.010140365819312824,
"hitRateLift1D": -0.1276073619631901,
"portfolioSize": 2,
"activationRate": 0.046012269938650305,
"activationCount": 15,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.5590062111801242,
"10": 0.5457413249211357
},
"sampleConfidence": 0.9263139720814413,
"shadowSharpeLike": -1.290949548101906,
"avgForwardReturns": {
"1": -0.00990801577299325,
"5": -0.001337289721196333,
"10": -0.004925110697931068
},
"shadowMaxDrawdown": -0.1473141822495253,
"shadowTotalReturn": -0.1473141822495253,
"avgForwardReturn1D": -0.00990801577299325,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 15,
"5": 15,
"10": 15
},
"baselineAvgForwardReturns": {
"1": 0.00023235004631957373,
"5": 0.0022254727852182147,
"10": 0.004015717272999838
}
}
],
"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": 0.08432749624938073,
"fitnessScore": -0.17468917354903107,
"lookbackDays": 14,
"returnLift1D": -0.001140652036506986,
"activationRate": 0.3333333333333333,
"activationCount": 125,
"sampleConfidence": 0.9946666666666667,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.13603007635745545,
"avgForwardReturn1D": -0.0008336862206809243
},
{
"comboQuality": 0.09024422639558306,
"fitnessScore": -0.15834444344759205,
"lookbackDays": 21,
"returnLift1D": -0.0010175482149047685,
"activationRate": 0.25815217391304346,
"activationCount": 95,
"sampleConfidence": 0.9908771929824562,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.09745520998891988,
"avgForwardReturn1D": -0.0007102478459482736
},
{
"comboQuality": 0.05604949741781549,
"fitnessScore": -0.27124448061795464,
"lookbackDays": 30,
"returnLift1D": -0.0019223368154207814,
"activationRate": 0.25348189415041783,
"activationCount": 91,
"sampleConfidence": 0.9904761904761905,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.1469962260426657,
"avgForwardReturn1D": -0.0014597645551136188
},
{
"comboQuality": 0.06085412354972774,
"fitnessScore": -0.25202807217823087,
"lookbackDays": 45,
"returnLift1D": -0.001994583835223948,
"activationRate": 0.22965116279069767,
"activationCount": 79,
"sampleConfidence": 0.9915611814345993,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.13778187066900682,
"avgForwardReturn1D": -0.0015960840103097845
},
{
"comboQuality": 0.12825812815993107,
"fitnessScore": -0.07161867045030768,
"lookbackDays": 63,
"returnLift1D": -0.0011780914109800163,
"activationRate": 0.18404907975460122,
"activationCount": 60,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.07240865575349342,
"avgForwardReturn1D": -0.0009457413646604425
}
],
"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": "d0245a0d94c039c69eddbb49b019ece7a9f00576b949e6ee59fa3670ec790cd8",
"size": 13,
"members": [
"ACGL",
"SMH",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
TM