Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"CCJ"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "CCJ",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "CCJ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08396745989971957,
"eligibleDays": 330,
"fitnessScore": -0.17571696023546385,
"lookbackDays": 30,
"returnLift1D": -0.0018627685990127573,
"hitRateLift1D": -0.46774193548387094,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"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": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.08396745989971957,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.06853842516554098,
"bestRawFitnessScore": -0.17571696023546385,
"upperQuartileComboQuality": 0.08396745989971957
},
"algorithmFit": {
"label": "poor",
"score": 0.0918115756545807,
"rawScore": 0.12801777925641578,
"confidence": 0.4343566368337771,
"bestProfile": {
"topN": 2,
"lookbackDays": 30
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
30
]
},
"parameterStability": 0.33507712615155777,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "CCJ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08396745989971957,
"eligibleDays": 330,
"fitnessScore": -0.17571696023546385,
"lookbackDays": 30,
"returnLift1D": -0.0018627685990127573,
"hitRateLift1D": -0.46774193548387094,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"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": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 2,
"ticker": "CCJ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08396745989971957,
"eligibleDays": 315,
"fitnessScore": -0.17571696023546385,
"lookbackDays": 45,
"returnLift1D": -0.0018627685990127573,
"hitRateLift1D": -0.46774193548387094,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"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": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 3,
"ticker": "CCJ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08396745989971957,
"eligibleDays": 315,
"fitnessScore": -0.17571696023546385,
"lookbackDays": 45,
"returnLift1D": -0.0018627685990127573,
"hitRateLift1D": -0.46774193548387094,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"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": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 4,
"ticker": "CCJ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08396745989971957,
"eligibleDays": 315,
"fitnessScore": -0.17571696023546385,
"lookbackDays": 45,
"returnLift1D": -0.0018627685990127573,
"hitRateLift1D": -0.46774193548387094,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"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": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 5,
"ticker": "CCJ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08396745989971957,
"eligibleDays": 315,
"fitnessScore": -0.17571696023546385,
"lookbackDays": 45,
"returnLift1D": -0.0018627685990127573,
"hitRateLift1D": -0.46774193548387094,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"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": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 2,
"ticker": "CCJ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08396745989971957,
"eligibleDays": 297,
"fitnessScore": -0.17571696023546385,
"lookbackDays": 63,
"returnLift1D": -0.0018627685990127573,
"hitRateLift1D": -0.46774193548387094,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"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": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 3,
"ticker": "CCJ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08396745989971957,
"eligibleDays": 297,
"fitnessScore": -0.17571696023546385,
"lookbackDays": 63,
"returnLift1D": -0.0018627685990127573,
"hitRateLift1D": -0.46774193548387094,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"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": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 4,
"ticker": "CCJ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08396745989971957,
"eligibleDays": 297,
"fitnessScore": -0.17571696023546385,
"lookbackDays": 63,
"returnLift1D": -0.0018627685990127573,
"hitRateLift1D": -0.46774193548387094,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"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": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 5,
"ticker": "CCJ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08396745989971957,
"eligibleDays": 297,
"fitnessScore": -0.17571696023546385,
"lookbackDays": 63,
"returnLift1D": -0.0018627685990127573,
"hitRateLift1D": -0.46774193548387094,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"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": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 3,
"ticker": "CCJ",
"hitRates": {
"1": 0.42857142857142855,
"5": 0.7142857142857143,
"10": 0.42857142857142855
},
"hitRate1D": 0.42857142857142855,
"comboQuality": 0.07479029032472795,
"eligibleDays": 352,
"fitnessScore": -0.20337311852189358,
"lookbackDays": 14,
"returnLift1D": -0.005888117588849114,
"hitRateLift1D": -0.03917050691244239,
"activationRate": 0.019886363636363636,
"activationCount": 7,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"sampleConfidence": 0.7753843880704789,
"shadowSharpeLike": -0.6721603569873007,
"avgForwardReturns": {
"1": -0.004025348989836356,
"5": 0.007315061236460466,
"10": -0.01875640916934112
},
"shadowMaxDrawdown": -0.04230901337260029,
"shadowTotalReturn": -0.031454059638460485,
"avgForwardReturn1D": -0.004025348989836356,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-13",
"2026-04-16",
"2026-04-17",
"2026-04-20",
"2026-04-21",
"2026-04-24",
"2026-04-27"
],
"horizonObservationCounts": {
"1": 7,
"5": 7,
"10": 7
},
"baselineAvgForwardReturns": {
"1": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 4,
"ticker": "CCJ",
"hitRates": {
"1": 0.38461538461538464,
"5": 0.5,
"10": 0.4166666666666667
},
"hitRate1D": 0.38461538461538464,
"comboQuality": 0.062286560006354026,
"eligibleDays": 352,
"fitnessScore": -0.24657372037410138,
"lookbackDays": 14,
"returnLift1D": -0.003598693070429184,
"hitRateLift1D": -0.0831265508684863,
"activationRate": 0.036931818181818184,
"activationCount": 13,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"sampleConfidence": 0.8831677659000101,
"shadowSharpeLike": -0.246627866882895,
"avgForwardReturns": {
"1": -0.001735924471416427,
"5": -0.0031935159128686683,
"10": -0.02820278060063408
},
"shadowMaxDrawdown": -0.1151369813340678,
"shadowTotalReturn": -0.030235604096363278,
"avgForwardReturn1D": -0.001735924471416427,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-13",
"2026-04-15",
"2026-04-16",
"2026-04-17",
"2026-04-20",
"2026-04-21",
"2026-04-22",
"2026-04-23",
"2026-04-24",
"2026-04-27"
],
"horizonObservationCounts": {
"1": 13,
"5": 12,
"10": 12
},
"baselineAvgForwardReturns": {
"1": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 2,
"ticker": "CCJ",
"hitRates": {
"1": 0.3333333333333333,
"5": 0.6666666666666666,
"10": 0.3333333333333333
},
"hitRate1D": 0.3333333333333333,
"comboQuality": 0.04570898732422287,
"eligibleDays": 352,
"fitnessScore": -0.3185082210238244,
"lookbackDays": 14,
"returnLift1D": -0.010630950160176672,
"hitRateLift1D": -0.13440860215053763,
"activationRate": 0.008522727272727272,
"activationCount": 3,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"sampleConfidence": 0.663014084041408,
"shadowSharpeLike": -0.6787278449893333,
"avgForwardReturns": {
"1": -0.008768181561163916,
"5": -0.010114294092772572,
"10": -0.01778561249812612
},
"shadowMaxDrawdown": -0.03462629637196546,
"shadowTotalReturn": -0.02953859444300322,
"avgForwardReturn1D": -0.008768181561163916,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-13",
"2026-04-16",
"2026-04-24"
],
"horizonObservationCounts": {
"1": 3,
"5": 3,
"10": 3
},
"baselineAvgForwardReturns": {
"1": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 5,
"ticker": "CCJ",
"hitRates": {
"1": 0.4,
"5": 0.5,
"10": 0.42857142857142855
},
"hitRate1D": 0.4,
"comboQuality": 0.04428078032693828,
"eligibleDays": 352,
"fitnessScore": -0.32582095600724115,
"lookbackDays": 14,
"returnLift1D": -0.005658819875994566,
"hitRateLift1D": -0.06774193548387092,
"activationRate": 0.04261363636363636,
"activationCount": 15,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"sampleConfidence": 0.9174250831925524,
"shadowSharpeLike": -0.5092244179853144,
"avgForwardReturns": {
"1": -0.003796051276981808,
"5": -0.0017188245852385636,
"10": -0.021000081216156246
},
"shadowMaxDrawdown": -0.1500805213505776,
"shadowTotalReturn": -0.06284294633066312,
"avgForwardReturn1D": -0.003796051276981808,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-13",
"2026-04-14",
"2026-04-15",
"2026-04-16",
"2026-04-17",
"2026-04-20",
"2026-04-21",
"2026-04-22",
"2026-04-23",
"2026-04-24"
],
"horizonObservationCounts": {
"1": 15,
"5": 14,
"10": 14
},
"baselineAvgForwardReturns": {
"1": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 4,
"ticker": "CCJ",
"hitRates": {
"1": 0.2,
"5": 0,
"10": 0
},
"hitRate1D": 0.2,
"comboQuality": 0.007952069200719732,
"eligibleDays": 330,
"fitnessScore": -0.7117946354037912,
"lookbackDays": 30,
"returnLift1D": -0.025182189524101565,
"hitRateLift1D": -0.26774193548387093,
"activationRate": 0.015151515151515152,
"activationCount": 5,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"sampleConfidence": 0.6583333333333333,
"shadowSharpeLike": -1.3243901445828388,
"avgForwardReturns": {
"1": -0.023319420925088808,
"5": -0.014464005289693382,
"10": -0.11685921184056969
},
"shadowMaxDrawdown": -0.1146365804431374,
"shadowTotalReturn": -0.1146365804431374,
"avgForwardReturn1D": -0.023319420925088808,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-05",
"2026-05-07",
"2026-05-08",
"2026-05-11",
"2026-05-12"
],
"horizonObservationCounts": {
"1": 5,
"5": 1,
"10": 4
},
"baselineAvgForwardReturns": {
"1": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 5,
"ticker": "CCJ",
"hitRates": {
"1": 0.2,
"5": 0,
"10": 0
},
"hitRate1D": 0.2,
"comboQuality": 0.007952069200719732,
"eligibleDays": 330,
"fitnessScore": -0.7117946354037912,
"lookbackDays": 30,
"returnLift1D": -0.025182189524101565,
"hitRateLift1D": -0.26774193548387093,
"activationRate": 0.015151515151515152,
"activationCount": 5,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"sampleConfidence": 0.6583333333333333,
"shadowSharpeLike": -1.3243901445828388,
"avgForwardReturns": {
"1": -0.023319420925088808,
"5": -0.014464005289693382,
"10": -0.11685921184056969
},
"shadowMaxDrawdown": -0.1146365804431374,
"shadowTotalReturn": -0.1146365804431374,
"avgForwardReturn1D": -0.023319420925088808,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-05",
"2026-05-07",
"2026-05-08",
"2026-05-11",
"2026-05-12"
],
"horizonObservationCounts": {
"1": 5,
"5": 1,
"10": 4
},
"baselineAvgForwardReturns": {
"1": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 2,
"ticker": "CCJ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.005714560618994335,
"eligibleDays": 339,
"fitnessScore": -0.7849815214238666,
"lookbackDays": 21,
"returnLift1D": -0.024035460056797905,
"hitRateLift1D": -0.46774193548387094,
"activationRate": 0.008849557522123894,
"activationCount": 3,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"sampleConfidence": 0.6185696395969635,
"shadowSharpeLike": -1.2981205603863173,
"avgForwardReturns": {
"1": -0.022172691457785148,
"5": -0.054452545640793604,
"10": -0.06642396691451657
},
"shadowMaxDrawdown": -0.06817647097638657,
"shadowTotalReturn": -0.06817647097638657,
"avgForwardReturn1D": -0.022172691457785148,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-22",
"2026-04-24",
"2026-06-24"
],
"horizonObservationCounts": {
"1": 3,
"5": 2,
"10": 2
},
"baselineAvgForwardReturns": {
"1": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 3,
"ticker": "CCJ",
"hitRates": {
"1": 0.125,
"5": 0,
"10": 0.16666666666666666
},
"hitRate1D": 0.125,
"comboQuality": 0.0035157975605767207,
"eligibleDays": 339,
"fitnessScore": -0.8923327146875475,
"lookbackDays": 21,
"returnLift1D": -0.02049235079809006,
"hitRateLift1D": -0.34274193548387094,
"activationRate": 0.02359882005899705,
"activationCount": 8,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"sampleConfidence": 0.7728505426185218,
"shadowSharpeLike": -1.2611918045133617,
"avgForwardReturns": {
"1": -0.018629582199077302,
"5": -0.03673234854761531,
"10": -0.03660445494515646
},
"shadowMaxDrawdown": -0.1872082727628902,
"shadowTotalReturn": -0.14574181256190555,
"avgForwardReturn1D": -0.018629582199077302,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-22",
"2026-04-23",
"2026-04-24",
"2026-04-27",
"2026-04-28",
"2026-04-29",
"2026-05-05",
"2026-06-24"
],
"horizonObservationCounts": {
"1": 8,
"5": 7,
"10": 6
},
"baselineAvgForwardReturns": {
"1": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 3,
"ticker": "CCJ",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.0020561639715603727,
"eligibleDays": 330,
"fitnessScore": -1.0106680782389132,
"lookbackDays": 30,
"returnLift1D": -0.03637675970804431,
"hitRateLift1D": -0.46774193548387094,
"activationRate": 0.012121212121212121,
"activationCount": 4,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"sampleConfidence": 0.6293008108583102,
"shadowSharpeLike": -1.6368746127474811,
"avgForwardReturns": {
"1": -0.034513991109031555,
"5": -0.014464005289693382,
"10": -0.12157519274949136
},
"shadowMaxDrawdown": -0.134114545036506,
"shadowTotalReturn": -0.134114545036506,
"avgForwardReturn1D": -0.034513991109031555,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-05",
"2026-05-07",
"2026-05-08",
"2026-05-12"
],
"horizonObservationCounts": {
"1": 4,
"5": 1,
"10": 3
},
"baselineAvgForwardReturns": {
"1": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 4,
"ticker": "CCJ",
"hitRates": {
"1": 0.1,
"5": 0,
"10": 0.14285714285714285
},
"hitRate1D": 0.1,
"comboQuality": 0.0020175541440155347,
"eligibleDays": 339,
"fitnessScore": -1.0148469403469629,
"lookbackDays": 21,
"returnLift1D": -0.020944137368281792,
"hitRateLift1D": -0.3677419354838709,
"activationRate": 0.029498525073746312,
"activationCount": 10,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"sampleConfidence": 0.805575396319268,
"shadowSharpeLike": -1.505364082226407,
"avgForwardReturns": {
"1": -0.019081368769269035,
"5": -0.03660656575894203,
"10": -0.054196153469545795
},
"shadowMaxDrawdown": -0.2219182492773868,
"shadowTotalReturn": -0.18222259925013273,
"avgForwardReturn1D": -0.019081368769269035,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-22",
"2026-04-23",
"2026-04-24",
"2026-04-27",
"2026-04-28",
"2026-04-29",
"2026-05-04",
"2026-05-05",
"2026-05-07",
"2026-06-24"
],
"horizonObservationCounts": {
"1": 10,
"5": 8,
"10": 7
},
"baselineAvgForwardReturns": {
"1": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
},
{
"topN": 5,
"ticker": "CCJ",
"hitRates": {
"1": 0.07692307692307693,
"5": 0,
"10": 0.1111111111111111
},
"hitRate1D": 0.07692307692307693,
"comboQuality": 0.0008821892441219255,
"eligibleDays": 339,
"fitnessScore": -1.1970887044523126,
"lookbackDays": 21,
"returnLift1D": -0.021748695968700722,
"hitRateLift1D": -0.390818858560794,
"activationRate": 0.038348082595870206,
"activationCount": 13,
"baselineHitRates": {
"1": 0.46774193548387094,
"5": 0.6363636363636364,
"10": 0.56
},
"sampleConfidence": 0.8523985351307793,
"shadowSharpeLike": -1.9277322754178845,
"avgForwardReturns": {
"1": -0.019885927369687965,
"5": -0.03563257184431109,
"10": -0.0649280342132681
},
"shadowMaxDrawdown": -0.2749096328806895,
"shadowTotalReturn": -0.23791746152521132,
"avgForwardReturn1D": -0.019885927369687965,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-04-22",
"2026-04-23",
"2026-04-24",
"2026-04-27",
"2026-04-28",
"2026-04-29",
"2026-05-04",
"2026-05-05",
"2026-05-07",
"2026-05-08"
],
"horizonObservationCounts": {
"1": 13,
"5": 9,
"10": 9
},
"baselineAvgForwardReturns": {
"1": 0.0018627685990127573,
"5": 0.010506127933410414,
"10": 0.004530296562310645
}
}
],
"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": 3,
"comboQuality": 0.07479029032472795,
"fitnessScore": -0.20337311852189358,
"lookbackDays": 14,
"returnLift1D": -0.005888117588849114,
"activationRate": 0.019886363636363636,
"activationCount": 7,
"sampleConfidence": 0.7753843880704789,
"shadowTotalReturn": -0.031454059638460485,
"avgForwardReturn1D": -0.004025348989836356
},
{
"bestTopN": 2,
"comboQuality": 0.005714560618994335,
"fitnessScore": -0.7849815214238666,
"lookbackDays": 21,
"returnLift1D": -0.024035460056797905,
"activationRate": 0.008849557522123894,
"activationCount": 3,
"sampleConfidence": 0.6185696395969635,
"shadowTotalReturn": -0.06817647097638657,
"avgForwardReturn1D": -0.022172691457785148
},
{
"bestTopN": 2,
"comboQuality": 0.08396745989971957,
"fitnessScore": -0.17571696023546385,
"lookbackDays": 30,
"returnLift1D": -0.0018627685990127573,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08396745989971957,
"fitnessScore": -0.17571696023546385,
"lookbackDays": 45,
"returnLift1D": -0.0018627685990127573,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08396745989971957,
"fitnessScore": -0.17571696023546385,
"lookbackDays": 63,
"returnLift1D": -0.0018627685990127573,
"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": "f1a394a27fa067a60f87a805294e87c812b9741945aa58275c58434593b4b32f",
"size": 13,
"members": [
"CCJ",
"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",
"CCJ"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "CCJ",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "CCJ",
"hitRates": {
"1": 0.5217391304347826,
"5": 0.6130434782608696,
"10": 0.6521739130434783
},
"hitRate1D": 0.5217391304347826,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9893848660785705,
"eligibleDays": 326,
"fitnessScore": 1.347656592085421,
"lookbackDays": 63,
"returnLift1D": 0.00042467461675260807,
"hitRateLift1D": 0.00026673779674579734,
"portfolioSize": 4,
"activationRate": 0.7055214723926381,
"activationCount": 230,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.5838509316770186,
"10": 0.6151419558359621
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3124693141032313,
"avgForwardReturns": {
"1": 0.0034030480536458955,
"5": 0.017509593235379352,
"10": 0.037802031345755834
},
"shadowMaxDrawdown": -0.25731661491967817,
"shadowTotalReturn": 0.9041343930361923,
"avgForwardReturn1D": 0.0034030480536458955,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-08",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 230,
"5": 230,
"10": 230
},
"baselineAvgForwardReturns": {
"1": 0.0029783734368932875,
"5": 0.015238064201193887,
"10": 0.03029436500295484
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9893848660785705,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.7814148926050166,
"bestRawFitnessScore": 1.347656592085421,
"upperQuartileComboQuality": 0.8967096857059903
},
"algorithmFit": {
"label": "strong",
"score": 0.8576921672792142,
"rawScore": 0.8728047334901138,
"confidence": 0.965370109416184,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0.6,
"recommendedRegion": {
"lookbackDays": [
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.93826812554912,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "CCJ",
"hitRates": {
"1": 0.5217391304347826,
"5": 0.6130434782608696,
"10": 0.6521739130434783
},
"hitRate1D": 0.5217391304347826,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9893848660785705,
"eligibleDays": 326,
"fitnessScore": 1.347656592085421,
"lookbackDays": 63,
"returnLift1D": 0.00042467461675260807,
"hitRateLift1D": 0.00026673779674579734,
"portfolioSize": 4,
"activationRate": 0.7055214723926381,
"activationCount": 230,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.5838509316770186,
"10": 0.6151419558359621
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3124693141032313,
"avgForwardReturns": {
"1": 0.0034030480536458955,
"5": 0.017509593235379352,
"10": 0.037802031345755834
},
"shadowMaxDrawdown": -0.25731661491967817,
"shadowTotalReturn": 0.9041343930361923,
"avgForwardReturn1D": 0.0034030480536458955,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-08",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 230,
"5": 230,
"10": 230
},
"baselineAvgForwardReturns": {
"1": 0.0029783734368932875,
"5": 0.015238064201193887,
"10": 0.03029436500295484
}
},
{
"topN": 5,
"ticker": "CCJ",
"hitRates": {
"1": 0.5217391304347826,
"5": 0.6130434782608696,
"10": 0.6521739130434783
},
"hitRate1D": 0.5217391304347826,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9893848660785705,
"eligibleDays": 326,
"fitnessScore": 1.347656592085421,
"lookbackDays": 63,
"returnLift1D": 0.00042467461675260807,
"hitRateLift1D": 0.00026673779674579734,
"portfolioSize": 5,
"activationRate": 0.7055214723926381,
"activationCount": 230,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.5838509316770186,
"10": 0.6151419558359621
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3124693141032313,
"avgForwardReturns": {
"1": 0.0034030480536458955,
"5": 0.017509593235379352,
"10": 0.037802031345755834
},
"shadowMaxDrawdown": -0.25731661491967817,
"shadowTotalReturn": 0.9041343930361923,
"avgForwardReturn1D": 0.0034030480536458955,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-08",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 230,
"5": 230,
"10": 230
},
"baselineAvgForwardReturns": {
"1": 0.0029783734368932875,
"5": 0.015238064201193887,
"10": 0.03029436500295484
}
},
{
"topN": 3,
"ticker": "CCJ",
"hitRates": {
"1": 0.52,
"5": 0.6044444444444445,
"10": 0.6444444444444445
},
"hitRate1D": 0.52,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9862887950471684,
"eligibleDays": 326,
"fitnessScore": 1.290661882375831,
"lookbackDays": 63,
"returnLift1D": 0.000405340067526246,
"hitRateLift1D": -0.0014723926380367791,
"portfolioSize": 3,
"activationRate": 0.6901840490797546,
"activationCount": 225,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.5838509316770186,
"10": 0.6151419558359621
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.285423280963351,
"avgForwardReturns": {
"1": 0.0033837135044195335,
"5": 0.01682135335772034,
"10": 0.03623365594305151
},
"shadowMaxDrawdown": -0.27237177735995366,
"shadowTotalReturn": 0.8675084396178281,
"avgForwardReturn1D": 0.0033837135044195335,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-08",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 225,
"5": 225,
"10": 225
},
"baselineAvgForwardReturns": {
"1": 0.0029783734368932875,
"5": 0.015238064201193887,
"10": 0.03029436500295484
}
},
{
"topN": 2,
"ticker": "CCJ",
"hitRates": {
"1": 0.5326633165829145,
"5": 0.5778894472361809,
"10": 0.6130653266331658
},
"hitRate1D": 0.5326633165829145,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9347999360250225,
"eligibleDays": 326,
"fitnessScore": 0.9358318584985215,
"lookbackDays": 63,
"returnLift1D": -0.00012431100312219152,
"hitRateLift1D": 0.011190923944877751,
"portfolioSize": 2,
"activationRate": 0.6104294478527608,
"activationCount": 199,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.5838509316770186,
"10": 0.6151419558359621
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1100240301590822,
"avgForwardReturns": {
"1": 0.002854062433771096,
"5": 0.013598582647763858,
"10": 0.031720348972222936
},
"shadowMaxDrawdown": -0.30689086933634946,
"shadowTotalReturn": 0.5846024659939559,
"avgForwardReturn1D": 0.002854062433771096,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27"
],
"horizonObservationCounts": {
"1": 199,
"5": 199,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.0029783734368932875,
"5": 0.015238064201193887,
"10": 0.03029436500295484
}
},
{
"topN": 2,
"ticker": "CCJ",
"hitRates": {
"1": 0.5146198830409356,
"5": 0.5672514619883041,
"10": 0.5847953216374269
},
"hitRate1D": 0.5146198830409356,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.8973349773349714,
"eligibleDays": 344,
"fitnessScore": 0.8269507056638423,
"lookbackDays": 45,
"returnLift1D": 0.0002738324448767551,
"hitRateLift1D": -0.005728954168366718,
"portfolioSize": 2,
"activationRate": 0.49709302325581395,
"activationCount": 171,
"baselineHitRates": {
"1": 0.5203488372093024,
"5": 0.5735294117647058,
"10": 0.5970149253731343
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9809223704720518,
"avgForwardReturns": {
"1": 0.00312731948307569,
"5": 0.017808730667133343,
"10": 0.03253098582387416
},
"shadowMaxDrawdown": -0.22382717442187927,
"shadowTotalReturn": 0.5287275595504548,
"avgForwardReturn1D": 0.00312731948307569,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 171,
"5": 171,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.002853487038198935,
"5": 0.013321794036562447,
"10": 0.02643564966224828
}
},
{
"topN": 4,
"ticker": "CCJ",
"hitRates": {
"1": 0.5071090047393365,
"5": 0.5592417061611374,
"10": 0.5876777251184834
},
"hitRate1D": 0.5071090047393365,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8965012551629966,
"eligibleDays": 344,
"fitnessScore": 0.824966845685486,
"lookbackDays": 45,
"returnLift1D": -0.0001614696574521947,
"hitRateLift1D": -0.013239832469965851,
"portfolioSize": 4,
"activationRate": 0.6133720930232558,
"activationCount": 211,
"baselineHitRates": {
"1": 0.5203488372093024,
"5": 0.5735294117647058,
"10": 0.5970149253731343
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.919757451891555,
"avgForwardReturns": {
"1": 0.0026920173807467402,
"5": 0.01440795711528009,
"10": 0.029081653938803888
},
"shadowMaxDrawdown": -0.32078849131625775,
"shadowTotalReturn": 0.5279015886331413,
"avgForwardReturn1D": 0.0026920173807467402,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 211,
"5": 211,
"10": 211
},
"baselineAvgForwardReturns": {
"1": 0.002853487038198935,
"5": 0.013321794036562447,
"10": 0.02643564966224828
}
},
{
"topN": 5,
"ticker": "CCJ",
"hitRates": {
"1": 0.5071090047393365,
"5": 0.5592417061611374,
"10": 0.5876777251184834
},
"hitRate1D": 0.5071090047393365,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8965012551629966,
"eligibleDays": 344,
"fitnessScore": 0.824966845685486,
"lookbackDays": 45,
"returnLift1D": -0.0001614696574521947,
"hitRateLift1D": -0.013239832469965851,
"portfolioSize": 5,
"activationRate": 0.6133720930232558,
"activationCount": 211,
"baselineHitRates": {
"1": 0.5203488372093024,
"5": 0.5735294117647058,
"10": 0.5970149253731343
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.919757451891555,
"avgForwardReturns": {
"1": 0.0026920173807467402,
"5": 0.01440795711528009,
"10": 0.029081653938803888
},
"shadowMaxDrawdown": -0.32078849131625775,
"shadowTotalReturn": 0.5279015886331413,
"avgForwardReturn1D": 0.0026920173807467402,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 211,
"5": 211,
"10": 211
},
"baselineAvgForwardReturns": {
"1": 0.002853487038198935,
"5": 0.013321794036562447,
"10": 0.02643564966224828
}
},
{
"topN": 3,
"ticker": "CCJ",
"hitRates": {
"1": 0.5128205128205128,
"5": 0.558974358974359,
"10": 0.5846153846153846
},
"hitRate1D": 0.5128205128205128,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8497583425716213,
"eligibleDays": 344,
"fitnessScore": 0.731195530965721,
"lookbackDays": 45,
"returnLift1D": -0.00020956248614429056,
"hitRateLift1D": -0.007528324388789587,
"portfolioSize": 3,
"activationRate": 0.5668604651162791,
"activationCount": 195,
"baselineHitRates": {
"1": 0.5203488372093024,
"5": 0.5735294117647058,
"10": 0.5970149253731343
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8666120885385568,
"avgForwardReturns": {
"1": 0.0026439245520546444,
"5": 0.015436294827178306,
"10": 0.03046002536577269
},
"shadowMaxDrawdown": -0.3372374124544718,
"shadowTotalReturn": 0.4644401882661169,
"avgForwardReturn1D": 0.0026439245520546444,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 195,
"5": 195,
"10": 195
},
"baselineAvgForwardReturns": {
"1": 0.002853487038198935,
"5": 0.013321794036562447,
"10": 0.02643564966224828
}
},
{
"topN": 4,
"ticker": "CCJ",
"hitRates": {
"1": 0.5026178010471204,
"5": 0.6073298429319371,
"10": 0.6178010471204188
},
"hitRate1D": 0.5026178010471204,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8303705932405697,
"eligibleDays": 359,
"fitnessScore": 0.6994163203918009,
"lookbackDays": 30,
"returnLift1D": 0.00035410351767550113,
"hitRateLift1D": -0.012702533214718037,
"portfolioSize": 4,
"activationRate": 0.532033426183844,
"activationCount": 191,
"baselineHitRates": {
"1": 0.5153203342618384,
"5": 0.5549295774647888,
"10": 0.5857142857142857
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8592882533820229,
"avgForwardReturns": {
"1": 0.0026919333822448656,
"5": 0.018189730807337916,
"10": 0.036778845353974285
},
"shadowMaxDrawdown": -0.3583595362387515,
"shadowTotalReturn": 0.46888206916015696,
"avgForwardReturn1D": 0.0026919333822448656,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 191,
"5": 191,
"10": 191
},
"baselineAvgForwardReturns": {
"1": 0.0023378298645693645,
"5": 0.011375600103460014,
"10": 0.024018921505290544
}
},
{
"topN": 5,
"ticker": "CCJ",
"hitRates": {
"1": 0.5026178010471204,
"5": 0.6073298429319371,
"10": 0.6178010471204188
},
"hitRate1D": 0.5026178010471204,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8303705932405697,
"eligibleDays": 359,
"fitnessScore": 0.6994163203918009,
"lookbackDays": 30,
"returnLift1D": 0.00035410351767550113,
"hitRateLift1D": -0.012702533214718037,
"portfolioSize": 5,
"activationRate": 0.532033426183844,
"activationCount": 191,
"baselineHitRates": {
"1": 0.5153203342618384,
"5": 0.5549295774647888,
"10": 0.5857142857142857
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8592882533820229,
"avgForwardReturns": {
"1": 0.0026919333822448656,
"5": 0.018189730807337916,
"10": 0.036778845353974285
},
"shadowMaxDrawdown": -0.3583595362387515,
"shadowTotalReturn": 0.46888206916015696,
"avgForwardReturn1D": 0.0026919333822448656,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 191,
"5": 191,
"10": 191
},
"baselineAvgForwardReturns": {
"1": 0.0023378298645693645,
"5": 0.011375600103460014,
"10": 0.024018921505290544
}
},
{
"topN": 2,
"ticker": "CCJ",
"hitRates": {
"1": 0.5205479452054794,
"5": 0.6095890410958904,
"10": 0.6506849315068494
},
"hitRate1D": 0.5205479452054794,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.7324591919694636,
"eligibleDays": 368,
"fitnessScore": 0.5715698145388807,
"lookbackDays": 21,
"returnLift1D": 0.0004789984165552998,
"hitRateLift1D": 0.006960988683740288,
"portfolioSize": 2,
"activationRate": 0.3967391304347826,
"activationCount": 146,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.5467032967032966,
"10": 0.5738161559888579
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8677885422807786,
"avgForwardReturns": {
"1": 0.0027543489197904723,
"5": 0.01922417068941297,
"10": 0.04382372598685055
},
"shadowMaxDrawdown": -0.3171404936874791,
"shadowTotalReturn": 0.37280825146626584,
"avgForwardReturn1D": 0.0027543489197904723,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-04-01",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02"
],
"horizonObservationCounts": {
"1": 146,
"5": 146,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.0022753505032351725,
"5": 0.010269070415778833,
"10": 0.02106299749606036
}
},
{
"topN": 2,
"ticker": "CCJ",
"hitRates": {
"1": 0.5136986301369864,
"5": 0.6164383561643836,
"10": 0.6438356164383562
},
"hitRate1D": 0.5136986301369864,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.7126434569026242,
"eligibleDays": 359,
"fitnessScore": 0.5498166455390427,
"lookbackDays": 30,
"returnLift1D": 0.00045513170511290047,
"hitRateLift1D": -0.0016217041248520747,
"portfolioSize": 2,
"activationRate": 0.40668523676880225,
"activationCount": 146,
"baselineHitRates": {
"1": 0.5153203342618384,
"5": 0.5549295774647888,
"10": 0.5857142857142857
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8843743158704799,
"avgForwardReturns": {
"1": 0.002792961569682265,
"5": 0.021696654828717087,
"10": 0.04612442469211092
},
"shadowMaxDrawdown": -0.38401622488852094,
"shadowTotalReturn": 0.381831701485722,
"avgForwardReturn1D": 0.002792961569682265,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-17",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 146,
"5": 146,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.0023378298645693645,
"5": 0.011375600103460014,
"10": 0.024018921505290544
}
},
{
"topN": 2,
"ticker": "CCJ",
"hitRates": {
"1": 0.5352112676056338,
"5": 0.5774647887323944,
"10": 0.6056338028169014
},
"hitRate1D": 0.5352112676056338,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6659852129052871,
"eligibleDays": 375,
"fitnessScore": 0.5018180845969997,
"lookbackDays": 14,
"returnLift1D": 0.0006376741896931006,
"hitRateLift1D": 0.023211267605633745,
"portfolioSize": 2,
"activationRate": 0.37866666666666665,
"activationCount": 142,
"baselineHitRates": {
"1": 0.512,
"5": 0.5444743935309974,
"10": 0.5683060109289617
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7257823389418407,
"avgForwardReturns": {
"1": 0.0024270923359770184,
"5": 0.012240922983434375,
"10": 0.035445865829084294
},
"shadowMaxDrawdown": -0.2958581867674046,
"shadowTotalReturn": 0.2966385058056915,
"avgForwardReturn1D": 0.0024270923359770184,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-21",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 142,
"5": 142,
"10": 142
},
"baselineAvgForwardReturns": {
"1": 0.0017894181462839178,
"5": 0.009496630738425474,
"10": 0.019991444765525286
}
},
{
"topN": 4,
"ticker": "CCJ",
"hitRates": {
"1": 0.5057471264367817,
"5": 0.5747126436781609,
"10": 0.6149425287356322
},
"hitRate1D": 0.5057471264367817,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.664930732047231,
"eligibleDays": 368,
"fitnessScore": 0.5007760303359705,
"lookbackDays": 21,
"returnLift1D": -0.00008696906346830407,
"hitRateLift1D": -0.007839830084957478,
"portfolioSize": 4,
"activationRate": 0.47282608695652173,
"activationCount": 174,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.5467032967032966,
"10": 0.5738161559888579
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.731548297989316,
"avgForwardReturns": {
"1": 0.0021883814397668684,
"5": 0.015873776540416797,
"10": 0.03627650164494682
},
"shadowMaxDrawdown": -0.3633448231059143,
"shadowTotalReturn": 0.32180104229827444,
"avgForwardReturn1D": 0.0021883814397668684,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-04-01",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02"
],
"horizonObservationCounts": {
"1": 174,
"5": 174,
"10": 174
},
"baselineAvgForwardReturns": {
"1": 0.0022753505032351725,
"5": 0.010269070415778833,
"10": 0.02106299749606036
}
},
{
"topN": 5,
"ticker": "CCJ",
"hitRates": {
"1": 0.5057471264367817,
"5": 0.5747126436781609,
"10": 0.6149425287356322
},
"hitRate1D": 0.5057471264367817,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.664930732047231,
"eligibleDays": 368,
"fitnessScore": 0.5007760303359705,
"lookbackDays": 21,
"returnLift1D": -0.00008696906346830407,
"hitRateLift1D": -0.007839830084957478,
"portfolioSize": 5,
"activationRate": 0.47282608695652173,
"activationCount": 174,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.5467032967032966,
"10": 0.5738161559888579
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.731548297989316,
"avgForwardReturns": {
"1": 0.0021883814397668684,
"5": 0.015873776540416797,
"10": 0.03627650164494682
},
"shadowMaxDrawdown": -0.3633448231059143,
"shadowTotalReturn": 0.32180104229827444,
"avgForwardReturn1D": 0.0021883814397668684,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-04-01",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02"
],
"horizonObservationCounts": {
"1": 174,
"5": 174,
"10": 174
},
"baselineAvgForwardReturns": {
"1": 0.0022753505032351725,
"5": 0.010269070415778833,
"10": 0.02106299749606036
}
},
{
"topN": 3,
"ticker": "CCJ",
"hitRates": {
"1": 0.5121951219512195,
"5": 0.5792682926829268,
"10": 0.6219512195121951
},
"hitRate1D": 0.5121951219512195,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.6541166085376665,
"eligibleDays": 368,
"fitnessScore": 0.4901804660785666,
"lookbackDays": 21,
"returnLift1D": -0.00012070828332120219,
"hitRateLift1D": -0.0013918345705196122,
"portfolioSize": 3,
"activationRate": 0.44565217391304346,
"activationCount": 164,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.5467032967032966,
"10": 0.5738161559888579
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7148372978951083,
"avgForwardReturns": {
"1": 0.0021546422199139703,
"5": 0.016208715118291948,
"10": 0.04016782678386762
},
"shadowMaxDrawdown": -0.3120313987408633,
"shadowTotalReturn": 0.2977465683649647,
"avgForwardReturn1D": 0.0021546422199139703,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-04-01",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02"
],
"horizonObservationCounts": {
"1": 164,
"5": 164,
"10": 164
},
"baselineAvgForwardReturns": {
"1": 0.0022753505032351725,
"5": 0.010269070415778833,
"10": 0.02106299749606036
}
},
{
"topN": 3,
"ticker": "CCJ",
"hitRates": {
"1": 0.49714285714285716,
"5": 0.6057142857142858,
"10": 0.6171428571428571
},
"hitRate1D": 0.49714285714285716,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.2635996224153745,
"eligibleDays": 359,
"fitnessScore": 0.12398462978408809,
"lookbackDays": 30,
"returnLift1D": -0.0015647853244923364,
"hitRateLift1D": -0.018177477118981267,
"portfolioSize": 3,
"activationRate": 0.48746518105849584,
"activationCount": 175,
"baselineHitRates": {
"1": 0.5153203342618384,
"5": 0.5549295774647888,
"10": 0.5857142857142857
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.23981832517635865,
"avgForwardReturns": {
"1": 0.0007730445400770281,
"5": 0.0183530132421563,
"10": 0.0375096448285921
},
"shadowMaxDrawdown": -0.41052671983198874,
"shadowTotalReturn": 0.03531531370945218,
"avgForwardReturn1D": 0.0007730445400770281,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02"
],
"horizonObservationCounts": {
"1": 175,
"5": 175,
"10": 175
},
"baselineAvgForwardReturns": {
"1": 0.0023378298645693645,
"5": 0.011375600103460014,
"10": 0.024018921505290544
}
},
{
"topN": 3,
"ticker": "CCJ",
"hitRates": {
"1": 0.5030674846625767,
"5": 0.5705521472392638,
"10": 0.5705521472392638
},
"hitRate1D": 0.5030674846625767,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.06896435627641065,
"eligibleDays": 375,
"fitnessScore": -0.22259570863873826,
"lookbackDays": 14,
"returnLift1D": -0.002543337913105955,
"hitRateLift1D": -0.008932515337423341,
"portfolioSize": 3,
"activationRate": 0.43466666666666665,
"activationCount": 163,
"baselineHitRates": {
"1": 0.512,
"5": 0.5444743935309974,
"10": 0.5683060109289617
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.2788512481143642,
"avgForwardReturns": {
"1": -0.0007539197668220373,
"5": 0.007330527735759691,
"10": 0.029469036435806728
},
"shadowMaxDrawdown": -0.4496753314307721,
"shadowTotalReturn": -0.21244173985541948,
"avgForwardReturn1D": -0.0007539197668220373,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-03-17",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 163,
"5": 163,
"10": 163
},
"baselineAvgForwardReturns": {
"1": 0.0017894181462839178,
"5": 0.009496630738425474,
"10": 0.019991444765525286
}
},
{
"topN": 4,
"ticker": "CCJ",
"hitRates": {
"1": 0.5,
"5": 0.5597826086956522,
"10": 0.5652173913043478
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.058880090116024415,
"eligibleDays": 375,
"fitnessScore": -0.2597448620315851,
"lookbackDays": 14,
"returnLift1D": -0.00255126374205929,
"hitRateLift1D": -0.01200000000000001,
"portfolioSize": 4,
"activationRate": 0.49066666666666664,
"activationCount": 184,
"baselineHitRates": {
"1": 0.512,
"5": 0.5444743935309974,
"10": 0.5683060109289617
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.30758001262156187,
"avgForwardReturns": {
"1": -0.0007618455957753724,
"5": 0.008013278713242502,
"10": 0.026199256563507328
},
"shadowMaxDrawdown": -0.526046721387883,
"shadowTotalReturn": -0.23968294391988276,
"avgForwardReturn1D": -0.0007618455957753724,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-02-14",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 184,
"5": 184,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.0017894181462839178,
"5": 0.009496630738425474,
"10": 0.019991444765525286
}
},
{
"topN": 5,
"ticker": "CCJ",
"hitRates": {
"1": 0.5,
"5": 0.5597826086956522,
"10": 0.5652173913043478
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.058880090116024415,
"eligibleDays": 375,
"fitnessScore": -0.2597448620315851,
"lookbackDays": 14,
"returnLift1D": -0.00255126374205929,
"hitRateLift1D": -0.01200000000000001,
"portfolioSize": 5,
"activationRate": 0.49066666666666664,
"activationCount": 184,
"baselineHitRates": {
"1": 0.512,
"5": 0.5444743935309974,
"10": 0.5683060109289617
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.30758001262156187,
"avgForwardReturns": {
"1": -0.0007618455957753724,
"5": 0.008013278713242502,
"10": 0.026199256563507328
},
"shadowMaxDrawdown": -0.526046721387883,
"shadowTotalReturn": -0.23968294391988276,
"avgForwardReturn1D": -0.0007618455957753724,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-02-14",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 184,
"5": 184,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.0017894181462839178,
"5": 0.009496630738425474,
"10": 0.019991444765525286
}
}
],
"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": 0.6659852129052871,
"fitnessScore": 0.5018180845969997,
"lookbackDays": 14,
"returnLift1D": 0.0006376741896931006,
"activationRate": 0.37866666666666665,
"activationCount": 142,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.2966385058056915,
"avgForwardReturn1D": 0.0024270923359770184
},
{
"comboQuality": 0.7324591919694636,
"fitnessScore": 0.5715698145388807,
"lookbackDays": 21,
"returnLift1D": 0.0004789984165552998,
"activationRate": 0.3967391304347826,
"activationCount": 146,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.37280825146626584,
"avgForwardReturn1D": 0.0027543489197904723
},
{
"comboQuality": 0.8303705932405697,
"fitnessScore": 0.6994163203918009,
"lookbackDays": 30,
"returnLift1D": 0.00035410351767550113,
"activationRate": 0.532033426183844,
"activationCount": 191,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.46888206916015696,
"avgForwardReturn1D": 0.0026919333822448656
},
{
"comboQuality": 0.8973349773349714,
"fitnessScore": 0.8269507056638423,
"lookbackDays": 45,
"returnLift1D": 0.0002738324448767551,
"activationRate": 0.49709302325581395,
"activationCount": 171,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.5287275595504548,
"avgForwardReturn1D": 0.00312731948307569
},
{
"comboQuality": 0.9893848660785705,
"fitnessScore": 1.347656592085421,
"lookbackDays": 63,
"returnLift1D": 0.00042467461675260807,
"activationRate": 0.7055214723926381,
"activationCount": 230,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.9041343930361923,
"avgForwardReturn1D": 0.0034030480536458955
}
],
"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": "f1a394a27fa067a60f87a805294e87c812b9741945aa58275c58434593b4b32f",
"size": 13,
"members": [
"CCJ",
"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."
}