Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ILMN"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "ILMN",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 3,
"ticker": "ILMN",
"hitRates": {
"1": 0.625,
"5": 0.6590909090909091,
"10": 0.8717948717948718
},
"hitRate1D": 0.625,
"comboQuality": 0.8818294041392385,
"eligibleDays": 339,
"fitnessScore": 0.792171248181165,
"lookbackDays": 21,
"returnLift1D": 0.001389142533399286,
"hitRateLift1D": -0.013554216867469826,
"activationRate": 0.1415929203539823,
"activationCount": 48,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9819444444444445,
"shadowSharpeLike": 1.6957330771714174,
"avgForwardReturns": {
"1": 0.007496832775513387,
"5": 0.031298656867712604,
"10": 0.06543945004478961
},
"shadowMaxDrawdown": -0.09991185920218348,
"shadowTotalReturn": 0.4074133140705869,
"avgForwardReturn1D": 0.007496832775513387,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-12",
"2026-05-13",
"2026-05-14",
"2026-05-15",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-05-28",
"2026-05-29"
],
"horizonObservationCounts": {
"1": 48,
"5": 44,
"10": 39
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.8818294041392385,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.5658459132169575,
"bestRawFitnessScore": 0.792171248181165,
"upperQuartileComboQuality": 0.8211119988370148
},
"algorithmFit": {
"label": "good",
"score": 0.6601169565863596,
"rawScore": 0.7081226911991867,
"confidence": 0.864414076234358,
"bestProfile": {
"topN": 3,
"lookbackDays": 21
},
"profileBreadth": 0.47672493948456707,
"recommendedRegion": {
"topNs": [
3,
4,
5
],
"lookbackDays": [
21,
30
]
},
"parameterStability": 0.7211595779113211,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "ILMN",
"hitRates": {
"1": 0.625,
"5": 0.6590909090909091,
"10": 0.8717948717948718
},
"hitRate1D": 0.625,
"comboQuality": 0.8818294041392385,
"eligibleDays": 339,
"fitnessScore": 0.792171248181165,
"lookbackDays": 21,
"returnLift1D": 0.001389142533399286,
"hitRateLift1D": -0.013554216867469826,
"activationRate": 0.1415929203539823,
"activationCount": 48,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9819444444444445,
"shadowSharpeLike": 1.6957330771714174,
"avgForwardReturns": {
"1": 0.007496832775513387,
"5": 0.031298656867712604,
"10": 0.06543945004478961
},
"shadowMaxDrawdown": -0.09991185920218348,
"shadowTotalReturn": 0.4074133140705869,
"avgForwardReturn1D": 0.007496832775513387,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-12",
"2026-05-13",
"2026-05-14",
"2026-05-15",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-05-28",
"2026-05-29"
],
"horizonObservationCounts": {
"1": 48,
"5": 44,
"10": 39
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 4,
"ticker": "ILMN",
"hitRates": {
"1": 0.6274509803921569,
"5": 0.6808510638297872,
"10": 0.8809523809523809
},
"hitRate1D": 0.6274509803921569,
"comboQuality": 0.8777670124446816,
"eligibleDays": 339,
"fitnessScore": 0.7837194926175476,
"lookbackDays": 21,
"returnLift1D": 0.000844063912433652,
"hitRateLift1D": -0.011103236475312972,
"activationRate": 0.1504424778761062,
"activationCount": 51,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9830065359477125,
"shadowSharpeLike": 1.6731985298494925,
"avgForwardReturns": {
"1": 0.006951754154547753,
"5": 0.031598787986140846,
"10": 0.07128374360268816
},
"shadowMaxDrawdown": -0.0999118592021837,
"shadowTotalReturn": 0.40130914345350965,
"avgForwardReturn1D": 0.006951754154547753,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-12",
"2026-05-13",
"2026-05-14",
"2026-05-15",
"2026-05-18",
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26"
],
"horizonObservationCounts": {
"1": 51,
"5": 47,
"10": 42
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 5,
"ticker": "ILMN",
"hitRates": {
"1": 0.6274509803921569,
"5": 0.6808510638297872,
"10": 0.8809523809523809
},
"hitRate1D": 0.6274509803921569,
"comboQuality": 0.8777670124446816,
"eligibleDays": 339,
"fitnessScore": 0.7837194926175476,
"lookbackDays": 21,
"returnLift1D": 0.000844063912433652,
"hitRateLift1D": -0.011103236475312972,
"activationRate": 0.1504424778761062,
"activationCount": 51,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9830065359477125,
"shadowSharpeLike": 1.6731985298494925,
"avgForwardReturns": {
"1": 0.006951754154547753,
"5": 0.031598787986140846,
"10": 0.07128374360268816
},
"shadowMaxDrawdown": -0.0999118592021837,
"shadowTotalReturn": 0.40130914345350965,
"avgForwardReturn1D": 0.006951754154547753,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-12",
"2026-05-13",
"2026-05-14",
"2026-05-15",
"2026-05-18",
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26"
],
"horizonObservationCounts": {
"1": 51,
"5": 47,
"10": 42
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 3,
"ticker": "ILMN",
"hitRates": {
"1": 0.5952380952380952,
"5": 0.6842105263157895,
"10": 0.8484848484848485
},
"hitRate1D": 0.5952380952380952,
"comboQuality": 0.8211119988370148,
"eligibleDays": 330,
"fitnessScore": 0.6852579119001266,
"lookbackDays": 30,
"returnLift1D": 0.0015059728173871896,
"hitRateLift1D": -0.04331612162937459,
"activationRate": 0.12727272727272726,
"activationCount": 42,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9793650793650794,
"shadowSharpeLike": 1.5864845590931154,
"avgForwardReturns": {
"1": 0.007613663059501291,
"5": 0.032013928448135436,
"10": 0.05865422527478885
},
"shadowMaxDrawdown": -0.0999118592021837,
"shadowTotalReturn": 0.355046213137016,
"avgForwardReturn1D": 0.007613663059501291,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-26",
"2026-05-27",
"2026-05-28",
"2026-05-29",
"2026-06-01",
"2026-06-02",
"2026-06-03",
"2026-06-04",
"2026-06-05",
"2026-06-08"
],
"horizonObservationCounts": {
"1": 42,
"5": 38,
"10": 33
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 4,
"ticker": "ILMN",
"hitRates": {
"1": 0.5952380952380952,
"5": 0.6842105263157895,
"10": 0.8484848484848485
},
"hitRate1D": 0.5952380952380952,
"comboQuality": 0.8211119988370148,
"eligibleDays": 330,
"fitnessScore": 0.6852579119001266,
"lookbackDays": 30,
"returnLift1D": 0.0015059728173871896,
"hitRateLift1D": -0.04331612162937459,
"activationRate": 0.12727272727272726,
"activationCount": 42,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9793650793650794,
"shadowSharpeLike": 1.5864845590931154,
"avgForwardReturns": {
"1": 0.007613663059501291,
"5": 0.032013928448135436,
"10": 0.05865422527478885
},
"shadowMaxDrawdown": -0.0999118592021837,
"shadowTotalReturn": 0.355046213137016,
"avgForwardReturn1D": 0.007613663059501291,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-26",
"2026-05-27",
"2026-05-28",
"2026-05-29",
"2026-06-01",
"2026-06-02",
"2026-06-03",
"2026-06-04",
"2026-06-05",
"2026-06-08"
],
"horizonObservationCounts": {
"1": 42,
"5": 38,
"10": 33
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 5,
"ticker": "ILMN",
"hitRates": {
"1": 0.5952380952380952,
"5": 0.6842105263157895,
"10": 0.8484848484848485
},
"hitRate1D": 0.5952380952380952,
"comboQuality": 0.8211119988370148,
"eligibleDays": 330,
"fitnessScore": 0.6852579119001266,
"lookbackDays": 30,
"returnLift1D": 0.0015059728173871896,
"hitRateLift1D": -0.04331612162937459,
"activationRate": 0.12727272727272726,
"activationCount": 42,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9793650793650794,
"shadowSharpeLike": 1.5864845590931154,
"avgForwardReturns": {
"1": 0.007613663059501291,
"5": 0.032013928448135436,
"10": 0.05865422527478885
},
"shadowMaxDrawdown": -0.0999118592021837,
"shadowTotalReturn": 0.355046213137016,
"avgForwardReturn1D": 0.007613663059501291,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-26",
"2026-05-27",
"2026-05-28",
"2026-05-29",
"2026-06-01",
"2026-06-02",
"2026-06-03",
"2026-06-04",
"2026-06-05",
"2026-06-08"
],
"horizonObservationCounts": {
"1": 42,
"5": 38,
"10": 33
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 4,
"ticker": "ILMN",
"hitRates": {
"1": 0.6037735849056604,
"5": 0.6938775510204082,
"10": 0.8636363636363636
},
"hitRate1D": 0.6037735849056604,
"comboQuality": 0.7331127366817035,
"eligibleDays": 352,
"fitnessScore": 0.5723040946143226,
"lookbackDays": 14,
"returnLift1D": -0.0010815797697478905,
"hitRateLift1D": -0.03478063196180947,
"activationRate": 0.15056818181818182,
"activationCount": 53,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9836477987421384,
"shadowSharpeLike": 1.2956770131997628,
"avgForwardReturns": {
"1": 0.005026110472366211,
"5": 0.02784251921206059,
"10": 0.057977183901728076
},
"shadowMaxDrawdown": -0.11158753112750308,
"shadowTotalReturn": 0.2838946532447757,
"avgForwardReturn1D": 0.005026110472366211,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-04",
"2026-05-05",
"2026-05-06",
"2026-05-07",
"2026-05-08",
"2026-05-11",
"2026-05-12",
"2026-05-13",
"2026-05-14",
"2026-05-15"
],
"horizonObservationCounts": {
"1": 53,
"5": 49,
"10": 44
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 5,
"ticker": "ILMN",
"hitRates": {
"1": 0.6037735849056604,
"5": 0.6938775510204082,
"10": 0.8636363636363636
},
"hitRate1D": 0.6037735849056604,
"comboQuality": 0.7331127366817035,
"eligibleDays": 352,
"fitnessScore": 0.5723040946143226,
"lookbackDays": 14,
"returnLift1D": -0.0010815797697478905,
"hitRateLift1D": -0.03478063196180947,
"activationRate": 0.15056818181818182,
"activationCount": 53,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9836477987421384,
"shadowSharpeLike": 1.2956770131997628,
"avgForwardReturns": {
"1": 0.005026110472366211,
"5": 0.02784251921206059,
"10": 0.057977183901728076
},
"shadowMaxDrawdown": -0.11158753112750308,
"shadowTotalReturn": 0.2838946532447757,
"avgForwardReturn1D": 0.005026110472366211,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-04",
"2026-05-05",
"2026-05-06",
"2026-05-07",
"2026-05-08",
"2026-05-11",
"2026-05-12",
"2026-05-13",
"2026-05-14",
"2026-05-15"
],
"horizonObservationCounts": {
"1": 53,
"5": 49,
"10": 44
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 2,
"ticker": "ILMN",
"hitRates": {
"1": 0.5641025641025641,
"5": 0.7142857142857143,
"10": 0.8333333333333334
},
"hitRate1D": 0.5641025641025641,
"comboQuality": 0.6781794261468429,
"eligibleDays": 339,
"fitnessScore": 0.5139918999587061,
"lookbackDays": 21,
"returnLift1D": 0.00044378237181072824,
"hitRateLift1D": -0.07445165276490573,
"activationRate": 0.11504424778761062,
"activationCount": 39,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9777777777777779,
"shadowSharpeLike": 1.286239841220099,
"avgForwardReturns": {
"1": 0.006551472613924829,
"5": 0.0322110382698534,
"10": 0.05998131922400394
},
"shadowMaxDrawdown": -0.0999118592021836,
"shadowTotalReturn": 0.26957036578545046,
"avgForwardReturn1D": 0.006551472613924829,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-26",
"2026-05-28",
"2026-05-29",
"2026-06-01",
"2026-06-04",
"2026-06-05",
"2026-06-08",
"2026-06-09",
"2026-06-10",
"2026-06-11"
],
"horizonObservationCounts": {
"1": 39,
"5": 35,
"10": 30
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 3,
"ticker": "ILMN",
"hitRates": {
"1": 0.5957446808510638,
"5": 0.6511627906976745,
"10": 0.8421052631578947
},
"hitRate1D": 0.5957446808510638,
"comboQuality": 0.5818369219164607,
"eligibleDays": 352,
"fitnessScore": 0.4226701162392514,
"lookbackDays": 14,
"returnLift1D": -0.0020923210948477315,
"hitRateLift1D": -0.042809536016406025,
"activationRate": 0.13352272727272727,
"activationCount": 47,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9815602836879433,
"shadowSharpeLike": 0.9716843884188016,
"avgForwardReturns": {
"1": 0.00401536914726637,
"5": 0.025076827871947656,
"10": 0.05742054528276968
},
"shadowMaxDrawdown": -0.0999118592021836,
"shadowTotalReturn": 0.18792488357330583,
"avgForwardReturn1D": 0.00401536914726637,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-07",
"2026-05-08",
"2026-05-12",
"2026-05-13",
"2026-05-14",
"2026-05-15",
"2026-05-18",
"2026-05-19",
"2026-05-20",
"2026-05-21"
],
"horizonObservationCounts": {
"1": 47,
"5": 43,
"10": 38
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 3,
"ticker": "ILMN",
"hitRates": {
"1": 0.5185185185185185,
"5": 0.7391304347826086,
"10": 0.8888888888888888
},
"hitRate1D": 0.5185185185185185,
"comboQuality": 0.5498549045174542,
"eligibleDays": 315,
"fitnessScore": 0.3940185830161131,
"lookbackDays": 45,
"returnLift1D": 0.0008529046485979963,
"hitRateLift1D": -0.12003569834895134,
"activationRate": 0.08571428571428572,
"activationCount": 27,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9679012345679013,
"shadowSharpeLike": 1.3951161347080698,
"avgForwardReturns": {
"1": 0.0069605948907120975,
"5": 0.03656519439319757,
"10": 0.06870207077946819
},
"shadowMaxDrawdown": -0.04780978791146673,
"shadowTotalReturn": 0.1976311656561096,
"avgForwardReturn1D": 0.0069605948907120975,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-16",
"2026-06-17",
"2026-06-18",
"2026-06-22",
"2026-06-23",
"2026-06-24",
"2026-06-25",
"2026-06-26",
"2026-06-29",
"2026-06-30"
],
"horizonObservationCounts": {
"1": 27,
"5": 23,
"10": 18
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 4,
"ticker": "ILMN",
"hitRates": {
"1": 0.5185185185185185,
"5": 0.7391304347826086,
"10": 0.8888888888888888
},
"hitRate1D": 0.5185185185185185,
"comboQuality": 0.5498549045174542,
"eligibleDays": 315,
"fitnessScore": 0.3940185830161131,
"lookbackDays": 45,
"returnLift1D": 0.0008529046485979963,
"hitRateLift1D": -0.12003569834895134,
"activationRate": 0.08571428571428572,
"activationCount": 27,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9679012345679013,
"shadowSharpeLike": 1.3951161347080698,
"avgForwardReturns": {
"1": 0.0069605948907120975,
"5": 0.03656519439319757,
"10": 0.06870207077946819
},
"shadowMaxDrawdown": -0.04780978791146673,
"shadowTotalReturn": 0.1976311656561096,
"avgForwardReturn1D": 0.0069605948907120975,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-16",
"2026-06-17",
"2026-06-18",
"2026-06-22",
"2026-06-23",
"2026-06-24",
"2026-06-25",
"2026-06-26",
"2026-06-29",
"2026-06-30"
],
"horizonObservationCounts": {
"1": 27,
"5": 23,
"10": 18
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 5,
"ticker": "ILMN",
"hitRates": {
"1": 0.5185185185185185,
"5": 0.7391304347826086,
"10": 0.8888888888888888
},
"hitRate1D": 0.5185185185185185,
"comboQuality": 0.5498549045174542,
"eligibleDays": 315,
"fitnessScore": 0.3940185830161131,
"lookbackDays": 45,
"returnLift1D": 0.0008529046485979963,
"hitRateLift1D": -0.12003569834895134,
"activationRate": 0.08571428571428572,
"activationCount": 27,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9679012345679013,
"shadowSharpeLike": 1.3951161347080698,
"avgForwardReturns": {
"1": 0.0069605948907120975,
"5": 0.03656519439319757,
"10": 0.06870207077946819
},
"shadowMaxDrawdown": -0.04780978791146673,
"shadowTotalReturn": 0.1976311656561096,
"avgForwardReturn1D": 0.0069605948907120975,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-16",
"2026-06-17",
"2026-06-18",
"2026-06-22",
"2026-06-23",
"2026-06-24",
"2026-06-25",
"2026-06-26",
"2026-06-29",
"2026-06-30"
],
"horizonObservationCounts": {
"1": 27,
"5": 23,
"10": 18
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 2,
"ticker": "ILMN",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.6551724137931034,
"10": 0.8
},
"hitRate1D": 0.5454545454545454,
"comboQuality": 0.5317762551403636,
"eligibleDays": 330,
"fitnessScore": 0.37800084294795255,
"lookbackDays": 30,
"returnLift1D": -0.00023625685107219862,
"hitRateLift1D": -0.09309967141292441,
"activationRate": 0.1,
"activationCount": 33,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9757575757575758,
"shadowSharpeLike": 1.0221864403531964,
"avgForwardReturns": {
"1": 0.0058714333910419025,
"5": 0.025237621035787576,
"10": 0.05931000244859289
},
"shadowMaxDrawdown": -0.0999118592021837,
"shadowTotalReturn": 0.19477360898570484,
"avgForwardReturn1D": 0.0058714333910419025,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-04",
"2026-06-05",
"2026-06-08",
"2026-06-09",
"2026-06-10",
"2026-06-11",
"2026-06-12",
"2026-06-15",
"2026-06-17",
"2026-06-18"
],
"horizonObservationCounts": {
"1": 33,
"5": 29,
"10": 25
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 2,
"ticker": "ILMN",
"hitRates": {
"1": 0.5217391304347826,
"5": 0.6842105263157895,
"10": 0.8571428571428571
},
"hitRate1D": 0.5217391304347826,
"comboQuality": 0.49559696346625987,
"eligibleDays": 315,
"fitnessScore": 0.3461252276893475,
"lookbackDays": 45,
"returnLift1D": 0.0008111760473365212,
"hitRateLift1D": -0.11681508643268723,
"activationRate": 0.07301587301587302,
"activationCount": 23,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9623188405797102,
"shadowSharpeLike": 1.235948105337801,
"avgForwardReturns": {
"1": 0.006918866289450622,
"5": 0.027824809281182205,
"10": 0.048043146773307
},
"shadowMaxDrawdown": -0.04780978791146728,
"shadowTotalReturn": 0.1632928981044064,
"avgForwardReturn1D": 0.006918866289450622,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-18",
"2026-06-24",
"2026-06-25",
"2026-06-26",
"2026-06-29",
"2026-06-30",
"2026-07-01",
"2026-07-02",
"2026-07-06",
"2026-07-07"
],
"horizonObservationCounts": {
"1": 23,
"5": 19,
"10": 14
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 2,
"ticker": "ILMN",
"hitRates": {
"1": 0.5897435897435898,
"5": 0.5714285714285714,
"10": 0.8387096774193549
},
"hitRate1D": 0.5897435897435898,
"comboQuality": 0.44729511663146393,
"eligibleDays": 352,
"fitnessScore": 0.3034467677066549,
"lookbackDays": 14,
"returnLift1D": -0.002839832445635666,
"hitRateLift1D": -0.04881062712388007,
"activationRate": 0.11079545454545454,
"activationCount": 39,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.9794871794871796,
"shadowSharpeLike": 0.7025351592823063,
"avgForwardReturns": {
"1": 0.003267857796478435,
"5": 0.014956424977764707,
"10": 0.04978499221051157
},
"shadowMaxDrawdown": -0.09991185920218348,
"shadowTotalReturn": 0.11846984266361082,
"avgForwardReturn1D": 0.003267857796478435,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-13",
"2026-05-14",
"2026-05-15",
"2026-05-18",
"2026-05-19",
"2026-05-20",
"2026-05-28",
"2026-05-29",
"2026-06-01",
"2026-06-02"
],
"horizonObservationCounts": {
"1": 39,
"5": 35,
"10": 31
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 2,
"ticker": "ILMN",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.6,
"10": 0
},
"hitRate1D": 0.5555555555555556,
"comboQuality": 0.29462655374853036,
"eligibleDays": 297,
"fitnessScore": 0.15793587749269525,
"lookbackDays": 63,
"returnLift1D": -0.0009966127971866292,
"hitRateLift1D": -0.08299866131191425,
"activationRate": 0.030303030303030304,
"activationCount": 9,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.722654919991169,
"shadowSharpeLike": 0.9055161043967508,
"avgForwardReturns": {
"1": 0.005111077444927472,
"5": 0.011143085507433903,
"10": 0
},
"shadowMaxDrawdown": -0.027100768685888177,
"shadowTotalReturn": 0.045444423639618536,
"avgForwardReturn1D": 0.005111077444927472,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-14",
"2026-07-15",
"2026-07-16",
"2026-07-17",
"2026-07-20",
"2026-07-21",
"2026-07-22",
"2026-07-23",
"2026-07-24"
],
"horizonObservationCounts": {
"1": 9,
"5": 5,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 3,
"ticker": "ILMN",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.6,
"10": 0
},
"hitRate1D": 0.5555555555555556,
"comboQuality": 0.29462655374853036,
"eligibleDays": 297,
"fitnessScore": 0.15793587749269525,
"lookbackDays": 63,
"returnLift1D": -0.0009966127971866292,
"hitRateLift1D": -0.08299866131191425,
"activationRate": 0.030303030303030304,
"activationCount": 9,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.722654919991169,
"shadowSharpeLike": 0.9055161043967508,
"avgForwardReturns": {
"1": 0.005111077444927472,
"5": 0.011143085507433903,
"10": 0
},
"shadowMaxDrawdown": -0.027100768685888177,
"shadowTotalReturn": 0.045444423639618536,
"avgForwardReturn1D": 0.005111077444927472,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-14",
"2026-07-15",
"2026-07-16",
"2026-07-17",
"2026-07-20",
"2026-07-21",
"2026-07-22",
"2026-07-23",
"2026-07-24"
],
"horizonObservationCounts": {
"1": 9,
"5": 5,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 4,
"ticker": "ILMN",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.6,
"10": 0
},
"hitRate1D": 0.5555555555555556,
"comboQuality": 0.29462655374853036,
"eligibleDays": 297,
"fitnessScore": 0.15793587749269525,
"lookbackDays": 63,
"returnLift1D": -0.0009966127971866292,
"hitRateLift1D": -0.08299866131191425,
"activationRate": 0.030303030303030304,
"activationCount": 9,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.722654919991169,
"shadowSharpeLike": 0.9055161043967508,
"avgForwardReturns": {
"1": 0.005111077444927472,
"5": 0.011143085507433903,
"10": 0
},
"shadowMaxDrawdown": -0.027100768685888177,
"shadowTotalReturn": 0.045444423639618536,
"avgForwardReturn1D": 0.005111077444927472,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-14",
"2026-07-15",
"2026-07-16",
"2026-07-17",
"2026-07-20",
"2026-07-21",
"2026-07-22",
"2026-07-23",
"2026-07-24"
],
"horizonObservationCounts": {
"1": 9,
"5": 5,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
},
{
"topN": 5,
"ticker": "ILMN",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.6,
"10": 0
},
"hitRate1D": 0.5555555555555556,
"comboQuality": 0.29462655374853036,
"eligibleDays": 297,
"fitnessScore": 0.15793587749269525,
"lookbackDays": 63,
"returnLift1D": -0.0009966127971866292,
"hitRateLift1D": -0.08299866131191425,
"activationRate": 0.030303030303030304,
"activationCount": 9,
"baselineHitRates": {
"1": 0.6385542168674698,
"5": 0.6666666666666666,
"10": 0.8529411764705882
},
"sampleConfidence": 0.722654919991169,
"shadowSharpeLike": 0.9055161043967508,
"avgForwardReturns": {
"1": 0.005111077444927472,
"5": 0.011143085507433903,
"10": 0
},
"shadowMaxDrawdown": -0.027100768685888177,
"shadowTotalReturn": 0.045444423639618536,
"avgForwardReturn1D": 0.005111077444927472,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-14",
"2026-07-15",
"2026-07-16",
"2026-07-17",
"2026-07-20",
"2026-07-21",
"2026-07-22",
"2026-07-23",
"2026-07-24"
],
"horizonObservationCounts": {
"1": 9,
"5": 5,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.006107690242114101,
"5": 0.027461584861861538,
"10": 0.06240389316620186
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 4,
"comboQuality": 0.7331127366817035,
"fitnessScore": 0.5723040946143226,
"lookbackDays": 14,
"returnLift1D": -0.0010815797697478905,
"activationRate": 0.15056818181818182,
"activationCount": 53,
"sampleConfidence": 0.9836477987421384,
"shadowTotalReturn": 0.2838946532447757,
"avgForwardReturn1D": 0.005026110472366211
},
{
"bestTopN": 3,
"comboQuality": 0.8818294041392385,
"fitnessScore": 0.792171248181165,
"lookbackDays": 21,
"returnLift1D": 0.001389142533399286,
"activationRate": 0.1415929203539823,
"activationCount": 48,
"sampleConfidence": 0.9819444444444445,
"shadowTotalReturn": 0.4074133140705869,
"avgForwardReturn1D": 0.007496832775513387
},
{
"bestTopN": 3,
"comboQuality": 0.8211119988370148,
"fitnessScore": 0.6852579119001266,
"lookbackDays": 30,
"returnLift1D": 0.0015059728173871896,
"activationRate": 0.12727272727272726,
"activationCount": 42,
"sampleConfidence": 0.9793650793650794,
"shadowTotalReturn": 0.355046213137016,
"avgForwardReturn1D": 0.007613663059501291
},
{
"bestTopN": 3,
"comboQuality": 0.5498549045174542,
"fitnessScore": 0.3940185830161131,
"lookbackDays": 45,
"returnLift1D": 0.0008529046485979963,
"activationRate": 0.08571428571428572,
"activationCount": 27,
"sampleConfidence": 0.9679012345679013,
"shadowTotalReturn": 0.1976311656561096,
"avgForwardReturn1D": 0.0069605948907120975
},
{
"bestTopN": 2,
"comboQuality": 0.29462655374853036,
"fitnessScore": 0.15793587749269525,
"lookbackDays": 63,
"returnLift1D": -0.0009966127971866292,
"activationRate": 0.030303030303030304,
"activationCount": 9,
"sampleConfidence": 0.722654919991169,
"shadowTotalReturn": 0.045444423639618536,
"avgForwardReturn1D": 0.005111077444927472
}
],
"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": "417932b501c217ca6a09b6e70ceb6d9872d4b326daca79e85ccb0688486f75d4",
"size": 13,
"members": [
"ILMN",
"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",
"ILMN"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "ILMN",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "ILMN",
"hitRates": {
"1": 0.5561497326203209,
"5": 0.5628415300546448,
"10": 0.7247191011235955
},
"hitRate1D": 0.5561497326203209,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9848312498883744,
"eligibleDays": 368,
"fitnessScore": 1.268111239921302,
"lookbackDays": 21,
"returnLift1D": 0.0019707057290737403,
"hitRateLift1D": 0.06430190653336432,
"portfolioSize": 4,
"activationRate": 0.5081521739130435,
"activationCount": 187,
"baselineHitRates": {
"1": 0.49184782608695654,
"5": 0.5274725274725275,
"10": 0.6462395543175488
},
"sampleConfidence": 0.9953654188948308,
"shadowSharpeLike": 1.7504728858117498,
"avgForwardReturns": {
"1": 0.0035123474066878235,
"5": 0.017151867083148933,
"10": 0.03247002702084942
},
"shadowMaxDrawdown": -0.15602577069204848,
"shadowTotalReturn": 0.8120289821625994,
"avgForwardReturn1D": 0.0035123474066878235,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-29",
"2025-06-05",
"2025-06-06",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17"
],
"horizonObservationCounts": {
"1": 187,
"5": 183,
"10": 178
},
"baselineAvgForwardReturns": {
"1": 0.0015416416776140834,
"5": 0.008206191632697608,
"10": 0.018735132238623563
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9848312498883744,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9015133510191797,
"bestRawFitnessScore": 1.268111239921302,
"upperQuartileComboQuality": 0.966405053857277
},
"algorithmFit": {
"label": "strong",
"score": 0.8838155286439044,
"rawScore": 0.9030595905849091,
"confidence": 0.9573803054822985,
"bestProfile": {
"lookbackDays": 21,
"portfolioSize": 4
},
"profileBreadth": 0.7500374648598485,
"recommendedRegion": {
"lookbackDays": [
21,
30,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.7656414961483096,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "ILMN",
"hitRates": {
"1": 0.5561497326203209,
"5": 0.5628415300546448,
"10": 0.7247191011235955
},
"hitRate1D": 0.5561497326203209,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9848312498883744,
"eligibleDays": 368,
"fitnessScore": 1.268111239921302,
"lookbackDays": 21,
"returnLift1D": 0.0019707057290737403,
"hitRateLift1D": 0.06430190653336432,
"portfolioSize": 4,
"activationRate": 0.5081521739130435,
"activationCount": 187,
"baselineHitRates": {
"1": 0.49184782608695654,
"5": 0.5274725274725275,
"10": 0.6462395543175488
},
"sampleConfidence": 0.9953654188948308,
"shadowSharpeLike": 1.7504728858117498,
"avgForwardReturns": {
"1": 0.0035123474066878235,
"5": 0.017151867083148933,
"10": 0.03247002702084942
},
"shadowMaxDrawdown": -0.15602577069204848,
"shadowTotalReturn": 0.8120289821625994,
"avgForwardReturn1D": 0.0035123474066878235,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-29",
"2025-06-05",
"2025-06-06",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17"
],
"horizonObservationCounts": {
"1": 187,
"5": 183,
"10": 178
},
"baselineAvgForwardReturns": {
"1": 0.0015416416776140834,
"5": 0.008206191632697608,
"10": 0.018735132238623563
}
},
{
"topN": 5,
"ticker": "ILMN",
"hitRates": {
"1": 0.5561497326203209,
"5": 0.5628415300546448,
"10": 0.7247191011235955
},
"hitRate1D": 0.5561497326203209,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9848312498883744,
"eligibleDays": 368,
"fitnessScore": 1.268111239921302,
"lookbackDays": 21,
"returnLift1D": 0.0019707057290737403,
"hitRateLift1D": 0.06430190653336432,
"portfolioSize": 5,
"activationRate": 0.5081521739130435,
"activationCount": 187,
"baselineHitRates": {
"1": 0.49184782608695654,
"5": 0.5274725274725275,
"10": 0.6462395543175488
},
"sampleConfidence": 0.9953654188948308,
"shadowSharpeLike": 1.7504728858117498,
"avgForwardReturns": {
"1": 0.0035123474066878235,
"5": 0.017151867083148933,
"10": 0.03247002702084942
},
"shadowMaxDrawdown": -0.15602577069204848,
"shadowTotalReturn": 0.8120289821625994,
"avgForwardReturn1D": 0.0035123474066878235,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-29",
"2025-06-05",
"2025-06-06",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17"
],
"horizonObservationCounts": {
"1": 187,
"5": 183,
"10": 178
},
"baselineAvgForwardReturns": {
"1": 0.0015416416776140834,
"5": 0.008206191632697608,
"10": 0.018735132238623563
}
},
{
"topN": 3,
"ticker": "ILMN",
"hitRates": {
"1": 0.5359116022099447,
"5": 0.536723163841808,
"10": 0.7034883720930233
},
"hitRate1D": 0.5359116022099447,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9793769550094616,
"eligibleDays": 344,
"fitnessScore": 1.1993116433776632,
"lookbackDays": 45,
"returnLift1D": 0.0006399696656855963,
"hitRateLift1D": 0.033004625465758664,
"portfolioSize": 3,
"activationRate": 0.5261627906976745,
"activationCount": 181,
"baselineHitRates": {
"1": 0.502906976744186,
"5": 0.5588235294117647,
"10": 0.6805970149253732
},
"sampleConfidence": 0.9952117863720075,
"shadowSharpeLike": 1.7355538502905081,
"avgForwardReturns": {
"1": 0.003470627163940915,
"5": 0.0160417253640403,
"10": 0.03026541216792179
},
"shadowMaxDrawdown": -0.16623938501593216,
"shadowTotalReturn": 0.7795551622648393,
"avgForwardReturn1D": 0.003470627163940915,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26"
],
"horizonObservationCounts": {
"1": 181,
"5": 177,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.002830657498255319,
"5": 0.013843501938766456,
"10": 0.027538744567394174
}
},
{
"topN": 3,
"ticker": "ILMN",
"hitRates": {
"1": 0.5517241379310345,
"5": 0.5588235294117647,
"10": 0.7151515151515152
},
"hitRate1D": 0.5517241379310345,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9724889180230614,
"eligibleDays": 368,
"fitnessScore": 1.134359350632341,
"lookbackDays": 21,
"returnLift1D": 0.001909948206308685,
"hitRateLift1D": 0.059876311844077934,
"portfolioSize": 3,
"activationRate": 0.47282608695652173,
"activationCount": 174,
"baselineHitRates": {
"1": 0.49184782608695654,
"5": 0.5274725274725275,
"10": 0.6462395543175488
},
"sampleConfidence": 0.9950191570881226,
"shadowSharpeLike": 1.6375350170695955,
"avgForwardReturns": {
"1": 0.0034515898839227684,
"5": 0.0161957984894025,
"10": 0.028281614937068295
},
"shadowMaxDrawdown": -0.16179555503251453,
"shadowTotalReturn": 0.7168943296986452,
"avgForwardReturn1D": 0.0034515898839227684,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-29",
"2025-06-05",
"2025-06-06",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17"
],
"horizonObservationCounts": {
"1": 174,
"5": 170,
"10": 165
},
"baselineAvgForwardReturns": {
"1": 0.0015416416776140834,
"5": 0.008206191632697608,
"10": 0.018735132238623563
}
},
{
"topN": 4,
"ticker": "ILMN",
"hitRates": {
"1": 0.532608695652174,
"5": 0.5388888888888889,
"10": 0.7028571428571428
},
"hitRate1D": 0.532608695652174,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.966405053857277,
"eligibleDays": 344,
"fitnessScore": 1.089025630970135,
"lookbackDays": 45,
"returnLift1D": 0.00030862931844749617,
"hitRateLift1D": 0.029701718907987895,
"portfolioSize": 4,
"activationRate": 0.5348837209302325,
"activationCount": 184,
"baselineHitRates": {
"1": 0.502906976744186,
"5": 0.5588235294117647,
"10": 0.6805970149253732
},
"sampleConfidence": 0.9952898550724638,
"shadowSharpeLike": 1.5607164585549587,
"avgForwardReturns": {
"1": 0.003139286816702815,
"5": 0.015601805031003661,
"10": 0.02955742096433048
},
"shadowMaxDrawdown": -0.16623938501593216,
"shadowTotalReturn": 0.6883678672954063,
"avgForwardReturn1D": 0.003139286816702815,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26"
],
"horizonObservationCounts": {
"1": 184,
"5": 180,
"10": 175
},
"baselineAvgForwardReturns": {
"1": 0.002830657498255319,
"5": 0.013843501938766456,
"10": 0.027538744567394174
}
},
{
"topN": 5,
"ticker": "ILMN",
"hitRates": {
"1": 0.532608695652174,
"5": 0.5388888888888889,
"10": 0.7028571428571428
},
"hitRate1D": 0.532608695652174,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.966405053857277,
"eligibleDays": 344,
"fitnessScore": 1.089025630970135,
"lookbackDays": 45,
"returnLift1D": 0.00030862931844749617,
"hitRateLift1D": 0.029701718907987895,
"portfolioSize": 5,
"activationRate": 0.5348837209302325,
"activationCount": 184,
"baselineHitRates": {
"1": 0.502906976744186,
"5": 0.5588235294117647,
"10": 0.6805970149253732
},
"sampleConfidence": 0.9952898550724638,
"shadowSharpeLike": 1.5607164585549587,
"avgForwardReturns": {
"1": 0.003139286816702815,
"5": 0.015601805031003661,
"10": 0.02955742096433048
},
"shadowMaxDrawdown": -0.16623938501593216,
"shadowTotalReturn": 0.6883678672954063,
"avgForwardReturn1D": 0.003139286816702815,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26"
],
"horizonObservationCounts": {
"1": 184,
"5": 180,
"10": 175
},
"baselineAvgForwardReturns": {
"1": 0.002830657498255319,
"5": 0.013843501938766456,
"10": 0.027538744567394174
}
},
{
"topN": 2,
"ticker": "ILMN",
"hitRates": {
"1": 0.5586206896551724,
"5": 0.5531914893617021,
"10": 0.7058823529411765
},
"hitRate1D": 0.5586206896551724,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9262216869967258,
"eligibleDays": 368,
"fitnessScore": 0.9066107320667935,
"lookbackDays": 21,
"returnLift1D": 0.001757556650843581,
"hitRateLift1D": 0.06677286356821588,
"portfolioSize": 2,
"activationRate": 0.39402173913043476,
"activationCount": 145,
"baselineHitRates": {
"1": 0.49184782608695654,
"5": 0.5274725274725275,
"10": 0.6462395543175488
},
"sampleConfidence": 0.9940229885057472,
"shadowSharpeLike": 1.4356674236850462,
"avgForwardReturns": {
"1": 0.0032991983284576644,
"5": 0.01670564998950955,
"10": 0.02955570277180036
},
"shadowMaxDrawdown": -0.12475557675008886,
"shadowTotalReturn": 0.528057307904598,
"avgForwardReturn1D": 0.0032991983284576644,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-05",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 145,
"5": 141,
"10": 136
},
"baselineAvgForwardReturns": {
"1": 0.0015416416776140834,
"5": 0.008206191632697608,
"10": 0.018735132238623563
}
},
{
"topN": 4,
"ticker": "ILMN",
"hitRates": {
"1": 0.5114942528735632,
"5": 0.5,
"10": 0.6606060606060606
},
"hitRate1D": 0.5114942528735632,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.909771621248361,
"eligibleDays": 326,
"fitnessScore": 0.8583869129812426,
"lookbackDays": 63,
"returnLift1D": -0.0005814493311423617,
"hitRateLift1D": -0.0038431704393202537,
"portfolioSize": 4,
"activationRate": 0.5337423312883436,
"activationCount": 174,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5714285714285714,
"10": 0.7129337539432177
},
"sampleConfidence": 0.9950191570881226,
"shadowSharpeLike": 1.3425921586090628,
"avgForwardReturns": {
"1": 0.00274758901319453,
"5": 0.011074235588587375,
"10": 0.020879492170032404
},
"shadowMaxDrawdown": -0.1984680791293053,
"shadowTotalReturn": 0.5306007757430051,
"avgForwardReturn1D": 0.00274758901319453,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-26",
"2025-06-27",
"2025-06-30",
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10"
],
"horizonObservationCounts": {
"1": 174,
"5": 170,
"10": 165
},
"baselineAvgForwardReturns": {
"1": 0.0033290383443368918,
"5": 0.016620881587281026,
"10": 0.03329978395538649
}
},
{
"topN": 5,
"ticker": "ILMN",
"hitRates": {
"1": 0.5114942528735632,
"5": 0.5,
"10": 0.6606060606060606
},
"hitRate1D": 0.5114942528735632,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.909771621248361,
"eligibleDays": 326,
"fitnessScore": 0.8583869129812426,
"lookbackDays": 63,
"returnLift1D": -0.0005814493311423617,
"hitRateLift1D": -0.0038431704393202537,
"portfolioSize": 5,
"activationRate": 0.5337423312883436,
"activationCount": 174,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5714285714285714,
"10": 0.7129337539432177
},
"sampleConfidence": 0.9950191570881226,
"shadowSharpeLike": 1.3425921586090628,
"avgForwardReturns": {
"1": 0.00274758901319453,
"5": 0.011074235588587375,
"10": 0.020879492170032404
},
"shadowMaxDrawdown": -0.1984680791293053,
"shadowTotalReturn": 0.5306007757430051,
"avgForwardReturn1D": 0.00274758901319453,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-26",
"2025-06-27",
"2025-06-30",
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10"
],
"horizonObservationCounts": {
"1": 174,
"5": 170,
"10": 165
},
"baselineAvgForwardReturns": {
"1": 0.0033290383443368918,
"5": 0.016620881587281026,
"10": 0.03329978395538649
}
},
{
"topN": 3,
"ticker": "ILMN",
"hitRates": {
"1": 0.5207100591715976,
"5": 0.509090909090909,
"10": 0.68125
},
"hitRate1D": 0.5207100591715976,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9051779745520078,
"eligibleDays": 326,
"fitnessScore": 0.8463485698830078,
"lookbackDays": 63,
"returnLift1D": -0.0005489890434399172,
"hitRateLift1D": 0.00537263585871417,
"portfolioSize": 3,
"activationRate": 0.5184049079754601,
"activationCount": 169,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5714285714285714,
"10": 0.7129337539432177
},
"sampleConfidence": 0.9948717948717949,
"shadowSharpeLike": 1.3349384104788478,
"avgForwardReturns": {
"1": 0.0027800493008969746,
"5": 0.013372047696232306,
"10": 0.02341076631475753
},
"shadowMaxDrawdown": -0.21423694258979542,
"shadowTotalReturn": 0.5209278135202482,
"avgForwardReturn1D": 0.0027800493008969746,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-26",
"2025-06-27",
"2025-06-30",
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10"
],
"horizonObservationCounts": {
"1": 169,
"5": 165,
"10": 160
},
"baselineAvgForwardReturns": {
"1": 0.0033290383443368918,
"5": 0.016620881587281026,
"10": 0.03329978395538649
}
},
{
"topN": 3,
"ticker": "ILMN",
"hitRates": {
"1": 0.521978021978022,
"5": 0.5449438202247191,
"10": 0.7456647398843931
},
"hitRate1D": 0.521978021978022,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8978487274863518,
"eligibleDays": 359,
"fitnessScore": 0.8281803005554575,
"lookbackDays": 30,
"returnLift1D": 0.0003124850606345121,
"hitRateLift1D": 0.02337077963818912,
"portfolioSize": 3,
"activationRate": 0.5069637883008357,
"activationCount": 182,
"baselineHitRates": {
"1": 0.4986072423398329,
"5": 0.5380281690140845,
"10": 0.6628571428571428
},
"sampleConfidence": 0.9952380952380953,
"shadowSharpeLike": 1.248377489637792,
"avgForwardReturns": {
"1": 0.0026138437895386313,
"5": 0.013505504887704302,
"10": 0.0327816350794123
},
"shadowMaxDrawdown": -0.24021252903362345,
"shadowTotalReturn": 0.5168204813041248,
"avgForwardReturn1D": 0.0026138437895386313,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-02",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 182,
"5": 178,
"10": 173
},
"baselineAvgForwardReturns": {
"1": 0.0023013587289041192,
"5": 0.0111650125327158,
"10": 0.023301830076745057
}
},
{
"topN": 2,
"ticker": "ILMN",
"hitRates": {
"1": 0.5149253731343284,
"5": 0.47692307692307695,
"10": 0.648
},
"hitRate1D": 0.5149253731343284,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.8483650763134425,
"eligibleDays": 344,
"fitnessScore": 0.728803753606149,
"lookbackDays": 45,
"returnLift1D": 0.0002758365375525678,
"hitRateLift1D": 0.01201839639014235,
"portfolioSize": 2,
"activationRate": 0.38953488372093026,
"activationCount": 134,
"baselineHitRates": {
"1": 0.502906976744186,
"5": 0.5588235294117647,
"10": 0.6805970149253732
},
"sampleConfidence": 0.9935323383084578,
"shadowSharpeLike": 1.2740841946044463,
"avgForwardReturns": {
"1": 0.0031064940358078866,
"5": 0.00942728724734589,
"10": 0.014974309435678214
},
"shadowMaxDrawdown": -0.15092126329018762,
"shadowTotalReturn": 0.4495118671224785,
"avgForwardReturn1D": 0.0031064940358078866,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-20",
"2025-06-24",
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11"
],
"horizonObservationCounts": {
"1": 134,
"5": 130,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.002830657498255319,
"5": 0.013843501938766456,
"10": 0.027538744567394174
}
},
{
"topN": 4,
"ticker": "ILMN",
"hitRates": {
"1": 0.5106382978723404,
"5": 0.5380434782608695,
"10": 0.7430167597765364
},
"hitRate1D": 0.5106382978723404,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8267245568463181,
"eligibleDays": 359,
"fitnessScore": 0.6937696000562624,
"lookbackDays": 30,
"returnLift1D": -0.00011371483547467989,
"hitRateLift1D": 0.012031055532507495,
"portfolioSize": 4,
"activationRate": 0.5236768802228412,
"activationCount": 188,
"baselineHitRates": {
"1": 0.4986072423398329,
"5": 0.5380281690140845,
"10": 0.6628571428571428
},
"sampleConfidence": 0.9953900709219858,
"shadowSharpeLike": 1.048646987206747,
"avgForwardReturns": {
"1": 0.0021876438934294393,
"5": 0.01304324333306383,
"10": 0.03195361510990187
},
"shadowMaxDrawdown": -0.256936092206547,
"shadowTotalReturn": 0.4186326510977876,
"avgForwardReturn1D": 0.0021876438934294393,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 188,
"5": 184,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.0023013587289041192,
"5": 0.0111650125327158,
"10": 0.023301830076745057
}
},
{
"topN": 5,
"ticker": "ILMN",
"hitRates": {
"1": 0.5106382978723404,
"5": 0.5380434782608695,
"10": 0.7430167597765364
},
"hitRate1D": 0.5106382978723404,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8267245568463181,
"eligibleDays": 359,
"fitnessScore": 0.6937696000562624,
"lookbackDays": 30,
"returnLift1D": -0.00011371483547467989,
"hitRateLift1D": 0.012031055532507495,
"portfolioSize": 5,
"activationRate": 0.5236768802228412,
"activationCount": 188,
"baselineHitRates": {
"1": 0.4986072423398329,
"5": 0.5380281690140845,
"10": 0.6628571428571428
},
"sampleConfidence": 0.9953900709219858,
"shadowSharpeLike": 1.048646987206747,
"avgForwardReturns": {
"1": 0.0021876438934294393,
"5": 0.01304324333306383,
"10": 0.03195361510990187
},
"shadowMaxDrawdown": -0.256936092206547,
"shadowTotalReturn": 0.4186326510977876,
"avgForwardReturn1D": 0.0021876438934294393,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 188,
"5": 184,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.0023013587289041192,
"5": 0.0111650125327158,
"10": 0.023301830076745057
}
},
{
"topN": 2,
"ticker": "ILMN",
"hitRates": {
"1": 0.5244755244755245,
"5": 0.539568345323741,
"10": 0.7313432835820896
},
"hitRate1D": 0.5244755244755245,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.7195080738194004,
"eligibleDays": 359,
"fitnessScore": 0.5572450174996437,
"lookbackDays": 30,
"returnLift1D": 0.00003265786385242726,
"hitRateLift1D": 0.02586828213569159,
"portfolioSize": 2,
"activationRate": 0.3983286908077994,
"activationCount": 143,
"baselineHitRates": {
"1": 0.4986072423398329,
"5": 0.5380281690140845,
"10": 0.6628571428571428
},
"sampleConfidence": 0.993939393939394,
"shadowSharpeLike": 0.9631168152583682,
"avgForwardReturns": {
"1": 0.0023340165927565465,
"5": 0.01521662358796929,
"10": 0.029702627832476933
},
"shadowMaxDrawdown": -0.24745173059779557,
"shadowTotalReturn": 0.33129175861828486,
"avgForwardReturn1D": 0.0023340165927565465,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27"
],
"horizonObservationCounts": {
"1": 143,
"5": 139,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0023013587289041192,
"5": 0.0111650125327158,
"10": 0.023301830076745057
}
},
{
"topN": 4,
"ticker": "ILMN",
"hitRates": {
"1": 0.4891304347826087,
"5": 0.4888888888888889,
"10": 0.6857142857142857
},
"hitRate1D": 0.4891304347826087,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6093104937824144,
"eligibleDays": 375,
"fitnessScore": 0.447771264143876,
"lookbackDays": 14,
"returnLift1D": 0.0003309528750068246,
"hitRateLift1D": -0.001536231884057937,
"portfolioSize": 4,
"activationRate": 0.49066666666666664,
"activationCount": 184,
"baselineHitRates": {
"1": 0.49066666666666664,
"5": 0.5175202156334232,
"10": 0.6338797814207651
},
"sampleConfidence": 0.9952898550724638,
"shadowSharpeLike": 0.6220352290360045,
"avgForwardReturns": {
"1": 0.0017728012550385574,
"5": 0.007693146802356241,
"10": 0.024582595705576214
},
"shadowMaxDrawdown": -0.2649728554244193,
"shadowTotalReturn": 0.25293963904987105,
"avgForwardReturn1D": 0.0017728012550385574,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-05-01",
"2025-05-21",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 184,
"5": 180,
"10": 175
},
"baselineAvgForwardReturns": {
"1": 0.0014418483800317328,
"5": 0.006830763425545324,
"10": 0.014407579230903305
}
},
{
"topN": 5,
"ticker": "ILMN",
"hitRates": {
"1": 0.4891304347826087,
"5": 0.4888888888888889,
"10": 0.6857142857142857
},
"hitRate1D": 0.4891304347826087,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6093104937824144,
"eligibleDays": 375,
"fitnessScore": 0.447771264143876,
"lookbackDays": 14,
"returnLift1D": 0.0003309528750068246,
"hitRateLift1D": -0.001536231884057937,
"portfolioSize": 5,
"activationRate": 0.49066666666666664,
"activationCount": 184,
"baselineHitRates": {
"1": 0.49066666666666664,
"5": 0.5175202156334232,
"10": 0.6338797814207651
},
"sampleConfidence": 0.9952898550724638,
"shadowSharpeLike": 0.6220352290360045,
"avgForwardReturns": {
"1": 0.0017728012550385574,
"5": 0.007693146802356241,
"10": 0.024582595705576214
},
"shadowMaxDrawdown": -0.2649728554244193,
"shadowTotalReturn": 0.25293963904987105,
"avgForwardReturn1D": 0.0017728012550385574,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-05-01",
"2025-05-21",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 184,
"5": 180,
"10": 175
},
"baselineAvgForwardReturns": {
"1": 0.0014418483800317328,
"5": 0.006830763425545324,
"10": 0.014407579230903305
}
},
{
"topN": 3,
"ticker": "ILMN",
"hitRates": {
"1": 0.49696969696969695,
"5": 0.4658385093167702,
"10": 0.6666666666666666
},
"hitRate1D": 0.49696969696969695,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.43327567030632497,
"eligibleDays": 375,
"fitnessScore": 0.2909302602426465,
"lookbackDays": 14,
"returnLift1D": -0.0001500881872310328,
"hitRateLift1D": 0.00630303030303031,
"portfolioSize": 3,
"activationRate": 0.44,
"activationCount": 165,
"baselineHitRates": {
"1": 0.49066666666666664,
"5": 0.5175202156334232,
"10": 0.6338797814207651
},
"sampleConfidence": 0.9947474747474748,
"shadowSharpeLike": 0.39414635417732,
"avgForwardReturns": {
"1": 0.0012917601928007,
"5": 0.004690461283953737,
"10": 0.02280582158663363
},
"shadowMaxDrawdown": -0.2250963957708081,
"shadowTotalReturn": 0.12183877959661049,
"avgForwardReturn1D": 0.0012917601928007,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-05-01",
"2025-05-21",
"2025-05-27",
"2025-05-28",
"2025-05-30",
"2025-06-04"
],
"horizonObservationCounts": {
"1": 165,
"5": 161,
"10": 156
},
"baselineAvgForwardReturns": {
"1": 0.0014418483800317328,
"5": 0.006830763425545324,
"10": 0.014407579230903305
}
},
{
"topN": 2,
"ticker": "ILMN",
"hitRates": {
"1": 0.48854961832061067,
"5": 0.4409448818897638,
"10": 0.6311475409836066
},
"hitRate1D": 0.48854961832061067,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3094410303323002,
"eligibleDays": 326,
"fitnessScore": 0.17339855769096055,
"lookbackDays": 63,
"returnLift1D": -0.0025537656777960193,
"hitRateLift1D": -0.02678780499227279,
"portfolioSize": 2,
"activationRate": 0.401840490797546,
"activationCount": 131,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5714285714285714,
"10": 0.7129337539432177
},
"sampleConfidence": 0.9933842239185751,
"shadowSharpeLike": 0.31349891592238727,
"avgForwardReturns": {
"1": 0.0007752726665408724,
"5": 0.0035276205631097155,
"10": 0.010214564895870365
},
"shadowMaxDrawdown": -0.2072182809458426,
"shadowTotalReturn": 0.06028355538478958,
"avgForwardReturn1D": 0.0007752726665408724,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-23",
"2025-07-24"
],
"horizonObservationCounts": {
"1": 131,
"5": 127,
"10": 122
},
"baselineAvgForwardReturns": {
"1": 0.0033290383443368918,
"5": 0.016620881587281026,
"10": 0.03329978395538649
}
},
{
"topN": 2,
"ticker": "ILMN",
"hitRates": {
"1": 0.4696969696969697,
"5": 0.4186046511627907,
"10": 0.672
},
"hitRate1D": 0.4696969696969697,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.060734092694606126,
"eligibleDays": 375,
"fitnessScore": -0.2524905526651061,
"lookbackDays": 14,
"returnLift1D": -0.00261143774137322,
"hitRateLift1D": -0.020969696969696916,
"portfolioSize": 2,
"activationRate": 0.352,
"activationCount": 132,
"baselineHitRates": {
"1": 0.49066666666666664,
"5": 0.5175202156334232,
"10": 0.6338797814207651
},
"sampleConfidence": 0.994949494949495,
"shadowSharpeLike": -0.5831461385980358,
"avgForwardReturns": {
"1": -0.0011695893613414873,
"5": 0.00031438737039940875,
"10": 0.022496880333447655
},
"shadowMaxDrawdown": -0.3019736350987856,
"shadowTotalReturn": -0.19651254178024102,
"avgForwardReturn1D": -0.0011695893613414873,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-24",
"2025-03-25",
"2025-05-01",
"2025-05-21",
"2025-05-27",
"2025-05-30",
"2025-06-04",
"2025-06-05",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 132,
"5": 129,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.0014418483800317328,
"5": 0.006830763425545324,
"10": 0.014407579230903305
}
}
],
"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": 0.6093104937824144,
"fitnessScore": 0.447771264143876,
"lookbackDays": 14,
"returnLift1D": 0.0003309528750068246,
"activationRate": 0.49066666666666664,
"activationCount": 184,
"sampleConfidence": 0.9952898550724638,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.25293963904987105,
"avgForwardReturn1D": 0.0017728012550385574
},
{
"comboQuality": 0.9848312498883744,
"fitnessScore": 1.268111239921302,
"lookbackDays": 21,
"returnLift1D": 0.0019707057290737403,
"activationRate": 0.5081521739130435,
"activationCount": 187,
"sampleConfidence": 0.9953654188948308,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.8120289821625994,
"avgForwardReturn1D": 0.0035123474066878235
},
{
"comboQuality": 0.8978487274863518,
"fitnessScore": 0.8281803005554575,
"lookbackDays": 30,
"returnLift1D": 0.0003124850606345121,
"activationRate": 0.5069637883008357,
"activationCount": 182,
"sampleConfidence": 0.9952380952380953,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.5168204813041248,
"avgForwardReturn1D": 0.0026138437895386313
},
{
"comboQuality": 0.9793769550094616,
"fitnessScore": 1.1993116433776632,
"lookbackDays": 45,
"returnLift1D": 0.0006399696656855963,
"activationRate": 0.5261627906976745,
"activationCount": 181,
"sampleConfidence": 0.9952117863720075,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.7795551622648393,
"avgForwardReturn1D": 0.003470627163940915
},
{
"comboQuality": 0.909771621248361,
"fitnessScore": 0.8583869129812426,
"lookbackDays": 63,
"returnLift1D": -0.0005814493311423617,
"activationRate": 0.5337423312883436,
"activationCount": 174,
"sampleConfidence": 0.9950191570881226,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5306007757430051,
"avgForwardReturn1D": 0.00274758901319453
}
],
"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": "417932b501c217ca6a09b6e70ceb6d9872d4b326daca79e85ccb0688486f75d4",
"size": 13,
"members": [
"ILMN",
"SMH",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
TM