Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ALG"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "ALG",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 5,
"ticker": "ALG",
"hitRates": {
"1": 0.5537190082644629,
"5": 0.6239316239316239,
"10": 0.6428571428571429
},
"hitRate1D": 0.5537190082644629,
"comboQuality": 0.6596400730927444,
"eligibleDays": 330,
"fitnessScore": 0.49557194877225635,
"lookbackDays": 30,
"returnLift1D": 0.0018444917197611025,
"hitRateLift1D": 0.0825943882036726,
"activationRate": 0.3696969696969697,
"activationCount": 122,
"baselineHitRates": {
"1": 0.47112462006079026,
"5": 0.5169230769230769,
"10": 0.5125
},
"sampleConfidence": 0.9912568306010929,
"shadowSharpeLike": 0.83626686633313,
"avgForwardReturns": {
"1": 0.001852207640851353,
"5": 0.00316802943534665,
"10": 0.006419625293883682
},
"shadowMaxDrawdown": -0.15463167970862524,
"shadowTotalReturn": 0.20902464059892756,
"avgForwardReturn1D": 0.001852207640851353,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 121,
"5": 117,
"10": 112
},
"baselineAvgForwardReturns": {
"1": 0.000007715921090250508,
"5": 0.00010986319594932578,
"10": 0.0011366901908017653
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.6596400730927444,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.27768392321082475,
"bestRawFitnessScore": 0.49557194877225635,
"upperQuartileComboQuality": 0.5178793299454536
},
"algorithmFit": {
"label": "weak",
"score": 0.4657519168110091,
"rawScore": 0.486397648572214,
"confidence": 0.9151076004507464,
"bestProfile": {
"topN": 5,
"lookbackDays": 30
},
"profileBreadth": 0.1992999987796369,
"recommendedRegion": {
"topNs": [
4,
5
],
"lookbackDays": [
30,
45
]
},
"parameterStability": 0.7345411791880453,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 5,
"ticker": "ALG",
"hitRates": {
"1": 0.5537190082644629,
"5": 0.6239316239316239,
"10": 0.6428571428571429
},
"hitRate1D": 0.5537190082644629,
"comboQuality": 0.6596400730927444,
"eligibleDays": 330,
"fitnessScore": 0.49557194877225635,
"lookbackDays": 30,
"returnLift1D": 0.0018444917197611025,
"hitRateLift1D": 0.0825943882036726,
"activationRate": 0.3696969696969697,
"activationCount": 122,
"baselineHitRates": {
"1": 0.47112462006079026,
"5": 0.5169230769230769,
"10": 0.5125
},
"sampleConfidence": 0.9912568306010929,
"shadowSharpeLike": 0.83626686633313,
"avgForwardReturns": {
"1": 0.001852207640851353,
"5": 0.00316802943534665,
"10": 0.006419625293883682
},
"shadowMaxDrawdown": -0.15463167970862524,
"shadowTotalReturn": 0.20902464059892756,
"avgForwardReturn1D": 0.001852207640851353,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 121,
"5": 117,
"10": 112
},
"baselineAvgForwardReturns": {
"1": 0.000007715921090250508,
"5": 0.00010986319594932578,
"10": 0.0011366901908017653
}
},
{
"topN": 4,
"ticker": "ALG",
"hitRates": {
"1": 0.559322033898305,
"5": 0.6228070175438597,
"10": 0.6422018348623854
},
"hitRate1D": 0.559322033898305,
"comboQuality": 0.6459369482016603,
"eligibleDays": 330,
"fitnessScore": 0.48226991490190474,
"lookbackDays": 30,
"returnLift1D": 0.001824607404353592,
"hitRateLift1D": 0.08819741383751478,
"activationRate": 0.3606060606060606,
"activationCount": 119,
"baselineHitRates": {
"1": 0.47112462006079026,
"5": 0.5169230769230769,
"10": 0.5125
},
"sampleConfidence": 0.9910364145658264,
"shadowSharpeLike": 0.8180077042292505,
"avgForwardReturns": {
"1": 0.0018323233254438425,
"5": 0.0023760643654820056,
"10": 0.005335175792135657
},
"shadowMaxDrawdown": -0.17093132510904974,
"shadowTotalReturn": 0.20133204093613255,
"avgForwardReturn1D": 0.0018323233254438425,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 118,
"5": 114,
"10": 109
},
"baselineAvgForwardReturns": {
"1": 0.000007715921090250508,
"5": 0.00010986319594932578,
"10": 0.0011366901908017653
}
},
{
"topN": 4,
"ticker": "ALG",
"hitRates": {
"1": 0.5428571428571428,
"5": 0.6831683168316832,
"10": 0.6565656565656566
},
"hitRate1D": 0.5428571428571428,
"comboQuality": 0.600201087701078,
"eligibleDays": 315,
"fitnessScore": 0.43938666963293765,
"lookbackDays": 45,
"returnLift1D": 0.001749255254655188,
"hitRateLift1D": 0.07151956323930841,
"activationRate": 0.33650793650793653,
"activationCount": 106,
"baselineHitRates": {
"1": 0.4713375796178344,
"5": 0.5225806451612903,
"10": 0.521311475409836
},
"sampleConfidence": 0.9918238993710693,
"shadowSharpeLike": 0.820090250282357,
"avgForwardReturns": {
"1": 0.001956110312786902,
"5": 0.006464924432047371,
"10": 0.006469593459729819
},
"shadowMaxDrawdown": -0.16690927571868897,
"shadowTotalReturn": 0.19110840514539018,
"avgForwardReturn1D": 0.001956110312786902,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 105,
"5": 101,
"10": 99
},
"baselineAvgForwardReturns": {
"1": 0.000206855058131714,
"5": 0.0006547571189654544,
"10": 0.001340061938164242
}
},
{
"topN": 4,
"ticker": "ALG",
"hitRates": {
"1": 0.5474452554744526,
"5": 0.562962962962963,
"10": 0.6
},
"hitRate1D": 0.5474452554744526,
"comboQuality": 0.5520342082907981,
"eligibleDays": 339,
"fitnessScore": 0.3959564917219361,
"lookbackDays": 21,
"returnLift1D": 0.0013442261931681597,
"hitRateLift1D": 0.0799896341726774,
"activationRate": 0.40412979351032446,
"activationCount": 137,
"baselineHitRates": {
"1": 0.46745562130177515,
"5": 0.5029940119760479,
"10": 0.49848024316109424
},
"sampleConfidence": 0.9956204379562044,
"shadowSharpeLike": 0.5258642938728888,
"avgForwardReturns": {
"1": 0.001180843402507642,
"5": -0.0009410424977245173,
"10": -0.0011317990178757872
},
"shadowMaxDrawdown": -0.15463167970862535,
"shadowTotalReturn": 0.12842864973424772,
"avgForwardReturn1D": 0.001180843402507642,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 137,
"5": 135,
"10": 130
},
"baselineAvgForwardReturns": {
"1": -0.00016338279066051756,
"5": -0.0008760182760196792,
"10": -0.001300258296535671
}
},
{
"topN": 5,
"ticker": "ALG",
"hitRates": {
"1": 0.5384615384615384,
"5": 0.5602836879432624,
"10": 0.5882352941176471
},
"hitRate1D": 0.5384615384615384,
"comboQuality": 0.5253480970223466,
"eligibleDays": 339,
"fitnessScore": 0.3723254647618365,
"lookbackDays": 21,
"returnLift1D": 0.0012171349068609237,
"hitRateLift1D": 0.07100591715976329,
"activationRate": 0.4247787610619469,
"activationCount": 144,
"baselineHitRates": {
"1": 0.46745562130177515,
"5": 0.5029940119760479,
"10": 0.49848024316109424
},
"sampleConfidence": 0.9944444444444445,
"shadowSharpeLike": 0.4743874713374867,
"avgForwardReturns": {
"1": 0.001053752116200406,
"5": -0.0006389173329819294,
"10": -0.0012394162519083877
},
"shadowMaxDrawdown": -0.15463167970862524,
"shadowTotalReturn": 0.1124556996662025,
"avgForwardReturn1D": 0.001053752116200406,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 143,
"5": 141,
"10": 136
},
"baselineAvgForwardReturns": {
"1": -0.00016338279066051756,
"5": -0.0008760182760196792,
"10": -0.001300258296535671
}
},
{
"topN": 5,
"ticker": "ALG",
"hitRates": {
"1": 0.5272727272727272,
"5": 0.6698113207547169,
"10": 0.6634615384615384
},
"hitRate1D": 0.5272727272727272,
"comboQuality": 0.5153897409198226,
"eligibleDays": 315,
"fitnessScore": 0.3635472512065983,
"lookbackDays": 45,
"returnLift1D": 0.0012993922466578624,
"hitRateLift1D": 0.055935147654892825,
"activationRate": 0.3523809523809524,
"activationCount": 111,
"baselineHitRates": {
"1": 0.4713375796178344,
"5": 0.5225806451612903,
"10": 0.521311475409836
},
"sampleConfidence": 0.9921921921921922,
"shadowSharpeLike": 0.6585066012901775,
"avgForwardReturns": {
"1": 0.0015062473047895764,
"5": 0.0057612325953140505,
"10": 0.006628430287171587
},
"shadowMaxDrawdown": -0.16690927571868874,
"shadowTotalReturn": 0.14648243816653506,
"avgForwardReturn1D": 0.0015062473047895764,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 110,
"5": 106,
"10": 104
},
"baselineAvgForwardReturns": {
"1": 0.000206855058131714,
"5": 0.0006547571189654544,
"10": 0.001340061938164242
}
},
{
"topN": 3,
"ticker": "ALG",
"hitRates": {
"1": 0.5473684210526316,
"5": 0.6923076923076923,
"10": 0.6741573033707865
},
"hitRate1D": 0.5473684210526316,
"comboQuality": 0.5144049929558203,
"eligibleDays": 315,
"fitnessScore": 0.3626799027489941,
"lookbackDays": 45,
"returnLift1D": 0.0015385656876077338,
"hitRateLift1D": 0.07603084143479721,
"activationRate": 0.3047619047619048,
"activationCount": 96,
"baselineHitRates": {
"1": 0.4713375796178344,
"5": 0.5225806451612903,
"10": 0.521311475409836
},
"sampleConfidence": 0.9909722222222223,
"shadowSharpeLike": 0.6487014050278629,
"avgForwardReturns": {
"1": 0.0017454207457394478,
"5": 0.0041340747552982265,
"10": 0.005806211641839422
},
"shadowMaxDrawdown": -0.16743262031535022,
"shadowTotalReturn": 0.1401375140983181,
"avgForwardReturn1D": 0.0017454207457394478,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-06",
"2025-05-12",
"2025-05-15",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-03",
"2025-06-04"
],
"horizonObservationCounts": {
"1": 95,
"5": 91,
"10": 89
},
"baselineAvgForwardReturns": {
"1": 0.000206855058131714,
"5": 0.0006547571189654544,
"10": 0.001340061938164242
}
},
{
"topN": 3,
"ticker": "ALG",
"hitRates": {
"1": 0.5471698113207547,
"5": 0.6176470588235294,
"10": 0.6494845360824743
},
"hitRate1D": 0.5471698113207547,
"comboQuality": 0.39015505560757924,
"eligibleDays": 330,
"fitnessScore": 0.2517346907163593,
"lookbackDays": 30,
"returnLift1D": 0.0008427798292314111,
"hitRateLift1D": 0.07604519125996445,
"activationRate": 0.3242424242424242,
"activationCount": 107,
"baselineHitRates": {
"1": 0.47112462006079026,
"5": 0.5169230769230769,
"10": 0.5125
},
"sampleConfidence": 0.9900311526479751,
"shadowSharpeLike": 0.3374188184146376,
"avgForwardReturns": {
"1": 0.0008504957503216616,
"5": 0.00036237671915081494,
"10": 0.0019019222098806841
},
"shadowMaxDrawdown": -0.18127981029993,
"shadowTotalReturn": 0.059270373083533556,
"avgForwardReturn1D": 0.0008504957503216616,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 106,
"5": 102,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.000007715921090250508,
"5": 0.00010986319594932578,
"10": 0.0011366901908017653
}
},
{
"topN": 5,
"ticker": "ALG",
"hitRates": {
"1": 0.4965034965034965,
"5": 0.5804195804195804,
"10": 0.5944055944055944
},
"hitRate1D": 0.4965034965034965,
"comboQuality": 0.36674100331187875,
"eligibleDays": 352,
"fitnessScore": 0.2298308057841572,
"lookbackDays": 14,
"returnLift1D": 0.0009032388983974001,
"hitRateLift1D": 0.025074925074925092,
"activationRate": 0.40625,
"activationCount": 143,
"baselineHitRates": {
"1": 0.4714285714285714,
"5": 0.5086705202312138,
"10": 0.49707602339181284
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.32710414397169535,
"avgForwardReturns": {
"1": 0.0008227817702018014,
"5": 0.0012650681725300502,
"10": 0.0005934341888827493
},
"shadowMaxDrawdown": -0.19326951318068342,
"shadowTotalReturn": 0.06643830060232969,
"avgForwardReturn1D": 0.0008227817702018014,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 143,
"5": 143,
"10": 143
},
"baselineAvgForwardReturns": {
"1": -0.00008045712819559871,
"5": -0.00043096861454861246,
"10": -0.001434146035409658
}
},
{
"topN": 3,
"ticker": "ALG",
"hitRates": {
"1": 0.536,
"5": 0.576,
"10": 0.6
},
"hitRate1D": 0.536,
"comboQuality": 0.30713419081884635,
"eligibleDays": 339,
"fitnessScore": 0.17101865082373913,
"lookbackDays": 21,
"returnLift1D": 0.0003967909690933202,
"hitRateLift1D": 0.06854437869822488,
"activationRate": 0.3687315634218289,
"activationCount": 125,
"baselineHitRates": {
"1": 0.46745562130177515,
"5": 0.5029940119760479,
"10": 0.49848024316109424
},
"sampleConfidence": 0.9973333333333334,
"shadowSharpeLike": 0.06958261674848899,
"avgForwardReturns": {
"1": 0.0002334081784328026,
"5": -0.0010203835906614689,
"10": -0.0012550685367978375
},
"shadowMaxDrawdown": -0.16694251443255081,
"shadowTotalReturn": -0.010218712982857592,
"avgForwardReturn1D": 0.0002334081784328026,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 125,
"5": 125,
"10": 120
},
"baselineAvgForwardReturns": {
"1": -0.00016338279066051756,
"5": -0.0008760182760196792,
"10": -0.001300258296535671
}
},
{
"topN": 2,
"ticker": "ALG",
"hitRates": {
"1": 0.5238095238095238,
"5": 0.6984126984126984,
"10": 0.6984126984126984
},
"hitRate1D": 0.5238095238095238,
"comboQuality": 0.2482336556028031,
"eligibleDays": 315,
"fitnessScore": 0.10622787775114059,
"lookbackDays": 45,
"returnLift1D": 0.0005262846028768988,
"hitRateLift1D": 0.052471944191689435,
"activationRate": 0.20317460317460317,
"activationCount": 64,
"baselineHitRates": {
"1": 0.4713375796178344,
"5": 0.5225806451612903,
"10": 0.521311475409836
},
"sampleConfidence": 0.9968750000000001,
"shadowSharpeLike": 0.17391813961008096,
"avgForwardReturns": {
"1": 0.0007331396610086128,
"5": -0.0007551683469641744,
"10": 0.0026661590211393524
},
"shadowMaxDrawdown": -0.17199909599071095,
"shadowTotalReturn": 0.017776291396951693,
"avgForwardReturn1D": 0.0007331396610086128,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-12",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-06-05",
"2025-06-06",
"2025-06-11",
"2025-06-12",
"2025-06-13"
],
"horizonObservationCounts": {
"1": 63,
"5": 63,
"10": 63
},
"baselineAvgForwardReturns": {
"1": 0.000206855058131714,
"5": 0.0006547571189654544,
"10": 0.001340061938164242
}
},
{
"topN": 2,
"ticker": "ALG",
"hitRates": {
"1": 0.5308641975308642,
"5": 0.6493506493506493,
"10": 0.64
},
"hitRate1D": 0.5308641975308642,
"comboQuality": 0.2278850340151088,
"eligibleDays": 330,
"fitnessScore": 0.08153571740835128,
"lookbackDays": 30,
"returnLift1D": 0.0002905947817282393,
"hitRateLift1D": 0.05973957747007397,
"activationRate": 0.24848484848484848,
"activationCount": 82,
"baselineHitRates": {
"1": 0.47112462006079026,
"5": 0.5169230769230769,
"10": 0.5125
},
"sampleConfidence": 0.9894308943089432,
"shadowSharpeLike": 0.04207057766618572,
"avgForwardReturns": {
"1": 0.0002983107028184898,
"5": -0.0035839820941369407,
"10": -0.005546260537929471
},
"shadowMaxDrawdown": -0.20425210916340142,
"shadowTotalReturn": -0.011675844858856976,
"avgForwardReturn1D": 0.0002983107028184898,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-22",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-05",
"2025-06-06"
],
"horizonObservationCounts": {
"1": 81,
"5": 77,
"10": 75
},
"baselineAvgForwardReturns": {
"1": 0.000007715921090250508,
"5": 0.00010986319594932578,
"10": 0.0011366901908017653
}
},
{
"topN": 2,
"ticker": "ALG",
"hitRates": {
"1": 0.4838709677419355,
"5": 0.5268817204301075,
"10": 0.5483870967741935
},
"hitRate1D": 0.4838709677419355,
"comboQuality": 0.2257467286162923,
"eligibleDays": 352,
"fitnessScore": 0.0788532245266452,
"lookbackDays": 14,
"returnLift1D": 0.0003541635885430914,
"hitRateLift1D": 0.01244239631336408,
"activationRate": 0.26420454545454547,
"activationCount": 93,
"baselineHitRates": {
"1": 0.4714285714285714,
"5": 0.5086705202312138,
"10": 0.49707602339181284
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.04726072516339045,
"avgForwardReturns": {
"1": 0.0002737064603474927,
"5": 0.0014006260442894387,
"10": -0.002422816628201567
},
"shadowMaxDrawdown": -0.105517314280416,
"shadowTotalReturn": -0.0014020972555965905,
"avgForwardReturn1D": 0.0002737064603474927,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 93,
"5": 93,
"10": 93
},
"baselineAvgForwardReturns": {
"1": -0.00008045712819559871,
"5": -0.00043096861454861246,
"10": -0.001434146035409658
}
},
{
"topN": 5,
"ticker": "ALG",
"hitRates": {
"1": 0.46153846153846156,
"5": 0.6153846153846154,
"10": 0.5494505494505495
},
"hitRate1D": 0.46153846153846156,
"comboQuality": 0.17655478974409355,
"eligibleDays": 297,
"fitnessScore": 0.011229532152464514,
"lookbackDays": 63,
"returnLift1D": 0.0005299043583958538,
"hitRateLift1D": 0.002079002079002079,
"activationRate": 0.3063973063973064,
"activationCount": 91,
"baselineHitRates": {
"1": 0.4594594594594595,
"5": 0.5068493150684932,
"10": 0.49825783972125437
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.008496940247535617,
"avgForwardReturns": {
"1": 0.00004417625825520371,
"5": -0.003013657401978677,
"10": -0.00995896388153668
},
"shadowMaxDrawdown": -0.1856044768321854,
"shadowTotalReturn": -0.02290066983664385,
"avgForwardReturn1D": 0.00004417625825520371,
"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": 91,
"5": 91,
"10": 91
},
"baselineAvgForwardReturns": {
"1": -0.0004857281001406501,
"5": -0.0025784598725363864,
"10": -0.004949121097722062
}
},
{
"topN": 2,
"ticker": "ALG",
"hitRates": {
"1": 0.5196078431372549,
"5": 0.5686274509803921,
"10": 0.5816326530612245
},
"hitRate1D": 0.5196078431372549,
"comboQuality": 0.14157098219922,
"eligibleDays": 339,
"fitnessScore": -0.046506607855307726,
"lookbackDays": 21,
"returnLift1D": -0.0005949342830422972,
"hitRateLift1D": 0.052152221835479795,
"activationRate": 0.3008849557522124,
"activationCount": 102,
"baselineHitRates": {
"1": 0.46745562130177515,
"5": 0.5029940119760479,
"10": 0.49848024316109424
},
"sampleConfidence": 0.9973856209150327,
"shadowSharpeLike": -0.4048109988758115,
"avgForwardReturns": {
"1": -0.0007583170737028147,
"5": -0.004174962602972927,
"10": -0.006187246952102761
},
"shadowMaxDrawdown": -0.18171435479402387,
"shadowTotalReturn": -0.11577690021663278,
"avgForwardReturn1D": -0.0007583170737028147,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-21",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 102,
"5": 102,
"10": 98
},
"baselineAvgForwardReturns": {
"1": -0.00016338279066051756,
"5": -0.0008760182760196792,
"10": -0.001300258296535671
}
},
{
"topN": 4,
"ticker": "ALG",
"hitRates": {
"1": 0.45454545454545453,
"5": 0.6022727272727273,
"10": 0.5568181818181818
},
"hitRate1D": 0.45454545454545453,
"comboQuality": 0.1357443858409323,
"eligibleDays": 297,
"fitnessScore": -0.05724089415152288,
"lookbackDays": 63,
"returnLift1D": 0.00012049430956941271,
"hitRateLift1D": -0.004914004914004955,
"activationRate": 0.2962962962962963,
"activationCount": 88,
"baselineHitRates": {
"1": 0.4594594594594595,
"5": 0.5068493150684932,
"10": 0.49825783972125437
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.15500854934224392,
"avgForwardReturns": {
"1": -0.0003652337905712374,
"5": -0.004181296478221116,
"10": -0.010718524887162052
},
"shadowMaxDrawdown": -0.1856044768321854,
"shadowTotalReturn": -0.05865036583274774,
"avgForwardReturn1D": -0.0003652337905712374,
"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": 88,
"5": 88,
"10": 88
},
"baselineAvgForwardReturns": {
"1": -0.0004857281001406501,
"5": -0.0025784598725363864,
"10": -0.004949121097722062
}
},
{
"topN": 3,
"ticker": "ALG",
"hitRates": {
"1": 0.4567901234567901,
"5": 0.6172839506172839,
"10": 0.5679012345679012
},
"hitRate1D": 0.4567901234567901,
"comboQuality": 0.1225365692475635,
"eligibleDays": 297,
"fitnessScore": -0.08309766944626586,
"lookbackDays": 63,
"returnLift1D": -0.00005100904922623065,
"hitRateLift1D": -0.002669336002669387,
"activationRate": 0.2727272727272727,
"activationCount": 81,
"baselineHitRates": {
"1": 0.4594594594594595,
"5": 0.5068493150684932,
"10": 0.49825783972125437
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.21885853184661336,
"avgForwardReturns": {
"1": -0.0005367371493668808,
"5": -0.004794843363665526,
"10": -0.010646820228102054
},
"shadowMaxDrawdown": -0.18601368137951046,
"shadowTotalReturn": -0.06811006270950504,
"avgForwardReturn1D": -0.0005367371493668808,
"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": 81,
"5": 81,
"10": 81
},
"baselineAvgForwardReturns": {
"1": -0.0004857281001406501,
"5": -0.0025784598725363864,
"10": -0.004949121097722062
}
},
{
"topN": 3,
"ticker": "ALG",
"hitRates": {
"1": 0.4722222222222222,
"5": 0.5185185185185185,
"10": 0.5555555555555556
},
"hitRate1D": 0.4722222222222222,
"comboQuality": 0.09874574210301072,
"eligibleDays": 352,
"fitnessScore": -0.13647260818541165,
"lookbackDays": 14,
"returnLift1D": -0.0007234127128270173,
"hitRateLift1D": 0.0007936507936507908,
"activationRate": 0.3068181818181818,
"activationCount": 108,
"baselineHitRates": {
"1": 0.4714285714285714,
"5": 0.5086705202312138,
"10": 0.49707602339181284
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.4274283313603787,
"avgForwardReturns": {
"1": -0.000803869841022616,
"5": -0.0029400922664254516,
"10": -0.005774540407933106
},
"shadowMaxDrawdown": -0.22509684158706034,
"shadowTotalReturn": -0.12233388764341013,
"avgForwardReturn1D": -0.000803869841022616,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-27",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 108,
"5": 108,
"10": 108
},
"baselineAvgForwardReturns": {
"1": -0.00008045712819559871,
"5": -0.00043096861454861246,
"10": -0.001434146035409658
}
},
{
"topN": 4,
"ticker": "ALG",
"hitRates": {
"1": 0.46511627906976744,
"5": 0.5658914728682171,
"10": 0.5813953488372093
},
"hitRate1D": 0.46511627906976744,
"comboQuality": 0.08106503908240156,
"eligibleDays": 352,
"fitnessScore": -0.18415198411454536,
"lookbackDays": 14,
"returnLift1D": -0.0009092622331970691,
"hitRateLift1D": -0.006312292358803984,
"activationRate": 0.3664772727272727,
"activationCount": 129,
"baselineHitRates": {
"1": 0.4714285714285714,
"5": 0.5086705202312138,
"10": 0.49707602339181284
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.5774986972576646,
"avgForwardReturns": {
"1": -0.0009897193613926678,
"5": 0.001077715839306032,
"10": -0.00017556172912726827
},
"shadowMaxDrawdown": -0.2647667391128169,
"shadowTotalReturn": -0.16168294179259057,
"avgForwardReturn1D": -0.0009897193613926678,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 129,
"5": 129,
"10": 129
},
"baselineAvgForwardReturns": {
"1": -0.00008045712819559871,
"5": -0.00043096861454861246,
"10": -0.001434146035409658
}
},
{
"topN": 2,
"ticker": "ALG",
"hitRates": {
"1": 0.43103448275862066,
"5": 0.6379310344827587,
"10": 0.5862068965517241
},
"hitRate1D": 0.43103448275862066,
"comboQuality": 0.06495265704073176,
"eligibleDays": 297,
"fitnessScore": -0.23672647239575673,
"lookbackDays": 63,
"returnLift1D": -0.0012175928665519385,
"hitRateLift1D": -0.028424976700838822,
"activationRate": 0.19528619528619529,
"activationCount": 58,
"baselineHitRates": {
"1": 0.4594594594594595,
"5": 0.5068493150684932,
"10": 0.49825783972125437
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.5007025299834609,
"avgForwardReturns": {
"1": -0.0017033209666925885,
"5": -0.007484903244522805,
"10": -0.015446678832868592
},
"shadowMaxDrawdown": -0.15931300228631984,
"shadowTotalReturn": -0.11839788210515856,
"avgForwardReturn1D": -0.0017033209666925885,
"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": 58,
"5": 58,
"10": 58
},
"baselineAvgForwardReturns": {
"1": -0.0004857281001406501,
"5": -0.0025784598725363864,
"10": -0.004949121097722062
}
}
],
"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": 0.36674100331187875,
"fitnessScore": 0.2298308057841572,
"lookbackDays": 14,
"returnLift1D": 0.0009032388983974001,
"activationRate": 0.40625,
"activationCount": 143,
"sampleConfidence": 1,
"shadowTotalReturn": 0.06643830060232969,
"avgForwardReturn1D": 0.0008227817702018014
},
{
"bestTopN": 4,
"comboQuality": 0.5520342082907981,
"fitnessScore": 0.3959564917219361,
"lookbackDays": 21,
"returnLift1D": 0.0013442261931681597,
"activationRate": 0.40412979351032446,
"activationCount": 137,
"sampleConfidence": 0.9956204379562044,
"shadowTotalReturn": 0.12842864973424772,
"avgForwardReturn1D": 0.001180843402507642
},
{
"bestTopN": 5,
"comboQuality": 0.6596400730927444,
"fitnessScore": 0.49557194877225635,
"lookbackDays": 30,
"returnLift1D": 0.0018444917197611025,
"activationRate": 0.3696969696969697,
"activationCount": 122,
"sampleConfidence": 0.9912568306010929,
"shadowTotalReturn": 0.20902464059892756,
"avgForwardReturn1D": 0.001852207640851353
},
{
"bestTopN": 4,
"comboQuality": 0.600201087701078,
"fitnessScore": 0.43938666963293765,
"lookbackDays": 45,
"returnLift1D": 0.001749255254655188,
"activationRate": 0.33650793650793653,
"activationCount": 106,
"sampleConfidence": 0.9918238993710693,
"shadowTotalReturn": 0.19110840514539018,
"avgForwardReturn1D": 0.001956110312786902
},
{
"bestTopN": 5,
"comboQuality": 0.17655478974409355,
"fitnessScore": 0.011229532152464514,
"lookbackDays": 63,
"returnLift1D": 0.0005299043583958538,
"activationRate": 0.3063973063973064,
"activationCount": 91,
"sampleConfidence": 1,
"shadowTotalReturn": -0.02290066983664385,
"avgForwardReturn1D": 0.00004417625825520371
}
],
"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": "956af0a56fdeeabbe2f8dcfd2bddc5de0070b7cfefaef44f509ba686e32a3bbb",
"size": 13,
"members": [
"ALG",
"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",
"ALG"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "ALG",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "ALG",
"hitRates": {
"1": 0.5510204081632653,
"5": 0.5586206896551724,
"10": 0.5928571428571429
},
"hitRate1D": 0.5510204081632653,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5423960621870547,
"eligibleDays": 368,
"fitnessScore": 0.38739833487086256,
"lookbackDays": 21,
"returnLift1D": 0.0011037772749597336,
"hitRateLift1D": 0.07004214729370001,
"portfolioSize": 4,
"activationRate": 0.39945652173913043,
"activationCount": 147,
"baselineHitRates": {
"1": 0.48097826086956524,
"5": 0.510989010989011,
"10": 0.5013927576601671
},
"sampleConfidence": 0.9959183673469388,
"shadowSharpeLike": 0.4849540555698222,
"avgForwardReturns": {
"1": 0.0010867836046735309,
"5": -0.0011538082163942693,
"10": -0.0015502814647150715
},
"shadowMaxDrawdown": -0.15463167970862535,
"shadowTotalReturn": 0.12260780493579393,
"avgForwardReturn1D": 0.0010867836046735309,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-24",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 147,
"5": 145,
"10": 140
},
"baselineAvgForwardReturns": {
"1": -0.00001699367028620262,
"5": -0.0003977949882847905,
"10": -0.0008925123361454876
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.5423960621870547,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.23532555542296252,
"bestRawFitnessScore": 0.38739833487086256,
"upperQuartileComboQuality": 0.5021209413876782
},
"algorithmFit": {
"label": "weak",
"score": 0.3835638206575393,
"rawScore": 0.40671851590178265,
"confidence": 0.8861389666860657,
"bestProfile": {
"lookbackDays": 21,
"portfolioSize": 4
},
"profileBreadth": 0,
"recommendedRegion": {
"lookbackDays": [
21
],
"portfolioSizes": [
4
]
},
"parameterStability": 0.5284932452880995,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "ALG",
"hitRates": {
"1": 0.5510204081632653,
"5": 0.5586206896551724,
"10": 0.5928571428571429
},
"hitRate1D": 0.5510204081632653,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5423960621870547,
"eligibleDays": 368,
"fitnessScore": 0.38739833487086256,
"lookbackDays": 21,
"returnLift1D": 0.0011037772749597336,
"hitRateLift1D": 0.07004214729370001,
"portfolioSize": 4,
"activationRate": 0.39945652173913043,
"activationCount": 147,
"baselineHitRates": {
"1": 0.48097826086956524,
"5": 0.510989010989011,
"10": 0.5013927576601671
},
"sampleConfidence": 0.9959183673469388,
"shadowSharpeLike": 0.4849540555698222,
"avgForwardReturns": {
"1": 0.0010867836046735309,
"5": -0.0011538082163942693,
"10": -0.0015502814647150715
},
"shadowMaxDrawdown": -0.15463167970862535,
"shadowTotalReturn": 0.12260780493579393,
"avgForwardReturn1D": 0.0010867836046735309,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-24",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 147,
"5": 145,
"10": 140
},
"baselineAvgForwardReturns": {
"1": -0.00001699367028620262,
"5": -0.0003977949882847905,
"10": -0.0008925123361454876
}
},
{
"topN": 5,
"ticker": "ALG",
"hitRates": {
"1": 0.5510204081632653,
"5": 0.5586206896551724,
"10": 0.5928571428571429
},
"hitRate1D": 0.5510204081632653,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5423960621870547,
"eligibleDays": 368,
"fitnessScore": 0.38739833487086256,
"lookbackDays": 21,
"returnLift1D": 0.0011037772749597336,
"hitRateLift1D": 0.07004214729370001,
"portfolioSize": 5,
"activationRate": 0.39945652173913043,
"activationCount": 147,
"baselineHitRates": {
"1": 0.48097826086956524,
"5": 0.510989010989011,
"10": 0.5013927576601671
},
"sampleConfidence": 0.9959183673469388,
"shadowSharpeLike": 0.4849540555698222,
"avgForwardReturns": {
"1": 0.0010867836046735309,
"5": -0.0011538082163942693,
"10": -0.0015502814647150715
},
"shadowMaxDrawdown": -0.15463167970862535,
"shadowTotalReturn": 0.12260780493579393,
"avgForwardReturn1D": 0.0010867836046735309,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-24",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 147,
"5": 145,
"10": 140
},
"baselineAvgForwardReturns": {
"1": -0.00001699367028620262,
"5": -0.0003977949882847905,
"10": -0.0008925123361454876
}
},
{
"topN": 4,
"ticker": "ALG",
"hitRates": {
"1": 0.5289256198347108,
"5": 0.6239316239316239,
"10": 0.6
},
"hitRate1D": 0.5289256198347108,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5113590286313168,
"eligibleDays": 344,
"fitnessScore": 0.35999766539778916,
"lookbackDays": 45,
"returnLift1D": 0.0015056214337735062,
"hitRateLift1D": 0.06090236402075727,
"portfolioSize": 4,
"activationRate": 0.35174418604651164,
"activationCount": 121,
"baselineHitRates": {
"1": 0.4680232558139535,
"5": 0.5058823529411764,
"10": 0.5014925373134328
},
"sampleConfidence": 0.9944903581267218,
"shadowSharpeLike": 0.6061100496261783,
"avgForwardReturns": {
"1": 0.0013847497369582416,
"5": 0.003787759620570089,
"10": -0.0011215957237447707
},
"shadowMaxDrawdown": -0.16690927571868863,
"shadowTotalReturn": 0.14257562506886745,
"avgForwardReturn1D": 0.0013847497369582416,
"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": 121,
"5": 117,
"10": 115
},
"baselineAvgForwardReturns": {
"1": -0.00012087169681526451,
"5": -0.0006415175091557966,
"10": -0.0013379773037098005
}
},
{
"topN": 5,
"ticker": "ALG",
"hitRates": {
"1": 0.5289256198347108,
"5": 0.6239316239316239,
"10": 0.6
},
"hitRate1D": 0.5289256198347108,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5113590286313168,
"eligibleDays": 344,
"fitnessScore": 0.35999766539778916,
"lookbackDays": 45,
"returnLift1D": 0.0015056214337735062,
"hitRateLift1D": 0.06090236402075727,
"portfolioSize": 5,
"activationRate": 0.35174418604651164,
"activationCount": 121,
"baselineHitRates": {
"1": 0.4680232558139535,
"5": 0.5058823529411764,
"10": 0.5014925373134328
},
"sampleConfidence": 0.9944903581267218,
"shadowSharpeLike": 0.6061100496261783,
"avgForwardReturns": {
"1": 0.0013847497369582416,
"5": 0.003787759620570089,
"10": -0.0011215957237447707
},
"shadowMaxDrawdown": -0.16690927571868863,
"shadowTotalReturn": 0.14257562506886745,
"avgForwardReturn1D": 0.0013847497369582416,
"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": 121,
"5": 117,
"10": 115
},
"baselineAvgForwardReturns": {
"1": -0.00012087169681526451,
"5": -0.0006415175091557966,
"10": -0.0013379773037098005
}
},
{
"topN": 4,
"ticker": "ALG",
"hitRates": {
"1": 0.5461538461538461,
"5": 0.5634920634920635,
"10": 0.5785123966942148
},
"hitRate1D": 0.5461538461538461,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5021209413876782,
"eligibleDays": 359,
"fitnessScore": 0.3518664396158474,
"lookbackDays": 30,
"returnLift1D": 0.001222926216077311,
"hitRateLift1D": 0.07261624169702158,
"portfolioSize": 4,
"activationRate": 0.362116991643454,
"activationCount": 130,
"baselineHitRates": {
"1": 0.4735376044568245,
"5": 0.5014084507042254,
"10": 0.49714285714285716
},
"sampleConfidence": 0.9933333333333334,
"shadowSharpeLike": 0.5099735097525985,
"avgForwardReturns": {
"1": 0.001143427981924629,
"5": -0.0007007939824467071,
"10": -0.0020781832813258024
},
"shadowMaxDrawdown": -0.17093132510904963,
"shadowTotalReturn": 0.11834616119100838,
"avgForwardReturn1D": 0.001143427981924629,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 130,
"5": 126,
"10": 121
},
"baselineAvgForwardReturns": {
"1": -0.00007949823415268196,
"5": -0.0007911351070034615,
"10": -0.001128270162467468
}
},
{
"topN": 5,
"ticker": "ALG",
"hitRates": {
"1": 0.5461538461538461,
"5": 0.5634920634920635,
"10": 0.5785123966942148
},
"hitRate1D": 0.5461538461538461,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5021209413876782,
"eligibleDays": 359,
"fitnessScore": 0.3518664396158474,
"lookbackDays": 30,
"returnLift1D": 0.001222926216077311,
"hitRateLift1D": 0.07261624169702158,
"portfolioSize": 5,
"activationRate": 0.362116991643454,
"activationCount": 130,
"baselineHitRates": {
"1": 0.4735376044568245,
"5": 0.5014084507042254,
"10": 0.49714285714285716
},
"sampleConfidence": 0.9933333333333334,
"shadowSharpeLike": 0.5099735097525985,
"avgForwardReturns": {
"1": 0.001143427981924629,
"5": -0.0007007939824467071,
"10": -0.0020781832813258024
},
"shadowMaxDrawdown": -0.17093132510904963,
"shadowTotalReturn": 0.11834616119100838,
"avgForwardReturn1D": 0.001143427981924629,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 130,
"5": 126,
"10": 121
},
"baselineAvgForwardReturns": {
"1": -0.00007949823415268196,
"5": -0.0007911351070034615,
"10": -0.001128270162467468
}
},
{
"topN": 3,
"ticker": "ALG",
"hitRates": {
"1": 0.5420560747663551,
"5": 0.6310679611650486,
"10": 0.6138613861386139
},
"hitRate1D": 0.5420560747663551,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.47937241130593766,
"eligibleDays": 344,
"fitnessScore": 0.3318374130899752,
"lookbackDays": 45,
"returnLift1D": 0.0015593089559234607,
"hitRateLift1D": 0.0740328189524016,
"portfolioSize": 3,
"activationRate": 0.311046511627907,
"activationCount": 107,
"baselineHitRates": {
"1": 0.4680232558139535,
"5": 0.5058823529411764,
"10": 0.5014925373134328
},
"sampleConfidence": 0.9937694704049844,
"shadowSharpeLike": 0.542412609993305,
"avgForwardReturns": {
"1": 0.0014384372591081961,
"5": 0.002046534260603743,
"10": -0.0003622527245769069
},
"shadowMaxDrawdown": -0.16743262031535022,
"shadowTotalReturn": 0.12145865503463926,
"avgForwardReturn1D": 0.0014384372591081961,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 107,
"5": 103,
"10": 101
},
"baselineAvgForwardReturns": {
"1": -0.00012087169681526451,
"5": -0.0006415175091557966,
"10": -0.0013379773037098005
}
},
{
"topN": 2,
"ticker": "ALG",
"hitRates": {
"1": 0.5362318840579711,
"5": 0.6666666666666666,
"10": 0.6666666666666666
},
"hitRate1D": 0.5362318840579711,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3068588942547114,
"eligibleDays": 344,
"fitnessScore": 0.1707339723634891,
"lookbackDays": 45,
"returnLift1D": 0.001230483316803126,
"hitRateLift1D": 0.06820862824401758,
"portfolioSize": 2,
"activationRate": 0.2005813953488372,
"activationCount": 69,
"baselineHitRates": {
"1": 0.4680232558139535,
"5": 0.5058823529411764,
"10": 0.5014925373134328
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.2998765657461384,
"avgForwardReturns": {
"1": 0.0011096116199878613,
"5": -0.00020061129393348897,
"10": 0.0006858707634137669
},
"shadowMaxDrawdown": -0.17158488843492847,
"shadowTotalReturn": 0.048376562157268044,
"avgForwardReturn1D": 0.0011096116199878613,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-05-05",
"2025-05-12",
"2025-05-27",
"2025-05-28"
],
"horizonObservationCounts": {
"1": 69,
"5": 69,
"10": 69
},
"baselineAvgForwardReturns": {
"1": -0.00012087169681526451,
"5": -0.0006415175091557966,
"10": -0.0013379773037098005
}
},
{
"topN": 3,
"ticker": "ALG",
"hitRates": {
"1": 0.5338345864661654,
"5": 0.5714285714285714,
"10": 0.59375
},
"hitRate1D": 0.5338345864661654,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.2690331692243253,
"eligibleDays": 368,
"fitnessScore": 0.13010265069815816,
"lookbackDays": 21,
"returnLift1D": 0.00007740309303805765,
"hitRateLift1D": 0.052856325596600195,
"portfolioSize": 3,
"activationRate": 0.36141304347826086,
"activationCount": 133,
"baselineHitRates": {
"1": 0.48097826086956524,
"5": 0.510989010989011,
"10": 0.5013927576601671
},
"sampleConfidence": 0.9974937343358397,
"shadowSharpeLike": -0.017136030147953302,
"avgForwardReturns": {
"1": 0.000060409422751855024,
"5": -0.0013361722692611115,
"10": -0.0019468702786770414
},
"shadowMaxDrawdown": -0.16694251443255081,
"shadowTotalReturn": -0.03433904151916056,
"avgForwardReturn1D": 0.000060409422751855024,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-24",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20"
],
"horizonObservationCounts": {
"1": 133,
"5": 133,
"10": 128
},
"baselineAvgForwardReturns": {
"1": -0.00001699367028620262,
"5": -0.0003977949882847905,
"10": -0.0008925123361454876
}
},
{
"topN": 3,
"ticker": "ALG",
"hitRates": {
"1": 0.5299145299145299,
"5": 0.5575221238938053,
"10": 0.5833333333333334
},
"hitRate1D": 0.5299145299145299,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.2520208061149735,
"eligibleDays": 359,
"fitnessScore": 0.1106700269476387,
"lookbackDays": 30,
"returnLift1D": 0.0001723022537121376,
"hitRateLift1D": 0.056376925457705396,
"portfolioSize": 3,
"activationRate": 0.32590529247910865,
"activationCount": 117,
"baselineHitRates": {
"1": 0.4735376044568245,
"5": 0.5014084507042254,
"10": 0.49714285714285716
},
"sampleConfidence": 0.9925925925925927,
"shadowSharpeLike": -0.006448640278260495,
"avgForwardReturns": {
"1": 0.00009280401955945566,
"5": -0.002739543449833218,
"10": -0.005752191062284501
},
"shadowMaxDrawdown": -0.18127981029993046,
"shadowTotalReturn": -0.02533429900863471,
"avgForwardReturn1D": 0.00009280401955945566,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 117,
"5": 113,
"10": 108
},
"baselineAvgForwardReturns": {
"1": -0.00007949823415268196,
"5": -0.0007911351070034615,
"10": -0.001128270162467468
}
},
{
"topN": 4,
"ticker": "ALG",
"hitRates": {
"1": 0.4787234042553192,
"5": 0.5957446808510638,
"10": 0.5531914893617021
},
"hitRate1D": 0.4787234042553192,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.21863030473095152,
"eligibleDays": 326,
"fitnessScore": 0.06979343552670628,
"lookbackDays": 63,
"returnLift1D": 0.00030923976020448703,
"hitRateLift1D": 0.009398250881086034,
"portfolioSize": 4,
"activationRate": 0.2883435582822086,
"activationCount": 94,
"baselineHitRates": {
"1": 0.46932515337423314,
"5": 0.5217391304347826,
"10": 0.5173501577287066
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.1439811382625201,
"avgForwardReturns": {
"1": 0.0004369836653635168,
"5": -0.003321850102969334,
"10": -0.009887389870015717
},
"shadowMaxDrawdown": -0.1856044768321854,
"shadowTotalReturn": 0.01065322931374535,
"avgForwardReturn1D": 0.0004369836653635168,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-11",
"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": 94,
"5": 94,
"10": 94
},
"baselineAvgForwardReturns": {
"1": 0.00012774390515902972,
"5": 0.0009231776044671879,
"10": 0.0017303771604874343
}
},
{
"topN": 5,
"ticker": "ALG",
"hitRates": {
"1": 0.4787234042553192,
"5": 0.5957446808510638,
"10": 0.5531914893617021
},
"hitRate1D": 0.4787234042553192,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.21863030473095152,
"eligibleDays": 326,
"fitnessScore": 0.06979343552670628,
"lookbackDays": 63,
"returnLift1D": 0.00030923976020448703,
"hitRateLift1D": 0.009398250881086034,
"portfolioSize": 5,
"activationRate": 0.2883435582822086,
"activationCount": 94,
"baselineHitRates": {
"1": 0.46932515337423314,
"5": 0.5217391304347826,
"10": 0.5173501577287066
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.1439811382625201,
"avgForwardReturns": {
"1": 0.0004369836653635168,
"5": -0.003321850102969334,
"10": -0.009887389870015717
},
"shadowMaxDrawdown": -0.1856044768321854,
"shadowTotalReturn": 0.01065322931374535,
"avgForwardReturn1D": 0.0004369836653635168,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-11",
"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": 94,
"5": 94,
"10": 94
},
"baselineAvgForwardReturns": {
"1": 0.00012774390515902972,
"5": 0.0009231776044671879,
"10": 0.0017303771604874343
}
},
{
"topN": 3,
"ticker": "ALG",
"hitRates": {
"1": 0.47674418604651164,
"5": 0.6162790697674418,
"10": 0.5697674418604651
},
"hitRate1D": 0.47674418604651164,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.18409815967962137,
"eligibleDays": 326,
"fitnessScore": 0.02245850833303821,
"lookbackDays": 63,
"returnLift1D": 0.00007431600875113222,
"hitRateLift1D": 0.007419032672278503,
"portfolioSize": 3,
"activationRate": 0.26380368098159507,
"activationCount": 86,
"baselineHitRates": {
"1": 0.46932515337423314,
"5": 0.5217391304347826,
"10": 0.5173501577287066
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.051937058807027266,
"avgForwardReturns": {
"1": 0.00020205991391016194,
"5": -0.0037801021294396717,
"10": -0.009853991105939767
},
"shadowMaxDrawdown": -0.18601368137951035,
"shadowTotalReturn": -0.010739171070604514,
"avgForwardReturn1D": 0.00020205991391016194,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 86,
"5": 86,
"10": 86
},
"baselineAvgForwardReturns": {
"1": 0.00012774390515902972,
"5": 0.0009231776044671879,
"10": 0.0017303771604874343
}
},
{
"topN": 2,
"ticker": "ALG",
"hitRates": {
"1": 0.47474747474747475,
"5": 0.494949494949495,
"10": 0.5151515151515151
},
"hitRate1D": 0.47474747474747475,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.16450428477361584,
"eligibleDays": 375,
"fitnessScore": -0.007519492551222973,
"lookbackDays": 14,
"returnLift1D": -0.00013070028039594293,
"hitRateLift1D": -0.007919191919191937,
"portfolioSize": 2,
"activationRate": 0.264,
"activationCount": 99,
"baselineHitRates": {
"1": 0.4826666666666667,
"5": 0.5067385444743935,
"10": 0.4918032786885246
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.24400348259193008,
"avgForwardReturns": {
"1": -0.00019902633102975581,
"5": -0.0015787351709220941,
"10": -0.003272788722253902
},
"shadowMaxDrawdown": -0.10551731428041544,
"shadowTotalReturn": -0.04878207381398936,
"avgForwardReturn1D": -0.00019902633102975581,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-24",
"2025-02-26",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20"
],
"horizonObservationCounts": {
"1": 99,
"5": 99,
"10": 99
},
"baselineAvgForwardReturns": {
"1": -0.00006832605063381288,
"5": -0.0007386071218748008,
"10": -0.0010946182690115666
}
},
{
"topN": 2,
"ticker": "ALG",
"hitRates": {
"1": 0.5238095238095238,
"5": 0.5619047619047619,
"10": 0.5742574257425742
},
"hitRate1D": 0.5238095238095238,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.14001441924640018,
"eligibleDays": 368,
"fitnessScore": -0.04933744633607978,
"lookbackDays": 21,
"returnLift1D": -0.0007141677802304751,
"hitRateLift1D": 0.04283126293995859,
"portfolioSize": 2,
"activationRate": 0.28532608695652173,
"activationCount": 105,
"baselineHitRates": {
"1": 0.48097826086956524,
"5": 0.510989010989011,
"10": 0.5013927576601671
},
"sampleConfidence": 0.9974603174603175,
"shadowSharpeLike": -0.38838615321002296,
"avgForwardReturns": {
"1": -0.0007311614505166777,
"5": -0.004012001151845322,
"10": -0.0067189505623520855
},
"shadowMaxDrawdown": -0.18171435479402354,
"shadowTotalReturn": -0.11633968867570144,
"avgForwardReturn1D": -0.0007311614505166777,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-21",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 105,
"5": 105,
"10": 101
},
"baselineAvgForwardReturns": {
"1": -0.00001699367028620262,
"5": -0.0003977949882847905,
"10": -0.0008925123361454876
}
},
{
"topN": 2,
"ticker": "ALG",
"hitRates": {
"1": 0.5111111111111111,
"5": 0.5813953488372093,
"10": 0.5714285714285714
},
"hitRate1D": 0.5111111111111111,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.13573899519567018,
"eligibleDays": 359,
"fitnessScore": -0.05725100311475653,
"lookbackDays": 30,
"returnLift1D": -0.000504289819647238,
"hitRateLift1D": 0.03757350665428655,
"portfolioSize": 2,
"activationRate": 0.25069637883008355,
"activationCount": 90,
"baselineHitRates": {
"1": 0.4735376044568245,
"5": 0.5014084507042254,
"10": 0.49714285714285716
},
"sampleConfidence": 0.9925925925925927,
"shadowSharpeLike": -0.2900028786147274,
"avgForwardReturns": {
"1": -0.0005837880537999199,
"5": -0.006532989256734851,
"10": -0.012046793611514804
},
"shadowMaxDrawdown": -0.2042521091634012,
"shadowTotalReturn": -0.08916256795201782,
"avgForwardReturn1D": -0.0005837880537999199,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-21",
"2025-02-24",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-25",
"2025-03-27",
"2025-03-28",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 90,
"5": 86,
"10": 84
},
"baselineAvgForwardReturns": {
"1": -0.00007949823415268196,
"5": -0.0007911351070034615,
"10": -0.001128270162467468
}
},
{
"topN": 2,
"ticker": "ALG",
"hitRates": {
"1": 0.4603174603174603,
"5": 0.6349206349206349,
"10": 0.5873015873015873
},
"hitRate1D": 0.4603174603174603,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.11012611147278668,
"eligibleDays": 326,
"fitnessScore": -0.10967978702088453,
"lookbackDays": 63,
"returnLift1D": -0.0007299622285428213,
"hitRateLift1D": -0.009007693056772847,
"portfolioSize": 2,
"activationRate": 0.19325153374233128,
"activationCount": 63,
"baselineHitRates": {
"1": 0.46932515337423314,
"5": 0.5217391304347826,
"10": 0.5173501577287066
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.19711777236641756,
"avgForwardReturns": {
"1": -0.0006022183233837916,
"5": -0.005886204108844871,
"10": -0.013983462999062411
},
"shadowMaxDrawdown": -0.15931300228632006,
"shadowTotalReturn": -0.06412291083394972,
"avgForwardReturn1D": -0.0006022183233837916,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 63,
"5": 63,
"10": 63
},
"baselineAvgForwardReturns": {
"1": 0.00012774390515902972,
"5": 0.0009231776044671879,
"10": 0.0017303771604874343
}
},
{
"topN": 3,
"ticker": "ALG",
"hitRates": {
"1": 0.4608695652173913,
"5": 0.48695652173913045,
"10": 0.5217391304347826
},
"hitRate1D": 0.4608695652173913,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.0629143264446584,
"eligibleDays": 375,
"fitnessScore": -0.2442201779275025,
"lookbackDays": 14,
"returnLift1D": -0.0013145386014884119,
"hitRateLift1D": -0.02179710144927538,
"portfolioSize": 3,
"activationRate": 0.30666666666666664,
"activationCount": 115,
"baselineHitRates": {
"1": 0.4826666666666667,
"5": 0.5067385444743935,
"10": 0.4918032786885246
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.693657342656268,
"avgForwardReturns": {
"1": -0.0013828646521222249,
"5": -0.005278668467354891,
"10": -0.006328030126297335
},
"shadowMaxDrawdown": -0.22509684158706034,
"shadowTotalReturn": -0.18659318345438736,
"avgForwardReturn1D": -0.0013828646521222249,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-24",
"2025-02-26",
"2025-03-12",
"2025-03-17",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 115,
"5": 115,
"10": 115
},
"baselineAvgForwardReturns": {
"1": -0.00006832605063381288,
"5": -0.0007386071218748008,
"10": -0.0010946182690115666
}
},
{
"topN": 4,
"ticker": "ALG",
"hitRates": {
"1": 0.460431654676259,
"5": 0.5323741007194245,
"10": 0.5539568345323741
},
"hitRate1D": 0.460431654676259,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0567389746781889,
"eligibleDays": 375,
"fitnessScore": -0.26839397152290145,
"lookbackDays": 14,
"returnLift1D": -0.001340012252694007,
"hitRateLift1D": -0.02223501199040767,
"portfolioSize": 4,
"activationRate": 0.37066666666666664,
"activationCount": 139,
"baselineHitRates": {
"1": 0.4826666666666667,
"5": 0.5067385444743935,
"10": 0.4918032786885246
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.8066061180299451,
"avgForwardReturns": {
"1": -0.00140833830332782,
"5": -0.0016665345684812095,
"10": -0.0008149887786914588
},
"shadowMaxDrawdown": -0.26476673911281745,
"shadowTotalReturn": -0.21908666170583924,
"avgForwardReturn1D": -0.00140833830332782,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-12",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 139,
"5": 139,
"10": 139
},
"baselineAvgForwardReturns": {
"1": -0.00006832605063381288,
"5": -0.0007386071218748008,
"10": -0.0010946182690115666
}
},
{
"topN": 5,
"ticker": "ALG",
"hitRates": {
"1": 0.460431654676259,
"5": 0.5323741007194245,
"10": 0.5539568345323741
},
"hitRate1D": 0.460431654676259,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0567389746781889,
"eligibleDays": 375,
"fitnessScore": -0.26839397152290145,
"lookbackDays": 14,
"returnLift1D": -0.001340012252694007,
"hitRateLift1D": -0.02223501199040767,
"portfolioSize": 5,
"activationRate": 0.37066666666666664,
"activationCount": 139,
"baselineHitRates": {
"1": 0.4826666666666667,
"5": 0.5067385444743935,
"10": 0.4918032786885246
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.8066061180299451,
"avgForwardReturns": {
"1": -0.00140833830332782,
"5": -0.0016665345684812095,
"10": -0.0008149887786914588
},
"shadowMaxDrawdown": -0.26476673911281745,
"shadowTotalReturn": -0.21908666170583924,
"avgForwardReturn1D": -0.00140833830332782,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-12",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 139,
"5": 139,
"10": 139
},
"baselineAvgForwardReturns": {
"1": -0.00006832605063381288,
"5": -0.0007386071218748008,
"10": -0.0010946182690115666
}
}
],
"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": 0.16450428477361584,
"fitnessScore": -0.007519492551222973,
"lookbackDays": 14,
"returnLift1D": -0.00013070028039594293,
"activationRate": 0.264,
"activationCount": 99,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.04878207381398936,
"avgForwardReturn1D": -0.00019902633102975581
},
{
"comboQuality": 0.5423960621870547,
"fitnessScore": 0.38739833487086256,
"lookbackDays": 21,
"returnLift1D": 0.0011037772749597336,
"activationRate": 0.39945652173913043,
"activationCount": 147,
"sampleConfidence": 0.9959183673469388,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.12260780493579393,
"avgForwardReturn1D": 0.0010867836046735309
},
{
"comboQuality": 0.5021209413876782,
"fitnessScore": 0.3518664396158474,
"lookbackDays": 30,
"returnLift1D": 0.001222926216077311,
"activationRate": 0.362116991643454,
"activationCount": 130,
"sampleConfidence": 0.9933333333333334,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.11834616119100838,
"avgForwardReturn1D": 0.001143427981924629
},
{
"comboQuality": 0.5113590286313168,
"fitnessScore": 0.35999766539778916,
"lookbackDays": 45,
"returnLift1D": 0.0015056214337735062,
"activationRate": 0.35174418604651164,
"activationCount": 121,
"sampleConfidence": 0.9944903581267218,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.14257562506886745,
"avgForwardReturn1D": 0.0013847497369582416
},
{
"comboQuality": 0.21863030473095152,
"fitnessScore": 0.06979343552670628,
"lookbackDays": 63,
"returnLift1D": 0.00030923976020448703,
"activationRate": 0.2883435582822086,
"activationCount": 94,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.01065322931374535,
"avgForwardReturn1D": 0.0004369836653635168
}
],
"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": "956af0a56fdeeabbe2f8dcfd2bddc5de0070b7cfefaef44f509ba686e32a3bbb",
"size": 13,
"members": [
"ALG",
"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