Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"LHX"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "LHX",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 352,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 14,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.08507239429637617,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08507239429637617,
"bestRawFitnessScore": -0.17257531723972921,
"upperQuartileComboQuality": 0.08507239429637617
},
"algorithmFit": {
"label": "poor",
"score": 0.1627261697261923,
"rawScore": 0.26805791543710095,
"confidence": 0.21411202844614782,
"bestProfile": {
"topN": 2,
"lookbackDays": 14
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
14
]
},
"parameterStability": 1,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 352,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 14,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 3,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 352,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 14,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 4,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 352,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 14,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 2,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 339,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 21,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 3,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 339,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 21,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 4,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 339,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 21,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 5,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 339,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 21,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 2,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 330,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 30,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 3,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 330,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 30,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 4,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 330,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 30,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 5,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 330,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 30,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 2,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 315,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 45,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 3,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 315,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 45,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 4,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 315,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 45,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 5,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 315,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 45,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 2,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 297,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 63,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 3,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 297,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 63,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 4,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 297,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 63,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 5,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08507239429637617,
"eligibleDays": 297,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 63,
"returnLift1D": -0.00033954775259598113,
"hitRateLift1D": -0.5,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"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": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
},
{
"topN": 5,
"ticker": "LHX",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.026124158432688324,
"eligibleDays": 352,
"fitnessScore": -0.4460531317486913,
"lookbackDays": 14,
"returnLift1D": -0.014528299074264617,
"hitRateLift1D": -0.5,
"activationRate": 0.002840909090909091,
"activationCount": 1,
"baselineHitRates": {
"1": 0.5,
"5": 0.3333333333333333,
"10": 0.2857142857142857
},
"sampleConfidence": 0.4396504054291551,
"shadowSharpeLike": -0.8744938152954687,
"avgForwardReturns": {
"1": -0.014188751321668636,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.01518140694600778,
"shadowTotalReturn": -0.01518140694600778,
"avgForwardReturn1D": -0.014188751321668636,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-15"
],
"horizonObservationCounts": {
"1": 1,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00033954775259598113,
"5": -0.00893862108738907,
"10": -0.01694012210872648
}
}
],
"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": 2,
"comboQuality": 0.08507239429637617,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 14,
"returnLift1D": -0.00033954775259598113,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08507239429637617,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 21,
"returnLift1D": -0.00033954775259598113,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08507239429637617,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 30,
"returnLift1D": -0.00033954775259598113,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08507239429637617,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 45,
"returnLift1D": -0.00033954775259598113,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08507239429637617,
"fitnessScore": -0.17257531723972921,
"lookbackDays": 63,
"returnLift1D": -0.00033954775259598113,
"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": "c7e69ea674d820bf2b801828f5289ddeb7c0019a6be8c90a4808409f911e4fd9",
"size": 13,
"members": [
"LHX",
"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",
"LHX"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "LHX",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "LHX",
"hitRates": {
"1": 0.5665024630541872,
"5": 0.6206896551724138,
"10": 0.6650246305418719
},
"hitRate1D": 0.5665024630541872,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9501714922957167,
"eligibleDays": 326,
"fitnessScore": 0.9985721489282026,
"lookbackDays": 63,
"returnLift1D": 0.0008068395098159049,
"hitRateLift1D": 0.05423252440388038,
"portfolioSize": 4,
"activationRate": 0.6226993865030674,
"activationCount": 203,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5807453416149069,
"10": 0.6182965299684543
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.7265843595490462,
"avgForwardReturns": {
"1": 0.0020945283450488237,
"5": 0.0085562141142535,
"10": 0.014607696516291232
},
"shadowMaxDrawdown": -0.09872621193145359,
"shadowTotalReturn": 0.4796582455976246,
"avgForwardReturn1D": 0.0020945283450488237,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22"
],
"horizonObservationCounts": {
"1": 203,
"5": 203,
"10": 203
},
"baselineAvgForwardReturns": {
"1": 0.0012876888352329188,
"5": 0.0059831519135490965,
"10": 0.011327492280536396
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9501714922957167,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.48847367161093247,
"bestRawFitnessScore": 0.9985721489282026,
"upperQuartileComboQuality": 0.6725978548278221
},
"algorithmFit": {
"label": "moderate",
"score": 0.6467794025435296,
"rawScore": 0.6678441090610703,
"confidence": 0.9369172948245191,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0.35,
"recommendedRegion": {
"lookbackDays": [
63
],
"portfolioSizes": [
3,
4,
5
]
},
"parameterStability": 0.8088972643269217,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "LHX",
"hitRates": {
"1": 0.5665024630541872,
"5": 0.6206896551724138,
"10": 0.6650246305418719
},
"hitRate1D": 0.5665024630541872,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9501714922957167,
"eligibleDays": 326,
"fitnessScore": 0.9985721489282026,
"lookbackDays": 63,
"returnLift1D": 0.0008068395098159049,
"hitRateLift1D": 0.05423252440388038,
"portfolioSize": 4,
"activationRate": 0.6226993865030674,
"activationCount": 203,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5807453416149069,
"10": 0.6182965299684543
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.7265843595490462,
"avgForwardReturns": {
"1": 0.0020945283450488237,
"5": 0.0085562141142535,
"10": 0.014607696516291232
},
"shadowMaxDrawdown": -0.09872621193145359,
"shadowTotalReturn": 0.4796582455976246,
"avgForwardReturn1D": 0.0020945283450488237,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22"
],
"horizonObservationCounts": {
"1": 203,
"5": 203,
"10": 203
},
"baselineAvgForwardReturns": {
"1": 0.0012876888352329188,
"5": 0.0059831519135490965,
"10": 0.011327492280536396
}
},
{
"topN": 5,
"ticker": "LHX",
"hitRates": {
"1": 0.5665024630541872,
"5": 0.6206896551724138,
"10": 0.6650246305418719
},
"hitRate1D": 0.5665024630541872,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9501714922957167,
"eligibleDays": 326,
"fitnessScore": 0.9985721489282026,
"lookbackDays": 63,
"returnLift1D": 0.0008068395098159049,
"hitRateLift1D": 0.05423252440388038,
"portfolioSize": 5,
"activationRate": 0.6226993865030674,
"activationCount": 203,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5807453416149069,
"10": 0.6182965299684543
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.7265843595490462,
"avgForwardReturns": {
"1": 0.0020945283450488237,
"5": 0.0085562141142535,
"10": 0.014607696516291232
},
"shadowMaxDrawdown": -0.09872621193145359,
"shadowTotalReturn": 0.4796582455976246,
"avgForwardReturn1D": 0.0020945283450488237,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22"
],
"horizonObservationCounts": {
"1": 203,
"5": 203,
"10": 203
},
"baselineAvgForwardReturns": {
"1": 0.0012876888352329188,
"5": 0.0059831519135490965,
"10": 0.011327492280536396
}
},
{
"topN": 3,
"ticker": "LHX",
"hitRates": {
"1": 0.5645161290322581,
"5": 0.6021505376344086,
"10": 0.6559139784946236
},
"hitRate1D": 0.5645161290322581,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9141707958236048,
"eligibleDays": 326,
"fitnessScore": 0.8704447812803502,
"lookbackDays": 63,
"returnLift1D": 0.0007016085627695517,
"hitRateLift1D": 0.05224619038195133,
"portfolioSize": 3,
"activationRate": 0.5705521472392638,
"activationCount": 186,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5807453416149069,
"10": 0.6182965299684543
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5162401854735252,
"avgForwardReturns": {
"1": 0.0019892973980024705,
"5": 0.0076930308381912196,
"10": 0.013654568419947348
},
"shadowMaxDrawdown": -0.09872621193145348,
"shadowTotalReturn": 0.398643153286818,
"avgForwardReturn1D": 0.0019892973980024705,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 186,
"5": 186,
"10": 186
},
"baselineAvgForwardReturns": {
"1": 0.0012876888352329188,
"5": 0.0059831519135490965,
"10": 0.011327492280536396
}
},
{
"topN": 2,
"ticker": "LHX",
"hitRates": {
"1": 0.5238095238095238,
"5": 0.5904761904761905,
"10": 0.580952380952381
},
"hitRate1D": 0.5238095238095238,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6936465111961257,
"eligibleDays": 375,
"fitnessScore": 0.5297890277659888,
"lookbackDays": 14,
"returnLift1D": 0.0014351872784449543,
"hitRateLift1D": 0.017142857142857126,
"portfolioSize": 2,
"activationRate": 0.28,
"activationCount": 105,
"baselineHitRates": {
"1": 0.5066666666666667,
"5": 0.5498652291105122,
"10": 0.6038251366120219
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2436916957004192,
"avgForwardReturns": {
"1": 0.0024583927523451894,
"5": 0.008678081262390332,
"10": 0.015002293004182704
},
"shadowMaxDrawdown": -0.06700452513380317,
"shadowTotalReturn": 0.26354346263279105,
"avgForwardReturn1D": 0.0024583927523451894,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17"
],
"horizonObservationCounts": {
"1": 105,
"5": 105,
"10": 105
},
"baselineAvgForwardReturns": {
"1": 0.0010232054739002351,
"5": 0.004577689847758843,
"10": 0.00987965475653267
}
},
{
"topN": 3,
"ticker": "LHX",
"hitRates": {
"1": 0.5321637426900585,
"5": 0.6081871345029239,
"10": 0.6666666666666666
},
"hitRate1D": 0.5321637426900585,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.6726912259200387,
"eligibleDays": 344,
"fitnessScore": 0.5084841353180346,
"lookbackDays": 45,
"returnLift1D": 0.00015860877127391623,
"hitRateLift1D": 0.0205358357133143,
"portfolioSize": 3,
"activationRate": 0.49709302325581395,
"activationCount": 171,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.5647058823529412,
"10": 0.6149253731343284
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8170948940440443,
"avgForwardReturns": {
"1": 0.0012750294222201354,
"5": 0.00721899042843706,
"10": 0.014926901962156139
},
"shadowMaxDrawdown": -0.13179889486785945,
"shadowTotalReturn": 0.1922018020705727,
"avgForwardReturn1D": 0.0012750294222201354,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-13",
"2025-03-14",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 171,
"5": 171,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.0011164206509462191,
"5": 0.005192342743231381,
"10": 0.010836740574136203
}
},
{
"topN": 4,
"ticker": "LHX",
"hitRates": {
"1": 0.5233160621761658,
"5": 0.6062176165803109,
"10": 0.6580310880829016
},
"hitRate1D": 0.5233160621761658,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6725667311304165,
"eligibleDays": 344,
"fitnessScore": 0.5083597531698936,
"lookbackDays": 45,
"returnLift1D": 0.000020537218612965563,
"hitRateLift1D": 0.011688155199421568,
"portfolioSize": 4,
"activationRate": 0.561046511627907,
"activationCount": 193,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.5647058823529412,
"10": 0.6149253731343284
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7737756412597488,
"avgForwardReturns": {
"1": 0.0011369578695591847,
"5": 0.007441349813487724,
"10": 0.014632695802240222
},
"shadowMaxDrawdown": -0.1653091094924174,
"shadowTotalReturn": 0.1896495608871429,
"avgForwardReturn1D": 0.0011369578695591847,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-13",
"2025-03-14",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 193,
"5": 193,
"10": 193
},
"baselineAvgForwardReturns": {
"1": 0.0011164206509462191,
"5": 0.005192342743231381,
"10": 0.010836740574136203
}
},
{
"topN": 5,
"ticker": "LHX",
"hitRates": {
"1": 0.5233160621761658,
"5": 0.6062176165803109,
"10": 0.6580310880829016
},
"hitRate1D": 0.5233160621761658,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6725667311304165,
"eligibleDays": 344,
"fitnessScore": 0.5083597531698936,
"lookbackDays": 45,
"returnLift1D": 0.000020537218612965563,
"hitRateLift1D": 0.011688155199421568,
"portfolioSize": 5,
"activationRate": 0.561046511627907,
"activationCount": 193,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.5647058823529412,
"10": 0.6149253731343284
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7737756412597488,
"avgForwardReturns": {
"1": 0.0011369578695591847,
"5": 0.007441349813487724,
"10": 0.014632695802240222
},
"shadowMaxDrawdown": -0.1653091094924174,
"shadowTotalReturn": 0.1896495608871429,
"avgForwardReturn1D": 0.0011369578695591847,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-13",
"2025-03-14",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 193,
"5": 193,
"10": 193
},
"baselineAvgForwardReturns": {
"1": 0.0011164206509462191,
"5": 0.005192342743231381,
"10": 0.010836740574136203
}
},
{
"topN": 2,
"ticker": "LHX",
"hitRates": {
"1": 0.5136986301369864,
"5": 0.547945205479452,
"10": 0.6301369863013698
},
"hitRate1D": 0.5136986301369864,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.5854659090055567,
"eligibleDays": 326,
"fitnessScore": 0.4259556025017296,
"lookbackDays": 63,
"returnLift1D": -0.00007366570866541096,
"hitRateLift1D": 0.0014286914866795675,
"portfolioSize": 2,
"activationRate": 0.44785276073619634,
"activationCount": 146,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5807453416149069,
"10": 0.6182965299684543
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7640598101665588,
"avgForwardReturns": {
"1": 0.0012140231265675078,
"5": 0.0056509800730888664,
"10": 0.01191405449201376
},
"shadowMaxDrawdown": -0.10512845268118676,
"shadowTotalReturn": 0.15678762848828165,
"avgForwardReturn1D": 0.0012140231265675078,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 146,
"5": 146,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.0012876888352329188,
"5": 0.0059831519135490965,
"10": 0.011327492280536396
}
},
{
"topN": 4,
"ticker": "LHX",
"hitRates": {
"1": 0.5418994413407822,
"5": 0.553072625698324,
"10": 0.6424581005586593
},
"hitRate1D": 0.5418994413407822,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5102112628221784,
"eligibleDays": 359,
"fitnessScore": 0.3589871608761956,
"lookbackDays": 30,
"returnLift1D": -0.0007313827885597889,
"hitRateLift1D": 0.02379359175860951,
"portfolioSize": 4,
"activationRate": 0.4986072423398329,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.5746478873239437,
"10": 0.6257142857142857
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.38712689105743653,
"avgForwardReturns": {
"1": 0.000628766417464482,
"5": 0.005614769692446932,
"10": 0.01300368637256592
},
"shadowMaxDrawdown": -0.14398985083496407,
"shadowTotalReturn": 0.07577840271152114,
"avgForwardReturn1D": 0.000628766417464482,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-12",
"2025-03-14",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.001360149206024271,
"5": 0.006141398908470488,
"10": 0.012215009703251054
}
},
{
"topN": 5,
"ticker": "LHX",
"hitRates": {
"1": 0.5418994413407822,
"5": 0.553072625698324,
"10": 0.6424581005586593
},
"hitRate1D": 0.5418994413407822,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5102112628221784,
"eligibleDays": 359,
"fitnessScore": 0.3589871608761956,
"lookbackDays": 30,
"returnLift1D": -0.0007313827885597889,
"hitRateLift1D": 0.02379359175860951,
"portfolioSize": 5,
"activationRate": 0.4986072423398329,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.5746478873239437,
"10": 0.6257142857142857
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.38712689105743653,
"avgForwardReturns": {
"1": 0.000628766417464482,
"5": 0.005614769692446932,
"10": 0.01300368637256592
},
"shadowMaxDrawdown": -0.14398985083496407,
"shadowTotalReturn": 0.07577840271152114,
"avgForwardReturn1D": 0.000628766417464482,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-12",
"2025-03-14",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.001360149206024271,
"5": 0.006141398908470488,
"10": 0.012215009703251054
}
},
{
"topN": 3,
"ticker": "LHX",
"hitRates": {
"1": 0.5035460992907801,
"5": 0.5035460992907801,
"10": 0.574468085106383
},
"hitRate1D": 0.5035460992907801,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.4667360803996865,
"eligibleDays": 368,
"fitnessScore": 0.32068444983447153,
"lookbackDays": 21,
"returnLift1D": -0.000055417825660345095,
"hitRateLift1D": -0.0046060746222633675,
"portfolioSize": 3,
"activationRate": 0.38315217391304346,
"activationCount": 141,
"baselineHitRates": {
"1": 0.5081521739130435,
"5": 0.5604395604395604,
"10": 0.6155988857938719
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5973202043338225,
"avgForwardReturns": {
"1": 0.0010725653440834195,
"5": 0.0030479186054950067,
"10": 0.009451914408227239
},
"shadowMaxDrawdown": -0.13206505463786034,
"shadowTotalReturn": 0.12247665179137979,
"avgForwardReturn1D": 0.0010725653440834195,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"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": 141,
"5": 141,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.0011279831697437646,
"5": 0.005181440645191824,
"10": 0.011154059160167238
}
},
{
"topN": 2,
"ticker": "LHX",
"hitRates": {
"1": 0.4956521739130435,
"5": 0.4956521739130435,
"10": 0.5565217391304348
},
"hitRate1D": 0.4956521739130435,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.34980601061004224,
"eligibleDays": 368,
"fitnessScore": 0.2136237560066015,
"lookbackDays": 21,
"returnLift1D": -0.00011331833745031016,
"hitRateLift1D": -0.012499999999999956,
"portfolioSize": 2,
"activationRate": 0.3125,
"activationCount": 115,
"baselineHitRates": {
"1": 0.5081521739130435,
"5": 0.5604395604395604,
"10": 0.6155988857938719
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4866621804373017,
"avgForwardReturns": {
"1": 0.0010146648322934544,
"5": 0.003961919250741752,
"10": 0.009625859514459623
},
"shadowMaxDrawdown": -0.17899847529252744,
"shadowTotalReturn": 0.0914845775907902,
"avgForwardReturn1D": 0.0010146648322934544,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"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": 115,
"5": 115,
"10": 115
},
"baselineAvgForwardReturns": {
"1": 0.0011279831697437646,
"5": 0.005181440645191824,
"10": 0.011154059160167238
}
},
{
"topN": 3,
"ticker": "LHX",
"hitRates": {
"1": 0.4883720930232558,
"5": 0.5581395348837209,
"10": 0.5658914728682171
},
"hitRate1D": 0.4883720930232558,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.3225520147661842,
"eligibleDays": 375,
"fitnessScore": 0.186744959498351,
"lookbackDays": 14,
"returnLift1D": -0.0003087454149736025,
"hitRateLift1D": -0.018294573643410916,
"portfolioSize": 3,
"activationRate": 0.344,
"activationCount": 129,
"baselineHitRates": {
"1": 0.5066666666666667,
"5": 0.5498652291105122,
"10": 0.6038251366120219
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.294955842827581,
"avgForwardReturns": {
"1": 0.0007144600589266327,
"5": 0.006140007584297755,
"10": 0.011546659934208746
},
"shadowMaxDrawdown": -0.12518436267315702,
"shadowTotalReturn": 0.052094835481724555,
"avgForwardReturn1D": 0.0007144600589266327,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-01-29",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14"
],
"horizonObservationCounts": {
"1": 129,
"5": 129,
"10": 129
},
"baselineAvgForwardReturns": {
"1": 0.0010232054739002351,
"5": 0.004577689847758843,
"10": 0.00987965475653267
}
},
{
"topN": 3,
"ticker": "LHX",
"hitRates": {
"1": 0.512987012987013,
"5": 0.5324675324675324,
"10": 0.6363636363636364
},
"hitRate1D": 0.512987012987013,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.31049699599482267,
"eligibleDays": 359,
"fitnessScore": 0.17448469796764662,
"lookbackDays": 30,
"returnLift1D": -0.0011408676167172617,
"hitRateLift1D": -0.005118836595159659,
"portfolioSize": 3,
"activationRate": 0.42896935933147634,
"activationCount": 154,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.5746478873239437,
"10": 0.6257142857142857
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.07622883517537037,
"avgForwardReturns": {
"1": 0.00021928158930700913,
"5": 0.004408415846289642,
"10": 0.011108466598643528
},
"shadowMaxDrawdown": -0.1551538733079183,
"shadowTotalReturn": -0.00016902427821385846,
"avgForwardReturn1D": 0.00021928158930700913,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-14",
"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": 154,
"5": 154,
"10": 154
},
"baselineAvgForwardReturns": {
"1": 0.001360149206024271,
"5": 0.006141398908470488,
"10": 0.012215009703251054
}
},
{
"topN": 4,
"ticker": "LHX",
"hitRates": {
"1": 0.49101796407185627,
"5": 0.5269461077844312,
"10": 0.5868263473053892
},
"hitRate1D": 0.49101796407185627,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.29654509626094594,
"eligibleDays": 368,
"fitnessScore": 0.15996301668892138,
"lookbackDays": 21,
"returnLift1D": -0.0009002590174963951,
"hitRateLift1D": -0.017134209841187187,
"portfolioSize": 4,
"activationRate": 0.453804347826087,
"activationCount": 167,
"baselineHitRates": {
"1": 0.5081521739130435,
"5": 0.5604395604395604,
"10": 0.6155988857938719
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.08684976280902279,
"avgForwardReturns": {
"1": 0.00022772415224736942,
"5": 0.003350561126914347,
"10": 0.01042137843299185
},
"shadowMaxDrawdown": -0.1580854027986065,
"shadowTotalReturn": 0.0010237694252006602,
"avgForwardReturn1D": 0.00022772415224736942,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19"
],
"horizonObservationCounts": {
"1": 167,
"5": 167,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.0011279831697437646,
"5": 0.005181440645191824,
"10": 0.011154059160167238
}
},
{
"topN": 5,
"ticker": "LHX",
"hitRates": {
"1": 0.49101796407185627,
"5": 0.5269461077844312,
"10": 0.5868263473053892
},
"hitRate1D": 0.49101796407185627,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.29654509626094594,
"eligibleDays": 368,
"fitnessScore": 0.15996301668892138,
"lookbackDays": 21,
"returnLift1D": -0.0009002590174963951,
"hitRateLift1D": -0.017134209841187187,
"portfolioSize": 5,
"activationRate": 0.453804347826087,
"activationCount": 167,
"baselineHitRates": {
"1": 0.5081521739130435,
"5": 0.5604395604395604,
"10": 0.6155988857938719
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.08684976280902279,
"avgForwardReturns": {
"1": 0.00022772415224736942,
"5": 0.003350561126914347,
"10": 0.01042137843299185
},
"shadowMaxDrawdown": -0.1580854027986065,
"shadowTotalReturn": 0.0010237694252006602,
"avgForwardReturn1D": 0.00022772415224736942,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19"
],
"horizonObservationCounts": {
"1": 167,
"5": 167,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.0011279831697437646,
"5": 0.005181440645191824,
"10": 0.011154059160167238
}
},
{
"topN": 2,
"ticker": "LHX",
"hitRates": {
"1": 0.4690265486725664,
"5": 0.584070796460177,
"10": 0.6902654867256637
},
"hitRate1D": 0.4690265486725664,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.27234688729749545,
"eligibleDays": 344,
"fitnessScore": 0.1337954693952157,
"lookbackDays": 45,
"returnLift1D": -0.0005484797276228316,
"hitRateLift1D": -0.04260135830417783,
"portfolioSize": 2,
"activationRate": 0.32848837209302323,
"activationCount": 113,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.5647058823529412,
"10": 0.6149253731343284
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.2433606474950613,
"avgForwardReturns": {
"1": 0.0005679409233233875,
"5": 0.005556431867365758,
"10": 0.014792563121532194
},
"shadowMaxDrawdown": -0.10877007776120673,
"shadowTotalReturn": 0.03403515323790729,
"avgForwardReturn1D": 0.0005679409233233875,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-14",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22"
],
"horizonObservationCounts": {
"1": 113,
"5": 113,
"10": 113
},
"baselineAvgForwardReturns": {
"1": 0.0011164206509462191,
"5": 0.005192342743231381,
"10": 0.010836740574136203
}
},
{
"topN": 4,
"ticker": "LHX",
"hitRates": {
"1": 0.4900662251655629,
"5": 0.5231788079470199,
"10": 0.5496688741721855
},
"hitRate1D": 0.4900662251655629,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.27079052597405373,
"eligibleDays": 375,
"fitnessScore": 0.132064594405569,
"lookbackDays": 14,
"returnLift1D": -0.0007541742025366507,
"hitRateLift1D": -0.01660044150110379,
"portfolioSize": 4,
"activationRate": 0.4026666666666667,
"activationCount": 151,
"baselineHitRates": {
"1": 0.5066666666666667,
"5": 0.5498652291105122,
"10": 0.6038251366120219
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.07011967390837512,
"avgForwardReturns": {
"1": 0.0002690312713635844,
"5": 0.005090298548697804,
"10": 0.010425517745680488
},
"shadowMaxDrawdown": -0.14786991605565103,
"shadowTotalReturn": -0.0035179578566365555,
"avgForwardReturn1D": 0.0002690312713635844,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-01-29",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13"
],
"horizonObservationCounts": {
"1": 151,
"5": 151,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.0010232054739002351,
"5": 0.004577689847758843,
"10": 0.00987965475653267
}
},
{
"topN": 5,
"ticker": "LHX",
"hitRates": {
"1": 0.4900662251655629,
"5": 0.5231788079470199,
"10": 0.5496688741721855
},
"hitRate1D": 0.4900662251655629,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.27079052597405373,
"eligibleDays": 375,
"fitnessScore": 0.132064594405569,
"lookbackDays": 14,
"returnLift1D": -0.0007541742025366507,
"hitRateLift1D": -0.01660044150110379,
"portfolioSize": 5,
"activationRate": 0.4026666666666667,
"activationCount": 151,
"baselineHitRates": {
"1": 0.5066666666666667,
"5": 0.5498652291105122,
"10": 0.6038251366120219
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.07011967390837512,
"avgForwardReturns": {
"1": 0.0002690312713635844,
"5": 0.005090298548697804,
"10": 0.010425517745680488
},
"shadowMaxDrawdown": -0.14786991605565103,
"shadowTotalReturn": -0.0035179578566365555,
"avgForwardReturn1D": 0.0002690312713635844,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-01-29",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13"
],
"horizonObservationCounts": {
"1": 151,
"5": 151,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.0010232054739002351,
"5": 0.004577689847758843,
"10": 0.00987965475653267
}
},
{
"topN": 2,
"ticker": "LHX",
"hitRates": {
"1": 0.4642857142857143,
"5": 0.5,
"10": 0.625
},
"hitRate1D": 0.4642857142857143,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.15632378592065782,
"eligibleDays": 359,
"fitnessScore": -0.02088466389467962,
"lookbackDays": 30,
"returnLift1D": -0.0015772161455386707,
"hitRateLift1D": -0.05382013529645835,
"portfolioSize": 2,
"activationRate": 0.31197771587743733,
"activationCount": 112,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.5746478873239437,
"10": 0.6257142857142857
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.22594399399079634,
"avgForwardReturns": {
"1": -0.0002170669395143997,
"5": 0.0031077527995731708,
"10": 0.011206126434329913
},
"shadowMaxDrawdown": -0.12190084998199036,
"shadowTotalReturn": -0.05461372313747814,
"avgForwardReturn1D": -0.0002170669395143997,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-14",
"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": 112,
"5": 112,
"10": 112
},
"baselineAvgForwardReturns": {
"1": 0.001360149206024271,
"5": 0.006141398908470488,
"10": 0.012215009703251054
}
}
],
"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": 0.6936465111961257,
"fitnessScore": 0.5297890277659888,
"lookbackDays": 14,
"returnLift1D": 0.0014351872784449543,
"activationRate": 0.28,
"activationCount": 105,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.26354346263279105,
"avgForwardReturn1D": 0.0024583927523451894
},
{
"comboQuality": 0.4667360803996865,
"fitnessScore": 0.32068444983447153,
"lookbackDays": 21,
"returnLift1D": -0.000055417825660345095,
"activationRate": 0.38315217391304346,
"activationCount": 141,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.12247665179137979,
"avgForwardReturn1D": 0.0010725653440834195
},
{
"comboQuality": 0.5102112628221784,
"fitnessScore": 0.3589871608761956,
"lookbackDays": 30,
"returnLift1D": -0.0007313827885597889,
"activationRate": 0.4986072423398329,
"activationCount": 179,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.07577840271152114,
"avgForwardReturn1D": 0.000628766417464482
},
{
"comboQuality": 0.6726912259200387,
"fitnessScore": 0.5084841353180346,
"lookbackDays": 45,
"returnLift1D": 0.00015860877127391623,
"activationRate": 0.49709302325581395,
"activationCount": 171,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.1922018020705727,
"avgForwardReturn1D": 0.0012750294222201354
},
{
"comboQuality": 0.9501714922957167,
"fitnessScore": 0.9985721489282026,
"lookbackDays": 63,
"returnLift1D": 0.0008068395098159049,
"activationRate": 0.6226993865030674,
"activationCount": 203,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.4796582455976246,
"avgForwardReturn1D": 0.0020945283450488237
}
],
"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": "c7e69ea674d820bf2b801828f5289ddeb7c0019a6be8c90a4808409f911e4fd9",
"size": 13,
"members": [
"LHX",
"SMH",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
TM