Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"HAL"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "HAL",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 5,
"ticker": "HAL",
"hitRates": {
"1": 0.5497382198952879,
"5": 0.5602094240837696,
"10": 0.5863874345549738
},
"hitRate1D": 0.5497382198952879,
"comboQuality": 0.9435835105199271,
"eligibleDays": 297,
"fitnessScore": 0.9697231457703878,
"lookbackDays": 63,
"returnLift1D": 0.0005401010194534706,
"hitRateLift1D": 0.026089571246639243,
"activationRate": 0.6430976430976431,
"activationCount": 191,
"baselineHitRates": {
"1": 0.5236486486486487,
"5": 0.5753424657534246,
"10": 0.6097560975609756
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3713535885364856,
"avgForwardReturns": {
"1": 0.0023632176380238273,
"5": 0.007708784098902402,
"10": 0.013200111229838066
},
"shadowMaxDrawdown": -0.13123362216802947,
"shadowTotalReturn": 0.4942640006415089,
"avgForwardReturn1D": 0.0023632176380238273,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-30",
"2025-07-31",
"2025-08-01",
"2025-08-06",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29"
],
"horizonObservationCounts": {
"1": 191,
"5": 191,
"10": 191
},
"baselineAvgForwardReturns": {
"1": 0.0018231166185703567,
"5": 0.010626984758025476,
"10": 0.02257418712014947
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9435835105199271,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.427290149114247,
"bestRawFitnessScore": 0.9697231457703878,
"upperQuartileComboQuality": 0.6646664915304002
},
"algorithmFit": {
"label": "moderate",
"score": 0.6143626091267996,
"rawScore": 0.6373535502538188,
"confidence": 0.9278549837280634,
"bestProfile": {
"topN": 5,
"lookbackDays": 63
},
"profileBreadth": 0.25008788245091634,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
45,
63
]
},
"parameterStability": 0.7936667057376545,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 5,
"ticker": "HAL",
"hitRates": {
"1": 0.5497382198952879,
"5": 0.5602094240837696,
"10": 0.5863874345549738
},
"hitRate1D": 0.5497382198952879,
"comboQuality": 0.9435835105199271,
"eligibleDays": 297,
"fitnessScore": 0.9697231457703878,
"lookbackDays": 63,
"returnLift1D": 0.0005401010194534706,
"hitRateLift1D": 0.026089571246639243,
"activationRate": 0.6430976430976431,
"activationCount": 191,
"baselineHitRates": {
"1": 0.5236486486486487,
"5": 0.5753424657534246,
"10": 0.6097560975609756
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3713535885364856,
"avgForwardReturns": {
"1": 0.0023632176380238273,
"5": 0.007708784098902402,
"10": 0.013200111229838066
},
"shadowMaxDrawdown": -0.13123362216802947,
"shadowTotalReturn": 0.4942640006415089,
"avgForwardReturn1D": 0.0023632176380238273,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-30",
"2025-07-31",
"2025-08-01",
"2025-08-06",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29"
],
"horizonObservationCounts": {
"1": 191,
"5": 191,
"10": 191
},
"baselineAvgForwardReturns": {
"1": 0.0018231166185703567,
"5": 0.010626984758025476,
"10": 0.02257418712014947
}
},
{
"topN": 3,
"ticker": "HAL",
"hitRates": {
"1": 0.5580110497237569,
"5": 0.56353591160221,
"10": 0.5911602209944752
},
"hitRate1D": 0.5580110497237569,
"comboQuality": 0.9311482690031176,
"eligibleDays": 297,
"fitnessScore": 0.9229818943116457,
"lookbackDays": 63,
"returnLift1D": 0.0004598994021749816,
"hitRateLift1D": 0.03436240107510824,
"activationRate": 0.6094276094276094,
"activationCount": 181,
"baselineHitRates": {
"1": 0.5236486486486487,
"5": 0.5753424657534246,
"10": 0.6097560975609756
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3561852838722814,
"avgForwardReturns": {
"1": 0.0022830160207453383,
"5": 0.00789733138036917,
"10": 0.014349789280127645
},
"shadowMaxDrawdown": -0.10834677713780472,
"shadowTotalReturn": 0.44874009172690066,
"avgForwardReturn1D": 0.0022830160207453383,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-05",
"2025-09-24",
"2025-09-25"
],
"horizonObservationCounts": {
"1": 181,
"5": 181,
"10": 181
},
"baselineAvgForwardReturns": {
"1": 0.0018231166185703567,
"5": 0.010626984758025476,
"10": 0.02257418712014947
}
},
{
"topN": 2,
"ticker": "HAL",
"hitRates": {
"1": 0.5571428571428572,
"5": 0.5714285714285714,
"10": 0.6428571428571429
},
"hitRate1D": 0.5571428571428572,
"comboQuality": 0.8857917133018697,
"eligibleDays": 297,
"fitnessScore": 0.8006607553318001,
"lookbackDays": 63,
"returnLift1D": 0.0008119406659208679,
"hitRateLift1D": 0.03349420849420848,
"activationRate": 0.4713804713804714,
"activationCount": 140,
"baselineHitRates": {
"1": 0.5236486486486487,
"5": 0.5753424657534246,
"10": 0.6097560975609756
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.350715308625448,
"avgForwardReturns": {
"1": 0.0026350572844912245,
"5": 0.010754560601550438,
"10": 0.022518011351012373
},
"shadowMaxDrawdown": -0.09696449580151989,
"shadowTotalReturn": 0.3920395582943963,
"avgForwardReturn1D": 0.0026350572844912245,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-05",
"2025-09-24",
"2025-09-25",
"2025-09-26",
"2025-09-29",
"2025-09-30",
"2025-10-01"
],
"horizonObservationCounts": {
"1": 140,
"5": 140,
"10": 140
},
"baselineAvgForwardReturns": {
"1": 0.0018231166185703567,
"5": 0.010626984758025476,
"10": 0.02257418712014947
}
},
{
"topN": 4,
"ticker": "HAL",
"hitRates": {
"1": 0.5459459459459459,
"5": 0.5513513513513514,
"10": 0.5783783783783784
},
"hitRate1D": 0.5459459459459459,
"comboQuality": 0.8576418718076204,
"eligibleDays": 297,
"fitnessScore": 0.7450849543039226,
"lookbackDays": 63,
"returnLift1D": -0.00005646196998599067,
"hitRateLift1D": 0.022297297297297236,
"activationRate": 0.622895622895623,
"activationCount": 185,
"baselineHitRates": {
"1": 0.5236486486486487,
"5": 0.5753424657534246,
"10": 0.6097560975609756
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0440115152715315,
"avgForwardReturns": {
"1": 0.001766654648584366,
"5": 0.006570127858341751,
"10": 0.012860287393908168
},
"shadowMaxDrawdown": -0.13702450868730687,
"shadowTotalReturn": 0.32438542470129295,
"avgForwardReturn1D": 0.001766654648584366,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-30",
"2025-07-31",
"2025-08-01",
"2025-08-06",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.0018231166185703567,
"5": 0.010626984758025476,
"10": 0.02257418712014947
}
},
{
"topN": 5,
"ticker": "HAL",
"hitRates": {
"1": 0.535,
"5": 0.545,
"10": 0.595
},
"hitRate1D": 0.535,
"comboQuality": 0.823245085475405,
"eligibleDays": 315,
"fitnessScore": 0.6884677652923359,
"lookbackDays": 45,
"returnLift1D": -0.00013044924332731504,
"hitRateLift1D": 0.015891719745222965,
"activationRate": 0.6349206349206349,
"activationCount": 200,
"baselineHitRates": {
"1": 0.5191082802547771,
"5": 0.5612903225806452,
"10": 0.6
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.893046834940645,
"avgForwardReturns": {
"1": 0.0016867445689357507,
"5": 0.009006835606535125,
"10": 0.021730702938936402
},
"shadowMaxDrawdown": -0.20469417463463635,
"shadowTotalReturn": 0.31473662999633567,
"avgForwardReturn1D": 0.0016867445689357507,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-16",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-25",
"2025-07-28",
"2025-07-29",
"2025-07-30",
"2025-07-31",
"2025-08-01"
],
"horizonObservationCounts": {
"1": 200,
"5": 200,
"10": 200
},
"baselineAvgForwardReturns": {
"1": 0.0018171938122630658,
"5": 0.009834526083397849,
"10": 0.02085060138379815
}
},
{
"topN": 5,
"ticker": "HAL",
"hitRates": {
"1": 0.518918918918919,
"5": 0.5297297297297298,
"10": 0.5675675675675675
},
"hitRate1D": 0.518918918918919,
"comboQuality": 0.6118069602153987,
"eligibleDays": 330,
"fitnessScore": 0.45008109477393166,
"lookbackDays": 30,
"returnLift1D": 0.000055408608024711805,
"hitRateLift1D": -0.0008379199868561171,
"activationRate": 0.5606060606060606,
"activationCount": 185,
"baselineHitRates": {
"1": 0.5197568389057751,
"5": 0.5507692307692308,
"10": 0.5875
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5804315321522551,
"avgForwardReturns": {
"1": 0.0012728377451159986,
"5": 0.007633525499266165,
"10": 0.015244116566856616
},
"shadowMaxDrawdown": -0.24355322247080824,
"shadowTotalReturn": 0.17953417404679062,
"avgForwardReturn1D": 0.0012728377451159986,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-07-03",
"2025-07-07",
"2025-07-09"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.0012174291370912868,
"5": 0.0076907790016116015,
"10": 0.01777972352186861
}
},
{
"topN": 3,
"ticker": "HAL",
"hitRates": {
"1": 0.532967032967033,
"5": 0.5274725274725275,
"10": 0.5879120879120879
},
"hitRate1D": 0.532967032967033,
"comboQuality": 0.6075630396524777,
"eligibleDays": 315,
"fitnessScore": 0.44615760551379535,
"lookbackDays": 45,
"returnLift1D": -0.0007497812364382881,
"hitRateLift1D": 0.013858752712255895,
"activationRate": 0.5777777777777777,
"activationCount": 182,
"baselineHitRates": {
"1": 0.5191082802547771,
"5": 0.5612903225806452,
"10": 0.6
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.568840499810005,
"avgForwardReturns": {
"1": 0.0010674125758247776,
"5": 0.004091020766904071,
"10": 0.01728591527149643
},
"shadowMaxDrawdown": -0.22750972078254927,
"shadowTotalReturn": 0.15124082765655977,
"avgForwardReturn1D": 0.0010674125758247776,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-25",
"2025-07-28",
"2025-07-29",
"2025-07-30",
"2025-07-31",
"2025-08-01",
"2025-08-04"
],
"horizonObservationCounts": {
"1": 182,
"5": 182,
"10": 182
},
"baselineAvgForwardReturns": {
"1": 0.0018171938122630658,
"5": 0.009834526083397849,
"10": 0.02085060138379815
}
},
{
"topN": 4,
"ticker": "HAL",
"hitRates": {
"1": 0.5284974093264249,
"5": 0.533678756476684,
"10": 0.5854922279792746
},
"hitRate1D": 0.5284974093264249,
"comboQuality": 0.5376748101694991,
"eligibleDays": 315,
"fitnessScore": 0.3832167919112399,
"lookbackDays": 45,
"returnLift1D": -0.0010204984869276645,
"hitRateLift1D": 0.009389129071647795,
"activationRate": 0.6126984126984127,
"activationCount": 193,
"baselineHitRates": {
"1": 0.5191082802547771,
"5": 0.5612903225806452,
"10": 0.6
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4220111515566847,
"avgForwardReturns": {
"1": 0.0007966953253354012,
"5": 0.005540408476410129,
"10": 0.018986270677793772
},
"shadowMaxDrawdown": -0.2504053813568585,
"shadowTotalReturn": 0.10086922945735854,
"avgForwardReturn1D": 0.0007966953253354012,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-16",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-25",
"2025-07-28",
"2025-07-29",
"2025-07-30",
"2025-07-31",
"2025-08-01"
],
"horizonObservationCounts": {
"1": 193,
"5": 193,
"10": 193
},
"baselineAvgForwardReturns": {
"1": 0.0018171938122630658,
"5": 0.009834526083397849,
"10": 0.02085060138379815
}
},
{
"topN": 2,
"ticker": "HAL",
"hitRates": {
"1": 0.5289855072463768,
"5": 0.5507246376811594,
"10": 0.6304347826086957
},
"hitRate1D": 0.5289855072463768,
"comboQuality": 0.4893521159748689,
"eligibleDays": 315,
"fitnessScore": 0.34062844518939567,
"lookbackDays": 45,
"returnLift1D": -0.0007285040375241726,
"hitRateLift1D": 0.009877226991599763,
"activationRate": 0.4380952380952381,
"activationCount": 138,
"baselineHitRates": {
"1": 0.5191082802547771,
"5": 0.5612903225806452,
"10": 0.6
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4802741253599,
"avgForwardReturns": {
"1": 0.0010886897747388932,
"5": 0.004555242268758292,
"10": 0.022683894934513376
},
"shadowMaxDrawdown": -0.17607381897568952,
"shadowTotalReturn": 0.10927820443207792,
"avgForwardReturn1D": 0.0010886897747388932,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-14",
"2025-07-29",
"2025-07-30",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-24",
"2025-09-25",
"2025-09-26"
],
"horizonObservationCounts": {
"1": 138,
"5": 138,
"10": 138
},
"baselineAvgForwardReturns": {
"1": 0.0018171938122630658,
"5": 0.009834526083397849,
"10": 0.02085060138379815
}
},
{
"topN": 4,
"ticker": "HAL",
"hitRates": {
"1": 0.5119047619047619,
"5": 0.5178571428571429,
"10": 0.5535714285714286
},
"hitRate1D": 0.5119047619047619,
"comboQuality": 0.44609730747947146,
"eligibleDays": 330,
"fitnessScore": 0.30238057768309645,
"lookbackDays": 30,
"returnLift1D": -0.0003365891476525664,
"hitRateLift1D": -0.007852077001013202,
"activationRate": 0.509090909090909,
"activationCount": 168,
"baselineHitRates": {
"1": 0.5197568389057751,
"5": 0.5507692307692308,
"10": 0.5875
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.3877057507816457,
"avgForwardReturns": {
"1": 0.0008808399894387204,
"5": 0.0037702095659101617,
"10": 0.009596562416923495
},
"shadowMaxDrawdown": -0.2454163363388313,
"shadowTotalReturn": 0.09096729210503307,
"avgForwardReturn1D": 0.0008808399894387204,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-07-03",
"2025-07-07",
"2025-07-09"
],
"horizonObservationCounts": {
"1": 168,
"5": 168,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.0012174291370912868,
"5": 0.0076907790016116015,
"10": 0.01777972352186861
}
},
{
"topN": 3,
"ticker": "HAL",
"hitRates": {
"1": 0.50625,
"5": 0.5125,
"10": 0.55625
},
"hitRate1D": 0.50625,
"comboQuality": 0.4084829907490225,
"eligibleDays": 330,
"fitnessScore": 0.268547163916643,
"lookbackDays": 30,
"returnLift1D": -0.00037414862294981807,
"hitRateLift1D": -0.013506838905775087,
"activationRate": 0.48484848484848486,
"activationCount": 160,
"baselineHitRates": {
"1": 0.5197568389057751,
"5": 0.5507692307692308,
"10": 0.5875
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.35405096873230657,
"avgForwardReturns": {
"1": 0.0008432805141414687,
"5": 0.0036337807680657634,
"10": 0.009717304637798888
},
"shadowMaxDrawdown": -0.23953612928215762,
"shadowTotalReturn": 0.0782511493910325,
"avgForwardReturn1D": 0.0008432805141414687,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-07-03",
"2025-07-07",
"2025-07-09"
],
"horizonObservationCounts": {
"1": 160,
"5": 160,
"10": 160
},
"baselineAvgForwardReturns": {
"1": 0.0012174291370912868,
"5": 0.0076907790016116015,
"10": 0.01777972352186861
}
},
{
"topN": 2,
"ticker": "HAL",
"hitRates": {
"1": 0.5166666666666667,
"5": 0.5,
"10": 0.5833333333333334
},
"hitRate1D": 0.5166666666666667,
"comboQuality": 0.34881123298074324,
"eligibleDays": 330,
"fitnessScore": 0.21266089288306128,
"lookbackDays": 30,
"returnLift1D": -0.00042492760972586135,
"hitRateLift1D": -0.0030901722391083464,
"activationRate": 0.36363636363636365,
"activationCount": 120,
"baselineHitRates": {
"1": 0.5197568389057751,
"5": 0.5507692307692308,
"10": 0.5875
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.27168153046215865,
"avgForwardReturns": {
"1": 0.0007925015273654255,
"5": 0.0020848990790253495,
"10": 0.010539108077440006
},
"shadowMaxDrawdown": -0.166960917475647,
"shadowTotalReturn": 0.04795745519726924,
"avgForwardReturn1D": 0.0007925015273654255,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-08-29"
],
"horizonObservationCounts": {
"1": 120,
"5": 120,
"10": 120
},
"baselineAvgForwardReturns": {
"1": 0.0012174291370912868,
"5": 0.0076907790016116015,
"10": 0.01777972352186861
}
},
{
"topN": 5,
"ticker": "HAL",
"hitRates": {
"1": 0.5080213903743316,
"5": 0.5026737967914439,
"10": 0.5508021390374331
},
"hitRate1D": 0.5080213903743316,
"comboQuality": 0.2831623351523463,
"eligibleDays": 339,
"fitnessScore": 0.1456576088956269,
"lookbackDays": 21,
"returnLift1D": -0.0011355934952909008,
"hitRateLift1D": -0.012688668797266045,
"activationRate": 0.551622418879056,
"activationCount": 187,
"baselineHitRates": {
"1": 0.5207100591715976,
"5": 0.5479041916167665,
"10": 0.5775075987841946
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.002189157910701992,
"avgForwardReturns": {
"1": 0.00009550588899681247,
"5": -0.0007920757195666471,
"10": 0.010262073074573802
},
"shadowMaxDrawdown": -0.21112793726403478,
"shadowTotalReturn": -0.05523012560468499,
"avgForwardReturn1D": 0.00009550588899681247,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-03-27",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17"
],
"horizonObservationCounts": {
"1": 187,
"5": 187,
"10": 187
},
"baselineAvgForwardReturns": {
"1": 0.0012310993842877132,
"5": 0.0067224137279572735,
"10": 0.013585045885421167
}
},
{
"topN": 3,
"ticker": "HAL",
"hitRates": {
"1": 0.5111111111111111,
"5": 0.44776119402985076,
"10": 0.48507462686567165
},
"hitRate1D": 0.5111111111111111,
"comboQuality": 0.24218132745278817,
"eligibleDays": 352,
"fitnessScore": 0.09903337064186384,
"lookbackDays": 14,
"returnLift1D": -0.0009051146586890289,
"hitRateLift1D": -0.008888888888888946,
"activationRate": 0.3835227272727273,
"activationCount": 135,
"baselineHitRates": {
"1": 0.52,
"5": 0.5606936416184971,
"10": 0.5789473684210527
},
"sampleConfidence": 0.9990123456790124,
"shadowSharpeLike": 0.09818673705665358,
"avgForwardReturns": {
"1": 0.0003963405007897586,
"5": -0.006998541671921314,
"10": -0.00897198953429858
},
"shadowMaxDrawdown": -0.2740393706709755,
"shadowTotalReturn": -0.003819785291673039,
"avgForwardReturn1D": 0.0003963405007897586,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-31",
"2025-04-02",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 135,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0013014551594787876,
"5": 0.007013789577237248,
"10": 0.013677306047336954
}
},
{
"topN": 4,
"ticker": "HAL",
"hitRates": {
"1": 0.512987012987013,
"5": 0.45394736842105265,
"10": 0.5033112582781457
},
"hitRate1D": 0.512987012987013,
"comboQuality": 0.2388729557255941,
"eligibleDays": 352,
"fitnessScore": 0.09504894249917252,
"lookbackDays": 14,
"returnLift1D": -0.0010679966513357532,
"hitRateLift1D": -0.007012987012987026,
"activationRate": 0.4375,
"activationCount": 154,
"baselineHitRates": {
"1": 0.52,
"5": 0.5606936416184971,
"10": 0.5789473684210527
},
"sampleConfidence": 0.9978354978354979,
"shadowSharpeLike": 0.037208707052044224,
"avgForwardReturns": {
"1": 0.00023345850814303438,
"5": -0.006404533224882339,
"10": -0.006414646086825208
},
"shadowMaxDrawdown": -0.27739340650880573,
"shadowTotalReturn": -0.029750489221854304,
"avgForwardReturn1D": 0.00023345850814303438,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-02",
"2025-06-10",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 154,
"5": 152,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.0013014551594787876,
"5": 0.007013789577237248,
"10": 0.013677306047336954
}
},
{
"topN": 4,
"ticker": "HAL",
"hitRates": {
"1": 0.5149700598802395,
"5": 0.49700598802395207,
"10": 0.5389221556886228
},
"hitRate1D": 0.5149700598802395,
"comboQuality": 0.19475497557095567,
"eligibleDays": 339,
"fitnessScore": 0.03773103720296278,
"lookbackDays": 21,
"returnLift1D": -0.001367424142699799,
"hitRateLift1D": -0.0057399992913581555,
"activationRate": 0.49262536873156343,
"activationCount": 167,
"baselineHitRates": {
"1": 0.5207100591715976,
"5": 0.5479041916167665,
"10": 0.5775075987841946
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.11764242369189722,
"avgForwardReturns": {
"1": -0.00013632475841208566,
"5": -0.0022551785561654167,
"10": 0.007156107078527041
},
"shadowMaxDrawdown": -0.30949730602126924,
"shadowTotalReturn": -0.0882715749125016,
"avgForwardReturn1D": -0.00013632475841208566,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-03-27",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17"
],
"horizonObservationCounts": {
"1": 167,
"5": 167,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.0012310993842877132,
"5": 0.0067224137279572735,
"10": 0.013585045885421167
}
},
{
"topN": 5,
"ticker": "HAL",
"hitRates": {
"1": 0.5116279069767442,
"5": 0.47023809523809523,
"10": 0.4939759036144578
},
"hitRate1D": 0.5116279069767442,
"comboQuality": 0.1469369762400773,
"eligibleDays": 352,
"fitnessScore": -0.036942526917432,
"lookbackDays": 14,
"returnLift1D": -0.001768195320120232,
"hitRateLift1D": -0.008372093023255811,
"activationRate": 0.48863636363636365,
"activationCount": 172,
"baselineHitRates": {
"1": 0.52,
"5": 0.5606936416184971,
"10": 0.5789473684210527
},
"sampleConfidence": 0.9961240310077519,
"shadowSharpeLike": -0.26310489507795376,
"avgForwardReturns": {
"1": -0.0004667401606414443,
"5": -0.00725760529367289,
"10": -0.006544751521812353
},
"shadowMaxDrawdown": -0.2954933262429793,
"shadowTotalReturn": -0.14521923063379427,
"avgForwardReturn1D": -0.0004667401606414443,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03"
],
"horizonObservationCounts": {
"1": 172,
"5": 168,
"10": 166
},
"baselineAvgForwardReturns": {
"1": 0.0013014551594787876,
"5": 0.007013789577237248,
"10": 0.013677306047336954
}
},
{
"topN": 2,
"ticker": "HAL",
"hitRates": {
"1": 0.5181818181818182,
"5": 0.42727272727272725,
"10": 0.4909090909090909
},
"hitRate1D": 0.5181818181818182,
"comboQuality": 0.13259476984833812,
"eligibleDays": 339,
"fitnessScore": -0.06320589797782508,
"lookbackDays": 21,
"returnLift1D": -0.0017768466129255063,
"hitRateLift1D": -0.00252824098977944,
"activationRate": 0.32448377581120946,
"activationCount": 110,
"baselineHitRates": {
"1": 0.5207100591715976,
"5": 0.5479041916167665,
"10": 0.5775075987841946
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.27191420910509606,
"avgForwardReturns": {
"1": -0.000545747228637793,
"5": -0.0069214818716636164,
"10": 0.0009314427777058831
},
"shadowMaxDrawdown": -0.2672045643167279,
"shadowTotalReturn": -0.10666341444525451,
"avgForwardReturn1D": -0.000545747228637793,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-06-12",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 110,
"5": 110,
"10": 110
},
"baselineAvgForwardReturns": {
"1": 0.0012310993842877132,
"5": 0.0067224137279572735,
"10": 0.013585045885421167
}
},
{
"topN": 2,
"ticker": "HAL",
"hitRates": {
"1": 0.4909090909090909,
"5": 0.42727272727272725,
"10": 0.4727272727272727
},
"hitRate1D": 0.4909090909090909,
"comboQuality": 0.13014002477228956,
"eligibleDays": 352,
"fitnessScore": -0.06793867857787803,
"lookbackDays": 14,
"returnLift1D": -0.001588617577352144,
"hitRateLift1D": -0.02909090909090911,
"activationRate": 0.3125,
"activationCount": 110,
"baselineHitRates": {
"1": 0.52,
"5": 0.5606936416184971,
"10": 0.5789473684210527
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.1802024991032281,
"avgForwardReturns": {
"1": -0.0002871624178733565,
"5": -0.004735374471139629,
"10": -0.010212645954867787
},
"shadowMaxDrawdown": -0.26820196823499276,
"shadowTotalReturn": -0.07756830263443826,
"avgForwardReturn1D": -0.0002871624178733565,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17"
],
"horizonObservationCounts": {
"1": 110,
"5": 110,
"10": 110
},
"baselineAvgForwardReturns": {
"1": 0.0013014551594787876,
"5": 0.007013789577237248,
"10": 0.013677306047336954
}
},
{
"topN": 3,
"ticker": "HAL",
"hitRates": {
"1": 0.5,
"5": 0.47183098591549294,
"10": 0.5
},
"hitRate1D": 0.5,
"comboQuality": 0.10910838842877334,
"eligibleDays": 339,
"fitnessScore": -0.11197381881121138,
"lookbackDays": 21,
"returnLift1D": -0.001897276647259844,
"hitRateLift1D": -0.020710059171597628,
"activationRate": 0.41887905604719766,
"activationCount": 142,
"baselineHitRates": {
"1": 0.5207100591715976,
"5": 0.5479041916167665,
"10": 0.5775075987841946
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.3485530220389301,
"avgForwardReturns": {
"1": -0.0006661772629721309,
"5": -0.00446777288540842,
"10": 0.0033425555706240472
},
"shadowMaxDrawdown": -0.32673745570407986,
"shadowTotalReturn": -0.14677035327610954,
"avgForwardReturn1D": -0.0006661772629721309,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20"
],
"horizonObservationCounts": {
"1": 142,
"5": 142,
"10": 142
},
"baselineAvgForwardReturns": {
"1": 0.0012310993842877132,
"5": 0.0067224137279572735,
"10": 0.013585045885421167
}
}
],
"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": 0.24218132745278817,
"fitnessScore": 0.09903337064186384,
"lookbackDays": 14,
"returnLift1D": -0.0009051146586890289,
"activationRate": 0.3835227272727273,
"activationCount": 135,
"sampleConfidence": 0.9990123456790124,
"shadowTotalReturn": -0.003819785291673039,
"avgForwardReturn1D": 0.0003963405007897586
},
{
"bestTopN": 5,
"comboQuality": 0.2831623351523463,
"fitnessScore": 0.1456576088956269,
"lookbackDays": 21,
"returnLift1D": -0.0011355934952909008,
"activationRate": 0.551622418879056,
"activationCount": 187,
"sampleConfidence": 1,
"shadowTotalReturn": -0.05523012560468499,
"avgForwardReturn1D": 0.00009550588899681247
},
{
"bestTopN": 5,
"comboQuality": 0.6118069602153987,
"fitnessScore": 0.45008109477393166,
"lookbackDays": 30,
"returnLift1D": 0.000055408608024711805,
"activationRate": 0.5606060606060606,
"activationCount": 185,
"sampleConfidence": 1,
"shadowTotalReturn": 0.17953417404679062,
"avgForwardReturn1D": 0.0012728377451159986
},
{
"bestTopN": 5,
"comboQuality": 0.823245085475405,
"fitnessScore": 0.6884677652923359,
"lookbackDays": 45,
"returnLift1D": -0.00013044924332731504,
"activationRate": 0.6349206349206349,
"activationCount": 200,
"sampleConfidence": 1,
"shadowTotalReturn": 0.31473662999633567,
"avgForwardReturn1D": 0.0016867445689357507
},
{
"bestTopN": 5,
"comboQuality": 0.9435835105199271,
"fitnessScore": 0.9697231457703878,
"lookbackDays": 63,
"returnLift1D": 0.0005401010194534706,
"activationRate": 0.6430976430976431,
"activationCount": 191,
"sampleConfidence": 1,
"shadowTotalReturn": 0.4942640006415089,
"avgForwardReturn1D": 0.0023632176380238273
}
],
"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": "735782f61cf2b93c5b8f9653c34a1a3507051b93679c012562843b6e2ab33dac",
"size": 13,
"members": [
"HAL",
"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",
"HAL"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "HAL",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 3,
"ticker": "HAL",
"hitRates": {
"1": 0.5580110497237569,
"5": 0.56353591160221,
"10": 0.5911602209944752
},
"hitRate1D": 0.5580110497237569,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9219597387451204,
"eligibleDays": 326,
"fitnessScore": 0.8932408722057763,
"lookbackDays": 63,
"returnLift1D": 0.000699083188203709,
"hitRateLift1D": 0.0396061417482968,
"portfolioSize": 3,
"activationRate": 0.5552147239263804,
"activationCount": 181,
"baselineHitRates": {
"1": 0.5184049079754601,
"5": 0.5559006211180124,
"10": 0.5930599369085173
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2942324562063579,
"avgForwardReturns": {
"1": 0.0022830160207453383,
"5": 0.00789733138036917,
"10": 0.014349789280127645
},
"shadowMaxDrawdown": -0.10834677713780472,
"shadowTotalReturn": 0.44874009172690066,
"avgForwardReturn1D": 0.0022830160207453383,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-05",
"2025-09-24",
"2025-09-25"
],
"horizonObservationCounts": {
"1": 181,
"5": 181,
"10": 181
},
"baselineAvgForwardReturns": {
"1": 0.0015839328325416293,
"5": 0.00962420407343449,
"10": 0.01951531017431394
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9219597387451204,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.39149559521788657,
"bestRawFitnessScore": 0.8932408722057763,
"upperQuartileComboQuality": 0.5294337915427532
},
"algorithmFit": {
"label": "moderate",
"score": 0.5459991895488192,
"rawScore": 0.5693486547606996,
"confidence": 0.9179783248220925,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 3
},
"profileBreadth": 0.20005167442905572,
"recommendedRegion": {
"lookbackDays": [
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.7104900398804431,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "HAL",
"hitRates": {
"1": 0.5580110497237569,
"5": 0.56353591160221,
"10": 0.5911602209944752
},
"hitRate1D": 0.5580110497237569,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9219597387451204,
"eligibleDays": 326,
"fitnessScore": 0.8932408722057763,
"lookbackDays": 63,
"returnLift1D": 0.000699083188203709,
"hitRateLift1D": 0.0396061417482968,
"portfolioSize": 3,
"activationRate": 0.5552147239263804,
"activationCount": 181,
"baselineHitRates": {
"1": 0.5184049079754601,
"5": 0.5559006211180124,
"10": 0.5930599369085173
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2942324562063579,
"avgForwardReturns": {
"1": 0.0022830160207453383,
"5": 0.00789733138036917,
"10": 0.014349789280127645
},
"shadowMaxDrawdown": -0.10834677713780472,
"shadowTotalReturn": 0.44874009172690066,
"avgForwardReturn1D": 0.0022830160207453383,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-05",
"2025-09-24",
"2025-09-25"
],
"horizonObservationCounts": {
"1": 181,
"5": 181,
"10": 181
},
"baselineAvgForwardReturns": {
"1": 0.0015839328325416293,
"5": 0.00962420407343449,
"10": 0.01951531017431394
}
},
{
"topN": 2,
"ticker": "HAL",
"hitRates": {
"1": 0.5571428571428572,
"5": 0.5714285714285714,
"10": 0.6428571428571429
},
"hitRate1D": 0.5571428571428572,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.8746415742626359,
"eligibleDays": 326,
"fitnessScore": 0.7773801692573072,
"lookbackDays": 63,
"returnLift1D": 0.0010511244519495952,
"hitRateLift1D": 0.038737949167397034,
"portfolioSize": 2,
"activationRate": 0.4294478527607362,
"activationCount": 140,
"baselineHitRates": {
"1": 0.5184049079754601,
"5": 0.5559006211180124,
"10": 0.5930599369085173
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2890157365517565,
"avgForwardReturns": {
"1": 0.0026350572844912245,
"5": 0.010754560601550438,
"10": 0.022518011351012373
},
"shadowMaxDrawdown": -0.09696449580151989,
"shadowTotalReturn": 0.3920395582943963,
"avgForwardReturn1D": 0.0026350572844912245,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-05",
"2025-09-24",
"2025-09-25",
"2025-09-26",
"2025-09-29",
"2025-09-30",
"2025-10-01"
],
"horizonObservationCounts": {
"1": 140,
"5": 140,
"10": 140
},
"baselineAvgForwardReturns": {
"1": 0.0015839328325416293,
"5": 0.00962420407343449,
"10": 0.01951531017431394
}
},
{
"topN": 4,
"ticker": "HAL",
"hitRates": {
"1": 0.5459459459459459,
"5": 0.5513513513513514,
"10": 0.5783783783783784
},
"hitRate1D": 0.5459459459459459,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.840403024523526,
"eligibleDays": 326,
"fitnessScore": 0.7154705634110001,
"lookbackDays": 63,
"returnLift1D": 0.0001827218160427367,
"hitRateLift1D": 0.027541037970485793,
"portfolioSize": 4,
"activationRate": 0.5674846625766872,
"activationCount": 185,
"baselineHitRates": {
"1": 0.5184049079754601,
"5": 0.5559006211180124,
"10": 0.5930599369085173
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.996451458886424,
"avgForwardReturns": {
"1": 0.001766654648584366,
"5": 0.006570127858341751,
"10": 0.012860287393908168
},
"shadowMaxDrawdown": -0.13702450868730687,
"shadowTotalReturn": 0.32438542470129295,
"avgForwardReturn1D": 0.001766654648584366,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-30",
"2025-07-31",
"2025-08-01",
"2025-08-06",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.0015839328325416293,
"5": 0.00962420407343449,
"10": 0.01951531017431394
}
},
{
"topN": 5,
"ticker": "HAL",
"hitRates": {
"1": 0.5459459459459459,
"5": 0.5513513513513514,
"10": 0.5783783783783784
},
"hitRate1D": 0.5459459459459459,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.840403024523526,
"eligibleDays": 326,
"fitnessScore": 0.7154705634110001,
"lookbackDays": 63,
"returnLift1D": 0.0001827218160427367,
"hitRateLift1D": 0.027541037970485793,
"portfolioSize": 5,
"activationRate": 0.5674846625766872,
"activationCount": 185,
"baselineHitRates": {
"1": 0.5184049079754601,
"5": 0.5559006211180124,
"10": 0.5930599369085173
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.996451458886424,
"avgForwardReturns": {
"1": 0.001766654648584366,
"5": 0.006570127858341751,
"10": 0.012860287393908168
},
"shadowMaxDrawdown": -0.13702450868730687,
"shadowTotalReturn": 0.32438542470129295,
"avgForwardReturn1D": 0.001766654648584366,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-30",
"2025-07-31",
"2025-08-01",
"2025-08-06",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.0015839328325416293,
"5": 0.00962420407343449,
"10": 0.01951531017431394
}
},
{
"topN": 3,
"ticker": "HAL",
"hitRates": {
"1": 0.532967032967033,
"5": 0.5274725274725275,
"10": 0.5879120879120879
},
"hitRate1D": 0.532967032967033,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5835197318883376,
"eligibleDays": 344,
"fitnessScore": 0.4241926201686697,
"lookbackDays": 45,
"returnLift1D": -0.00015693826685834068,
"hitRateLift1D": 0.0126181957577306,
"portfolioSize": 3,
"activationRate": 0.5290697674418605,
"activationCount": 182,
"baselineHitRates": {
"1": 0.5203488372093024,
"5": 0.5529411764705883,
"10": 0.582089552238806
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5443788918518402,
"avgForwardReturns": {
"1": 0.0010674125758247776,
"5": 0.004091020766904071,
"10": 0.01728591527149643
},
"shadowMaxDrawdown": -0.22750972078254927,
"shadowTotalReturn": 0.15124082765655977,
"avgForwardReturn1D": 0.0010674125758247776,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-25",
"2025-07-28",
"2025-07-29",
"2025-07-30",
"2025-07-31",
"2025-08-01",
"2025-08-04"
],
"horizonObservationCounts": {
"1": 182,
"5": 182,
"10": 182
},
"baselineAvgForwardReturns": {
"1": 0.0012243508426831183,
"5": 0.006811515281863037,
"10": 0.013811554681256607
}
},
{
"topN": 4,
"ticker": "HAL",
"hitRates": {
"1": 0.5284974093264249,
"5": 0.533678756476684,
"10": 0.5854922279792746
},
"hitRate1D": 0.5284974093264249,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5114051447608916,
"eligibleDays": 344,
"fitnessScore": 0.3600382686327484,
"lookbackDays": 45,
"returnLift1D": -0.00042765551734771706,
"hitRateLift1D": 0.008148572117122499,
"portfolioSize": 4,
"activationRate": 0.561046511627907,
"activationCount": 193,
"baselineHitRates": {
"1": 0.5203488372093024,
"5": 0.5529411764705883,
"10": 0.582089552238806
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.40387344268981673,
"avgForwardReturns": {
"1": 0.0007966953253354012,
"5": 0.005540408476410129,
"10": 0.018986270677793772
},
"shadowMaxDrawdown": -0.2504053813568585,
"shadowTotalReturn": 0.10086922945735854,
"avgForwardReturn1D": 0.0007966953253354012,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-16",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-25",
"2025-07-28",
"2025-07-29",
"2025-07-30",
"2025-07-31",
"2025-08-01"
],
"horizonObservationCounts": {
"1": 193,
"5": 193,
"10": 193
},
"baselineAvgForwardReturns": {
"1": 0.0012243508426831183,
"5": 0.006811515281863037,
"10": 0.013811554681256607
}
},
{
"topN": 5,
"ticker": "HAL",
"hitRates": {
"1": 0.5284974093264249,
"5": 0.533678756476684,
"10": 0.5854922279792746
},
"hitRate1D": 0.5284974093264249,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5114051447608916,
"eligibleDays": 344,
"fitnessScore": 0.3600382686327484,
"lookbackDays": 45,
"returnLift1D": -0.00042765551734771706,
"hitRateLift1D": 0.008148572117122499,
"portfolioSize": 5,
"activationRate": 0.561046511627907,
"activationCount": 193,
"baselineHitRates": {
"1": 0.5203488372093024,
"5": 0.5529411764705883,
"10": 0.582089552238806
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.40387344268981673,
"avgForwardReturns": {
"1": 0.0007966953253354012,
"5": 0.005540408476410129,
"10": 0.018986270677793772
},
"shadowMaxDrawdown": -0.2504053813568585,
"shadowTotalReturn": 0.10086922945735854,
"avgForwardReturn1D": 0.0007966953253354012,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-16",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-25",
"2025-07-28",
"2025-07-29",
"2025-07-30",
"2025-07-31",
"2025-08-01"
],
"horizonObservationCounts": {
"1": 193,
"5": 193,
"10": 193
},
"baselineAvgForwardReturns": {
"1": 0.0012243508426831183,
"5": 0.006811515281863037,
"10": 0.013811554681256607
}
},
{
"topN": 2,
"ticker": "HAL",
"hitRates": {
"1": 0.5289855072463768,
"5": 0.5507246376811594,
"10": 0.6304347826086957
},
"hitRate1D": 0.5289855072463768,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.4716734968539286,
"eligibleDays": 344,
"fitnessScore": 0.32504595715138607,
"lookbackDays": 45,
"returnLift1D": -0.00013566106794422514,
"hitRateLift1D": 0.008636670037074468,
"portfolioSize": 2,
"activationRate": 0.4011627906976744,
"activationCount": 138,
"baselineHitRates": {
"1": 0.5203488372093024,
"5": 0.5529411764705883,
"10": 0.582089552238806
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4596282652965992,
"avgForwardReturns": {
"1": 0.0010886897747388932,
"5": 0.004555242268758292,
"10": 0.022683894934513376
},
"shadowMaxDrawdown": -0.17607381897568952,
"shadowTotalReturn": 0.10927820443207792,
"avgForwardReturn1D": 0.0010886897747388932,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-14",
"2025-07-29",
"2025-07-30",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-24",
"2025-09-25",
"2025-09-26"
],
"horizonObservationCounts": {
"1": 138,
"5": 138,
"10": 138
},
"baselineAvgForwardReturns": {
"1": 0.0012243508426831183,
"5": 0.006811515281863037,
"10": 0.013811554681256607
}
},
{
"topN": 4,
"ticker": "HAL",
"hitRates": {
"1": 0.5088757396449705,
"5": 0.514792899408284,
"10": 0.5502958579881657
},
"hitRate1D": 0.5088757396449705,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3963434283802948,
"eligibleDays": 359,
"fitnessScore": 0.25744063917380355,
"lookbackDays": 30,
"returnLift1D": -0.0002712116804185204,
"hitRateLift1D": -0.014801140577870742,
"portfolioSize": 4,
"activationRate": 0.47075208913649025,
"activationCount": 169,
"baselineHitRates": {
"1": 0.5236768802228412,
"5": 0.5464788732394367,
"10": 0.5685714285714286
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.3280676756883783,
"avgForwardReturns": {
"1": 0.0007927416144793443,
"5": 0.003747900633567498,
"10": 0.008704007376415551
},
"shadowMaxDrawdown": -0.24541633633883142,
"shadowTotalReturn": 0.07460220288960806,
"avgForwardReturn1D": 0.0007927416144793443,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-07-03",
"2025-07-07"
],
"horizonObservationCounts": {
"1": 169,
"5": 169,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0010639532948978647,
"5": 0.005646217986829674,
"10": 0.011759996144846787
}
},
{
"topN": 5,
"ticker": "HAL",
"hitRates": {
"1": 0.5088757396449705,
"5": 0.514792899408284,
"10": 0.5502958579881657
},
"hitRate1D": 0.5088757396449705,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3963434283802948,
"eligibleDays": 359,
"fitnessScore": 0.25744063917380355,
"lookbackDays": 30,
"returnLift1D": -0.0002712116804185204,
"hitRateLift1D": -0.014801140577870742,
"portfolioSize": 5,
"activationRate": 0.47075208913649025,
"activationCount": 169,
"baselineHitRates": {
"1": 0.5236768802228412,
"5": 0.5464788732394367,
"10": 0.5685714285714286
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.3280676756883783,
"avgForwardReturns": {
"1": 0.0007927416144793443,
"5": 0.003747900633567498,
"10": 0.008704007376415551
},
"shadowMaxDrawdown": -0.24541633633883142,
"shadowTotalReturn": 0.07460220288960806,
"avgForwardReturn1D": 0.0007927416144793443,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-07-03",
"2025-07-07"
],
"horizonObservationCounts": {
"1": 169,
"5": 169,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0010639532948978647,
"5": 0.005646217986829674,
"10": 0.011759996144846787
}
},
{
"topN": 3,
"ticker": "HAL",
"hitRates": {
"1": 0.50625,
"5": 0.5125,
"10": 0.55625
},
"hitRate1D": 0.50625,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.3866477620554784,
"eligibleDays": 359,
"fitnessScore": 0.24848643813725607,
"lookbackDays": 30,
"returnLift1D": -0.00022067278075639594,
"hitRateLift1D": -0.017426880222841223,
"portfolioSize": 3,
"activationRate": 0.4456824512534819,
"activationCount": 160,
"baselineHitRates": {
"1": 0.5236768802228412,
"5": 0.5464788732394367,
"10": 0.5685714285714286
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.3394846098731411,
"avgForwardReturns": {
"1": 0.0008432805141414687,
"5": 0.0036337807680657634,
"10": 0.009717304637798888
},
"shadowMaxDrawdown": -0.23953612928215762,
"shadowTotalReturn": 0.0782511493910325,
"avgForwardReturn1D": 0.0008432805141414687,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-07-03",
"2025-07-07",
"2025-07-09"
],
"horizonObservationCounts": {
"1": 160,
"5": 160,
"10": 160
},
"baselineAvgForwardReturns": {
"1": 0.0010639532948978647,
"5": 0.005646217986829674,
"10": 0.011759996144846787
}
},
{
"topN": 2,
"ticker": "HAL",
"hitRates": {
"1": 0.5166666666666667,
"5": 0.5,
"10": 0.5833333333333334
},
"hitRate1D": 0.5166666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.33374873154047224,
"eligibleDays": 359,
"fitnessScore": 0.19791873653883565,
"lookbackDays": 30,
"returnLift1D": -0.0002714517675324392,
"hitRateLift1D": -0.007010213556174483,
"portfolioSize": 2,
"activationRate": 0.3342618384401114,
"activationCount": 120,
"baselineHitRates": {
"1": 0.5236768802228412,
"5": 0.5464788732394367,
"10": 0.5685714285714286
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.26050617209475013,
"avgForwardReturns": {
"1": 0.0007925015273654255,
"5": 0.0020848990790253495,
"10": 0.010539108077440006
},
"shadowMaxDrawdown": -0.166960917475647,
"shadowTotalReturn": 0.04795745519726924,
"avgForwardReturn1D": 0.0007925015273654255,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-08-29"
],
"horizonObservationCounts": {
"1": 120,
"5": 120,
"10": 120
},
"baselineAvgForwardReturns": {
"1": 0.0010639532948978647,
"5": 0.005646217986829674,
"10": 0.011759996144846787
}
},
{
"topN": 3,
"ticker": "HAL",
"hitRates": {
"1": 0.5182481751824818,
"5": 0.4411764705882353,
"10": 0.47794117647058826
},
"hitRate1D": 0.5182481751824818,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.2643180636729405,
"eligibleDays": 375,
"fitnessScore": 0.12479816402403578,
"lookbackDays": 14,
"returnLift1D": -0.000331259219262655,
"hitRateLift1D": 0.0035815085158150683,
"portfolioSize": 3,
"activationRate": 0.36533333333333334,
"activationCount": 137,
"baselineHitRates": {
"1": 0.5146666666666667,
"5": 0.5417789757412399,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9990267639902677,
"shadowSharpeLike": 0.1457822360834641,
"avgForwardReturns": {
"1": 0.0005167532537820071,
"5": -0.007753746774326315,
"10": -0.009580824973838291
},
"shadowMaxDrawdown": -0.2740393706709756,
"shadowTotalReturn": 0.012465237306403143,
"avgForwardReturn1D": 0.0005167532537820071,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-27",
"2025-02-28",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-31",
"2025-04-02",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 137,
"5": 136,
"10": 136
},
"baselineAvgForwardReturns": {
"1": 0.0008480124730446621,
"5": 0.005114737091898571,
"10": 0.011036098803818478
}
},
{
"topN": 4,
"ticker": "HAL",
"hitRates": {
"1": 0.5119047619047619,
"5": 0.5,
"10": 0.5357142857142857
},
"hitRate1D": 0.5119047619047619,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.17433438363848153,
"eligibleDays": 368,
"fitnessScore": 0.00785277289091943,
"lookbackDays": 21,
"returnLift1D": -0.0012734928012957188,
"hitRateLift1D": -0.009834368530020732,
"portfolioSize": 4,
"activationRate": 0.45652173913043476,
"activationCount": 168,
"baselineHitRates": {
"1": 0.5217391304347826,
"5": 0.5521978021978022,
"10": 0.5766016713091922
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.12716897816805142,
"avgForwardReturns": {
"1": -0.00016170426501586104,
"5": -0.0022250884512711178,
"10": 0.007051605672706664
},
"shadowMaxDrawdown": -0.31322438533885755,
"shadowTotalReturn": -0.09319274927725407,
"avgForwardReturn1D": -0.00016170426501586104,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-26",
"2025-03-27",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16"
],
"horizonObservationCounts": {
"1": 168,
"5": 168,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.0011117885362798578,
"5": 0.005942526250772085,
"10": 0.011961879918779044
}
},
{
"topN": 5,
"ticker": "HAL",
"hitRates": {
"1": 0.5119047619047619,
"5": 0.5,
"10": 0.5357142857142857
},
"hitRate1D": 0.5119047619047619,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.17433438363848153,
"eligibleDays": 368,
"fitnessScore": 0.00785277289091943,
"lookbackDays": 21,
"returnLift1D": -0.0012734928012957188,
"hitRateLift1D": -0.009834368530020732,
"portfolioSize": 5,
"activationRate": 0.45652173913043476,
"activationCount": 168,
"baselineHitRates": {
"1": 0.5217391304347826,
"5": 0.5521978021978022,
"10": 0.5766016713091922
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.12716897816805142,
"avgForwardReturns": {
"1": -0.00016170426501586104,
"5": -0.0022250884512711178,
"10": 0.007051605672706664
},
"shadowMaxDrawdown": -0.31322438533885755,
"shadowTotalReturn": -0.09319274927725407,
"avgForwardReturn1D": -0.00016170426501586104,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-26",
"2025-03-27",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16"
],
"horizonObservationCounts": {
"1": 168,
"5": 168,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.0011117885362798578,
"5": 0.005942526250772085,
"10": 0.011961879918779044
}
},
{
"topN": 4,
"ticker": "HAL",
"hitRates": {
"1": 0.5094339622641509,
"5": 0.4394904458598726,
"10": 0.48717948717948717
},
"hitRate1D": 0.5094339622641509,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.15824380097344087,
"eligibleDays": 375,
"fitnessScore": -0.017697777605769075,
"lookbackDays": 14,
"returnLift1D": -0.0011275806232358373,
"hitRateLift1D": -0.005232704402515775,
"portfolioSize": 4,
"activationRate": 0.424,
"activationCount": 159,
"baselineHitRates": {
"1": 0.5146666666666667,
"5": 0.5417789757412399,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9979035639412999,
"shadowSharpeLike": -0.1917797285617213,
"avgForwardReturns": {
"1": -0.00027956815019117515,
"5": -0.007854128966774822,
"10": -0.00809095354635888
},
"shadowMaxDrawdown": -0.27739340650880584,
"shadowTotalReturn": -0.10920259486881301,
"avgForwardReturn1D": -0.00027956815019117515,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-21",
"2025-02-25",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 159,
"5": 157,
"10": 156
},
"baselineAvgForwardReturns": {
"1": 0.0008480124730446621,
"5": 0.005114737091898571,
"10": 0.011036098803818478
}
},
{
"topN": 5,
"ticker": "HAL",
"hitRates": {
"1": 0.5094339622641509,
"5": 0.4394904458598726,
"10": 0.48717948717948717
},
"hitRate1D": 0.5094339622641509,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.15824380097344087,
"eligibleDays": 375,
"fitnessScore": -0.017697777605769075,
"lookbackDays": 14,
"returnLift1D": -0.0011275806232358373,
"hitRateLift1D": -0.005232704402515775,
"portfolioSize": 5,
"activationRate": 0.424,
"activationCount": 159,
"baselineHitRates": {
"1": 0.5146666666666667,
"5": 0.5417789757412399,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9979035639412999,
"shadowSharpeLike": -0.1917797285617213,
"avgForwardReturns": {
"1": -0.00027956815019117515,
"5": -0.007854128966774822,
"10": -0.00809095354635888
},
"shadowMaxDrawdown": -0.27739340650880584,
"shadowTotalReturn": -0.10920259486881301,
"avgForwardReturn1D": -0.00027956815019117515,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-21",
"2025-02-25",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 159,
"5": 157,
"10": 156
},
"baselineAvgForwardReturns": {
"1": 0.0008480124730446621,
"5": 0.005114737091898571,
"10": 0.011036098803818478
}
},
{
"topN": 2,
"ticker": "HAL",
"hitRates": {
"1": 0.4954954954954955,
"5": 0.42342342342342343,
"10": 0.46846846846846846
},
"hitRate1D": 0.4954954954954955,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.13758518971865885,
"eligibleDays": 375,
"fitnessScore": -0.0538084790280732,
"lookbackDays": 14,
"returnLift1D": -0.0010393911570846968,
"hitRateLift1D": -0.01917117117117123,
"portfolioSize": 2,
"activationRate": 0.296,
"activationCount": 111,
"baselineHitRates": {
"1": 0.5146666666666667,
"5": 0.5417789757412399,
"10": 0.5683060109289617
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.14285361926385096,
"avgForwardReturns": {
"1": -0.00019137868404003463,
"5": -0.005202418876397468,
"10": -0.010668583775545505
},
"shadowMaxDrawdown": -0.2682019682349922,
"shadowTotalReturn": -0.06895287394893856,
"avgForwardReturn1D": -0.00019137868404003463,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-28",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16"
],
"horizonObservationCounts": {
"1": 111,
"5": 111,
"10": 111
},
"baselineAvgForwardReturns": {
"1": 0.0008480124730446621,
"5": 0.005114737091898571,
"10": 0.011036098803818478
}
},
{
"topN": 2,
"ticker": "HAL",
"hitRates": {
"1": 0.5181818181818182,
"5": 0.42727272727272725,
"10": 0.4909090909090909
},
"hitRate1D": 0.5181818181818182,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.12651248227430448,
"eligibleDays": 368,
"fitnessScore": -0.07507362966504005,
"lookbackDays": 21,
"returnLift1D": -0.0016575357649176508,
"hitRateLift1D": -0.0035573122529644063,
"portfolioSize": 2,
"activationRate": 0.29891304347826086,
"activationCount": 110,
"baselineHitRates": {
"1": 0.5217391304347826,
"5": 0.5521978021978022,
"10": 0.5766016713091922
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.26100776545712995,
"avgForwardReturns": {
"1": -0.000545747228637793,
"5": -0.0069214818716636164,
"10": 0.0009314427777058831
},
"shadowMaxDrawdown": -0.2672045643167279,
"shadowTotalReturn": -0.10666341444525451,
"avgForwardReturn1D": -0.000545747228637793,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-06-12",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 110,
"5": 110,
"10": 110
},
"baselineAvgForwardReturns": {
"1": 0.0011117885362798578,
"5": 0.005942526250772085,
"10": 0.011961879918779044
}
},
{
"topN": 3,
"ticker": "HAL",
"hitRates": {
"1": 0.5,
"5": 0.47183098591549294,
"10": 0.5
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.10239955577134047,
"eligibleDays": 368,
"fitnessScore": -0.1275853841549928,
"lookbackDays": 21,
"returnLift1D": -0.0017779657992519887,
"hitRateLift1D": -0.021739130434782594,
"portfolioSize": 3,
"activationRate": 0.3858695652173913,
"activationCount": 142,
"baselineHitRates": {
"1": 0.5217391304347826,
"5": 0.5521978021978022,
"10": 0.5766016713091922
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.334570110690317,
"avgForwardReturns": {
"1": -0.0006661772629721309,
"5": -0.00446777288540842,
"10": 0.0033425555706240472
},
"shadowMaxDrawdown": -0.32673745570407986,
"shadowTotalReturn": -0.14677035327610954,
"avgForwardReturn1D": -0.0006661772629721309,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20"
],
"horizonObservationCounts": {
"1": 142,
"5": 142,
"10": 142
},
"baselineAvgForwardReturns": {
"1": 0.0011117885362798578,
"5": 0.005942526250772085,
"10": 0.011961879918779044
}
}
],
"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": 0.2643180636729405,
"fitnessScore": 0.12479816402403578,
"lookbackDays": 14,
"returnLift1D": -0.000331259219262655,
"activationRate": 0.36533333333333334,
"activationCount": 137,
"sampleConfidence": 0.9990267639902677,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.012465237306403143,
"avgForwardReturn1D": 0.0005167532537820071
},
{
"comboQuality": 0.17433438363848153,
"fitnessScore": 0.00785277289091943,
"lookbackDays": 21,
"returnLift1D": -0.0012734928012957188,
"activationRate": 0.45652173913043476,
"activationCount": 168,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.09319274927725407,
"avgForwardReturn1D": -0.00016170426501586104
},
{
"comboQuality": 0.3963434283802948,
"fitnessScore": 0.25744063917380355,
"lookbackDays": 30,
"returnLift1D": -0.0002712116804185204,
"activationRate": 0.47075208913649025,
"activationCount": 169,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.07460220288960806,
"avgForwardReturn1D": 0.0007927416144793443
},
{
"comboQuality": 0.5835197318883376,
"fitnessScore": 0.4241926201686697,
"lookbackDays": 45,
"returnLift1D": -0.00015693826685834068,
"activationRate": 0.5290697674418605,
"activationCount": 182,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.15124082765655977,
"avgForwardReturn1D": 0.0010674125758247776
},
{
"comboQuality": 0.9219597387451204,
"fitnessScore": 0.8932408722057763,
"lookbackDays": 63,
"returnLift1D": 0.000699083188203709,
"activationRate": 0.5552147239263804,
"activationCount": 181,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.44874009172690066,
"avgForwardReturn1D": 0.0022830160207453383
}
],
"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": "735782f61cf2b93c5b8f9653c34a1a3507051b93679c012562843b6e2ab33dac",
"size": 13,
"members": [
"HAL",
"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."
}