Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"DHR"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "DHR",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 4,
"ticker": "DHR",
"hitRates": {
"1": 0.6153846153846154,
"5": 0.6,
"10": 0.42857142857142855
},
"hitRate1D": 0.6153846153846154,
"comboQuality": 0.10762967885398415,
"eligibleDays": 352,
"fitnessScore": -0.11534064922088667,
"lookbackDays": 14,
"returnLift1D": -0.009135038690648939,
"hitRateLift1D": 0.0056285178236398226,
"activationRate": 0.03977272727272727,
"activationCount": 14,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.8530201574508846,
"shadowSharpeLike": -0.4255576081636788,
"avgForwardReturns": {
"1": -0.005851113300781508,
"5": -0.005227409061257437,
"10": -0.020380410276401393
},
"shadowMaxDrawdown": -0.15769226624871413,
"shadowTotalReturn": -0.08846319833831395,
"avgForwardReturn1D": -0.005851113300781508,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-08",
"2026-06-09",
"2026-06-10",
"2026-06-11",
"2026-07-07",
"2026-07-08",
"2026-07-09",
"2026-07-10",
"2026-07-13",
"2026-07-14"
],
"horizonObservationCounts": {
"1": 13,
"5": 10,
"10": 7
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.10762967885398415,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08294833320924036,
"bestRawFitnessScore": -0.11534064922088667,
"upperQuartileComboQuality": 0.08294833320924036
},
"algorithmFit": {
"label": "poor",
"score": 0.10069909833316426,
"rawScore": 0.1482700965519235,
"confidence": 0.35831972427292386,
"bestProfile": {
"topN": 4,
"lookbackDays": 14
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
4
],
"lookbackDays": [
14
]
},
"parameterStability": 0.3910461406890981,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "DHR",
"hitRates": {
"1": 0.6153846153846154,
"5": 0.6,
"10": 0.42857142857142855
},
"hitRate1D": 0.6153846153846154,
"comboQuality": 0.10762967885398415,
"eligibleDays": 352,
"fitnessScore": -0.11534064922088667,
"lookbackDays": 14,
"returnLift1D": -0.009135038690648939,
"hitRateLift1D": 0.0056285178236398226,
"activationRate": 0.03977272727272727,
"activationCount": 14,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.8530201574508846,
"shadowSharpeLike": -0.4255576081636788,
"avgForwardReturns": {
"1": -0.005851113300781508,
"5": -0.005227409061257437,
"10": -0.020380410276401393
},
"shadowMaxDrawdown": -0.15769226624871413,
"shadowTotalReturn": -0.08846319833831395,
"avgForwardReturn1D": -0.005851113300781508,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-08",
"2026-06-09",
"2026-06-10",
"2026-06-11",
"2026-07-07",
"2026-07-08",
"2026-07-09",
"2026-07-10",
"2026-07-13",
"2026-07-14"
],
"horizonObservationCounts": {
"1": 13,
"5": 10,
"10": 7
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 5,
"ticker": "DHR",
"hitRates": {
"1": 0.5714285714285714,
"5": 0.5454545454545454,
"10": 0.42857142857142855
},
"hitRate1D": 0.5714285714285714,
"comboQuality": 0.08762432258829522,
"eligibleDays": 352,
"fitnessScore": -0.16545850789870764,
"lookbackDays": 14,
"returnLift1D": -0.008862584958675594,
"hitRateLift1D": -0.0383275261324042,
"activationRate": 0.04261363636363636,
"activationCount": 15,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.8685361943036636,
"shadowSharpeLike": -0.43096733480385324,
"avgForwardReturns": {
"1": -0.005578659568808161,
"5": -0.015486959508788888,
"10": -0.020380410276401393
},
"shadowMaxDrawdown": -0.15769226624871424,
"shadowTotalReturn": -0.08941673599915723,
"avgForwardReturn1D": -0.005578659568808161,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-08",
"2026-06-09",
"2026-06-10",
"2026-06-11",
"2026-07-07",
"2026-07-08",
"2026-07-09",
"2026-07-10",
"2026-07-13",
"2026-07-14"
],
"horizonObservationCounts": {
"1": 14,
"5": 11,
"10": 7
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 2,
"ticker": "DHR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08294833320924036,
"eligibleDays": 330,
"fitnessScore": -0.1786480961166016,
"lookbackDays": 30,
"returnLift1D": -0.0032839253898674318,
"hitRateLift1D": -0.6097560975609756,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 3,
"ticker": "DHR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08294833320924036,
"eligibleDays": 330,
"fitnessScore": -0.1786480961166016,
"lookbackDays": 30,
"returnLift1D": -0.0032839253898674318,
"hitRateLift1D": -0.6097560975609756,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 4,
"ticker": "DHR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08294833320924036,
"eligibleDays": 330,
"fitnessScore": -0.1786480961166016,
"lookbackDays": 30,
"returnLift1D": -0.0032839253898674318,
"hitRateLift1D": -0.6097560975609756,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 5,
"ticker": "DHR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08294833320924036,
"eligibleDays": 330,
"fitnessScore": -0.1786480961166016,
"lookbackDays": 30,
"returnLift1D": -0.0032839253898674318,
"hitRateLift1D": -0.6097560975609756,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 2,
"ticker": "DHR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08294833320924036,
"eligibleDays": 315,
"fitnessScore": -0.1786480961166016,
"lookbackDays": 45,
"returnLift1D": -0.0032839253898674318,
"hitRateLift1D": -0.6097560975609756,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 3,
"ticker": "DHR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08294833320924036,
"eligibleDays": 315,
"fitnessScore": -0.1786480961166016,
"lookbackDays": 45,
"returnLift1D": -0.0032839253898674318,
"hitRateLift1D": -0.6097560975609756,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 4,
"ticker": "DHR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08294833320924036,
"eligibleDays": 315,
"fitnessScore": -0.1786480961166016,
"lookbackDays": 45,
"returnLift1D": -0.0032839253898674318,
"hitRateLift1D": -0.6097560975609756,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 5,
"ticker": "DHR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08294833320924036,
"eligibleDays": 315,
"fitnessScore": -0.1786480961166016,
"lookbackDays": 45,
"returnLift1D": -0.0032839253898674318,
"hitRateLift1D": -0.6097560975609756,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 2,
"ticker": "DHR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08294833320924036,
"eligibleDays": 297,
"fitnessScore": -0.1786480961166016,
"lookbackDays": 63,
"returnLift1D": -0.0032839253898674318,
"hitRateLift1D": -0.6097560975609756,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 3,
"ticker": "DHR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08294833320924036,
"eligibleDays": 297,
"fitnessScore": -0.1786480961166016,
"lookbackDays": 63,
"returnLift1D": -0.0032839253898674318,
"hitRateLift1D": -0.6097560975609756,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 4,
"ticker": "DHR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08294833320924036,
"eligibleDays": 297,
"fitnessScore": -0.1786480961166016,
"lookbackDays": 63,
"returnLift1D": -0.0032839253898674318,
"hitRateLift1D": -0.6097560975609756,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 5,
"ticker": "DHR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08294833320924036,
"eligibleDays": 297,
"fitnessScore": -0.1786480961166016,
"lookbackDays": 63,
"returnLift1D": -0.0032839253898674318,
"hitRateLift1D": -0.6097560975609756,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 2,
"ticker": "DHR",
"hitRates": {
"1": 0.5833333333333334,
"5": 0.6,
"10": 0.42857142857142855
},
"hitRate1D": 0.5833333333333334,
"comboQuality": 0.07657882158455849,
"eligibleDays": 352,
"fitnessScore": -0.19774827517663954,
"lookbackDays": 14,
"returnLift1D": -0.010983243409232082,
"hitRateLift1D": -0.026422764227642226,
"activationRate": 0.036931818181818184,
"activationCount": 13,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.8421421248743691,
"shadowSharpeLike": -0.5160467797235674,
"avgForwardReturns": {
"1": -0.00769931801936465,
"5": -0.005227409061257437,
"10": -0.020380410276401393
},
"shadowMaxDrawdown": -0.15853854868458228,
"shadowTotalReturn": -0.10311874580050429,
"avgForwardReturn1D": -0.00769931801936465,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-08",
"2026-06-09",
"2026-06-10",
"2026-06-11",
"2026-07-07",
"2026-07-08",
"2026-07-09",
"2026-07-10",
"2026-07-13",
"2026-07-14"
],
"horizonObservationCounts": {
"1": 12,
"5": 10,
"10": 7
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 3,
"ticker": "DHR",
"hitRates": {
"1": 0.5833333333333334,
"5": 0.6,
"10": 0.42857142857142855
},
"hitRate1D": 0.5833333333333334,
"comboQuality": 0.07657882158455849,
"eligibleDays": 352,
"fitnessScore": -0.19774827517663954,
"lookbackDays": 14,
"returnLift1D": -0.010983243409232082,
"hitRateLift1D": -0.026422764227642226,
"activationRate": 0.036931818181818184,
"activationCount": 13,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.8421421248743691,
"shadowSharpeLike": -0.5160467797235674,
"avgForwardReturns": {
"1": -0.00769931801936465,
"5": -0.005227409061257437,
"10": -0.020380410276401393
},
"shadowMaxDrawdown": -0.15853854868458228,
"shadowTotalReturn": -0.10311874580050429,
"avgForwardReturn1D": -0.00769931801936465,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-08",
"2026-06-09",
"2026-06-10",
"2026-06-11",
"2026-07-07",
"2026-07-08",
"2026-07-09",
"2026-07-10",
"2026-07-13",
"2026-07-14"
],
"horizonObservationCounts": {
"1": 12,
"5": 10,
"10": 7
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 2,
"ticker": "DHR",
"hitRates": {
"1": 0.25,
"5": 0,
"10": 0
},
"hitRate1D": 0.25,
"comboQuality": 0.006889921030268,
"eligibleDays": 339,
"fitnessScore": -0.7435720156669682,
"lookbackDays": 21,
"returnLift1D": -0.039395455819547696,
"hitRateLift1D": -0.3597560975609756,
"activationRate": 0.011799410029498525,
"activationCount": 4,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.5793008108583102,
"shadowSharpeLike": -0.8352101226172931,
"avgForwardReturns": {
"1": -0.036111530429680266,
"5": -0.11808246398410338,
"10": 0
},
"shadowMaxDrawdown": -0.15769226624871435,
"shadowTotalReturn": -0.14611123933123782,
"avgForwardReturn1D": -0.036111530429680266,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-16",
"2026-07-17",
"2026-07-20",
"2026-07-21"
],
"horizonObservationCounts": {
"1": 4,
"5": 1,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 3,
"ticker": "DHR",
"hitRates": {
"1": 0.25,
"5": 0,
"10": 0
},
"hitRate1D": 0.25,
"comboQuality": 0.006889921030268,
"eligibleDays": 339,
"fitnessScore": -0.7435720156669682,
"lookbackDays": 21,
"returnLift1D": -0.039395455819547696,
"hitRateLift1D": -0.3597560975609756,
"activationRate": 0.011799410029498525,
"activationCount": 4,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.5793008108583102,
"shadowSharpeLike": -0.8352101226172931,
"avgForwardReturns": {
"1": -0.036111530429680266,
"5": -0.11808246398410338,
"10": 0
},
"shadowMaxDrawdown": -0.15769226624871435,
"shadowTotalReturn": -0.14611123933123782,
"avgForwardReturn1D": -0.036111530429680266,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-16",
"2026-07-17",
"2026-07-20",
"2026-07-21"
],
"horizonObservationCounts": {
"1": 4,
"5": 1,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 4,
"ticker": "DHR",
"hitRates": {
"1": 0.25,
"5": 0,
"10": 0
},
"hitRate1D": 0.25,
"comboQuality": 0.006889921030268,
"eligibleDays": 339,
"fitnessScore": -0.7435720156669682,
"lookbackDays": 21,
"returnLift1D": -0.039395455819547696,
"hitRateLift1D": -0.3597560975609756,
"activationRate": 0.011799410029498525,
"activationCount": 4,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.5793008108583102,
"shadowSharpeLike": -0.8352101226172931,
"avgForwardReturns": {
"1": -0.036111530429680266,
"5": -0.11808246398410338,
"10": 0
},
"shadowMaxDrawdown": -0.15769226624871435,
"shadowTotalReturn": -0.14611123933123782,
"avgForwardReturn1D": -0.036111530429680266,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-16",
"2026-07-17",
"2026-07-20",
"2026-07-21"
],
"horizonObservationCounts": {
"1": 4,
"5": 1,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
},
{
"topN": 5,
"ticker": "DHR",
"hitRates": {
"1": 0.25,
"5": 0,
"10": 0
},
"hitRate1D": 0.25,
"comboQuality": 0.006889921030268,
"eligibleDays": 339,
"fitnessScore": -0.7435720156669682,
"lookbackDays": 21,
"returnLift1D": -0.039395455819547696,
"hitRateLift1D": -0.3597560975609756,
"activationRate": 0.011799410029498525,
"activationCount": 4,
"baselineHitRates": {
"1": 0.6097560975609756,
"5": 0.7777777777777778,
"10": 0.8064516129032258
},
"sampleConfidence": 0.5793008108583102,
"shadowSharpeLike": -0.8352101226172931,
"avgForwardReturns": {
"1": -0.036111530429680266,
"5": -0.11808246398410338,
"10": 0
},
"shadowMaxDrawdown": -0.15769226624871435,
"shadowTotalReturn": -0.14611123933123782,
"avgForwardReturn1D": -0.036111530429680266,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-16",
"2026-07-17",
"2026-07-20",
"2026-07-21"
],
"horizonObservationCounts": {
"1": 4,
"5": 1,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.0032839253898674318,
"5": 0.020399747551181,
"10": 0.035194711859166825
}
}
],
"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": 4,
"comboQuality": 0.10762967885398415,
"fitnessScore": -0.11534064922088667,
"lookbackDays": 14,
"returnLift1D": -0.009135038690648939,
"activationRate": 0.03977272727272727,
"activationCount": 14,
"sampleConfidence": 0.8530201574508846,
"shadowTotalReturn": -0.08846319833831395,
"avgForwardReturn1D": -0.005851113300781508
},
{
"bestTopN": 2,
"comboQuality": 0.006889921030268,
"fitnessScore": -0.7435720156669682,
"lookbackDays": 21,
"returnLift1D": -0.039395455819547696,
"activationRate": 0.011799410029498525,
"activationCount": 4,
"sampleConfidence": 0.5793008108583102,
"shadowTotalReturn": -0.14611123933123782,
"avgForwardReturn1D": -0.036111530429680266
},
{
"bestTopN": 2,
"comboQuality": 0.08294833320924036,
"fitnessScore": -0.1786480961166016,
"lookbackDays": 30,
"returnLift1D": -0.0032839253898674318,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08294833320924036,
"fitnessScore": -0.1786480961166016,
"lookbackDays": 45,
"returnLift1D": -0.0032839253898674318,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08294833320924036,
"fitnessScore": -0.1786480961166016,
"lookbackDays": 63,
"returnLift1D": -0.0032839253898674318,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
}
],
"strategyOptions": {
"shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
"blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
"coverage": "Rewards stocks that activate often without giving up too much quality.",
"precision": "Prioritizes hit rate and average return after activation."
},
"universeIdentity": {
"hash": "03ce4c0b2aca5dec947121386383d0cbc542641caed544c30f97566a66267de7",
"size": 13,
"members": [
"DHR",
"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",
"DHR"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "DHR",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "DHR",
"hitRates": {
"1": 0.6,
"5": 0.6341463414634146,
"10": 0.6666666666666666
},
"hitRate1D": 0.6,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.46922917437311423,
"eligibleDays": 344,
"fitnessScore": 0.32288741029657947,
"lookbackDays": 45,
"returnLift1D": 0.0024198834197201426,
"hitRateLift1D": 0.09418604651162787,
"portfolioSize": 2,
"activationRate": 0.1308139534883721,
"activationCount": 45,
"baselineHitRates": {
"1": 0.5058139534883721,
"5": 0.5088235294117647,
"10": 0.4925373134328358
},
"sampleConfidence": 0.9807407407407408,
"shadowSharpeLike": 0.5714060221035767,
"avgForwardReturns": {
"1": 0.00248321317177431,
"5": 0.0037492998323997427,
"10": 0.01306853675571465
},
"shadowMaxDrawdown": -0.12682308519906338,
"shadowTotalReturn": 0.09692362385824937,
"avgForwardReturn1D": 0.00248321317177431,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-11-12",
"2025-11-13",
"2025-11-14",
"2025-11-17",
"2025-11-18",
"2025-11-19",
"2025-11-20",
"2025-11-21",
"2025-11-24",
"2025-11-25"
],
"horizonObservationCounts": {
"1": 45,
"5": 41,
"10": 36
},
"baselineAvgForwardReturns": {
"1": 0.00006332975205416721,
"5": -0.00008564816061918292,
"10": -0.00010143220067818764
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.46922917437311423,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08313528872894903,
"bestRawFitnessScore": 0.32288741029657947,
"upperQuartileComboQuality": 0.1392705333003667
},
"algorithmFit": {
"label": "poor",
"score": 0.16630623153592622,
"rawScore": 0.17905240606910028,
"confidence": 0.8576263250184415,
"bestProfile": {
"lookbackDays": 45,
"portfolioSize": 2
},
"profileBreadth": 0,
"recommendedRegion": {
"lookbackDays": [
45
],
"portfolioSizes": [
2
]
},
"parameterStability": 0.2029814054823094,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "DHR",
"hitRates": {
"1": 0.6,
"5": 0.6341463414634146,
"10": 0.6666666666666666
},
"hitRate1D": 0.6,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.46922917437311423,
"eligibleDays": 344,
"fitnessScore": 0.32288741029657947,
"lookbackDays": 45,
"returnLift1D": 0.0024198834197201426,
"hitRateLift1D": 0.09418604651162787,
"portfolioSize": 2,
"activationRate": 0.1308139534883721,
"activationCount": 45,
"baselineHitRates": {
"1": 0.5058139534883721,
"5": 0.5088235294117647,
"10": 0.4925373134328358
},
"sampleConfidence": 0.9807407407407408,
"shadowSharpeLike": 0.5714060221035767,
"avgForwardReturns": {
"1": 0.00248321317177431,
"5": 0.0037492998323997427,
"10": 0.01306853675571465
},
"shadowMaxDrawdown": -0.12682308519906338,
"shadowTotalReturn": 0.09692362385824937,
"avgForwardReturn1D": 0.00248321317177431,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-11-12",
"2025-11-13",
"2025-11-14",
"2025-11-17",
"2025-11-18",
"2025-11-19",
"2025-11-20",
"2025-11-21",
"2025-11-24",
"2025-11-25"
],
"horizonObservationCounts": {
"1": 45,
"5": 41,
"10": 36
},
"baselineAvgForwardReturns": {
"1": 0.00006332975205416721,
"5": -0.00008564816061918292,
"10": -0.00010143220067818764
}
},
{
"topN": 2,
"ticker": "DHR",
"hitRates": {
"1": 0.5428571428571428,
"5": 0.6285714285714286,
"10": 0.5714285714285714
},
"hitRate1D": 0.5428571428571428,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.31666884111901744,
"eligibleDays": 326,
"fitnessScore": 0.180792931477342,
"lookbackDays": 63,
"returnLift1D": 0.0010785376606702378,
"hitRateLift1D": 0.030587204206836027,
"portfolioSize": 2,
"activationRate": 0.10736196319018405,
"activationCount": 35,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.515527950310559,
"10": 0.5078864353312302
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.46427134367587525,
"avgForwardReturns": {
"1": 0.0012458310988478255,
"5": 0.007878111616873133,
"10": 0.0011050828268791494
},
"shadowMaxDrawdown": -0.04191588336387819,
"shadowTotalReturn": 0.035712467871091835,
"avgForwardReturn1D": 0.0012458310988478255,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-10-17",
"2025-10-20",
"2025-10-24",
"2025-11-24",
"2025-12-03",
"2025-12-04",
"2025-12-05",
"2025-12-08",
"2025-12-09",
"2025-12-10"
],
"horizonObservationCounts": {
"1": 35,
"5": 35,
"10": 35
},
"baselineAvgForwardReturns": {
"1": 0.0001672934381775878,
"5": 0.0014472368865086867,
"10": 0.003116072583659172
}
},
{
"topN": 3,
"ticker": "DHR",
"hitRates": {
"1": 0.5,
"5": 0.56,
"10": 0.54
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.1798122610971514,
"eligibleDays": 326,
"fitnessScore": 0.01612361072589276,
"lookbackDays": 63,
"returnLift1D": -0.00019413863880886806,
"hitRateLift1D": -0.012269938650306789,
"portfolioSize": 3,
"activationRate": 0.15337423312883436,
"activationCount": 50,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.515527950310559,
"10": 0.5078864353312302
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.09606738211706668,
"avgForwardReturns": {
"1": -0.000026845200631280264,
"5": 0.005053223661773167,
"10": -0.001305132145037644
},
"shadowMaxDrawdown": -0.10013395229875077,
"shadowTotalReturn": -0.01469585988923916,
"avgForwardReturn1D": -0.000026845200631280264,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-14",
"2025-08-21",
"2025-08-25",
"2025-08-26",
"2025-10-17",
"2025-10-20",
"2025-10-22",
"2025-10-24",
"2025-10-31",
"2025-11-19"
],
"horizonObservationCounts": {
"1": 50,
"5": 50,
"10": 50
},
"baselineAvgForwardReturns": {
"1": 0.0001672934381775878,
"5": 0.0014472368865086867,
"10": 0.003116072583659172
}
},
{
"topN": 3,
"ticker": "DHR",
"hitRates": {
"1": 0.5084745762711864,
"5": 0.6,
"10": 0.58
},
"hitRate1D": 0.5084745762711864,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.1707993100359805,
"eligibleDays": 344,
"fitnessScore": 0.0024059464017985224,
"lookbackDays": 45,
"returnLift1D": -0.0002657448863748584,
"hitRateLift1D": 0.0026606227828143147,
"portfolioSize": 3,
"activationRate": 0.17151162790697674,
"activationCount": 59,
"baselineHitRates": {
"1": 0.5058139534883721,
"5": 0.5088235294117647,
"10": 0.4925373134328358
},
"sampleConfidence": 0.9853107344632769,
"shadowSharpeLike": -0.10265997854070605,
"avgForwardReturns": {
"1": -0.00020241513432069116,
"5": 0.0012204198118448922,
"10": 0.005622333042491543
},
"shadowMaxDrawdown": -0.1268230851990637,
"shadowTotalReturn": -0.03466922129131911,
"avgForwardReturn1D": -0.00020241513432069116,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-28",
"2025-07-30",
"2025-07-31",
"2025-08-21",
"2025-10-24",
"2025-11-05",
"2025-11-11",
"2025-11-12",
"2025-11-13",
"2025-11-14"
],
"horizonObservationCounts": {
"1": 59,
"5": 55,
"10": 50
},
"baselineAvgForwardReturns": {
"1": 0.00006332975205416721,
"5": -0.00008564816061918292,
"10": -0.00010143220067818764
}
},
{
"topN": 4,
"ticker": "DHR",
"hitRates": {
"1": 0.5,
"5": 0.625,
"10": 0.582089552238806
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1392705333003667,
"eligibleDays": 344,
"fitnessScore": -0.05069962294878836,
"lookbackDays": 45,
"returnLift1D": -0.0007113710947636813,
"hitRateLift1D": -0.005813953488372103,
"portfolioSize": 4,
"activationRate": 0.22093023255813954,
"activationCount": 76,
"baselineHitRates": {
"1": 0.5058139534883721,
"5": 0.5088235294117647,
"10": 0.4925373134328358
},
"sampleConfidence": 0.9885964912280703,
"shadowSharpeLike": -0.29202447798957837,
"avgForwardReturns": {
"1": -0.0006480413427095141,
"5": 0.0025226534485609706,
"10": 0.004543806898388441
},
"shadowMaxDrawdown": -0.14389553296423663,
"shadowTotalReturn": -0.07544855990735111,
"avgForwardReturn1D": -0.0006480413427095141,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-17",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-07-28",
"2025-07-30",
"2025-07-31",
"2025-08-21",
"2025-09-03",
"2025-10-24"
],
"horizonObservationCounts": {
"1": 76,
"5": 72,
"10": 67
},
"baselineAvgForwardReturns": {
"1": 0.00006332975205416721,
"5": -0.00008564816061918292,
"10": -0.00010143220067818764
}
},
{
"topN": 5,
"ticker": "DHR",
"hitRates": {
"1": 0.5,
"5": 0.625,
"10": 0.582089552238806
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1392705333003667,
"eligibleDays": 344,
"fitnessScore": -0.05069962294878836,
"lookbackDays": 45,
"returnLift1D": -0.0007113710947636813,
"hitRateLift1D": -0.005813953488372103,
"portfolioSize": 5,
"activationRate": 0.22093023255813954,
"activationCount": 76,
"baselineHitRates": {
"1": 0.5058139534883721,
"5": 0.5088235294117647,
"10": 0.4925373134328358
},
"sampleConfidence": 0.9885964912280703,
"shadowSharpeLike": -0.29202447798957837,
"avgForwardReturns": {
"1": -0.0006480413427095141,
"5": 0.0025226534485609706,
"10": 0.004543806898388441
},
"shadowMaxDrawdown": -0.14389553296423663,
"shadowTotalReturn": -0.07544855990735111,
"avgForwardReturn1D": -0.0006480413427095141,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-17",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-07-28",
"2025-07-30",
"2025-07-31",
"2025-08-21",
"2025-09-03",
"2025-10-24"
],
"horizonObservationCounts": {
"1": 76,
"5": 72,
"10": 67
},
"baselineAvgForwardReturns": {
"1": 0.00006332975205416721,
"5": -0.00008564816061918292,
"10": -0.00010143220067818764
}
},
{
"topN": 4,
"ticker": "DHR",
"hitRates": {
"1": 0.48031496062992124,
"5": 0.472,
"10": 0.5333333333333333
},
"hitRate1D": 0.48031496062992124,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1077774759207723,
"eligibleDays": 375,
"fitnessScore": -0.11500231239061062,
"lookbackDays": 14,
"returnLift1D": -0.00048339273459494257,
"hitRateLift1D": -0.021018372703412058,
"portfolioSize": 4,
"activationRate": 0.33866666666666667,
"activationCount": 127,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.49326145552560646,
"10": 0.48633879781420764
},
"sampleConfidence": 0.9952755905511812,
"shadowSharpeLike": -0.5549905240635747,
"avgForwardReturns": {
"1": -0.0008830295698043403,
"5": -0.002888454799867101,
"10": -0.0012094986851642778
},
"shadowMaxDrawdown": -0.17707986860242064,
"shadowTotalReturn": -0.14289595255372745,
"avgForwardReturn1D": -0.0008830295698043403,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11"
],
"horizonObservationCounts": {
"1": 127,
"5": 125,
"10": 120
},
"baselineAvgForwardReturns": {
"1": -0.00039963683520939777,
"5": -0.002144681900012834,
"10": -0.0024609224274731623
}
},
{
"topN": 5,
"ticker": "DHR",
"hitRates": {
"1": 0.48031496062992124,
"5": 0.472,
"10": 0.5333333333333333
},
"hitRate1D": 0.48031496062992124,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1077774759207723,
"eligibleDays": 375,
"fitnessScore": -0.11500231239061062,
"lookbackDays": 14,
"returnLift1D": -0.00048339273459494257,
"hitRateLift1D": -0.021018372703412058,
"portfolioSize": 5,
"activationRate": 0.33866666666666667,
"activationCount": 127,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.49326145552560646,
"10": 0.48633879781420764
},
"sampleConfidence": 0.9952755905511812,
"shadowSharpeLike": -0.5549905240635747,
"avgForwardReturns": {
"1": -0.0008830295698043403,
"5": -0.002888454799867101,
"10": -0.0012094986851642778
},
"shadowMaxDrawdown": -0.17707986860242064,
"shadowTotalReturn": -0.14289595255372745,
"avgForwardReturn1D": -0.0008830295698043403,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11"
],
"horizonObservationCounts": {
"1": 127,
"5": 125,
"10": 120
},
"baselineAvgForwardReturns": {
"1": -0.00039963683520939777,
"5": -0.002144681900012834,
"10": -0.0024609224274731623
}
},
{
"topN": 3,
"ticker": "DHR",
"hitRates": {
"1": 0.46788990825688076,
"5": 0.48598130841121495,
"10": 0.5288461538461539
},
"hitRate1D": 0.46788990825688076,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.08688655725802322,
"eligibleDays": 375,
"fitnessScore": -0.16749649542425332,
"lookbackDays": 14,
"returnLift1D": -0.0006607970837937884,
"hitRateLift1D": -0.03344342507645254,
"portfolioSize": 3,
"activationRate": 0.2906666666666667,
"activationCount": 109,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.49326145552560646,
"10": 0.48633879781420764
},
"sampleConfidence": 0.9957186544342509,
"shadowSharpeLike": -0.597004335413208,
"avgForwardReturns": {
"1": -0.0010604339190031862,
"5": 0.00021540340886118975,
"10": 0.0020926065772616563
},
"shadowMaxDrawdown": -0.18533041180177245,
"shadowTotalReturn": -0.14431803880808614,
"avgForwardReturn1D": -0.0010604339190031862,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-03-03",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 109,
"5": 107,
"10": 104
},
"baselineAvgForwardReturns": {
"1": -0.00039963683520939777,
"5": -0.002144681900012834,
"10": -0.0024609224274731623
}
},
{
"topN": 3,
"ticker": "DHR",
"hitRates": {
"1": 0.42452830188679247,
"5": 0.5,
"10": 0.5050505050505051
},
"hitRate1D": 0.42452830188679247,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.08648800713749819,
"eligibleDays": 368,
"fitnessScore": -0.16860396405206035,
"lookbackDays": 21,
"returnLift1D": -0.0007333149867512317,
"hitRateLift1D": -0.0809064807219032,
"portfolioSize": 3,
"activationRate": 0.28804347826086957,
"activationCount": 106,
"baselineHitRates": {
"1": 0.5054347826086957,
"5": 0.5027472527472527,
"10": 0.4958217270194986
},
"sampleConfidence": 0.9943396226415095,
"shadowSharpeLike": -0.4275646835928543,
"avgForwardReturns": {
"1": -0.0007853957971125647,
"5": -0.003566872512322539,
"10": -0.003227590015543225
},
"shadowMaxDrawdown": -0.1337189567840813,
"shadowTotalReturn": -0.11864630983341129,
"avgForwardReturn1D": -0.0007853957971125647,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"2025-03-10",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 106,
"5": 104,
"10": 99
},
"baselineAvgForwardReturns": {
"1": -0.00005208081036133293,
"5": -0.00041297523618862616,
"10": 0.00009792585004996676
}
},
{
"topN": 4,
"ticker": "DHR",
"hitRates": {
"1": 0.4375,
"5": 0.5,
"10": 0.46875
},
"hitRate1D": 0.4375,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.07978257032039987,
"eligibleDays": 326,
"fitnessScore": -0.18796708133664278,
"lookbackDays": 63,
"returnLift1D": -0.0014754214122422215,
"hitRateLift1D": -0.07476993865030679,
"portfolioSize": 4,
"activationRate": 0.19631901840490798,
"activationCount": 64,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.515527950310559,
"10": 0.5078864353312302
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6882810334704377,
"avgForwardReturns": {
"1": -0.0013081279740646337,
"5": -0.0013395391936037448,
"10": -0.007845224041082266
},
"shadowMaxDrawdown": -0.10253405042734043,
"shadowTotalReturn": -0.09597649235076222,
"avgForwardReturn1D": -0.0013081279740646337,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26"
],
"horizonObservationCounts": {
"1": 64,
"5": 64,
"10": 64
},
"baselineAvgForwardReturns": {
"1": 0.0001672934381775878,
"5": 0.0014472368865086867,
"10": 0.003116072583659172
}
},
{
"topN": 5,
"ticker": "DHR",
"hitRates": {
"1": 0.4375,
"5": 0.5,
"10": 0.46875
},
"hitRate1D": 0.4375,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.07978257032039987,
"eligibleDays": 326,
"fitnessScore": -0.18796708133664278,
"lookbackDays": 63,
"returnLift1D": -0.0014754214122422215,
"hitRateLift1D": -0.07476993865030679,
"portfolioSize": 5,
"activationRate": 0.19631901840490798,
"activationCount": 64,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.515527950310559,
"10": 0.5078864353312302
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6882810334704377,
"avgForwardReturns": {
"1": -0.0013081279740646337,
"5": -0.0013395391936037448,
"10": -0.007845224041082266
},
"shadowMaxDrawdown": -0.10253405042734043,
"shadowTotalReturn": -0.09597649235076222,
"avgForwardReturn1D": -0.0013081279740646337,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26"
],
"horizonObservationCounts": {
"1": 64,
"5": 64,
"10": 64
},
"baselineAvgForwardReturns": {
"1": 0.0001672934381775878,
"5": 0.0014472368865086867,
"10": 0.003116072583659172
}
},
{
"topN": 3,
"ticker": "DHR",
"hitRates": {
"1": 0.4567901234567901,
"5": 0.45569620253164556,
"10": 0.527027027027027
},
"hitRate1D": 0.4567901234567901,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.07165755294119201,
"eligibleDays": 359,
"fitnessScore": -0.2135304659232765,
"lookbackDays": 30,
"returnLift1D": -0.0014118932758033318,
"hitRateLift1D": -0.05017366484404556,
"portfolioSize": 3,
"activationRate": 0.22562674094707522,
"activationCount": 81,
"baselineHitRates": {
"1": 0.5069637883008357,
"5": 0.504225352112676,
"10": 0.49142857142857144
},
"sampleConfidence": 0.9925925925925927,
"shadowSharpeLike": -0.5917038059879368,
"avgForwardReturns": {
"1": -0.00136136200347988,
"5": -0.004128802938438549,
"10": -0.009380160280926725
},
"shadowMaxDrawdown": -0.19746397139699257,
"shadowTotalReturn": -0.12860906138321093,
"avgForwardReturn1D": -0.00136136200347988,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-06-27",
"2025-07-07",
"2025-07-08",
"2025-07-09"
],
"horizonObservationCounts": {
"1": 81,
"5": 79,
"10": 74
},
"baselineAvgForwardReturns": {
"1": 0.00005053127232345168,
"5": -0.00011551343371862248,
"10": 0.00004001684260759816
}
},
{
"topN": 4,
"ticker": "DHR",
"hitRates": {
"1": 0.4274193548387097,
"5": 0.5163934426229508,
"10": 0.5042735042735043
},
"hitRate1D": 0.4274193548387097,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.07106876633999398,
"eligibleDays": 368,
"fitnessScore": -0.21548508849152795,
"lookbackDays": 21,
"returnLift1D": -0.0009853711870949058,
"hitRateLift1D": -0.07801542776998599,
"portfolioSize": 4,
"activationRate": 0.33695652173913043,
"activationCount": 124,
"baselineHitRates": {
"1": 0.5054347826086957,
"5": 0.5027472527472527,
"10": 0.4958217270194986
},
"sampleConfidence": 0.9951612903225807,
"shadowSharpeLike": -0.5940943080417651,
"avgForwardReturns": {
"1": -0.0010374519974562387,
"5": -0.002448936866688667,
"10": -0.0017399634488469147
},
"shadowMaxDrawdown": -0.18396068993458403,
"shadowTotalReturn": -0.15884103503329894,
"avgForwardReturn1D": -0.0010374519974562387,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"2025-03-10",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 124,
"5": 122,
"10": 117
},
"baselineAvgForwardReturns": {
"1": -0.00005208081036133293,
"5": -0.00041297523618862616,
"10": 0.00009792585004996676
}
},
{
"topN": 5,
"ticker": "DHR",
"hitRates": {
"1": 0.4274193548387097,
"5": 0.5163934426229508,
"10": 0.5042735042735043
},
"hitRate1D": 0.4274193548387097,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.07106876633999398,
"eligibleDays": 368,
"fitnessScore": -0.21548508849152795,
"lookbackDays": 21,
"returnLift1D": -0.0009853711870949058,
"hitRateLift1D": -0.07801542776998599,
"portfolioSize": 5,
"activationRate": 0.33695652173913043,
"activationCount": 124,
"baselineHitRates": {
"1": 0.5054347826086957,
"5": 0.5027472527472527,
"10": 0.4958217270194986
},
"sampleConfidence": 0.9951612903225807,
"shadowSharpeLike": -0.5940943080417651,
"avgForwardReturns": {
"1": -0.0010374519974562387,
"5": -0.002448936866688667,
"10": -0.0017399634488469147
},
"shadowMaxDrawdown": -0.18396068993458403,
"shadowTotalReturn": -0.15884103503329894,
"avgForwardReturn1D": -0.0010374519974562387,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"2025-03-10",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 124,
"5": 122,
"10": 117
},
"baselineAvgForwardReturns": {
"1": -0.00005208081036133293,
"5": -0.00041297523618862616,
"10": 0.00009792585004996676
}
},
{
"topN": 2,
"ticker": "DHR",
"hitRates": {
"1": 0.43283582089552236,
"5": 0.4461538461538462,
"10": 0.5333333333333333
},
"hitRate1D": 0.43283582089552236,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.06799524665336656,
"eligibleDays": 359,
"fitnessScore": -0.22593802513576003,
"lookbackDays": 30,
"returnLift1D": -0.00143369784977479,
"hitRateLift1D": -0.0741279674053133,
"portfolioSize": 2,
"activationRate": 0.18662952646239556,
"activationCount": 67,
"baselineHitRates": {
"1": 0.5069637883008357,
"5": 0.504225352112676,
"10": 0.49142857142857144
},
"sampleConfidence": 0.991044776119403,
"shadowSharpeLike": -0.5320390423146172,
"avgForwardReturns": {
"1": -0.0013831665774513384,
"5": -0.004842241288821934,
"10": -0.0086945213088267
},
"shadowMaxDrawdown": -0.15202281739437273,
"shadowTotalReturn": -0.11076799953920191,
"avgForwardReturn1D": -0.0013831665774513384,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-08-18",
"2025-08-20",
"2025-08-25",
"2025-08-26",
"2025-08-27"
],
"horizonObservationCounts": {
"1": 67,
"5": 65,
"10": 60
},
"baselineAvgForwardReturns": {
"1": 0.00005053127232345168,
"5": -0.00011551343371862248,
"10": 0.00004001684260759816
}
},
{
"topN": 2,
"ticker": "DHR",
"hitRates": {
"1": 0.43478260869565216,
"5": 0.417910447761194,
"10": 0.41935483870967744
},
"hitRate1D": 0.43478260869565216,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.0676722169222191,
"eligibleDays": 368,
"fitnessScore": -0.22706192300777803,
"lookbackDays": 21,
"returnLift1D": -0.0013156336473707534,
"hitRateLift1D": -0.07065217391304351,
"portfolioSize": 2,
"activationRate": 0.1875,
"activationCount": 69,
"baselineHitRates": {
"1": 0.5054347826086957,
"5": 0.5027472527472527,
"10": 0.4958217270194986
},
"sampleConfidence": 0.991304347826087,
"shadowSharpeLike": -0.5276989290772788,
"avgForwardReturns": {
"1": -0.0013677144577320863,
"5": -0.009279963566662969,
"10": -0.008376128916999593
},
"shadowMaxDrawdown": -0.14959604856016417,
"shadowTotalReturn": -0.1170365679281633,
"avgForwardReturn1D": -0.0013677144577320863,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"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": 69,
"5": 67,
"10": 62
},
"baselineAvgForwardReturns": {
"1": -0.00005208081036133293,
"5": -0.00041297523618862616,
"10": 0.00009792585004996676
}
},
{
"topN": 4,
"ticker": "DHR",
"hitRates": {
"1": 0.43564356435643564,
"5": 0.4444444444444444,
"10": 0.5
},
"hitRate1D": 0.43564356435643564,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.06610560469656866,
"eligibleDays": 359,
"fitnessScore": -0.23258416266000476,
"lookbackDays": 30,
"returnLift1D": -0.0013273380913456938,
"hitRateLift1D": -0.07132022394440002,
"portfolioSize": 4,
"activationRate": 0.28133704735376047,
"activationCount": 101,
"baselineHitRates": {
"1": 0.5069637883008357,
"5": 0.504225352112676,
"10": 0.49142857142857144
},
"sampleConfidence": 0.994059405940594,
"shadowSharpeLike": -0.6155205064165993,
"avgForwardReturns": {
"1": -0.001276806819022242,
"5": -0.006341879408612078,
"10": -0.008940407338030159
},
"shadowMaxDrawdown": -0.19321928804698374,
"shadowTotalReturn": -0.14869343274045765,
"avgForwardReturn1D": -0.001276806819022242,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-06-26",
"2025-06-27"
],
"horizonObservationCounts": {
"1": 101,
"5": 99,
"10": 94
},
"baselineAvgForwardReturns": {
"1": 0.00005053127232345168,
"5": -0.00011551343371862248,
"10": 0.00004001684260759816
}
},
{
"topN": 5,
"ticker": "DHR",
"hitRates": {
"1": 0.43564356435643564,
"5": 0.4444444444444444,
"10": 0.5
},
"hitRate1D": 0.43564356435643564,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.06610560469656866,
"eligibleDays": 359,
"fitnessScore": -0.23258416266000476,
"lookbackDays": 30,
"returnLift1D": -0.0013273380913456938,
"hitRateLift1D": -0.07132022394440002,
"portfolioSize": 5,
"activationRate": 0.28133704735376047,
"activationCount": 101,
"baselineHitRates": {
"1": 0.5069637883008357,
"5": 0.504225352112676,
"10": 0.49142857142857144
},
"sampleConfidence": 0.994059405940594,
"shadowSharpeLike": -0.6155205064165993,
"avgForwardReturns": {
"1": -0.001276806819022242,
"5": -0.006341879408612078,
"10": -0.008940407338030159
},
"shadowMaxDrawdown": -0.19321928804698374,
"shadowTotalReturn": -0.14869343274045765,
"avgForwardReturn1D": -0.001276806819022242,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-06-26",
"2025-06-27"
],
"horizonObservationCounts": {
"1": 101,
"5": 99,
"10": 94
},
"baselineAvgForwardReturns": {
"1": 0.00005053127232345168,
"5": -0.00011551343371862248,
"10": 0.00004001684260759816
}
},
{
"topN": 2,
"ticker": "DHR",
"hitRates": {
"1": 0.4230769230769231,
"5": 0.4605263157894737,
"10": 0.4383561643835616
},
"hitRate1D": 0.4230769230769231,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.02365069751062823,
"eligibleDays": 375,
"fitnessScore": -0.4684941174799539,
"lookbackDays": 14,
"returnLift1D": -0.0026626187143535098,
"hitRateLift1D": -0.07825641025641022,
"portfolioSize": 2,
"activationRate": 0.208,
"activationCount": 78,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.49326145552560646,
"10": 0.48633879781420764
},
"sampleConfidence": 0.994017094017094,
"shadowSharpeLike": -1.2431132426933726,
"avgForwardReturns": {
"1": -0.0030622555495629076,
"5": -0.0009826947458333516,
"10": 0.0005712292576425309
},
"shadowMaxDrawdown": -0.2534882175604841,
"shadowTotalReturn": -0.23879360264589955,
"avgForwardReturn1D": -0.0030622555495629076,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 78,
"5": 76,
"10": 73
},
"baselineAvgForwardReturns": {
"1": -0.00039963683520939777,
"5": -0.002144681900012834,
"10": -0.0024609224274731623
}
}
],
"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": 0.1077774759207723,
"fitnessScore": -0.11500231239061062,
"lookbackDays": 14,
"returnLift1D": -0.00048339273459494257,
"activationRate": 0.33866666666666667,
"activationCount": 127,
"sampleConfidence": 0.9952755905511812,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.14289595255372745,
"avgForwardReturn1D": -0.0008830295698043403
},
{
"comboQuality": 0.08648800713749819,
"fitnessScore": -0.16860396405206035,
"lookbackDays": 21,
"returnLift1D": -0.0007333149867512317,
"activationRate": 0.28804347826086957,
"activationCount": 106,
"sampleConfidence": 0.9943396226415095,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.11864630983341129,
"avgForwardReturn1D": -0.0007853957971125647
},
{
"comboQuality": 0.07165755294119201,
"fitnessScore": -0.2135304659232765,
"lookbackDays": 30,
"returnLift1D": -0.0014118932758033318,
"activationRate": 0.22562674094707522,
"activationCount": 81,
"sampleConfidence": 0.9925925925925927,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.12860906138321093,
"avgForwardReturn1D": -0.00136136200347988
},
{
"comboQuality": 0.46922917437311423,
"fitnessScore": 0.32288741029657947,
"lookbackDays": 45,
"returnLift1D": 0.0024198834197201426,
"activationRate": 0.1308139534883721,
"activationCount": 45,
"sampleConfidence": 0.9807407407407408,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.09692362385824937,
"avgForwardReturn1D": 0.00248321317177431
},
{
"comboQuality": 0.31666884111901744,
"fitnessScore": 0.180792931477342,
"lookbackDays": 63,
"returnLift1D": 0.0010785376606702378,
"activationRate": 0.10736196319018405,
"activationCount": 35,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.035712467871091835,
"avgForwardReturn1D": 0.0012458310988478255
}
],
"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": "03ce4c0b2aca5dec947121386383d0cbc542641caed544c30f97566a66267de7",
"size": 13,
"members": [
"DHR",
"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."
}