Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ARCB"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "ARCB",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 3,
"ticker": "ARCB",
"hitRates": {
"1": 0.5568862275449101,
"5": 0.5950920245398773,
"10": 0.5569620253164557
},
"hitRate1D": 0.5568862275449101,
"comboQuality": 0.9889242460510294,
"eligibleDays": 315,
"fitnessScore": 1.3382090552197345,
"lookbackDays": 45,
"returnLift1D": 0.0009104326606173812,
"hitRateLift1D": 0.034593233914336885,
"activationRate": 0.5333333333333333,
"activationCount": 168,
"baselineHitRates": {
"1": 0.5222929936305732,
"5": 0.5838709677419355,
"10": 0.5967213114754099
},
"sampleConfidence": 0.9936507936507937,
"shadowSharpeLike": 1.543009949925027,
"avgForwardReturns": {
"1": 0.004436665518879544,
"5": 0.017430510521665953,
"10": 0.030271162884176344
},
"shadowMaxDrawdown": -0.21475487366170076,
"shadowTotalReturn": 0.9012345861030535,
"avgForwardReturn1D": 0.004436665518879544,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27",
"2025-06-30",
"2025-07-01",
"2025-07-02",
"2025-07-03"
],
"horizonObservationCounts": {
"1": 167,
"5": 163,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0035262328582621625,
"5": 0.01840136019969984,
"10": 0.03708998310842148
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9889242460510294,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.8717897479638339,
"bestRawFitnessScore": 1.3382090552197345,
"upperQuartileComboQuality": 0.9617636406702703
},
"algorithmFit": {
"label": "strong",
"score": 0.8890869498060953,
"rawScore": 0.9043090038626312,
"confidence": 0.9663343967791604,
"bestProfile": {
"topN": 3,
"lookbackDays": 45
},
"profileBreadth": 0.8000759385206636,
"recommendedRegion": {
"topNs": [
3,
4,
5
],
"lookbackDays": [
21,
30,
45,
63
]
},
"parameterStability": 0.8340677880093783,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "ARCB",
"hitRates": {
"1": 0.5568862275449101,
"5": 0.5950920245398773,
"10": 0.5569620253164557
},
"hitRate1D": 0.5568862275449101,
"comboQuality": 0.9889242460510294,
"eligibleDays": 315,
"fitnessScore": 1.3382090552197345,
"lookbackDays": 45,
"returnLift1D": 0.0009104326606173812,
"hitRateLift1D": 0.034593233914336885,
"activationRate": 0.5333333333333333,
"activationCount": 168,
"baselineHitRates": {
"1": 0.5222929936305732,
"5": 0.5838709677419355,
"10": 0.5967213114754099
},
"sampleConfidence": 0.9936507936507937,
"shadowSharpeLike": 1.543009949925027,
"avgForwardReturns": {
"1": 0.004436665518879544,
"5": 0.017430510521665953,
"10": 0.030271162884176344
},
"shadowMaxDrawdown": -0.21475487366170076,
"shadowTotalReturn": 0.9012345861030535,
"avgForwardReturn1D": 0.004436665518879544,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27",
"2025-06-30",
"2025-07-01",
"2025-07-02",
"2025-07-03"
],
"horizonObservationCounts": {
"1": 167,
"5": 163,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0035262328582621625,
"5": 0.01840136019969984,
"10": 0.03708998310842148
}
},
{
"topN": 4,
"ticker": "ARCB",
"hitRates": {
"1": 0.5485714285714286,
"5": 0.6023391812865497,
"10": 0.572289156626506
},
"hitRate1D": 0.5485714285714286,
"comboQuality": 0.9792283996115393,
"eligibleDays": 315,
"fitnessScore": 1.1976992098084969,
"lookbackDays": 45,
"returnLift1D": 0.0003869754242593034,
"hitRateLift1D": 0.026278434940855355,
"activationRate": 0.5587301587301587,
"activationCount": 176,
"baselineHitRates": {
"1": 0.5222929936305732,
"5": 0.5838709677419355,
"10": 0.5967213114754099
},
"sampleConfidence": 0.993939393939394,
"shadowSharpeLike": 1.3923635029001284,
"avgForwardReturns": {
"1": 0.003913208282521466,
"5": 0.018177273948778393,
"10": 0.03244988209593164
},
"shadowMaxDrawdown": -0.2369449575609357,
"shadowTotalReturn": 0.7898739954075529,
"avgForwardReturn1D": 0.003913208282521466,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27",
"2025-06-30",
"2025-07-01",
"2025-07-02",
"2025-07-03"
],
"horizonObservationCounts": {
"1": 175,
"5": 171,
"10": 166
},
"baselineAvgForwardReturns": {
"1": 0.0035262328582621625,
"5": 0.01840136019969984,
"10": 0.03708998310842148
}
},
{
"topN": 5,
"ticker": "ARCB",
"hitRates": {
"1": 0.5444444444444444,
"5": 0.5965909090909091,
"10": 0.5730994152046783
},
"hitRate1D": 0.5444444444444444,
"comboQuality": 0.9785653098418452,
"eligibleDays": 315,
"fitnessScore": 1.1906369145832254,
"lookbackDays": 45,
"returnLift1D": 0.00028187485420999104,
"hitRateLift1D": 0.022151450813871154,
"activationRate": 0.5746031746031746,
"activationCount": 181,
"baselineHitRates": {
"1": 0.5222929936305732,
"5": 0.5838709677419355,
"10": 0.5967213114754099
},
"sampleConfidence": 0.9941068139963168,
"shadowSharpeLike": 1.380989910231994,
"avgForwardReturns": {
"1": 0.0038081077124721536,
"5": 0.018402315918045645,
"10": 0.033537887864348144
},
"shadowMaxDrawdown": -0.24664917904207362,
"shadowTotalReturn": 0.7866498363226744,
"avgForwardReturn1D": 0.0038081077124721536,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27",
"2025-06-30",
"2025-07-01",
"2025-07-02",
"2025-07-03"
],
"horizonObservationCounts": {
"1": 180,
"5": 176,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.0035262328582621625,
"5": 0.01840136019969984,
"10": 0.03708998310842148
}
},
{
"topN": 5,
"ticker": "ARCB",
"hitRates": {
"1": 0.5276381909547738,
"5": 0.6,
"10": 0.5736842105263158
},
"hitRate1D": 0.5276381909547738,
"comboQuality": 0.9635445630841653,
"eligibleDays": 297,
"fitnessScore": 1.0703961885516673,
"lookbackDays": 63,
"returnLift1D": -0.0002789523648548068,
"hitRateLift1D": 0.003989542306125138,
"activationRate": 0.6734006734006734,
"activationCount": 200,
"baselineHitRates": {
"1": 0.5236486486486487,
"5": 0.5856164383561644,
"10": 0.6027874564459931
},
"sampleConfidence": 0.9946666666666667,
"shadowSharpeLike": 1.2567179935831976,
"avgForwardReturns": {
"1": 0.0030873307532747257,
"5": 0.018219974608421997,
"10": 0.034631734436540544
},
"shadowMaxDrawdown": -0.2586646043386046,
"shadowTotalReturn": 0.6657104132535006,
"avgForwardReturn1D": 0.0030873307532747257,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16"
],
"horizonObservationCounts": {
"1": 199,
"5": 195,
"10": 190
},
"baselineAvgForwardReturns": {
"1": 0.0033662831181295325,
"5": 0.01819105347518597,
"10": 0.03674198413672053
}
},
{
"topN": 5,
"ticker": "ARCB",
"hitRates": {
"1": 0.5409836065573771,
"5": 0.5604395604395604,
"10": 0.5706214689265536
},
"hitRate1D": 0.5409836065573771,
"comboQuality": 0.9628474281447296,
"eligibleDays": 330,
"fitnessScore": 1.0660696328774186,
"lookbackDays": 30,
"returnLift1D": 0.00044899444491586313,
"hitRateLift1D": 0.027305795007225075,
"activationRate": 0.5545454545454546,
"activationCount": 183,
"baselineHitRates": {
"1": 0.513677811550152,
"5": 0.5692307692307692,
"10": 0.58125
},
"sampleConfidence": 0.9974499089253188,
"shadowSharpeLike": 1.240116312808375,
"avgForwardReturns": {
"1": 0.0035059264833564815,
"5": 0.016542732772518984,
"10": 0.032021185826441534
},
"shadowMaxDrawdown": -0.2880442668955224,
"shadowTotalReturn": 0.7035866138431461,
"avgForwardReturn1D": 0.0035059264833564815,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 183,
"5": 182,
"10": 177
},
"baselineAvgForwardReturns": {
"1": 0.0030569320384406184,
"5": 0.016022216621709152,
"10": 0.0327344743215436
}
},
{
"topN": 4,
"ticker": "ARCB",
"hitRates": {
"1": 0.5465116279069767,
"5": 0.5789473684210527,
"10": 0.5903614457831325
},
"hitRate1D": 0.5465116279069767,
"comboQuality": 0.9614023781787839,
"eligibleDays": 330,
"fitnessScore": 1.0573445203870113,
"lookbackDays": 30,
"returnLift1D": 0.000576155694224395,
"hitRateLift1D": 0.0328338163568247,
"activationRate": 0.5212121212121212,
"activationCount": 172,
"baselineHitRates": {
"1": 0.513677811550152,
"5": 0.5692307692307692,
"10": 0.58125
},
"sampleConfidence": 0.9972868217054264,
"shadowSharpeLike": 1.2582090250957376,
"avgForwardReturns": {
"1": 0.0036330877326650134,
"5": 0.01893755900181741,
"10": 0.03759700691471927
},
"shadowMaxDrawdown": -0.25860707577271336,
"shadowTotalReturn": 0.689970840191992,
"avgForwardReturn1D": 0.0036330877326650134,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 172,
"5": 171,
"10": 166
},
"baselineAvgForwardReturns": {
"1": 0.0030569320384406184,
"5": 0.016022216621709152,
"10": 0.0327344743215436
}
},
{
"topN": 4,
"ticker": "ARCB",
"hitRates": {
"1": 0.5255102040816326,
"5": 0.6041666666666666,
"10": 0.5721925133689839
},
"hitRate1D": 0.5255102040816326,
"comboQuality": 0.9548158868701854,
"eligibleDays": 297,
"fitnessScore": 1.0211700572832363,
"lookbackDays": 63,
"returnLift1D": -0.0003666292900834692,
"hitRateLift1D": 0.0018615554329839412,
"activationRate": 0.6632996632996633,
"activationCount": 197,
"baselineHitRates": {
"1": 0.5236486486486487,
"5": 0.5856164383561644,
"10": 0.6027874564459931
},
"sampleConfidence": 0.994585448392555,
"shadowSharpeLike": 1.2153311701410092,
"avgForwardReturns": {
"1": 0.0029996538280460633,
"5": 0.018561963974038878,
"10": 0.03516733206885609
},
"shadowMaxDrawdown": -0.2479206687956247,
"shadowTotalReturn": 0.6257813291657379,
"avgForwardReturn1D": 0.0029996538280460633,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16"
],
"horizonObservationCounts": {
"1": 196,
"5": 192,
"10": 187
},
"baselineAvgForwardReturns": {
"1": 0.0033662831181295325,
"5": 0.01819105347518597,
"10": 0.03674198413672053
}
},
{
"topN": 3,
"ticker": "ARCB",
"hitRates": {
"1": 0.5449101796407185,
"5": 0.5783132530120482,
"10": 0.5838509316770186
},
"hitRate1D": 0.5449101796407185,
"comboQuality": 0.9412104283472413,
"eligibleDays": 330,
"fitnessScore": 0.9601044950665081,
"lookbackDays": 30,
"returnLift1D": 0.00037334187395951946,
"hitRateLift1D": 0.03123236809056651,
"activationRate": 0.5060606060606061,
"activationCount": 167,
"baselineHitRates": {
"1": 0.513677811550152,
"5": 0.5692307692307692,
"10": 0.58125
},
"sampleConfidence": 0.9972055888223553,
"shadowSharpeLike": 1.1703241841724676,
"avgForwardReturns": {
"1": 0.003430273912400138,
"5": 0.01669455885558364,
"10": 0.03647029041713783
},
"shadowMaxDrawdown": -0.24397838699765184,
"shadowTotalReturn": 0.6089054719027369,
"avgForwardReturn1D": 0.003430273912400138,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 167,
"5": 166,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.0030569320384406184,
"5": 0.016022216621709152,
"10": 0.0327344743215436
}
},
{
"topN": 3,
"ticker": "ARCB",
"hitRates": {
"1": 0.5133689839572193,
"5": 0.5956284153005464,
"10": 0.5674157303370787
},
"hitRate1D": 0.5133689839572193,
"comboQuality": 0.9107562811131332,
"eligibleDays": 297,
"fitnessScore": 0.8610389440062531,
"lookbackDays": 63,
"returnLift1D": -0.0005935675813516206,
"hitRateLift1D": -0.01027966469142938,
"activationRate": 0.632996632996633,
"activationCount": 188,
"baselineHitRates": {
"1": 0.5236486486486487,
"5": 0.5856164383561644,
"10": 0.6027874564459931
},
"sampleConfidence": 0.9943262411347518,
"shadowSharpeLike": 1.077978864467116,
"avgForwardReturns": {
"1": 0.002772715536777912,
"5": 0.01801262420340982,
"10": 0.035734996281940185
},
"shadowMaxDrawdown": -0.25157801048101514,
"shadowTotalReturn": 0.5159642715868407,
"avgForwardReturn1D": 0.002772715536777912,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-09",
"2025-07-10",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18"
],
"horizonObservationCounts": {
"1": 187,
"5": 183,
"10": 178
},
"baselineAvgForwardReturns": {
"1": 0.0033662831181295325,
"5": 0.01819105347518597,
"10": 0.03674198413672053
}
},
{
"topN": 4,
"ticker": "ARCB",
"hitRates": {
"1": 0.5170454545454546,
"5": 0.5465116279069767,
"10": 0.5232558139534884
},
"hitRate1D": 0.5170454545454546,
"comboQuality": 0.8952874210170761,
"eligibleDays": 339,
"fitnessScore": 0.8221036218267868,
"lookbackDays": 21,
"returnLift1D": 0.00011331634835738853,
"hitRateLift1D": 0.008169714900484126,
"activationRate": 0.5221238938053098,
"activationCount": 177,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.562874251497006,
"10": 0.5683890577507599
},
"sampleConfidence": 0.9958568738229756,
"shadowSharpeLike": 1.0885173488146331,
"avgForwardReturns": {
"1": 0.0030163238391039916,
"5": 0.015682388103554077,
"10": 0.022696996466712163
},
"shadowMaxDrawdown": -0.30003265967079484,
"shadowTotalReturn": 0.5390870642935175,
"avgForwardReturn1D": 0.0030163238391039916,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-05",
"2025-06-06",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 176,
"5": 172,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.002903007490746603,
"5": 0.014741299661253612,
"10": 0.02913480426249969
}
},
{
"topN": 3,
"ticker": "ARCB",
"hitRates": {
"1": 0.515527950310559,
"5": 0.535031847133758,
"10": 0.5286624203821656
},
"hitRate1D": 0.515527950310559,
"comboQuality": 0.8482920749105917,
"eligibleDays": 339,
"fitnessScore": 0.7286789330732876,
"lookbackDays": 21,
"returnLift1D": 0.00005450665743251268,
"hitRateLift1D": 0.0066522106655885205,
"activationRate": 0.4778761061946903,
"activationCount": 162,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.562874251497006,
"10": 0.5683890577507599
},
"sampleConfidence": 0.9954732510288067,
"shadowSharpeLike": 0.9918599543244254,
"avgForwardReturns": {
"1": 0.0029575141481791157,
"5": 0.01614079985901209,
"10": 0.01859720620541533
},
"shadowMaxDrawdown": -0.2544956600688786,
"shadowTotalReturn": 0.4617552871263282,
"avgForwardReturn1D": 0.0029575141481791157,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-15",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-05",
"2025-06-06",
"2025-06-10",
"2025-06-17",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 161,
"5": 157,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.002903007490746603,
"5": 0.014741299661253612,
"10": 0.02913480426249969
}
},
{
"topN": 4,
"ticker": "ARCB",
"hitRates": {
"1": 0.5370370370370371,
"5": 0.5569620253164557,
"10": 0.5769230769230769
},
"hitRate1D": 0.5370370370370371,
"comboQuality": 0.8051821307399386,
"eligibleDays": 352,
"fitnessScore": 0.6621807442332831,
"lookbackDays": 14,
"returnLift1D": -0.00024297826049388864,
"hitRateLift1D": 0.028465608465608527,
"activationRate": 0.4630681818181818,
"activationCount": 163,
"baselineHitRates": {
"1": 0.5085714285714286,
"5": 0.5520231213872833,
"10": 0.5584795321637427
},
"sampleConfidence": 0.9946830265848672,
"shadowSharpeLike": 0.852418840659868,
"avgForwardReturns": {
"1": 0.0025663103383774437,
"5": 0.015072861120532148,
"10": 0.03489041994313329
},
"shadowMaxDrawdown": -0.2137618330837796,
"shadowTotalReturn": 0.37458068512148257,
"avgForwardReturn1D": 0.0025663103383774437,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-05-13",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-28",
"2025-06-10",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 162,
"5": 158,
"10": 156
},
"baselineAvgForwardReturns": {
"1": 0.0028092885988713324,
"5": 0.013589375515290188,
"10": 0.025589160762095862
}
},
{
"topN": 5,
"ticker": "ARCB",
"hitRates": {
"1": 0.5321637426900585,
"5": 0.562874251497006,
"10": 0.5792682926829268
},
"hitRate1D": 0.5321637426900585,
"comboQuality": 0.7993652837382307,
"eligibleDays": 352,
"fitnessScore": 0.6541130608470407,
"lookbackDays": 14,
"returnLift1D": -0.0003983224954833358,
"hitRateLift1D": 0.023592314118629942,
"activationRate": 0.48863636363636365,
"activationCount": 172,
"baselineHitRates": {
"1": 0.5085714285714286,
"5": 0.5520231213872833,
"10": 0.5584795321637427
},
"sampleConfidence": 0.9945736434108527,
"shadowSharpeLike": 0.8295658938187185,
"avgForwardReturns": {
"1": 0.0024109661033879966,
"5": 0.01620020125659574,
"10": 0.03671328064774813
},
"shadowMaxDrawdown": -0.21577005675494776,
"shadowTotalReturn": 0.365153762574294,
"avgForwardReturn1D": 0.0024109661033879966,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-27",
"2025-05-28"
],
"horizonObservationCounts": {
"1": 171,
"5": 167,
"10": 164
},
"baselineAvgForwardReturns": {
"1": 0.0028092885988713324,
"5": 0.013589375515290188,
"10": 0.025589160762095862
}
},
{
"topN": 5,
"ticker": "ARCB",
"hitRates": {
"1": 0.5159574468085106,
"5": 0.5597826086956522,
"10": 0.5380434782608695
},
"hitRate1D": 0.5159574468085106,
"comboQuality": 0.7934830001870599,
"eligibleDays": 339,
"fitnessScore": 0.646130864334822,
"lookbackDays": 21,
"returnLift1D": -0.0005708575101651698,
"hitRateLift1D": 0.007081707163540174,
"activationRate": 0.5575221238938053,
"activationCount": 189,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.562874251497006,
"10": 0.5683890577507599
},
"sampleConfidence": 0.9961199294532628,
"shadowSharpeLike": 0.8263230694441052,
"avgForwardReturns": {
"1": 0.0023321499805814333,
"5": 0.01644248743614027,
"10": 0.026049503765830817
},
"shadowMaxDrawdown": -0.30624217306089363,
"shadowTotalReturn": 0.3817791426783437,
"avgForwardReturn1D": 0.0023321499805814333,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-04"
],
"horizonObservationCounts": {
"1": 188,
"5": 184,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.002903007490746603,
"5": 0.014741299661253612,
"10": 0.02913480426249969
}
},
{
"topN": 2,
"ticker": "ARCB",
"hitRates": {
"1": 0.5217391304347826,
"5": 0.5373134328358209,
"10": 0.5074626865671642
},
"hitRate1D": 0.5217391304347826,
"comboQuality": 0.7902023800946678,
"eligibleDays": 339,
"fitnessScore": 0.6417520625093657,
"lookbackDays": 21,
"returnLift1D": 0.00020640626212252043,
"hitRateLift1D": 0.012863390789812135,
"activationRate": 0.41002949852507375,
"activationCount": 139,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.562874251497006,
"10": 0.5683890577507599
},
"sampleConfidence": 0.9947242206235013,
"shadowSharpeLike": 0.9406768204537374,
"avgForwardReturns": {
"1": 0.0031094137528691235,
"5": 0.01565381419480761,
"10": 0.015130895817962764
},
"shadowMaxDrawdown": -0.2672082037894913,
"shadowTotalReturn": 0.4098617481917832,
"avgForwardReturn1D": 0.0031094137528691235,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-17",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27",
"2025-06-30"
],
"horizonObservationCounts": {
"1": 138,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.002903007490746603,
"5": 0.014741299661253612,
"10": 0.02913480426249969
}
},
{
"topN": 2,
"ticker": "ARCB",
"hitRates": {
"1": 0.5333333333333333,
"5": 0.5267175572519084,
"10": 0.46825396825396826
},
"hitRate1D": 0.5333333333333333,
"comboQuality": 0.7671601206931498,
"eligibleDays": 315,
"fitnessScore": 0.61231579832483,
"lookbackDays": 45,
"returnLift1D": -0.0006310111761940432,
"hitRateLift1D": 0.011040339702760082,
"activationRate": 0.43174603174603177,
"activationCount": 136,
"baselineHitRates": {
"1": 0.5222929936305732,
"5": 0.5838709677419355,
"10": 0.5967213114754099
},
"sampleConfidence": 0.9921568627450981,
"shadowSharpeLike": 0.8653078418342703,
"avgForwardReturns": {
"1": 0.0028952216820681193,
"5": 0.0074193231272620275,
"10": 0.013312057510599025
},
"shadowMaxDrawdown": -0.21967841025974522,
"shadowTotalReturn": 0.35051015007831166,
"avgForwardReturn1D": 0.0028952216820681193,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15"
],
"horizonObservationCounts": {
"1": 135,
"5": 131,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.0035262328582621625,
"5": 0.01840136019969984,
"10": 0.03708998310842148
}
},
{
"topN": 2,
"ticker": "ARCB",
"hitRates": {
"1": 0.5514705882352942,
"5": 0.5378787878787878,
"10": 0.5419847328244275
},
"hitRate1D": 0.5514705882352942,
"comboQuality": 0.6309674328418178,
"eligibleDays": 352,
"fitnessScore": 0.4680012572648547,
"lookbackDays": 14,
"returnLift1D": -0.0006675817887055093,
"hitRateLift1D": 0.042899159663865594,
"activationRate": 0.38920454545454547,
"activationCount": 137,
"baselineHitRates": {
"1": 0.5085714285714286,
"5": 0.5520231213872833,
"10": 0.5584795321637427
},
"sampleConfidence": 0.9941605839416059,
"shadowSharpeLike": 0.6515243993367642,
"avgForwardReturns": {
"1": 0.002141706810165823,
"5": 0.0139933850361565,
"10": 0.030354582880124138
},
"shadowMaxDrawdown": -0.23591284201288354,
"shadowTotalReturn": 0.23317022205459836,
"avgForwardReturn1D": 0.002141706810165823,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-28",
"2025-06-11",
"2025-06-12",
"2025-06-13"
],
"horizonObservationCounts": {
"1": 136,
"5": 132,
"10": 131
},
"baselineAvgForwardReturns": {
"1": 0.0028092885988713324,
"5": 0.013589375515290188,
"10": 0.025589160762095862
}
},
{
"topN": 3,
"ticker": "ARCB",
"hitRates": {
"1": 0.54,
"5": 0.547945205479452,
"10": 0.5586206896551724
},
"hitRate1D": 0.54,
"comboQuality": 0.6159529013397298,
"eligibleDays": 352,
"fitnessScore": 0.453929166862115,
"lookbackDays": 14,
"returnLift1D": -0.0008180768247354709,
"hitRateLift1D": 0.03142857142857147,
"activationRate": 0.4289772727272727,
"activationCount": 151,
"baselineHitRates": {
"1": 0.5085714285714286,
"5": 0.5520231213872833,
"10": 0.5584795321637427
},
"sampleConfidence": 0.9947019867549669,
"shadowSharpeLike": 0.644472388240575,
"avgForwardReturns": {
"1": 0.0019912117741358614,
"5": 0.013959938326292078,
"10": 0.034947414031037724
},
"shadowMaxDrawdown": -0.27953925059583584,
"shadowTotalReturn": 0.23499205019246294,
"avgForwardReturn1D": 0.0019912117741358614,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-05-13",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-28",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 150,
"5": 146,
"10": 145
},
"baselineAvgForwardReturns": {
"1": 0.0028092885988713324,
"5": 0.013589375515290188,
"10": 0.025589160762095862
}
},
{
"topN": 2,
"ticker": "ARCB",
"hitRates": {
"1": 0.5071428571428571,
"5": 0.5220588235294118,
"10": 0.4961832061068702
},
"hitRate1D": 0.5071428571428571,
"comboQuality": 0.37847405446715116,
"eligibleDays": 297,
"fitnessScore": 0.2408733704125131,
"lookbackDays": 63,
"returnLift1D": -0.002164542531261977,
"hitRateLift1D": -0.016505791505791567,
"activationRate": 0.47474747474747475,
"activationCount": 141,
"baselineHitRates": {
"1": 0.5236486486486487,
"5": 0.5856164383561644,
"10": 0.6027874564459931
},
"sampleConfidence": 0.992434988179669,
"shadowSharpeLike": 0.3611666845838829,
"avgForwardReturns": {
"1": 0.0012017405868675556,
"5": 0.008627285776000396,
"10": 0.017044779980494706
},
"shadowMaxDrawdown": -0.26910460128145575,
"shadowTotalReturn": 0.07968432693506022,
"avgForwardReturn1D": 0.0012017405868675556,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-15",
"2025-07-17",
"2025-07-18",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-07-29",
"2025-07-30",
"2025-08-01",
"2025-08-06"
],
"horizonObservationCounts": {
"1": 140,
"5": 136,
"10": 131
},
"baselineAvgForwardReturns": {
"1": 0.0033662831181295325,
"5": 0.01819105347518597,
"10": 0.03674198413672053
}
},
{
"topN": 2,
"ticker": "ARCB",
"hitRates": {
"1": 0.5074626865671642,
"5": 0.5037593984962406,
"10": 0.5116279069767442
},
"hitRate1D": 0.5074626865671642,
"comboQuality": 0.21395966333112487,
"eligibleDays": 330,
"fitnessScore": 0.06373146758619627,
"lookbackDays": 30,
"returnLift1D": -0.002751082220452369,
"hitRateLift1D": -0.006215124982987819,
"activationRate": 0.40606060606060607,
"activationCount": 134,
"baselineHitRates": {
"1": 0.513677811550152,
"5": 0.5692307692307692,
"10": 0.58125
},
"sampleConfidence": 0.9970149253731344,
"shadowSharpeLike": 0.06305136054670003,
"avgForwardReturns": {
"1": 0.0003058498179882491,
"5": 0.0001156844207963637,
"10": 0.010924941716388012
},
"shadowMaxDrawdown": -0.2439783869976514,
"shadowTotalReturn": -0.03875380058791267,
"avgForwardReturn1D": 0.0003058498179882491,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-24",
"2025-06-30",
"2025-07-01",
"2025-07-02"
],
"horizonObservationCounts": {
"1": 134,
"5": 133,
"10": 129
},
"baselineAvgForwardReturns": {
"1": 0.0030569320384406184,
"5": 0.016022216621709152,
"10": 0.0327344743215436
}
}
],
"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": 4,
"comboQuality": 0.8051821307399386,
"fitnessScore": 0.6621807442332831,
"lookbackDays": 14,
"returnLift1D": -0.00024297826049388864,
"activationRate": 0.4630681818181818,
"activationCount": 163,
"sampleConfidence": 0.9946830265848672,
"shadowTotalReturn": 0.37458068512148257,
"avgForwardReturn1D": 0.0025663103383774437
},
{
"bestTopN": 4,
"comboQuality": 0.8952874210170761,
"fitnessScore": 0.8221036218267868,
"lookbackDays": 21,
"returnLift1D": 0.00011331634835738853,
"activationRate": 0.5221238938053098,
"activationCount": 177,
"sampleConfidence": 0.9958568738229756,
"shadowTotalReturn": 0.5390870642935175,
"avgForwardReturn1D": 0.0030163238391039916
},
{
"bestTopN": 5,
"comboQuality": 0.9628474281447296,
"fitnessScore": 1.0660696328774186,
"lookbackDays": 30,
"returnLift1D": 0.00044899444491586313,
"activationRate": 0.5545454545454546,
"activationCount": 183,
"sampleConfidence": 0.9974499089253188,
"shadowTotalReturn": 0.7035866138431461,
"avgForwardReturn1D": 0.0035059264833564815
},
{
"bestTopN": 3,
"comboQuality": 0.9889242460510294,
"fitnessScore": 1.3382090552197345,
"lookbackDays": 45,
"returnLift1D": 0.0009104326606173812,
"activationRate": 0.5333333333333333,
"activationCount": 168,
"sampleConfidence": 0.9936507936507937,
"shadowTotalReturn": 0.9012345861030535,
"avgForwardReturn1D": 0.004436665518879544
},
{
"bestTopN": 5,
"comboQuality": 0.9635445630841653,
"fitnessScore": 1.0703961885516673,
"lookbackDays": 63,
"returnLift1D": -0.0002789523648548068,
"activationRate": 0.6734006734006734,
"activationCount": 200,
"sampleConfidence": 0.9946666666666667,
"shadowTotalReturn": 0.6657104132535006,
"avgForwardReturn1D": 0.0030873307532747257
}
],
"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": "8c3ab8fff6c9f784929480e4211517a55132403bbb44fb4fac9c3da3c3df58c8",
"size": 13,
"members": [
"ARCB",
"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",
"ARCB"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "ARCB",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 3,
"ticker": "ARCB",
"hitRates": {
"1": 0.5568862275449101,
"5": 0.5950920245398773,
"10": 0.5569620253164557
},
"hitRate1D": 0.5568862275449101,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9878352738975055,
"eligibleDays": 344,
"fitnessScore": 1.3173346091747815,
"lookbackDays": 45,
"returnLift1D": 0.0016483649807216188,
"hitRateLift1D": 0.04816529731235197,
"portfolioSize": 3,
"activationRate": 0.48546511627906974,
"activationCount": 167,
"baselineHitRates": {
"1": 0.5087209302325582,
"5": 0.5558823529411765,
"10": 0.5701492537313433
},
"sampleConfidence": 0.994810379241517,
"shadowSharpeLike": 1.4761471017541081,
"avgForwardReturns": {
"1": 0.004436665518879544,
"5": 0.017430510521665953,
"10": 0.030271162884176344
},
"shadowMaxDrawdown": -0.21475487366170076,
"shadowTotalReturn": 0.9012345861030535,
"avgForwardReturn1D": 0.004436665518879544,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27",
"2025-06-30",
"2025-07-01",
"2025-07-02",
"2025-07-03"
],
"horizonObservationCounts": {
"1": 167,
"5": 163,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.002788300538157925,
"5": 0.014295241544788883,
"10": 0.0283711321689612
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9878352738975055,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.8876176810621227,
"bestRawFitnessScore": 1.3173346091747815,
"upperQuartileComboQuality": 0.9503601786761489
},
"algorithmFit": {
"label": "strong",
"score": 0.8900902129781798,
"rawScore": 0.9052131178733007,
"confidence": 0.9665870840876664,
"bestProfile": {
"lookbackDays": 45,
"portfolioSize": 3
},
"profileBreadth": 0.8000555622909661,
"recommendedRegion": {
"lookbackDays": [
21,
30,
45,
63
],
"portfolioSizes": [
3,
4,
5
]
},
"parameterStability": 0.8220035484739431,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "ARCB",
"hitRates": {
"1": 0.5568862275449101,
"5": 0.5950920245398773,
"10": 0.5569620253164557
},
"hitRate1D": 0.5568862275449101,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9878352738975055,
"eligibleDays": 344,
"fitnessScore": 1.3173346091747815,
"lookbackDays": 45,
"returnLift1D": 0.0016483649807216188,
"hitRateLift1D": 0.04816529731235197,
"portfolioSize": 3,
"activationRate": 0.48546511627906974,
"activationCount": 167,
"baselineHitRates": {
"1": 0.5087209302325582,
"5": 0.5558823529411765,
"10": 0.5701492537313433
},
"sampleConfidence": 0.994810379241517,
"shadowSharpeLike": 1.4761471017541081,
"avgForwardReturns": {
"1": 0.004436665518879544,
"5": 0.017430510521665953,
"10": 0.030271162884176344
},
"shadowMaxDrawdown": -0.21475487366170076,
"shadowTotalReturn": 0.9012345861030535,
"avgForwardReturn1D": 0.004436665518879544,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27",
"2025-06-30",
"2025-07-01",
"2025-07-02",
"2025-07-03"
],
"horizonObservationCounts": {
"1": 167,
"5": 163,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.002788300538157925,
"5": 0.014295241544788883,
"10": 0.0283711321689612
}
},
{
"topN": 4,
"ticker": "ARCB",
"hitRates": {
"1": 0.5485714285714286,
"5": 0.6023391812865497,
"10": 0.572289156626506
},
"hitRate1D": 0.5485714285714286,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9771062437721352,
"eligibleDays": 344,
"fitnessScore": 1.175820857720557,
"lookbackDays": 45,
"returnLift1D": 0.001124907744363541,
"hitRateLift1D": 0.039850498338870444,
"portfolioSize": 4,
"activationRate": 0.5087209302325582,
"activationCount": 175,
"baselineHitRates": {
"1": 0.5087209302325582,
"5": 0.5558823529411765,
"10": 0.5701492537313433
},
"sampleConfidence": 0.9950476190476191,
"shadowSharpeLike": 1.3321273484489726,
"avgForwardReturns": {
"1": 0.003913208282521466,
"5": 0.018177273948778393,
"10": 0.03244988209593164
},
"shadowMaxDrawdown": -0.2369449575609357,
"shadowTotalReturn": 0.7898739954075529,
"avgForwardReturn1D": 0.003913208282521466,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27",
"2025-06-30",
"2025-07-01",
"2025-07-02",
"2025-07-03"
],
"horizonObservationCounts": {
"1": 175,
"5": 171,
"10": 166
},
"baselineAvgForwardReturns": {
"1": 0.002788300538157925,
"5": 0.014295241544788883,
"10": 0.0283711321689612
}
},
{
"topN": 5,
"ticker": "ARCB",
"hitRates": {
"1": 0.5485714285714286,
"5": 0.6023391812865497,
"10": 0.572289156626506
},
"hitRate1D": 0.5485714285714286,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9771062437721352,
"eligibleDays": 344,
"fitnessScore": 1.175820857720557,
"lookbackDays": 45,
"returnLift1D": 0.001124907744363541,
"hitRateLift1D": 0.039850498338870444,
"portfolioSize": 5,
"activationRate": 0.5087209302325582,
"activationCount": 175,
"baselineHitRates": {
"1": 0.5087209302325582,
"5": 0.5558823529411765,
"10": 0.5701492537313433
},
"sampleConfidence": 0.9950476190476191,
"shadowSharpeLike": 1.3321273484489726,
"avgForwardReturns": {
"1": 0.003913208282521466,
"5": 0.018177273948778393,
"10": 0.03244988209593164
},
"shadowMaxDrawdown": -0.2369449575609357,
"shadowTotalReturn": 0.7898739954075529,
"avgForwardReturn1D": 0.003913208282521466,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27",
"2025-06-30",
"2025-07-01",
"2025-07-02",
"2025-07-03"
],
"horizonObservationCounts": {
"1": 175,
"5": 171,
"10": 166
},
"baselineAvgForwardReturns": {
"1": 0.002788300538157925,
"5": 0.014295241544788883,
"10": 0.0283711321689612
}
},
{
"topN": 4,
"ticker": "ARCB",
"hitRates": {
"1": 0.5465116279069767,
"5": 0.5789473684210527,
"10": 0.5903614457831325
},
"hitRate1D": 0.5465116279069767,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9585779691892409,
"eligibleDays": 359,
"fitnessScore": 1.0411603643350464,
"lookbackDays": 30,
"returnLift1D": 0.0016196291050718527,
"hitRateLift1D": 0.047904385567143826,
"portfolioSize": 4,
"activationRate": 0.479108635097493,
"activationCount": 172,
"baselineHitRates": {
"1": 0.4986072423398329,
"5": 0.532394366197183,
"10": 0.5485714285714286
},
"sampleConfidence": 0.9972868217054264,
"shadowSharpeLike": 1.2061611880799248,
"avgForwardReturns": {
"1": 0.0036330877326650134,
"5": 0.01893755900181741,
"10": 0.03759700691471927
},
"shadowMaxDrawdown": -0.25860707577271336,
"shadowTotalReturn": 0.689970840191992,
"avgForwardReturn1D": 0.0036330877326650134,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 172,
"5": 171,
"10": 166
},
"baselineAvgForwardReturns": {
"1": 0.0020134586275931607,
"5": 0.010798385693443576,
"10": 0.022742269709557367
}
},
{
"topN": 5,
"ticker": "ARCB",
"hitRates": {
"1": 0.5465116279069767,
"5": 0.5789473684210527,
"10": 0.5903614457831325
},
"hitRate1D": 0.5465116279069767,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9585779691892409,
"eligibleDays": 359,
"fitnessScore": 1.0411603643350464,
"lookbackDays": 30,
"returnLift1D": 0.0016196291050718527,
"hitRateLift1D": 0.047904385567143826,
"portfolioSize": 5,
"activationRate": 0.479108635097493,
"activationCount": 172,
"baselineHitRates": {
"1": 0.4986072423398329,
"5": 0.532394366197183,
"10": 0.5485714285714286
},
"sampleConfidence": 0.9972868217054264,
"shadowSharpeLike": 1.2061611880799248,
"avgForwardReturns": {
"1": 0.0036330877326650134,
"5": 0.01893755900181741,
"10": 0.03759700691471927
},
"shadowMaxDrawdown": -0.25860707577271336,
"shadowTotalReturn": 0.689970840191992,
"avgForwardReturn1D": 0.0036330877326650134,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 172,
"5": 171,
"10": 166
},
"baselineAvgForwardReturns": {
"1": 0.0020134586275931607,
"5": 0.010798385693443576,
"10": 0.022742269709557367
}
},
{
"topN": 4,
"ticker": "ARCB",
"hitRates": {
"1": 0.5255102040816326,
"5": 0.6041666666666666,
"10": 0.5721925133689839
},
"hitRate1D": 0.5255102040816326,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9476209151717849,
"eligibleDays": 326,
"fitnessScore": 0.9869983788571918,
"lookbackDays": 63,
"returnLift1D": -0.0003482454027866305,
"hitRateLift1D": 0.010172780768749168,
"portfolioSize": 4,
"activationRate": 0.6012269938650306,
"activationCount": 196,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5745341614906833,
"10": 0.5867507886435331
},
"sampleConfidence": 0.9955782312925171,
"shadowSharpeLike": 1.1598871523253194,
"avgForwardReturns": {
"1": 0.0029996538280460633,
"5": 0.018561963974038878,
"10": 0.03516733206885609
},
"shadowMaxDrawdown": -0.2479206687956247,
"shadowTotalReturn": 0.6257813291657379,
"avgForwardReturn1D": 0.0029996538280460633,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16"
],
"horizonObservationCounts": {
"1": 196,
"5": 192,
"10": 187
},
"baselineAvgForwardReturns": {
"1": 0.0033478992308326938,
"5": 0.017114194858666547,
"10": 0.034450893143861995
}
},
{
"topN": 5,
"ticker": "ARCB",
"hitRates": {
"1": 0.5255102040816326,
"5": 0.6041666666666666,
"10": 0.5721925133689839
},
"hitRate1D": 0.5255102040816326,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9476209151717849,
"eligibleDays": 326,
"fitnessScore": 0.9869983788571918,
"lookbackDays": 63,
"returnLift1D": -0.0003482454027866305,
"hitRateLift1D": 0.010172780768749168,
"portfolioSize": 5,
"activationRate": 0.6012269938650306,
"activationCount": 196,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5745341614906833,
"10": 0.5867507886435331
},
"sampleConfidence": 0.9955782312925171,
"shadowSharpeLike": 1.1598871523253194,
"avgForwardReturns": {
"1": 0.0029996538280460633,
"5": 0.018561963974038878,
"10": 0.03516733206885609
},
"shadowMaxDrawdown": -0.2479206687956247,
"shadowTotalReturn": 0.6257813291657379,
"avgForwardReturn1D": 0.0029996538280460633,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16"
],
"horizonObservationCounts": {
"1": 196,
"5": 192,
"10": 187
},
"baselineAvgForwardReturns": {
"1": 0.0033478992308326938,
"5": 0.017114194858666547,
"10": 0.034450893143861995
}
},
{
"topN": 3,
"ticker": "ARCB",
"hitRates": {
"1": 0.5449101796407185,
"5": 0.5783132530120482,
"10": 0.5838509316770186
},
"hitRate1D": 0.5449101796407185,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9372287838235402,
"eligibleDays": 359,
"fitnessScore": 0.9447547741235279,
"lookbackDays": 30,
"returnLift1D": 0.0014168152848069771,
"hitRateLift1D": 0.04630293730088564,
"portfolioSize": 3,
"activationRate": 0.46518105849582175,
"activationCount": 167,
"baselineHitRates": {
"1": 0.4986072423398329,
"5": 0.532394366197183,
"10": 0.5485714285714286
},
"sampleConfidence": 0.9972055888223553,
"shadowSharpeLike": 1.1219503224485816,
"avgForwardReturns": {
"1": 0.003430273912400138,
"5": 0.01669455885558364,
"10": 0.03647029041713783
},
"shadowMaxDrawdown": -0.24397838699765184,
"shadowTotalReturn": 0.6089054719027369,
"avgForwardReturn1D": 0.003430273912400138,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 167,
"5": 166,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.0020134586275931607,
"5": 0.010798385693443576,
"10": 0.022742269709557367
}
},
{
"topN": 3,
"ticker": "ARCB",
"hitRates": {
"1": 0.5133689839572193,
"5": 0.5956284153005464,
"10": 0.5674157303370787
},
"hitRate1D": 0.5133689839572193,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8979796222405388,
"eligibleDays": 326,
"fitnessScore": 0.8284944560827715,
"lookbackDays": 63,
"returnLift1D": -0.0005751836940547819,
"hitRateLift1D": -0.0019684393556641533,
"portfolioSize": 3,
"activationRate": 0.5736196319018405,
"activationCount": 187,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5745341614906833,
"10": 0.5867507886435331
},
"sampleConfidence": 0.9953654188948308,
"shadowSharpeLike": 1.0288582936625277,
"avgForwardReturns": {
"1": 0.002772715536777912,
"5": 0.01801262420340982,
"10": 0.035734996281940185
},
"shadowMaxDrawdown": -0.25157801048101514,
"shadowTotalReturn": 0.5159642715868407,
"avgForwardReturn1D": 0.002772715536777912,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-09",
"2025-07-10",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18"
],
"horizonObservationCounts": {
"1": 187,
"5": 183,
"10": 178
},
"baselineAvgForwardReturns": {
"1": 0.0033478992308326938,
"5": 0.017114194858666547,
"10": 0.034450893143861995
}
},
{
"topN": 4,
"ticker": "ARCB",
"hitRates": {
"1": 0.5170454545454546,
"5": 0.5465116279069767,
"10": 0.5232558139534884
},
"hitRate1D": 0.5170454545454546,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8876176810621227,
"eligibleDays": 368,
"fitnessScore": 0.8046595879487869,
"lookbackDays": 21,
"returnLift1D": 0.0009510493504607258,
"hitRateLift1D": 0.017045454545454586,
"portfolioSize": 4,
"activationRate": 0.4782608695652174,
"activationCount": 176,
"baselineHitRates": {
"1": 0.5,
"5": 0.5302197802197802,
"10": 0.5376044568245125
},
"sampleConfidence": 0.9969696969696971,
"shadowSharpeLike": 1.0446750791563841,
"avgForwardReturns": {
"1": 0.0030163238391039916,
"5": 0.015682388103554077,
"10": 0.022696996466712163
},
"shadowMaxDrawdown": -0.30003265967079484,
"shadowTotalReturn": 0.5390870642935175,
"avgForwardReturn1D": 0.0030163238391039916,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-05",
"2025-06-06",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 176,
"5": 172,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.002065274488643266,
"5": 0.010208002093862458,
"10": 0.020046705328086112
}
},
{
"topN": 5,
"ticker": "ARCB",
"hitRates": {
"1": 0.5170454545454546,
"5": 0.5465116279069767,
"10": 0.5232558139534884
},
"hitRate1D": 0.5170454545454546,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8876176810621227,
"eligibleDays": 368,
"fitnessScore": 0.8046595879487869,
"lookbackDays": 21,
"returnLift1D": 0.0009510493504607258,
"hitRateLift1D": 0.017045454545454586,
"portfolioSize": 5,
"activationRate": 0.4782608695652174,
"activationCount": 176,
"baselineHitRates": {
"1": 0.5,
"5": 0.5302197802197802,
"10": 0.5376044568245125
},
"sampleConfidence": 0.9969696969696971,
"shadowSharpeLike": 1.0446750791563841,
"avgForwardReturns": {
"1": 0.0030163238391039916,
"5": 0.015682388103554077,
"10": 0.022696996466712163
},
"shadowMaxDrawdown": -0.30003265967079484,
"shadowTotalReturn": 0.5390870642935175,
"avgForwardReturn1D": 0.0030163238391039916,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-05",
"2025-06-06",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 176,
"5": 172,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.002065274488643266,
"5": 0.010208002093862458,
"10": 0.020046705328086112
}
},
{
"topN": 3,
"ticker": "ARCB",
"hitRates": {
"1": 0.515527950310559,
"5": 0.535031847133758,
"10": 0.5286624203821656
},
"hitRate1D": 0.515527950310559,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8390384420835059,
"eligibleDays": 368,
"fitnessScore": 0.7132400108875624,
"lookbackDays": 21,
"returnLift1D": 0.0008922396595358499,
"hitRateLift1D": 0.01552795031055898,
"portfolioSize": 3,
"activationRate": 0.4375,
"activationCount": 161,
"baselineHitRates": {
"1": 0.5,
"5": 0.5302197802197802,
"10": 0.5376044568245125
},
"sampleConfidence": 0.9966873706004141,
"shadowSharpeLike": 0.9519407674270146,
"avgForwardReturns": {
"1": 0.0029575141481791157,
"5": 0.01614079985901209,
"10": 0.01859720620541533
},
"shadowMaxDrawdown": -0.2544956600688786,
"shadowTotalReturn": 0.4617552871263282,
"avgForwardReturn1D": 0.0029575141481791157,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-15",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-05",
"2025-06-06",
"2025-06-10",
"2025-06-17",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 161,
"5": 157,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.002065274488643266,
"5": 0.010208002093862458,
"10": 0.020046705328086112
}
},
{
"topN": 4,
"ticker": "ARCB",
"hitRates": {
"1": 0.5365853658536586,
"5": 0.55,
"10": 0.569620253164557
},
"hitRate1D": 0.5365853658536586,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7993862149037924,
"eligibleDays": 375,
"fitnessScore": 0.6541417740537465,
"lookbackDays": 14,
"returnLift1D": 0.0007519550210297514,
"hitRateLift1D": 0.04058536585365857,
"portfolioSize": 4,
"activationRate": 0.43733333333333335,
"activationCount": 164,
"baselineHitRates": {
"1": 0.496,
"5": 0.522911051212938,
"10": 0.5300546448087432
},
"sampleConfidence": 0.9959349593495935,
"shadowSharpeLike": 0.8231258205091007,
"avgForwardReturns": {
"1": 0.0025381220033080256,
"5": 0.014345010441885972,
"10": 0.03358497635312046
},
"shadowMaxDrawdown": -0.2137618330837796,
"shadowTotalReturn": 0.37346827618275236,
"avgForwardReturn1D": 0.0025381220033080256,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-04-10",
"2025-05-13",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-28"
],
"horizonObservationCounts": {
"1": 164,
"5": 160,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0017861669822782742,
"5": 0.009325869085994412,
"10": 0.018908947105261885
}
},
{
"topN": 5,
"ticker": "ARCB",
"hitRates": {
"1": 0.5365853658536586,
"5": 0.55,
"10": 0.569620253164557
},
"hitRate1D": 0.5365853658536586,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7993862149037924,
"eligibleDays": 375,
"fitnessScore": 0.6541417740537465,
"lookbackDays": 14,
"returnLift1D": 0.0007519550210297514,
"hitRateLift1D": 0.04058536585365857,
"portfolioSize": 5,
"activationRate": 0.43733333333333335,
"activationCount": 164,
"baselineHitRates": {
"1": 0.496,
"5": 0.522911051212938,
"10": 0.5300546448087432
},
"sampleConfidence": 0.9959349593495935,
"shadowSharpeLike": 0.8231258205091007,
"avgForwardReturns": {
"1": 0.0025381220033080256,
"5": 0.014345010441885972,
"10": 0.03358497635312046
},
"shadowMaxDrawdown": -0.2137618330837796,
"shadowTotalReturn": 0.37346827618275236,
"avgForwardReturn1D": 0.0025381220033080256,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-04-10",
"2025-05-13",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-28"
],
"horizonObservationCounts": {
"1": 164,
"5": 160,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0017861669822782742,
"5": 0.009325869085994412,
"10": 0.018908947105261885
}
},
{
"topN": 2,
"ticker": "ARCB",
"hitRates": {
"1": 0.5217391304347826,
"5": 0.5373134328358209,
"10": 0.5074626865671642
},
"hitRate1D": 0.5217391304347826,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.7806247525122195,
"eligibleDays": 368,
"fitnessScore": 0.6292483851240339,
"lookbackDays": 21,
"returnLift1D": 0.0010441392642258577,
"hitRateLift1D": 0.021739130434782594,
"portfolioSize": 2,
"activationRate": 0.375,
"activationCount": 138,
"baselineHitRates": {
"1": 0.5,
"5": 0.5302197802197802,
"10": 0.5376044568245125
},
"sampleConfidence": 0.9961352657004832,
"shadowSharpeLike": 0.9028315909625972,
"avgForwardReturns": {
"1": 0.0031094137528691235,
"5": 0.01565381419480761,
"10": 0.015130895817962764
},
"shadowMaxDrawdown": -0.2672082037894913,
"shadowTotalReturn": 0.4098617481917832,
"avgForwardReturn1D": 0.0031094137528691235,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-17",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27",
"2025-06-30"
],
"horizonObservationCounts": {
"1": 138,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.002065274488643266,
"5": 0.010208002093862458,
"10": 0.020046705328086112
}
},
{
"topN": 2,
"ticker": "ARCB",
"hitRates": {
"1": 0.5333333333333333,
"5": 0.5267175572519084,
"10": 0.46825396825396826
},
"hitRate1D": 0.5333333333333333,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.7543231171695804,
"eligibleDays": 344,
"fitnessScore": 0.5967967975980837,
"lookbackDays": 45,
"returnLift1D": 0.00010692114391019436,
"hitRateLift1D": 0.02461240310077517,
"portfolioSize": 2,
"activationRate": 0.39244186046511625,
"activationCount": 135,
"baselineHitRates": {
"1": 0.5087209302325582,
"5": 0.5558823529411765,
"10": 0.5701492537313433
},
"sampleConfidence": 0.9935802469135803,
"shadowSharpeLike": 0.8280383063718719,
"avgForwardReturns": {
"1": 0.0028952216820681193,
"5": 0.0074193231272620275,
"10": 0.013312057510599025
},
"shadowMaxDrawdown": -0.21967841025974522,
"shadowTotalReturn": 0.35051015007831166,
"avgForwardReturn1D": 0.0028952216820681193,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15"
],
"horizonObservationCounts": {
"1": 135,
"5": 131,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.002788300538157925,
"5": 0.014295241544788883,
"10": 0.0283711321689612
}
},
{
"topN": 2,
"ticker": "ARCB",
"hitRates": {
"1": 0.5474452554744526,
"5": 0.5338345864661654,
"10": 0.5378787878787878
},
"hitRate1D": 0.5474452554744526,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.5829619656069003,
"eligibleDays": 375,
"fitnessScore": 0.42368779394039013,
"lookbackDays": 14,
"returnLift1D": 0.0002131902813902254,
"hitRateLift1D": 0.051445255474452556,
"portfolioSize": 2,
"activationRate": 0.36533333333333334,
"activationCount": 137,
"baselineHitRates": {
"1": 0.496,
"5": 0.522911051212938,
"10": 0.5300546448087432
},
"sampleConfidence": 0.9956204379562045,
"shadowSharpeLike": 0.5879514085000657,
"avgForwardReturns": {
"1": 0.0019993572636684996,
"5": 0.01345908289331574,
"10": 0.029653737240822795
},
"shadowMaxDrawdown": -0.24993479721162926,
"shadowTotalReturn": 0.21054000582163734,
"avgForwardReturn1D": 0.0019993572636684996,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-04-10",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-28",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 137,
"5": 133,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0017861669822782742,
"5": 0.009325869085994412,
"10": 0.018908947105261885
}
},
{
"topN": 3,
"ticker": "ARCB",
"hitRates": {
"1": 0.5364238410596026,
"5": 0.54421768707483,
"10": 0.5547945205479452
},
"hitRate1D": 0.5364238410596026,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5671953400299142,
"eligibleDays": 375,
"fitnessScore": 0.40949179828610804,
"lookbackDays": 14,
"returnLift1D": 0.00007688987242643916,
"hitRateLift1D": 0.04042384105960262,
"portfolioSize": 3,
"activationRate": 0.4026666666666667,
"activationCount": 151,
"baselineHitRates": {
"1": 0.496,
"5": 0.522911051212938,
"10": 0.5300546448087432
},
"sampleConfidence": 0.9960264900662252,
"shadowSharpeLike": 0.5824506096723582,
"avgForwardReturns": {
"1": 0.0018630568547047133,
"5": 0.013476749630455639,
"10": 0.03428231502049875
},
"shadowMaxDrawdown": -0.2927606066217806,
"shadowTotalReturn": 0.21232840113412066,
"avgForwardReturn1D": 0.0018630568547047133,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-04-10",
"2025-05-13",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-28",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 151,
"5": 147,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.0017861669822782742,
"5": 0.009325869085994412,
"10": 0.018908947105261885
}
},
{
"topN": 2,
"ticker": "ARCB",
"hitRates": {
"1": 0.5071428571428571,
"5": 0.5220588235294118,
"10": 0.4961832061068702
},
"hitRate1D": 0.5071428571428571,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.35316660537257605,
"eligibleDays": 326,
"fitnessScore": 0.21686725488835273,
"lookbackDays": 63,
"returnLift1D": -0.002146158643965138,
"hitRateLift1D": -0.00819456617002634,
"portfolioSize": 2,
"activationRate": 0.4294478527607362,
"activationCount": 140,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5745341614906833,
"10": 0.5867507886435331
},
"sampleConfidence": 0.9938095238095239,
"shadowSharpeLike": 0.34477226683219736,
"avgForwardReturns": {
"1": 0.0012017405868675556,
"5": 0.008627285776000396,
"10": 0.017044779980494706
},
"shadowMaxDrawdown": -0.26910460128145575,
"shadowTotalReturn": 0.07968432693506022,
"avgForwardReturn1D": 0.0012017405868675556,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-15",
"2025-07-17",
"2025-07-18",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-07-29",
"2025-07-30",
"2025-08-01",
"2025-08-06"
],
"horizonObservationCounts": {
"1": 140,
"5": 136,
"10": 131
},
"baselineAvgForwardReturns": {
"1": 0.0033478992308326938,
"5": 0.017114194858666547,
"10": 0.034450893143861995
}
},
{
"topN": 2,
"ticker": "ARCB",
"hitRates": {
"1": 0.5074626865671642,
"5": 0.5037593984962406,
"10": 0.5116279069767442
},
"hitRate1D": 0.5074626865671642,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.2073675437828368,
"eligibleDays": 359,
"fitnessScore": 0.05500929600511621,
"lookbackDays": 30,
"returnLift1D": -0.0017076088096049115,
"hitRateLift1D": 0.00885544422733131,
"portfolioSize": 2,
"activationRate": 0.3732590529247911,
"activationCount": 134,
"baselineHitRates": {
"1": 0.4986072423398329,
"5": 0.532394366197183,
"10": 0.5485714285714286
},
"sampleConfidence": 0.9970149253731344,
"shadowSharpeLike": 0.06045848225261231,
"avgForwardReturns": {
"1": 0.0003058498179882491,
"5": 0.0001156844207963637,
"10": 0.010924941716388012
},
"shadowMaxDrawdown": -0.2439783869976514,
"shadowTotalReturn": -0.03875380058791267,
"avgForwardReturn1D": 0.0003058498179882491,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-24",
"2025-06-30",
"2025-07-01",
"2025-07-02"
],
"horizonObservationCounts": {
"1": 134,
"5": 133,
"10": 129
},
"baselineAvgForwardReturns": {
"1": 0.0020134586275931607,
"5": 0.010798385693443576,
"10": 0.022742269709557367
}
}
],
"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": 0.7993862149037924,
"fitnessScore": 0.6541417740537465,
"lookbackDays": 14,
"returnLift1D": 0.0007519550210297514,
"activationRate": 0.43733333333333335,
"activationCount": 164,
"sampleConfidence": 0.9959349593495935,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.37346827618275236,
"avgForwardReturn1D": 0.0025381220033080256
},
{
"comboQuality": 0.8876176810621227,
"fitnessScore": 0.8046595879487869,
"lookbackDays": 21,
"returnLift1D": 0.0009510493504607258,
"activationRate": 0.4782608695652174,
"activationCount": 176,
"sampleConfidence": 0.9969696969696971,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5390870642935175,
"avgForwardReturn1D": 0.0030163238391039916
},
{
"comboQuality": 0.9585779691892409,
"fitnessScore": 1.0411603643350464,
"lookbackDays": 30,
"returnLift1D": 0.0016196291050718527,
"activationRate": 0.479108635097493,
"activationCount": 172,
"sampleConfidence": 0.9972868217054264,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.689970840191992,
"avgForwardReturn1D": 0.0036330877326650134
},
{
"comboQuality": 0.9878352738975055,
"fitnessScore": 1.3173346091747815,
"lookbackDays": 45,
"returnLift1D": 0.0016483649807216188,
"activationRate": 0.48546511627906974,
"activationCount": 167,
"sampleConfidence": 0.994810379241517,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.9012345861030535,
"avgForwardReturn1D": 0.004436665518879544
},
{
"comboQuality": 0.9476209151717849,
"fitnessScore": 0.9869983788571918,
"lookbackDays": 63,
"returnLift1D": -0.0003482454027866305,
"activationRate": 0.6012269938650306,
"activationCount": 196,
"sampleConfidence": 0.9955782312925171,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.6257813291657379,
"avgForwardReturn1D": 0.0029996538280460633
}
],
"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": "8c3ab8fff6c9f784929480e4211517a55132403bbb44fb4fac9c3da3c3df58c8",
"size": 13,
"members": [
"ARCB",
"SMH",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
TM