Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"OMC"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "OMC",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 3,
"ticker": "OMC",
"hitRates": {
"1": 0.5194805194805194,
"5": 0.3561643835616438,
"10": 0.35294117647058826
},
"hitRate1D": 0.5194805194805194,
"comboQuality": 0.12256554862419256,
"eligibleDays": 330,
"fitnessScore": -0.08303838062728816,
"lookbackDays": 30,
"returnLift1D": -0.0014888667442568293,
"hitRateLift1D": 0.017960762641613615,
"activationRate": 0.23333333333333334,
"activationCount": 77,
"baselineHitRates": {
"1": 0.5015197568389058,
"5": 0.5015384615384615,
"10": 0.48125
},
"sampleConfidence": 0.9887445887445888,
"shadowSharpeLike": -0.6589991233408552,
"avgForwardReturns": {
"1": -0.0012787213676170284,
"5": -0.00870651805593866,
"10": -0.019109302440631137
},
"shadowMaxDrawdown": -0.13882846316082376,
"shadowTotalReturn": -0.1099252045362561,
"avgForwardReturn1D": -0.0012787213676170284,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03"
],
"horizonObservationCounts": {
"1": 77,
"5": 73,
"10": 68
},
"baselineAvgForwardReturns": {
"1": 0.00021014537663980088,
"5": 0.0022120208522624423,
"10": 0.0055073108866309905
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.12256554862419256,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.032541936357306955,
"bestRawFitnessScore": -0.08303838062728816,
"upperQuartileComboQuality": 0.05014683698463381
},
"algorithmFit": {
"label": "poor",
"score": 0.08751711358798407,
"rawScore": 0.09446105810418268,
"confidence": 0.8529776257949594,
"bestProfile": {
"topN": 3,
"lookbackDays": 30
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
3
],
"lookbackDays": [
30
]
},
"parameterStability": 0.2526137101073628,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "OMC",
"hitRates": {
"1": 0.5194805194805194,
"5": 0.3561643835616438,
"10": 0.35294117647058826
},
"hitRate1D": 0.5194805194805194,
"comboQuality": 0.12256554862419256,
"eligibleDays": 330,
"fitnessScore": -0.08303838062728816,
"lookbackDays": 30,
"returnLift1D": -0.0014888667442568293,
"hitRateLift1D": 0.017960762641613615,
"activationRate": 0.23333333333333334,
"activationCount": 77,
"baselineHitRates": {
"1": 0.5015197568389058,
"5": 0.5015384615384615,
"10": 0.48125
},
"sampleConfidence": 0.9887445887445888,
"shadowSharpeLike": -0.6589991233408552,
"avgForwardReturns": {
"1": -0.0012787213676170284,
"5": -0.00870651805593866,
"10": -0.019109302440631137
},
"shadowMaxDrawdown": -0.13882846316082376,
"shadowTotalReturn": -0.1099252045362561,
"avgForwardReturn1D": -0.0012787213676170284,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03"
],
"horizonObservationCounts": {
"1": 77,
"5": 73,
"10": 68
},
"baselineAvgForwardReturns": {
"1": 0.00021014537663980088,
"5": 0.0022120208522624423,
"10": 0.0055073108866309905
}
},
{
"topN": 2,
"ticker": "OMC",
"hitRates": {
"1": 0.48333333333333334,
"5": 0.44642857142857145,
"10": 0.4423076923076923
},
"hitRate1D": 0.48333333333333334,
"comboQuality": 0.07250692201887331,
"eligibleDays": 330,
"fitnessScore": -0.21073672554573342,
"lookbackDays": 30,
"returnLift1D": -0.0022400225314527507,
"hitRateLift1D": -0.01818642350557248,
"activationRate": 0.18181818181818182,
"activationCount": 60,
"baselineHitRates": {
"1": 0.5015197568389058,
"5": 0.5015384615384615,
"10": 0.48125
},
"sampleConfidence": 0.9866666666666667,
"shadowSharpeLike": -0.9119715304147952,
"avgForwardReturns": {
"1": -0.0020298771548129496,
"5": -0.0014035177104030905,
"10": -0.005781971461797055
},
"shadowMaxDrawdown": -0.15410750372481685,
"shadowTotalReturn": -0.12851692504165224,
"avgForwardReturn1D": -0.0020298771548129496,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03"
],
"horizonObservationCounts": {
"1": 60,
"5": 56,
"10": 52
},
"baselineAvgForwardReturns": {
"1": 0.00021014537663980088,
"5": 0.0022120208522624423,
"10": 0.0055073108866309905
}
},
{
"topN": 3,
"ticker": "OMC",
"hitRates": {
"1": 0.5,
"5": 0.3026315789473684,
"10": 0.28169014084507044
},
"hitRate1D": 0.5,
"comboQuality": 0.060874026515907585,
"eligibleDays": 339,
"fitnessScore": -0.251951468255569,
"lookbackDays": 21,
"returnLift1D": -0.0025491353605264695,
"hitRateLift1D": -0.00295857988165682,
"activationRate": 0.23893805309734514,
"activationCount": 81,
"baselineHitRates": {
"1": 0.5029585798816568,
"5": 0.49101796407185627,
"10": 0.46808510638297873
},
"sampleConfidence": 0.9868312757201647,
"shadowSharpeLike": -1.0059677460273135,
"avgForwardReturns": {
"1": -0.0022891281206058904,
"5": -0.016924511908747192,
"10": -0.02654121543611504
},
"shadowMaxDrawdown": -0.2012547424307286,
"shadowTotalReturn": -0.19021244498252932,
"avgForwardReturn1D": -0.0022891281206058904,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-24",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-07-03",
"2025-07-08",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-08-13"
],
"horizonObservationCounts": {
"1": 80,
"5": 76,
"10": 71
},
"baselineAvgForwardReturns": {
"1": 0.0002600072399205791,
"5": 0.0016293783484572703,
"10": 0.0034165358056435094
}
},
{
"topN": 4,
"ticker": "OMC",
"hitRates": {
"1": 0.4777777777777778,
"5": 0.313953488372093,
"10": 0.32098765432098764
},
"hitRate1D": 0.4777777777777778,
"comboQuality": 0.056824715431132565,
"eligibleDays": 330,
"fitnessScore": -0.2680417722946511,
"lookbackDays": 30,
"returnLift1D": -0.0023358977879643795,
"hitRateLift1D": -0.023741979061128016,
"activationRate": 0.2727272727272727,
"activationCount": 90,
"baselineHitRates": {
"1": 0.5015197568389058,
"5": 0.5015384615384615,
"10": 0.48125
},
"sampleConfidence": 0.9903703703703705,
"shadowSharpeLike": -1.0604694989286607,
"avgForwardReturns": {
"1": -0.0021257524113245784,
"5": -0.0129085401312716,
"10": -0.0204170398141404
},
"shadowMaxDrawdown": -0.1999988301519482,
"shadowTotalReturn": -0.19360382100958617,
"avgForwardReturn1D": -0.0021257524113245784,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-15",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-07-29",
"2025-07-30",
"2025-08-20",
"2025-08-21"
],
"horizonObservationCounts": {
"1": 90,
"5": 86,
"10": 81
},
"baselineAvgForwardReturns": {
"1": 0.00021014537663980088,
"5": 0.0022120208522624423,
"10": 0.0055073108866309905
}
},
{
"topN": 3,
"ticker": "OMC",
"hitRates": {
"1": 0.4642857142857143,
"5": 0.4230769230769231,
"10": 0.3673469387755102
},
"hitRate1D": 0.4642857142857143,
"comboQuality": 0.054657300276579834,
"eligibleDays": 315,
"fitnessScore": -0.27710223815613594,
"lookbackDays": 45,
"returnLift1D": -0.0028350279259493423,
"hitRateLift1D": -0.042083712465878054,
"activationRate": 0.18095238095238095,
"activationCount": 57,
"baselineHitRates": {
"1": 0.5063694267515924,
"5": 0.5064516129032258,
"10": 0.4852459016393443
},
"sampleConfidence": 0.9836257309941521,
"shadowSharpeLike": -0.9946176788009318,
"avgForwardReturns": {
"1": -0.002256067091426131,
"5": -0.00600164707446915,
"10": -0.011922333794266462
},
"shadowMaxDrawdown": -0.1936912201520029,
"shadowTotalReturn": -0.14125351354007998,
"avgForwardReturn1D": -0.002256067091426131,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02"
],
"horizonObservationCounts": {
"1": 56,
"5": 52,
"10": 49
},
"baselineAvgForwardReturns": {
"1": 0.0005789608345232113,
"5": 0.0029001167451954864,
"10": 0.005815195116644372
}
},
{
"topN": 4,
"ticker": "OMC",
"hitRates": {
"1": 0.4782608695652174,
"5": 0.36923076923076925,
"10": 0.39344262295081966
},
"hitRate1D": 0.4782608695652174,
"comboQuality": 0.048643349220651805,
"eligibleDays": 315,
"fitnessScore": -0.3041422638801798,
"lookbackDays": 45,
"returnLift1D": -0.0031175072088251194,
"hitRateLift1D": -0.02810855718637495,
"activationRate": 0.2222222222222222,
"activationCount": 70,
"baselineHitRates": {
"1": 0.5063694267515924,
"5": 0.5064516129032258,
"10": 0.4852459016393443
},
"sampleConfidence": 0.9857142857142858,
"shadowSharpeLike": -1.1898726490709108,
"avgForwardReturns": {
"1": -0.002538546374301908,
"5": -0.006253293885923113,
"10": -0.012808744736432565
},
"shadowMaxDrawdown": -0.22068888335128145,
"shadowTotalReturn": -0.18030171088921654,
"avgForwardReturn1D": -0.002538546374301908,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02"
],
"horizonObservationCounts": {
"1": 69,
"5": 65,
"10": 61
},
"baselineAvgForwardReturns": {
"1": 0.0005789608345232113,
"5": 0.0029001167451954864,
"10": 0.005815195116644372
}
},
{
"topN": 5,
"ticker": "OMC",
"hitRates": {
"1": 0.5,
"5": 0.3902439024390244,
"10": 0.4025974025974026
},
"hitRate1D": 0.5,
"comboQuality": 0.042692847359784514,
"eligibleDays": 315,
"fitnessScore": -0.33422043723892503,
"lookbackDays": 45,
"returnLift1D": -0.0033787698162425998,
"hitRateLift1D": -0.006369426751592355,
"activationRate": 0.2761904761904762,
"activationCount": 87,
"baselineHitRates": {
"1": 0.5063694267515924,
"5": 0.5064516129032258,
"10": 0.4852459016393443
},
"sampleConfidence": 0.9877394636015326,
"shadowSharpeLike": -1.1911694916602007,
"avgForwardReturns": {
"1": -0.0027998089817193885,
"5": -0.004349628049411964,
"10": -0.012292071308497767
},
"shadowMaxDrawdown": -0.27425010890687784,
"shadowTotalReturn": -0.23814725619521926,
"avgForwardReturn1D": -0.0027998089817193885,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29"
],
"horizonObservationCounts": {
"1": 86,
"5": 82,
"10": 77
},
"baselineAvgForwardReturns": {
"1": 0.0005789608345232113,
"5": 0.0029001167451954864,
"10": 0.005815195116644372
}
},
{
"topN": 2,
"ticker": "OMC",
"hitRates": {
"1": 0.5,
"5": 0.296875,
"10": 0.2711864406779661
},
"hitRate1D": 0.5,
"comboQuality": 0.037375480465716746,
"eligibleDays": 339,
"fitnessScore": -0.36470267920495725,
"lookbackDays": 21,
"returnLift1D": -0.003741735134174077,
"hitRateLift1D": -0.00295857988165682,
"activationRate": 0.20353982300884957,
"activationCount": 69,
"baselineHitRates": {
"1": 0.5029585798816568,
"5": 0.49101796407185627,
"10": 0.46808510638297873
},
"sampleConfidence": 0.9845410628019324,
"shadowSharpeLike": -1.3722696253967306,
"avgForwardReturns": {
"1": -0.003481727894253498,
"5": -0.01566865582341646,
"10": -0.024191008499537456
},
"shadowMaxDrawdown": -0.23569707914130167,
"shadowTotalReturn": -0.2294401687616221,
"avgForwardReturn1D": -0.003481727894253498,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-08-13",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-25"
],
"horizonObservationCounts": {
"1": 68,
"5": 64,
"10": 59
},
"baselineAvgForwardReturns": {
"1": 0.0002600072399205791,
"5": 0.0016293783484572703,
"10": 0.0034165358056435094
}
},
{
"topN": 2,
"ticker": "OMC",
"hitRates": {
"1": 0.4931506849315068,
"5": 0.4057971014492754,
"10": 0.328125
},
"hitRate1D": 0.4931506849315068,
"comboQuality": 0.03567759262610284,
"eligibleDays": 352,
"fitnessScore": -0.3753186274366425,
"lookbackDays": 14,
"returnLift1D": -0.0033934876995096322,
"hitRateLift1D": -0.006849315068493178,
"activationRate": 0.20738636363636365,
"activationCount": 73,
"baselineHitRates": {
"1": 0.5,
"5": 0.49421965317919075,
"10": 0.47076023391812866
},
"sampleConfidence": 0.9881278538812786,
"shadowSharpeLike": -1.2821274082963297,
"avgForwardReturns": {
"1": -0.0032929134894794,
"5": -0.00867688112241412,
"10": -0.02059468238813908
},
"shadowMaxDrawdown": -0.23903416847049308,
"shadowTotalReturn": -0.23903416847049308,
"avgForwardReturn1D": -0.0032929134894794,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-24",
"2025-07-03",
"2025-07-09",
"2025-07-17",
"2025-07-24",
"2025-07-25",
"2025-08-04",
"2025-08-06"
],
"horizonObservationCounts": {
"1": 73,
"5": 69,
"10": 64
},
"baselineAvgForwardReturns": {
"1": 0.00010057421003023251,
"5": 0.0014721270839755118,
"10": 0.003219432159582774
}
},
{
"topN": 4,
"ticker": "OMC",
"hitRates": {
"1": 0.4835164835164835,
"5": 0.3103448275862069,
"10": 0.2682926829268293
},
"hitRate1D": 0.4835164835164835,
"comboQuality": 0.03307284831468687,
"eligibleDays": 339,
"fitnessScore": -0.39259031112553194,
"lookbackDays": 21,
"returnLift1D": -0.003269803089334066,
"hitRateLift1D": -0.0194420963651733,
"activationRate": 0.2713864306784661,
"activationCount": 92,
"baselineHitRates": {
"1": 0.5029585798816568,
"5": 0.49101796407185627,
"10": 0.46808510638297873
},
"sampleConfidence": 0.9884057971014494,
"shadowSharpeLike": -1.3285353170860117,
"avgForwardReturns": {
"1": -0.003009795849413487,
"5": -0.01600521415246559,
"10": -0.026741148821443933
},
"shadowMaxDrawdown": -0.26829511824372343,
"shadowTotalReturn": -0.2645748655249537,
"avgForwardReturn1D": -0.003009795849413487,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-24",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-17"
],
"horizonObservationCounts": {
"1": 91,
"5": 87,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.0002600072399205791,
"5": 0.0016293783484572703,
"10": 0.0034165358056435094
}
},
{
"topN": 2,
"ticker": "OMC",
"hitRates": {
"1": 0.42857142857142855,
"5": 0.3870967741935484,
"10": 0.36666666666666664
},
"hitRate1D": 0.42857142857142855,
"comboQuality": 0.032011024399927035,
"eligibleDays": 315,
"fitnessScore": -0.40001087532848,
"lookbackDays": 45,
"returnLift1D": -0.004443126084909063,
"hitRateLift1D": -0.07779799818016381,
"activationRate": 0.1111111111111111,
"activationCount": 35,
"baselineHitRates": {
"1": 0.5063694267515924,
"5": 0.5064516129032258,
"10": 0.4852459016393443
},
"sampleConfidence": 0.9828571428571429,
"shadowSharpeLike": -1.4623556700806961,
"avgForwardReturns": {
"1": -0.003864165250385852,
"5": -0.009483323757098107,
"10": -0.00900349525540372
},
"shadowMaxDrawdown": -0.16173398722609744,
"shadowTotalReturn": -0.14047036507239885,
"avgForwardReturn1D": -0.003864165250385852,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-04"
],
"horizonObservationCounts": {
"1": 35,
"5": 31,
"10": 30
},
"baselineAvgForwardReturns": {
"1": 0.0005789608345232113,
"5": 0.0029001167451954864,
"10": 0.005815195116644372
}
},
{
"topN": 5,
"ticker": "OMC",
"hitRates": {
"1": 0.49504950495049505,
"5": 0.31958762886597936,
"10": 0.2608695652173913
},
"hitRate1D": 0.49504950495049505,
"comboQuality": 0.0303190328831457,
"eligibleDays": 339,
"fitnessScore": -0.4123421199343166,
"lookbackDays": 21,
"returnLift1D": -0.003350309528548612,
"hitRateLift1D": -0.007909074931161775,
"activationRate": 0.3008849557522124,
"activationCount": 102,
"baselineHitRates": {
"1": 0.5029585798816568,
"5": 0.49101796407185627,
"10": 0.46808510638297873
},
"sampleConfidence": 0.9895424836601308,
"shadowSharpeLike": -1.4604798556178433,
"avgForwardReturns": {
"1": -0.003090302288628033,
"5": -0.01613200527008485,
"10": -0.026721698483295798
},
"shadowMaxDrawdown": -0.2945225829385565,
"shadowTotalReturn": -0.2945225829385565,
"avgForwardReturn1D": -0.003090302288628033,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-24",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09"
],
"horizonObservationCounts": {
"1": 101,
"5": 97,
"10": 92
},
"baselineAvgForwardReturns": {
"1": 0.0002600072399205791,
"5": 0.0016293783484572703,
"10": 0.0034165358056435094
}
},
{
"topN": 5,
"ticker": "OMC",
"hitRates": {
"1": 0.4639175257731959,
"5": 0.3118279569892473,
"10": 0.3068181818181818
},
"hitRate1D": 0.4639175257731959,
"comboQuality": 0.025821631815102677,
"eligibleDays": 330,
"fitnessScore": -0.44868400333760644,
"lookbackDays": 30,
"returnLift1D": -0.00338080581535176,
"hitRateLift1D": -0.03760223106570992,
"activationRate": 0.296969696969697,
"activationCount": 98,
"baselineHitRates": {
"1": 0.5015197568389058,
"5": 0.5015384615384615,
"10": 0.48125
},
"sampleConfidence": 0.9891156462585035,
"shadowSharpeLike": -1.4693819422973864,
"avgForwardReturns": {
"1": -0.0031706604387119587,
"5": -0.014101777105469752,
"10": -0.022539859355895253
},
"shadowMaxDrawdown": -0.2923859171490284,
"shadowTotalReturn": -0.2863726135659833,
"avgForwardReturn1D": -0.0031706604387119587,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-15",
"2025-04-16",
"2025-07-17",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-07-29",
"2025-07-30"
],
"horizonObservationCounts": {
"1": 97,
"5": 93,
"10": 88
},
"baselineAvgForwardReturns": {
"1": 0.00021014537663980088,
"5": 0.0022120208522624423,
"10": 0.0055073108866309905
}
},
{
"topN": 2,
"ticker": "OMC",
"hitRates": {
"1": 0.35714285714285715,
"5": 0.14285714285714285,
"10": 0
},
"hitRate1D": 0.35714285714285715,
"comboQuality": 0.023190200054419657,
"eligibleDays": 297,
"fitnessScore": -0.47292367904262994,
"lookbackDays": 63,
"returnLift1D": -0.0069924738665542085,
"hitRateLift1D": -0.14961389961389965,
"activationRate": 0.04713804713804714,
"activationCount": 14,
"baselineHitRates": {
"1": 0.5067567567567568,
"5": 0.5034246575342466,
"10": 0.4878048780487805
},
"sampleConfidence": 0.9101630145937416,
"shadowSharpeLike": -1.523640268830916,
"avgForwardReturns": {
"1": -0.006551086751531281,
"5": -0.026367701615184782,
"10": -0.05744862171117804
},
"shadowMaxDrawdown": -0.11409067225587843,
"shadowTotalReturn": -0.09282791341653052,
"avgForwardReturn1D": -0.006551086751531281,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-04",
"2025-09-05",
"2025-09-08",
"2025-09-09",
"2025-10-16",
"2025-10-17",
"2025-12-18",
"2025-12-19",
"2026-03-03",
"2026-03-04"
],
"horizonObservationCounts": {
"1": 14,
"5": 14,
"10": 14
},
"baselineAvgForwardReturns": {
"1": 0.00044138711502292766,
"5": 0.0029105486915978877,
"10": 0.0065969151346488095
}
},
{
"topN": 3,
"ticker": "OMC",
"hitRates": {
"1": 0.4835164835164835,
"5": 0.40229885057471265,
"10": 0.32926829268292684
},
"hitRate1D": 0.4835164835164835,
"comboQuality": 0.02048609646616816,
"eligibleDays": 352,
"fitnessScore": -0.5008081993223031,
"lookbackDays": 14,
"returnLift1D": -0.003816853975682418,
"hitRateLift1D": -0.01648351648351648,
"activationRate": 0.2585227272727273,
"activationCount": 91,
"baselineHitRates": {
"1": 0.5,
"5": 0.49421965317919075,
"10": 0.47076023391812866
},
"sampleConfidence": 0.9904761904761905,
"shadowSharpeLike": -1.6109226258398321,
"avgForwardReturns": {
"1": -0.0037162797656521856,
"5": -0.008787102693653093,
"10": -0.019355154716517567
},
"shadowMaxDrawdown": -0.3195640980794878,
"shadowTotalReturn": -0.3158216051441517,
"avgForwardReturn1D": -0.0037162797656521856,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-04-01",
"2025-07-03",
"2025-07-07"
],
"horizonObservationCounts": {
"1": 91,
"5": 87,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.00010057421003023251,
"5": 0.0014721270839755118,
"10": 0.003219432159582774
}
},
{
"topN": 5,
"ticker": "OMC",
"hitRates": {
"1": 0.4782608695652174,
"5": 0.42342342342342343,
"10": 0.32075471698113206
},
"hitRate1D": 0.4782608695652174,
"comboQuality": 0.017715635563823294,
"eligibleDays": 352,
"fitnessScore": -0.5333953102532744,
"lookbackDays": 14,
"returnLift1D": -0.0035400427358988607,
"hitRateLift1D": -0.021739130434782594,
"activationRate": 0.32670454545454547,
"activationCount": 115,
"baselineHitRates": {
"1": 0.5,
"5": 0.49421965317919075,
"10": 0.47076023391812866
},
"sampleConfidence": 0.9924637681159421,
"shadowSharpeLike": -1.6632719546793093,
"avgForwardReturns": {
"1": -0.0034394685258686284,
"5": -0.008442306873339994,
"10": -0.017551627639144647
},
"shadowMaxDrawdown": -0.36202770240680804,
"shadowTotalReturn": -0.3585187652535159,
"avgForwardReturn1D": -0.0034394685258686284,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-04-01",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 115,
"5": 111,
"10": 106
},
"baselineAvgForwardReturns": {
"1": 0.00010057421003023251,
"5": 0.0014721270839755118,
"10": 0.003219432159582774
}
},
{
"topN": 3,
"ticker": "OMC",
"hitRates": {
"1": 0.45714285714285713,
"5": 0.2,
"10": 0.12121212121212122
},
"hitRate1D": 0.45714285714285713,
"comboQuality": 0.01727537073361425,
"eligibleDays": 297,
"fitnessScore": -0.5390303659123379,
"lookbackDays": 63,
"returnLift1D": -0.006723154495879241,
"hitRateLift1D": -0.04961389961389967,
"activationRate": 0.11784511784511785,
"activationCount": 35,
"baselineHitRates": {
"1": 0.5067567567567568,
"5": 0.5034246575342466,
"10": 0.4878048780487805
},
"sampleConfidence": 0.9961904761904763,
"shadowSharpeLike": -2.177572714527932,
"avgForwardReturns": {
"1": -0.006281767380856313,
"5": -0.022060086118175372,
"10": -0.038340958336847836
},
"shadowMaxDrawdown": -0.21994177641773272,
"shadowTotalReturn": -0.2092172834983761,
"avgForwardReturn1D": -0.006281767380856313,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-02",
"2025-09-04",
"2025-09-05",
"2025-09-08",
"2025-09-09",
"2025-10-13",
"2025-10-15",
"2025-10-16",
"2025-10-17",
"2025-12-16"
],
"horizonObservationCounts": {
"1": 35,
"5": 35,
"10": 33
},
"baselineAvgForwardReturns": {
"1": 0.00044138711502292766,
"5": 0.0029105486915978877,
"10": 0.0065969151346488095
}
},
{
"topN": 4,
"ticker": "OMC",
"hitRates": {
"1": 0.4854368932038835,
"5": 0.40404040404040403,
"10": 0.30851063829787234
},
"hitRate1D": 0.4854368932038835,
"comboQuality": 0.016116777403390344,
"eligibleDays": 352,
"fitnessScore": -0.5545622101195976,
"lookbackDays": 14,
"returnLift1D": -0.004018400240147964,
"hitRateLift1D": -0.014563106796116498,
"activationRate": 0.29261363636363635,
"activationCount": 103,
"baselineHitRates": {
"1": 0.5,
"5": 0.49421965317919075,
"10": 0.47076023391812866
},
"sampleConfidence": 0.9915857605177995,
"shadowSharpeLike": -1.7341337819722151,
"avgForwardReturns": {
"1": -0.003917826030117731,
"5": -0.009021691709605477,
"10": -0.01943957006559121
},
"shadowMaxDrawdown": -0.3629690861313596,
"shadowTotalReturn": -0.3594653267206419,
"avgForwardReturn1D": -0.003917826030117731,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-04-01",
"2025-04-16",
"2025-07-03"
],
"horizonObservationCounts": {
"1": 103,
"5": 99,
"10": 94
},
"baselineAvgForwardReturns": {
"1": 0.00010057421003023251,
"5": 0.0014721270839755118,
"10": 0.003219432159582774
}
},
{
"topN": 4,
"ticker": "OMC",
"hitRates": {
"1": 0.45098039215686275,
"5": 0.3137254901960784,
"10": 0.22448979591836735
},
"hitRate1D": 0.45098039215686275,
"comboQuality": 0.011046556341854252,
"eligibleDays": 297,
"fitnessScore": -0.6387962744517669,
"lookbackDays": 63,
"returnLift1D": -0.006554477629035572,
"hitRateLift1D": -0.055776364599894046,
"activationRate": 0.1717171717171717,
"activationCount": 51,
"baselineHitRates": {
"1": 0.5067567567567568,
"5": 0.5034246575342466,
"10": 0.4878048780487805
},
"sampleConfidence": 0.9973856209150327,
"shadowSharpeLike": -2.3456853531623336,
"avgForwardReturns": {
"1": -0.006113090514012645,
"5": -0.015546686021135033,
"10": -0.029618512377392273
},
"shadowMaxDrawdown": -0.3065471536329403,
"shadowTotalReturn": -0.2825980380443053,
"avgForwardReturn1D": -0.006113090514012645,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-05",
"2025-09-08",
"2025-09-09",
"2025-10-01",
"2025-10-08",
"2025-10-09",
"2025-10-10"
],
"horizonObservationCounts": {
"1": 51,
"5": 51,
"10": 49
},
"baselineAvgForwardReturns": {
"1": 0.00044138711502292766,
"5": 0.0029105486915978877,
"10": 0.0065969151346488095
}
},
{
"topN": 5,
"ticker": "OMC",
"hitRates": {
"1": 0.4444444444444444,
"5": 0.30985915492957744,
"10": 0.30303030303030304
},
"hitRate1D": 0.4444444444444444,
"comboQuality": 0.01079588755694977,
"eligibleDays": 297,
"fitnessScore": -0.6439017908887075,
"lookbackDays": 63,
"returnLift1D": -0.005506072540344182,
"hitRateLift1D": -0.06231231231231238,
"activationRate": 0.24242424242424243,
"activationCount": 72,
"baselineHitRates": {
"1": 0.5067567567567568,
"5": 0.5034246575342466,
"10": 0.4878048780487805
},
"sampleConfidence": 0.9935185185185186,
"shadowSharpeLike": -2.244453234209907,
"avgForwardReturns": {
"1": -0.005064685425321254,
"5": -0.013761261991048112,
"10": -0.01968345241679094
},
"shadowMaxDrawdown": -0.34341354474988217,
"shadowTotalReturn": -0.32509840530753054,
"avgForwardReturn1D": -0.005064685425321254,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-05",
"2025-09-08",
"2025-09-09",
"2025-09-10"
],
"horizonObservationCounts": {
"1": 72,
"5": 71,
"10": 66
},
"baselineAvgForwardReturns": {
"1": 0.00044138711502292766,
"5": 0.0029105486915978877,
"10": 0.0065969151346488095
}
}
],
"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": 0.03567759262610284,
"fitnessScore": -0.3753186274366425,
"lookbackDays": 14,
"returnLift1D": -0.0033934876995096322,
"activationRate": 0.20738636363636365,
"activationCount": 73,
"sampleConfidence": 0.9881278538812786,
"shadowTotalReturn": -0.23903416847049308,
"avgForwardReturn1D": -0.0032929134894794
},
{
"bestTopN": 3,
"comboQuality": 0.060874026515907585,
"fitnessScore": -0.251951468255569,
"lookbackDays": 21,
"returnLift1D": -0.0025491353605264695,
"activationRate": 0.23893805309734514,
"activationCount": 81,
"sampleConfidence": 0.9868312757201647,
"shadowTotalReturn": -0.19021244498252932,
"avgForwardReturn1D": -0.0022891281206058904
},
{
"bestTopN": 3,
"comboQuality": 0.12256554862419256,
"fitnessScore": -0.08303838062728816,
"lookbackDays": 30,
"returnLift1D": -0.0014888667442568293,
"activationRate": 0.23333333333333334,
"activationCount": 77,
"sampleConfidence": 0.9887445887445888,
"shadowTotalReturn": -0.1099252045362561,
"avgForwardReturn1D": -0.0012787213676170284
},
{
"bestTopN": 3,
"comboQuality": 0.054657300276579834,
"fitnessScore": -0.27710223815613594,
"lookbackDays": 45,
"returnLift1D": -0.0028350279259493423,
"activationRate": 0.18095238095238095,
"activationCount": 57,
"sampleConfidence": 0.9836257309941521,
"shadowTotalReturn": -0.14125351354007998,
"avgForwardReturn1D": -0.002256067091426131
},
{
"bestTopN": 2,
"comboQuality": 0.023190200054419657,
"fitnessScore": -0.47292367904262994,
"lookbackDays": 63,
"returnLift1D": -0.0069924738665542085,
"activationRate": 0.04713804713804714,
"activationCount": 14,
"sampleConfidence": 0.9101630145937416,
"shadowTotalReturn": -0.09282791341653052,
"avgForwardReturn1D": -0.006551086751531281
}
],
"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": "4c0a2d091ccdeae94e36c48240bd9e9ee91e340ec7ba4e3f28284b1d9d2d9fde",
"size": 13,
"members": [
"OMC",
"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",
"OMC"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "OMC",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 3,
"ticker": "OMC",
"hitRates": {
"1": 0.5128205128205128,
"5": 0.35135135135135137,
"10": 0.34782608695652173
},
"hitRate1D": 0.5128205128205128,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.11049779715929951,
"eligibleDays": 359,
"fitnessScore": -0.10884660757031427,
"lookbackDays": 30,
"returnLift1D": -0.0015938707346186687,
"hitRateLift1D": 0.0058567245196771145,
"portfolioSize": 3,
"activationRate": 0.21727019498607242,
"activationCount": 78,
"baselineHitRates": {
"1": 0.5069637883008357,
"5": 0.49295774647887325,
"10": 0.46
},
"sampleConfidence": 0.9888888888888889,
"shadowSharpeLike": -0.6714195868302875,
"avgForwardReturns": {
"1": -0.00134290938259075,
"5": -0.00887532077747656,
"10": -0.019657554176914675
},
"shadowMaxDrawdown": -0.13882846316082398,
"shadowTotalReturn": -0.11596470606904419,
"avgForwardReturn1D": -0.00134290938259075,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02"
],
"horizonObservationCounts": {
"1": 78,
"5": 74,
"10": 69
},
"baselineAvgForwardReturns": {
"1": 0.0002509613520279186,
"5": 0.0012913408536759658,
"10": 0.002712746185513887
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.11049779715929951,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.02833803177711127,
"bestRawFitnessScore": -0.10884660757031427,
"upperQuartileComboQuality": 0.04877902253392023
},
"algorithmFit": {
"label": "poor",
"score": 0.08022756097843152,
"rawScore": 0.08660183839603472,
"confidence": 0.8527911754377937,
"bestProfile": {
"lookbackDays": 30,
"portfolioSize": 3
},
"profileBreadth": 0,
"recommendedRegion": {
"lookbackDays": [
30
],
"portfolioSizes": [
3
]
},
"parameterStability": 0.23248600238907616,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "OMC",
"hitRates": {
"1": 0.5128205128205128,
"5": 0.35135135135135137,
"10": 0.34782608695652173
},
"hitRate1D": 0.5128205128205128,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.11049779715929951,
"eligibleDays": 359,
"fitnessScore": -0.10884660757031427,
"lookbackDays": 30,
"returnLift1D": -0.0015938707346186687,
"hitRateLift1D": 0.0058567245196771145,
"portfolioSize": 3,
"activationRate": 0.21727019498607242,
"activationCount": 78,
"baselineHitRates": {
"1": 0.5069637883008357,
"5": 0.49295774647887325,
"10": 0.46
},
"sampleConfidence": 0.9888888888888889,
"shadowSharpeLike": -0.6714195868302875,
"avgForwardReturns": {
"1": -0.00134290938259075,
"5": -0.00887532077747656,
"10": -0.019657554176914675
},
"shadowMaxDrawdown": -0.13882846316082398,
"shadowTotalReturn": -0.11596470606904419,
"avgForwardReturn1D": -0.00134290938259075,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02"
],
"horizonObservationCounts": {
"1": 78,
"5": 74,
"10": 69
},
"baselineAvgForwardReturns": {
"1": 0.0002509613520279186,
"5": 0.0012913408536759658,
"10": 0.002712746185513887
}
},
{
"topN": 2,
"ticker": "OMC",
"hitRates": {
"1": 0.47540983606557374,
"5": 0.43859649122807015,
"10": 0.4339622641509434
},
"hitRate1D": 0.47540983606557374,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.06521797146976147,
"eligibleDays": 359,
"fitnessScore": -0.23576722832167807,
"lookbackDays": 30,
"returnLift1D": -0.0023506009557056943,
"hitRateLift1D": -0.03155395223526192,
"portfolioSize": 2,
"activationRate": 0.16991643454038996,
"activationCount": 61,
"baselineHitRates": {
"1": 0.5069637883008357,
"5": 0.49295774647887325,
"10": 0.46
},
"sampleConfidence": 0.9868852459016394,
"shadowSharpeLike": -0.9188413436326643,
"avgForwardReturns": {
"1": -0.0020996396036777757,
"5": -0.0017507879163564267,
"10": -0.006747192231276259
},
"shadowMaxDrawdown": -0.15410750372481663,
"shadowTotalReturn": -0.13443027456444934,
"avgForwardReturn1D": -0.0020996396036777757,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02"
],
"horizonObservationCounts": {
"1": 61,
"5": 57,
"10": 53
},
"baselineAvgForwardReturns": {
"1": 0.0002509613520279186,
"5": 0.0012913408536759658,
"10": 0.002712746185513887
}
},
{
"topN": 3,
"ticker": "OMC",
"hitRates": {
"1": 0.4642857142857143,
"5": 0.4230769230769231,
"10": 0.3673469387755102
},
"hitRate1D": 0.4642857142857143,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.05359884581757703,
"eligibleDays": 344,
"fitnessScore": -0.2816505794770602,
"lookbackDays": 45,
"returnLift1D": -0.002397314484342699,
"hitRateLift1D": -0.0357142857142857,
"portfolioSize": 3,
"activationRate": 0.16279069767441862,
"activationCount": 56,
"baselineHitRates": {
"1": 0.5,
"5": 0.49117647058823527,
"10": 0.46865671641791046
},
"sampleConfidence": 0.986904761904762,
"shadowSharpeLike": -0.9517402612657085,
"avgForwardReturns": {
"1": -0.002256067091426131,
"5": -0.00600164707446915,
"10": -0.011922333794266462
},
"shadowMaxDrawdown": -0.1936912201520029,
"shadowTotalReturn": -0.14125351354007998,
"avgForwardReturn1D": -0.002256067091426131,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02"
],
"horizonObservationCounts": {
"1": 56,
"5": 52,
"10": 49
},
"baselineAvgForwardReturns": {
"1": 0.00014124739291656785,
"5": 0.0014850292703417751,
"10": 0.003249869827032671
}
},
{
"topN": 4,
"ticker": "OMC",
"hitRates": {
"1": 0.4731182795698925,
"5": 0.30337078651685395,
"10": 0.30952380952380953
},
"hitRate1D": 0.4731182795698925,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.05281825766326267,
"eligibleDays": 359,
"fitnessScore": -0.2850594950747179,
"lookbackDays": 30,
"returnLift1D": -0.0023274202775691484,
"hitRateLift1D": -0.033845508730943163,
"portfolioSize": 4,
"activationRate": 0.2590529247910863,
"activationCount": 93,
"baselineHitRates": {
"1": 0.5069637883008357,
"5": 0.49295774647887325,
"10": 0.46
},
"sampleConfidence": 0.9906810035842295,
"shadowSharpeLike": -1.025675709728852,
"avgForwardReturns": {
"1": -0.00207645892554123,
"5": -0.013529858242011389,
"10": -0.022831391112880312
},
"shadowMaxDrawdown": -0.20926798675100367,
"shadowTotalReturn": -0.19550731623788042,
"avgForwardReturn1D": -0.00207645892554123,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-01",
"2025-04-15",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-07-29"
],
"horizonObservationCounts": {
"1": 93,
"5": 89,
"10": 84
},
"baselineAvgForwardReturns": {
"1": 0.0002509613520279186,
"5": 0.0012913408536759658,
"10": 0.002712746185513887
}
},
{
"topN": 5,
"ticker": "OMC",
"hitRates": {
"1": 0.4731182795698925,
"5": 0.30337078651685395,
"10": 0.30952380952380953
},
"hitRate1D": 0.4731182795698925,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.05281825766326267,
"eligibleDays": 359,
"fitnessScore": -0.2850594950747179,
"lookbackDays": 30,
"returnLift1D": -0.0023274202775691484,
"hitRateLift1D": -0.033845508730943163,
"portfolioSize": 5,
"activationRate": 0.2590529247910863,
"activationCount": 93,
"baselineHitRates": {
"1": 0.5069637883008357,
"5": 0.49295774647887325,
"10": 0.46
},
"sampleConfidence": 0.9906810035842295,
"shadowSharpeLike": -1.025675709728852,
"avgForwardReturns": {
"1": -0.00207645892554123,
"5": -0.013529858242011389,
"10": -0.022831391112880312
},
"shadowMaxDrawdown": -0.20926798675100367,
"shadowTotalReturn": -0.19550731623788042,
"avgForwardReturn1D": -0.00207645892554123,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-01",
"2025-04-15",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-07-29"
],
"horizonObservationCounts": {
"1": 93,
"5": 89,
"10": 84
},
"baselineAvgForwardReturns": {
"1": 0.0002509613520279186,
"5": 0.0012913408536759658,
"10": 0.002712746185513887
}
},
{
"topN": 4,
"ticker": "OMC",
"hitRates": {
"1": 0.4782608695652174,
"5": 0.36923076923076925,
"10": 0.39344262295081966
},
"hitRate1D": 0.4782608695652174,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.04743261082413942,
"eligibleDays": 344,
"fitnessScore": -0.30996719141665524,
"lookbackDays": 45,
"returnLift1D": -0.002679793767218476,
"hitRateLift1D": -0.021739130434782594,
"portfolioSize": 4,
"activationRate": 0.2005813953488372,
"activationCount": 69,
"baselineHitRates": {
"1": 0.5,
"5": 0.49117647058823527,
"10": 0.46865671641791046
},
"sampleConfidence": 0.9884057971014494,
"shadowSharpeLike": -1.1384964435344365,
"avgForwardReturns": {
"1": -0.002538546374301908,
"5": -0.006253293885923113,
"10": -0.012808744736432565
},
"shadowMaxDrawdown": -0.22068888335128145,
"shadowTotalReturn": -0.18030171088921654,
"avgForwardReturn1D": -0.002538546374301908,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02"
],
"horizonObservationCounts": {
"1": 69,
"5": 65,
"10": 61
},
"baselineAvgForwardReturns": {
"1": 0.00014124739291656785,
"5": 0.0014850292703417751,
"10": 0.003249869827032671
}
},
{
"topN": 5,
"ticker": "OMC",
"hitRates": {
"1": 0.4782608695652174,
"5": 0.36923076923076925,
"10": 0.39344262295081966
},
"hitRate1D": 0.4782608695652174,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.04743261082413942,
"eligibleDays": 344,
"fitnessScore": -0.30996719141665524,
"lookbackDays": 45,
"returnLift1D": -0.002679793767218476,
"hitRateLift1D": -0.021739130434782594,
"portfolioSize": 5,
"activationRate": 0.2005813953488372,
"activationCount": 69,
"baselineHitRates": {
"1": 0.5,
"5": 0.49117647058823527,
"10": 0.46865671641791046
},
"sampleConfidence": 0.9884057971014494,
"shadowSharpeLike": -1.1384964435344365,
"avgForwardReturns": {
"1": -0.002538546374301908,
"5": -0.006253293885923113,
"10": -0.012808744736432565
},
"shadowMaxDrawdown": -0.22068888335128145,
"shadowTotalReturn": -0.18030171088921654,
"avgForwardReturn1D": -0.002538546374301908,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02"
],
"horizonObservationCounts": {
"1": 69,
"5": 65,
"10": 61
},
"baselineAvgForwardReturns": {
"1": 0.00014124739291656785,
"5": 0.0014850292703417751,
"10": 0.003249869827032671
}
},
{
"topN": 3,
"ticker": "OMC",
"hitRates": {
"1": 0.4880952380952381,
"5": 0.3,
"10": 0.26666666666666666
},
"hitRate1D": 0.4880952380952381,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.03792634580889834,
"eligibleDays": 368,
"fitnessScore": -0.36135790014875874,
"lookbackDays": 21,
"returnLift1D": -0.0029379437456661297,
"hitRateLift1D": -0.011904761904761918,
"portfolioSize": 3,
"activationRate": 0.22826086956521738,
"activationCount": 84,
"baselineHitRates": {
"1": 0.5,
"5": 0.49175824175824173,
"10": 0.4596100278551532
},
"sampleConfidence": 0.9896825396825397,
"shadowSharpeLike": -1.2245873048053593,
"avgForwardReturns": {
"1": -0.002870306342393059,
"5": -0.017370778269718674,
"10": -0.0269118403449995
},
"shadowMaxDrawdown": -0.24219354702365237,
"shadowTotalReturn": -0.23802550520132737,
"avgForwardReturn1D": -0.002870306342393059,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-24",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-07-03",
"2025-07-08"
],
"horizonObservationCounts": {
"1": 84,
"5": 80,
"10": 75
},
"baselineAvgForwardReturns": {
"1": 0.00006763740327307066,
"5": 0.00087233210821342,
"10": 0.0024314138524236437
}
},
{
"topN": 2,
"ticker": "OMC",
"hitRates": {
"1": 0.4931506849315068,
"5": 0.4057971014492754,
"10": 0.328125
},
"hitRate1D": 0.4931506849315068,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.03506141922504972,
"eligibleDays": 375,
"fitnessScore": -0.3792918806538793,
"lookbackDays": 14,
"returnLift1D": -0.0034096918508489276,
"hitRateLift1D": -0.008182648401826476,
"portfolioSize": 2,
"activationRate": 0.19466666666666665,
"activationCount": 73,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.48787061994609165,
"10": 0.45081967213114754
},
"sampleConfidence": 0.9881278538812786,
"shadowSharpeLike": -1.2396332279806077,
"avgForwardReturns": {
"1": -0.0032929134894794,
"5": -0.00867688112241412,
"10": -0.02059468238813908
},
"shadowMaxDrawdown": -0.2386534952181022,
"shadowTotalReturn": -0.2386534952181022,
"avgForwardReturn1D": -0.0032929134894794,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-24",
"2025-07-03",
"2025-07-09",
"2025-07-17",
"2025-07-24",
"2025-07-25",
"2025-08-04",
"2025-08-06"
],
"horizonObservationCounts": {
"1": 73,
"5": 69,
"10": 64
},
"baselineAvgForwardReturns": {
"1": 0.00011677836136952754,
"5": 0.0006247592134291486,
"10": 0.0014426707488968133
}
},
{
"topN": 2,
"ticker": "OMC",
"hitRates": {
"1": 0.42857142857142855,
"5": 0.3870967741935484,
"10": 0.36666666666666664
},
"hitRate1D": 0.42857142857142855,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.03241424140916784,
"eligibleDays": 344,
"fitnessScore": -0.3971653605802688,
"lookbackDays": 45,
"returnLift1D": -0.00400541264330242,
"hitRateLift1D": -0.07142857142857145,
"portfolioSize": 2,
"activationRate": 0.10174418604651163,
"activationCount": 35,
"baselineHitRates": {
"1": 0.5,
"5": 0.49117647058823527,
"10": 0.46865671641791046
},
"sampleConfidence": 0.9828571428571429,
"shadowSharpeLike": -1.3942786631725028,
"avgForwardReturns": {
"1": -0.003864165250385852,
"5": -0.009483323757098107,
"10": -0.00900349525540372
},
"shadowMaxDrawdown": -0.16131464454837163,
"shadowTotalReturn": -0.14004038526503138,
"avgForwardReturn1D": -0.003864165250385852,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-04"
],
"horizonObservationCounts": {
"1": 35,
"5": 31,
"10": 30
},
"baselineAvgForwardReturns": {
"1": 0.00014124739291656785,
"5": 0.0014850292703417751,
"10": 0.003249869827032671
}
},
{
"topN": 3,
"ticker": "OMC",
"hitRates": {
"1": 0.4891304347826087,
"5": 0.3977272727272727,
"10": 0.3253012048192771
},
"hitRate1D": 0.4891304347826087,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.024261822145054703,
"eligibleDays": 375,
"fitnessScore": -0.46274386166720805,
"lookbackDays": 14,
"returnLift1D": -0.003479549950512757,
"hitRateLift1D": -0.012202898550724595,
"portfolioSize": 3,
"activationRate": 0.24533333333333332,
"activationCount": 92,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.48787061994609165,
"10": 0.45081967213114754
},
"sampleConfidence": 0.9905797101449276,
"shadowSharpeLike": -1.416886816259278,
"avgForwardReturns": {
"1": -0.003362771589143229,
"5": -0.009028899107823514,
"10": -0.019306285464968445
},
"shadowMaxDrawdown": -0.3192237099344555,
"shadowTotalReturn": -0.2957529564006024,
"avgForwardReturn1D": -0.003362771589143229,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-04-01",
"2025-07-03"
],
"horizonObservationCounts": {
"1": 92,
"5": 88,
"10": 83
},
"baselineAvgForwardReturns": {
"1": 0.00011677836136952754,
"5": 0.0006247592134291486,
"10": 0.0014426707488968133
}
},
{
"topN": 2,
"ticker": "OMC",
"hitRates": {
"1": 0.35714285714285715,
"5": 0.14285714285714285,
"10": 0
},
"hitRate1D": 0.35714285714285715,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.023283553018883234,
"eligibleDays": 326,
"fitnessScore": -0.47201881285600183,
"lookbackDays": 63,
"returnLift1D": -0.007048837549939035,
"hitRateLift1D": -0.1489921121822962,
"portfolioSize": 2,
"activationRate": 0.04294478527607362,
"activationCount": 14,
"baselineHitRates": {
"1": 0.5061349693251533,
"5": 0.5062111801242236,
"10": 0.48580441640378547
},
"sampleConfidence": 0.9101630145937416,
"shadowSharpeLike": -1.45391373134706,
"avgForwardReturns": {
"1": -0.006551086751531281,
"5": -0.026367701615184782,
"10": -0.05744862171117804
},
"shadowMaxDrawdown": -0.11409067225587843,
"shadowTotalReturn": -0.09282791341653052,
"avgForwardReturn1D": -0.006551086751531281,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-04",
"2025-09-05",
"2025-09-08",
"2025-09-09",
"2025-10-16",
"2025-10-17",
"2025-12-18",
"2025-12-19",
"2026-03-03",
"2026-03-04"
],
"horizonObservationCounts": {
"1": 14,
"5": 14,
"10": 14
},
"baselineAvgForwardReturns": {
"1": 0.000497750798407754,
"5": 0.003137503899020467,
"10": 0.006242972328288539
}
},
{
"topN": 4,
"ticker": "OMC",
"hitRates": {
"1": 0.5,
"5": 0.4019607843137255,
"10": 0.30927835051546393
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.022465755441979995,
"eligibleDays": 375,
"fitnessScore": -0.4800690540068334,
"lookbackDays": 14,
"returnLift1D": -0.0034438483899609453,
"hitRateLift1D": -0.0013333333333332975,
"portfolioSize": 4,
"activationRate": 0.2826666666666667,
"activationCount": 106,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.48787061994609165,
"10": 0.45081967213114754
},
"sampleConfidence": 0.9918238993710693,
"shadowSharpeLike": -1.454855147978383,
"avgForwardReturns": {
"1": -0.0033270700285914175,
"5": -0.008948341844286571,
"10": -0.018837195465025807
},
"shadowMaxDrawdown": -0.3626504113370287,
"shadowTotalReturn": -0.32607970750009363,
"avgForwardReturn1D": -0.0033270700285914175,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 106,
"5": 102,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.00011677836136952754,
"5": 0.0006247592134291486,
"10": 0.0014426707488968133
}
},
{
"topN": 5,
"ticker": "OMC",
"hitRates": {
"1": 0.5,
"5": 0.4019607843137255,
"10": 0.30927835051546393
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.022465755441979995,
"eligibleDays": 375,
"fitnessScore": -0.4800690540068334,
"lookbackDays": 14,
"returnLift1D": -0.0034438483899609453,
"hitRateLift1D": -0.0013333333333332975,
"portfolioSize": 5,
"activationRate": 0.2826666666666667,
"activationCount": 106,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.48787061994609165,
"10": 0.45081967213114754
},
"sampleConfidence": 0.9918238993710693,
"shadowSharpeLike": -1.454855147978383,
"avgForwardReturns": {
"1": -0.0033270700285914175,
"5": -0.008948341844286571,
"10": -0.018837195465025807
},
"shadowMaxDrawdown": -0.3626504113370287,
"shadowTotalReturn": -0.32607970750009363,
"avgForwardReturn1D": -0.0033270700285914175,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 106,
"5": 102,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.00011677836136952754,
"5": 0.0006247592134291486,
"10": 0.0014426707488968133
}
},
{
"topN": 4,
"ticker": "OMC",
"hitRates": {
"1": 0.47368421052631576,
"5": 0.3076923076923077,
"10": 0.2558139534883721
},
"hitRate1D": 0.47368421052631576,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.021171428699175873,
"eligibleDays": 368,
"fitnessScore": -0.4934148693153669,
"lookbackDays": 21,
"returnLift1D": -0.0035609732496854184,
"hitRateLift1D": -0.026315789473684237,
"portfolioSize": 4,
"activationRate": 0.25815217391304346,
"activationCount": 95,
"baselineHitRates": {
"1": 0.5,
"5": 0.49175824175824173,
"10": 0.4596100278551532
},
"sampleConfidence": 0.9908771929824562,
"shadowSharpeLike": -1.5046752629096811,
"avgForwardReturns": {
"1": -0.003493335846412348,
"5": -0.01643794492062872,
"10": -0.027055068991502295
},
"shadowMaxDrawdown": -0.3117825667570733,
"shadowTotalReturn": -0.30799727430760504,
"avgForwardReturn1D": -0.003493335846412348,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-24",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-07-02",
"2025-07-03"
],
"horizonObservationCounts": {
"1": 95,
"5": 91,
"10": 86
},
"baselineAvgForwardReturns": {
"1": 0.00006763740327307066,
"5": 0.00087233210821342,
"10": 0.0024314138524236437
}
},
{
"topN": 5,
"ticker": "OMC",
"hitRates": {
"1": 0.47368421052631576,
"5": 0.3076923076923077,
"10": 0.2558139534883721
},
"hitRate1D": 0.47368421052631576,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.021171428699175873,
"eligibleDays": 368,
"fitnessScore": -0.4934148693153669,
"lookbackDays": 21,
"returnLift1D": -0.0035609732496854184,
"hitRateLift1D": -0.026315789473684237,
"portfolioSize": 5,
"activationRate": 0.25815217391304346,
"activationCount": 95,
"baselineHitRates": {
"1": 0.5,
"5": 0.49175824175824173,
"10": 0.4596100278551532
},
"sampleConfidence": 0.9908771929824562,
"shadowSharpeLike": -1.5046752629096811,
"avgForwardReturns": {
"1": -0.003493335846412348,
"5": -0.01643794492062872,
"10": -0.027055068991502295
},
"shadowMaxDrawdown": -0.3117825667570733,
"shadowTotalReturn": -0.30799727430760504,
"avgForwardReturn1D": -0.003493335846412348,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-24",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-07-02",
"2025-07-03"
],
"horizonObservationCounts": {
"1": 95,
"5": 91,
"10": 86
},
"baselineAvgForwardReturns": {
"1": 0.00006763740327307066,
"5": 0.00087233210821342,
"10": 0.0024314138524236437
}
},
{
"topN": 2,
"ticker": "OMC",
"hitRates": {
"1": 0.4788732394366197,
"5": 0.29850746268656714,
"10": 0.25806451612903225
},
"hitRate1D": 0.4788732394366197,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.021085676689026504,
"eligibleDays": 368,
"fitnessScore": -0.4943270317105328,
"lookbackDays": 21,
"returnLift1D": -0.004303315153074707,
"hitRateLift1D": -0.02112676056338031,
"portfolioSize": 2,
"activationRate": 0.19293478260869565,
"activationCount": 71,
"baselineHitRates": {
"1": 0.5,
"5": 0.49175824175824173,
"10": 0.4596100278551532
},
"sampleConfidence": 0.987793427230047,
"shadowSharpeLike": -1.6135057704794047,
"avgForwardReturns": {
"1": -0.004235677749801636,
"5": -0.015895274219221302,
"10": -0.024575781238025382
},
"shadowMaxDrawdown": -0.2792738014444941,
"shadowTotalReturn": -0.2792738014444941,
"avgForwardReturn1D": -0.004235677749801636,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-04-01",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-08-13",
"2025-08-15",
"2025-08-18"
],
"horizonObservationCounts": {
"1": 71,
"5": 67,
"10": 62
},
"baselineAvgForwardReturns": {
"1": 0.00006763740327307066,
"5": 0.00087233210821342,
"10": 0.0024314138524236437
}
},
{
"topN": 3,
"ticker": "OMC",
"hitRates": {
"1": 0.45714285714285713,
"5": 0.2,
"10": 0.12121212121212122
},
"hitRate1D": 0.45714285714285713,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.017222391825147208,
"eligibleDays": 326,
"fitnessScore": -0.5397179432319839,
"lookbackDays": 63,
"returnLift1D": -0.006779518179264067,
"hitRateLift1D": -0.04899211218229621,
"portfolioSize": 3,
"activationRate": 0.10736196319018405,
"activationCount": 35,
"baselineHitRates": {
"1": 0.5061349693251533,
"5": 0.5062111801242236,
"10": 0.48580441640378547
},
"sampleConfidence": 0.9961904761904763,
"shadowSharpeLike": -2.0770308116070906,
"avgForwardReturns": {
"1": -0.006281767380856313,
"5": -0.022060086118175372,
"10": -0.038340958336847836
},
"shadowMaxDrawdown": -0.21994177641773272,
"shadowTotalReturn": -0.2092172834983761,
"avgForwardReturn1D": -0.006281767380856313,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-02",
"2025-09-04",
"2025-09-05",
"2025-09-08",
"2025-09-09",
"2025-10-13",
"2025-10-15",
"2025-10-16",
"2025-10-17",
"2025-12-16"
],
"horizonObservationCounts": {
"1": 35,
"5": 35,
"10": 33
},
"baselineAvgForwardReturns": {
"1": 0.000497750798407754,
"5": 0.003137503899020467,
"10": 0.006242972328288539
}
},
{
"topN": 4,
"ticker": "OMC",
"hitRates": {
"1": 0.45098039215686275,
"5": 0.3137254901960784,
"10": 0.22448979591836735
},
"hitRate1D": 0.45098039215686275,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.010909575649510558,
"eligibleDays": 326,
"fitnessScore": -0.641571867877726,
"lookbackDays": 63,
"returnLift1D": -0.006610841312420399,
"hitRateLift1D": -0.055154577168290586,
"portfolioSize": 4,
"activationRate": 0.15644171779141106,
"activationCount": 51,
"baselineHitRates": {
"1": 0.5061349693251533,
"5": 0.5062111801242236,
"10": 0.48580441640378547
},
"sampleConfidence": 0.9973856209150327,
"shadowSharpeLike": -2.2370806903291705,
"avgForwardReturns": {
"1": -0.006113090514012645,
"5": -0.015546686021135033,
"10": -0.029618512377392273
},
"shadowMaxDrawdown": -0.3065471536329403,
"shadowTotalReturn": -0.2825980380443053,
"avgForwardReturn1D": -0.006113090514012645,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-05",
"2025-09-08",
"2025-09-09",
"2025-10-01",
"2025-10-08",
"2025-10-09",
"2025-10-10"
],
"horizonObservationCounts": {
"1": 51,
"5": 51,
"10": 49
},
"baselineAvgForwardReturns": {
"1": 0.000497750798407754,
"5": 0.003137503899020467,
"10": 0.006242972328288539
}
},
{
"topN": 5,
"ticker": "OMC",
"hitRates": {
"1": 0.45098039215686275,
"5": 0.3137254901960784,
"10": 0.22448979591836735
},
"hitRate1D": 0.45098039215686275,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.010909575649510558,
"eligibleDays": 326,
"fitnessScore": -0.641571867877726,
"lookbackDays": 63,
"returnLift1D": -0.006610841312420399,
"hitRateLift1D": -0.055154577168290586,
"portfolioSize": 5,
"activationRate": 0.15644171779141106,
"activationCount": 51,
"baselineHitRates": {
"1": 0.5061349693251533,
"5": 0.5062111801242236,
"10": 0.48580441640378547
},
"sampleConfidence": 0.9973856209150327,
"shadowSharpeLike": -2.2370806903291705,
"avgForwardReturns": {
"1": -0.006113090514012645,
"5": -0.015546686021135033,
"10": -0.029618512377392273
},
"shadowMaxDrawdown": -0.3065471536329403,
"shadowTotalReturn": -0.2825980380443053,
"avgForwardReturn1D": -0.006113090514012645,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-05",
"2025-09-08",
"2025-09-09",
"2025-10-01",
"2025-10-08",
"2025-10-09",
"2025-10-10"
],
"horizonObservationCounts": {
"1": 51,
"5": 51,
"10": 49
},
"baselineAvgForwardReturns": {
"1": 0.000497750798407754,
"5": 0.003137503899020467,
"10": 0.006242972328288539
}
}
],
"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": 0.03506141922504972,
"fitnessScore": -0.3792918806538793,
"lookbackDays": 14,
"returnLift1D": -0.0034096918508489276,
"activationRate": 0.19466666666666665,
"activationCount": 73,
"sampleConfidence": 0.9881278538812786,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.2386534952181022,
"avgForwardReturn1D": -0.0032929134894794
},
{
"comboQuality": 0.03792634580889834,
"fitnessScore": -0.36135790014875874,
"lookbackDays": 21,
"returnLift1D": -0.0029379437456661297,
"activationRate": 0.22826086956521738,
"activationCount": 84,
"sampleConfidence": 0.9896825396825397,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.23802550520132737,
"avgForwardReturn1D": -0.002870306342393059
},
{
"comboQuality": 0.11049779715929951,
"fitnessScore": -0.10884660757031427,
"lookbackDays": 30,
"returnLift1D": -0.0015938707346186687,
"activationRate": 0.21727019498607242,
"activationCount": 78,
"sampleConfidence": 0.9888888888888889,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.11596470606904419,
"avgForwardReturn1D": -0.00134290938259075
},
{
"comboQuality": 0.05359884581757703,
"fitnessScore": -0.2816505794770602,
"lookbackDays": 45,
"returnLift1D": -0.002397314484342699,
"activationRate": 0.16279069767441862,
"activationCount": 56,
"sampleConfidence": 0.986904761904762,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.14125351354007998,
"avgForwardReturn1D": -0.002256067091426131
},
{
"comboQuality": 0.023283553018883234,
"fitnessScore": -0.47201881285600183,
"lookbackDays": 63,
"returnLift1D": -0.007048837549939035,
"activationRate": 0.04294478527607362,
"activationCount": 14,
"sampleConfidence": 0.9101630145937416,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.09282791341653052,
"avgForwardReturn1D": -0.006551086751531281
}
],
"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": "4c0a2d091ccdeae94e36c48240bd9e9ee91e340ec7ba4e3f28284b1d9d2d9fde",
"size": 13,
"members": [
"OMC",
"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."
}