Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ALNT"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "ALNT",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 5,
"ticker": "ALNT",
"hitRates": {
"1": 0.5425531914893617,
"5": 0.6402877697841727,
"10": 0.6666666666666666
},
"hitRate1D": 0.5425531914893617,
"comboQuality": 0.9995043170107324,
"eligibleDays": 297,
"fitnessScore": 2.0239971961313135,
"lookbackDays": 63,
"returnLift1D": -0.00039453812015541843,
"hitRateLift1D": 0.002012650948821082,
"activationRate": 0.9528619528619529,
"activationCount": 283,
"baselineHitRates": {
"1": 0.5405405405405406,
"5": 0.6404109589041096,
"10": 0.6759581881533101
},
"sampleConfidence": 0.9962308598351002,
"shadowSharpeLike": 1.7409533746065868,
"avgForwardReturns": {
"1": 0.003567185852247751,
"5": 0.016289642060909618,
"10": 0.03142062085848261
},
"shadowMaxDrawdown": -0.19819296089959382,
"shadowTotalReturn": 1.3644499192455344,
"avgForwardReturn1D": 0.003567185852247751,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 282,
"5": 278,
"10": 273
},
"baselineAvgForwardReturns": {
"1": 0.00396172397240317,
"5": 0.0201549910330997,
"10": 0.041624420432566006
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9995043170107324,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.972782342945183,
"bestRawFitnessScore": 2.0239971961313135,
"upperQuartileComboQuality": 0.9969148922048171
},
"algorithmFit": {
"label": "strong",
"score": 0.980398896537218,
"rawScore": 0.9874461535489153,
"confidence": 0.9857262960894239,
"bestProfile": {
"topN": 5,
"lookbackDays": 63
},
"profileBreadth": 0.8499121442058155,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
14,
30,
45,
63
]
},
"parameterStability": 0.9958942288401393,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 5,
"ticker": "ALNT",
"hitRates": {
"1": 0.5425531914893617,
"5": 0.6402877697841727,
"10": 0.6666666666666666
},
"hitRate1D": 0.5425531914893617,
"comboQuality": 0.9995043170107324,
"eligibleDays": 297,
"fitnessScore": 2.0239971961313135,
"lookbackDays": 63,
"returnLift1D": -0.00039453812015541843,
"hitRateLift1D": 0.002012650948821082,
"activationRate": 0.9528619528619529,
"activationCount": 283,
"baselineHitRates": {
"1": 0.5405405405405406,
"5": 0.6404109589041096,
"10": 0.6759581881533101
},
"sampleConfidence": 0.9962308598351002,
"shadowSharpeLike": 1.7409533746065868,
"avgForwardReturns": {
"1": 0.003567185852247751,
"5": 0.016289642060909618,
"10": 0.03142062085848261
},
"shadowMaxDrawdown": -0.19819296089959382,
"shadowTotalReturn": 1.3644499192455344,
"avgForwardReturn1D": 0.003567185852247751,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 282,
"5": 278,
"10": 273
},
"baselineAvgForwardReturns": {
"1": 0.00396172397240317,
"5": 0.0201549910330997,
"10": 0.041624420432566006
}
},
{
"topN": 3,
"ticker": "ALNT",
"hitRates": {
"1": 0.5441176470588235,
"5": 0.6305970149253731,
"10": 0.6539923954372624
},
"hitRate1D": 0.5441176470588235,
"comboQuality": 0.9985046942896498,
"eligibleDays": 297,
"fitnessScore": 1.780864199538439,
"lookbackDays": 63,
"returnLift1D": -0.0006009681450225121,
"hitRateLift1D": 0.003577106518282913,
"activationRate": 0.9191919191919192,
"activationCount": 273,
"baselineHitRates": {
"1": 0.5405405405405406,
"5": 0.6404109589041096,
"10": 0.6759581881533101
},
"sampleConfidence": 0.9960927960927961,
"shadowSharpeLike": 1.6020787657009732,
"avgForwardReturns": {
"1": 0.0033607558273806575,
"5": 0.01415887898444841,
"10": 0.02790355113105421
},
"shadowMaxDrawdown": -0.1981929608995937,
"shadowTotalReturn": 1.1575529366153021,
"avgForwardReturn1D": 0.0033607558273806575,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 272,
"5": 268,
"10": 263
},
"baselineAvgForwardReturns": {
"1": 0.00396172397240317,
"5": 0.0201549910330997,
"10": 0.041624420432566006
}
},
{
"topN": 4,
"ticker": "ALNT",
"hitRates": {
"1": 0.5412186379928315,
"5": 0.6363636363636364,
"10": 0.662962962962963
},
"hitRate1D": 0.5412186379928315,
"comboQuality": 0.998227310873879,
"eligibleDays": 297,
"fitnessScore": 1.7433663354252311,
"lookbackDays": 63,
"returnLift1D": -0.0007509679971218529,
"hitRateLift1D": 0.0006780974522909711,
"activationRate": 0.9427609427609428,
"activationCount": 280,
"baselineHitRates": {
"1": 0.5405405405405406,
"5": 0.6404109589041096,
"10": 0.6759581881533101
},
"sampleConfidence": 0.9961904761904763,
"shadowSharpeLike": 1.5609849875850934,
"avgForwardReturns": {
"1": 0.0032107559752813167,
"5": 0.01516439636398639,
"10": 0.030192243505259293
},
"shadowMaxDrawdown": -0.19819296089959404,
"shadowTotalReturn": 1.1181965139579715,
"avgForwardReturn1D": 0.0032107559752813167,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 279,
"5": 275,
"10": 270
},
"baselineAvgForwardReturns": {
"1": 0.00396172397240317,
"5": 0.0201549910330997,
"10": 0.041624420432566006
}
},
{
"topN": 4,
"ticker": "ALNT",
"hitRates": {
"1": 0.5648535564853556,
"5": 0.6317991631799164,
"10": 0.6595744680851063
},
"hitRate1D": 0.5648535564853556,
"comboQuality": 0.9976698882411155,
"eligibleDays": 330,
"fitnessScore": 1.6830913676684007,
"lookbackDays": 30,
"returnLift1D": -0.0010629621287994474,
"hitRateLift1D": 0.014701580801464997,
"activationRate": 0.7242424242424242,
"activationCount": 239,
"baselineHitRates": {
"1": 0.5501519756838906,
"5": 0.6492307692307693,
"10": 0.684375
},
"sampleConfidence": 0.9988842398884241,
"shadowSharpeLike": 1.5866219161603918,
"avgForwardReturns": {
"1": 0.003771147913887324,
"5": 0.012916404770038673,
"10": 0.02358553603931256
},
"shadowMaxDrawdown": -0.2538998128764689,
"shadowTotalReturn": 1.1527103073013278,
"avgForwardReturn1D": 0.003771147913887324,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 239,
"5": 239,
"10": 235
},
"baselineAvgForwardReturns": {
"1": 0.004834110042686772,
"5": 0.025017355471376363,
"10": 0.051728007720893955
}
},
{
"topN": 4,
"ticker": "ALNT",
"hitRates": {
"1": 0.5539033457249071,
"5": 0.6150943396226415,
"10": 0.6423076923076924
},
"hitRate1D": 0.5539033457249071,
"comboQuality": 0.9976412872359337,
"eligibleDays": 315,
"fitnessScore": 1.6804011047352325,
"lookbackDays": 45,
"returnLift1D": -0.0019015891185441463,
"hitRateLift1D": -0.0002367816636279496,
"activationRate": 0.8571428571428571,
"activationCount": 270,
"baselineHitRates": {
"1": 0.554140127388535,
"5": 0.6548387096774193,
"10": 0.6852459016393443
},
"sampleConfidence": 0.9960493827160495,
"shadowSharpeLike": 1.5104665520281075,
"avgForwardReturns": {
"1": 0.003296342124859271,
"5": 0.01212901622146139,
"10": 0.024410866189243065
},
"shadowMaxDrawdown": -0.19935050782338593,
"shadowTotalReturn": 1.095648570651333,
"avgForwardReturn1D": 0.003296342124859271,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 269,
"5": 265,
"10": 260
},
"baselineAvgForwardReturns": {
"1": 0.0051979312434034175,
"5": 0.02619911853098512,
"10": 0.05358672394773701
}
},
{
"topN": 5,
"ticker": "ALNT",
"hitRates": {
"1": 0.5474452554744526,
"5": 0.6222222222222222,
"10": 0.6452830188679245
},
"hitRate1D": 0.5474452554744526,
"comboQuality": 0.9966727605277782,
"eligibleDays": 315,
"fitnessScore": 1.604501494195026,
"lookbackDays": 45,
"returnLift1D": -0.002060198654814171,
"hitRateLift1D": -0.0066948719140824675,
"activationRate": 0.873015873015873,
"activationCount": 275,
"baselineHitRates": {
"1": 0.554140127388535,
"5": 0.6548387096774193,
"10": 0.6852459016393443
},
"sampleConfidence": 0.9961212121212122,
"shadowSharpeLike": 1.4520494101170358,
"avgForwardReturns": {
"1": 0.0031377325885892466,
"5": 0.013141647630554735,
"10": 0.025274620081899162
},
"shadowMaxDrawdown": -0.21539828285959783,
"shadowTotalReturn": 1.035568057420595,
"avgForwardReturn1D": 0.0031377325885892466,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 274,
"5": 270,
"10": 265
},
"baselineAvgForwardReturns": {
"1": 0.0051979312434034175,
"5": 0.02619911853098512,
"10": 0.05358672394773701
}
},
{
"topN": 5,
"ticker": "ALNT",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.628099173553719,
"10": 0.6596638655462185
},
"hitRate1D": 0.5555555555555556,
"comboQuality": 0.9940413128430822,
"eligibleDays": 330,
"fitnessScore": 1.4757242891138604,
"lookbackDays": 30,
"returnLift1D": -0.0014578504926487197,
"hitRateLift1D": 0.005403579871664954,
"activationRate": 0.7393939393939394,
"activationCount": 244,
"baselineHitRates": {
"1": 0.5501519756838906,
"5": 0.6492307692307693,
"10": 0.684375
},
"sampleConfidence": 0.9975409836065574,
"shadowSharpeLike": 1.427892141585076,
"avgForwardReturns": {
"1": 0.003376259550038052,
"5": 0.01274698674119551,
"10": 0.02449551084045595
},
"shadowMaxDrawdown": -0.2538998128764689,
"shadowTotalReturn": 0.9762545129580198,
"avgForwardReturn1D": 0.003376259550038052,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 243,
"5": 242,
"10": 238
},
"baselineAvgForwardReturns": {
"1": 0.004834110042686772,
"5": 0.025017355471376363,
"10": 0.051728007720893955
}
},
{
"topN": 3,
"ticker": "ALNT",
"hitRates": {
"1": 0.5619469026548672,
"5": 0.6327433628318584,
"10": 0.6576576576576577
},
"hitRate1D": 0.5619469026548672,
"comboQuality": 0.9939243894862112,
"eligibleDays": 330,
"fitnessScore": 1.471423304446264,
"lookbackDays": 30,
"returnLift1D": -0.001285638011317751,
"hitRateLift1D": 0.011794926970976616,
"activationRate": 0.6848484848484848,
"activationCount": 226,
"baselineHitRates": {
"1": 0.5501519756838906,
"5": 0.6492307692307693,
"10": 0.684375
},
"sampleConfidence": 0.9988200589970502,
"shadowSharpeLike": 1.4633415715871294,
"avgForwardReturns": {
"1": 0.0035484720313690207,
"5": 0.01270176448480428,
"10": 0.022756526175083773
},
"shadowMaxDrawdown": -0.19819296089959393,
"shadowTotalReturn": 0.9622203371593661,
"avgForwardReturn1D": 0.0035484720313690207,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 226,
"5": 226,
"10": 222
},
"baselineAvgForwardReturns": {
"1": 0.004834110042686772,
"5": 0.025017355471376363,
"10": 0.051728007720893955
}
},
{
"topN": 3,
"ticker": "ALNT",
"hitRates": {
"1": 0.5513307984790875,
"5": 0.6177606177606177,
"10": 0.6377952755905512
},
"hitRate1D": 0.5513307984790875,
"comboQuality": 0.9933377950311729,
"eligibleDays": 315,
"fitnessScore": 1.4510164607869467,
"lookbackDays": 45,
"returnLift1D": -0.0021610222690262005,
"hitRateLift1D": -0.002809328909447517,
"activationRate": 0.8380952380952381,
"activationCount": 264,
"baselineHitRates": {
"1": 0.554140127388535,
"5": 0.6548387096774193,
"10": 0.6852459016393443
},
"sampleConfidence": 0.995959595959596,
"shadowSharpeLike": 1.3778253853514206,
"avgForwardReturns": {
"1": 0.003036908974377217,
"5": 0.012254421279382902,
"10": 0.023964693040479965
},
"shadowMaxDrawdown": -0.25804863358363384,
"shadowTotalReturn": 0.9239340167998651,
"avgForwardReturn1D": 0.003036908974377217,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 263,
"5": 259,
"10": 254
},
"baselineAvgForwardReturns": {
"1": 0.0051979312434034175,
"5": 0.02619911853098512,
"10": 0.05358672394773701
}
},
{
"topN": 2,
"ticker": "ALNT",
"hitRates": {
"1": 0.559748427672956,
"5": 0.6352201257861635,
"10": 0.6415094339622641
},
"hitRate1D": 0.559748427672956,
"comboQuality": 0.9748959392210109,
"eligibleDays": 352,
"fitnessScore": 1.1550462462288902,
"lookbackDays": 14,
"returnLift1D": -0.000508069096695909,
"hitRateLift1D": 0.019748427672955926,
"activationRate": 0.45454545454545453,
"activationCount": 160,
"baselineHitRates": {
"1": 0.54,
"5": 0.6473988439306358,
"10": 0.6608187134502924
},
"sampleConfidence": 0.99875,
"shadowSharpeLike": 1.422319066004006,
"avgForwardReturns": {
"1": 0.004154971819497779,
"5": 0.013453610590485877,
"10": 0.02315241589350253
},
"shadowMaxDrawdown": -0.15625615338129384,
"shadowTotalReturn": 0.7521091351030262,
"avgForwardReturn1D": 0.004154971819497779,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-17",
"2025-03-24",
"2025-03-25",
"2025-04-24",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 159,
"5": 159,
"10": 159
},
"baselineAvgForwardReturns": {
"1": 0.004663040916193688,
"5": 0.022896952109836423,
"10": 0.04548637817376928
}
},
{
"topN": 2,
"ticker": "ALNT",
"hitRates": {
"1": 0.5463917525773195,
"5": 0.6391752577319587,
"10": 0.65625
},
"hitRate1D": 0.5463917525773195,
"comboQuality": 0.970668746669355,
"eligibleDays": 330,
"fitnessScore": 1.1198529628663971,
"lookbackDays": 30,
"returnLift1D": -0.0015594373382137932,
"hitRateLift1D": -0.0037602231065710923,
"activationRate": 0.5878787878787879,
"activationCount": 194,
"baselineHitRates": {
"1": 0.5501519756838906,
"5": 0.6492307692307693,
"10": 0.684375
},
"sampleConfidence": 0.9993127147766323,
"shadowSharpeLike": 1.3241136855355955,
"avgForwardReturns": {
"1": 0.0032746727044729784,
"5": 0.014105532588468713,
"10": 0.02116212390498898
},
"shadowMaxDrawdown": -0.19819296089959393,
"shadowTotalReturn": 0.7070183814493156,
"avgForwardReturn1D": 0.0032746727044729784,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 194,
"5": 194,
"10": 192
},
"baselineAvgForwardReturns": {
"1": 0.004834110042686772,
"5": 0.025017355471376363,
"10": 0.051728007720893955
}
},
{
"topN": 2,
"ticker": "ALNT",
"hitRates": {
"1": 0.5208333333333334,
"5": 0.6101694915254238,
"10": 0.6367521367521367
},
"hitRate1D": 0.5208333333333334,
"comboQuality": 0.9496066078551171,
"eligibleDays": 297,
"fitnessScore": 0.9959613035903939,
"lookbackDays": 63,
"returnLift1D": -0.001625830082037781,
"hitRateLift1D": -0.0197072072072072,
"activationRate": 0.8114478114478114,
"activationCount": 241,
"baselineHitRates": {
"1": 0.5405405405405406,
"5": 0.6404109589041096,
"10": 0.6759581881533101
},
"sampleConfidence": 0.9964038727524205,
"shadowSharpeLike": 1.0850888468752433,
"avgForwardReturns": {
"1": 0.0023358938903653885,
"5": 0.010461476742567923,
"10": 0.02289458406475103
},
"shadowMaxDrawdown": -0.23540691460271546,
"shadowTotalReturn": 0.5496108452856023,
"avgForwardReturn1D": 0.0023358938903653885,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 240,
"5": 236,
"10": 234
},
"baselineAvgForwardReturns": {
"1": 0.00396172397240317,
"5": 0.0201549910330997,
"10": 0.041624420432566006
}
},
{
"topN": 4,
"ticker": "ALNT",
"hitRates": {
"1": 0.5365853658536586,
"5": 0.6195121951219512,
"10": 0.624390243902439
},
"hitRate1D": 0.5365853658536586,
"comboQuality": 0.9257233411686966,
"eligibleDays": 352,
"fitnessScore": 0.9050113068781536,
"lookbackDays": 14,
"returnLift1D": -0.0019247743593988763,
"hitRateLift1D": -0.0034146341463414664,
"activationRate": 0.5880681818181818,
"activationCount": 207,
"baselineHitRates": {
"1": 0.54,
"5": 0.6473988439306358,
"10": 0.6608187134502924
},
"sampleConfidence": 0.9980676328502416,
"shadowSharpeLike": 0.9900709916918901,
"avgForwardReturns": {
"1": 0.0027382665567948117,
"5": 0.008643806289209056,
"10": 0.019197574251937737
},
"shadowMaxDrawdown": -0.17446038118560492,
"shadowTotalReturn": 0.5312266818809965,
"avgForwardReturn1D": 0.0027382665567948117,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-17",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-27",
"2025-03-28",
"2025-04-21",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 205,
"5": 205,
"10": 205
},
"baselineAvgForwardReturns": {
"1": 0.004663040916193688,
"5": 0.022896952109836423,
"10": 0.04548637817376928
}
},
{
"topN": 5,
"ticker": "ALNT",
"hitRates": {
"1": 0.5348837209302325,
"5": 0.6186046511627907,
"10": 0.6232558139534884
},
"hitRate1D": 0.5348837209302325,
"comboQuality": 0.8917317160360969,
"eligibleDays": 352,
"fitnessScore": 0.8138816738527085,
"lookbackDays": 14,
"returnLift1D": -0.002258427539000294,
"hitRateLift1D": -0.0051162790697675264,
"activationRate": 0.6164772727272727,
"activationCount": 217,
"baselineHitRates": {
"1": 0.54,
"5": 0.6473988439306358,
"10": 0.6608187134502924
},
"sampleConfidence": 0.9981566820276498,
"shadowSharpeLike": 0.8975096546243609,
"avgForwardReturns": {
"1": 0.002404613377193394,
"5": 0.00825154896530254,
"10": 0.01917388867731437
},
"shadowMaxDrawdown": -0.23028745173884868,
"shadowTotalReturn": 0.46494936215715055,
"avgForwardReturn1D": 0.002404613377193394,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-17",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-27",
"2025-03-28",
"2025-04-21",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 215,
"5": 215,
"10": 215
},
"baselineAvgForwardReturns": {
"1": 0.004663040916193688,
"5": 0.022896952109836423,
"10": 0.04548637817376928
}
},
{
"topN": 3,
"ticker": "ALNT",
"hitRates": {
"1": 0.5351351351351351,
"5": 0.6,
"10": 0.6108108108108108
},
"hitRate1D": 0.5351351351351351,
"comboQuality": 0.8088106697203057,
"eligibleDays": 352,
"fitnessScore": 0.6673061462061712,
"lookbackDays": 14,
"returnLift1D": -0.002305446292287785,
"hitRateLift1D": -0.004864864864864926,
"activationRate": 0.5284090909090909,
"activationCount": 186,
"baselineHitRates": {
"1": 0.54,
"5": 0.6473988439306358,
"10": 0.6608187134502924
},
"sampleConfidence": 0.9989247311827958,
"shadowSharpeLike": 0.7925703926161473,
"avgForwardReturns": {
"1": 0.002357594623905903,
"5": 0.0072112476281360385,
"10": 0.01567160276128463
},
"shadowMaxDrawdown": -0.20445658392045163,
"shadowTotalReturn": 0.3640385079042616,
"avgForwardReturn1D": 0.002357594623905903,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-17",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-28",
"2025-04-24",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.004663040916193688,
"5": 0.022896952109836423,
"10": 0.04548637817376928
}
},
{
"topN": 5,
"ticker": "ALNT",
"hitRates": {
"1": 0.5291479820627802,
"5": 0.6278026905829597,
"10": 0.6486486486486487
},
"hitRate1D": 0.5291479820627802,
"comboQuality": 0.7406761306340739,
"eligibleDays": 339,
"fitnessScore": 0.5808868578910963,
"lookbackDays": 21,
"returnLift1D": -0.0027023604606733857,
"hitRateLift1D": -0.012272136280415014,
"activationRate": 0.6578171091445427,
"activationCount": 223,
"baselineHitRates": {
"1": 0.5414201183431953,
"5": 0.6347305389221557,
"10": 0.6656534954407295
},
"sampleConfidence": 0.9997010463378176,
"shadowSharpeLike": 0.6818248147429375,
"avgForwardReturns": {
"1": 0.0017935565277292388,
"5": 0.01307119108297474,
"10": 0.026064064782465608
},
"shadowMaxDrawdown": -0.3593485099041196,
"shadowTotalReturn": 0.300282805714692,
"avgForwardReturn1D": 0.0017935565277292388,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 223,
"5": 223,
"10": 222
},
"baselineAvgForwardReturns": {
"1": 0.0044959169884026245,
"5": 0.022710329541976722,
"10": 0.04733781643507637
}
},
{
"topN": 2,
"ticker": "ALNT",
"hitRates": {
"1": 0.5325443786982249,
"5": 0.621301775147929,
"10": 0.6449704142011834
},
"hitRate1D": 0.5325443786982249,
"comboQuality": 0.7108372573346564,
"eligibleDays": 339,
"fitnessScore": 0.5478798487464198,
"lookbackDays": 21,
"returnLift1D": -0.0024303940510768183,
"hitRateLift1D": -0.008875739644970349,
"activationRate": 0.49852507374631266,
"activationCount": 169,
"baselineHitRates": {
"1": 0.5414201183431953,
"5": 0.6347305389221557,
"10": 0.6656534954407295
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7273392095218659,
"avgForwardReturns": {
"1": 0.002065522937325806,
"5": 0.0098041471869565,
"10": 0.0173394324294274
},
"shadowMaxDrawdown": -0.23112877644029062,
"shadowTotalReturn": 0.2856157293013608,
"avgForwardReturn1D": 0.002065522937325806,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 169,
"5": 169,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0044959169884026245,
"5": 0.022710329541976722,
"10": 0.04733781643507637
}
},
{
"topN": 4,
"ticker": "ALNT",
"hitRates": {
"1": 0.5339805825242718,
"5": 0.6262135922330098,
"10": 0.6553398058252428
},
"hitRate1D": 0.5339805825242718,
"comboQuality": 0.5995254126703257,
"eligibleDays": 339,
"fitnessScore": 0.43876737126612064,
"lookbackDays": 21,
"returnLift1D": -0.0030487156146605616,
"hitRateLift1D": -0.007439535818923426,
"activationRate": 0.6076696165191741,
"activationCount": 206,
"baselineHitRates": {
"1": 0.5414201183431953,
"5": 0.6347305389221557,
"10": 0.6656534954407295
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5260614118869753,
"avgForwardReturns": {
"1": 0.0014472013737420626,
"5": 0.011735189411678252,
"10": 0.02309352986249689
},
"shadowMaxDrawdown": -0.33733281376038105,
"shadowTotalReturn": 0.18847970428464533,
"avgForwardReturn1D": 0.0014472013737420626,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 206,
"5": 206,
"10": 206
},
"baselineAvgForwardReturns": {
"1": 0.0044959169884026245,
"5": 0.022710329541976722,
"10": 0.04733781643507637
}
},
{
"topN": 3,
"ticker": "ALNT",
"hitRates": {
"1": 0.5357142857142857,
"5": 0.6224489795918368,
"10": 0.6530612244897959
},
"hitRate1D": 0.5357142857142857,
"comboQuality": 0.4904401280214904,
"eligibleDays": 339,
"fitnessScore": 0.34158628730708324,
"lookbackDays": 21,
"returnLift1D": -0.003234952671938607,
"hitRateLift1D": -0.005705832628909557,
"activationRate": 0.5781710914454278,
"activationCount": 196,
"baselineHitRates": {
"1": 0.5414201183431953,
"5": 0.6347305389221557,
"10": 0.6656534954407295
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4302141894121681,
"avgForwardReturns": {
"1": 0.0012609643164640176,
"5": 0.010940445303270888,
"10": 0.022218911532155234
},
"shadowMaxDrawdown": -0.3701860453612409,
"shadowTotalReturn": 0.1295581222468314,
"avgForwardReturn1D": 0.0012609643164640176,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 196,
"5": 196,
"10": 196
},
"baselineAvgForwardReturns": {
"1": 0.0044959169884026245,
"5": 0.022710329541976722,
"10": 0.04733781643507637
}
},
{
"topN": 2,
"ticker": "ALNT",
"hitRates": {
"1": 0.5315315315315315,
"5": 0.6055045871559633,
"10": 0.6291079812206573
},
"hitRate1D": 0.5315315315315315,
"comboQuality": 0.475038150637618,
"eligibleDays": 315,
"fitnessScore": 0.32801529569166665,
"lookbackDays": 45,
"returnLift1D": -0.004251029668981951,
"hitRateLift1D": -0.022608595857003477,
"activationRate": 0.707936507936508,
"activationCount": 223,
"baselineHitRates": {
"1": 0.554140127388535,
"5": 0.6548387096774193,
"10": 0.6852459016393443
},
"sampleConfidence": 0.9952167414050823,
"shadowSharpeLike": 0.3688196761700342,
"avgForwardReturns": {
"1": 0.0009469015744214663,
"5": 0.00827613791703932,
"10": 0.021193618625683697
},
"shadowMaxDrawdown": -0.4042318166187502,
"shadowTotalReturn": 0.08636218593477119,
"avgForwardReturn1D": 0.0009469015744214663,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 222,
"5": 218,
"10": 213
},
"baselineAvgForwardReturns": {
"1": 0.0051979312434034175,
"5": 0.02619911853098512,
"10": 0.05358672394773701
}
}
],
"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": 0.9748959392210109,
"fitnessScore": 1.1550462462288902,
"lookbackDays": 14,
"returnLift1D": -0.000508069096695909,
"activationRate": 0.45454545454545453,
"activationCount": 160,
"sampleConfidence": 0.99875,
"shadowTotalReturn": 0.7521091351030262,
"avgForwardReturn1D": 0.004154971819497779
},
{
"bestTopN": 5,
"comboQuality": 0.7406761306340739,
"fitnessScore": 0.5808868578910963,
"lookbackDays": 21,
"returnLift1D": -0.0027023604606733857,
"activationRate": 0.6578171091445427,
"activationCount": 223,
"sampleConfidence": 0.9997010463378176,
"shadowTotalReturn": 0.300282805714692,
"avgForwardReturn1D": 0.0017935565277292388
},
{
"bestTopN": 4,
"comboQuality": 0.9976698882411155,
"fitnessScore": 1.6830913676684007,
"lookbackDays": 30,
"returnLift1D": -0.0010629621287994474,
"activationRate": 0.7242424242424242,
"activationCount": 239,
"sampleConfidence": 0.9988842398884241,
"shadowTotalReturn": 1.1527103073013278,
"avgForwardReturn1D": 0.003771147913887324
},
{
"bestTopN": 4,
"comboQuality": 0.9976412872359337,
"fitnessScore": 1.6804011047352325,
"lookbackDays": 45,
"returnLift1D": -0.0019015891185441463,
"activationRate": 0.8571428571428571,
"activationCount": 270,
"sampleConfidence": 0.9960493827160495,
"shadowTotalReturn": 1.095648570651333,
"avgForwardReturn1D": 0.003296342124859271
},
{
"bestTopN": 5,
"comboQuality": 0.9995043170107324,
"fitnessScore": 2.0239971961313135,
"lookbackDays": 63,
"returnLift1D": -0.00039453812015541843,
"activationRate": 0.9528619528619529,
"activationCount": 283,
"sampleConfidence": 0.9962308598351002,
"shadowTotalReturn": 1.3644499192455344,
"avgForwardReturn1D": 0.003567185852247751
}
],
"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": "2ec1b2a9b8490bc09f54f3e74392efbb813a74e74cabbebd2d3a599ae372547f",
"size": 13,
"members": [
"ALNT",
"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",
"ALNT"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "ALNT",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 3,
"ticker": "ALNT",
"hitRates": {
"1": 0.5503597122302158,
"5": 0.6313868613138686,
"10": 0.6505576208178439
},
"hitRate1D": 0.5503597122302158,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9997943650770974,
"eligibleDays": 326,
"fitnessScore": 2.217624555337893,
"lookbackDays": 63,
"returnLift1D": -0.0011345648943504524,
"hitRateLift1D": 0.0012799576289888037,
"portfolioSize": 3,
"activationRate": 0.852760736196319,
"activationCount": 278,
"baselineHitRates": {
"1": 0.549079754601227,
"5": 0.65527950310559,
"10": 0.6908517350157729
},
"sampleConfidence": 0.9968824940047962,
"shadowSharpeLike": 1.8113979012913481,
"avgForwardReturns": {
"1": 0.003959313025434912,
"5": 0.015065602517013554,
"10": 0.027798034074419196
},
"shadowMaxDrawdown": -0.19819296089959404,
"shadowTotalReturn": 1.5865916739985688,
"avgForwardReturn1D": 0.003959313025434912,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 278,
"5": 274,
"10": 269
},
"baselineAvgForwardReturns": {
"1": 0.005093877919785364,
"5": 0.025824947420584318,
"10": 0.052602886325599826
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9997943650770974,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9793164598036173,
"bestRawFitnessScore": 2.217624555337893,
"upperQuartileComboQuality": 0.9971343096790446
},
"algorithmFit": {
"label": "strong",
"score": 0.9757829943227329,
"rawScore": 0.9883805819170898,
"confidence": 0.974508629924877,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 3
},
"profileBreadth": 0.6997443967069699,
"recommendedRegion": {
"lookbackDays": [
14,
30,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.9870063290715859,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "ALNT",
"hitRates": {
"1": 0.5503597122302158,
"5": 0.6313868613138686,
"10": 0.6505576208178439
},
"hitRate1D": 0.5503597122302158,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9997943650770974,
"eligibleDays": 326,
"fitnessScore": 2.217624555337893,
"lookbackDays": 63,
"returnLift1D": -0.0011345648943504524,
"hitRateLift1D": 0.0012799576289888037,
"portfolioSize": 3,
"activationRate": 0.852760736196319,
"activationCount": 278,
"baselineHitRates": {
"1": 0.549079754601227,
"5": 0.65527950310559,
"10": 0.6908517350157729
},
"sampleConfidence": 0.9968824940047962,
"shadowSharpeLike": 1.8113979012913481,
"avgForwardReturns": {
"1": 0.003959313025434912,
"5": 0.015065602517013554,
"10": 0.027798034074419196
},
"shadowMaxDrawdown": -0.19819296089959404,
"shadowTotalReturn": 1.5865916739985688,
"avgForwardReturn1D": 0.003959313025434912,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 278,
"5": 274,
"10": 269
},
"baselineAvgForwardReturns": {
"1": 0.005093877919785364,
"5": 0.025824947420584318,
"10": 0.052602886325599826
}
},
{
"topN": 4,
"ticker": "ALNT",
"hitRates": {
"1": 0.5473684210526316,
"5": 0.6370106761565836,
"10": 0.6594202898550725
},
"hitRate1D": 0.5473684210526316,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9997452567653605,
"eligibleDays": 326,
"fitnessScore": 2.1704999268254426,
"lookbackDays": 63,
"returnLift1D": -0.0012961080543363512,
"hitRateLift1D": -0.0017113335485954284,
"portfolioSize": 4,
"activationRate": 0.8742331288343558,
"activationCount": 285,
"baselineHitRates": {
"1": 0.549079754601227,
"5": 0.65527950310559,
"10": 0.6908517350157729
},
"sampleConfidence": 0.9969590643274855,
"shadowSharpeLike": 1.7709101459270657,
"avgForwardReturns": {
"1": 0.003797769865449013,
"5": 0.016027062886073584,
"10": 0.0300396484117408
},
"shadowMaxDrawdown": -0.19819296089959382,
"shadowTotalReturn": 1.5394092086237925,
"avgForwardReturn1D": 0.003797769865449013,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 285,
"5": 281,
"10": 276
},
"baselineAvgForwardReturns": {
"1": 0.005093877919785364,
"5": 0.025824947420584318,
"10": 0.052602886325599826
}
},
{
"topN": 5,
"ticker": "ALNT",
"hitRates": {
"1": 0.5473684210526316,
"5": 0.6370106761565836,
"10": 0.6594202898550725
},
"hitRate1D": 0.5473684210526316,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9997452567653605,
"eligibleDays": 326,
"fitnessScore": 2.1704999268254426,
"lookbackDays": 63,
"returnLift1D": -0.0012961080543363512,
"hitRateLift1D": -0.0017113335485954284,
"portfolioSize": 5,
"activationRate": 0.8742331288343558,
"activationCount": 285,
"baselineHitRates": {
"1": 0.549079754601227,
"5": 0.65527950310559,
"10": 0.6908517350157729
},
"sampleConfidence": 0.9969590643274855,
"shadowSharpeLike": 1.7709101459270657,
"avgForwardReturns": {
"1": 0.003797769865449013,
"5": 0.016027062886073584,
"10": 0.0300396484117408
},
"shadowMaxDrawdown": -0.19819296089959382,
"shadowTotalReturn": 1.5394092086237925,
"avgForwardReturn1D": 0.003797769865449013,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 285,
"5": 281,
"10": 276
},
"baselineAvgForwardReturns": {
"1": 0.005093877919785364,
"5": 0.025824947420584318,
"10": 0.052602886325599826
}
},
{
"topN": 4,
"ticker": "ALNT",
"hitRates": {
"1": 0.5539033457249071,
"5": 0.6150943396226415,
"10": 0.6423076923076924
},
"hitRate1D": 0.5539033457249071,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9972182852970962,
"eligibleDays": 344,
"fitnessScore": 1.6440184732102097,
"lookbackDays": 45,
"returnLift1D": -0.001275700156583669,
"hitRateLift1D": 0.013205671306302458,
"portfolioSize": 4,
"activationRate": 0.7819767441860465,
"activationCount": 269,
"baselineHitRates": {
"1": 0.5406976744186046,
"5": 0.6411764705882353,
"10": 0.6656716417910448
},
"sampleConfidence": 0.9967781908302356,
"shadowSharpeLike": 1.44503791305682,
"avgForwardReturns": {
"1": 0.003296341904491894,
"5": 0.012129015475766058,
"10": 0.02441086666235417
},
"shadowMaxDrawdown": -0.19935050782338593,
"shadowTotalReturn": 1.0956484575044514,
"avgForwardReturn1D": 0.003296341904491894,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 269,
"5": 265,
"10": 260
},
"baselineAvgForwardReturns": {
"1": 0.004572042061075563,
"5": 0.022828865387478876,
"10": 0.04647571810959775
}
},
{
"topN": 5,
"ticker": "ALNT",
"hitRates": {
"1": 0.5539033457249071,
"5": 0.6150943396226415,
"10": 0.6423076923076924
},
"hitRate1D": 0.5539033457249071,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9972182852970962,
"eligibleDays": 344,
"fitnessScore": 1.6440184732102097,
"lookbackDays": 45,
"returnLift1D": -0.001275700156583669,
"hitRateLift1D": 0.013205671306302458,
"portfolioSize": 5,
"activationRate": 0.7819767441860465,
"activationCount": 269,
"baselineHitRates": {
"1": 0.5406976744186046,
"5": 0.6411764705882353,
"10": 0.6656716417910448
},
"sampleConfidence": 0.9967781908302356,
"shadowSharpeLike": 1.44503791305682,
"avgForwardReturns": {
"1": 0.003296341904491894,
"5": 0.012129015475766058,
"10": 0.02441086666235417
},
"shadowMaxDrawdown": -0.19935050782338593,
"shadowTotalReturn": 1.0956484575044514,
"avgForwardReturn1D": 0.003296341904491894,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 269,
"5": 265,
"10": 260
},
"baselineAvgForwardReturns": {
"1": 0.004572042061075563,
"5": 0.022828865387478876,
"10": 0.04647571810959775
}
},
{
"topN": 4,
"ticker": "ALNT",
"hitRates": {
"1": 0.5596707818930041,
"5": 0.6213991769547325,
"10": 0.6485355648535565
},
"hitRate1D": 0.5596707818930041,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9971063178063607,
"eligibleDays": 359,
"fitnessScore": 1.6353120709928,
"lookbackDays": 30,
"returnLift1D": -0.00025434492696741005,
"hitRateLift1D": 0.03042287102949437,
"portfolioSize": 4,
"activationRate": 0.6768802228412256,
"activationCount": 243,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.6225352112676056,
"10": 0.6457142857142857
},
"sampleConfidence": 0.9989026063100138,
"shadowSharpeLike": 1.506094850376073,
"avgForwardReturns": {
"1": 0.0036864830176219715,
"5": 0.011674338267005495,
"10": 0.021278947452789385
},
"shadowMaxDrawdown": -0.2538998994337096,
"shadowTotalReturn": 1.136066022344902,
"avgForwardReturn1D": 0.0036864830176219715,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-25",
"2025-02-26",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 243,
"5": 243,
"10": 239
},
"baselineAvgForwardReturns": {
"1": 0.003940827944589382,
"5": 0.019895294309117965,
"10": 0.04168903672550399
}
},
{
"topN": 5,
"ticker": "ALNT",
"hitRates": {
"1": 0.5596707818930041,
"5": 0.6213991769547325,
"10": 0.6485355648535565
},
"hitRate1D": 0.5596707818930041,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9971063178063607,
"eligibleDays": 359,
"fitnessScore": 1.6353120709928,
"lookbackDays": 30,
"returnLift1D": -0.00025434492696741005,
"hitRateLift1D": 0.03042287102949437,
"portfolioSize": 5,
"activationRate": 0.6768802228412256,
"activationCount": 243,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.6225352112676056,
"10": 0.6457142857142857
},
"sampleConfidence": 0.9989026063100138,
"shadowSharpeLike": 1.506094850376073,
"avgForwardReturns": {
"1": 0.0036864830176219715,
"5": 0.011674338267005495,
"10": 0.021278947452789385
},
"shadowMaxDrawdown": -0.2538998994337096,
"shadowTotalReturn": 1.136066022344902,
"avgForwardReturn1D": 0.0036864830176219715,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-25",
"2025-02-26",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 243,
"5": 243,
"10": 239
},
"baselineAvgForwardReturns": {
"1": 0.003940827944589382,
"5": 0.019895294309117965,
"10": 0.04168903672550399
}
},
{
"topN": 3,
"ticker": "ALNT",
"hitRates": {
"1": 0.5589519650655022,
"5": 0.6244541484716157,
"10": 0.6488888888888888
},
"hitRate1D": 0.5589519650655022,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.993369405519174,
"eligibleDays": 359,
"fitnessScore": 1.4520697905782411,
"lookbackDays": 30,
"returnLift1D": -0.0004176101442760656,
"hitRateLift1D": 0.029704054201992403,
"portfolioSize": 3,
"activationRate": 0.637883008356546,
"activationCount": 229,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.6225352112676056,
"10": 0.6457142857142857
},
"sampleConfidence": 0.9988355167394469,
"shadowSharpeLike": 1.4064190347341434,
"avgForwardReturns": {
"1": 0.003523217800313316,
"5": 0.011664145010872212,
"10": 0.021051580846636497
},
"shadowMaxDrawdown": -0.19819296089959404,
"shadowTotalReturn": 0.9674139173760306,
"avgForwardReturn1D": 0.003523217800313316,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-25",
"2025-02-26",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 229,
"5": 229,
"10": 225
},
"baselineAvgForwardReturns": {
"1": 0.003940827944589382,
"5": 0.019895294309117965,
"10": 0.04168903672550399
}
},
{
"topN": 3,
"ticker": "ALNT",
"hitRates": {
"1": 0.5513307984790875,
"5": 0.6177606177606177,
"10": 0.6377952755905512
},
"hitRate1D": 0.5513307984790875,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.992184561889892,
"eligibleDays": 344,
"fitnessScore": 1.4156377859193414,
"lookbackDays": 45,
"returnLift1D": -0.00153513353731225,
"hitRateLift1D": 0.01063312406048289,
"portfolioSize": 3,
"activationRate": 0.7645348837209303,
"activationCount": 263,
"baselineHitRates": {
"1": 0.5406976744186046,
"5": 0.6411764705882353,
"10": 0.6656716417910448
},
"sampleConfidence": 0.996704689480355,
"shadowSharpeLike": 1.3182269415750976,
"avgForwardReturns": {
"1": 0.003036908523763313,
"5": 0.012254420516412776,
"10": 0.023964693524766927
},
"shadowMaxDrawdown": -0.2580486737139869,
"shadowTotalReturn": 0.9239338088631546,
"avgForwardReturn1D": 0.003036908523763313,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 263,
"5": 259,
"10": 254
},
"baselineAvgForwardReturns": {
"1": 0.004572042061075563,
"5": 0.022828865387478876,
"10": 0.04647571810959775
}
},
{
"topN": 2,
"ticker": "ALNT",
"hitRates": {
"1": 0.5284552845528455,
"5": 0.6115702479338843,
"10": 0.6333333333333333
},
"hitRate1D": 0.5284552845528455,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9878666667743224,
"eligibleDays": 326,
"fitnessScore": 1.317910076953934,
"lookbackDays": 63,
"returnLift1D": -0.002056569376538655,
"hitRateLift1D": -0.020624470048381527,
"portfolioSize": 2,
"activationRate": 0.754601226993865,
"activationCount": 246,
"baselineHitRates": {
"1": 0.549079754601227,
"5": 0.65527950310559,
"10": 0.6908517350157729
},
"sampleConfidence": 0.9972899728997291,
"shadowSharpeLike": 1.3585235308794743,
"avgForwardReturns": {
"1": 0.003037308543246709,
"5": 0.011579767989444063,
"10": 0.022901541199153753
},
"shadowMaxDrawdown": -0.23540682390343914,
"shadowTotalReturn": 0.8577575403348501,
"avgForwardReturn1D": 0.003037308543246709,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 246,
"5": 242,
"10": 240
},
"baselineAvgForwardReturns": {
"1": 0.005093877919785364,
"5": 0.025824947420584318,
"10": 0.052602886325599826
}
},
{
"topN": 2,
"ticker": "ALNT",
"hitRates": {
"1": 0.5459183673469388,
"5": 0.6326530612244898,
"10": 0.6494845360824743
},
"hitRate1D": 0.5459183673469388,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9707662528329122,
"eligibleDays": 359,
"fitnessScore": 1.1206076277208308,
"lookbackDays": 30,
"returnLift1D": -0.0006390025904481757,
"hitRateLift1D": 0.01667045648342902,
"portfolioSize": 2,
"activationRate": 0.5459610027855153,
"activationCount": 196,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.6225352112676056,
"10": 0.6457142857142857
},
"sampleConfidence": 0.9993197278911565,
"shadowSharpeLike": 1.2881826903424642,
"avgForwardReturns": {
"1": 0.003301825354141206,
"5": 0.013432437424926932,
"10": 0.019746021346970823
},
"shadowMaxDrawdown": -0.19819296089959393,
"shadowTotalReturn": 0.7236174627688658,
"avgForwardReturn1D": 0.003301825354141206,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-25",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 196,
"5": 196,
"10": 194
},
"baselineAvgForwardReturns": {
"1": 0.003940827944589382,
"5": 0.019895294309117965,
"10": 0.04168903672550399
}
},
{
"topN": 2,
"ticker": "ALNT",
"hitRates": {
"1": 0.5411764705882353,
"5": 0.5976331360946746,
"10": 0.6094674556213018
},
"hitRate1D": 0.5411764705882353,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9435422543823309,
"eligibleDays": 375,
"fitnessScore": 0.9695527041741441,
"lookbackDays": 14,
"returnLift1D": -0.0003623896635768565,
"hitRateLift1D": 0.013176470588235234,
"portfolioSize": 2,
"activationRate": 0.4533333333333333,
"activationCount": 170,
"baselineHitRates": {
"1": 0.528,
"5": 0.6172506738544474,
"10": 0.644808743169399
},
"sampleConfidence": 0.9992156862745099,
"shadowSharpeLike": 1.1947092013993,
"avgForwardReturns": {
"1": 0.0034285955215152372,
"5": 0.009333903500090465,
"10": 0.016508250960432062
},
"shadowMaxDrawdown": -0.15625615338129384,
"shadowTotalReturn": 0.6168076741938586,
"avgForwardReturn1D": 0.0034285955215152372,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-31",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 170,
"5": 169,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0037909851850920937,
"5": 0.01954608387148856,
"10": 0.040664760190866574
}
},
{
"topN": 4,
"ticker": "ALNT",
"hitRates": {
"1": 0.5207373271889401,
"5": 0.5833333333333334,
"10": 0.6018518518518519
},
"hitRate1D": 0.5207373271889401,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8227430433739794,
"eligibleDays": 375,
"fitnessScore": 0.6877095744603177,
"lookbackDays": 14,
"returnLift1D": -0.0017069825875906078,
"hitRateLift1D": -0.007262672811059967,
"portfolioSize": 4,
"activationRate": 0.5786666666666667,
"activationCount": 217,
"baselineHitRates": {
"1": 0.528,
"5": 0.6172506738544474,
"10": 0.644808743169399
},
"sampleConfidence": 0.9993855606758834,
"shadowSharpeLike": 0.7517513196225336,
"avgForwardReturns": {
"1": 0.002084002597501486,
"5": 0.005370964410763257,
"10": 0.014322083147671241
},
"shadowMaxDrawdown": -0.18239193684848587,
"shadowTotalReturn": 0.36800687143306265,
"avgForwardReturn1D": 0.002084002597501486,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-31",
"2025-02-03",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25"
],
"horizonObservationCounts": {
"1": 217,
"5": 216,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.0037909851850920937,
"5": 0.01954608387148856,
"10": 0.040664760190866574
}
},
{
"topN": 5,
"ticker": "ALNT",
"hitRates": {
"1": 0.5207373271889401,
"5": 0.5833333333333334,
"10": 0.6018518518518519
},
"hitRate1D": 0.5207373271889401,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8227430433739794,
"eligibleDays": 375,
"fitnessScore": 0.6877095744603177,
"lookbackDays": 14,
"returnLift1D": -0.0017069825875906078,
"hitRateLift1D": -0.007262672811059967,
"portfolioSize": 5,
"activationRate": 0.5786666666666667,
"activationCount": 217,
"baselineHitRates": {
"1": 0.528,
"5": 0.6172506738544474,
"10": 0.644808743169399
},
"sampleConfidence": 0.9993855606758834,
"shadowSharpeLike": 0.7517513196225336,
"avgForwardReturns": {
"1": 0.002084002597501486,
"5": 0.005370964410763257,
"10": 0.014322083147671241
},
"shadowMaxDrawdown": -0.18239193684848587,
"shadowTotalReturn": 0.36800687143306265,
"avgForwardReturn1D": 0.002084002597501486,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-31",
"2025-02-03",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25"
],
"horizonObservationCounts": {
"1": 217,
"5": 216,
"10": 216
},
"baselineAvgForwardReturns": {
"1": 0.0037909851850920937,
"5": 0.01954608387148856,
"10": 0.040664760190866574
}
},
{
"topN": 3,
"ticker": "ALNT",
"hitRates": {
"1": 0.5177664974619289,
"5": 0.5612244897959183,
"10": 0.5867346938775511
},
"hitRate1D": 0.5177664974619289,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.6353489960919741,
"eligibleDays": 375,
"fitnessScore": 0.4721514152239381,
"lookbackDays": 14,
"returnLift1D": -0.002130889875336371,
"hitRateLift1D": -0.010233502538071093,
"portfolioSize": 3,
"activationRate": 0.5253333333333333,
"activationCount": 197,
"baselineHitRates": {
"1": 0.528,
"5": 0.6172506738544474,
"10": 0.644808743169399
},
"sampleConfidence": 0.9993231810490695,
"shadowSharpeLike": 0.5532773096950513,
"avgForwardReturns": {
"1": 0.0016600953097557227,
"5": 0.0036848390108273348,
"10": 0.010496497988465922
},
"shadowMaxDrawdown": -0.20445666349255387,
"shadowTotalReturn": 0.2192494252224637,
"avgForwardReturn1D": 0.0016600953097557227,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-31",
"2025-02-03",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25"
],
"horizonObservationCounts": {
"1": 197,
"5": 196,
"10": 196
},
"baselineAvgForwardReturns": {
"1": 0.0037909851850920937,
"5": 0.01954608387148856,
"10": 0.040664760190866574
}
},
{
"topN": 2,
"ticker": "ALNT",
"hitRates": {
"1": 0.5229885057471264,
"5": 0.6149425287356322,
"10": 0.6264367816091954
},
"hitRate1D": 0.5229885057471264,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.5236008592006939,
"eligibleDays": 368,
"fitnessScore": 0.3707842010269075,
"lookbackDays": 21,
"returnLift1D": -0.0026191278444697556,
"hitRateLift1D": -0.0069027986006996445,
"portfolioSize": 2,
"activationRate": 0.47282608695652173,
"activationCount": 174,
"baselineHitRates": {
"1": 0.529891304347826,
"5": 0.6291208791208791,
"10": 0.6462395543175488
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4776271422301007,
"avgForwardReturns": {
"1": 0.001465886844163215,
"5": 0.008854747517765906,
"10": 0.014836172424658482
},
"shadowMaxDrawdown": -0.2311288502442912,
"shadowTotalReturn": 0.1619385972072538,
"avgForwardReturn1D": 0.001465886844163215,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-19",
"2025-03-07",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15"
],
"horizonObservationCounts": {
"1": 174,
"5": 174,
"10": 174
},
"baselineAvgForwardReturns": {
"1": 0.004085014688632971,
"5": 0.02065372846372305,
"10": 0.04154099569055404
}
},
{
"topN": 2,
"ticker": "ALNT",
"hitRates": {
"1": 0.5315315315315315,
"5": 0.6055045871559633,
"10": 0.6291079812206573
},
"hitRate1D": 0.5315315315315315,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.44330088519608984,
"eligibleDays": 344,
"fitnessScore": 0.29988924336367845,
"lookbackDays": 45,
"returnLift1D": -0.003625141293275083,
"hitRateLift1D": -0.00916614288707307,
"portfolioSize": 2,
"activationRate": 0.6453488372093024,
"activationCount": 222,
"baselineHitRates": {
"1": 0.5406976744186046,
"5": 0.6411764705882353,
"10": 0.6656716417910448
},
"sampleConfidence": 0.9960960960960962,
"shadowSharpeLike": 0.35297027362631195,
"avgForwardReturns": {
"1": 0.0009469007678004801,
"5": 0.008276136761783367,
"10": 0.021193621070447748
},
"shadowMaxDrawdown": -0.40423183195209744,
"shadowTotalReturn": 0.08636200309323527,
"avgForwardReturn1D": 0.0009469007678004801,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 222,
"5": 218,
"10": 213
},
"baselineAvgForwardReturns": {
"1": 0.004572042061075563,
"5": 0.022828865387478876,
"10": 0.04647571810959775
}
},
{
"topN": 4,
"ticker": "ALNT",
"hitRates": {
"1": 0.5235849056603774,
"5": 0.6179245283018868,
"10": 0.6367924528301887
},
"hitRate1D": 0.5235849056603774,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3957354642150501,
"eligibleDays": 368,
"fitnessScore": 0.2568814564961916,
"lookbackDays": 21,
"returnLift1D": -0.0031713645531598646,
"hitRateLift1D": -0.006306398687448644,
"portfolioSize": 4,
"activationRate": 0.5760869565217391,
"activationCount": 212,
"baselineHitRates": {
"1": 0.529891304347826,
"5": 0.6291208791208791,
"10": 0.6462395543175488
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.30143130335908547,
"avgForwardReturns": {
"1": 0.0009136501354731062,
"5": 0.010523280825319304,
"10": 0.020520470013660187
},
"shadowMaxDrawdown": -0.3373329359172812,
"shadowTotalReturn": 0.06188559040052466,
"avgForwardReturn1D": 0.0009136501354731062,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-19",
"2025-02-21",
"2025-03-07",
"2025-05-05",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 212,
"5": 212,
"10": 212
},
"baselineAvgForwardReturns": {
"1": 0.004085014688632971,
"5": 0.02065372846372305,
"10": 0.04154099569055404
}
},
{
"topN": 5,
"ticker": "ALNT",
"hitRates": {
"1": 0.5235849056603774,
"5": 0.6179245283018868,
"10": 0.6367924528301887
},
"hitRate1D": 0.5235849056603774,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3957354642150501,
"eligibleDays": 368,
"fitnessScore": 0.2568814564961916,
"lookbackDays": 21,
"returnLift1D": -0.0031713645531598646,
"hitRateLift1D": -0.006306398687448644,
"portfolioSize": 5,
"activationRate": 0.5760869565217391,
"activationCount": 212,
"baselineHitRates": {
"1": 0.529891304347826,
"5": 0.6291208791208791,
"10": 0.6462395543175488
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.30143130335908547,
"avgForwardReturns": {
"1": 0.0009136501354731062,
"5": 0.010523280825319304,
"10": 0.020520470013660187
},
"shadowMaxDrawdown": -0.3373329359172812,
"shadowTotalReturn": 0.06188559040052466,
"avgForwardReturn1D": 0.0009136501354731062,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-19",
"2025-02-21",
"2025-03-07",
"2025-05-05",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 212,
"5": 212,
"10": 212
},
"baselineAvgForwardReturns": {
"1": 0.004085014688632971,
"5": 0.02065372846372305,
"10": 0.04154099569055404
}
},
{
"topN": 3,
"ticker": "ALNT",
"hitRates": {
"1": 0.5247524752475248,
"5": 0.6138613861386139,
"10": 0.6336633663366337
},
"hitRate1D": 0.5247524752475248,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.3027658812010018,
"eligibleDays": 368,
"fitnessScore": 0.16648448940520694,
"lookbackDays": 21,
"returnLift1D": -0.0033784829111339343,
"hitRateLift1D": -0.005138829100301279,
"portfolioSize": 3,
"activationRate": 0.5489130434782609,
"activationCount": 202,
"baselineHitRates": {
"1": 0.529891304347826,
"5": 0.6291208791208791,
"10": 0.6462395543175488
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.20808005670942833,
"avgForwardReturns": {
"1": 0.0007065317774990363,
"5": 0.009692148287174929,
"10": 0.019544451817697997
},
"shadowMaxDrawdown": -0.37018612190166655,
"shadowTotalReturn": 0.009240262623659845,
"avgForwardReturn1D": 0.0007065317774990363,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-19",
"2025-02-21",
"2025-03-07",
"2025-05-05",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 202,
"5": 202,
"10": 202
},
"baselineAvgForwardReturns": {
"1": 0.004085014688632971,
"5": 0.02065372846372305,
"10": 0.04154099569055404
}
}
],
"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": 0.9435422543823309,
"fitnessScore": 0.9695527041741441,
"lookbackDays": 14,
"returnLift1D": -0.0003623896635768565,
"activationRate": 0.4533333333333333,
"activationCount": 170,
"sampleConfidence": 0.9992156862745099,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.6168076741938586,
"avgForwardReturn1D": 0.0034285955215152372
},
{
"comboQuality": 0.5236008592006939,
"fitnessScore": 0.3707842010269075,
"lookbackDays": 21,
"returnLift1D": -0.0026191278444697556,
"activationRate": 0.47282608695652173,
"activationCount": 174,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.1619385972072538,
"avgForwardReturn1D": 0.001465886844163215
},
{
"comboQuality": 0.9971063178063607,
"fitnessScore": 1.6353120709928,
"lookbackDays": 30,
"returnLift1D": -0.00025434492696741005,
"activationRate": 0.6768802228412256,
"activationCount": 243,
"sampleConfidence": 0.9989026063100138,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.136066022344902,
"avgForwardReturn1D": 0.0036864830176219715
},
{
"comboQuality": 0.9972182852970962,
"fitnessScore": 1.6440184732102097,
"lookbackDays": 45,
"returnLift1D": -0.001275700156583669,
"activationRate": 0.7819767441860465,
"activationCount": 269,
"sampleConfidence": 0.9967781908302356,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.0956484575044514,
"avgForwardReturn1D": 0.003296341904491894
},
{
"comboQuality": 0.9997943650770974,
"fitnessScore": 2.217624555337893,
"lookbackDays": 63,
"returnLift1D": -0.0011345648943504524,
"activationRate": 0.852760736196319,
"activationCount": 278,
"sampleConfidence": 0.9968824940047962,
"bestPortfolioSize": 3,
"shadowTotalReturn": 1.5865916739985688,
"avgForwardReturn1D": 0.003959313025434912
}
],
"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": "2ec1b2a9b8490bc09f54f3e74392efbb813a74e74cabbebd2d3a599ae372547f",
"size": 13,
"members": [
"ALNT",
"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."
}