Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"APEI"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "APEI",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "APEI",
"hitRates": {
"1": 0.6011904761904762,
"5": 0.6071428571428571,
"10": 0.6369047619047619
},
"hitRate1D": 0.6011904761904762,
"comboQuality": 0.9915568357057231,
"eligibleDays": 315,
"fitnessScore": 1.3985022051987877,
"lookbackDays": 45,
"returnLift1D": 0.0014006433340387208,
"hitRateLift1D": 0.03749620867455261,
"activationRate": 0.5333333333333333,
"activationCount": 168,
"baselineHitRates": {
"1": 0.5636942675159236,
"5": 0.5967741935483871,
"10": 0.6557377049180327
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.6583994312927455,
"avgForwardReturns": {
"1": 0.004143917362756301,
"5": 0.017100474121755284,
"10": 0.029710032862574523
},
"shadowMaxDrawdown": -0.1451602267854939,
"shadowTotalReturn": 0.8577967010922043,
"avgForwardReturn1D": 0.004143917362756301,
"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": 168,
"5": 168,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.0027432740287175804,
"5": 0.0132020376264804,
"10": 0.028405933964047527
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9915568357057231,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.861534469282156,
"bestRawFitnessScore": 1.3985022051987877,
"upperQuartileComboQuality": 0.9247926682867212
},
"algorithmFit": {
"label": "good",
"score": 0.7893166962600867,
"rawScore": 0.8169062567105658,
"confidence": 0.9324535459880698,
"bestProfile": {
"topN": 2,
"lookbackDays": 45
},
"profileBreadth": 0.650160455400457,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
21,
30,
45,
63
]
},
"parameterStability": 0.46180388285082313,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "APEI",
"hitRates": {
"1": 0.6011904761904762,
"5": 0.6071428571428571,
"10": 0.6369047619047619
},
"hitRate1D": 0.6011904761904762,
"comboQuality": 0.9915568357057231,
"eligibleDays": 315,
"fitnessScore": 1.3985022051987877,
"lookbackDays": 45,
"returnLift1D": 0.0014006433340387208,
"hitRateLift1D": 0.03749620867455261,
"activationRate": 0.5333333333333333,
"activationCount": 168,
"baselineHitRates": {
"1": 0.5636942675159236,
"5": 0.5967741935483871,
"10": 0.6557377049180327
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.6583994312927455,
"avgForwardReturns": {
"1": 0.004143917362756301,
"5": 0.017100474121755284,
"10": 0.029710032862574523
},
"shadowMaxDrawdown": -0.1451602267854939,
"shadowTotalReturn": 0.8577967010922043,
"avgForwardReturn1D": 0.004143917362756301,
"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": 168,
"5": 168,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.0027432740287175804,
"5": 0.0132020376264804,
"10": 0.028405933964047527
}
},
{
"topN": 5,
"ticker": "APEI",
"hitRates": {
"1": 0.5550847457627118,
"5": 0.5508474576271186,
"10": 0.5847457627118644
},
"hitRate1D": 0.5550847457627118,
"comboQuality": 0.99050249451945,
"eligibleDays": 297,
"fitnessScore": 1.3723803043187297,
"lookbackDays": 63,
"returnLift1D": 0.0006723350859942469,
"hitRateLift1D": 0.0010306917086577716,
"activationRate": 0.7946127946127947,
"activationCount": 236,
"baselineHitRates": {
"1": 0.5540540540540541,
"5": 0.5787671232876712,
"10": 0.6341463414634146
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.506976228129996,
"avgForwardReturns": {
"1": 0.0029003346907420903,
"5": 0.008702934757664815,
"10": 0.017793856988629547
},
"shadowMaxDrawdown": -0.18715082608315214,
"shadowTotalReturn": 0.8044705512415085,
"avgForwardReturn1D": 0.0029003346907420903,
"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": 236,
"5": 236,
"10": 236
},
"baselineAvgForwardReturns": {
"1": 0.0022279996047478434,
"5": 0.010735531583257733,
"10": 0.02306931846651638
}
},
{
"topN": 4,
"ticker": "APEI",
"hitRates": {
"1": 0.5478260869565217,
"5": 0.5391304347826087,
"10": 0.5782608695652174
},
"hitRate1D": 0.5478260869565217,
"comboQuality": 0.973366672176768,
"eligibleDays": 297,
"fitnessScore": 1.1416914502260151,
"lookbackDays": 63,
"returnLift1D": 0.0002761922398893811,
"hitRateLift1D": -0.006227967097532372,
"activationRate": 0.7744107744107744,
"activationCount": 230,
"baselineHitRates": {
"1": 0.5540540540540541,
"5": 0.5787671232876712,
"10": 0.6341463414634146
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.275232230801093,
"avgForwardReturns": {
"1": 0.0025041918446372245,
"5": 0.00790404408099439,
"10": 0.017413767494636093
},
"shadowMaxDrawdown": -0.18715082608315192,
"shadowTotalReturn": 0.6228080892304875,
"avgForwardReturn1D": 0.0025041918446372245,
"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": 230,
"5": 230,
"10": 230
},
"baselineAvgForwardReturns": {
"1": 0.0022279996047478434,
"5": 0.010735531583257733,
"10": 0.02306931846651638
}
},
{
"topN": 4,
"ticker": "APEI",
"hitRates": {
"1": 0.5673076923076923,
"5": 0.5961538461538461,
"10": 0.6328502415458938
},
"hitRate1D": 0.5673076923076923,
"comboQuality": 0.9584475574291539,
"eligibleDays": 315,
"fitnessScore": 1.0404388792281263,
"lookbackDays": 45,
"returnLift1D": -0.00011278905440658413,
"hitRateLift1D": 0.003613424791768738,
"activationRate": 0.6603174603174603,
"activationCount": 208,
"baselineHitRates": {
"1": 0.5636942675159236,
"5": 0.5967741935483871,
"10": 0.6557377049180327
},
"sampleConfidence": 0.9996794871794872,
"shadowSharpeLike": 1.180693317732604,
"avgForwardReturns": {
"1": 0.0026304849743109962,
"5": 0.013080630209807768,
"10": 0.02715304387709351
},
"shadowMaxDrawdown": -0.22311948675178384,
"shadowTotalReturn": 0.579209724060056,
"avgForwardReturn1D": 0.0026304849743109962,
"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": 208,
"5": 208,
"10": 207
},
"baselineAvgForwardReturns": {
"1": 0.0027432740287175804,
"5": 0.0132020376264804,
"10": 0.028405933964047527
}
},
{
"topN": 5,
"ticker": "APEI",
"hitRates": {
"1": 0.5662100456621004,
"5": 0.5753424657534246,
"10": 0.6620370370370371
},
"hitRate1D": 0.5662100456621004,
"comboQuality": 0.9289742440453925,
"eligibleDays": 339,
"fitnessScore": 0.9156284574291131,
"lookbackDays": 21,
"returnLift1D": -0.00041939922475463026,
"hitRateLift1D": 0.0011212882656507217,
"activationRate": 0.6460176991150443,
"activationCount": 219,
"baselineHitRates": {
"1": 0.5650887573964497,
"5": 0.5898203592814372,
"10": 0.6565349544072948
},
"sampleConfidence": 0.9990867579908677,
"shadowSharpeLike": 0.9624422081047778,
"avgForwardReturns": {
"1": 0.0022757161281978656,
"5": 0.012737288881066493,
"10": 0.03083440123318491
},
"shadowMaxDrawdown": -0.1972303094739537,
"shadowTotalReturn": 0.47572026220118047,
"avgForwardReturn1D": 0.0022757161281978656,
"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": 219,
"5": 219,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.002695115352952496,
"5": 0.013134247821893508,
"10": 0.02812085740331644
}
},
{
"topN": 5,
"ticker": "APEI",
"hitRates": {
"1": 0.5648148148148148,
"5": 0.5833333333333334,
"10": 0.6355140186915887
},
"hitRate1D": 0.5648148148148148,
"comboQuality": 0.9233988097004975,
"eligibleDays": 315,
"fitnessScore": 0.8976786931546227,
"lookbackDays": 45,
"returnLift1D": -0.0005155801695091201,
"hitRateLift1D": 0.0011205472988912168,
"activationRate": 0.6857142857142857,
"activationCount": 216,
"baselineHitRates": {
"1": 0.5636942675159236,
"5": 0.5967741935483871,
"10": 0.6557377049180327
},
"sampleConfidence": 0.9993827160493828,
"shadowSharpeLike": 0.9985704752043584,
"avgForwardReturns": {
"1": 0.0022276938592084602,
"5": 0.01193257711422313,
"10": 0.02714817921633726
},
"shadowMaxDrawdown": -0.2615187547018992,
"shadowTotalReturn": 0.4654524589671378,
"avgForwardReturn1D": 0.0022276938592084602,
"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": 216,
"5": 216,
"10": 214
},
"baselineAvgForwardReturns": {
"1": 0.0027432740287175804,
"5": 0.0132020376264804,
"10": 0.028405933964047527
}
},
{
"topN": 5,
"ticker": "APEI",
"hitRates": {
"1": 0.5673076923076923,
"5": 0.5865384615384616,
"10": 0.6634146341463415
},
"hitRate1D": 0.5673076923076923,
"comboQuality": 0.9213034977282283,
"eligibleDays": 330,
"fitnessScore": 0.8912419764401522,
"lookbackDays": 30,
"returnLift1D": -0.0003812973884506068,
"hitRateLift1D": -0.0010813654430675834,
"activationRate": 0.6303030303030303,
"activationCount": 208,
"baselineHitRates": {
"1": 0.5683890577507599,
"5": 0.5907692307692308,
"10": 0.659375
},
"sampleConfidence": 0.9990384615384617,
"shadowSharpeLike": 0.9441338014309326,
"avgForwardReturns": {
"1": 0.002346603009074035,
"5": 0.01283793946766156,
"10": 0.02958382854859026
},
"shadowMaxDrawdown": -0.2004905202507583,
"shadowTotalReturn": 0.4601865947031698,
"avgForwardReturn1D": 0.002346603009074035,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 208,
"5": 208,
"10": 205
},
"baselineAvgForwardReturns": {
"1": 0.002727900397524642,
"5": 0.013526806142906314,
"10": 0.028679539500228012
}
},
{
"topN": 3,
"ticker": "APEI",
"hitRates": {
"1": 0.5663265306122449,
"5": 0.5867346938775511,
"10": 0.6173469387755102
},
"hitRate1D": 0.5663265306122449,
"comboQuality": 0.9181838368110071,
"eligibleDays": 315,
"fitnessScore": 0.8819430182986818,
"lookbackDays": 45,
"returnLift1D": -0.00036715067873549284,
"hitRateLift1D": 0.0026322630963213633,
"activationRate": 0.6222222222222222,
"activationCount": 196,
"baselineHitRates": {
"1": 0.5636942675159236,
"5": 0.5967741935483871,
"10": 0.6557377049180327
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0145734086470595,
"avgForwardReturns": {
"1": 0.0023761233499820875,
"5": 0.013089154340224313,
"10": 0.025705919083559438
},
"shadowMaxDrawdown": -0.22023167679053446,
"shadowTotalReturn": 0.4598237564504546,
"avgForwardReturn1D": 0.0023761233499820875,
"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": 196,
"5": 196,
"10": 196
},
"baselineAvgForwardReturns": {
"1": 0.0027432740287175804,
"5": 0.0132020376264804,
"10": 0.028405933964047527
}
},
{
"topN": 3,
"ticker": "APEI",
"hitRates": {
"1": 0.5441860465116279,
"5": 0.5162790697674419,
"10": 0.5534883720930233
},
"hitRate1D": 0.5441860465116279,
"comboQuality": 0.893381731963382,
"eligibleDays": 297,
"fitnessScore": 0.8176670006670391,
"lookbackDays": 63,
"returnLift1D": -0.0003683867839205362,
"hitRateLift1D": -0.009868007542426116,
"activationRate": 0.7239057239057239,
"activationCount": 215,
"baselineHitRates": {
"1": 0.5540540540540541,
"5": 0.5787671232876712,
"10": 0.6341463414634146
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9215737507517474,
"avgForwardReturns": {
"1": 0.0018596128208273072,
"5": 0.005376494157229422,
"10": 0.014421486037692366
},
"shadowMaxDrawdown": -0.18715082608315214,
"shadowTotalReturn": 0.37305755309014943,
"avgForwardReturn1D": 0.0018596128208273072,
"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": 215,
"5": 215,
"10": 215
},
"baselineAvgForwardReturns": {
"1": 0.0022279996047478434,
"5": 0.010735531583257733,
"10": 0.02306931846651638
}
},
{
"topN": 4,
"ticker": "APEI",
"hitRates": {
"1": 0.5631067961165048,
"5": 0.5776699029126213,
"10": 0.6699507389162561
},
"hitRate1D": 0.5631067961165048,
"comboQuality": 0.871510599942723,
"eligibleDays": 339,
"fitnessScore": 0.7711639556633708,
"lookbackDays": 21,
"returnLift1D": -0.0006661060931633699,
"hitRateLift1D": -0.001981961279944877,
"activationRate": 0.6076696165191741,
"activationCount": 206,
"baselineHitRates": {
"1": 0.5650887573964497,
"5": 0.5898203592814372,
"10": 0.6565349544072948
},
"sampleConfidence": 0.9990291262135923,
"shadowSharpeLike": 0.831271671491529,
"avgForwardReturns": {
"1": 0.002029009259789126,
"5": 0.012239665598257038,
"10": 0.032872017213656686
},
"shadowMaxDrawdown": -0.18417860110481044,
"shadowTotalReturn": 0.3668918343904637,
"avgForwardReturn1D": 0.002029009259789126,
"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": 206,
"5": 206,
"10": 203
},
"baselineAvgForwardReturns": {
"1": 0.002695115352952496,
"5": 0.013134247821893508,
"10": 0.02812085740331644
}
},
{
"topN": 4,
"ticker": "APEI",
"hitRates": {
"1": 0.5643564356435643,
"5": 0.5841584158415841,
"10": 0.6633165829145728
},
"hitRate1D": 0.5643564356435643,
"comboQuality": 0.8515583386215891,
"eligibleDays": 330,
"fitnessScore": 0.7343127160703888,
"lookbackDays": 30,
"returnLift1D": -0.0007230019158413034,
"hitRateLift1D": -0.0040326221071955715,
"activationRate": 0.6121212121212121,
"activationCount": 202,
"baselineHitRates": {
"1": 0.5683890577507599,
"5": 0.5907692307692308,
"10": 0.659375
},
"sampleConfidence": 0.999009900990099,
"shadowSharpeLike": 0.787784792920234,
"avgForwardReturns": {
"1": 0.0020048984816833384,
"5": 0.012667569250047016,
"10": 0.02956409222777039
},
"shadowMaxDrawdown": -0.222817804843627,
"shadowTotalReturn": 0.34621694360981436,
"avgForwardReturn1D": 0.0020048984816833384,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 202,
"5": 202,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.002727900397524642,
"5": 0.013526806142906314,
"10": 0.028679539500228012
}
},
{
"topN": 3,
"ticker": "APEI",
"hitRates": {
"1": 0.5618556701030928,
"5": 0.5824742268041238,
"10": 0.6649214659685864
},
"hitRate1D": 0.5618556701030928,
"comboQuality": 0.7978031314030277,
"eligibleDays": 330,
"fitnessScore": 0.6519764098354686,
"lookbackDays": 30,
"returnLift1D": -0.0008796098533889632,
"hitRateLift1D": -0.006533387647667088,
"activationRate": 0.5878787878787879,
"activationCount": 194,
"baselineHitRates": {
"1": 0.5683890577507599,
"5": 0.5907692307692308,
"10": 0.659375
},
"sampleConfidence": 0.9989690721649485,
"shadowSharpeLike": 0.7000385280626937,
"avgForwardReturns": {
"1": 0.0018482905441356786,
"5": 0.012716496948746209,
"10": 0.03080557944979238
},
"shadowMaxDrawdown": -0.21705550358532144,
"shadowTotalReturn": 0.28793459787208353,
"avgForwardReturn1D": 0.0018482905441356786,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15"
],
"horizonObservationCounts": {
"1": 194,
"5": 194,
"10": 191
},
"baselineAvgForwardReturns": {
"1": 0.002727900397524642,
"5": 0.013526806142906314,
"10": 0.028679539500228012
}
},
{
"topN": 3,
"ticker": "APEI",
"hitRates": {
"1": 0.553763440860215,
"5": 0.5698924731182796,
"10": 0.6666666666666666
},
"hitRate1D": 0.553763440860215,
"comboQuality": 0.7794949323766366,
"eligibleDays": 339,
"fitnessScore": 0.6277996122692104,
"lookbackDays": 21,
"returnLift1D": -0.0008009447175914481,
"hitRateLift1D": -0.011325316536234697,
"activationRate": 0.5486725663716814,
"activationCount": 186,
"baselineHitRates": {
"1": 0.5650887573964497,
"5": 0.5898203592814372,
"10": 0.6565349544072948
},
"sampleConfidence": 0.9989247311827958,
"shadowSharpeLike": 0.7035442419966912,
"avgForwardReturns": {
"1": 0.0018941706353610478,
"5": 0.00984349271305016,
"10": 0.0305871590674866
},
"shadowMaxDrawdown": -0.18716054788006242,
"shadowTotalReturn": 0.2819280245407767,
"avgForwardReturn1D": 0.0018941706353610478,
"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": 186,
"5": 186,
"10": 183
},
"baselineAvgForwardReturns": {
"1": 0.002695115352952496,
"5": 0.013134247821893508,
"10": 0.02812085740331644
}
},
{
"topN": 2,
"ticker": "APEI",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.5730994152046783,
"10": 0.6666666666666666
},
"hitRate1D": 0.5555555555555556,
"comboQuality": 0.5681315071823366,
"eligibleDays": 330,
"fitnessScore": 0.41033099413568475,
"lookbackDays": 30,
"returnLift1D": -0.0013849071320137388,
"hitRateLift1D": -0.012833502195204294,
"activationRate": 0.5181818181818182,
"activationCount": 171,
"baselineHitRates": {
"1": 0.5683890577507599,
"5": 0.5907692307692308,
"10": 0.659375
},
"sampleConfidence": 0.9988304093567252,
"shadowSharpeLike": 0.43718015558082723,
"avgForwardReturns": {
"1": 0.001342993265510903,
"5": 0.01116062917861116,
"10": 0.03078691774721698
},
"shadowMaxDrawdown": -0.2372471153201473,
"shadowTotalReturn": 0.1306655359391764,
"avgForwardReturn1D": 0.001342993265510903,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15"
],
"horizonObservationCounts": {
"1": 171,
"5": 171,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.002727900397524642,
"5": 0.013526806142906314,
"10": 0.028679539500228012
}
},
{
"topN": 2,
"ticker": "APEI",
"hitRates": {
"1": 0.5466666666666666,
"5": 0.5666666666666667,
"10": 0.6598639455782312
},
"hitRate1D": 0.5466666666666666,
"comboQuality": 0.5173193076750383,
"eligibleDays": 339,
"fitnessScore": 0.36524709069729405,
"lookbackDays": 21,
"returnLift1D": -0.0013089527939143411,
"hitRateLift1D": -0.01842209072978307,
"activationRate": 0.4424778761061947,
"activationCount": 150,
"baselineHitRates": {
"1": 0.5650887573964497,
"5": 0.5898203592814372,
"10": 0.6565349544072948
},
"sampleConfidence": 0.9986666666666667,
"shadowSharpeLike": 0.40767136298227186,
"avgForwardReturns": {
"1": 0.0013861625590381548,
"5": 0.008655929138116652,
"10": 0.030349390935578688
},
"shadowMaxDrawdown": -0.18217730284813682,
"shadowTotalReturn": 0.11567119737700637,
"avgForwardReturn1D": 0.0013861625590381548,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 150,
"5": 150,
"10": 147
},
"baselineAvgForwardReturns": {
"1": 0.002695115352952496,
"5": 0.013134247821893508,
"10": 0.02812085740331644
}
},
{
"topN": 2,
"ticker": "APEI",
"hitRates": {
"1": 0.5212121212121212,
"5": 0.5636363636363636,
"10": 0.5636363636363636
},
"hitRate1D": 0.5212121212121212,
"comboQuality": 0.4430360329169824,
"eligibleDays": 297,
"fitnessScore": 0.29965312284129,
"lookbackDays": 63,
"returnLift1D": -0.0013977735587982648,
"hitRateLift1D": -0.03284193284193282,
"activationRate": 0.5555555555555556,
"activationCount": 165,
"baselineHitRates": {
"1": 0.5540540540540541,
"5": 0.5787671232876712,
"10": 0.6341463414634146
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.31261913409023945,
"avgForwardReturns": {
"1": 0.0008302260459495788,
"5": 0.008843954850568757,
"10": 0.016310433560530083
},
"shadowMaxDrawdown": -0.2358225795856005,
"shadowTotalReturn": 0.0616811070470058,
"avgForwardReturn1D": 0.0008302260459495788,
"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": 165,
"5": 165,
"10": 165
},
"baselineAvgForwardReturns": {
"1": 0.0022279996047478434,
"5": 0.010735531583257733,
"10": 0.02306931846651638
}
},
{
"topN": 5,
"ticker": "APEI",
"hitRates": {
"1": 0.5343137254901961,
"5": 0.5960591133004927,
"10": 0.6616915422885572
},
"hitRate1D": 0.5343137254901961,
"comboQuality": 0.3945510384014265,
"eligibleDays": 352,
"fitnessScore": 0.25579121251788933,
"lookbackDays": 14,
"returnLift1D": -0.00182698555989122,
"hitRateLift1D": -0.028543417366946766,
"activationRate": 0.5795454545454546,
"activationCount": 204,
"baselineHitRates": {
"1": 0.5628571428571428,
"5": 0.5895953757225434,
"10": 0.6432748538011696
},
"sampleConfidence": 0.9986928104575163,
"shadowSharpeLike": 0.19158335779231597,
"avgForwardReturns": {
"1": 0.0006172628493044489,
"5": 0.012979984058679036,
"10": 0.030474275838125415
},
"shadowMaxDrawdown": -0.2511141137002403,
"shadowTotalReturn": 0.008623630205224497,
"avgForwardReturn1D": 0.0006172628493044489,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17"
],
"horizonObservationCounts": {
"1": 204,
"5": 203,
"10": 201
},
"baselineAvgForwardReturns": {
"1": 0.0024442484091956687,
"5": 0.012838995179417117,
"10": 0.02654354138957731
}
},
{
"topN": 4,
"ticker": "APEI",
"hitRates": {
"1": 0.5245901639344263,
"5": 0.5824175824175825,
"10": 0.6555555555555556
},
"hitRate1D": 0.5245901639344263,
"comboQuality": 0.17246330714071753,
"eligibleDays": 352,
"fitnessScore": 0.004980831775539704,
"lookbackDays": 14,
"returnLift1D": -0.0026014968993383833,
"hitRateLift1D": -0.03826697892271658,
"activationRate": 0.5198863636363636,
"activationCount": 183,
"baselineHitRates": {
"1": 0.5628571428571428,
"5": 0.5895953757225434,
"10": 0.6432748538011696
},
"sampleConfidence": 0.9985428051001822,
"shadowSharpeLike": -0.1265287988082912,
"avgForwardReturns": {
"1": -0.00015724849014271474,
"5": 0.0121961998116268,
"10": 0.029966451611236008
},
"shadowMaxDrawdown": -0.3170076353255531,
"shadowTotalReturn": -0.13234155967884564,
"avgForwardReturn1D": -0.00015724849014271474,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17"
],
"horizonObservationCounts": {
"1": 183,
"5": 182,
"10": 180
},
"baselineAvgForwardReturns": {
"1": 0.0024442484091956687,
"5": 0.012838995179417117,
"10": 0.02654354138957731
}
},
{
"topN": 3,
"ticker": "APEI",
"hitRates": {
"1": 0.5117647058823529,
"5": 0.5857988165680473,
"10": 0.6586826347305389
},
"hitRate1D": 0.5117647058823529,
"comboQuality": 0.1545862656454564,
"eligibleDays": 352,
"fitnessScore": -0.023796244750650272,
"lookbackDays": 14,
"returnLift1D": -0.002532803741731842,
"hitRateLift1D": -0.051092436974789934,
"activationRate": 0.48295454545454547,
"activationCount": 170,
"baselineHitRates": {
"1": 0.5628571428571428,
"5": 0.5895953757225434,
"10": 0.6432748538011696
},
"sampleConfidence": 0.9984313725490197,
"shadowSharpeLike": -0.10089569081873,
"avgForwardReturns": {
"1": -0.00008855533253617307,
"5": 0.012335460164213113,
"10": 0.030921690848496653
},
"shadowMaxDrawdown": -0.3345279392243603,
"shadowTotalReturn": -0.11999061989190551,
"avgForwardReturn1D": -0.00008855533253617307,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 170,
"5": 169,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.0024442484091956687,
"5": 0.012838995179417117,
"10": 0.02654354138957731
}
},
{
"topN": 2,
"ticker": "APEI",
"hitRates": {
"1": 0.5,
"5": 0.5714285714285714,
"10": 0.6413793103448275
},
"hitRate1D": 0.5,
"comboQuality": 0.15127060103900905,
"eligibleDays": 352,
"fitnessScore": -0.0294274249732936,
"lookbackDays": 14,
"returnLift1D": -0.0024081325847221204,
"hitRateLift1D": -0.06285714285714283,
"activationRate": 0.42045454545454547,
"activationCount": 148,
"baselineHitRates": {
"1": 0.5628571428571428,
"5": 0.5895953757225434,
"10": 0.6432748538011696
},
"sampleConfidence": 0.9981981981981982,
"shadowSharpeLike": -0.053783369354322416,
"avgForwardReturns": {
"1": 0.00003611582447354822,
"5": 0.008957487453958862,
"10": 0.025516306161868223
},
"shadowMaxDrawdown": -0.3081870445838024,
"shadowTotalReturn": -0.09375947300436316,
"avgForwardReturn1D": 0.00003611582447354822,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"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"
],
"horizonObservationCounts": {
"1": 148,
"5": 147,
"10": 145
},
"baselineAvgForwardReturns": {
"1": 0.0024442484091956687,
"5": 0.012838995179417117,
"10": 0.02654354138957731
}
}
],
"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": 0.3945510384014265,
"fitnessScore": 0.25579121251788933,
"lookbackDays": 14,
"returnLift1D": -0.00182698555989122,
"activationRate": 0.5795454545454546,
"activationCount": 204,
"sampleConfidence": 0.9986928104575163,
"shadowTotalReturn": 0.008623630205224497,
"avgForwardReturn1D": 0.0006172628493044489
},
{
"bestTopN": 5,
"comboQuality": 0.9289742440453925,
"fitnessScore": 0.9156284574291131,
"lookbackDays": 21,
"returnLift1D": -0.00041939922475463026,
"activationRate": 0.6460176991150443,
"activationCount": 219,
"sampleConfidence": 0.9990867579908677,
"shadowTotalReturn": 0.47572026220118047,
"avgForwardReturn1D": 0.0022757161281978656
},
{
"bestTopN": 5,
"comboQuality": 0.9213034977282283,
"fitnessScore": 0.8912419764401522,
"lookbackDays": 30,
"returnLift1D": -0.0003812973884506068,
"activationRate": 0.6303030303030303,
"activationCount": 208,
"sampleConfidence": 0.9990384615384617,
"shadowTotalReturn": 0.4601865947031698,
"avgForwardReturn1D": 0.002346603009074035
},
{
"bestTopN": 2,
"comboQuality": 0.9915568357057231,
"fitnessScore": 1.3985022051987877,
"lookbackDays": 45,
"returnLift1D": 0.0014006433340387208,
"activationRate": 0.5333333333333333,
"activationCount": 168,
"sampleConfidence": 1,
"shadowTotalReturn": 0.8577967010922043,
"avgForwardReturn1D": 0.004143917362756301
},
{
"bestTopN": 5,
"comboQuality": 0.99050249451945,
"fitnessScore": 1.3723803043187297,
"lookbackDays": 63,
"returnLift1D": 0.0006723350859942469,
"activationRate": 0.7946127946127947,
"activationCount": 236,
"sampleConfidence": 1,
"shadowTotalReturn": 0.8044705512415085,
"avgForwardReturn1D": 0.0029003346907420903
}
],
"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": "228e05a12085c850d05cf0f75d8614058c89e94661edcf9da687f2c1c0221d20",
"size": 13,
"members": [
"APEI",
"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",
"APEI"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "APEI",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "APEI",
"hitRates": {
"1": 0.5653846153846154,
"5": 0.5615384615384615,
"10": 0.6115384615384616
},
"hitRate1D": 0.5653846153846154,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9967430632126956,
"eligibleDays": 326,
"fitnessScore": 1.6092152999764509,
"lookbackDays": 63,
"returnLift1D": 0.00037209852018345747,
"hitRateLift1D": -0.0021000471920717967,
"portfolioSize": 4,
"activationRate": 0.7975460122699386,
"activationCount": 260,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.593167701863354,
"10": 0.6561514195583596
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5737310573167613,
"avgForwardReturns": {
"1": 0.003103452671494046,
"5": 0.011752404223540968,
"10": 0.024572801463904524
},
"shadowMaxDrawdown": -0.1871508260831518,
"shadowTotalReturn": 1.0121793043689298,
"avgForwardReturn1D": 0.003103452671494046,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 260,
"5": 260,
"10": 260
},
"baselineAvgForwardReturns": {
"1": 0.0027313541513105887,
"5": 0.013579099943488198,
"10": 0.028405855699492357
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9967430632126956,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.6205489555498174,
"bestRawFitnessScore": 1.6092152999764509,
"upperQuartileComboQuality": 0.9571097995156711
},
"algorithmFit": {
"label": "strong",
"score": 0.8097662709038355,
"rawScore": 0.8298740898642551,
"confidence": 0.9515400728712743,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0.40023372145713265,
"recommendedRegion": {
"lookbackDays": [
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.9643279914175301,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "APEI",
"hitRates": {
"1": 0.5653846153846154,
"5": 0.5615384615384615,
"10": 0.6115384615384616
},
"hitRate1D": 0.5653846153846154,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9967430632126956,
"eligibleDays": 326,
"fitnessScore": 1.6092152999764509,
"lookbackDays": 63,
"returnLift1D": 0.00037209852018345747,
"hitRateLift1D": -0.0021000471920717967,
"portfolioSize": 4,
"activationRate": 0.7975460122699386,
"activationCount": 260,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.593167701863354,
"10": 0.6561514195583596
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5737310573167613,
"avgForwardReturns": {
"1": 0.003103452671494046,
"5": 0.011752404223540968,
"10": 0.024572801463904524
},
"shadowMaxDrawdown": -0.1871508260831518,
"shadowTotalReturn": 1.0121793043689298,
"avgForwardReturn1D": 0.003103452671494046,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 260,
"5": 260,
"10": 260
},
"baselineAvgForwardReturns": {
"1": 0.0027313541513105887,
"5": 0.013579099943488198,
"10": 0.028405855699492357
}
},
{
"topN": 5,
"ticker": "APEI",
"hitRates": {
"1": 0.5653846153846154,
"5": 0.5615384615384615,
"10": 0.6115384615384616
},
"hitRate1D": 0.5653846153846154,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9967430632126956,
"eligibleDays": 326,
"fitnessScore": 1.6092152999764509,
"lookbackDays": 63,
"returnLift1D": 0.00037209852018345747,
"hitRateLift1D": -0.0021000471920717967,
"portfolioSize": 5,
"activationRate": 0.7975460122699386,
"activationCount": 260,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.593167701863354,
"10": 0.6561514195583596
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5737310573167613,
"avgForwardReturns": {
"1": 0.003103452671494046,
"5": 0.011752404223540968,
"10": 0.024572801463904524
},
"shadowMaxDrawdown": -0.1871508260831518,
"shadowTotalReturn": 1.0121793043689298,
"avgForwardReturn1D": 0.003103452671494046,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 260,
"5": 260,
"10": 260
},
"baselineAvgForwardReturns": {
"1": 0.0027313541513105887,
"5": 0.013579099943488198,
"10": 0.028405855699492357
}
},
{
"topN": 2,
"ticker": "APEI",
"hitRates": {
"1": 0.5897435897435898,
"5": 0.5948717948717949,
"10": 0.6410256410256411
},
"hitRate1D": 0.5897435897435898,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9869202086584065,
"eligibleDays": 344,
"fitnessScore": 1.3011745760989863,
"lookbackDays": 45,
"returnLift1D": 0.0009004725131979904,
"hitRateLift1D": 0.025790101371496732,
"portfolioSize": 2,
"activationRate": 0.5668604651162791,
"activationCount": 195,
"baselineHitRates": {
"1": 0.563953488372093,
"5": 0.5911764705882353,
"10": 0.6567164179104478
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4038369260480574,
"avgForwardReturns": {
"1": 0.003447497381571749,
"5": 0.016113970765162355,
"10": 0.02902462403850784
},
"shadowMaxDrawdown": -0.14516022678549378,
"shadowTotalReturn": 0.786554409844233,
"avgForwardReturn1D": 0.003447497381571749,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 195,
"5": 195,
"10": 195
},
"baselineAvgForwardReturns": {
"1": 0.0025470248683737585,
"5": 0.01322015838010131,
"10": 0.02814408381424012
}
},
{
"topN": 3,
"ticker": "APEI",
"hitRates": {
"1": 0.563265306122449,
"5": 0.5428571428571428,
"10": 0.5918367346938775
},
"hitRate1D": 0.563265306122449,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.98214776267317,
"eligibleDays": 326,
"fitnessScore": 1.2316748440233605,
"lookbackDays": 63,
"returnLift1D": -0.000156863021515644,
"hitRateLift1D": -0.00421935645423821,
"portfolioSize": 3,
"activationRate": 0.7515337423312883,
"activationCount": 245,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.593167701863354,
"10": 0.6561514195583596
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.274479361304398,
"avgForwardReturns": {
"1": 0.0025744911297949447,
"5": 0.009769964095086806,
"10": 0.02238523002021524
},
"shadowMaxDrawdown": -0.18715082608315192,
"shadowTotalReturn": 0.7025044491524226,
"avgForwardReturn1D": 0.0025744911297949447,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 245,
"5": 245,
"10": 245
},
"baselineAvgForwardReturns": {
"1": 0.0027313541513105887,
"5": 0.013579099943488198,
"10": 0.028405855699492357
}
},
{
"topN": 4,
"ticker": "APEI",
"hitRates": {
"1": 0.5654008438818565,
"5": 0.5864978902953587,
"10": 0.635593220338983
},
"hitRate1D": 0.5654008438818565,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9571097995156711,
"eligibleDays": 344,
"fitnessScore": 1.0331604439013218,
"lookbackDays": 45,
"returnLift1D": -0.00020671534659312237,
"hitRateLift1D": 0.0014473555097634927,
"portfolioSize": 4,
"activationRate": 0.688953488372093,
"activationCount": 237,
"baselineHitRates": {
"1": 0.563953488372093,
"5": 0.5911764705882353,
"10": 0.6567164179104478
},
"sampleConfidence": 0.9997187060478201,
"shadowSharpeLike": 1.0654970164688027,
"avgForwardReturns": {
"1": 0.002340309521780636,
"5": 0.012885531302945648,
"10": 0.026986301676294122
},
"shadowMaxDrawdown": -0.22311948675178406,
"shadowTotalReturn": 0.5696498420390248,
"avgForwardReturn1D": 0.002340309521780636,
"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": 237,
"5": 237,
"10": 236
},
"baselineAvgForwardReturns": {
"1": 0.0025470248683737585,
"5": 0.01322015838010131,
"10": 0.02814408381424012
}
},
{
"topN": 5,
"ticker": "APEI",
"hitRates": {
"1": 0.5654008438818565,
"5": 0.5864978902953587,
"10": 0.635593220338983
},
"hitRate1D": 0.5654008438818565,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9571097995156711,
"eligibleDays": 344,
"fitnessScore": 1.0331604439013218,
"lookbackDays": 45,
"returnLift1D": -0.00020671534659312237,
"hitRateLift1D": 0.0014473555097634927,
"portfolioSize": 5,
"activationRate": 0.688953488372093,
"activationCount": 237,
"baselineHitRates": {
"1": 0.563953488372093,
"5": 0.5911764705882353,
"10": 0.6567164179104478
},
"sampleConfidence": 0.9997187060478201,
"shadowSharpeLike": 1.0654970164688027,
"avgForwardReturns": {
"1": 0.002340309521780636,
"5": 0.012885531302945648,
"10": 0.026986301676294122
},
"shadowMaxDrawdown": -0.22311948675178406,
"shadowTotalReturn": 0.5696498420390248,
"avgForwardReturn1D": 0.002340309521780636,
"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": 237,
"5": 237,
"10": 236
},
"baselineAvgForwardReturns": {
"1": 0.0025470248683737585,
"5": 0.01322015838010131,
"10": 0.02814408381424012
}
},
{
"topN": 3,
"ticker": "APEI",
"hitRates": {
"1": 0.5625,
"5": 0.5803571428571429,
"10": 0.625
},
"hitRate1D": 0.5625,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9125544490078659,
"eligibleDays": 344,
"fitnessScore": 0.8659509142759747,
"lookbackDays": 45,
"returnLift1D": -0.0004519704192402726,
"hitRateLift1D": -0.0014534883720930258,
"portfolioSize": 3,
"activationRate": 0.6511627906976745,
"activationCount": 224,
"baselineHitRates": {
"1": 0.563953488372093,
"5": 0.5911764705882353,
"10": 0.6567164179104478
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9065246512169374,
"avgForwardReturns": {
"1": 0.002095054449133486,
"5": 0.012979154850949956,
"10": 0.02590662847405023
},
"shadowMaxDrawdown": -0.22023167679053446,
"shadowTotalReturn": 0.443852786795373,
"avgForwardReturn1D": 0.002095054449133486,
"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": 224,
"5": 224,
"10": 224
},
"baselineAvgForwardReturns": {
"1": 0.0025470248683737585,
"5": 0.01322015838010131,
"10": 0.02814408381424012
}
},
{
"topN": 2,
"ticker": "APEI",
"hitRates": {
"1": 0.5487179487179488,
"5": 0.5897435897435898,
"10": 0.6102564102564103
},
"hitRate1D": 0.5487179487179488,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.8079508625576183,
"eligibleDays": 326,
"fitnessScore": 0.6660849954991759,
"lookbackDays": 63,
"returnLift1D": -0.0008445804697538152,
"hitRateLift1D": -0.018766713858738404,
"portfolioSize": 2,
"activationRate": 0.598159509202454,
"activationCount": 195,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.593167701863354,
"10": 0.6561514195583596
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7649533624511886,
"avgForwardReturns": {
"1": 0.0018867736815567735,
"5": 0.013830500050439933,
"10": 0.026025555868391486
},
"shadowMaxDrawdown": -0.2358225795856005,
"shadowTotalReturn": 0.3164173666724093,
"avgForwardReturn1D": 0.0018867736815567735,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 195,
"5": 195,
"10": 195
},
"baselineAvgForwardReturns": {
"1": 0.0027313541513105887,
"5": 0.013579099943488198,
"10": 0.028405855699492357
}
},
{
"topN": 4,
"ticker": "APEI",
"hitRates": {
"1": 0.5525114155251142,
"5": 0.5662100456621004,
"10": 0.6435185185185185
},
"hitRate1D": 0.5525114155251142,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6896399439376333,
"eligibleDays": 368,
"fitnessScore": 0.5256560401976869,
"lookbackDays": 21,
"returnLift1D": -0.0012872049516595904,
"hitRateLift1D": -0.007271193170538037,
"portfolioSize": 4,
"activationRate": 0.595108695652174,
"activationCount": 219,
"baselineHitRates": {
"1": 0.5597826086956522,
"5": 0.5796703296703297,
"10": 0.649025069637883
},
"sampleConfidence": 0.9990867579908677,
"shadowSharpeLike": 0.512275891250595,
"avgForwardReturns": {
"1": 0.0013148391611987928,
"5": 0.010544682459900853,
"10": 0.028755608670702575
},
"shadowMaxDrawdown": -0.20776768117133226,
"shadowTotalReturn": 0.1899730891159901,
"avgForwardReturn1D": 0.0013148391611987928,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-21",
"2025-03-10",
"2025-03-11"
],
"horizonObservationCounts": {
"1": 219,
"5": 219,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.002602044112858383,
"5": 0.012551691506537776,
"10": 0.02675267625446731
}
},
{
"topN": 5,
"ticker": "APEI",
"hitRates": {
"1": 0.5525114155251142,
"5": 0.5662100456621004,
"10": 0.6435185185185185
},
"hitRate1D": 0.5525114155251142,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6896399439376333,
"eligibleDays": 368,
"fitnessScore": 0.5256560401976869,
"lookbackDays": 21,
"returnLift1D": -0.0012872049516595904,
"hitRateLift1D": -0.007271193170538037,
"portfolioSize": 5,
"activationRate": 0.595108695652174,
"activationCount": 219,
"baselineHitRates": {
"1": 0.5597826086956522,
"5": 0.5796703296703297,
"10": 0.649025069637883
},
"sampleConfidence": 0.9990867579908677,
"shadowSharpeLike": 0.512275891250595,
"avgForwardReturns": {
"1": 0.0013148391611987928,
"5": 0.010544682459900853,
"10": 0.028755608670702575
},
"shadowMaxDrawdown": -0.20776768117133226,
"shadowTotalReturn": 0.1899730891159901,
"avgForwardReturn1D": 0.0013148391611987928,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-21",
"2025-03-10",
"2025-03-11"
],
"horizonObservationCounts": {
"1": 219,
"5": 219,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.002602044112858383,
"5": 0.012551691506537776,
"10": 0.02675267625446731
}
},
{
"topN": 4,
"ticker": "APEI",
"hitRates": {
"1": 0.547945205479452,
"5": 0.5662100456621004,
"10": 0.6435185185185185
},
"hitRate1D": 0.547945205479452,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5514579671620016,
"eligibleDays": 359,
"fitnessScore": 0.39544390938950125,
"lookbackDays": 30,
"returnLift1D": -0.0017277698295057133,
"hitRateLift1D": -0.011943373907734589,
"portfolioSize": 4,
"activationRate": 0.6100278551532033,
"activationCount": 219,
"baselineHitRates": {
"1": 0.5598885793871866,
"5": 0.5802816901408451,
"10": 0.6571428571428571
},
"sampleConfidence": 0.9990867579908677,
"shadowSharpeLike": 0.33954794637695834,
"avgForwardReturns": {
"1": 0.0009106183545368973,
"5": 0.010270246622550142,
"10": 0.02634660027213404
},
"shadowMaxDrawdown": -0.2228178048436269,
"shadowTotalReturn": 0.08629741355161613,
"avgForwardReturn1D": 0.0009106183545368973,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-18",
"2025-03-20"
],
"horizonObservationCounts": {
"1": 219,
"5": 219,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.0026383881840426108,
"5": 0.012819476888922455,
"10": 0.0281570879409081
}
},
{
"topN": 5,
"ticker": "APEI",
"hitRates": {
"1": 0.547945205479452,
"5": 0.5662100456621004,
"10": 0.6435185185185185
},
"hitRate1D": 0.547945205479452,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5514579671620016,
"eligibleDays": 359,
"fitnessScore": 0.39544390938950125,
"lookbackDays": 30,
"returnLift1D": -0.0017277698295057133,
"hitRateLift1D": -0.011943373907734589,
"portfolioSize": 5,
"activationRate": 0.6100278551532033,
"activationCount": 219,
"baselineHitRates": {
"1": 0.5598885793871866,
"5": 0.5802816901408451,
"10": 0.6571428571428571
},
"sampleConfidence": 0.9990867579908677,
"shadowSharpeLike": 0.33954794637695834,
"avgForwardReturns": {
"1": 0.0009106183545368973,
"5": 0.010270246622550142,
"10": 0.02634660027213404
},
"shadowMaxDrawdown": -0.2228178048436269,
"shadowTotalReturn": 0.08629741355161613,
"avgForwardReturn1D": 0.0009106183545368973,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-18",
"2025-03-20"
],
"horizonObservationCounts": {
"1": 219,
"5": 219,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.0026383881840426108,
"5": 0.012819476888922455,
"10": 0.0281570879409081
}
},
{
"topN": 3,
"ticker": "APEI",
"hitRates": {
"1": 0.5404040404040404,
"5": 0.5555555555555556,
"10": 0.6358974358974359
},
"hitRate1D": 0.5404040404040404,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.4729270953344924,
"eligibleDays": 368,
"fitnessScore": 0.32615252054858856,
"lookbackDays": 21,
"returnLift1D": -0.0016424388738392024,
"hitRateLift1D": -0.019378568291611775,
"portfolioSize": 3,
"activationRate": 0.5380434782608695,
"activationCount": 198,
"baselineHitRates": {
"1": 0.5597826086956522,
"5": 0.5796703296703297,
"10": 0.649025069637883
},
"sampleConfidence": 0.9989898989898991,
"shadowSharpeLike": 0.32409440056085037,
"avgForwardReturns": {
"1": 0.0009596052390191807,
"5": 0.008059299291929296,
"10": 0.02614739361310853
},
"shadowMaxDrawdown": -0.2610481613618154,
"shadowTotalReturn": 0.08107544723156646,
"avgForwardReturn1D": 0.0009596052390191807,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-21",
"2025-03-10",
"2025-03-11"
],
"horizonObservationCounts": {
"1": 198,
"5": 198,
"10": 195
},
"baselineAvgForwardReturns": {
"1": 0.002602044112858383,
"5": 0.012551691506537776,
"10": 0.02675267625446731
}
},
{
"topN": 3,
"ticker": "APEI",
"hitRates": {
"1": 0.5428571428571428,
"5": 0.5666666666666667,
"10": 0.6473429951690821
},
"hitRate1D": 0.5428571428571428,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.44727126630197056,
"eligibleDays": 359,
"fitnessScore": 0.30342554348297085,
"lookbackDays": 30,
"returnLift1D": -0.0019505694292935795,
"hitRateLift1D": -0.017031436530043798,
"portfolioSize": 3,
"activationRate": 0.584958217270195,
"activationCount": 210,
"baselineHitRates": {
"1": 0.5598885793871866,
"5": 0.5802816901408451,
"10": 0.6571428571428571
},
"sampleConfidence": 0.9990476190476191,
"shadowSharpeLike": 0.23750871147673483,
"avgForwardReturns": {
"1": 0.0006878187547490314,
"5": 0.010601359222083516,
"10": 0.027945711246373243
},
"shadowMaxDrawdown": -0.22951374112406064,
"shadowTotalReturn": 0.029421444012506903,
"avgForwardReturn1D": 0.0006878187547490314,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-18",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 210,
"5": 210,
"10": 207
},
"baselineAvgForwardReturns": {
"1": 0.0026383881840426108,
"5": 0.012819476888922455,
"10": 0.0281570879409081
}
},
{
"topN": 2,
"ticker": "APEI",
"hitRates": {
"1": 0.5379746835443038,
"5": 0.5632911392405063,
"10": 0.632258064516129
},
"hitRate1D": 0.5379746835443038,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.328172415974326,
"eligibleDays": 368,
"fitnessScore": 0.19237822635434082,
"lookbackDays": 21,
"returnLift1D": -0.0018124445860861862,
"hitRateLift1D": -0.02180792515134844,
"portfolioSize": 2,
"activationRate": 0.42934782608695654,
"activationCount": 158,
"baselineHitRates": {
"1": 0.5597826086956522,
"5": 0.5796703296703297,
"10": 0.649025069637883
},
"sampleConfidence": 0.9987341772151899,
"shadowSharpeLike": 0.2017560916496364,
"avgForwardReturns": {
"1": 0.000789599526772197,
"5": 0.007603677374819103,
"10": 0.02689002713542191
},
"shadowMaxDrawdown": -0.2615295680511911,
"shadowTotalReturn": 0.0203667709116917,
"avgForwardReturn1D": 0.000789599526772197,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-18",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 158,
"5": 158,
"10": 155
},
"baselineAvgForwardReturns": {
"1": 0.002602044112858383,
"5": 0.012551691506537776,
"10": 0.02675267625446731
}
},
{
"topN": 2,
"ticker": "APEI",
"hitRates": {
"1": 0.5351351351351351,
"5": 0.5567567567567567,
"10": 0.6483516483516484
},
"hitRate1D": 0.5351351351351351,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.2643602256513715,
"eligibleDays": 359,
"fitnessScore": 0.12484586250353702,
"lookbackDays": 30,
"returnLift1D": -0.0024147690015886808,
"hitRateLift1D": -0.024753444252051504,
"portfolioSize": 2,
"activationRate": 0.5153203342618384,
"activationCount": 185,
"baselineHitRates": {
"1": 0.5598885793871866,
"5": 0.5802816901408451,
"10": 0.6571428571428571
},
"sampleConfidence": 0.9989189189189189,
"shadowSharpeLike": 0.028282369096089003,
"avgForwardReturns": {
"1": 0.00022361918245392988,
"5": 0.009003476297014378,
"10": 0.028112873956299515
},
"shadowMaxDrawdown": -0.2427383964850428,
"shadowTotalReturn": -0.07209494544947037,
"avgForwardReturn1D": 0.00022361918245392988,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-21",
"2025-02-24",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-18",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 182
},
"baselineAvgForwardReturns": {
"1": 0.0026383881840426108,
"5": 0.012819476888922455,
"10": 0.0281570879409081
}
},
{
"topN": 2,
"ticker": "APEI",
"hitRates": {
"1": 0.5098039215686274,
"5": 0.5751633986928104,
"10": 0.64
},
"hitRate1D": 0.5098039215686274,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.17885730862614493,
"eligibleDays": 375,
"fitnessScore": 0.014696115295237965,
"lookbackDays": 14,
"returnLift1D": -0.002291828461905532,
"hitRateLift1D": -0.05019607843137264,
"portfolioSize": 2,
"activationRate": 0.408,
"activationCount": 153,
"baselineHitRates": {
"1": 0.56,
"5": 0.5849056603773585,
"10": 0.6502732240437158
},
"sampleConfidence": 0.9986928104575163,
"shadowSharpeLike": 0.01596761886900762,
"avgForwardReturns": {
"1": 0.0002521693822114226,
"5": 0.008969854310536329,
"10": 0.02483077573542962
},
"shadowMaxDrawdown": -0.3085329510615108,
"shadowTotalReturn": -0.0645794225967441,
"avgForwardReturn1D": 0.0002521693822114226,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-11",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13"
],
"horizonObservationCounts": {
"1": 153,
"5": 153,
"10": 150
},
"baselineAvgForwardReturns": {
"1": 0.002543997844116955,
"5": 0.01258892226778399,
"10": 0.026573957303483556
}
},
{
"topN": 4,
"ticker": "APEI",
"hitRates": {
"1": 0.5291005291005291,
"5": 0.582010582010582,
"10": 0.6559139784946236
},
"hitRate1D": 0.5291005291005291,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.17661737686831436,
"eligibleDays": 375,
"fitnessScore": 0.011324228451200945,
"lookbackDays": 14,
"returnLift1D": -0.00261964905275684,
"hitRateLift1D": -0.030899470899470982,
"portfolioSize": 4,
"activationRate": 0.504,
"activationCount": 189,
"baselineHitRates": {
"1": 0.56,
"5": 0.5849056603773585,
"10": 0.6502732240437158
},
"sampleConfidence": 0.998941798941799,
"shadowSharpeLike": -0.09499247222234278,
"avgForwardReturns": {
"1": -0.00007565120863988512,
"5": 0.011674180217289257,
"10": 0.029290711534450786
},
"shadowMaxDrawdown": -0.33015455467290267,
"shadowTotalReturn": -0.12120374633546704,
"avgForwardReturn1D": -0.00007565120863988512,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14"
],
"horizonObservationCounts": {
"1": 189,
"5": 189,
"10": 186
},
"baselineAvgForwardReturns": {
"1": 0.002543997844116955,
"5": 0.01258892226778399,
"10": 0.026573957303483556
}
},
{
"topN": 5,
"ticker": "APEI",
"hitRates": {
"1": 0.5291005291005291,
"5": 0.582010582010582,
"10": 0.6559139784946236
},
"hitRate1D": 0.5291005291005291,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.17661737686831436,
"eligibleDays": 375,
"fitnessScore": 0.011324228451200945,
"lookbackDays": 14,
"returnLift1D": -0.00261964905275684,
"hitRateLift1D": -0.030899470899470982,
"portfolioSize": 5,
"activationRate": 0.504,
"activationCount": 189,
"baselineHitRates": {
"1": 0.56,
"5": 0.5849056603773585,
"10": 0.6502732240437158
},
"sampleConfidence": 0.998941798941799,
"shadowSharpeLike": -0.09499247222234278,
"avgForwardReturns": {
"1": -0.00007565120863988512,
"5": 0.011674180217289257,
"10": 0.029290711534450786
},
"shadowMaxDrawdown": -0.33015455467290267,
"shadowTotalReturn": -0.12120374633546704,
"avgForwardReturn1D": -0.00007565120863988512,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14"
],
"horizonObservationCounts": {
"1": 189,
"5": 189,
"10": 186
},
"baselineAvgForwardReturns": {
"1": 0.002543997844116955,
"5": 0.01258892226778399,
"10": 0.026573957303483556
}
},
{
"topN": 3,
"ticker": "APEI",
"hitRates": {
"1": 0.5170454545454546,
"5": 0.5909090909090909,
"10": 0.6589595375722543
},
"hitRate1D": 0.5170454545454546,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.1599572110299849,
"eligibleDays": 375,
"fitnessScore": -0.014880225904666722,
"lookbackDays": 14,
"returnLift1D": -0.002547270635412244,
"hitRateLift1D": -0.04295454545454547,
"portfolioSize": 3,
"activationRate": 0.4693333333333333,
"activationCount": 176,
"baselineHitRates": {
"1": 0.56,
"5": 0.5849056603773585,
"10": 0.6502732240437158
},
"sampleConfidence": 0.9988636363636364,
"shadowSharpeLike": -0.07002856455924054,
"avgForwardReturns": {
"1": -0.000003272791295289265,
"5": 0.012104025729716129,
"10": 0.030056465919087963
},
"shadowMaxDrawdown": -0.3473376102594119,
"shadowTotalReturn": -0.10869426206192978,
"avgForwardReturn1D": -0.000003272791295289265,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-03-10"
],
"horizonObservationCounts": {
"1": 176,
"5": 176,
"10": 173
},
"baselineAvgForwardReturns": {
"1": 0.002543997844116955,
"5": 0.01258892226778399,
"10": 0.026573957303483556
}
}
],
"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": 0.17885730862614493,
"fitnessScore": 0.014696115295237965,
"lookbackDays": 14,
"returnLift1D": -0.002291828461905532,
"activationRate": 0.408,
"activationCount": 153,
"sampleConfidence": 0.9986928104575163,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.0645794225967441,
"avgForwardReturn1D": 0.0002521693822114226
},
{
"comboQuality": 0.6896399439376333,
"fitnessScore": 0.5256560401976869,
"lookbackDays": 21,
"returnLift1D": -0.0012872049516595904,
"activationRate": 0.595108695652174,
"activationCount": 219,
"sampleConfidence": 0.9990867579908677,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.1899730891159901,
"avgForwardReturn1D": 0.0013148391611987928
},
{
"comboQuality": 0.5514579671620016,
"fitnessScore": 0.39544390938950125,
"lookbackDays": 30,
"returnLift1D": -0.0017277698295057133,
"activationRate": 0.6100278551532033,
"activationCount": 219,
"sampleConfidence": 0.9990867579908677,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.08629741355161613,
"avgForwardReturn1D": 0.0009106183545368973
},
{
"comboQuality": 0.9869202086584065,
"fitnessScore": 1.3011745760989863,
"lookbackDays": 45,
"returnLift1D": 0.0009004725131979904,
"activationRate": 0.5668604651162791,
"activationCount": 195,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.786554409844233,
"avgForwardReturn1D": 0.003447497381571749
},
{
"comboQuality": 0.9967430632126956,
"fitnessScore": 1.6092152999764509,
"lookbackDays": 63,
"returnLift1D": 0.00037209852018345747,
"activationRate": 0.7975460122699386,
"activationCount": 260,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.0121793043689298,
"avgForwardReturn1D": 0.003103452671494046
}
],
"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": "228e05a12085c850d05cf0f75d8614058c89e94661edcf9da687f2c1c0221d20",
"size": 13,
"members": [
"APEI",
"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."
}