Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ALMS"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "ALMS",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "ALMS",
"hitRates": {
"1": 0.5123456790123457,
"5": 0.6392405063291139,
"10": 0.6339869281045751
},
"hitRate1D": 0.5123456790123457,
"comboQuality": 0.9999999992102098,
"eligibleDays": 330,
"fitnessScore": 4.961035824625515,
"lookbackDays": 30,
"returnLift1D": 0.007207605401217012,
"hitRateLift1D": 0.013865435851251495,
"activationRate": 0.49393939393939396,
"activationCount": 163,
"baselineHitRates": {
"1": 0.49848024316109424,
"5": 0.56,
"10": 0.56875
},
"sampleConfidence": 0.9934560327198365,
"shadowSharpeLike": 1.5867826501522913,
"avgForwardReturns": {
"1": 0.01452818373073518,
"5": 0.06821473906141937,
"10": 0.13548422195355278
},
"shadowMaxDrawdown": -0.5583590600928786,
"shadowTotalReturn": 4.443175229773361,
"avgForwardReturn1D": 0.01452818373073518,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 162,
"5": 158,
"10": 153
},
"baselineAvgForwardReturns": {
"1": 0.007320578329518169,
"5": 0.03263940434345842,
"10": 0.07035615181521387
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999999992102098,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9990707666572265,
"bestRawFitnessScore": 4.961035824625515,
"upperQuartileComboQuality": 0.9999851662217707
},
"algorithmFit": {
"label": "strong",
"score": 0.9958480662415696,
"rawScore": 0.9993693085451032,
"confidence": 0.992953070955001,
"bestProfile": {
"topN": 2,
"lookbackDays": 30
},
"profileBreadth": 1,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
14,
21,
30,
45,
63
]
},
"parameterStability": 0.9987235522261922,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "ALMS",
"hitRates": {
"1": 0.5123456790123457,
"5": 0.6392405063291139,
"10": 0.6339869281045751
},
"hitRate1D": 0.5123456790123457,
"comboQuality": 0.9999999992102098,
"eligibleDays": 330,
"fitnessScore": 4.961035824625515,
"lookbackDays": 30,
"returnLift1D": 0.007207605401217012,
"hitRateLift1D": 0.013865435851251495,
"activationRate": 0.49393939393939396,
"activationCount": 163,
"baselineHitRates": {
"1": 0.49848024316109424,
"5": 0.56,
"10": 0.56875
},
"sampleConfidence": 0.9934560327198365,
"shadowSharpeLike": 1.5867826501522913,
"avgForwardReturns": {
"1": 0.01452818373073518,
"5": 0.06821473906141937,
"10": 0.13548422195355278
},
"shadowMaxDrawdown": -0.5583590600928786,
"shadowTotalReturn": 4.443175229773361,
"avgForwardReturn1D": 0.01452818373073518,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 162,
"5": 158,
"10": 153
},
"baselineAvgForwardReturns": {
"1": 0.007320578329518169,
"5": 0.03263940434345842,
"10": 0.07035615181521387
}
},
{
"topN": 3,
"ticker": "ALMS",
"hitRates": {
"1": 0.4913294797687861,
"5": 0.5976331360946746,
"10": 0.6036585365853658
},
"hitRate1D": 0.4913294797687861,
"comboQuality": 0.9999999693533272,
"eligibleDays": 330,
"fitnessScore": 4.156163175868093,
"lookbackDays": 30,
"returnLift1D": 0.005526513922754316,
"hitRateLift1D": -0.007150763392308135,
"activationRate": 0.5272727272727272,
"activationCount": 174,
"baselineHitRates": {
"1": 0.49848024316109424,
"5": 0.56,
"10": 0.56875
},
"sampleConfidence": 0.9938697318007663,
"shadowSharpeLike": 1.4872772693297724,
"avgForwardReturns": {
"1": 0.012847092252272485,
"5": 0.058942623413746544,
"10": 0.12223893428266902
},
"shadowMaxDrawdown": -0.5583590600928786,
"shadowTotalReturn": 3.7148107643216006,
"avgForwardReturn1D": 0.012847092252272485,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 173,
"5": 169,
"10": 164
},
"baselineAvgForwardReturns": {
"1": 0.007320578329518169,
"5": 0.03263940434345842,
"10": 0.07035615181521387
}
},
{
"topN": 5,
"ticker": "ALMS",
"hitRates": {
"1": 0.49732620320855614,
"5": 0.5846994535519126,
"10": 0.5898876404494382
},
"hitRate1D": 0.49732620320855614,
"comboQuality": 0.9999992773843346,
"eligibleDays": 330,
"fitnessScore": 3.4608852756356843,
"lookbackDays": 30,
"returnLift1D": 0.0039146550228274304,
"hitRateLift1D": -0.0011540399525380995,
"activationRate": 0.5696969696969697,
"activationCount": 188,
"baselineHitRates": {
"1": 0.49848024316109424,
"5": 0.56,
"10": 0.56875
},
"sampleConfidence": 0.9943262411347518,
"shadowSharpeLike": 1.3818606135703189,
"avgForwardReturns": {
"1": 0.0112352333523456,
"5": 0.053503058566745074,
"10": 0.11114080814578306
},
"shadowMaxDrawdown": -0.5583590600928786,
"shadowTotalReturn": 3.051102401428839,
"avgForwardReturn1D": 0.0112352333523456,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 187,
"5": 183,
"10": 178
},
"baselineAvgForwardReturns": {
"1": 0.007320578329518169,
"5": 0.03263940434345842,
"10": 0.07035615181521387
}
},
{
"topN": 5,
"ticker": "ALMS",
"hitRates": {
"1": 0.5141242937853108,
"5": 0.5664739884393064,
"10": 0.6190476190476191
},
"hitRate1D": 0.5141242937853108,
"comboQuality": 0.9999986869551315,
"eligibleDays": 297,
"fitnessScore": 3.3294953050882112,
"lookbackDays": 63,
"returnLift1D": 0.002964335198427092,
"hitRateLift1D": 0.007367537028553972,
"activationRate": 0.5993265993265994,
"activationCount": 178,
"baselineHitRates": {
"1": 0.5067567567567568,
"5": 0.571917808219178,
"10": 0.5993031358885017
},
"sampleConfidence": 0.9940074906367042,
"shadowSharpeLike": 1.4552283080349513,
"avgForwardReturns": {
"1": 0.010577421835037706,
"5": 0.05941290559602263,
"10": 0.12933102900881904
},
"shadowMaxDrawdown": -0.3977258059882979,
"shadowTotalReturn": 2.8352127262901297,
"avgForwardReturn1D": 0.010577421835037706,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-27",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-04"
],
"horizonObservationCounts": {
"1": 177,
"5": 173,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.007613086636610614,
"5": 0.041243242221943435,
"10": 0.09160400173329103
}
},
{
"topN": 2,
"ticker": "ALMS",
"hitRates": {
"1": 0.5202702702702703,
"5": 0.5277777777777778,
"10": 0.5142857142857142
},
"hitRate1D": 0.5202702702702703,
"comboQuality": 0.9999971642166242,
"eligibleDays": 315,
"fitnessScore": 3.1601016900248453,
"lookbackDays": 45,
"returnLift1D": 0.004420701685249256,
"hitRateLift1D": 0.017085556894474108,
"activationRate": 0.473015873015873,
"activationCount": 149,
"baselineHitRates": {
"1": 0.5031847133757962,
"5": 0.5806451612903226,
"10": 0.5967213114754099
},
"sampleConfidence": 0.993288590604027,
"shadowSharpeLike": 1.388785705512898,
"avgForwardReturns": {
"1": 0.012217692404396548,
"5": 0.059336413256102755,
"10": 0.1209567639132474
},
"shadowMaxDrawdown": -0.35183725453219605,
"shadowTotalReturn": 2.688269740165016,
"avgForwardReturn1D": 0.012217692404396548,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28"
],
"horizonObservationCounts": {
"1": 148,
"5": 144,
"10": 140
},
"baselineAvgForwardReturns": {
"1": 0.007796990719147292,
"5": 0.041754091873079144,
"10": 0.08921400241628959
}
},
{
"topN": 4,
"ticker": "ALMS",
"hitRates": {
"1": 0.4860335195530726,
"5": 0.5771428571428572,
"10": 0.5823529411764706
},
"hitRate1D": 0.4860335195530726,
"comboQuality": 0.9999811668901528,
"eligibleDays": 330,
"fitnessScore": 2.7435725531917545,
"lookbackDays": 30,
"returnLift1D": 0.003423226782144205,
"hitRateLift1D": -0.012446723608021626,
"activationRate": 0.5454545454545454,
"activationCount": 180,
"baselineHitRates": {
"1": 0.49848024316109424,
"5": 0.56,
"10": 0.56875
},
"sampleConfidence": 0.9940740740740741,
"shadowSharpeLike": 1.266708403162158,
"avgForwardReturns": {
"1": 0.010743805111662374,
"5": 0.0544652697825495,
"10": 0.11469384101463673
},
"shadowMaxDrawdown": -0.5583590600928786,
"shadowTotalReturn": 2.4058774066201747,
"avgForwardReturn1D": 0.010743805111662374,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 179,
"5": 175,
"10": 170
},
"baselineAvgForwardReturns": {
"1": 0.007320578329518169,
"5": 0.03263940434345842,
"10": 0.07035615181521387
}
},
{
"topN": 4,
"ticker": "ALMS",
"hitRates": {
"1": 0.5028901734104047,
"5": 0.5562130177514792,
"10": 0.6121212121212121
},
"hitRate1D": 0.5028901734104047,
"comboQuality": 0.9999729317218914,
"eligibleDays": 297,
"fitnessScore": 2.6637666192432987,
"lookbackDays": 63,
"returnLift1D": 0.002216510114461205,
"hitRateLift1D": -0.003866583346352148,
"activationRate": 0.5858585858585859,
"activationCount": 174,
"baselineHitRates": {
"1": 0.5067567567567568,
"5": 0.571917808219178,
"10": 0.5993031358885017
},
"sampleConfidence": 0.9942528735632185,
"shadowSharpeLike": 1.3231846521466202,
"avgForwardReturns": {
"1": 0.009829596751071819,
"5": 0.0581407760906242,
"10": 0.12511722897900848
},
"shadowMaxDrawdown": -0.3977258059882979,
"shadowTotalReturn": 2.237707424890121,
"avgForwardReturn1D": 0.009829596751071819,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-27",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-04"
],
"horizonObservationCounts": {
"1": 173,
"5": 169,
"10": 165
},
"baselineAvgForwardReturns": {
"1": 0.007613086636610614,
"5": 0.041243242221943435,
"10": 0.09160400173329103
}
},
{
"topN": 3,
"ticker": "ALMS",
"hitRates": {
"1": 0.5029239766081871,
"5": 0.5508982035928144,
"10": 0.6073619631901841
},
"hitRate1D": 0.5029239766081871,
"comboQuality": 0.9999691641604835,
"eligibleDays": 297,
"fitnessScore": 2.6350964592471384,
"lookbackDays": 63,
"returnLift1D": 0.0022868348025486098,
"hitRateLift1D": -0.003832780148569692,
"activationRate": 0.5757575757575758,
"activationCount": 171,
"baselineHitRates": {
"1": 0.5067567567567568,
"5": 0.571917808219178,
"10": 0.5993031358885017
},
"sampleConfidence": 0.9953216374269006,
"shadowSharpeLike": 1.3168366959760993,
"avgForwardReturns": {
"1": 0.009899921439159224,
"5": 0.05660676716122073,
"10": 0.12098297975402544
},
"shadowMaxDrawdown": -0.3977258059882979,
"shadowTotalReturn": 2.2116423324242147,
"avgForwardReturn1D": 0.009899921439159224,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-27",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-04"
],
"horizonObservationCounts": {
"1": 171,
"5": 167,
"10": 163
},
"baselineAvgForwardReturns": {
"1": 0.007613086636610614,
"5": 0.041243242221943435,
"10": 0.09160400173329103
}
},
{
"topN": 2,
"ticker": "ALMS",
"hitRates": {
"1": 0.5096774193548387,
"5": 0.5424836601307189,
"10": 0.5921052631578947
},
"hitRate1D": 0.5096774193548387,
"comboQuality": 0.99996443301007,
"eligibleDays": 297,
"fitnessScore": 2.6036925469964145,
"lookbackDays": 63,
"returnLift1D": 0.003094115657968675,
"hitRateLift1D": 0.00292066259808188,
"activationRate": 0.5218855218855218,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5067567567567568,
"5": 0.571917808219178,
"10": 0.5993031358885017
},
"sampleConfidence": 0.9978494623655915,
"shadowSharpeLike": 1.3063940170882846,
"avgForwardReturns": {
"1": 0.010707202294579289,
"5": 0.059127216347237804,
"10": 0.12583037098521727
},
"shadowMaxDrawdown": -0.34281185819176396,
"shadowTotalReturn": 2.157976324184502,
"avgForwardReturn1D": 0.010707202294579289,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-05",
"2025-09-08"
],
"horizonObservationCounts": {
"1": 155,
"5": 153,
"10": 152
},
"baselineAvgForwardReturns": {
"1": 0.007613086636610614,
"5": 0.041243242221943435,
"10": 0.09160400173329103
}
},
{
"topN": 2,
"ticker": "ALMS",
"hitRates": {
"1": 0.5304878048780488,
"5": 0.5962732919254659,
"10": 0.6305732484076433
},
"hitRate1D": 0.5304878048780488,
"comboQuality": 0.9996127184376128,
"eligibleDays": 352,
"fitnessScore": 2.078313668731836,
"lookbackDays": 14,
"returnLift1D": 0.0010285116002874475,
"hitRateLift1D": 0.027630662020905916,
"activationRate": 0.46875,
"activationCount": 165,
"baselineHitRates": {
"1": 0.5028571428571429,
"5": 0.5578034682080925,
"10": 0.5701754385964912
},
"sampleConfidence": 0.9947474747474748,
"shadowSharpeLike": 1.3602081910271366,
"avgForwardReturns": {
"1": 0.008575803629675074,
"5": 0.03470463245350768,
"10": 0.05886108014615263
},
"shadowMaxDrawdown": -0.5987620422940969,
"shadowTotalReturn": 1.7980539757658285,
"avgForwardReturn1D": 0.008575803629675074,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11"
],
"horizonObservationCounts": {
"1": 164,
"5": 161,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.007547292029387627,
"5": 0.04200045938349925,
"10": 0.09044878429978916
}
},
{
"topN": 3,
"ticker": "ALMS",
"hitRates": {
"1": 0.5079365079365079,
"5": 0.6,
"10": 0.6444444444444445
},
"hitRate1D": 0.5079365079365079,
"comboQuality": 0.9985288148768401,
"eligibleDays": 339,
"fitnessScore": 1.7844472402460938,
"lookbackDays": 21,
"returnLift1D": -0.0009537069601724549,
"hitRateLift1D": 0.0049779280548510885,
"activationRate": 0.56047197640118,
"activationCount": 190,
"baselineHitRates": {
"1": 0.5029585798816568,
"5": 0.5688622754491018,
"10": 0.5805471124620061
},
"sampleConfidence": 0.9943859649122807,
"shadowSharpeLike": 1.261751205901639,
"avgForwardReturns": {
"1": 0.0073051002554767675,
"5": 0.05739276597273256,
"10": 0.1095067332516958
},
"shadowMaxDrawdown": -0.7008482534462058,
"shadowTotalReturn": 1.574307790774494,
"avgForwardReturn1D": 0.0073051002554767675,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09"
],
"horizonObservationCounts": {
"1": 189,
"5": 185,
"10": 180
},
"baselineAvgForwardReturns": {
"1": 0.008258807215649222,
"5": 0.04635471410720386,
"10": 0.09485634293586022
}
},
{
"topN": 2,
"ticker": "ALMS",
"hitRates": {
"1": 0.5087719298245614,
"5": 0.6287425149700598,
"10": 0.6728395061728395
},
"hitRate1D": 0.5087719298245614,
"comboQuality": 0.9980863613926092,
"eligibleDays": 339,
"fitnessScore": 1.726503336382142,
"lookbackDays": 21,
"returnLift1D": -0.00036093329883239884,
"hitRateLift1D": 0.005813349942904611,
"activationRate": 0.5073746312684366,
"activationCount": 172,
"baselineHitRates": {
"1": 0.5029585798816568,
"5": 0.5688622754491018,
"10": 0.5805471124620061
},
"sampleConfidence": 0.9937984496124032,
"shadowSharpeLike": 1.2525482506342425,
"avgForwardReturns": {
"1": 0.007897873916816824,
"5": 0.06512790180026139,
"10": 0.12357935900461627
},
"shadowMaxDrawdown": -0.6974437217177676,
"shadowTotalReturn": 1.534095610600935,
"avgForwardReturn1D": 0.007897873916816824,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09"
],
"horizonObservationCounts": {
"1": 171,
"5": 167,
"10": 162
},
"baselineAvgForwardReturns": {
"1": 0.008258807215649222,
"5": 0.04635471410720386,
"10": 0.09485634293586022
}
},
{
"topN": 3,
"ticker": "ALMS",
"hitRates": {
"1": 0.5224719101123596,
"5": 0.5885714285714285,
"10": 0.6140350877192983
},
"hitRate1D": 0.5224719101123596,
"comboQuality": 0.9979106313171849,
"eligibleDays": 352,
"fitnessScore": 1.7071363893596319,
"lookbackDays": 14,
"returnLift1D": -0.0002948230379028879,
"hitRateLift1D": 0.019614767255216714,
"activationRate": 0.5085227272727273,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5028571428571429,
"5": 0.5578034682080925,
"10": 0.5701754385964912
},
"sampleConfidence": 0.9951582867783986,
"shadowSharpeLike": 1.2326250732343462,
"avgForwardReturns": {
"1": 0.007252468991484739,
"5": 0.030634229672911246,
"10": 0.05337887268752751
},
"shadowMaxDrawdown": -0.6210242342994158,
"shadowTotalReturn": 1.470779970272336,
"avgForwardReturn1D": 0.007252468991484739,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11"
],
"horizonObservationCounts": {
"1": 178,
"5": 175,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.007547292029387627,
"5": 0.04200045938349925,
"10": 0.09044878429978916
}
},
{
"topN": 4,
"ticker": "ALMS",
"hitRates": {
"1": 0.5051020408163265,
"5": 0.59375,
"10": 0.6363636363636364
},
"hitRate1D": 0.5051020408163265,
"comboQuality": 0.9972982990067073,
"eligibleDays": 339,
"fitnessScore": 1.6504570369223444,
"lookbackDays": 21,
"returnLift1D": -0.001468115855377869,
"hitRateLift1D": 0.002143460934669661,
"activationRate": 0.5811209439528023,
"activationCount": 197,
"baselineHitRates": {
"1": 0.5029585798816568,
"5": 0.5688622754491018,
"10": 0.5805471124620061
},
"sampleConfidence": 0.994585448392555,
"shadowSharpeLike": 1.215006623337118,
"avgForwardReturns": {
"1": 0.006790691360271353,
"5": 0.055204653255889614,
"10": 0.10597823079655996
},
"shadowMaxDrawdown": -0.7008482534462058,
"shadowTotalReturn": 1.450277048160027,
"avgForwardReturn1D": 0.006790691360271353,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09"
],
"horizonObservationCounts": {
"1": 196,
"5": 192,
"10": 187
},
"baselineAvgForwardReturns": {
"1": 0.008258807215649222,
"5": 0.04635471410720386,
"10": 0.09485634293586022
}
},
{
"topN": 4,
"ticker": "ALMS",
"hitRates": {
"1": 0.49079754601226994,
"5": 0.5408805031446541,
"10": 0.5194805194805194
},
"hitRate1D": 0.49079754601226994,
"comboQuality": 0.995071899514039,
"eligibleDays": 315,
"fitnessScore": 1.5177295032749882,
"lookbackDays": 45,
"returnLift1D": 0.0005239264193429155,
"hitRateLift1D": -0.012387167363526241,
"activationRate": 0.5206349206349207,
"activationCount": 164,
"baselineHitRates": {
"1": 0.5031847133757962,
"5": 0.5806451612903226,
"10": 0.5967213114754099
},
"sampleConfidence": 0.9934959349593496,
"shadowSharpeLike": 1.0087869727900074,
"avgForwardReturns": {
"1": 0.008320917138490208,
"5": 0.055149257465256486,
"10": 0.11122433594978674
},
"shadowMaxDrawdown": -0.4350314117149793,
"shadowTotalReturn": 1.2476552232580516,
"avgForwardReturn1D": 0.008320917138490208,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-05-05",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 163,
"5": 159,
"10": 154
},
"baselineAvgForwardReturns": {
"1": 0.007796990719147292,
"5": 0.041754091873079144,
"10": 0.08921400241628959
}
},
{
"topN": 3,
"ticker": "ALMS",
"hitRates": {
"1": 0.4936708860759494,
"5": 0.5324675324675324,
"10": 0.5100671140939598
},
"hitRate1D": 0.4936708860759494,
"comboQuality": 0.9884152591201484,
"eligibleDays": 315,
"fitnessScore": 1.3282111067147973,
"lookbackDays": 45,
"returnLift1D": 0.0003141173759668367,
"hitRateLift1D": -0.009513827299846789,
"activationRate": 0.5047619047619047,
"activationCount": 159,
"baselineHitRates": {
"1": 0.5031847133757962,
"5": 0.5806451612903226,
"10": 0.5967213114754099
},
"sampleConfidence": 0.9932914046121594,
"shadowSharpeLike": 0.9528134228180736,
"avgForwardReturns": {
"1": 0.008111108095114129,
"5": 0.05632394094162303,
"10": 0.11561285011960813
},
"shadowMaxDrawdown": -0.45993957810276254,
"shadowTotalReturn": 1.0868045038829446,
"avgForwardReturn1D": 0.008111108095114129,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-05-05",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 158,
"5": 154,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.007796990719147292,
"5": 0.041754091873079144,
"10": 0.08921400241628959
}
},
{
"topN": 5,
"ticker": "ALMS",
"hitRates": {
"1": 0.4951923076923077,
"5": 0.5784313725490197,
"10": 0.6130653266331658
},
"hitRate1D": 0.4951923076923077,
"comboQuality": 0.9875404579149346,
"eligibleDays": 339,
"fitnessScore": 1.312000754899756,
"lookbackDays": 21,
"returnLift1D": -0.002418136926669339,
"hitRateLift1D": -0.0077662721893491105,
"activationRate": 0.616519174041298,
"activationCount": 209,
"baselineHitRates": {
"1": 0.5029585798816568,
"5": 0.5688622754491018,
"10": 0.5805471124620061
},
"sampleConfidence": 0.9948963317384371,
"shadowSharpeLike": 1.093198188551605,
"avgForwardReturns": {
"1": 0.0058406702889798835,
"5": 0.04859559829466874,
"10": 0.09422753464364152
},
"shadowMaxDrawdown": -0.7351330451553006,
"shadowTotalReturn": 1.1572943804473041,
"avgForwardReturn1D": 0.0058406702889798835,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09"
],
"horizonObservationCounts": {
"1": 208,
"5": 204,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.008258807215649222,
"5": 0.04635471410720386,
"10": 0.09485634293586022
}
},
{
"topN": 4,
"ticker": "ALMS",
"hitRates": {
"1": 0.5161290322580645,
"5": 0.5901639344262295,
"10": 0.6123595505617978
},
"hitRate1D": 0.5161290322580645,
"comboQuality": 0.9831192278315418,
"eligibleDays": 352,
"fitnessScore": 1.244202137367244,
"lookbackDays": 14,
"returnLift1D": -0.001437777705732956,
"hitRateLift1D": 0.01327188940092161,
"activationRate": 0.53125,
"activationCount": 187,
"baselineHitRates": {
"1": 0.5028571428571429,
"5": 0.5578034682080925,
"10": 0.5701754385964912
},
"sampleConfidence": 0.9950089126559716,
"shadowSharpeLike": 1.0580762998637316,
"avgForwardReturns": {
"1": 0.006109514323654671,
"5": 0.0345853676897702,
"10": 0.0587258037977027
},
"shadowMaxDrawdown": -0.6784014286595481,
"shadowTotalReturn": 1.0763015312835775,
"avgForwardReturn1D": 0.006109514323654671,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10"
],
"horizonObservationCounts": {
"1": 186,
"5": 183,
"10": 178
},
"baselineAvgForwardReturns": {
"1": 0.007547292029387627,
"5": 0.04200045938349925,
"10": 0.09044878429978916
}
},
{
"topN": 5,
"ticker": "ALMS",
"hitRates": {
"1": 0.48214285714285715,
"5": 0.5426829268292683,
"10": 0.5345911949685535
},
"hitRate1D": 0.48214285714285715,
"comboQuality": 0.9698298186555804,
"eligibleDays": 315,
"fitnessScore": 1.113458640453142,
"lookbackDays": 45,
"returnLift1D": -0.000641796104102344,
"hitRateLift1D": -0.021041856232939027,
"activationRate": 0.5365079365079365,
"activationCount": 169,
"baselineHitRates": {
"1": 0.5031847133757962,
"5": 0.5806451612903226,
"10": 0.5967213114754099
},
"sampleConfidence": 0.9936883629191322,
"shadowSharpeLike": 0.8882531300282458,
"avgForwardReturns": {
"1": 0.007155194615044948,
"5": 0.05376541773268099,
"10": 0.11188474201503225
},
"shadowMaxDrawdown": -0.4917816312180523,
"shadowTotalReturn": 0.9121822069920391,
"avgForwardReturn1D": 0.007155194615044948,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-05-05",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 168,
"5": 164,
"10": 159
},
"baselineAvgForwardReturns": {
"1": 0.007796990719147292,
"5": 0.041754091873079144,
"10": 0.08921400241628959
}
},
{
"topN": 5,
"ticker": "ALMS",
"hitRates": {
"1": 0.5132275132275133,
"5": 0.5860215053763441,
"10": 0.6022099447513812
},
"hitRate1D": 0.5132275132275133,
"comboQuality": 0.9666855299634042,
"eligibleDays": 352,
"fitnessScore": 1.0909339085796281,
"lookbackDays": 14,
"returnLift1D": -0.001889906585148632,
"hitRateLift1D": 0.010370370370370363,
"activationRate": 0.5397727272727273,
"activationCount": 190,
"baselineHitRates": {
"1": 0.5028571428571429,
"5": 0.5578034682080925,
"10": 0.5701754385964912
},
"sampleConfidence": 0.9950877192982457,
"shadowSharpeLike": 0.9920355558938808,
"avgForwardReturns": {
"1": 0.005657385444238995,
"5": 0.03324467951236612,
"10": 0.05513860963104529
},
"shadowMaxDrawdown": -0.6740399214702498,
"shadowTotalReturn": 0.9384279411026879,
"avgForwardReturn1D": 0.005657385444238995,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10"
],
"horizonObservationCounts": {
"1": 189,
"5": 186,
"10": 181
},
"baselineAvgForwardReturns": {
"1": 0.007547292029387627,
"5": 0.04200045938349925,
"10": 0.09044878429978916
}
}
],
"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": 0.9996127184376128,
"fitnessScore": 2.078313668731836,
"lookbackDays": 14,
"returnLift1D": 0.0010285116002874475,
"activationRate": 0.46875,
"activationCount": 165,
"sampleConfidence": 0.9947474747474748,
"shadowTotalReturn": 1.7980539757658285,
"avgForwardReturn1D": 0.008575803629675074
},
{
"bestTopN": 3,
"comboQuality": 0.9985288148768401,
"fitnessScore": 1.7844472402460938,
"lookbackDays": 21,
"returnLift1D": -0.0009537069601724549,
"activationRate": 0.56047197640118,
"activationCount": 190,
"sampleConfidence": 0.9943859649122807,
"shadowTotalReturn": 1.574307790774494,
"avgForwardReturn1D": 0.0073051002554767675
},
{
"bestTopN": 2,
"comboQuality": 0.9999999992102098,
"fitnessScore": 4.961035824625515,
"lookbackDays": 30,
"returnLift1D": 0.007207605401217012,
"activationRate": 0.49393939393939396,
"activationCount": 163,
"sampleConfidence": 0.9934560327198365,
"shadowTotalReturn": 4.443175229773361,
"avgForwardReturn1D": 0.01452818373073518
},
{
"bestTopN": 2,
"comboQuality": 0.9999971642166242,
"fitnessScore": 3.1601016900248453,
"lookbackDays": 45,
"returnLift1D": 0.004420701685249256,
"activationRate": 0.473015873015873,
"activationCount": 149,
"sampleConfidence": 0.993288590604027,
"shadowTotalReturn": 2.688269740165016,
"avgForwardReturn1D": 0.012217692404396548
},
{
"bestTopN": 5,
"comboQuality": 0.9999986869551315,
"fitnessScore": 3.3294953050882112,
"lookbackDays": 63,
"returnLift1D": 0.002964335198427092,
"activationRate": 0.5993265993265994,
"activationCount": 178,
"sampleConfidence": 0.9940074906367042,
"shadowTotalReturn": 2.8352127262901297,
"avgForwardReturn1D": 0.010577421835037706
}
],
"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": "3b9fd6b54bc562e180d7eb4339cce4d27d0453cf62d62501c733437e40ca8683",
"size": 13,
"members": [
"ALMS",
"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",
"ALMS"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "ALMS",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "ALMS",
"hitRates": {
"1": 0.5153374233128835,
"5": 0.6415094339622641,
"10": 0.6363636363636364
},
"hitRate1D": 0.5153374233128835,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9999999999186595,
"eligibleDays": 359,
"fitnessScore": 5.461122738857278,
"lookbackDays": 30,
"returnLift1D": 0.007580727505999453,
"hitRateLift1D": 0.013944665652716348,
"portfolioSize": 2,
"activationRate": 0.45403899721448465,
"activationCount": 163,
"baselineHitRates": {
"1": 0.5013927576601671,
"5": 0.5549295774647888,
"10": 0.5571428571428572
},
"sampleConfidence": 0.9946830265848672,
"shadowSharpeLike": 1.5752532032290523,
"avgForwardReturns": {
"1": 0.014982934041394185,
"5": 0.07270341975674449,
"10": 0.13557157246549786
},
"shadowMaxDrawdown": -0.5583590600928785,
"shadowTotalReturn": 4.925517264900172,
"avgForwardReturn1D": 0.014982934041394185,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11"
],
"horizonObservationCounts": {
"1": 163,
"5": 159,
"10": 154
},
"baselineAvgForwardReturns": {
"1": 0.007402206535394732,
"5": 0.04033694442123135,
"10": 0.08691533688250609
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999999999186595,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9966404368970919,
"bestRawFitnessScore": 5.461122738857278,
"upperQuartileComboQuality": 0.9992483822552304
},
"algorithmFit": {
"label": "strong",
"score": 0.9890578979617277,
"rawScore": 0.9976016309784478,
"confidence": 0.9828714533909885,
"bestProfile": {
"lookbackDays": 30,
"portfolioSize": 2
},
"profileBreadth": 0.8500793474400417,
"recommendedRegion": {
"lookbackDays": [
14,
21,
30,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.9956668033400224,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "ALMS",
"hitRates": {
"1": 0.5153374233128835,
"5": 0.6415094339622641,
"10": 0.6363636363636364
},
"hitRate1D": 0.5153374233128835,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9999999999186595,
"eligibleDays": 359,
"fitnessScore": 5.461122738857278,
"lookbackDays": 30,
"returnLift1D": 0.007580727505999453,
"hitRateLift1D": 0.013944665652716348,
"portfolioSize": 2,
"activationRate": 0.45403899721448465,
"activationCount": 163,
"baselineHitRates": {
"1": 0.5013927576601671,
"5": 0.5549295774647888,
"10": 0.5571428571428572
},
"sampleConfidence": 0.9946830265848672,
"shadowSharpeLike": 1.5752532032290523,
"avgForwardReturns": {
"1": 0.014982934041394185,
"5": 0.07270341975674449,
"10": 0.13557157246549786
},
"shadowMaxDrawdown": -0.5583590600928785,
"shadowTotalReturn": 4.925517264900172,
"avgForwardReturn1D": 0.014982934041394185,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11"
],
"horizonObservationCounts": {
"1": 163,
"5": 159,
"10": 154
},
"baselineAvgForwardReturns": {
"1": 0.007402206535394732,
"5": 0.04033694442123135,
"10": 0.08691533688250609
}
},
{
"topN": 3,
"ticker": "ALMS",
"hitRates": {
"1": 0.4942528735632184,
"5": 0.6,
"10": 0.6060606060606061
},
"hitRate1D": 0.4942528735632184,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999999956570111,
"eligibleDays": 359,
"fitnessScore": 4.586034673364803,
"lookbackDays": 30,
"returnLift1D": 0.005880548889957529,
"hitRateLift1D": -0.007139884096948712,
"portfolioSize": 3,
"activationRate": 0.48467966573816157,
"activationCount": 174,
"baselineHitRates": {
"1": 0.5013927576601671,
"5": 0.5549295774647888,
"10": 0.5571428571428572
},
"sampleConfidence": 0.9950191570881226,
"shadowSharpeLike": 1.479883666050725,
"avgForwardReturns": {
"1": 0.01328275542535226,
"5": 0.06319540192083106,
"10": 0.12240073589788368
},
"shadowMaxDrawdown": -0.5583590600928785,
"shadowTotalReturn": 4.132609443089358,
"avgForwardReturn1D": 0.01328275542535226,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11"
],
"horizonObservationCounts": {
"1": 174,
"5": 170,
"10": 165
},
"baselineAvgForwardReturns": {
"1": 0.007402206535394732,
"5": 0.04033694442123135,
"10": 0.08691533688250609
}
},
{
"topN": 4,
"ticker": "ALMS",
"hitRates": {
"1": 0.4888888888888889,
"5": 0.5795454545454546,
"10": 0.5847953216374269
},
"hitRate1D": 0.4888888888888889,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999953251057765,
"eligibleDays": 359,
"fitnessScore": 3.0501258562388234,
"lookbackDays": 30,
"returnLift1D": 0.003774424572137034,
"hitRateLift1D": -0.012503868771278237,
"portfolioSize": 4,
"activationRate": 0.5013927576601671,
"activationCount": 180,
"baselineHitRates": {
"1": 0.5013927576601671,
"5": 0.5549295774647888,
"10": 0.5571428571428572
},
"sampleConfidence": 0.9951851851851853,
"shadowSharpeLike": 1.268228246545987,
"avgForwardReturns": {
"1": 0.011176631107531766,
"5": 0.058598506713433404,
"10": 0.11489408873263936
},
"shadowMaxDrawdown": -0.5583590600928785,
"shadowTotalReturn": 2.7076861433141124,
"avgForwardReturn1D": 0.011176631107531766,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11"
],
"horizonObservationCounts": {
"1": 180,
"5": 176,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.007402206535394732,
"5": 0.04033694442123135,
"10": 0.08691533688250609
}
},
{
"topN": 5,
"ticker": "ALMS",
"hitRates": {
"1": 0.4888888888888889,
"5": 0.5795454545454546,
"10": 0.5847953216374269
},
"hitRate1D": 0.4888888888888889,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999953251057765,
"eligibleDays": 359,
"fitnessScore": 3.0501258562388234,
"lookbackDays": 30,
"returnLift1D": 0.003774424572137034,
"hitRateLift1D": -0.012503868771278237,
"portfolioSize": 5,
"activationRate": 0.5013927576601671,
"activationCount": 180,
"baselineHitRates": {
"1": 0.5013927576601671,
"5": 0.5549295774647888,
"10": 0.5571428571428572
},
"sampleConfidence": 0.9951851851851853,
"shadowSharpeLike": 1.268228246545987,
"avgForwardReturns": {
"1": 0.011176631107531766,
"5": 0.058598506713433404,
"10": 0.11489408873263936
},
"shadowMaxDrawdown": -0.5583590600928785,
"shadowTotalReturn": 2.7076861433141124,
"avgForwardReturn1D": 0.011176631107531766,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11"
],
"horizonObservationCounts": {
"1": 180,
"5": 176,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.007402206535394732,
"5": 0.04033694442123135,
"10": 0.08691533688250609
}
},
{
"topN": 2,
"ticker": "ALMS",
"hitRates": {
"1": 0.5304878048780488,
"5": 0.5962732919254659,
"10": 0.6305732484076433
},
"hitRate1D": 0.5304878048780488,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9995982489332866,
"eligibleDays": 375,
"fitnessScore": 2.0702407346064025,
"lookbackDays": 14,
"returnLift1D": 0.002014075267495719,
"hitRateLift1D": 0.026487804878048804,
"portfolioSize": 2,
"activationRate": 0.43733333333333335,
"activationCount": 164,
"baselineHitRates": {
"1": 0.504,
"5": 0.555256064690027,
"10": 0.5382513661202186
},
"sampleConfidence": 0.9959349593495935,
"shadowSharpeLike": 1.317652788570105,
"avgForwardReturns": {
"1": 0.008575803629675074,
"5": 0.03470463245350768,
"10": 0.05886108014615263
},
"shadowMaxDrawdown": -0.5987620422940969,
"shadowTotalReturn": 1.7980539757658285,
"avgForwardReturn1D": 0.008575803629675074,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11"
],
"horizonObservationCounts": {
"1": 164,
"5": 161,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.006561728362179355,
"5": 0.035962278509802534,
"10": 0.07519513413277991
}
},
{
"topN": 3,
"ticker": "ALMS",
"hitRates": {
"1": 0.5105263157894737,
"5": 0.5967741935483871,
"10": 0.6408839779005525
},
"hitRate1D": 0.5105263157894737,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9991317600292117,
"eligibleDays": 368,
"fitnessScore": 1.9005982360796192,
"lookbackDays": 21,
"returnLift1D": 0.0011674347713328086,
"hitRateLift1D": 0.007808924485125934,
"portfolioSize": 3,
"activationRate": 0.5163043478260869,
"activationCount": 190,
"baselineHitRates": {
"1": 0.5027173913043478,
"5": 0.5521978021978022,
"10": 0.5459610027855153
},
"sampleConfidence": 0.9954385964912281,
"shadowSharpeLike": 1.2477875413899229,
"avgForwardReturns": {
"1": 0.007497396277447599,
"5": 0.05673625566422949,
"10": 0.10799052519806185
},
"shadowMaxDrawdown": -0.7008482534462057,
"shadowTotalReturn": 1.6845388105274157,
"avgForwardReturn1D": 0.007497396277447599,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08"
],
"horizonObservationCounts": {
"1": 190,
"5": 186,
"10": 181
},
"baselineAvgForwardReturns": {
"1": 0.00632996150611479,
"5": 0.036097669378767676,
"10": 0.08070142695362773
}
},
{
"topN": 4,
"ticker": "ALMS",
"hitRates": {
"1": 0.5076142131979695,
"5": 0.5906735751295337,
"10": 0.6329787234042553
},
"hitRate1D": 0.5076142131979695,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9983556987335362,
"eligibleDays": 368,
"fitnessScore": 1.7599347003315933,
"lookbackDays": 21,
"returnLift1D": 0.0006488042352208422,
"hitRateLift1D": 0.004896821893621728,
"portfolioSize": 4,
"activationRate": 0.5353260869565217,
"activationCount": 197,
"baselineHitRates": {
"1": 0.5027173913043478,
"5": 0.5521978021978022,
"10": 0.5459610027855153
},
"sampleConfidence": 0.995600676818951,
"shadowSharpeLike": 1.2029062573832068,
"avgForwardReturns": {
"1": 0.006978765741335632,
"5": 0.054583291573688957,
"10": 0.10453724592819501
},
"shadowMaxDrawdown": -0.7008482534462057,
"shadowTotalReturn": 1.5551971119782677,
"avgForwardReturn1D": 0.006978765741335632,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08"
],
"horizonObservationCounts": {
"1": 197,
"5": 193,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.00632996150611479,
"5": 0.036097669378767676,
"10": 0.08070142695362773
}
},
{
"topN": 5,
"ticker": "ALMS",
"hitRates": {
"1": 0.5076142131979695,
"5": 0.5906735751295337,
"10": 0.6329787234042553
},
"hitRate1D": 0.5076142131979695,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9983556987335362,
"eligibleDays": 368,
"fitnessScore": 1.7599347003315933,
"lookbackDays": 21,
"returnLift1D": 0.0006488042352208422,
"hitRateLift1D": 0.004896821893621728,
"portfolioSize": 5,
"activationRate": 0.5353260869565217,
"activationCount": 197,
"baselineHitRates": {
"1": 0.5027173913043478,
"5": 0.5521978021978022,
"10": 0.5459610027855153
},
"sampleConfidence": 0.995600676818951,
"shadowSharpeLike": 1.2029062573832068,
"avgForwardReturns": {
"1": 0.006978765741335632,
"5": 0.054583291573688957,
"10": 0.10453724592819501
},
"shadowMaxDrawdown": -0.7008482534462057,
"shadowTotalReturn": 1.5551971119782677,
"avgForwardReturn1D": 0.006978765741335632,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08"
],
"horizonObservationCounts": {
"1": 197,
"5": 193,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.00632996150611479,
"5": 0.036097669378767676,
"10": 0.08070142695362773
}
},
{
"topN": 2,
"ticker": "ALMS",
"hitRates": {
"1": 0.5087719298245614,
"5": 0.6287425149700598,
"10": 0.6728395061728395
},
"hitRate1D": 0.5087719298245614,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9980233435218324,
"eligibleDays": 368,
"fitnessScore": 1.7193613772071457,
"lookbackDays": 21,
"returnLift1D": 0.0015679124107020334,
"hitRateLift1D": 0.006054538520213648,
"portfolioSize": 2,
"activationRate": 0.46467391304347827,
"activationCount": 171,
"baselineHitRates": {
"1": 0.5027173913043478,
"5": 0.5521978021978022,
"10": 0.5459610027855153
},
"sampleConfidence": 0.9949317738791423,
"shadowSharpeLike": 1.2020269426592238,
"avgForwardReturns": {
"1": 0.007897873916816824,
"5": 0.06512790180026139,
"10": 0.12357935900461627
},
"shadowMaxDrawdown": -0.6974437217177676,
"shadowTotalReturn": 1.534095610600935,
"avgForwardReturn1D": 0.007897873916816824,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09"
],
"horizonObservationCounts": {
"1": 171,
"5": 167,
"10": 162
},
"baselineAvgForwardReturns": {
"1": 0.00632996150611479,
"5": 0.036097669378767676,
"10": 0.08070142695362773
}
},
{
"topN": 3,
"ticker": "ALMS",
"hitRates": {
"1": 0.5224719101123596,
"5": 0.5885714285714285,
"10": 0.6140350877192983
},
"hitRate1D": 0.5224719101123596,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9978162465945936,
"eligibleDays": 375,
"fitnessScore": 1.697395279079269,
"lookbackDays": 14,
"returnLift1D": 0.0006907406293053834,
"hitRateLift1D": 0.018471910112359602,
"portfolioSize": 3,
"activationRate": 0.4746666666666667,
"activationCount": 178,
"baselineHitRates": {
"1": 0.504,
"5": 0.555256064690027,
"10": 0.5382513661202186
},
"sampleConfidence": 0.9962546816479402,
"shadowSharpeLike": 1.1941094161296024,
"avgForwardReturns": {
"1": 0.007252468991484739,
"5": 0.030634229672911246,
"10": 0.05337887268752751
},
"shadowMaxDrawdown": -0.6210242342994158,
"shadowTotalReturn": 1.470779970272336,
"avgForwardReturn1D": 0.007252468991484739,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11"
],
"horizonObservationCounts": {
"1": 178,
"5": 175,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.006561728362179355,
"5": 0.035962278509802534,
"10": 0.07519513413277991
}
},
{
"topN": 2,
"ticker": "ALMS",
"hitRates": {
"1": 0.5031446540880503,
"5": 0.4967741935483871,
"10": 0.4768211920529801
},
"hitRate1D": 0.5031446540880503,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9954646271995903,
"eligibleDays": 344,
"fitnessScore": 1.5360865070614838,
"lookbackDays": 45,
"returnLift1D": 0.0015643509353253301,
"hitRateLift1D": 0.0031446540880503138,
"portfolioSize": 2,
"activationRate": 0.4622093023255814,
"activationCount": 159,
"baselineHitRates": {
"1": 0.5,
"5": 0.5588235294117647,
"10": 0.5791044776119403
},
"sampleConfidence": 0.9949685534591195,
"shadowSharpeLike": 0.9951902744053459,
"avgForwardReturns": {
"1": 0.009467593343758874,
"5": 0.03964696748230386,
"10": 0.08522607845390495
},
"shadowMaxDrawdown": -0.640020604902378,
"shadowTotalReturn": 1.3398063236368278,
"avgForwardReturn1D": 0.009467593343758874,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 159,
"5": 155,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.007903242408433543,
"5": 0.04310209116643735,
"10": 0.09397395515205138
}
},
{
"topN": 4,
"ticker": "ALMS",
"hitRates": {
"1": 0.5027624309392266,
"5": 0.5423728813559322,
"10": 0.5838150289017341
},
"hitRate1D": 0.5027624309392266,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.98724809476478,
"eligibleDays": 326,
"fitnessScore": 1.3068329495274056,
"lookbackDays": 63,
"returnLift1D": 0.0013505700449136888,
"hitRateLift1D": 0.005829915601803237,
"portfolioSize": 4,
"activationRate": 0.5552147239263804,
"activationCount": 181,
"baselineHitRates": {
"1": 0.49693251533742333,
"5": 0.5590062111801242,
"10": 0.5741324921135647
},
"sampleConfidence": 0.9955801104972376,
"shadowSharpeLike": 0.9513877630168724,
"avgForwardReturns": {
"1": 0.007492640412757268,
"5": 0.04702570713345244,
"10": 0.10303327184881342
},
"shadowMaxDrawdown": -0.6493100164186432,
"shadowTotalReturn": 1.0998015080134462,
"avgForwardReturn1D": 0.007492640412757268,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-05-12",
"2025-05-13",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 181,
"5": 177,
"10": 173
},
"baselineAvgForwardReturns": {
"1": 0.006142070367843579,
"5": 0.031455182086648624,
"10": 0.0738645847414424
}
},
{
"topN": 5,
"ticker": "ALMS",
"hitRates": {
"1": 0.5027624309392266,
"5": 0.5423728813559322,
"10": 0.5838150289017341
},
"hitRate1D": 0.5027624309392266,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.98724809476478,
"eligibleDays": 326,
"fitnessScore": 1.3068329495274056,
"lookbackDays": 63,
"returnLift1D": 0.0013505700449136888,
"hitRateLift1D": 0.005829915601803237,
"portfolioSize": 5,
"activationRate": 0.5552147239263804,
"activationCount": 181,
"baselineHitRates": {
"1": 0.49693251533742333,
"5": 0.5590062111801242,
"10": 0.5741324921135647
},
"sampleConfidence": 0.9955801104972376,
"shadowSharpeLike": 0.9513877630168724,
"avgForwardReturns": {
"1": 0.007492640412757268,
"5": 0.04702570713345244,
"10": 0.10303327184881342
},
"shadowMaxDrawdown": -0.6493100164186432,
"shadowTotalReturn": 1.0998015080134462,
"avgForwardReturn1D": 0.007492640412757268,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-05-12",
"2025-05-13",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 181,
"5": 177,
"10": 173
},
"baselineAvgForwardReturns": {
"1": 0.006142070367843579,
"5": 0.031455182086648624,
"10": 0.0738645847414424
}
},
{
"topN": 4,
"ticker": "ALMS",
"hitRates": {
"1": 0.5133689839572193,
"5": 0.5869565217391305,
"10": 0.6089385474860335
},
"hitRate1D": 0.5133689839572193,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9717476149826207,
"eligibleDays": 375,
"fitnessScore": 1.1283420119098113,
"lookbackDays": 14,
"returnLift1D": -0.0007155655299330675,
"hitRateLift1D": 0.009368983957219301,
"portfolioSize": 4,
"activationRate": 0.49866666666666665,
"activationCount": 187,
"baselineHitRates": {
"1": 0.504,
"5": 0.555256064690027,
"10": 0.5382513661202186
},
"sampleConfidence": 0.996078431372549,
"shadowSharpeLike": 0.9831819719150237,
"avgForwardReturns": {
"1": 0.005846162832246288,
"5": 0.03385392572813418,
"10": 0.05672174902788313
},
"shadowMaxDrawdown": -0.6784014286595483,
"shadowTotalReturn": 0.984704667093607,
"avgForwardReturn1D": 0.005846162832246288,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"2025-03-27",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09"
],
"horizonObservationCounts": {
"1": 187,
"5": 184,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.006561728362179355,
"5": 0.035962278509802534,
"10": 0.07519513413277991
}
},
{
"topN": 5,
"ticker": "ALMS",
"hitRates": {
"1": 0.5133689839572193,
"5": 0.5869565217391305,
"10": 0.6089385474860335
},
"hitRate1D": 0.5133689839572193,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9717476149826207,
"eligibleDays": 375,
"fitnessScore": 1.1283420119098113,
"lookbackDays": 14,
"returnLift1D": -0.0007155655299330675,
"hitRateLift1D": 0.009368983957219301,
"portfolioSize": 5,
"activationRate": 0.49866666666666665,
"activationCount": 187,
"baselineHitRates": {
"1": 0.504,
"5": 0.555256064690027,
"10": 0.5382513661202186
},
"sampleConfidence": 0.996078431372549,
"shadowSharpeLike": 0.9831819719150237,
"avgForwardReturns": {
"1": 0.005846162832246288,
"5": 0.03385392572813418,
"10": 0.05672174902788313
},
"shadowMaxDrawdown": -0.6784014286595483,
"shadowTotalReturn": 0.984704667093607,
"avgForwardReturn1D": 0.005846162832246288,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"2025-03-27",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09"
],
"horizonObservationCounts": {
"1": 187,
"5": 184,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.006561728362179355,
"5": 0.035962278509802534,
"10": 0.07519513413277991
}
},
{
"topN": 3,
"ticker": "ALMS",
"hitRates": {
"1": 0.5028248587570622,
"5": 0.5433526011560693,
"10": 0.5857988165680473
},
"hitRate1D": 0.5028248587570622,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9600210511655115,
"eligibleDays": 326,
"fitnessScore": 1.049292478736762,
"lookbackDays": 63,
"returnLift1D": 0.0007673291977764746,
"hitRateLift1D": 0.005892343419638846,
"portfolioSize": 3,
"activationRate": 0.5429447852760736,
"activationCount": 177,
"baselineHitRates": {
"1": 0.49693251533742333,
"5": 0.5590062111801242,
"10": 0.5741324921135647
},
"sampleConfidence": 0.9954802259887007,
"shadowSharpeLike": 0.866527744940132,
"avgForwardReturns": {
"1": 0.0069093995656200535,
"5": 0.048666236339778214,
"10": 0.10466574952221944
},
"shadowMaxDrawdown": -0.6303684330162065,
"shadowTotalReturn": 0.8663379970207825,
"avgForwardReturn1D": 0.0069093995656200535,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-05-12",
"2025-05-13",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-27",
"2025-08-26"
],
"horizonObservationCounts": {
"1": 177,
"5": 173,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.006142070367843579,
"5": 0.031455182086648624,
"10": 0.0738645847414424
}
},
{
"topN": 2,
"ticker": "ALMS",
"hitRates": {
"1": 0.50625,
"5": 0.5379746835443038,
"10": 0.5732484076433121
},
"hitRate1D": 0.50625,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9288761351454717,
"eligibleDays": 326,
"fitnessScore": 0.9153015425394962,
"lookbackDays": 63,
"returnLift1D": 0.0009780935423077302,
"hitRateLift1D": 0.009317484662576647,
"portfolioSize": 2,
"activationRate": 0.49079754601226994,
"activationCount": 160,
"baselineHitRates": {
"1": 0.49693251533742333,
"5": 0.5590062111801242,
"10": 0.5741324921135647
},
"sampleConfidence": 0.9979166666666668,
"shadowSharpeLike": 0.8156391110462446,
"avgForwardReturns": {
"1": 0.007120163910151309,
"5": 0.05131468310216058,
"10": 0.11108469261123351
},
"shadowMaxDrawdown": -0.6044169066069797,
"shadowTotalReturn": 0.7461191362511905,
"avgForwardReturn1D": 0.007120163910151309,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-05-12",
"2025-05-13",
"2025-05-19",
"2025-05-20",
"2025-08-27",
"2025-08-28",
"2025-08-29"
],
"horizonObservationCounts": {
"1": 160,
"5": 158,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.006142070367843579,
"5": 0.031455182086648624,
"10": 0.0738645847414424
}
},
{
"topN": 4,
"ticker": "ALMS",
"hitRates": {
"1": 0.4742857142857143,
"5": 0.5087719298245614,
"10": 0.4819277108433735
},
"hitRate1D": 0.4742857142857143,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.4899214131650833,
"eligibleDays": 344,
"fitnessScore": 0.3411296420784879,
"lookbackDays": 45,
"returnLift1D": -0.0022264520013826677,
"hitRateLift1D": -0.02571428571428569,
"portfolioSize": 4,
"activationRate": 0.5087209302325582,
"activationCount": 175,
"baselineHitRates": {
"1": 0.5,
"5": 0.5588235294117647,
"10": 0.5791044776119403
},
"sampleConfidence": 0.9950476190476191,
"shadowSharpeLike": 0.6378840340287046,
"avgForwardReturns": {
"1": 0.005676790407050876,
"5": 0.036406832922899146,
"10": 0.07820324497270933
},
"shadowMaxDrawdown": -0.7561216815377917,
"shadowTotalReturn": 0.34033934015124023,
"avgForwardReturn1D": 0.005676790407050876,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 175,
"5": 171,
"10": 166
},
"baselineAvgForwardReturns": {
"1": 0.007903242408433543,
"5": 0.04310209116643735,
"10": 0.09397395515205138
}
},
{
"topN": 5,
"ticker": "ALMS",
"hitRates": {
"1": 0.4742857142857143,
"5": 0.5087719298245614,
"10": 0.4819277108433735
},
"hitRate1D": 0.4742857142857143,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.4899214131650833,
"eligibleDays": 344,
"fitnessScore": 0.3411296420784879,
"lookbackDays": 45,
"returnLift1D": -0.0022264520013826677,
"hitRateLift1D": -0.02571428571428569,
"portfolioSize": 5,
"activationRate": 0.5087209302325582,
"activationCount": 175,
"baselineHitRates": {
"1": 0.5,
"5": 0.5588235294117647,
"10": 0.5791044776119403
},
"sampleConfidence": 0.9950476190476191,
"shadowSharpeLike": 0.6378840340287046,
"avgForwardReturns": {
"1": 0.005676790407050876,
"5": 0.036406832922899146,
"10": 0.07820324497270933
},
"shadowMaxDrawdown": -0.7561216815377917,
"shadowTotalReturn": 0.34033934015124023,
"avgForwardReturn1D": 0.005676790407050876,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 175,
"5": 171,
"10": 166
},
"baselineAvgForwardReturns": {
"1": 0.007903242408433543,
"5": 0.04310209116643735,
"10": 0.09397395515205138
}
},
{
"topN": 3,
"ticker": "ALMS",
"hitRates": {
"1": 0.4764705882352941,
"5": 0.5,
"10": 0.4720496894409938
},
"hitRate1D": 0.4764705882352941,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.3688445016745912,
"eligibleDays": 344,
"fitnessScore": 0.23182103509363947,
"lookbackDays": 45,
"returnLift1D": -0.002499219427915713,
"hitRateLift1D": -0.02352941176470591,
"portfolioSize": 3,
"activationRate": 0.4941860465116279,
"activationCount": 170,
"baselineHitRates": {
"1": 0.5,
"5": 0.5588235294117647,
"10": 0.5791044776119403
},
"sampleConfidence": 0.9949019607843138,
"shadowSharpeLike": 0.5885889038952723,
"avgForwardReturns": {
"1": 0.005404022980517831,
"5": 0.03693206866174651,
"10": 0.0812391651989081
},
"shadowMaxDrawdown": -0.7488298917364099,
"shadowTotalReturn": 0.24441958126688168,
"avgForwardReturn1D": 0.005404022980517831,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 170,
"5": 166,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.007903242408433543,
"5": 0.04310209116643735,
"10": 0.09397395515205138
}
}
],
"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": 0.9995982489332866,
"fitnessScore": 2.0702407346064025,
"lookbackDays": 14,
"returnLift1D": 0.002014075267495719,
"activationRate": 0.43733333333333335,
"activationCount": 164,
"sampleConfidence": 0.9959349593495935,
"bestPortfolioSize": 2,
"shadowTotalReturn": 1.7980539757658285,
"avgForwardReturn1D": 0.008575803629675074
},
{
"comboQuality": 0.9991317600292117,
"fitnessScore": 1.9005982360796192,
"lookbackDays": 21,
"returnLift1D": 0.0011674347713328086,
"activationRate": 0.5163043478260869,
"activationCount": 190,
"sampleConfidence": 0.9954385964912281,
"bestPortfolioSize": 3,
"shadowTotalReturn": 1.6845388105274157,
"avgForwardReturn1D": 0.007497396277447599
},
{
"comboQuality": 0.9999999999186595,
"fitnessScore": 5.461122738857278,
"lookbackDays": 30,
"returnLift1D": 0.007580727505999453,
"activationRate": 0.45403899721448465,
"activationCount": 163,
"sampleConfidence": 0.9946830265848672,
"bestPortfolioSize": 2,
"shadowTotalReturn": 4.925517264900172,
"avgForwardReturn1D": 0.014982934041394185
},
{
"comboQuality": 0.9954646271995903,
"fitnessScore": 1.5360865070614838,
"lookbackDays": 45,
"returnLift1D": 0.0015643509353253301,
"activationRate": 0.4622093023255814,
"activationCount": 159,
"sampleConfidence": 0.9949685534591195,
"bestPortfolioSize": 2,
"shadowTotalReturn": 1.3398063236368278,
"avgForwardReturn1D": 0.009467593343758874
},
{
"comboQuality": 0.98724809476478,
"fitnessScore": 1.3068329495274056,
"lookbackDays": 63,
"returnLift1D": 0.0013505700449136888,
"activationRate": 0.5552147239263804,
"activationCount": 181,
"sampleConfidence": 0.9955801104972376,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.0998015080134462,
"avgForwardReturn1D": 0.007492640412757268
}
],
"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": "3b9fd6b54bc562e180d7eb4339cce4d27d0453cf62d62501c733437e40ca8683",
"size": 13,
"members": [
"ALMS",
"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