Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"AAPL"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "AAPL",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5316455696202531,
"5": 0.577922077922078,
"10": 0.5973154362416108
},
"hitRate1D": 0.5316455696202531,
"comboQuality": 0.8153428177175862,
"eligibleDays": 297,
"fitnessScore": 0.6767236770063743,
"lookbackDays": 63,
"returnLift1D": 0.000240661089481459,
"hitRateLift1D": -0.003707965733282248,
"activationRate": 0.531986531986532,
"activationCount": 158,
"baselineHitRates": {
"1": 0.5353535353535354,
"5": 0.5733788395904437,
"10": 0.5902777777777778
},
"sampleConfidence": 0.9945147679324895,
"shadowSharpeLike": 1.398614028423231,
"avgForwardReturns": {
"1": 0.001812969471652002,
"5": 0.007432263966652837,
"10": 0.015982270893633806
},
"shadowMaxDrawdown": -0.13114340069152453,
"shadowTotalReturn": 0.30416160890334054,
"avgForwardReturn1D": 0.001812969471652002,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21"
],
"horizonObservationCounts": {
"1": 158,
"5": 154,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.001572308382170543,
"5": 0.008577354062270774,
"10": 0.017845131846816922
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.8153428177175862,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.6361007077631744,
"bestRawFitnessScore": 0.6767236770063743,
"upperQuartileComboQuality": 0.7706395195988692
},
"algorithmFit": {
"label": "good",
"score": 0.7318406216799052,
"rawScore": 0.7464090330989264,
"confidence": 0.9609640002384847,
"bestProfile": {
"topN": 5,
"lookbackDays": 63
},
"profileBreadth": 0.7004160666595168,
"recommendedRegion": {
"topNs": [
4,
5
],
"lookbackDays": [
14,
21,
30,
45,
63
]
},
"parameterStability": 0.885037237181507,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5316455696202531,
"5": 0.577922077922078,
"10": 0.5973154362416108
},
"hitRate1D": 0.5316455696202531,
"comboQuality": 0.8153428177175862,
"eligibleDays": 297,
"fitnessScore": 0.6767236770063743,
"lookbackDays": 63,
"returnLift1D": 0.000240661089481459,
"hitRateLift1D": -0.003707965733282248,
"activationRate": 0.531986531986532,
"activationCount": 158,
"baselineHitRates": {
"1": 0.5353535353535354,
"5": 0.5733788395904437,
"10": 0.5902777777777778
},
"sampleConfidence": 0.9945147679324895,
"shadowSharpeLike": 1.398614028423231,
"avgForwardReturns": {
"1": 0.001812969471652002,
"5": 0.007432263966652837,
"10": 0.015982270893633806
},
"shadowMaxDrawdown": -0.13114340069152453,
"shadowTotalReturn": 0.30416160890334054,
"avgForwardReturn1D": 0.001812969471652002,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21"
],
"horizonObservationCounts": {
"1": 158,
"5": 154,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.001572308382170543,
"5": 0.008577354062270774,
"10": 0.017845131846816922
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5283018867924528,
"5": 0.6,
"10": 0.6333333333333333
},
"hitRate1D": 0.5283018867924528,
"comboQuality": 0.8106487474321833,
"eligibleDays": 339,
"fitnessScore": 0.6699308376959404,
"lookbackDays": 21,
"returnLift1D": 0.00047275642085903855,
"hitRateLift1D": -0.011521122057104649,
"activationRate": 0.4690265486725664,
"activationCount": 159,
"baselineHitRates": {
"1": 0.5398230088495575,
"5": 0.564179104477612,
"10": 0.5787878787878787
},
"sampleConfidence": 0.9945492662473795,
"shadowSharpeLike": 1.4246179203893499,
"avgForwardReturns": {
"1": 0.0019132995420472394,
"5": 0.007522211982231786,
"10": 0.015349573905447356
},
"shadowMaxDrawdown": -0.07925309728897989,
"shadowTotalReturn": 0.3086670353330909,
"avgForwardReturn1D": 0.0019132995420472394,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-08",
"2025-07-07",
"2025-07-08",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18"
],
"horizonObservationCounts": {
"1": 159,
"5": 155,
"10": 150
},
"baselineAvgForwardReturns": {
"1": 0.0014405431211882008,
"5": 0.007203623700968166,
"10": 0.013731967060774869
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5298013245033113,
"5": 0.5986394557823129,
"10": 0.6527777777777778
},
"hitRate1D": 0.5298013245033113,
"comboQuality": 0.8052165375212796,
"eligibleDays": 330,
"fitnessScore": 0.6622290026295332,
"lookbackDays": 30,
"returnLift1D": 0.0005710859242859195,
"hitRateLift1D": -0.006562311860325076,
"activationRate": 0.4575757575757576,
"activationCount": 151,
"baselineHitRates": {
"1": 0.5363636363636364,
"5": 0.5644171779141104,
"10": 0.5887850467289719
},
"sampleConfidence": 0.9951434878587198,
"shadowSharpeLike": 1.4443410031729937,
"avgForwardReturns": {
"1": 0.0019183034086984688,
"5": 0.008408868211330744,
"10": 0.019628615796720195
},
"shadowMaxDrawdown": -0.08039088132840677,
"shadowTotalReturn": 0.30332412584545176,
"avgForwardReturn1D": 0.0019183034086984688,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-09",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-07-29",
"2025-07-30",
"2025-07-31",
"2025-08-07",
"2025-08-08"
],
"horizonObservationCounts": {
"1": 151,
"5": 147,
"10": 144
},
"baselineAvgForwardReturns": {
"1": 0.0013472174844125493,
"5": 0.007673122855294884,
"10": 0.0167499184396541
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.518796992481203,
"5": 0.6046511627906976,
"10": 0.6370967741935484
},
"hitRate1D": 0.518796992481203,
"comboQuality": 0.7928809910013919,
"eligibleDays": 339,
"fitnessScore": 0.6453235087470985,
"lookbackDays": 21,
"returnLift1D": 0.0008416214978820822,
"hitRateLift1D": -0.02102601636835444,
"activationRate": 0.39233038348082594,
"activationCount": 133,
"baselineHitRates": {
"1": 0.5398230088495575,
"5": 0.564179104477612,
"10": 0.5787878787878787
},
"sampleConfidence": 0.993483709273183,
"shadowSharpeLike": 1.5913762211868556,
"avgForwardReturns": {
"1": 0.002282164619070283,
"5": 0.0075225876532511084,
"10": 0.013581685720114168
},
"shadowMaxDrawdown": -0.056859586805082185,
"shadowTotalReturn": 0.31288938818866074,
"avgForwardReturn1D": 0.002282164619070283,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-08",
"2025-07-10",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18",
"2025-07-21",
"2025-07-23",
"2025-07-24"
],
"horizonObservationCounts": {
"1": 133,
"5": 129,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.0014405431211882008,
"5": 0.007203623700968166,
"10": 0.013731967060774869
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5212121212121212,
"5": 0.5962732919254659,
"10": 0.6708860759493671
},
"hitRate1D": 0.5212121212121212,
"comboQuality": 0.779125509653766,
"eligibleDays": 330,
"fitnessScore": 0.6273270557328522,
"lookbackDays": 30,
"returnLift1D": 0.00029236608008915803,
"hitRateLift1D": -0.015151515151515138,
"activationRate": 0.5,
"activationCount": 165,
"baselineHitRates": {
"1": 0.5363636363636364,
"5": 0.5644171779141104,
"10": 0.5887850467289719
},
"sampleConfidence": 0.9955555555555556,
"shadowSharpeLike": 1.2692142496986571,
"avgForwardReturns": {
"1": 0.0016395835645017073,
"5": 0.008208830920519645,
"10": 0.02127074039705242
},
"shadowMaxDrawdown": -0.08258979396150434,
"shadowTotalReturn": 0.2741628801758367,
"avgForwardReturn1D": 0.0016395835645017073,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-29",
"2025-05-21",
"2025-07-09",
"2025-07-10",
"2025-07-14",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-07-29"
],
"horizonObservationCounts": {
"1": 165,
"5": 161,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0013472174844125493,
"5": 0.007673122855294884,
"10": 0.0167499184396541
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5269461077844312,
"5": 0.6012269938650306,
"10": 0.6329113924050633
},
"hitRate1D": 0.5269461077844312,
"comboQuality": 0.767810856247237,
"eligibleDays": 315,
"fitnessScore": 0.6131180436677632,
"lookbackDays": 45,
"returnLift1D": -0.00008955004061752441,
"hitRateLift1D": -0.012736431898108469,
"activationRate": 0.5301587301587302,
"activationCount": 167,
"baselineHitRates": {
"1": 0.5396825396825397,
"5": 0.5659163987138264,
"10": 0.5816993464052288
},
"sampleConfidence": 0.994810379241517,
"shadowSharpeLike": 1.204839425018646,
"avgForwardReturns": {
"1": 0.0015892771212203684,
"5": 0.008393278007273793,
"10": 0.018472287472064898
},
"shadowMaxDrawdown": -0.14661109593734323,
"shadowTotalReturn": 0.27072361505665765,
"avgForwardReturn1D": 0.0015892771212203684,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-30",
"2025-08-07",
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19"
],
"horizonObservationCounts": {
"1": 167,
"5": 163,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0016788271618378928,
"5": 0.008176553898763587,
"10": 0.016164658497485974
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5225806451612903,
"5": 0.5695364238410596,
"10": 0.6027397260273972
},
"hitRate1D": 0.5225806451612903,
"comboQuality": 0.7662790091093581,
"eligibleDays": 297,
"fitnessScore": 0.6112320233054624,
"lookbackDays": 63,
"returnLift1D": 0.00009783042469283768,
"hitRateLift1D": -0.012772890192245034,
"activationRate": 0.5218855218855218,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5353535353535354,
"5": 0.5733788395904437,
"10": 0.5902777777777778
},
"sampleConfidence": 0.9944086021505377,
"shadowSharpeLike": 1.2633892343997934,
"avgForwardReturns": {
"1": 0.0016701388068633806,
"5": 0.00670637217040188,
"10": 0.015442239808204966
},
"shadowMaxDrawdown": -0.1311434006915243,
"shadowTotalReturn": 0.267658489308674,
"avgForwardReturn1D": 0.0016701388068633806,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.001572308382170543,
"5": 0.008577354062270774,
"10": 0.017845131846816922
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.525,
"5": 0.6025641025641025,
"10": 0.6357615894039735
},
"hitRate1D": 0.525,
"comboQuality": 0.722399308463468,
"eligibleDays": 315,
"fitnessScore": 0.5604067515154992,
"lookbackDays": 45,
"returnLift1D": -0.00019741125670047033,
"hitRateLift1D": -0.01468253968253963,
"activationRate": 0.5079365079365079,
"activationCount": 160,
"baselineHitRates": {
"1": 0.5396825396825397,
"5": 0.5659163987138264,
"10": 0.5816993464052288
},
"sampleConfidence": 0.9945833333333334,
"shadowSharpeLike": 1.1042165820899392,
"avgForwardReturns": {
"1": 0.0014814159051374225,
"5": 0.008344623024685575,
"10": 0.01823079386914189
},
"shadowMaxDrawdown": -0.13543044147910943,
"shadowTotalReturn": 0.23646589878691704,
"avgForwardReturn1D": 0.0014814159051374225,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21"
],
"horizonObservationCounts": {
"1": 160,
"5": 156,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.0016788271618378928,
"5": 0.008176553898763587,
"10": 0.016164658497485974
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5688622754491018,
"5": 0.5914634146341463,
"10": 0.6226415094339622
},
"hitRate1D": 0.5688622754491018,
"comboQuality": 0.694260370688378,
"eligibleDays": 352,
"fitnessScore": 0.5304249059595796,
"lookbackDays": 14,
"returnLift1D": -0.000039936353642048986,
"hitRateLift1D": 0.02755173413856049,
"activationRate": 0.4772727272727273,
"activationCount": 168,
"baselineHitRates": {
"1": 0.5413105413105413,
"5": 0.5677233429394812,
"10": 0.5830903790087464
},
"sampleConfidence": 0.9944444444444445,
"shadowSharpeLike": 0.7748558674406316,
"avgForwardReturns": {
"1": 0.001236926827466261,
"5": 0.0024206066017379933,
"10": 0.011547504632440623
},
"shadowMaxDrawdown": -0.130853972377451,
"shadowTotalReturn": 0.1814257121080658,
"avgForwardReturn1D": 0.001236926827466261,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-10",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 167,
"5": 164,
"10": 159
},
"baselineAvgForwardReturns": {
"1": 0.00127686318110831,
"5": 0.007085071089940861,
"10": 0.0139497876767016
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.550561797752809,
"5": 0.611764705882353,
"10": 0.6585365853658537
},
"hitRate1D": 0.550561797752809,
"comboQuality": 0.6433657410818185,
"eligibleDays": 297,
"fitnessScore": 0.47980057087520406,
"lookbackDays": 63,
"returnLift1D": 0.0004288705030602907,
"hitRateLift1D": 0.015208262399273642,
"activationRate": 0.2996632996632997,
"activationCount": 89,
"baselineHitRates": {
"1": 0.5353535353535354,
"5": 0.5733788395904437,
"10": 0.5902777777777778
},
"sampleConfidence": 0.9917602996254682,
"shadowSharpeLike": 1.2985670353633374,
"avgForwardReturns": {
"1": 0.0020011788852308337,
"5": 0.009919137460143144,
"10": 0.020368942578074922
},
"shadowMaxDrawdown": -0.06583771272325478,
"shadowTotalReturn": 0.18387461193749943,
"avgForwardReturn1D": 0.0020011788852308337,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-05",
"2025-09-08"
],
"horizonObservationCounts": {
"1": 89,
"5": 85,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.001572308382170543,
"5": 0.008577354062270774,
"10": 0.017845131846816922
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.504424778761062,
"5": 0.5779816513761468,
"10": 0.5865384615384616
},
"hitRate1D": 0.504424778761062,
"comboQuality": 0.6288356744445301,
"eligibleDays": 339,
"fitnessScore": 0.4659895182826602,
"lookbackDays": 21,
"returnLift1D": 0.00046994627902955245,
"hitRateLift1D": -0.03539823008849552,
"activationRate": 0.3333333333333333,
"activationCount": 113,
"baselineHitRates": {
"1": 0.5398230088495575,
"5": 0.564179104477612,
"10": 0.5787878787878787
},
"sampleConfidence": 0.992330383480826,
"shadowSharpeLike": 1.2679183279060864,
"avgForwardReturns": {
"1": 0.0019104894002177533,
"5": 0.004415890797334076,
"10": 0.009089145249991444
},
"shadowMaxDrawdown": -0.049711989020506775,
"shadowTotalReturn": 0.20955185949372246,
"avgForwardReturn1D": 0.0019104894002177533,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-14",
"2025-07-16",
"2025-07-17",
"2025-07-18",
"2025-07-21",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-07-29"
],
"horizonObservationCounts": {
"1": 113,
"5": 109,
"10": 104
},
"baselineAvgForwardReturns": {
"1": 0.0014405431211882008,
"5": 0.007203623700968166,
"10": 0.013731967060774869
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5133333333333333,
"5": 0.5616438356164384,
"10": 0.5957446808510638
},
"hitRate1D": 0.5133333333333333,
"comboQuality": 0.6136060074428307,
"eligibleDays": 297,
"fitnessScore": 0.45174900680712304,
"lookbackDays": 63,
"returnLift1D": -0.00035362699272715363,
"hitRateLift1D": -0.02202020202020205,
"activationRate": 0.5050505050505051,
"activationCount": 150,
"baselineHitRates": {
"1": 0.5353535353535354,
"5": 0.5733788395904437,
"10": 0.5902777777777778
},
"sampleConfidence": 0.9942222222222222,
"shadowSharpeLike": 0.8981668353545569,
"avgForwardReturns": {
"1": 0.0012186813894433893,
"5": 0.005632881728127904,
"10": 0.013435678638358654
},
"shadowMaxDrawdown": -0.1609269142983898,
"shadowTotalReturn": 0.17350233716784813,
"avgForwardReturn1D": 0.0012186813894433893,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26"
],
"horizonObservationCounts": {
"1": 150,
"5": 146,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.001572308382170543,
"5": 0.008577354062270774,
"10": 0.017845131846816922
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5637583892617449,
"5": 0.589041095890411,
"10": 0.6028368794326241
},
"hitRate1D": 0.5637583892617449,
"comboQuality": 0.6109272670205061,
"eligibleDays": 352,
"fitnessScore": 0.44926655474081917,
"lookbackDays": 14,
"returnLift1D": -0.00010898290003561665,
"hitRateLift1D": 0.02244784795120358,
"activationRate": 0.42613636363636365,
"activationCount": 150,
"baselineHitRates": {
"1": 0.5413105413105413,
"5": 0.5677233429394812,
"10": 0.5830903790087464
},
"sampleConfidence": 0.9937777777777779,
"shadowSharpeLike": 0.6670262983245653,
"avgForwardReturns": {
"1": 0.0011678802810726934,
"5": 0.0025364165253905753,
"10": 0.010600521380758121
},
"shadowMaxDrawdown": -0.13527846131549404,
"shadowTotalReturn": 0.14459550943103605,
"avgForwardReturn1D": 0.0011678802810726934,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-10",
"2025-04-02",
"2025-04-03",
"2025-04-24",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 149,
"5": 146,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.00127686318110831,
"5": 0.007085071089940861,
"10": 0.0139497876767016
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5114503816793893,
"5": 0.6062992125984252,
"10": 0.6451612903225806
},
"hitRate1D": 0.5114503816793893,
"comboQuality": 0.5936297999219288,
"eligibleDays": 330,
"fitnessScore": 0.4333780916367753,
"lookbackDays": 30,
"returnLift1D": 0.00009234527072466705,
"hitRateLift1D": -0.0249132546842471,
"activationRate": 0.396969696969697,
"activationCount": 131,
"baselineHitRates": {
"1": 0.5363636363636364,
"5": 0.5644171779141104,
"10": 0.5887850467289719
},
"sampleConfidence": 0.9944020356234097,
"shadowSharpeLike": 0.997388710425955,
"avgForwardReturns": {
"1": 0.0014395627551372163,
"5": 0.008954689120011175,
"10": 0.01758694129341749
},
"shadowMaxDrawdown": -0.10009523956257793,
"shadowTotalReturn": 0.17745523038856859,
"avgForwardReturn1D": 0.0014395627551372163,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-23",
"2025-07-25",
"2025-07-29",
"2025-08-07",
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15"
],
"horizonObservationCounts": {
"1": 131,
"5": 127,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.0013472174844125493,
"5": 0.007673122855294884,
"10": 0.0167499184396541
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5167785234899329,
"5": 0.6027397260273972,
"10": 0.624113475177305
},
"hitRate1D": 0.5167785234899329,
"comboQuality": 0.5581517220141791,
"eligibleDays": 315,
"fitnessScore": 0.4014061389598696,
"lookbackDays": 45,
"returnLift1D": -0.0006134493871567137,
"hitRateLift1D": -0.022904016192606735,
"activationRate": 0.473015873015873,
"activationCount": 149,
"baselineHitRates": {
"1": 0.5396825396825397,
"5": 0.5659163987138264,
"10": 0.5816993464052288
},
"sampleConfidence": 0.9950782997762864,
"shadowSharpeLike": 0.7542128257771178,
"avgForwardReturns": {
"1": 0.0010653777746811792,
"5": 0.007028837658349018,
"10": 0.016101760009289718
},
"shadowMaxDrawdown": -0.14927901623823858,
"shadowTotalReturn": 0.1424785131995414,
"avgForwardReturn1D": 0.0010653777746811792,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21"
],
"horizonObservationCounts": {
"1": 149,
"5": 146,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.0016788271618378928,
"5": 0.008176553898763587,
"10": 0.016164658497485974
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5581395348837209,
"5": 0.576,
"10": 0.6
},
"hitRate1D": 0.5581395348837209,
"comboQuality": 0.5132961644383259,
"eligibleDays": 352,
"fitnessScore": 0.36170338391640894,
"lookbackDays": 14,
"returnLift1D": -0.00022576819799169606,
"hitRateLift1D": 0.016828993573179574,
"activationRate": 0.3664772727272727,
"activationCount": 129,
"baselineHitRates": {
"1": 0.5413105413105413,
"5": 0.5677233429394812,
"10": 0.5830903790087464
},
"sampleConfidence": 0.9932816537467701,
"shadowSharpeLike": 0.5647591985935567,
"avgForwardReturns": {
"1": 0.001051094983116614,
"5": 0.0011838377075801087,
"10": 0.009087178675560885
},
"shadowMaxDrawdown": -0.1392908984101392,
"shadowTotalReturn": 0.10677762560282944,
"avgForwardReturn1D": 0.001051094983116614,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-04-02",
"2025-04-03",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 129,
"5": 125,
"10": 120
},
"baselineAvgForwardReturns": {
"1": 0.00127686318110831,
"5": 0.007085071089940861,
"10": 0.0139497876767016
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.4842105263157895,
"5": 0.5806451612903226,
"10": 0.6067415730337079
},
"hitRate1D": 0.4842105263157895,
"comboQuality": 0.36642762156255954,
"eligibleDays": 315,
"fitnessScore": 0.22953388970958388,
"lookbackDays": 45,
"returnLift1D": -0.0006333564453254985,
"hitRateLift1D": -0.05547201336675017,
"activationRate": 0.30158730158730157,
"activationCount": 95,
"baselineHitRates": {
"1": 0.5396825396825397,
"5": 0.5659163987138264,
"10": 0.5816993464052288
},
"sampleConfidence": 0.9943859649122807,
"shadowSharpeLike": 0.6418028909202446,
"avgForwardReturns": {
"1": 0.0010454707165123943,
"5": 0.007428787552524919,
"10": 0.01607868320714296
},
"shadowMaxDrawdown": -0.0852630410121753,
"shadowTotalReturn": 0.0868550716066907,
"avgForwardReturn1D": 0.0010454707165123943,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22"
],
"horizonObservationCounts": {
"1": 95,
"5": 93,
"10": 89
},
"baselineAvgForwardReturns": {
"1": 0.0016788271618378928,
"5": 0.008176553898763587,
"10": 0.016164658497485974
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.49382716049382713,
"5": 0.5974025974025974,
"10": 0.6578947368421053
},
"hitRate1D": 0.49382716049382713,
"comboQuality": 0.34733360907480687,
"eligibleDays": 330,
"fitnessScore": 0.21122831542945117,
"lookbackDays": 30,
"returnLift1D": -0.00022432133376632814,
"hitRateLift1D": -0.04253647586980924,
"activationRate": 0.24545454545454545,
"activationCount": 81,
"baselineHitRates": {
"1": 0.5363636363636364,
"5": 0.5644171779141104,
"10": 0.5887850467289719
},
"sampleConfidence": 0.9925925925925927,
"shadowSharpeLike": 0.6189921064733164,
"avgForwardReturns": {
"1": 0.0011228961506462212,
"5": 0.007832229118185853,
"10": 0.01708772859889652
},
"shadowMaxDrawdown": -0.08052257157277365,
"shadowTotalReturn": 0.08046194064938383,
"avgForwardReturn1D": 0.0011228961506462212,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-07",
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20"
],
"horizonObservationCounts": {
"1": 81,
"5": 77,
"10": 76
},
"baselineAvgForwardReturns": {
"1": 0.0013472174844125493,
"5": 0.007673122855294884,
"10": 0.0167499184396541
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.463768115942029,
"5": 0.5384615384615384,
"10": 0.6166666666666667
},
"hitRate1D": 0.463768115942029,
"comboQuality": 0.3335759020459119,
"eligibleDays": 339,
"fitnessScore": 0.19774771964565427,
"lookbackDays": 21,
"returnLift1D": 0.0003094353308586966,
"hitRateLift1D": -0.07605489290752848,
"activationRate": 0.20353982300884957,
"activationCount": 69,
"baselineHitRates": {
"1": 0.5398230088495575,
"5": 0.564179104477612,
"10": 0.5787878787878787
},
"sampleConfidence": 0.9874396135265702,
"shadowSharpeLike": 0.7915161721335542,
"avgForwardReturns": {
"1": 0.0017499784520468974,
"5": 0.0025979990687837588,
"10": 0.009949163833041568
},
"shadowMaxDrawdown": -0.07198600406674172,
"shadowTotalReturn": 0.10669088534698057,
"avgForwardReturn1D": 0.0017499784520468974,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-07-29",
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15"
],
"horizonObservationCounts": {
"1": 69,
"5": 65,
"10": 60
},
"baselineAvgForwardReturns": {
"1": 0.0014405431211882008,
"5": 0.007203623700968166,
"10": 0.013731967060774869
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.5280898876404494,
"5": 0.4823529411764706,
"10": 0.5375
},
"hitRate1D": 0.5280898876404494,
"comboQuality": 0.1735632832784337,
"eligibleDays": 352,
"fitnessScore": 0.00667216492221656,
"lookbackDays": 14,
"returnLift1D": -0.001671339134663187,
"hitRateLift1D": -0.013220653670091953,
"activationRate": 0.2528409090909091,
"activationCount": 89,
"baselineHitRates": {
"1": 0.5413105413105413,
"5": 0.5677233429394812,
"10": 0.5830903790087464
},
"sampleConfidence": 0.9902621722846443,
"shadowSharpeLike": -0.2914896020748926,
"avgForwardReturns": {
"1": -0.000394475953554877,
"5": -0.00688551425712102,
"10": 0.0028904674472467057
},
"shadowMaxDrawdown": -0.1571257347598637,
"shadowTotalReturn": -0.06251183242172687,
"avgForwardReturn1D": -0.000394475953554877,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-04-02",
"2025-04-03",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02"
],
"horizonObservationCounts": {
"1": 89,
"5": 85,
"10": 80
},
"baselineAvgForwardReturns": {
"1": 0.00127686318110831,
"5": 0.007085071089940861,
"10": 0.0139497876767016
}
}
],
"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": 5,
"comboQuality": 0.694260370688378,
"fitnessScore": 0.5304249059595796,
"lookbackDays": 14,
"returnLift1D": -0.000039936353642048986,
"activationRate": 0.4772727272727273,
"activationCount": 168,
"sampleConfidence": 0.9944444444444445,
"shadowTotalReturn": 0.1814257121080658,
"avgForwardReturn1D": 0.001236926827466261
},
{
"bestTopN": 5,
"comboQuality": 0.8106487474321833,
"fitnessScore": 0.6699308376959404,
"lookbackDays": 21,
"returnLift1D": 0.00047275642085903855,
"activationRate": 0.4690265486725664,
"activationCount": 159,
"sampleConfidence": 0.9945492662473795,
"shadowTotalReturn": 0.3086670353330909,
"avgForwardReturn1D": 0.0019132995420472394
},
{
"bestTopN": 4,
"comboQuality": 0.8052165375212796,
"fitnessScore": 0.6622290026295332,
"lookbackDays": 30,
"returnLift1D": 0.0005710859242859195,
"activationRate": 0.4575757575757576,
"activationCount": 151,
"sampleConfidence": 0.9951434878587198,
"shadowTotalReturn": 0.30332412584545176,
"avgForwardReturn1D": 0.0019183034086984688
},
{
"bestTopN": 5,
"comboQuality": 0.767810856247237,
"fitnessScore": 0.6131180436677632,
"lookbackDays": 45,
"returnLift1D": -0.00008955004061752441,
"activationRate": 0.5301587301587302,
"activationCount": 167,
"sampleConfidence": 0.994810379241517,
"shadowTotalReturn": 0.27072361505665765,
"avgForwardReturn1D": 0.0015892771212203684
},
{
"bestTopN": 5,
"comboQuality": 0.8153428177175862,
"fitnessScore": 0.6767236770063743,
"lookbackDays": 63,
"returnLift1D": 0.000240661089481459,
"activationRate": 0.531986531986532,
"activationCount": 158,
"sampleConfidence": 0.9945147679324895,
"shadowTotalReturn": 0.30416160890334054,
"avgForwardReturn1D": 0.001812969471652002
}
],
"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": "41a735b437644300d464ab1b2bebc5c92fcc0e73dc612afb8659a290bb5d187e",
"size": 13,
"members": [
"AAPL",
"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",
"AAPL"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "AAPL",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5225806451612903,
"5": 0.5761589403973509,
"10": 0.6027397260273972
},
"hitRate1D": 0.5225806451612903,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7151275175875275,
"eligibleDays": 326,
"fitnessScore": 0.5524922290728078,
"lookbackDays": 63,
"returnLift1D": -0.000036797382731757616,
"hitRateLift1D": -0.01116168612705326,
"portfolioSize": 4,
"activationRate": 0.4754601226993865,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5337423312883436,
"5": 0.5714285714285714,
"10": 0.5930599369085173
},
"sampleConfidence": 0.9944086021505377,
"shadowSharpeLike": 1.1266229688397371,
"avgForwardReturns": {
"1": 0.0015609886296175518,
"5": 0.0075419688655810535,
"10": 0.016031043404884333
},
"shadowMaxDrawdown": -0.13843793690028505,
"shadowTotalReturn": 0.24645701916153473,
"avgForwardReturn1D": 0.0015609886296175518,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.0015977860123493094,
"5": 0.00943769977946926,
"10": 0.017825120026538282
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.7151275175875275,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.5508359459931349,
"bestRawFitnessScore": 0.5524922290728078,
"upperQuartileComboQuality": 0.6723743394488041
},
"algorithmFit": {
"label": "moderate",
"score": 0.6452167108849156,
"rawScore": 0.6641118918831522,
"confidence": 0.9430963931555041,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0.5003055401183159,
"recommendedRegion": {
"lookbackDays": [
30,
45,
63
],
"portfolioSizes": [
2,
4,
5
]
},
"parameterStability": 0.8420740049278406,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5225806451612903,
"5": 0.5761589403973509,
"10": 0.6027397260273972
},
"hitRate1D": 0.5225806451612903,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7151275175875275,
"eligibleDays": 326,
"fitnessScore": 0.5524922290728078,
"lookbackDays": 63,
"returnLift1D": -0.000036797382731757616,
"hitRateLift1D": -0.01116168612705326,
"portfolioSize": 4,
"activationRate": 0.4754601226993865,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5337423312883436,
"5": 0.5714285714285714,
"10": 0.5930599369085173
},
"sampleConfidence": 0.9944086021505377,
"shadowSharpeLike": 1.1266229688397371,
"avgForwardReturns": {
"1": 0.0015609886296175518,
"5": 0.0075419688655810535,
"10": 0.016031043404884333
},
"shadowMaxDrawdown": -0.13843793690028505,
"shadowTotalReturn": 0.24645701916153473,
"avgForwardReturn1D": 0.0015609886296175518,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.0015977860123493094,
"5": 0.00943769977946926,
"10": 0.017825120026538282
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5225806451612903,
"5": 0.5761589403973509,
"10": 0.6027397260273972
},
"hitRate1D": 0.5225806451612903,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7151275175875275,
"eligibleDays": 326,
"fitnessScore": 0.5524922290728078,
"lookbackDays": 63,
"returnLift1D": -0.000036797382731757616,
"hitRateLift1D": -0.01116168612705326,
"portfolioSize": 5,
"activationRate": 0.4754601226993865,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5337423312883436,
"5": 0.5714285714285714,
"10": 0.5930599369085173
},
"sampleConfidence": 0.9944086021505377,
"shadowSharpeLike": 1.1266229688397371,
"avgForwardReturns": {
"1": 0.0015609886296175518,
"5": 0.0075419688655810535,
"10": 0.016031043404884333
},
"shadowMaxDrawdown": -0.13843793690028505,
"shadowTotalReturn": 0.24645701916153473,
"avgForwardReturn1D": 0.0015609886296175518,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.0015977860123493094,
"5": 0.00943769977946926,
"10": 0.017825120026538282
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5225806451612903,
"5": 0.5761589403973509,
"10": 0.6308724832214765
},
"hitRate1D": 0.5225806451612903,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6883578996620414,
"eligibleDays": 359,
"fitnessScore": 0.5243397679326492,
"lookbackDays": 30,
"returnLift1D": 0.0005052019001960652,
"hitRateLift1D": -0.0038817503818852073,
"portfolioSize": 4,
"activationRate": 0.43175487465181056,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5264623955431755,
"5": 0.5464788732394367,
"10": 0.5571428571428572
},
"sampleConfidence": 0.9956989247311828,
"shadowSharpeLike": 1.0157457555975793,
"avgForwardReturns": {
"1": 0.0014650075517686758,
"5": 0.005875808061235972,
"10": 0.015765783737649853
},
"shadowMaxDrawdown": -0.08151150077355762,
"shadowTotalReturn": 0.22011592948638992,
"avgForwardReturn1D": 0.0014650075517686758,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-03",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-07-09",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.0009598056515726106,
"5": 0.005146648292028329,
"10": 0.009914830543419743
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5225806451612903,
"5": 0.5761589403973509,
"10": 0.6308724832214765
},
"hitRate1D": 0.5225806451612903,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6883578996620414,
"eligibleDays": 359,
"fitnessScore": 0.5243397679326492,
"lookbackDays": 30,
"returnLift1D": 0.0005052019001960652,
"hitRateLift1D": -0.0038817503818852073,
"portfolioSize": 5,
"activationRate": 0.43175487465181056,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5264623955431755,
"5": 0.5464788732394367,
"10": 0.5571428571428572
},
"sampleConfidence": 0.9956989247311828,
"shadowSharpeLike": 1.0157457555975793,
"avgForwardReturns": {
"1": 0.0014650075517686758,
"5": 0.005875808061235972,
"10": 0.015765783737649853
},
"shadowMaxDrawdown": -0.08151150077355762,
"shadowTotalReturn": 0.22011592948638992,
"avgForwardReturn1D": 0.0014650075517686758,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-03",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-07-09",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.0009598056515726106,
"5": 0.005146648292028329,
"10": 0.009914830543419743
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.525,
"5": 0.6025641025641025,
"10": 0.6291390728476821
},
"hitRate1D": 0.525,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6723743394488041,
"eligibleDays": 344,
"fitnessScore": 0.5081675832782843,
"lookbackDays": 45,
"returnLift1D": 0.00016117260983381106,
"hitRateLift1D": -0.009883720930232487,
"portfolioSize": 4,
"activationRate": 0.46511627906976744,
"activationCount": 160,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.5647058823529412,
"10": 0.582089552238806
},
"sampleConfidence": 0.9945833333333334,
"shadowSharpeLike": 0.9677510625050791,
"avgForwardReturns": {
"1": 0.0013674570283246923,
"5": 0.00850336955510735,
"10": 0.016501625649026366
},
"shadowMaxDrawdown": -0.13539909792294624,
"shadowTotalReturn": 0.21292123227604387,
"avgForwardReturn1D": 0.0013674570283246923,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20"
],
"horizonObservationCounts": {
"1": 160,
"5": 156,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.0012062844184908812,
"5": 0.0070560645346398575,
"10": 0.013786125200992634
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.525,
"5": 0.6025641025641025,
"10": 0.6291390728476821
},
"hitRate1D": 0.525,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6723743394488041,
"eligibleDays": 344,
"fitnessScore": 0.5081675832782843,
"lookbackDays": 45,
"returnLift1D": 0.00016117260983381106,
"hitRateLift1D": -0.009883720930232487,
"portfolioSize": 5,
"activationRate": 0.46511627906976744,
"activationCount": 160,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.5647058823529412,
"10": 0.582089552238806
},
"sampleConfidence": 0.9945833333333334,
"shadowSharpeLike": 0.9677510625050791,
"avgForwardReturns": {
"1": 0.0013674570283246923,
"5": 0.00850336955510735,
"10": 0.016501625649026366
},
"shadowMaxDrawdown": -0.13539909792294624,
"shadowTotalReturn": 0.21292123227604387,
"avgForwardReturn1D": 0.0013674570283246923,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20"
],
"horizonObservationCounts": {
"1": 160,
"5": 156,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.0012062844184908812,
"5": 0.0070560645346398575,
"10": 0.013786125200992634
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.5568181818181818,
"5": 0.6071428571428571,
"10": 0.6585365853658537
},
"hitRate1D": 0.5568181818181818,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6157692823008443,
"eligibleDays": 326,
"fitnessScore": 0.45375841347323004,
"lookbackDays": 63,
"returnLift1D": 0.00032183097145014445,
"hitRateLift1D": 0.023075850529838182,
"portfolioSize": 2,
"activationRate": 0.26993865030674846,
"activationCount": 88,
"baselineHitRates": {
"1": 0.5337423312883436,
"5": 0.5714285714285714,
"10": 0.5930599369085173
},
"sampleConfidence": 0.9924242424242424,
"shadowSharpeLike": 1.1804243708698576,
"avgForwardReturns": {
"1": 0.0019196169837994539,
"5": 0.010322081531955452,
"10": 0.020359456544501282
},
"shadowMaxDrawdown": -0.06680407468662075,
"shadowTotalReturn": 0.17314813808459406,
"avgForwardReturn1D": 0.0019196169837994539,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28",
"2025-08-29",
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-05",
"2025-09-08"
],
"horizonObservationCounts": {
"1": 88,
"5": 84,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.0015977860123493094,
"5": 0.00943769977946926,
"10": 0.017825120026538282
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5202702702702703,
"5": 0.5763888888888888,
"10": 0.5971223021582733
},
"hitRate1D": 0.5202702702702703,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5730915535842088,
"eligibleDays": 326,
"fitnessScore": 0.4147846989449939,
"lookbackDays": 63,
"returnLift1D": -0.00041867886613518616,
"hitRateLift1D": -0.0134720610180733,
"portfolioSize": 3,
"activationRate": 0.4539877300613497,
"activationCount": 148,
"baselineHitRates": {
"1": 0.5337423312883436,
"5": 0.5714285714285714,
"10": 0.5930599369085173
},
"sampleConfidence": 0.9941441441441442,
"shadowSharpeLike": 0.8139855439628368,
"avgForwardReturns": {
"1": 0.0011791071462141233,
"5": 0.006945961708792146,
"10": 0.014250185761503529
},
"shadowMaxDrawdown": -0.16862799648885451,
"shadowTotalReturn": 0.16274590761667196,
"avgForwardReturn1D": 0.0011791071462141233,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28"
],
"horizonObservationCounts": {
"1": 148,
"5": 144,
"10": 139
},
"baselineAvgForwardReturns": {
"1": 0.0015977860123493094,
"5": 0.00943769977946926,
"10": 0.017825120026538282
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5633802816901409,
"10": 0.5693430656934306
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5543069386470854,
"eligibleDays": 368,
"fitnessScore": 0.39797937371647163,
"lookbackDays": 21,
"returnLift1D": 0.00019316925950343998,
"hitRateLift1D": -0.03260869565217395,
"portfolioSize": 4,
"activationRate": 0.3967391304347826,
"activationCount": 146,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.554945054945055,
"10": 0.5682451253481894
},
"sampleConfidence": 0.9940639269406393,
"shadowSharpeLike": 0.8413629498298767,
"avgForwardReturns": {
"1": 0.0013265696740880377,
"5": 0.0028580349412611243,
"10": 0.005658404720227488
},
"shadowMaxDrawdown": -0.1081410274901139,
"shadowTotalReturn": 0.17008463116080863,
"avgForwardReturn1D": 0.0013265696740880377,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-03-03",
"2025-03-05",
"2025-03-06"
],
"horizonObservationCounts": {
"1": 146,
"5": 142,
"10": 137
},
"baselineAvgForwardReturns": {
"1": 0.0011334004145845977,
"5": 0.005880415602287222,
"10": 0.010912242730923354
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5633802816901409,
"10": 0.5693430656934306
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5543069386470854,
"eligibleDays": 368,
"fitnessScore": 0.39797937371647163,
"lookbackDays": 21,
"returnLift1D": 0.00019316925950343998,
"hitRateLift1D": -0.03260869565217395,
"portfolioSize": 5,
"activationRate": 0.3967391304347826,
"activationCount": 146,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.554945054945055,
"10": 0.5682451253481894
},
"sampleConfidence": 0.9940639269406393,
"shadowSharpeLike": 0.8413629498298767,
"avgForwardReturns": {
"1": 0.0013265696740880377,
"5": 0.0028580349412611243,
"10": 0.005658404720227488
},
"shadowMaxDrawdown": -0.1081410274901139,
"shadowTotalReturn": 0.17008463116080863,
"avgForwardReturn1D": 0.0013265696740880377,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-03-03",
"2025-03-05",
"2025-03-06"
],
"horizonObservationCounts": {
"1": 146,
"5": 142,
"10": 137
},
"baselineAvgForwardReturns": {
"1": 0.0011334004145845977,
"5": 0.005880415602287222,
"10": 0.010912242730923354
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5234899328859061,
"5": 0.6068965517241379,
"10": 0.6214285714285714
},
"hitRate1D": 0.5234899328859061,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5473649533391843,
"eligibleDays": 344,
"fitnessScore": 0.39180651341328876,
"lookbackDays": 45,
"returnLift1D": -0.00014457309201680872,
"hitRateLift1D": -0.011393788044326447,
"portfolioSize": 3,
"activationRate": 0.4331395348837209,
"activationCount": 149,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.5647058823529412,
"10": 0.582089552238806
},
"sampleConfidence": 0.9941834451901567,
"shadowSharpeLike": 0.7234304229614035,
"avgForwardReturns": {
"1": 0.0010617113264740725,
"5": 0.007259541238083984,
"10": 0.01599822708712366
},
"shadowMaxDrawdown": -0.14891665795601072,
"shadowTotalReturn": 0.14252245926429685,
"avgForwardReturn1D": 0.0010617113264740725,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21"
],
"horizonObservationCounts": {
"1": 149,
"5": 145,
"10": 140
},
"baselineAvgForwardReturns": {
"1": 0.0012062844184908812,
"5": 0.0070560645346398575,
"10": 0.013786125200992634
}
},
{
"topN": 4,
"ticker": "AAPL",
"hitRates": {
"1": 0.5379746835443038,
"5": 0.5454545454545454,
"10": 0.5637583892617449
},
"hitRate1D": 0.5379746835443038,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.4561498305802668,
"eligibleDays": 375,
"fitnessScore": 0.31131246019041015,
"lookbackDays": 14,
"returnLift1D": -0.0004038726850786393,
"hitRateLift1D": 0.007308016877637158,
"portfolioSize": 4,
"activationRate": 0.42133333333333334,
"activationCount": 158,
"baselineHitRates": {
"1": 0.5306666666666666,
"5": 0.5498652291105122,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9945147679324895,
"shadowSharpeLike": 0.4114516319750539,
"avgForwardReturns": {
"1": 0.0007645399145881515,
"5": 0.00012373867730875547,
"10": 0.0033645004758470513
},
"shadowMaxDrawdown": -0.17565342193183997,
"shadowTotalReturn": 0.08338146742538344,
"avgForwardReturn1D": 0.0007645399145881515,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 158,
"5": 154,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.0011684125996667908,
"5": 0.0057910657496108965,
"10": 0.01092035924279649
}
},
{
"topN": 5,
"ticker": "AAPL",
"hitRates": {
"1": 0.5379746835443038,
"5": 0.5454545454545454,
"10": 0.5637583892617449
},
"hitRate1D": 0.5379746835443038,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.4561498305802668,
"eligibleDays": 375,
"fitnessScore": 0.31131246019041015,
"lookbackDays": 14,
"returnLift1D": -0.0004038726850786393,
"hitRateLift1D": 0.007308016877637158,
"portfolioSize": 5,
"activationRate": 0.42133333333333334,
"activationCount": 158,
"baselineHitRates": {
"1": 0.5306666666666666,
"5": 0.5498652291105122,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9945147679324895,
"shadowSharpeLike": 0.4114516319750539,
"avgForwardReturns": {
"1": 0.0007645399145881515,
"5": 0.00012373867730875547,
"10": 0.0033645004758470513
},
"shadowMaxDrawdown": -0.17565342193183997,
"shadowTotalReturn": 0.08338146742538344,
"avgForwardReturn1D": 0.0007645399145881515,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 158,
"5": 154,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.0011684125996667908,
"5": 0.0057910657496108965,
"10": 0.01092035924279649
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5508474576271186,
"10": 0.5309734513274337
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.44645104039118594,
"eligibleDays": 368,
"fitnessScore": 0.30269549869226375,
"lookbackDays": 21,
"returnLift1D": 0.0000256207450141468,
"hitRateLift1D": -0.03260869565217395,
"portfolioSize": 3,
"activationRate": 0.33152173913043476,
"activationCount": 122,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.554945054945055,
"10": 0.5682451253481894
},
"sampleConfidence": 0.992896174863388,
"shadowSharpeLike": 0.6741900439957884,
"avgForwardReturns": {
"1": 0.0011590211595987445,
"5": 0.0007613484295237958,
"10": 0.0017314380043084048
},
"shadowMaxDrawdown": -0.09116727904758515,
"shadowTotalReturn": 0.1162113004005505,
"avgForwardReturn1D": 0.0011590211595987445,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-03-03",
"2025-03-05",
"2025-03-07"
],
"horizonObservationCounts": {
"1": 122,
"5": 118,
"10": 113
},
"baselineAvgForwardReturns": {
"1": 0.0011334004145845977,
"5": 0.005880415602287222,
"10": 0.010912242730923354
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5,
"5": 0.5757575757575758,
"10": 0.6153846153846154
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.44556895087328774,
"eligibleDays": 359,
"fitnessScore": 0.30191010222998077,
"lookbackDays": 30,
"returnLift1D": -0.00003155043632471798,
"hitRateLift1D": -0.026462395543175532,
"portfolioSize": 3,
"activationRate": 0.3788300835654596,
"activationCount": 136,
"baselineHitRates": {
"1": 0.5264623955431755,
"5": 0.5464788732394367,
"10": 0.5571428571428572
},
"sampleConfidence": 0.9950980392156863,
"shadowSharpeLike": 0.5715334866040822,
"avgForwardReturns": {
"1": 0.0009282552152478927,
"5": 0.005787286563364614,
"10": 0.013006562022655304
},
"shadowMaxDrawdown": -0.10015841598020758,
"shadowTotalReturn": 0.10251727749973183,
"avgForwardReturn1D": 0.0009282552152478927,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-03",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-07-23",
"2025-07-25",
"2025-07-29",
"2025-08-07",
"2025-08-08"
],
"horizonObservationCounts": {
"1": 136,
"5": 132,
"10": 130
},
"baselineAvgForwardReturns": {
"1": 0.0009598056515726106,
"5": 0.005146648292028329,
"10": 0.009914830543419743
}
},
{
"topN": 3,
"ticker": "AAPL",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.5419847328244275,
"10": 0.5714285714285714
},
"hitRate1D": 0.5555555555555556,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.4355768135499282,
"eligibleDays": 375,
"fitnessScore": 0.29299070923321713,
"lookbackDays": 14,
"returnLift1D": -0.0004407397914556712,
"hitRateLift1D": 0.02488888888888896,
"portfolioSize": 3,
"activationRate": 0.36,
"activationCount": 135,
"baselineHitRates": {
"1": 0.5306666666666666,
"5": 0.5498652291105122,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9935802469135803,
"shadowSharpeLike": 0.35548338773155136,
"avgForwardReturns": {
"1": 0.0007276728082111196,
"5": 0.00006847042845836365,
"10": 0.0034423120010594536
},
"shadowMaxDrawdown": -0.1410760423695694,
"shadowTotalReturn": 0.06334867036679648,
"avgForwardReturn1D": 0.0007276728082111196,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-20",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 135,
"5": 131,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.0011684125996667908,
"5": 0.0057910657496108965,
"10": 0.01092035924279649
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.5052631578947369,
"5": 0.5978260869565217,
"10": 0.6067415730337079
},
"hitRate1D": 0.5052631578947369,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.4134069198152187,
"eligibleDays": 344,
"fitnessScore": 0.273022225698554,
"lookbackDays": 45,
"returnLift1D": -0.000034343388516041434,
"hitRateLift1D": -0.02962056303549565,
"portfolioSize": 2,
"activationRate": 0.2761627906976744,
"activationCount": 95,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.5647058823529412,
"10": 0.582089552238806
},
"sampleConfidence": 0.9936842105263158,
"shadowSharpeLike": 0.700596680377232,
"avgForwardReturns": {
"1": 0.0011719410299748398,
"5": 0.007587327376946753,
"10": 0.015859814056312153
},
"shadowMaxDrawdown": -0.07425888982807016,
"shadowTotalReturn": 0.1005940514286301,
"avgForwardReturn1D": 0.0011719410299748398,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22"
],
"horizonObservationCounts": {
"1": 95,
"5": 92,
"10": 89
},
"baselineAvgForwardReturns": {
"1": 0.0012062844184908812,
"5": 0.0070560645346398575,
"10": 0.013786125200992634
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.4880952380952381,
"5": 0.5625,
"10": 0.625
},
"hitRate1D": 0.4880952380952381,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.24052006635008719,
"eligibleDays": 359,
"fitnessScore": 0.09703731658032033,
"lookbackDays": 30,
"returnLift1D": -0.0005519126221221178,
"hitRateLift1D": -0.03836715744793745,
"portfolioSize": 2,
"activationRate": 0.233983286908078,
"activationCount": 84,
"baselineHitRates": {
"1": 0.5264623955431755,
"5": 0.5464788732394367,
"10": 0.5571428571428572
},
"sampleConfidence": 0.9936507936507937,
"shadowSharpeLike": 0.1592502235875582,
"avgForwardReturns": {
"1": 0.00040789302945049276,
"5": 0.0042622135324875965,
"10": 0.011363970679455784
},
"shadowMaxDrawdown": -0.08072791327859485,
"shadowTotalReturn": 0.01642420028909486,
"avgForwardReturn1D": 0.00040789302945049276,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-03",
"2025-03-05",
"2025-03-07",
"2025-03-10",
"2025-08-07",
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14"
],
"horizonObservationCounts": {
"1": 84,
"5": 80,
"10": 80
},
"baselineAvgForwardReturns": {
"1": 0.0009598056515726106,
"5": 0.005146648292028329,
"10": 0.009914830543419743
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.45569620253164556,
"5": 0.49333333333333335,
"10": 0.5142857142857142
},
"hitRate1D": 0.45569620253164556,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.21154486316777388,
"eligibleDays": 368,
"fitnessScore": 0.060559549152408944,
"lookbackDays": 21,
"returnLift1D": -0.000497109212174115,
"hitRateLift1D": -0.07691249312052839,
"portfolioSize": 2,
"activationRate": 0.21467391304347827,
"activationCount": 79,
"baselineHitRates": {
"1": 0.532608695652174,
"5": 0.554945054945055,
"10": 0.5682451253481894
},
"sampleConfidence": 0.989029535864979,
"shadowSharpeLike": 0.21868016936280613,
"avgForwardReturns": {
"1": 0.0006362912024104827,
"5": -0.003249688184481762,
"10": -0.001467034070442449
},
"shadowMaxDrawdown": -0.07634965611638411,
"shadowTotalReturn": 0.02650782543899255,
"avgForwardReturn1D": 0.0006362912024104827,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-03-05",
"2025-03-07",
"2025-03-10"
],
"horizonObservationCounts": {
"1": 79,
"5": 75,
"10": 70
},
"baselineAvgForwardReturns": {
"1": 0.0011334004145845977,
"5": 0.005880415602287222,
"10": 0.010912242730923354
}
},
{
"topN": 2,
"ticker": "AAPL",
"hitRates": {
"1": 0.5212765957446809,
"5": 0.45555555555555555,
"10": 0.5058823529411764
},
"hitRate1D": 0.5212765957446809,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.11743930181538982,
"eligibleDays": 375,
"fitnessScore": -0.0937193082165202,
"lookbackDays": 14,
"returnLift1D": -0.002098644074224784,
"hitRateLift1D": -0.009390070921985738,
"portfolioSize": 2,
"activationRate": 0.25066666666666665,
"activationCount": 94,
"baselineHitRates": {
"1": 0.5306666666666666,
"5": 0.5498652291105122,
"10": 0.5683060109289617
},
"sampleConfidence": 0.9907801418439717,
"shadowSharpeLike": -0.5488769046059845,
"avgForwardReturns": {
"1": -0.0009302314745579934,
"5": -0.0076993959344200035,
"10": -0.004718246423882269
},
"shadowMaxDrawdown": -0.19650444085459118,
"shadowTotalReturn": -0.11197689433427516,
"avgForwardReturn1D": -0.0009302314745579934,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 94,
"5": 90,
"10": 85
},
"baselineAvgForwardReturns": {
"1": 0.0011684125996667908,
"5": 0.0057910657496108965,
"10": 0.01092035924279649
}
}
],
"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": 0.4561498305802668,
"fitnessScore": 0.31131246019041015,
"lookbackDays": 14,
"returnLift1D": -0.0004038726850786393,
"activationRate": 0.42133333333333334,
"activationCount": 158,
"sampleConfidence": 0.9945147679324895,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.08338146742538344,
"avgForwardReturn1D": 0.0007645399145881515
},
{
"comboQuality": 0.5543069386470854,
"fitnessScore": 0.39797937371647163,
"lookbackDays": 21,
"returnLift1D": 0.00019316925950343998,
"activationRate": 0.3967391304347826,
"activationCount": 146,
"sampleConfidence": 0.9940639269406393,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.17008463116080863,
"avgForwardReturn1D": 0.0013265696740880377
},
{
"comboQuality": 0.6883578996620414,
"fitnessScore": 0.5243397679326492,
"lookbackDays": 30,
"returnLift1D": 0.0005052019001960652,
"activationRate": 0.43175487465181056,
"activationCount": 155,
"sampleConfidence": 0.9956989247311828,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.22011592948638992,
"avgForwardReturn1D": 0.0014650075517686758
},
{
"comboQuality": 0.6723743394488041,
"fitnessScore": 0.5081675832782843,
"lookbackDays": 45,
"returnLift1D": 0.00016117260983381106,
"activationRate": 0.46511627906976744,
"activationCount": 160,
"sampleConfidence": 0.9945833333333334,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.21292123227604387,
"avgForwardReturn1D": 0.0013674570283246923
},
{
"comboQuality": 0.7151275175875275,
"fitnessScore": 0.5524922290728078,
"lookbackDays": 63,
"returnLift1D": -0.000036797382731757616,
"activationRate": 0.4754601226993865,
"activationCount": 155,
"sampleConfidence": 0.9944086021505377,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.24645701916153473,
"avgForwardReturn1D": 0.0015609886296175518
}
],
"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": "41a735b437644300d464ab1b2bebc5c92fcc0e73dc612afb8659a290bb5d187e",
"size": 13,
"members": [
"AAPL",
"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."
}