Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"APPS"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "APPS",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "APPS",
"hitRates": {
"1": 0.5503355704697986,
"5": 0.5771812080536913,
"10": 0.6442953020134228
},
"hitRate1D": 0.5503355704697986,
"comboQuality": 0.9999999952130834,
"eligibleDays": 339,
"fitnessScore": 4.564623452269216,
"lookbackDays": 21,
"returnLift1D": 0.009108038350362719,
"hitRateLift1D": 0.059211310114769045,
"activationRate": 0.43952802359882004,
"activationCount": 149,
"baselineHitRates": {
"1": 0.4911242603550296,
"5": 0.5269461077844312,
"10": 0.5531914893617021
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.7539547842896575,
"avgForwardReturns": {
"1": 0.013704261646731577,
"5": 0.06483721873446147,
"10": 0.11462956617858414
},
"shadowMaxDrawdown": -0.3652433576697818,
"shadowTotalReturn": 3.9192056265112667,
"avgForwardReturn1D": 0.013704261646731577,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 149,
"5": 149,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.004596223296368858,
"5": 0.02448486700412855,
"10": 0.05549683493375743
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999999952130834,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9990086209194757,
"bestRawFitnessScore": 4.564623452269216,
"upperQuartileComboQuality": 0.999991892046428
},
"algorithmFit": {
"label": "strong",
"score": 0.9676461728555716,
"rawScore": 0.9822001197177807,
"confidence": 0.9703645996980925,
"bestProfile": {
"topN": 2,
"lookbackDays": 21
},
"profileBreadth": 0.7510245389554123,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
14,
21,
30,
45
]
},
"parameterStability": 0.9129934952821038,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "APPS",
"hitRates": {
"1": 0.5503355704697986,
"5": 0.5771812080536913,
"10": 0.6442953020134228
},
"hitRate1D": 0.5503355704697986,
"comboQuality": 0.9999999952130834,
"eligibleDays": 339,
"fitnessScore": 4.564623452269216,
"lookbackDays": 21,
"returnLift1D": 0.009108038350362719,
"hitRateLift1D": 0.059211310114769045,
"activationRate": 0.43952802359882004,
"activationCount": 149,
"baselineHitRates": {
"1": 0.4911242603550296,
"5": 0.5269461077844312,
"10": 0.5531914893617021
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.7539547842896575,
"avgForwardReturns": {
"1": 0.013704261646731577,
"5": 0.06483721873446147,
"10": 0.11462956617858414
},
"shadowMaxDrawdown": -0.3652433576697818,
"shadowTotalReturn": 3.9192056265112667,
"avgForwardReturn1D": 0.013704261646731577,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 149,
"5": 149,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.004596223296368858,
"5": 0.02448486700412855,
"10": 0.05549683493375743
}
},
{
"topN": 3,
"ticker": "APPS",
"hitRates": {
"1": 0.5477707006369427,
"5": 0.5987261146496815,
"10": 0.6624203821656051
},
"hitRate1D": 0.5477707006369427,
"comboQuality": 0.9999999801172044,
"eligibleDays": 339,
"fitnessScore": 4.251350419751821,
"lookbackDays": 21,
"returnLift1D": 0.008051457831843429,
"hitRateLift1D": 0.05664644028191307,
"activationRate": 0.4631268436578171,
"activationCount": 157,
"baselineHitRates": {
"1": 0.4911242603550296,
"5": 0.5269461077844312,
"10": 0.5531914893617021
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.697512797872144,
"avgForwardReturns": {
"1": 0.012647681128212287,
"5": 0.0664967785483931,
"10": 0.12872763336724163
},
"shadowMaxDrawdown": -0.3678951699783165,
"shadowTotalReturn": 3.6345562787393026,
"avgForwardReturn1D": 0.012647681128212287,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 157,
"5": 157,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.004596223296368858,
"5": 0.02448486700412855,
"10": 0.05549683493375743
}
},
{
"topN": 5,
"ticker": "APPS",
"hitRates": {
"1": 0.5421686746987951,
"5": 0.5903614457831325,
"10": 0.6606060606060606
},
"hitRate1D": 0.5421686746987951,
"comboQuality": 0.9999999707960587,
"eligibleDays": 339,
"fitnessScore": 4.166771669213015,
"lookbackDays": 21,
"returnLift1D": 0.00732304164364425,
"hitRateLift1D": 0.051044414343765554,
"activationRate": 0.4896755162241888,
"activationCount": 166,
"baselineHitRates": {
"1": 0.4911242603550296,
"5": 0.5269461077844312,
"10": 0.5531914893617021
},
"sampleConfidence": 0.9995983935742973,
"shadowSharpeLike": 1.6839477589594123,
"avgForwardReturns": {
"1": 0.011919264940013108,
"5": 0.0636305559570609,
"10": 0.12889631311654656
},
"shadowMaxDrawdown": -0.4085426744475441,
"shadowTotalReturn": 3.5791895424159845,
"avgForwardReturn1D": 0.011919264940013108,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 166,
"5": 166,
"10": 165
},
"baselineAvgForwardReturns": {
"1": 0.004596223296368858,
"5": 0.02448486700412855,
"10": 0.05549683493375743
}
},
{
"topN": 4,
"ticker": "APPS",
"hitRates": {
"1": 0.5460122699386503,
"5": 0.5950920245398773,
"10": 0.656441717791411
},
"hitRate1D": 0.5460122699386503,
"comboQuality": 0.9999999564960277,
"eligibleDays": 339,
"fitnessScore": 4.079090979618518,
"lookbackDays": 21,
"returnLift1D": 0.007419720128812304,
"hitRateLift1D": 0.05488800958362067,
"activationRate": 0.4808259587020649,
"activationCount": 163,
"baselineHitRates": {
"1": 0.4911242603550296,
"5": 0.5269461077844312,
"10": 0.5531914893617021
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.6696352783901038,
"avgForwardReturns": {
"1": 0.012015943425181162,
"5": 0.06510059297228252,
"10": 0.13032119658848557
},
"shadowMaxDrawdown": -0.4294083864284127,
"shadowTotalReturn": 3.5008720184254747,
"avgForwardReturn1D": 0.012015943425181162,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 163,
"5": 163,
"10": 163
},
"baselineAvgForwardReturns": {
"1": 0.004596223296368858,
"5": 0.02448486700412855,
"10": 0.05549683493375743
}
},
{
"topN": 3,
"ticker": "APPS",
"hitRates": {
"1": 0.5448717948717948,
"5": 0.5833333333333334,
"10": 0.5947712418300654
},
"hitRate1D": 0.5448717948717948,
"comboQuality": 0.9999970189756765,
"eligibleDays": 330,
"fitnessScore": 3.149112932607582,
"lookbackDays": 30,
"returnLift1D": 0.005948160546151334,
"hitRateLift1D": 0.04943106538851216,
"activationRate": 0.4727272727272727,
"activationCount": 156,
"baselineHitRates": {
"1": 0.49544072948328266,
"5": 0.5384615384615384,
"10": 0.56875
},
"sampleConfidence": 0.9987179487179487,
"shadowSharpeLike": 1.494154053758542,
"avgForwardReturns": {
"1": 0.011307891381140389,
"5": 0.049126066155519545,
"10": 0.09349504084276333
},
"shadowMaxDrawdown": -0.38909931820932475,
"shadowTotalReturn": 2.6354600762832603,
"avgForwardReturn1D": 0.011307891381140389,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 156,
"5": 156,
"10": 153
},
"baselineAvgForwardReturns": {
"1": 0.0053597308349890545,
"5": 0.028853689097510963,
"10": 0.0632684214965147
}
},
{
"topN": 4,
"ticker": "APPS",
"hitRates": {
"1": 0.5375,
"5": 0.575,
"10": 0.5897435897435898
},
"hitRate1D": 0.5375,
"comboQuality": 0.9999901830700119,
"eligibleDays": 330,
"fitnessScore": 2.8869063051208825,
"lookbackDays": 30,
"returnLift1D": 0.005265817358156884,
"hitRateLift1D": 0.04205927051671732,
"activationRate": 0.48484848484848486,
"activationCount": 160,
"baselineHitRates": {
"1": 0.49544072948328266,
"5": 0.5384615384615384,
"10": 0.56875
},
"sampleConfidence": 0.9983333333333334,
"shadowSharpeLike": 1.4364993686964092,
"avgForwardReturns": {
"1": 0.010625548193145939,
"5": 0.04624352159577182,
"10": 0.09047229629398652
},
"shadowMaxDrawdown": -0.38909931820932475,
"shadowTotalReturn": 2.4047499715525515,
"avgForwardReturn1D": 0.010625548193145939,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 160,
"5": 160,
"10": 156
},
"baselineAvgForwardReturns": {
"1": 0.0053597308349890545,
"5": 0.028853689097510963,
"10": 0.0632684214965147
}
},
{
"topN": 5,
"ticker": "APPS",
"hitRates": {
"1": 0.5304878048780488,
"5": 0.5670731707317073,
"10": 0.5875
},
"hitRate1D": 0.5304878048780488,
"comboQuality": 0.999989545127957,
"eligibleDays": 330,
"fitnessScore": 2.8730550419946534,
"lookbackDays": 30,
"returnLift1D": 0.0050153117889195605,
"hitRateLift1D": 0.03504707539476615,
"activationRate": 0.49696969696969695,
"activationCount": 164,
"baselineHitRates": {
"1": 0.49544072948328266,
"5": 0.5384615384615384,
"10": 0.56875
},
"sampleConfidence": 0.9983739837398374,
"shadowSharpeLike": 1.43528016119178,
"avgForwardReturns": {
"1": 0.010375042623908615,
"5": 0.043950378013355246,
"10": 0.08546659033692353
},
"shadowMaxDrawdown": -0.39424138092858463,
"shadowTotalReturn": 2.4009946565807674,
"avgForwardReturn1D": 0.010375042623908615,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 164,
"5": 164,
"10": 160
},
"baselineAvgForwardReturns": {
"1": 0.0053597308349890545,
"5": 0.028853689097510963,
"10": 0.0632684214965147
}
},
{
"topN": 5,
"ticker": "APPS",
"hitRates": {
"1": 0.5347593582887701,
"5": 0.5294117647058824,
"10": 0.6021505376344086
},
"hitRate1D": 0.5347593582887701,
"comboQuality": 0.9999500223620822,
"eligibleDays": 352,
"fitnessScore": 2.528854681374166,
"lookbackDays": 14,
"returnLift1D": 0.003270583867815542,
"hitRateLift1D": 0.03475935828877008,
"activationRate": 0.5340909090909091,
"activationCount": 188,
"baselineHitRates": {
"1": 0.5,
"5": 0.5289017341040463,
"10": 0.543859649122807
},
"sampleConfidence": 0.998581560283688,
"shadowSharpeLike": 1.3073055708862762,
"avgForwardReturns": {
"1": 0.00889050239476207,
"5": 0.03942884993966458,
"10": 0.07532063970023899
},
"shadowMaxDrawdown": -0.5020526131221905,
"shadowTotalReturn": 2.1252240228604755,
"avgForwardReturn1D": 0.00889050239476207,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-18",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 187,
"5": 187,
"10": 186
},
"baselineAvgForwardReturns": {
"1": 0.005619918526946528,
"5": 0.02462269504377342,
"10": 0.04826520623695623
}
},
{
"topN": 4,
"ticker": "APPS",
"hitRates": {
"1": 0.532608695652174,
"5": 0.5271739130434783,
"10": 0.6010928961748634
},
"hitRate1D": 0.532608695652174,
"comboQuality": 0.9999258956624408,
"eligibleDays": 352,
"fitnessScore": 2.4421917244206317,
"lookbackDays": 14,
"returnLift1D": 0.003284414391654949,
"hitRateLift1D": 0.03260869565217395,
"activationRate": 0.5255681818181818,
"activationCount": 185,
"baselineHitRates": {
"1": 0.5,
"5": 0.5289017341040463,
"10": 0.543859649122807
},
"sampleConfidence": 0.9985585585585586,
"shadowSharpeLike": 1.2880386475745889,
"avgForwardReturns": {
"1": 0.008904332918601477,
"5": 0.03979803095503313,
"10": 0.07532758396509844
},
"shadowMaxDrawdown": -0.500182664875432,
"shadowTotalReturn": 2.0496782914529854,
"avgForwardReturn1D": 0.008904332918601477,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-18",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 184,
"5": 184,
"10": 183
},
"baselineAvgForwardReturns": {
"1": 0.005619918526946528,
"5": 0.02462269504377342,
"10": 0.04826520623695623
}
},
{
"topN": 2,
"ticker": "APPS",
"hitRates": {
"1": 0.5337837837837838,
"5": 0.5675675675675675,
"10": 0.593103448275862
},
"hitRate1D": 0.5337837837837838,
"comboQuality": 0.999921451336835,
"eligibleDays": 330,
"fitnessScore": 2.4293770053241883,
"lookbackDays": 30,
"returnLift1D": 0.00521899638399704,
"hitRateLift1D": 0.03834305430050111,
"activationRate": 0.4484848484848485,
"activationCount": 148,
"baselineHitRates": {
"1": 0.49544072948328266,
"5": 0.5384615384615384,
"10": 0.56875
},
"sampleConfidence": 0.9986486486486488,
"shadowSharpeLike": 1.332615471116191,
"avgForwardReturns": {
"1": 0.010578727218986094,
"5": 0.049557614806925165,
"10": 0.09488326819039573
},
"shadowMaxDrawdown": -0.3929579821911027,
"shadowTotalReturn": 1.9981438686933166,
"avgForwardReturn1D": 0.010578727218986094,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-25",
"2025-04-28",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 148,
"5": 148,
"10": 145
},
"baselineAvgForwardReturns": {
"1": 0.0053597308349890545,
"5": 0.028853689097510963,
"10": 0.0632684214965147
}
},
{
"topN": 3,
"ticker": "APPS",
"hitRates": {
"1": 0.5254237288135594,
"5": 0.5310734463276836,
"10": 0.6022727272727273
},
"hitRate1D": 0.5254237288135594,
"comboQuality": 0.9980957905021166,
"eligibleDays": 352,
"fitnessScore": 1.7275921045601728,
"lookbackDays": 14,
"returnLift1D": 0.0022280433816880586,
"hitRateLift1D": 0.025423728813559365,
"activationRate": 0.5056818181818182,
"activationCount": 178,
"baselineHitRates": {
"1": 0.5,
"5": 0.5289017341040463,
"10": 0.543859649122807
},
"sampleConfidence": 0.9985018726591761,
"shadowSharpeLike": 1.1061429986189752,
"avgForwardReturns": {
"1": 0.007847961908634586,
"5": 0.03874289601029479,
"10": 0.07685073005371168
},
"shadowMaxDrawdown": -0.5003092828331841,
"shadowTotalReturn": 1.4149759710761791,
"avgForwardReturn1D": 0.007847961908634586,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-18",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 177,
"5": 177,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.005619918526946528,
"5": 0.02462269504377342,
"10": 0.04826520623695623
}
},
{
"topN": 5,
"ticker": "APPS",
"hitRates": {
"1": 0.49673202614379086,
"5": 0.5033557046979866,
"10": 0.4722222222222222
},
"hitRate1D": 0.49673202614379086,
"comboQuality": 0.994384596843683,
"eligibleDays": 315,
"fitnessScore": 1.4888543462308121,
"lookbackDays": 45,
"returnLift1D": 0.003435281187714673,
"hitRateLift1D": 0.0031014528953832166,
"activationRate": 0.4888888888888889,
"activationCount": 154,
"baselineHitRates": {
"1": 0.49363057324840764,
"5": 0.5290322580645161,
"10": 0.5606557377049181
},
"sampleConfidence": 0.9930735930735931,
"shadowSharpeLike": 1.0990107259492616,
"avgForwardReturns": {
"1": 0.008543100507933447,
"5": 0.030289186031150016,
"10": 0.05262905796351231
},
"shadowMaxDrawdown": -0.5368250292521668,
"shadowTotalReturn": 1.2399201572991245,
"avgForwardReturn1D": 0.008543100507933447,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-07",
"2025-05-08",
"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": 153,
"5": 149,
"10": 144
},
"baselineAvgForwardReturns": {
"1": 0.005107819320218774,
"5": 0.026724286312042964,
"10": 0.05928529543199382
}
},
{
"topN": 4,
"ticker": "APPS",
"hitRates": {
"1": 0.4966887417218543,
"5": 0.5034013605442177,
"10": 0.47183098591549294
},
"hitRate1D": 0.4966887417218543,
"comboQuality": 0.9801657416016267,
"eligibleDays": 315,
"fitnessScore": 1.2080684236778476,
"lookbackDays": 45,
"returnLift1D": 0.0026623284724259857,
"hitRateLift1D": 0.003058168473446643,
"activationRate": 0.48253968253968255,
"activationCount": 152,
"baselineHitRates": {
"1": 0.49363057324840764,
"5": 0.5290322580645161,
"10": 0.5606557377049181
},
"sampleConfidence": 0.992982456140351,
"shadowSharpeLike": 0.9988789917288119,
"avgForwardReturns": {
"1": 0.0077701477926447595,
"5": 0.02916767846892429,
"10": 0.05125014334863036
},
"shadowMaxDrawdown": -0.520283081661615,
"shadowTotalReturn": 0.9857283149499447,
"avgForwardReturn1D": 0.0077701477926447595,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-08",
"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": 151,
"5": 147,
"10": 142
},
"baselineAvgForwardReturns": {
"1": 0.005107819320218774,
"5": 0.026724286312042964,
"10": 0.05928529543199382
}
},
{
"topN": 3,
"ticker": "APPS",
"hitRates": {
"1": 0.49324324324324326,
"5": 0.5069444444444444,
"10": 0.48201438848920863
},
"hitRate1D": 0.49324324324324326,
"comboQuality": 0.9661411589765573,
"eligibleDays": 315,
"fitnessScore": 1.0872441567060536,
"lookbackDays": 45,
"returnLift1D": 0.002440085291096891,
"hitRateLift1D": -0.000387330005164388,
"activationRate": 0.473015873015873,
"activationCount": 149,
"baselineHitRates": {
"1": 0.49363057324840764,
"5": 0.5290322580645161,
"10": 0.5606557377049181
},
"sampleConfidence": 0.9928411633109621,
"shadowSharpeLike": 0.9587590483683188,
"avgForwardReturns": {
"1": 0.007547904611315665,
"5": 0.031088361432986482,
"10": 0.05608837370461923
},
"shadowMaxDrawdown": -0.5424478178762441,
"shadowTotalReturn": 0.8939801555411939,
"avgForwardReturn1D": 0.007547904611315665,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-08",
"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": 148,
"5": 144,
"10": 139
},
"baselineAvgForwardReturns": {
"1": 0.005107819320218774,
"5": 0.026724286312042964,
"10": 0.05928529543199382
}
},
{
"topN": 2,
"ticker": "APPS",
"hitRates": {
"1": 0.5185185185185185,
"5": 0.5185185185185185,
"10": 0.5962732919254659
},
"hitRate1D": 0.5185185185185185,
"comboQuality": 0.8597311152597641,
"eligibleDays": 352,
"fitnessScore": 0.7488728695144757,
"lookbackDays": 14,
"returnLift1D": -0.00039490852678822873,
"hitRateLift1D": 0.01851851851851849,
"activationRate": 0.4630681818181818,
"activationCount": 163,
"baselineHitRates": {
"1": 0.5,
"5": 0.5289017341040463,
"10": 0.543859649122807
},
"sampleConfidence": 0.9983640081799592,
"shadowSharpeLike": 0.8008962018196885,
"avgForwardReturns": {
"1": 0.005225010000158299,
"5": 0.039123549426156604,
"10": 0.07541426287920658
},
"shadowMaxDrawdown": -0.5495018209568645,
"shadowTotalReturn": 0.5921908372915947,
"avgForwardReturn1D": 0.005225010000158299,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-18",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 162,
"5": 162,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.005619918526946528,
"5": 0.02462269504377342,
"10": 0.04826520623695623
}
},
{
"topN": 2,
"ticker": "APPS",
"hitRates": {
"1": 0.4714285714285714,
"5": 0.49264705882352944,
"10": 0.46564885496183206
},
"hitRate1D": 0.4714285714285714,
"comboQuality": 0.6337997645771265,
"eligibleDays": 315,
"fitnessScore": 0.47068161615165144,
"lookbackDays": 45,
"returnLift1D": 0.0007242765981662208,
"hitRateLift1D": -0.022202001819836226,
"activationRate": 0.44761904761904764,
"activationCount": 141,
"baselineHitRates": {
"1": 0.49363057324840764,
"5": 0.5290322580645161,
"10": 0.5606557377049181
},
"sampleConfidence": 0.992434988179669,
"shadowSharpeLike": 0.7068625413098569,
"avgForwardReturns": {
"1": 0.005832095918384995,
"5": 0.02517410601224415,
"10": 0.019319626038761854
},
"shadowMaxDrawdown": -0.6226676811314056,
"shadowTotalReturn": 0.41833551972928684,
"avgForwardReturn1D": 0.005832095918384995,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-08",
"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": 140,
"5": 136,
"10": 131
},
"baselineAvgForwardReturns": {
"1": 0.005107819320218774,
"5": 0.026724286312042964,
"10": 0.05928529543199382
}
},
{
"topN": 5,
"ticker": "APPS",
"hitRates": {
"1": 0.46258503401360546,
"5": 0.5034965034965035,
"10": 0.4927536231884058
},
"hitRate1D": 0.46258503401360546,
"comboQuality": 0.47113814243475943,
"eligibleDays": 297,
"fitnessScore": 0.32457329938548063,
"lookbackDays": 63,
"returnLift1D": 0.001043585445421213,
"hitRateLift1D": -0.01714469571612426,
"activationRate": 0.4983164983164983,
"activationCount": 148,
"baselineHitRates": {
"1": 0.4797297297297297,
"5": 0.523972602739726,
"10": 0.5331010452961672
},
"sampleConfidence": 0.9927927927927929,
"shadowSharpeLike": 0.6360151283555732,
"avgForwardReturns": {
"1": 0.004883105113449941,
"5": 0.026730909003710446,
"10": 0.03858218113946685
},
"shadowMaxDrawdown": -0.6354282818153907,
"shadowTotalReturn": 0.27932926530845936,
"avgForwardReturn1D": 0.004883105113449941,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06"
],
"horizonObservationCounts": {
"1": 147,
"5": 143,
"10": 138
},
"baselineAvgForwardReturns": {
"1": 0.003839519668028728,
"5": 0.02153796076585919,
"10": 0.047784113382231146
}
},
{
"topN": 3,
"ticker": "APPS",
"hitRates": {
"1": 0.4632352941176471,
"5": 0.4772727272727273,
"10": 0.44881889763779526
},
"hitRate1D": 0.4632352941176471,
"comboQuality": 0.4388956963173401,
"eligibleDays": 297,
"fitnessScore": 0.29595809520977373,
"lookbackDays": 63,
"returnLift1D": 0.0012287691229299672,
"hitRateLift1D": -0.016494435612082636,
"activationRate": 0.4612794612794613,
"activationCount": 137,
"baselineHitRates": {
"1": 0.4797297297297297,
"5": 0.523972602739726,
"10": 0.5331010452961672
},
"sampleConfidence": 0.9922141119221412,
"shadowSharpeLike": 0.6166600257430604,
"avgForwardReturns": {
"1": 0.005068288790958695,
"5": 0.015053001153218622,
"10": 0.00975444666958831
},
"shadowMaxDrawdown": -0.6061817731805881,
"shadowTotalReturn": 0.2557795391420672,
"avgForwardReturn1D": 0.005068288790958695,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06"
],
"horizonObservationCounts": {
"1": 136,
"5": 132,
"10": 127
},
"baselineAvgForwardReturns": {
"1": 0.003839519668028728,
"5": 0.02153796076585919,
"10": 0.047784113382231146
}
},
{
"topN": 4,
"ticker": "APPS",
"hitRates": {
"1": 0.46153846153846156,
"5": 0.49640287769784175,
"10": 0.47761194029850745
},
"hitRate1D": 0.46153846153846156,
"comboQuality": 0.32074880970568903,
"eligibleDays": 297,
"fitnessScore": 0.18492680420617305,
"lookbackDays": 63,
"returnLift1D": 0.00047734342735758625,
"hitRateLift1D": -0.01819126819126815,
"activationRate": 0.48484848484848486,
"activationCount": 144,
"baselineHitRates": {
"1": 0.4797297297297297,
"5": 0.523972602739726,
"10": 0.5331010452961672
},
"sampleConfidence": 0.9925925925925927,
"shadowSharpeLike": 0.5493858972617758,
"avgForwardReturns": {
"1": 0.004316863095386314,
"5": 0.021915578942612854,
"10": 0.028463538162588634
},
"shadowMaxDrawdown": -0.6254009606760262,
"shadowTotalReturn": 0.16361583979110006,
"avgForwardReturn1D": 0.004316863095386314,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06"
],
"horizonObservationCounts": {
"1": 143,
"5": 139,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.003839519668028728,
"5": 0.02153796076585919,
"10": 0.047784113382231146
}
},
{
"topN": 2,
"ticker": "APPS",
"hitRates": {
"1": 0.4365079365079365,
"5": 0.45081967213114754,
"10": 0.42735042735042733
},
"hitRate1D": 0.4365079365079365,
"comboQuality": 0.050706508872822985,
"eligibleDays": 297,
"fitnessScore": -0.2945260210125717,
"lookbackDays": 63,
"returnLift1D": -0.002283470390720456,
"hitRateLift1D": -0.0432217932217932,
"activationRate": 0.4276094276094276,
"activationCount": 127,
"baselineHitRates": {
"1": 0.4797297297297297,
"5": 0.523972602739726,
"10": 0.5331010452961672
},
"sampleConfidence": 0.9916010498687665,
"shadowSharpeLike": 0.18647874075266174,
"avgForwardReturns": {
"1": 0.001556049277308272,
"5": -0.00792708247954034,
"10": -0.014851094981956066
},
"shadowMaxDrawdown": -0.5988758088199186,
"shadowTotalReturn": -0.18004056801595258,
"avgForwardReturn1D": 0.001556049277308272,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06"
],
"horizonObservationCounts": {
"1": 126,
"5": 122,
"10": 117
},
"baselineAvgForwardReturns": {
"1": 0.003839519668028728,
"5": 0.02153796076585919,
"10": 0.047784113382231146
}
}
],
"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": 5,
"comboQuality": 0.9999500223620822,
"fitnessScore": 2.528854681374166,
"lookbackDays": 14,
"returnLift1D": 0.003270583867815542,
"activationRate": 0.5340909090909091,
"activationCount": 188,
"sampleConfidence": 0.998581560283688,
"shadowTotalReturn": 2.1252240228604755,
"avgForwardReturn1D": 0.00889050239476207
},
{
"bestTopN": 2,
"comboQuality": 0.9999999952130834,
"fitnessScore": 4.564623452269216,
"lookbackDays": 21,
"returnLift1D": 0.009108038350362719,
"activationRate": 0.43952802359882004,
"activationCount": 149,
"sampleConfidence": 1,
"shadowTotalReturn": 3.9192056265112667,
"avgForwardReturn1D": 0.013704261646731577
},
{
"bestTopN": 3,
"comboQuality": 0.9999970189756765,
"fitnessScore": 3.149112932607582,
"lookbackDays": 30,
"returnLift1D": 0.005948160546151334,
"activationRate": 0.4727272727272727,
"activationCount": 156,
"sampleConfidence": 0.9987179487179487,
"shadowTotalReturn": 2.6354600762832603,
"avgForwardReturn1D": 0.011307891381140389
},
{
"bestTopN": 5,
"comboQuality": 0.994384596843683,
"fitnessScore": 1.4888543462308121,
"lookbackDays": 45,
"returnLift1D": 0.003435281187714673,
"activationRate": 0.4888888888888889,
"activationCount": 154,
"sampleConfidence": 0.9930735930735931,
"shadowTotalReturn": 1.2399201572991245,
"avgForwardReturn1D": 0.008543100507933447
},
{
"bestTopN": 5,
"comboQuality": 0.47113814243475943,
"fitnessScore": 0.32457329938548063,
"lookbackDays": 63,
"returnLift1D": 0.001043585445421213,
"activationRate": 0.4983164983164983,
"activationCount": 148,
"sampleConfidence": 0.9927927927927929,
"shadowTotalReturn": 0.27932926530845936,
"avgForwardReturn1D": 0.004883105113449941
}
],
"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": "8ea10de37b08cc659ea9d30b12797dda5079421ff74b8dd5cbe8e1ec80a7b487",
"size": 13,
"members": [
"APPS",
"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",
"APPS"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "APPS",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "APPS",
"hitRates": {
"1": 0.5174418604651163,
"5": 0.5348837209302325,
"10": 0.5930232558139535
},
"hitRate1D": 0.5174418604651163,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9999999997731424,
"eligibleDays": 368,
"fitnessScore": 5.235473595216055,
"lookbackDays": 21,
"returnLift1D": 0.008766884113176094,
"hitRateLift1D": 0.03374620829120328,
"portfolioSize": 2,
"activationRate": 0.4673913043478261,
"activationCount": 172,
"baselineHitRates": {
"1": 0.483695652173913,
"5": 0.5164835164835165,
"10": 0.5348189415041783
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4614791921600332,
"avgForwardReturns": {
"1": 0.014808154421966015,
"5": 0.06377884542786456,
"10": 0.09239635794035593
},
"shadowMaxDrawdown": -0.600174469712368,
"shadowTotalReturn": 4.688122570736703,
"avgForwardReturn1D": 0.014808154421966015,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 172,
"5": 172,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.00604127030878992,
"5": 0.02851187297725403,
"10": 0.04841334577393662
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999999997731424,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9719412379501509,
"bestRawFitnessScore": 5.235473595216055,
"upperQuartileComboQuality": 0.9999980356268175
},
"algorithmFit": {
"label": "strong",
"score": 0.965667679382995,
"rawScore": 0.973600766944735,
"confidence": 0.9837036127515904,
"bestProfile": {
"lookbackDays": 21,
"portfolioSize": 2
},
"profileBreadth": 0.900310609108672,
"recommendedRegion": {
"lookbackDays": [
14,
21,
30,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.9241238144599943,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "APPS",
"hitRates": {
"1": 0.5174418604651163,
"5": 0.5348837209302325,
"10": 0.5930232558139535
},
"hitRate1D": 0.5174418604651163,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9999999997731424,
"eligibleDays": 368,
"fitnessScore": 5.235473595216055,
"lookbackDays": 21,
"returnLift1D": 0.008766884113176094,
"hitRateLift1D": 0.03374620829120328,
"portfolioSize": 2,
"activationRate": 0.4673913043478261,
"activationCount": 172,
"baselineHitRates": {
"1": 0.483695652173913,
"5": 0.5164835164835165,
"10": 0.5348189415041783
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4614791921600332,
"avgForwardReturns": {
"1": 0.014808154421966015,
"5": 0.06377884542786456,
"10": 0.09239635794035593
},
"shadowMaxDrawdown": -0.600174469712368,
"shadowTotalReturn": 4.688122570736703,
"avgForwardReturn1D": 0.014808154421966015,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 172,
"5": 172,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.00604127030878992,
"5": 0.02851187297725403,
"10": 0.04841334577393662
}
},
{
"topN": 3,
"ticker": "APPS",
"hitRates": {
"1": 0.5166666666666667,
"5": 0.5555555555555556,
"10": 0.6111111111111112
},
"hitRate1D": 0.5166666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.999999998862396,
"eligibleDays": 368,
"fitnessScore": 4.88075514638216,
"lookbackDays": 21,
"returnLift1D": 0.00779624920423496,
"hitRateLift1D": 0.03297101449275369,
"portfolioSize": 3,
"activationRate": 0.4891304347826087,
"activationCount": 180,
"baselineHitRates": {
"1": 0.483695652173913,
"5": 0.5164835164835165,
"10": 0.5348189415041783
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4262640704895668,
"avgForwardReturns": {
"1": 0.01383751951302488,
"5": 0.06527338919030924,
"10": 0.10568114802105068
},
"shadowMaxDrawdown": -0.600174469712368,
"shadowTotalReturn": 4.358979919923078,
"avgForwardReturn1D": 0.01383751951302488,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 180,
"5": 180,
"10": 180
},
"baselineAvgForwardReturns": {
"1": 0.00604127030878992,
"5": 0.02851187297725403,
"10": 0.04841334577393662
}
},
{
"topN": 4,
"ticker": "APPS",
"hitRates": {
"1": 0.5161290322580645,
"5": 0.553763440860215,
"10": 0.6075268817204301
},
"hitRate1D": 0.5161290322580645,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.99999999757918,
"eligibleDays": 368,
"fitnessScore": 4.714615100517238,
"lookbackDays": 21,
"returnLift1D": 0.007204247720885775,
"hitRateLift1D": 0.032433380084151475,
"portfolioSize": 4,
"activationRate": 0.5054347826086957,
"activationCount": 186,
"baselineHitRates": {
"1": 0.483695652173913,
"5": 0.5164835164835165,
"10": 0.5348189415041783
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4089992805414802,
"avgForwardReturns": {
"1": 0.013245518029675695,
"5": 0.06408931439053762,
"10": 0.10782109273685662
},
"shadowMaxDrawdown": -0.600174469712368,
"shadowTotalReturn": 4.204399583954767,
"avgForwardReturn1D": 0.013245518029675695,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 186,
"5": 186,
"10": 186
},
"baselineAvgForwardReturns": {
"1": 0.00604127030878992,
"5": 0.02851187297725403,
"10": 0.04841334577393662
}
},
{
"topN": 5,
"ticker": "APPS",
"hitRates": {
"1": 0.5161290322580645,
"5": 0.553763440860215,
"10": 0.6075268817204301
},
"hitRate1D": 0.5161290322580645,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.99999999757918,
"eligibleDays": 368,
"fitnessScore": 4.714615100517238,
"lookbackDays": 21,
"returnLift1D": 0.007204247720885775,
"hitRateLift1D": 0.032433380084151475,
"portfolioSize": 5,
"activationRate": 0.5054347826086957,
"activationCount": 186,
"baselineHitRates": {
"1": 0.483695652173913,
"5": 0.5164835164835165,
"10": 0.5348189415041783
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4089992805414802,
"avgForwardReturns": {
"1": 0.013245518029675695,
"5": 0.06408931439053762,
"10": 0.10782109273685662
},
"shadowMaxDrawdown": -0.600174469712368,
"shadowTotalReturn": 4.204399583954767,
"avgForwardReturn1D": 0.013245518029675695,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 186,
"5": 186,
"10": 186
},
"baselineAvgForwardReturns": {
"1": 0.00604127030878992,
"5": 0.02851187297725403,
"10": 0.04841334577393662
}
},
{
"topN": 4,
"ticker": "APPS",
"hitRates": {
"1": 0.5148514851485149,
"5": 0.5297029702970297,
"10": 0.6
},
"hitRate1D": 0.5148514851485149,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999980356268175,
"eligibleDays": 375,
"fitnessScore": 3.240873785849058,
"lookbackDays": 14,
"returnLift1D": 0.004610545340801926,
"hitRateLift1D": 0.029518151815181526,
"portfolioSize": 4,
"activationRate": 0.5386666666666666,
"activationCount": 202,
"baselineHitRates": {
"1": 0.48533333333333334,
"5": 0.522911051212938,
"10": 0.5437158469945356
},
"sampleConfidence": 0.9993399339933994,
"shadowSharpeLike": 1.222404401445276,
"avgForwardReturns": {
"1": 0.010884899800035739,
"5": 0.058945986944755696,
"10": 0.11851229652188898
},
"shadowMaxDrawdown": -0.6032565629974422,
"shadowTotalReturn": 2.841131062503136,
"avgForwardReturn1D": 0.010884899800035739,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 202,
"5": 202,
"10": 200
},
"baselineAvgForwardReturns": {
"1": 0.006274354459233813,
"5": 0.033729669070004346,
"10": 0.07239815086169642
}
},
{
"topN": 5,
"ticker": "APPS",
"hitRates": {
"1": 0.5148514851485149,
"5": 0.5297029702970297,
"10": 0.6
},
"hitRate1D": 0.5148514851485149,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999980356268175,
"eligibleDays": 375,
"fitnessScore": 3.240873785849058,
"lookbackDays": 14,
"returnLift1D": 0.004610545340801926,
"hitRateLift1D": 0.029518151815181526,
"portfolioSize": 5,
"activationRate": 0.5386666666666666,
"activationCount": 202,
"baselineHitRates": {
"1": 0.48533333333333334,
"5": 0.522911051212938,
"10": 0.5437158469945356
},
"sampleConfidence": 0.9993399339933994,
"shadowSharpeLike": 1.222404401445276,
"avgForwardReturns": {
"1": 0.010884899800035739,
"5": 0.058945986944755696,
"10": 0.11851229652188898
},
"shadowMaxDrawdown": -0.6032565629974422,
"shadowTotalReturn": 2.841131062503136,
"avgForwardReturn1D": 0.010884899800035739,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 202,
"5": 202,
"10": 200
},
"baselineAvgForwardReturns": {
"1": 0.006274354459233813,
"5": 0.033729669070004346,
"10": 0.07239815086169642
}
},
{
"topN": 3,
"ticker": "APPS",
"hitRates": {
"1": 0.5076923076923077,
"5": 0.5333333333333333,
"10": 0.6010362694300518
},
"hitRate1D": 0.5076923076923077,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9998919912715384,
"eligibleDays": 375,
"fitnessScore": 2.359301910099872,
"lookbackDays": 14,
"returnLift1D": 0.0037227827736526975,
"hitRateLift1D": 0.022358974358974326,
"portfolioSize": 3,
"activationRate": 0.52,
"activationCount": 195,
"baselineHitRates": {
"1": 0.48533333333333334,
"5": 0.522911051212938,
"10": 0.5437158469945356
},
"sampleConfidence": 0.9993162393162394,
"shadowSharpeLike": 1.090655368191472,
"avgForwardReturns": {
"1": 0.00999713723288651,
"5": 0.05867561159454735,
"10": 0.12146756439491213
},
"shadowMaxDrawdown": -0.6033357460666391,
"shadowTotalReturn": 2.0417107416532803,
"avgForwardReturn1D": 0.00999713723288651,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 195,
"5": 195,
"10": 193
},
"baselineAvgForwardReturns": {
"1": 0.006274354459233813,
"5": 0.033729669070004346,
"10": 0.07239815086169642
}
},
{
"topN": 3,
"ticker": "APPS",
"hitRates": {
"1": 0.5139664804469274,
"5": 0.553072625698324,
"10": 0.5568181818181818
},
"hitRate1D": 0.5139664804469274,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.985541946931341,
"eligibleDays": 359,
"fitnessScore": 1.2788268274311632,
"lookbackDays": 30,
"returnLift1D": 0.004153017574135354,
"hitRateLift1D": 0.03485784534943437,
"portfolioSize": 3,
"activationRate": 0.4986072423398329,
"activationCount": 179,
"baselineHitRates": {
"1": 0.479108635097493,
"5": 0.5154929577464789,
"10": 0.54
},
"sampleConfidence": 0.9988826815642459,
"shadowSharpeLike": 0.9492688018239817,
"avgForwardReturns": {
"1": 0.007014392301237942,
"5": 0.03480530983097148,
"10": 0.0686089487166912
},
"shadowMaxDrawdown": -0.5463148321948018,
"shadowTotalReturn": 1.023995531723478,
"avgForwardReturn1D": 0.007014392301237942,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.002861374727102588,
"5": 0.01904461051631108,
"10": 0.046697166046274975
}
},
{
"topN": 2,
"ticker": "APPS",
"hitRates": {
"1": 0.5,
"5": 0.5222222222222223,
"10": 0.5955056179775281
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9724601423361109,
"eligibleDays": 375,
"fitnessScore": 1.1341228482916803,
"lookbackDays": 14,
"returnLift1D": 0.001541223999711701,
"hitRateLift1D": 0.014666666666666661,
"portfolioSize": 2,
"activationRate": 0.48,
"activationCount": 180,
"baselineHitRates": {
"1": 0.48533333333333334,
"5": 0.522911051212938,
"10": 0.5437158469945356
},
"sampleConfidence": 0.9992592592592593,
"shadowSharpeLike": 0.8545085169268607,
"avgForwardReturns": {
"1": 0.007815578458945514,
"5": 0.060679259300844016,
"10": 0.12392813349616316
},
"shadowMaxDrawdown": -0.732508610451568,
"shadowTotalReturn": 1.0053963395725303,
"avgForwardReturn1D": 0.007815578458945514,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 180,
"5": 180,
"10": 178
},
"baselineAvgForwardReturns": {
"1": 0.006274354459233813,
"5": 0.033729669070004346,
"10": 0.07239815086169642
}
},
{
"topN": 4,
"ticker": "APPS",
"hitRates": {
"1": 0.5081967213114754,
"5": 0.546448087431694,
"10": 0.553072625698324
},
"hitRate1D": 0.5081967213114754,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9719412379501509,
"eligibleDays": 359,
"fitnessScore": 1.1298987662652946,
"lookbackDays": 30,
"returnLift1D": 0.0036502803404768747,
"hitRateLift1D": 0.0290880862139824,
"portfolioSize": 4,
"activationRate": 0.5097493036211699,
"activationCount": 183,
"baselineHitRates": {
"1": 0.479108635097493,
"5": 0.5154929577464789,
"10": 0.54
},
"sampleConfidence": 0.9985428051001822,
"shadowSharpeLike": 0.8990975096091474,
"avgForwardReturns": {
"1": 0.006511655067579463,
"5": 0.03259807428855921,
"10": 0.06639168685506569
},
"shadowMaxDrawdown": -0.5463148321948018,
"shadowTotalReturn": 0.8955506550640691,
"avgForwardReturn1D": 0.006511655067579463,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 183,
"5": 183,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.002861374727102588,
"5": 0.01904461051631108,
"10": 0.046697166046274975
}
},
{
"topN": 5,
"ticker": "APPS",
"hitRates": {
"1": 0.5081967213114754,
"5": 0.546448087431694,
"10": 0.553072625698324
},
"hitRate1D": 0.5081967213114754,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9719412379501509,
"eligibleDays": 359,
"fitnessScore": 1.1298987662652946,
"lookbackDays": 30,
"returnLift1D": 0.0036502803404768747,
"hitRateLift1D": 0.0290880862139824,
"portfolioSize": 5,
"activationRate": 0.5097493036211699,
"activationCount": 183,
"baselineHitRates": {
"1": 0.479108635097493,
"5": 0.5154929577464789,
"10": 0.54
},
"sampleConfidence": 0.9985428051001822,
"shadowSharpeLike": 0.8990975096091474,
"avgForwardReturns": {
"1": 0.006511655067579463,
"5": 0.03259807428855921,
"10": 0.06639168685506569
},
"shadowMaxDrawdown": -0.5463148321948018,
"shadowTotalReturn": 0.8955506550640691,
"avgForwardReturn1D": 0.006511655067579463,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 183,
"5": 183,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.002861374727102588,
"5": 0.01904461051631108,
"10": 0.046697166046274975
}
},
{
"topN": 3,
"ticker": "APPS",
"hitRates": {
"1": 0.4779874213836478,
"5": 0.5161290322580645,
"10": 0.5266666666666666
},
"hitRate1D": 0.4779874213836478,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9165822649207108,
"eligibleDays": 326,
"fitnessScore": 0.8772939948172387,
"lookbackDays": 63,
"returnLift1D": 0.0013473738511821046,
"hitRateLift1D": -0.015877609291198802,
"portfolioSize": 3,
"activationRate": 0.48773006134969327,
"activationCount": 159,
"baselineHitRates": {
"1": 0.4938650306748466,
"5": 0.5434782608695652,
"10": 0.5741324921135647
},
"sampleConfidence": 0.9945492662473795,
"shadowSharpeLike": 0.8726085131027009,
"avgForwardReturns": {
"1": 0.006874801415919802,
"5": 0.03244384586013117,
"10": 0.04929655124878136
},
"shadowMaxDrawdown": -0.6061817731805883,
"shadowTotalReturn": 0.7484944203769293,
"avgForwardReturn1D": 0.006874801415919802,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 159,
"5": 155,
"10": 150
},
"baselineAvgForwardReturns": {
"1": 0.005527427564737697,
"5": 0.030465054378264862,
"10": 0.06402014062692372
}
},
{
"topN": 2,
"ticker": "APPS",
"hitRates": {
"1": 0.5029239766081871,
"5": 0.5380116959064327,
"10": 0.5535714285714286
},
"hitRate1D": 0.5029239766081871,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9092264382236992,
"eligibleDays": 359,
"fitnessScore": 0.8569297412888967,
"lookbackDays": 30,
"returnLift1D": 0.003321062669819245,
"hitRateLift1D": 0.023815341510694088,
"portfolioSize": 2,
"activationRate": 0.4763231197771588,
"activationCount": 171,
"baselineHitRates": {
"1": 0.479108635097493,
"5": 0.5154929577464789,
"10": 0.54
},
"sampleConfidence": 0.9988304093567252,
"shadowSharpeLike": 0.8010200385887873,
"avgForwardReturns": {
"1": 0.006182437396921833,
"5": 0.03450883702285245,
"10": 0.06862206912382288
},
"shadowMaxDrawdown": -0.5463148321948018,
"shadowTotalReturn": 0.669177948971819,
"avgForwardReturn1D": 0.006182437396921833,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 171,
"5": 171,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.002861374727102588,
"5": 0.01904461051631108,
"10": 0.046697166046274975
}
},
{
"topN": 4,
"ticker": "APPS",
"hitRates": {
"1": 0.4759036144578313,
"5": 0.5308641975308642,
"10": 0.5477707006369427
},
"hitRate1D": 0.4759036144578313,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8476327805598054,
"eligibleDays": 326,
"fitnessScore": 0.7275538746386316,
"lookbackDays": 63,
"returnLift1D": 0.0006238831111725967,
"hitRateLift1D": -0.017961416217015302,
"portfolioSize": 4,
"activationRate": 0.50920245398773,
"activationCount": 166,
"baselineHitRates": {
"1": 0.4938650306748466,
"5": 0.5434782608695652,
"10": 0.5741324921135647
},
"sampleConfidence": 0.9947791164658635,
"shadowSharpeLike": 0.8117878738502928,
"avgForwardReturns": {
"1": 0.006151310675910294,
"5": 0.037580650797028756,
"10": 0.06350179665010423
},
"shadowMaxDrawdown": -0.6254009606760264,
"shadowTotalReturn": 0.6201695758850716,
"avgForwardReturn1D": 0.006151310675910294,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 166,
"5": 162,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.005527427564737697,
"5": 0.030465054378264862,
"10": 0.06402014062692372
}
},
{
"topN": 5,
"ticker": "APPS",
"hitRates": {
"1": 0.4759036144578313,
"5": 0.5308641975308642,
"10": 0.5477707006369427
},
"hitRate1D": 0.4759036144578313,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8476327805598054,
"eligibleDays": 326,
"fitnessScore": 0.7275538746386316,
"lookbackDays": 63,
"returnLift1D": 0.0006238831111725967,
"hitRateLift1D": -0.017961416217015302,
"portfolioSize": 5,
"activationRate": 0.50920245398773,
"activationCount": 166,
"baselineHitRates": {
"1": 0.4938650306748466,
"5": 0.5434782608695652,
"10": 0.5741324921135647
},
"sampleConfidence": 0.9947791164658635,
"shadowSharpeLike": 0.8117878738502928,
"avgForwardReturns": {
"1": 0.006151310675910294,
"5": 0.037580650797028756,
"10": 0.06350179665010423
},
"shadowMaxDrawdown": -0.6254009606760264,
"shadowTotalReturn": 0.6201695758850716,
"avgForwardReturn1D": 0.006151310675910294,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 166,
"5": 162,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.005527427564737697,
"5": 0.030465054378264862,
"10": 0.06402014062692372
}
},
{
"topN": 4,
"ticker": "APPS",
"hitRates": {
"1": 0.49707602339181284,
"5": 0.48502994011976047,
"10": 0.4444444444444444
},
"hitRate1D": 0.49707602339181284,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8229886332163648,
"eligibleDays": 344,
"fitnessScore": 0.688080256701329,
"lookbackDays": 45,
"returnLift1D": 0.0005069408813571444,
"hitRateLift1D": -0.00001699986400111042,
"portfolioSize": 4,
"activationRate": 0.49709302325581395,
"activationCount": 171,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.5323529411764706,
"10": 0.5522388059701493
},
"sampleConfidence": 0.9949317738791423,
"shadowSharpeLike": 0.7488310898665993,
"avgForwardReturns": {
"1": 0.005630015368448004,
"5": 0.020511048004156297,
"10": 0.03556395100854469
},
"shadowMaxDrawdown": -0.520283081661615,
"shadowTotalReturn": 0.527540805728429,
"avgForwardReturn1D": 0.005630015368448004,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 171,
"5": 167,
"10": 162
},
"baselineAvgForwardReturns": {
"1": 0.00512307448709086,
"5": 0.026263677099601257,
"10": 0.05483804192816819
}
},
{
"topN": 5,
"ticker": "APPS",
"hitRates": {
"1": 0.49707602339181284,
"5": 0.48502994011976047,
"10": 0.4444444444444444
},
"hitRate1D": 0.49707602339181284,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8229886332163648,
"eligibleDays": 344,
"fitnessScore": 0.688080256701329,
"lookbackDays": 45,
"returnLift1D": 0.0005069408813571444,
"hitRateLift1D": -0.00001699986400111042,
"portfolioSize": 5,
"activationRate": 0.49709302325581395,
"activationCount": 171,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.5323529411764706,
"10": 0.5522388059701493
},
"sampleConfidence": 0.9949317738791423,
"shadowSharpeLike": 0.7488310898665993,
"avgForwardReturns": {
"1": 0.005630015368448004,
"5": 0.020511048004156297,
"10": 0.03556395100854469
},
"shadowMaxDrawdown": -0.520283081661615,
"shadowTotalReturn": 0.527540805728429,
"avgForwardReturn1D": 0.005630015368448004,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 171,
"5": 167,
"10": 162
},
"baselineAvgForwardReturns": {
"1": 0.00512307448709086,
"5": 0.026263677099601257,
"10": 0.05483804192816819
}
},
{
"topN": 3,
"ticker": "APPS",
"hitRates": {
"1": 0.49404761904761907,
"5": 0.4878048780487805,
"10": 0.4528301886792453
},
"hitRate1D": 0.49404761904761907,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7486319679047707,
"eligibleDays": 344,
"fitnessScore": 0.5900924613119989,
"lookbackDays": 45,
"returnLift1D": 0.00027293857118276116,
"hitRateLift1D": -0.0030454042081948796,
"portfolioSize": 3,
"activationRate": 0.4883720930232558,
"activationCount": 168,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.5323529411764706,
"10": 0.5522388059701493
},
"sampleConfidence": 0.9948412698412699,
"shadowSharpeLike": 0.7102206824798142,
"avgForwardReturns": {
"1": 0.005396013058273621,
"5": 0.02203914834214808,
"10": 0.03949763303660882
},
"shadowMaxDrawdown": -0.542447817876244,
"shadowTotalReturn": 0.45696264239550755,
"avgForwardReturn1D": 0.005396013058273621,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 168,
"5": 164,
"10": 159
},
"baselineAvgForwardReturns": {
"1": 0.00512307448709086,
"5": 0.026263677099601257,
"10": 0.05483804192816819
}
},
{
"topN": 2,
"ticker": "APPS",
"hitRates": {
"1": 0.4563758389261745,
"5": 0.496551724137931,
"10": 0.5142857142857142
},
"hitRate1D": 0.4563758389261745,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.2696537777856925,
"eligibleDays": 326,
"fitnessScore": 0.13079642924470355,
"lookbackDays": 63,
"returnLift1D": -0.0015014654271423402,
"hitRateLift1D": -0.0374891917486721,
"portfolioSize": 2,
"activationRate": 0.4570552147239264,
"activationCount": 149,
"baselineHitRates": {
"1": 0.4938650306748466,
"5": 0.5434782608695652,
"10": 0.5741324921135647
},
"sampleConfidence": 0.9941834451901567,
"shadowSharpeLike": 0.5121534777846302,
"avgForwardReturns": {
"1": 0.004025962137595357,
"5": 0.014308247542010691,
"10": 0.03155778462421875
},
"shadowMaxDrawdown": -0.5988758088199186,
"shadowTotalReturn": 0.1416769003411431,
"avgForwardReturn1D": 0.004025962137595357,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 149,
"5": 145,
"10": 140
},
"baselineAvgForwardReturns": {
"1": 0.005527427564737697,
"5": 0.030465054378264862,
"10": 0.06402014062692372
}
},
{
"topN": 2,
"ticker": "APPS",
"hitRates": {
"1": 0.475,
"5": 0.47435897435897434,
"10": 0.4370860927152318
},
"hitRate1D": 0.475,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.23876880962430166,
"eligibleDays": 344,
"fitnessScore": 0.09492290303773225,
"lookbackDays": 45,
"returnLift1D": -0.0013359886127836773,
"hitRateLift1D": -0.02209302325581397,
"portfolioSize": 2,
"activationRate": 0.46511627906976744,
"activationCount": 160,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.5323529411764706,
"10": 0.5522388059701493
},
"sampleConfidence": 0.9945833333333334,
"shadowSharpeLike": 0.4772800345906032,
"avgForwardReturns": {
"1": 0.0037870858743071826,
"5": 0.0164190685860733,
"10": 0.006719938536135974
},
"shadowMaxDrawdown": -0.6226676811314058,
"shadowTotalReturn": 0.09106838346873092,
"avgForwardReturn1D": 0.0037870858743071826,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 160,
"5": 156,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.00512307448709086,
"5": 0.026263677099601257,
"10": 0.05483804192816819
}
}
],
"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": 0.9999980356268175,
"fitnessScore": 3.240873785849058,
"lookbackDays": 14,
"returnLift1D": 0.004610545340801926,
"activationRate": 0.5386666666666666,
"activationCount": 202,
"sampleConfidence": 0.9993399339933994,
"bestPortfolioSize": 4,
"shadowTotalReturn": 2.841131062503136,
"avgForwardReturn1D": 0.010884899800035739
},
{
"comboQuality": 0.9999999997731424,
"fitnessScore": 5.235473595216055,
"lookbackDays": 21,
"returnLift1D": 0.008766884113176094,
"activationRate": 0.4673913043478261,
"activationCount": 172,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 4.688122570736703,
"avgForwardReturn1D": 0.014808154421966015
},
{
"comboQuality": 0.985541946931341,
"fitnessScore": 1.2788268274311632,
"lookbackDays": 30,
"returnLift1D": 0.004153017574135354,
"activationRate": 0.4986072423398329,
"activationCount": 179,
"sampleConfidence": 0.9988826815642459,
"bestPortfolioSize": 3,
"shadowTotalReturn": 1.023995531723478,
"avgForwardReturn1D": 0.007014392301237942
},
{
"comboQuality": 0.8229886332163648,
"fitnessScore": 0.688080256701329,
"lookbackDays": 45,
"returnLift1D": 0.0005069408813571444,
"activationRate": 0.49709302325581395,
"activationCount": 171,
"sampleConfidence": 0.9949317738791423,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.527540805728429,
"avgForwardReturn1D": 0.005630015368448004
},
{
"comboQuality": 0.9165822649207108,
"fitnessScore": 0.8772939948172387,
"lookbackDays": 63,
"returnLift1D": 0.0013473738511821046,
"activationRate": 0.48773006134969327,
"activationCount": 159,
"sampleConfidence": 0.9945492662473795,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.7484944203769293,
"avgForwardReturn1D": 0.006874801415919802
}
],
"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": "8ea10de37b08cc659ea9d30b12797dda5079421ff74b8dd5cbe8e1ec80a7b487",
"size": 13,
"members": [
"APPS",
"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."
}