Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"AXP"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "AXP",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 352,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 14,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.08177793644755729,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08177793644755729,
"bestRawFitnessScore": -0.18205499138350748,
"upperQuartileComboQuality": 0.08177793644755729
},
"algorithmFit": {
"label": "poor",
"score": 0.15966813191538695,
"rawScore": 0.26542234915804586,
"confidence": 0.203125,
"bestProfile": {
"topN": 2,
"lookbackDays": 14
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
14
]
},
"parameterStability": 1,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 352,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 14,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 3,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 352,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 14,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 4,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 352,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 14,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 5,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 352,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 14,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 2,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 339,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 21,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 3,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 339,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 21,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 4,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 339,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 21,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 5,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 339,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 21,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 2,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 330,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 30,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 3,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 330,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 30,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 4,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 330,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 30,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 5,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 330,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 30,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 2,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 315,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 45,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 3,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 315,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 45,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 4,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 315,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 45,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 5,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 315,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 45,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 2,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 297,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 63,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 3,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 297,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 63,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 4,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 297,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 63,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
},
{
"topN": 5,
"ticker": "AXP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08177793644755729,
"eligibleDays": 297,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 63,
"returnLift1D": -0.00493575339806421,
"hitRateLift1D": -0.6363636363636364,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6363636363636364,
"5": 0.7142857142857143,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.00493575339806421,
"5": 0.01254442820672116,
"10": 0.05863237468963667
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 2,
"comboQuality": 0.08177793644755729,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 14,
"returnLift1D": -0.00493575339806421,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08177793644755729,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 21,
"returnLift1D": -0.00493575339806421,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08177793644755729,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 30,
"returnLift1D": -0.00493575339806421,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08177793644755729,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 45,
"returnLift1D": -0.00493575339806421,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08177793644755729,
"fitnessScore": -0.18205499138350748,
"lookbackDays": 63,
"returnLift1D": -0.00493575339806421,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
}
],
"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": "059a5cceb6281da589209a33cc841c2f50023c34674e0e552a22f64c46709491",
"size": 13,
"members": [
"AXP",
"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",
"AXP"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "AXP",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "AXP",
"hitRates": {
"1": 0.515527950310559,
"5": 0.5732484076433121,
"10": 0.5197368421052632
},
"hitRate1D": 0.515527950310559,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6221293035369924,
"eligibleDays": 359,
"fitnessScore": 0.4596910958845345,
"lookbackDays": 30,
"returnLift1D": 0.0007182667429281056,
"hitRateLift1D": -0.0025778992716136706,
"portfolioSize": 4,
"activationRate": 0.44846796657381616,
"activationCount": 161,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.543661971830986,
"10": 0.5314285714285715
},
"sampleConfidence": 0.994616977225673,
"shadowSharpeLike": 0.7857909127473627,
"avgForwardReturns": {
"1": 0.0012094956357787347,
"5": 0.0031342156109031767,
"10": 0.0061791235590174355
},
"shadowMaxDrawdown": -0.08613884332116584,
"shadowTotalReturn": 0.1737209388359835,
"avgForwardReturn1D": 0.0012094956357787347,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-05",
"2025-05-06",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 161,
"5": 157,
"10": 152
},
"baselineAvgForwardReturns": {
"1": 0.0004912288928506291,
"5": 0.0028856546967711365,
"10": 0.006592814188783441
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.6221293035369924,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.33702182687738663,
"bestRawFitnessScore": 0.4596910958845345,
"upperQuartileComboQuality": 0.5045082467994966
},
"algorithmFit": {
"label": "weak",
"score": 0.42240701400942665,
"rawScore": 0.44538940455459547,
"confidence": 0.896798665122481,
"bestProfile": {
"lookbackDays": 30,
"portfolioSize": 4
},
"profileBreadth": 0.25032800868103144,
"recommendedRegion": {
"lookbackDays": [
14,
30,
63
],
"portfolioSizes": [
2,
4,
5
]
},
"parameterStability": 0.45567108286608926,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "AXP",
"hitRates": {
"1": 0.515527950310559,
"5": 0.5732484076433121,
"10": 0.5197368421052632
},
"hitRate1D": 0.515527950310559,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6221293035369924,
"eligibleDays": 359,
"fitnessScore": 0.4596910958845345,
"lookbackDays": 30,
"returnLift1D": 0.0007182667429281056,
"hitRateLift1D": -0.0025778992716136706,
"portfolioSize": 4,
"activationRate": 0.44846796657381616,
"activationCount": 161,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.543661971830986,
"10": 0.5314285714285715
},
"sampleConfidence": 0.994616977225673,
"shadowSharpeLike": 0.7857909127473627,
"avgForwardReturns": {
"1": 0.0012094956357787347,
"5": 0.0031342156109031767,
"10": 0.0061791235590174355
},
"shadowMaxDrawdown": -0.08613884332116584,
"shadowTotalReturn": 0.1737209388359835,
"avgForwardReturn1D": 0.0012094956357787347,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-05",
"2025-05-06",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 161,
"5": 157,
"10": 152
},
"baselineAvgForwardReturns": {
"1": 0.0004912288928506291,
"5": 0.0028856546967711365,
"10": 0.006592814188783441
}
},
{
"topN": 5,
"ticker": "AXP",
"hitRates": {
"1": 0.515527950310559,
"5": 0.5732484076433121,
"10": 0.5197368421052632
},
"hitRate1D": 0.515527950310559,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6221293035369924,
"eligibleDays": 359,
"fitnessScore": 0.4596910958845345,
"lookbackDays": 30,
"returnLift1D": 0.0007182667429281056,
"hitRateLift1D": -0.0025778992716136706,
"portfolioSize": 5,
"activationRate": 0.44846796657381616,
"activationCount": 161,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.543661971830986,
"10": 0.5314285714285715
},
"sampleConfidence": 0.994616977225673,
"shadowSharpeLike": 0.7857909127473627,
"avgForwardReturns": {
"1": 0.0012094956357787347,
"5": 0.0031342156109031767,
"10": 0.0061791235590174355
},
"shadowMaxDrawdown": -0.08613884332116584,
"shadowTotalReturn": 0.1737209388359835,
"avgForwardReturn1D": 0.0012094956357787347,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-05",
"2025-05-06",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 161,
"5": 157,
"10": 152
},
"baselineAvgForwardReturns": {
"1": 0.0004912288928506291,
"5": 0.0028856546967711365,
"10": 0.006592814188783441
}
},
{
"topN": 2,
"ticker": "AXP",
"hitRates": {
"1": 0.5591397849462365,
"5": 0.5483870967741935,
"10": 0.5384615384615384
},
"hitRate1D": 0.5591397849462365,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.5692866602127551,
"eligibleDays": 375,
"fitnessScore": 0.41136709476690736,
"lookbackDays": 14,
"returnLift1D": 0.0014779968549712675,
"hitRateLift1D": 0.0498064516129032,
"portfolioSize": 2,
"activationRate": 0.248,
"activationCount": 93,
"baselineHitRates": {
"1": 0.5093333333333333,
"5": 0.5336927223719676,
"10": 0.5081967213114754
},
"sampleConfidence": 0.9985663082437277,
"shadowSharpeLike": 0.8798069863193065,
"avgForwardReturns": {
"1": 0.0018262694881424875,
"5": 0.0031804127650040498,
"10": 0.009008167134725478
},
"shadowMaxDrawdown": -0.07333076392366555,
"shadowTotalReturn": 0.1474057361200225,
"avgForwardReturn1D": 0.0018262694881424875,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-31",
"2025-02-03",
"2025-03-31",
"2025-04-02",
"2025-04-24",
"2025-04-25",
"2025-05-01",
"2025-05-02",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 93,
"5": 93,
"10": 91
},
"baselineAvgForwardReturns": {
"1": 0.00034827263317122005,
"5": 0.002227738729539462,
"10": 0.0048160614841987895
}
},
{
"topN": 4,
"ticker": "AXP",
"hitRates": {
"1": 0.5481481481481482,
"5": 0.5597014925373134,
"10": 0.5658914728682171
},
"hitRate1D": 0.5481481481481482,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5588783483745476,
"eligibleDays": 326,
"fitnessScore": 0.4020544495636919,
"lookbackDays": 63,
"returnLift1D": -0.0001631277918062394,
"hitRateLift1D": 0.020540786184958026,
"portfolioSize": 4,
"activationRate": 0.41411042944785276,
"activationCount": 135,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.5683229813664596,
"10": 0.5646687697160884
},
"sampleConfidence": 0.9965432098765432,
"shadowSharpeLike": 0.6722923960791666,
"avgForwardReturns": {
"1": 0.0010390932568242626,
"5": 0.0036795280381220477,
"10": 0.008521510460796999
},
"shadowMaxDrawdown": -0.12237097024807886,
"shadowTotalReturn": 0.12094918759409534,
"avgForwardReturn1D": 0.0010390932568242626,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 135,
"5": 134,
"10": 129
},
"baselineAvgForwardReturns": {
"1": 0.001202221048630502,
"5": 0.006611991582789356,
"10": 0.01300688190938695
}
},
{
"topN": 5,
"ticker": "AXP",
"hitRates": {
"1": 0.5481481481481482,
"5": 0.5597014925373134,
"10": 0.5658914728682171
},
"hitRate1D": 0.5481481481481482,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5588783483745476,
"eligibleDays": 326,
"fitnessScore": 0.4020544495636919,
"lookbackDays": 63,
"returnLift1D": -0.0001631277918062394,
"hitRateLift1D": 0.020540786184958026,
"portfolioSize": 5,
"activationRate": 0.41411042944785276,
"activationCount": 135,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.5683229813664596,
"10": 0.5646687697160884
},
"sampleConfidence": 0.9965432098765432,
"shadowSharpeLike": 0.6722923960791666,
"avgForwardReturns": {
"1": 0.0010390932568242626,
"5": 0.0036795280381220477,
"10": 0.008521510460796999
},
"shadowMaxDrawdown": -0.12237097024807886,
"shadowTotalReturn": 0.12094918759409534,
"avgForwardReturn1D": 0.0010390932568242626,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 135,
"5": 134,
"10": 129
},
"baselineAvgForwardReturns": {
"1": 0.001202221048630502,
"5": 0.006611991582789356,
"10": 0.01300688190938695
}
},
{
"topN": 4,
"ticker": "AXP",
"hitRates": {
"1": 0.5220125786163522,
"5": 0.5612903225806452,
"10": 0.5133333333333333
},
"hitRate1D": 0.5220125786163522,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.48638487960781285,
"eligibleDays": 368,
"fitnessScore": 0.33801573141311647,
"lookbackDays": 21,
"returnLift1D": 0.000382075113914538,
"hitRateLift1D": 0.008425622094613061,
"portfolioSize": 4,
"activationRate": 0.4320652173913043,
"activationCount": 159,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.5357142857142857,
"10": 0.5181058495821727
},
"sampleConfidence": 0.9945492662473795,
"shadowSharpeLike": 0.4616783687431535,
"avgForwardReturns": {
"1": 0.0008151328154967379,
"5": 0.004159151417891976,
"10": 0.004427788256518431
},
"shadowMaxDrawdown": -0.1208924097774573,
"shadowTotalReturn": 0.09341094407726147,
"avgForwardReturn1D": 0.0008151328154967379,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-04-10",
"2025-04-15",
"2025-04-16",
"2025-04-25",
"2025-04-30",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 159,
"5": 155,
"10": 150
},
"baselineAvgForwardReturns": {
"1": 0.0004330577015821999,
"5": 0.002321241841142374,
"10": 0.005352776451207406
}
},
{
"topN": 5,
"ticker": "AXP",
"hitRates": {
"1": 0.5220125786163522,
"5": 0.5612903225806452,
"10": 0.5133333333333333
},
"hitRate1D": 0.5220125786163522,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.48638487960781285,
"eligibleDays": 368,
"fitnessScore": 0.33801573141311647,
"lookbackDays": 21,
"returnLift1D": 0.000382075113914538,
"hitRateLift1D": 0.008425622094613061,
"portfolioSize": 5,
"activationRate": 0.4320652173913043,
"activationCount": 159,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.5357142857142857,
"10": 0.5181058495821727
},
"sampleConfidence": 0.9945492662473795,
"shadowSharpeLike": 0.4616783687431535,
"avgForwardReturns": {
"1": 0.0008151328154967379,
"5": 0.004159151417891976,
"10": 0.004427788256518431
},
"shadowMaxDrawdown": -0.1208924097774573,
"shadowTotalReturn": 0.09341094407726147,
"avgForwardReturn1D": 0.0008151328154967379,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-04-10",
"2025-04-15",
"2025-04-16",
"2025-04-25",
"2025-04-30",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 159,
"5": 155,
"10": 150
},
"baselineAvgForwardReturns": {
"1": 0.0004330577015821999,
"5": 0.002321241841142374,
"10": 0.005352776451207406
}
},
{
"topN": 3,
"ticker": "AXP",
"hitRates": {
"1": 0.5652173913043478,
"5": 0.5652173913043478,
"10": 0.5545454545454546
},
"hitRate1D": 0.5652173913043478,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.4328053976176641,
"eligibleDays": 326,
"fitnessScore": 0.2905088627831049,
"lookbackDays": 63,
"returnLift1D": -0.0006142139458408933,
"hitRateLift1D": 0.03761002934115765,
"portfolioSize": 3,
"activationRate": 0.35276073619631904,
"activationCount": 115,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.5683229813664596,
"10": 0.5646687697160884
},
"sampleConfidence": 0.9971014492753624,
"shadowSharpeLike": 0.3235888669597075,
"avgForwardReturns": {
"1": 0.0005880071027896087,
"5": 0.003822433615417876,
"10": 0.007524123972517948
},
"shadowMaxDrawdown": -0.11894396495546089,
"shadowTotalReturn": 0.046375343091551224,
"avgForwardReturn1D": 0.0005880071027896087,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"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"
],
"horizonObservationCounts": {
"1": 115,
"5": 115,
"10": 110
},
"baselineAvgForwardReturns": {
"1": 0.001202221048630502,
"5": 0.006611991582789356,
"10": 0.01300688190938695
}
},
{
"topN": 3,
"ticker": "AXP",
"hitRates": {
"1": 0.5255474452554745,
"5": 0.5407407407407407,
"10": 0.5267175572519084
},
"hitRate1D": 0.5255474452554745,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.42674214737112387,
"eligibleDays": 375,
"fitnessScore": 0.2850657548922482,
"lookbackDays": 14,
"returnLift1D": 0.0004561657205300074,
"hitRateLift1D": 0.016214111922141172,
"portfolioSize": 3,
"activationRate": 0.36533333333333334,
"activationCount": 137,
"baselineHitRates": {
"1": 0.5093333333333333,
"5": 0.5336927223719676,
"10": 0.5081967213114754
},
"sampleConfidence": 0.9961070559610706,
"shadowSharpeLike": 0.3739897645472507,
"avgForwardReturns": {
"1": 0.0008044383537012275,
"5": 0.001389496764484226,
"10": 0.007168948505291487
},
"shadowMaxDrawdown": -0.10726737008198228,
"shadowTotalReturn": 0.0694691672915253,
"avgForwardReturn1D": 0.0008044383537012275,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-29",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 137,
"5": 135,
"10": 131
},
"baselineAvgForwardReturns": {
"1": 0.00034827263317122005,
"5": 0.002227738729539462,
"10": 0.0048160614841987895
}
},
{
"topN": 3,
"ticker": "AXP",
"hitRates": {
"1": 0.5343511450381679,
"5": 0.5384615384615384,
"10": 0.504
},
"hitRate1D": 0.5343511450381679,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.3895565642811985,
"eligibleDays": 368,
"fitnessScore": 0.251181156953015,
"lookbackDays": 21,
"returnLift1D": 0.00015108010632441644,
"hitRateLift1D": 0.020764188516428805,
"portfolioSize": 3,
"activationRate": 0.35597826086956524,
"activationCount": 131,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.5357142857142857,
"10": 0.5181058495821727
},
"sampleConfidence": 0.996437659033079,
"shadowSharpeLike": 0.26190266883443,
"avgForwardReturns": {
"1": 0.0005841378079066164,
"5": 0.003145699445913769,
"10": 0.0037772923011647323
},
"shadowMaxDrawdown": -0.11011145843367565,
"shadowTotalReturn": 0.04135741400065407,
"avgForwardReturn1D": 0.0005841378079066164,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-07",
"2025-04-10",
"2025-04-15",
"2025-04-16",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 131,
"5": 130,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.0004330577015821999,
"5": 0.002321241841142374,
"10": 0.005352776451207406
}
},
{
"topN": 3,
"ticker": "AXP",
"hitRates": {
"1": 0.5263157894736842,
"5": 0.5181818181818182,
"10": 0.5188679245283019
},
"hitRate1D": 0.5263157894736842,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.28448708947357476,
"eligibleDays": 344,
"fitnessScore": 0.14709141058562347,
"lookbackDays": 45,
"returnLift1D": -0.0009318534212523122,
"hitRateLift1D": 0.00015299877600971623,
"portfolioSize": 3,
"activationRate": 0.3313953488372093,
"activationCount": 114,
"baselineHitRates": {
"1": 0.5261627906976745,
"5": 0.5647058823529412,
"10": 0.5552238805970149
},
"sampleConfidence": 0.9929824561403509,
"shadowSharpeLike": -0.004069202256239651,
"avgForwardReturns": {
"1": 0.00007695164936758754,
"5": 0.0021635636166552823,
"10": 0.00742405748112412
},
"shadowMaxDrawdown": -0.09987524473176901,
"shadowTotalReturn": -0.012332035722555035,
"avgForwardReturn1D": 0.00007695164936758754,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 114,
"5": 110,
"10": 106
},
"baselineAvgForwardReturns": {
"1": 0.0010088050706198997,
"5": 0.005347372714474618,
"10": 0.010645218640780088
}
},
{
"topN": 4,
"ticker": "AXP",
"hitRates": {
"1": 0.5182926829268293,
"5": 0.5341614906832298,
"10": 0.5512820512820513
},
"hitRate1D": 0.5182926829268293,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.2832803459083151,
"eligibleDays": 375,
"fitnessScore": 0.14578549790911993,
"lookbackDays": 14,
"returnLift1D": -0.00019908851917549387,
"hitRateLift1D": 0.00895934959349598,
"portfolioSize": 4,
"activationRate": 0.43733333333333335,
"activationCount": 164,
"baselineHitRates": {
"1": 0.5093333333333333,
"5": 0.5336927223719676,
"10": 0.5081967213114754
},
"sampleConfidence": 0.9955284552845529,
"shadowSharpeLike": 0.00906578049844287,
"avgForwardReturns": {
"1": 0.00014918411399572618,
"5": 0.0030103793435974154,
"10": 0.00989461676470275
},
"shadowMaxDrawdown": -0.20238387302626637,
"shadowTotalReturn": -0.02249647234391572,
"avgForwardReturn1D": 0.00014918411399572618,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-03-27",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 164,
"5": 161,
"10": 156
},
"baselineAvgForwardReturns": {
"1": 0.00034827263317122005,
"5": 0.002227738729539462,
"10": 0.0048160614841987895
}
},
{
"topN": 5,
"ticker": "AXP",
"hitRates": {
"1": 0.5182926829268293,
"5": 0.5341614906832298,
"10": 0.5512820512820513
},
"hitRate1D": 0.5182926829268293,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.2832803459083151,
"eligibleDays": 375,
"fitnessScore": 0.14578549790911993,
"lookbackDays": 14,
"returnLift1D": -0.00019908851917549387,
"hitRateLift1D": 0.00895934959349598,
"portfolioSize": 5,
"activationRate": 0.43733333333333335,
"activationCount": 164,
"baselineHitRates": {
"1": 0.5093333333333333,
"5": 0.5336927223719676,
"10": 0.5081967213114754
},
"sampleConfidence": 0.9955284552845529,
"shadowSharpeLike": 0.00906578049844287,
"avgForwardReturns": {
"1": 0.00014918411399572618,
"5": 0.0030103793435974154,
"10": 0.00989461676470275
},
"shadowMaxDrawdown": -0.20238387302626637,
"shadowTotalReturn": -0.02249647234391572,
"avgForwardReturn1D": 0.00014918411399572618,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-03-27",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 164,
"5": 161,
"10": 156
},
"baselineAvgForwardReturns": {
"1": 0.00034827263317122005,
"5": 0.002227738729539462,
"10": 0.0048160614841987895
}
},
{
"topN": 2,
"ticker": "AXP",
"hitRates": {
"1": 0.5256410256410257,
"5": 0.5405405405405406,
"10": 0.5362318840579711
},
"hitRate1D": 0.5256410256410257,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.2688925295878749,
"eligibleDays": 359,
"fitnessScore": 0.1299452891286612,
"lookbackDays": 30,
"returnLift1D": 0.000011021919888392728,
"hitRateLift1D": 0.00753517605885301,
"portfolioSize": 2,
"activationRate": 0.21727019498607242,
"activationCount": 78,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.543661971830986,
"10": 0.5314285714285715
},
"sampleConfidence": 0.9888888888888889,
"shadowSharpeLike": 0.158589659571572,
"avgForwardReturns": {
"1": 0.0005022508127390218,
"5": 0.002980407855266223,
"10": 0.007406502303042316
},
"shadowMaxDrawdown": -0.11535577275979847,
"shadowTotalReturn": 0.01632603759941631,
"avgForwardReturn1D": 0.0005022508127390218,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-29",
"2025-05-05",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-16",
"2025-07-02",
"2025-07-03"
],
"horizonObservationCounts": {
"1": 78,
"5": 74,
"10": 69
},
"baselineAvgForwardReturns": {
"1": 0.0004912288928506291,
"5": 0.0028856546967711365,
"10": 0.006592814188783441
}
},
{
"topN": 4,
"ticker": "AXP",
"hitRates": {
"1": 0.5179856115107914,
"5": 0.5259259259259259,
"10": 0.5230769230769231
},
"hitRate1D": 0.5179856115107914,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.2528415857850277,
"eligibleDays": 344,
"fitnessScore": 0.11162690231286376,
"lookbackDays": 45,
"returnLift1D": -0.0010819379322671106,
"hitRateLift1D": -0.008177179186883099,
"portfolioSize": 4,
"activationRate": 0.40406976744186046,
"activationCount": 139,
"baselineHitRates": {
"1": 0.5261627906976745,
"5": 0.5647058823529412,
"10": 0.5552238805970149
},
"sampleConfidence": 0.9937649880095923,
"shadowSharpeLike": -0.11969532633408969,
"avgForwardReturns": {
"1": -0.00007313286164721094,
"5": 0.0031517980826522027,
"10": 0.008612445531943815
},
"shadowMaxDrawdown": -0.1654525802844221,
"shadowTotalReturn": -0.037252845675340485,
"avgForwardReturn1D": -0.00007313286164721094,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 139,
"5": 135,
"10": 130
},
"baselineAvgForwardReturns": {
"1": 0.0010088050706198997,
"5": 0.005347372714474618,
"10": 0.010645218640780088
}
},
{
"topN": 5,
"ticker": "AXP",
"hitRates": {
"1": 0.5179856115107914,
"5": 0.5259259259259259,
"10": 0.5230769230769231
},
"hitRate1D": 0.5179856115107914,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.2528415857850277,
"eligibleDays": 344,
"fitnessScore": 0.11162690231286376,
"lookbackDays": 45,
"returnLift1D": -0.0010819379322671106,
"hitRateLift1D": -0.008177179186883099,
"portfolioSize": 5,
"activationRate": 0.40406976744186046,
"activationCount": 139,
"baselineHitRates": {
"1": 0.5261627906976745,
"5": 0.5647058823529412,
"10": 0.5552238805970149
},
"sampleConfidence": 0.9937649880095923,
"shadowSharpeLike": -0.11969532633408969,
"avgForwardReturns": {
"1": -0.00007313286164721094,
"5": 0.0031517980826522027,
"10": 0.008612445531943815
},
"shadowMaxDrawdown": -0.1654525802844221,
"shadowTotalReturn": -0.037252845675340485,
"avgForwardReturn1D": -0.00007313286164721094,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 139,
"5": 135,
"10": 130
},
"baselineAvgForwardReturns": {
"1": 0.0010088050706198997,
"5": 0.005347372714474618,
"10": 0.010645218640780088
}
},
{
"topN": 2,
"ticker": "AXP",
"hitRates": {
"1": 0.49411764705882355,
"5": 0.5411764705882353,
"10": 0.4875
},
"hitRate1D": 0.49411764705882355,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.21666801883322176,
"eligibleDays": 368,
"fitnessScore": 0.06725813898790167,
"lookbackDays": 21,
"returnLift1D": -0.00026792105215964657,
"hitRateLift1D": -0.019469309462915585,
"portfolioSize": 2,
"activationRate": 0.23097826086956522,
"activationCount": 85,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.5357142857142857,
"10": 0.5181058495821727
},
"sampleConfidence": 0.996078431372549,
"shadowSharpeLike": -0.005762707759320865,
"avgForwardReturns": {
"1": 0.00016513664942255336,
"5": 0.0026686578273989897,
"10": 0.002060410108521346
},
"shadowMaxDrawdown": -0.08036752536063885,
"shadowTotalReturn": -0.010495255420808536,
"avgForwardReturn1D": 0.00016513664942255336,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 85,
"5": 85,
"10": 80
},
"baselineAvgForwardReturns": {
"1": 0.0004330577015821999,
"5": 0.002321241841142374,
"10": 0.005352776451207406
}
},
{
"topN": 2,
"ticker": "AXP",
"hitRates": {
"1": 0.47692307692307695,
"5": 0.4262295081967213,
"10": 0.43859649122807015
},
"hitRate1D": 0.47692307692307695,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.14074599233854154,
"eligibleDays": 344,
"fitnessScore": -0.04800371310913839,
"lookbackDays": 45,
"returnLift1D": -0.0013940142440584504,
"hitRateLift1D": -0.049239713774597516,
"portfolioSize": 2,
"activationRate": 0.18895348837209303,
"activationCount": 65,
"baselineHitRates": {
"1": 0.5261627906976745,
"5": 0.5647058823529412,
"10": 0.5552238805970149
},
"sampleConfidence": 0.9876923076923078,
"shadowSharpeLike": -0.29730112604730435,
"avgForwardReturns": {
"1": -0.00038520917343855076,
"5": -0.006320401741606511,
"10": -0.0020946403523020604
},
"shadowMaxDrawdown": -0.09983443831039807,
"shadowTotalReturn": -0.04116070556736928,
"avgForwardReturn1D": -0.00038520917343855076,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-06-09"
],
"horizonObservationCounts": {
"1": 65,
"5": 61,
"10": 57
},
"baselineAvgForwardReturns": {
"1": 0.0010088050706198997,
"5": 0.005347372714474618,
"10": 0.010645218640780088
}
},
{
"topN": 3,
"ticker": "AXP",
"hitRates": {
"1": 0.45185185185185184,
"5": 0.549618320610687,
"10": 0.47619047619047616
},
"hitRate1D": 0.45185185185185184,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.13385302302170593,
"eligibleDays": 359,
"fitnessScore": -0.06080869690949612,
"lookbackDays": 30,
"returnLift1D": -0.0009201850993402344,
"hitRateLift1D": -0.06625399773032081,
"portfolioSize": 3,
"activationRate": 0.37604456824512533,
"activationCount": 135,
"baselineHitRates": {
"1": 0.5181058495821727,
"5": 0.543661971830986,
"10": 0.5314285714285715
},
"sampleConfidence": 0.9935802469135803,
"shadowSharpeLike": -0.37742378560883977,
"avgForwardReturns": {
"1": -0.00042895620648960534,
"5": 0.0011205880999675428,
"10": 0.0038322910107654404
},
"shadowMaxDrawdown": -0.16575579618132752,
"shadowTotalReturn": -0.08681039430015103,
"avgForwardReturn1D": -0.00042895620648960534,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-05",
"2025-05-06",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 135,
"5": 131,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.0004912288928506291,
"5": 0.0028856546967711365,
"10": 0.006592814188783441
}
},
{
"topN": 2,
"ticker": "AXP",
"hitRates": {
"1": 0.47058823529411764,
"5": 0.5490196078431373,
"10": 0.49019607843137253
},
"hitRate1D": 0.47058823529411764,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.10404483336233292,
"eligibleDays": 326,
"fitnessScore": -0.1236750652077583,
"lookbackDays": 63,
"returnLift1D": -0.0022509238636596947,
"hitRateLift1D": -0.057019126669072495,
"portfolioSize": 2,
"activationRate": 0.15644171779141106,
"activationCount": 51,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.5683229813664596,
"10": 0.5646687697160884
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.512047514535141,
"avgForwardReturns": {
"1": -0.0010487028150291927,
"5": -0.0035348776691632874,
"10": -0.004309593820610743
},
"shadowMaxDrawdown": -0.09855028932968735,
"shadowTotalReturn": -0.06489513790677692,
"avgForwardReturn1D": -0.0010487028150291927,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-07-07",
"2025-09-03",
"2025-10-20",
"2025-10-21",
"2025-10-22"
],
"horizonObservationCounts": {
"1": 51,
"5": 51,
"10": 51
},
"baselineAvgForwardReturns": {
"1": 0.001202221048630502,
"5": 0.006611991582789356,
"10": 0.01300688190938695
}
}
],
"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": 0.5692866602127551,
"fitnessScore": 0.41136709476690736,
"lookbackDays": 14,
"returnLift1D": 0.0014779968549712675,
"activationRate": 0.248,
"activationCount": 93,
"sampleConfidence": 0.9985663082437277,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.1474057361200225,
"avgForwardReturn1D": 0.0018262694881424875
},
{
"comboQuality": 0.48638487960781285,
"fitnessScore": 0.33801573141311647,
"lookbackDays": 21,
"returnLift1D": 0.000382075113914538,
"activationRate": 0.4320652173913043,
"activationCount": 159,
"sampleConfidence": 0.9945492662473795,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.09341094407726147,
"avgForwardReturn1D": 0.0008151328154967379
},
{
"comboQuality": 0.6221293035369924,
"fitnessScore": 0.4596910958845345,
"lookbackDays": 30,
"returnLift1D": 0.0007182667429281056,
"activationRate": 0.44846796657381616,
"activationCount": 161,
"sampleConfidence": 0.994616977225673,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.1737209388359835,
"avgForwardReturn1D": 0.0012094956357787347
},
{
"comboQuality": 0.28448708947357476,
"fitnessScore": 0.14709141058562347,
"lookbackDays": 45,
"returnLift1D": -0.0009318534212523122,
"activationRate": 0.3313953488372093,
"activationCount": 114,
"sampleConfidence": 0.9929824561403509,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.012332035722555035,
"avgForwardReturn1D": 0.00007695164936758754
},
{
"comboQuality": 0.5588783483745476,
"fitnessScore": 0.4020544495636919,
"lookbackDays": 63,
"returnLift1D": -0.0001631277918062394,
"activationRate": 0.41411042944785276,
"activationCount": 135,
"sampleConfidence": 0.9965432098765432,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.12094918759409534,
"avgForwardReturn1D": 0.0010390932568242626
}
],
"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": "059a5cceb6281da589209a33cc841c2f50023c34674e0e552a22f64c46709491",
"size": 13,
"members": [
"AXP",
"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