Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"AG"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "AG",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 4,
"ticker": "AG",
"hitRates": {
"1": 0.5219298245614035,
"5": 0.631578947368421,
"10": 0.6535087719298246
},
"hitRate1D": 0.5219298245614035,
"comboQuality": 0.999991940223858,
"eligibleDays": 297,
"fitnessScore": 2.9302956775132314,
"lookbackDays": 63,
"returnLift1D": 0.0017386656655029777,
"hitRateLift1D": 0.00841631104788998,
"activationRate": 0.7676767676767676,
"activationCount": 228,
"baselineHitRates": {
"1": 0.5135135135135135,
"5": 0.5993150684931506,
"10": 0.5888501742160279
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.9193604757656473,
"avgForwardReturns": {
"1": 0.006443360612523994,
"5": 0.03312770289046899,
"10": 0.06609188681561401
},
"shadowMaxDrawdown": -0.4292408274638668,
"shadowTotalReturn": 2.37951745377499,
"avgForwardReturn1D": 0.006443360612523994,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 228,
"5": 228,
"10": 228
},
"baselineAvgForwardReturns": {
"1": 0.004704694947021016,
"5": 0.024117933833483932,
"10": 0.046914353192894366
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.999991940223858,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9858729059788534,
"bestRawFitnessScore": 2.9302956775132314,
"upperQuartileComboQuality": 0.9944934793814183
},
"algorithmFit": {
"label": "strong",
"score": 0.9827471127080333,
"rawScore": 0.9909155957188555,
"confidence": 0.983513261783116,
"bestProfile": {
"topN": 4,
"lookbackDays": 63
},
"profileBreadth": 0.800212854131383,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
14,
30,
45,
63
]
},
"parameterStability": 0.9897213622419038,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "AG",
"hitRates": {
"1": 0.5219298245614035,
"5": 0.631578947368421,
"10": 0.6535087719298246
},
"hitRate1D": 0.5219298245614035,
"comboQuality": 0.999991940223858,
"eligibleDays": 297,
"fitnessScore": 2.9302956775132314,
"lookbackDays": 63,
"returnLift1D": 0.0017386656655029777,
"hitRateLift1D": 0.00841631104788998,
"activationRate": 0.7676767676767676,
"activationCount": 228,
"baselineHitRates": {
"1": 0.5135135135135135,
"5": 0.5993150684931506,
"10": 0.5888501742160279
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.9193604757656473,
"avgForwardReturns": {
"1": 0.006443360612523994,
"5": 0.03312770289046899,
"10": 0.06609188681561401
},
"shadowMaxDrawdown": -0.4292408274638668,
"shadowTotalReturn": 2.37951745377499,
"avgForwardReturn1D": 0.006443360612523994,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 228,
"5": 228,
"10": 228
},
"baselineAvgForwardReturns": {
"1": 0.004704694947021016,
"5": 0.024117933833483932,
"10": 0.046914353192894366
}
},
{
"topN": 5,
"ticker": "AG",
"hitRates": {
"1": 0.5219298245614035,
"5": 0.631578947368421,
"10": 0.6535087719298246
},
"hitRate1D": 0.5219298245614035,
"comboQuality": 0.999991940223858,
"eligibleDays": 297,
"fitnessScore": 2.9302956775132314,
"lookbackDays": 63,
"returnLift1D": 0.0017386656655029777,
"hitRateLift1D": 0.00841631104788998,
"activationRate": 0.7676767676767676,
"activationCount": 228,
"baselineHitRates": {
"1": 0.5135135135135135,
"5": 0.5993150684931506,
"10": 0.5888501742160279
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.9193604757656473,
"avgForwardReturns": {
"1": 0.006443360612523994,
"5": 0.03312770289046899,
"10": 0.06609188681561401
},
"shadowMaxDrawdown": -0.4292408274638668,
"shadowTotalReturn": 2.37951745377499,
"avgForwardReturn1D": 0.006443360612523994,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 228,
"5": 228,
"10": 228
},
"baselineAvgForwardReturns": {
"1": 0.004704694947021016,
"5": 0.024117933833483932,
"10": 0.046914353192894366
}
},
{
"topN": 3,
"ticker": "AG",
"hitRates": {
"1": 0.5201793721973094,
"5": 0.6322869955156951,
"10": 0.6591928251121076
},
"hitRate1D": 0.5201793721973094,
"comboQuality": 0.999981095642468,
"eligibleDays": 297,
"fitnessScore": 2.742741824150099,
"lookbackDays": 63,
"returnLift1D": 0.0016555260518753001,
"hitRateLift1D": 0.006665858683795878,
"activationRate": 0.7508417508417509,
"activationCount": 223,
"baselineHitRates": {
"1": 0.5135135135135135,
"5": 0.5993150684931506,
"10": 0.5888501742160279
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.8566213717999105,
"avgForwardReturns": {
"1": 0.006360220998896316,
"5": 0.032742491108978346,
"10": 0.0664437995287509
},
"shadowMaxDrawdown": -0.42924082746386694,
"shadowTotalReturn": 2.216178586557298,
"avgForwardReturn1D": 0.006360220998896316,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 223,
"5": 223,
"10": 223
},
"baselineAvgForwardReturns": {
"1": 0.004704694947021016,
"5": 0.024117933833483932,
"10": 0.046914353192894366
}
},
{
"topN": 2,
"ticker": "AG",
"hitRates": {
"1": 0.514018691588785,
"5": 0.6308411214953271,
"10": 0.6682242990654206
},
"hitRate1D": 0.514018691588785,
"comboQuality": 0.999955245633498,
"eligibleDays": 297,
"fitnessScore": 2.5531408931777695,
"lookbackDays": 63,
"returnLift1D": 0.0016782124540658354,
"hitRateLift1D": 0.0005051780752715063,
"activationRate": 0.7205387205387206,
"activationCount": 214,
"baselineHitRates": {
"1": 0.5135135135135135,
"5": 0.5993150684931506,
"10": 0.5888501742160279
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.7997650868670887,
"avgForwardReturns": {
"1": 0.006382907401086851,
"5": 0.0336837260171114,
"10": 0.0683159838761678
},
"shadowMaxDrawdown": -0.40829343342588253,
"shadowTotalReturn": 2.0528970504018167,
"avgForwardReturn1D": 0.006382907401086851,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03"
],
"horizonObservationCounts": {
"1": 214,
"5": 214,
"10": 214
},
"baselineAvgForwardReturns": {
"1": 0.004704694947021016,
"5": 0.024117933833483932,
"10": 0.046914353192894366
}
},
{
"topN": 4,
"ticker": "AG",
"hitRates": {
"1": 0.47802197802197804,
"5": 0.5494505494505495,
"10": 0.5414364640883977
},
"hitRate1D": 0.47802197802197804,
"comboQuality": 0.9947836996637172,
"eligibleDays": 352,
"fitnessScore": 1.5051621231652401,
"lookbackDays": 14,
"returnLift1D": 0.001680970541965694,
"hitRateLift1D": -0.03054945054945052,
"activationRate": 0.5170454545454546,
"activationCount": 182,
"baselineHitRates": {
"1": 0.5085714285714286,
"5": 0.5664739884393064,
"10": 0.5526315789473685
},
"sampleConfidence": 0.9996336996336996,
"shadowSharpeLike": 1.3311331886601707,
"avgForwardReturns": {
"1": 0.005574771153107308,
"5": 0.020027415761897482,
"10": 0.02342305156303497
},
"shadowMaxDrawdown": -0.34794414122424244,
"shadowTotalReturn": 1.2111222749893633,
"avgForwardReturn1D": 0.005574771153107308,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-13",
"2025-02-14",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19"
],
"horizonObservationCounts": {
"1": 182,
"5": 182,
"10": 181
},
"baselineAvgForwardReturns": {
"1": 0.003893800611141614,
"5": 0.020120966769024664,
"10": 0.03709720008195153
}
},
{
"topN": 3,
"ticker": "AG",
"hitRates": {
"1": 0.5226130653266332,
"5": 0.5778894472361809,
"10": 0.6030150753768844
},
"hitRate1D": 0.5226130653266332,
"comboQuality": 0.9943967392873186,
"eligibleDays": 315,
"fitnessScore": 1.4893332637953893,
"lookbackDays": 45,
"returnLift1D": 0.000674094297737589,
"hitRateLift1D": 0.00668949844765232,
"activationRate": 0.6317460317460317,
"activationCount": 199,
"baselineHitRates": {
"1": 0.5159235668789809,
"5": 0.5870967741935483,
"10": 0.5770491803278689
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2954993895872342,
"avgForwardReturns": {
"1": 0.004898471655192119,
"5": 0.022097118200536833,
"10": 0.047855064945904524
},
"shadowMaxDrawdown": -0.3797510679606949,
"shadowTotalReturn": 1.1085706814781209,
"avgForwardReturn1D": 0.004898471655192119,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 199,
"5": 199,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.00422437735745453,
"5": 0.0217634086900151,
"10": 0.04345810265196175
}
},
{
"topN": 2,
"ticker": "AG",
"hitRates": {
"1": 0.484472049689441,
"5": 0.5590062111801242,
"10": 0.56875
},
"hitRate1D": 0.484472049689441,
"comboQuality": 0.9925859143767691,
"eligibleDays": 352,
"fitnessScore": 1.4273250221578233,
"lookbackDays": 14,
"returnLift1D": 0.0020549966444210095,
"hitRateLift1D": -0.024099378881987543,
"activationRate": 0.45738636363636365,
"activationCount": 161,
"baselineHitRates": {
"1": 0.5085714285714286,
"5": 0.5664739884393064,
"10": 0.5526315789473685
},
"sampleConfidence": 0.9995859213250519,
"shadowSharpeLike": 1.3217113990452314,
"avgForwardReturns": {
"1": 0.005948797255562624,
"5": 0.02242648652047889,
"10": 0.03025388886570391
},
"shadowMaxDrawdown": -0.30234179639223224,
"shadowTotalReturn": 1.134177403333461,
"avgForwardReturn1D": 0.005948797255562624,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20"
],
"horizonObservationCounts": {
"1": 161,
"5": 161,
"10": 160
},
"baselineAvgForwardReturns": {
"1": 0.003893800611141614,
"5": 0.020120966769024664,
"10": 0.03709720008195153
}
},
{
"topN": 5,
"ticker": "AG",
"hitRates": {
"1": 0.5144230769230769,
"5": 0.5769230769230769,
"10": 0.6105769230769231
},
"hitRate1D": 0.5144230769230769,
"comboQuality": 0.9915060932567831,
"eligibleDays": 315,
"fitnessScore": 1.3971727289627678,
"lookbackDays": 45,
"returnLift1D": 0.00035366615687957,
"hitRateLift1D": -0.0015004899559040163,
"activationRate": 0.6603174603174603,
"activationCount": 208,
"baselineHitRates": {
"1": 0.5159235668789809,
"5": 0.5870967741935483,
"10": 0.5770491803278689
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2489382359266121,
"avgForwardReturns": {
"1": 0.0045780435143341,
"5": 0.022089537797562894,
"10": 0.048141175756719404
},
"shadowMaxDrawdown": -0.42984557501791,
"shadowTotalReturn": 1.045142703868649,
"avgForwardReturn1D": 0.0045780435143341,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 208,
"5": 208,
"10": 208
},
"baselineAvgForwardReturns": {
"1": 0.00422437735745453,
"5": 0.0217634086900151,
"10": 0.04345810265196175
}
},
{
"topN": 2,
"ticker": "AG",
"hitRates": {
"1": 0.5161290322580645,
"5": 0.6064516129032258,
"10": 0.6193548387096774
},
"hitRate1D": 0.5161290322580645,
"comboQuality": 0.9892259408135152,
"eligibleDays": 330,
"fitnessScore": 1.3443519171604001,
"lookbackDays": 30,
"returnLift1D": 0.0018109535729991483,
"hitRateLift1D": 0.005490734385724116,
"activationRate": 0.4696969696969697,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5106382978723404,
"5": 0.5784615384615385,
"10": 0.571875
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2657555026067941,
"avgForwardReturns": {
"1": 0.0056316268792098575,
"5": 0.025710571535672737,
"10": 0.054940997889520664
},
"shadowMaxDrawdown": -0.2279832039710824,
"shadowTotalReturn": 0.9849437118230759,
"avgForwardReturn1D": 0.0056316268792098575,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 155,
"5": 155,
"10": 155
},
"baselineAvgForwardReturns": {
"1": 0.0038206733062107093,
"5": 0.020684110156437098,
"10": 0.04186538602319183
}
},
{
"topN": 2,
"ticker": "AG",
"hitRates": {
"1": 0.526595744680851,
"5": 0.574468085106383,
"10": 0.5957446808510638
},
"hitRate1D": 0.526595744680851,
"comboQuality": 0.9872814128208635,
"eligibleDays": 315,
"fitnessScore": 1.3074159401943006,
"lookbackDays": 45,
"returnLift1D": 0.00043517667410137954,
"hitRateLift1D": 0.01067217780187013,
"activationRate": 0.5968253968253968,
"activationCount": 188,
"baselineHitRates": {
"1": 0.5159235668789809,
"5": 0.5870967741935483,
"10": 0.5770491803278689
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.202075232320487,
"avgForwardReturns": {
"1": 0.00465955403155591,
"5": 0.02067056621999808,
"10": 0.04490074898533715
},
"shadowMaxDrawdown": -0.3211767928159138,
"shadowTotalReturn": 0.9329323511780148,
"avgForwardReturn1D": 0.00465955403155591,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 188,
"5": 188,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.00422437735745453,
"5": 0.0217634086900151,
"10": 0.04345810265196175
}
},
{
"topN": 4,
"ticker": "AG",
"hitRates": {
"1": 0.5097087378640777,
"5": 0.5728155339805825,
"10": 0.6067961165048543
},
"hitRate1D": 0.5097087378640777,
"comboQuality": 0.9844643991368432,
"eligibleDays": 315,
"fitnessScore": 1.2627719735060392,
"lookbackDays": 45,
"returnLift1D": 0.00012310595727416714,
"hitRateLift1D": -0.006214829014903223,
"activationRate": 0.653968253968254,
"activationCount": 206,
"baselineHitRates": {
"1": 0.5159235668789809,
"5": 0.5870967741935483,
"10": 0.5770491803278689
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1757496092021658,
"avgForwardReturns": {
"1": 0.004347483314728697,
"5": 0.021361771648458157,
"10": 0.04748129998781455
},
"shadowMaxDrawdown": -0.42984557501791,
"shadowTotalReturn": 0.9341349558768397,
"avgForwardReturn1D": 0.004347483314728697,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 206,
"5": 206,
"10": 206
},
"baselineAvgForwardReturns": {
"1": 0.00422437735745453,
"5": 0.0217634086900151,
"10": 0.04345810265196175
}
},
{
"topN": 5,
"ticker": "AG",
"hitRates": {
"1": 0.4731182795698925,
"5": 0.5483870967741935,
"10": 0.5434782608695652
},
"hitRate1D": 0.4731182795698925,
"comboQuality": 0.9836710150306424,
"eligibleDays": 352,
"fitnessScore": 1.2516369470238877,
"lookbackDays": 14,
"returnLift1D": 0.0010434139739496475,
"hitRateLift1D": -0.035453149001536066,
"activationRate": 0.5284090909090909,
"activationCount": 186,
"baselineHitRates": {
"1": 0.5085714285714286,
"5": 0.5664739884393064,
"10": 0.5526315789473685
},
"sampleConfidence": 0.9992831541218639,
"shadowSharpeLike": 1.1926066177312422,
"avgForwardReturns": {
"1": 0.0049372145850912616,
"5": 0.02095601830445188,
"10": 0.025637521016079756
},
"shadowMaxDrawdown": -0.379798406199259,
"shadowTotalReturn": 1.0014279121974288,
"avgForwardReturn1D": 0.0049372145850912616,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-13",
"2025-02-14",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19"
],
"horizonObservationCounts": {
"1": 186,
"5": 186,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.003893800611141614,
"5": 0.020120966769024664,
"10": 0.03709720008195153
}
},
{
"topN": 3,
"ticker": "AG",
"hitRates": {
"1": 0.5028901734104047,
"5": 0.5813953488372093,
"10": 0.5988372093023255
},
"hitRate1D": 0.5028901734104047,
"comboQuality": 0.9652171569204939,
"eligibleDays": 330,
"fitnessScore": 1.0811103489468235,
"lookbackDays": 30,
"returnLift1D": 0.0007956146969360102,
"hitRateLift1D": -0.007748124461935735,
"activationRate": 0.5242424242424243,
"activationCount": 173,
"baselineHitRates": {
"1": 0.5106382978723404,
"5": 0.5784615384615385,
"10": 0.571875
},
"sampleConfidence": 0.9992292870905588,
"shadowSharpeLike": 1.0793919133299732,
"avgForwardReturns": {
"1": 0.0046162880031467195,
"5": 0.018906589200812493,
"10": 0.0458892627981856
},
"shadowMaxDrawdown": -0.3195798817688851,
"shadowTotalReturn": 0.788603198636251,
"avgForwardReturn1D": 0.0046162880031467195,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 173,
"5": 172,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.0038206733062107093,
"5": 0.020684110156437098,
"10": 0.04186538602319183
}
},
{
"topN": 3,
"ticker": "AG",
"hitRates": {
"1": 0.4685714285714286,
"5": 0.5428571428571428,
"10": 0.5402298850574713
},
"hitRate1D": 0.4685714285714286,
"comboQuality": 0.964866104109012,
"eligibleDays": 352,
"fitnessScore": 1.0788210556230882,
"lookbackDays": 14,
"returnLift1D": 0.0009058994296255755,
"hitRateLift1D": -0.03999999999999998,
"activationRate": 0.4971590909090909,
"activationCount": 175,
"baselineHitRates": {
"1": 0.5085714285714286,
"5": 0.5664739884393064,
"10": 0.5526315789473685
},
"sampleConfidence": 0.9996190476190476,
"shadowSharpeLike": 1.1139200759260393,
"avgForwardReturns": {
"1": 0.00479970004076719,
"5": 0.01874930996292581,
"10": 0.023613043955228345
},
"shadowMaxDrawdown": -0.38825185649605787,
"shadowTotalReturn": 0.8676497425974754,
"avgForwardReturn1D": 0.00479970004076719,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-13",
"2025-02-14",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19"
],
"horizonObservationCounts": {
"1": 175,
"5": 175,
"10": 174
},
"baselineAvgForwardReturns": {
"1": 0.003893800611141614,
"5": 0.020120966769024664,
"10": 0.03709720008195153
}
},
{
"topN": 4,
"ticker": "AG",
"hitRates": {
"1": 0.4945054945054945,
"5": 0.56353591160221,
"10": 0.585635359116022
},
"hitRate1D": 0.4945054945054945,
"comboQuality": 0.9467863686985329,
"eligibleDays": 330,
"fitnessScore": 0.9833269556468193,
"lookbackDays": 30,
"returnLift1D": 0.00031642953402211084,
"hitRateLift1D": -0.01613280336684586,
"activationRate": 0.5515151515151515,
"activationCount": 182,
"baselineHitRates": {
"1": 0.5106382978723404,
"5": 0.5784615384615385,
"10": 0.571875
},
"sampleConfidence": 0.9992673992673993,
"shadowSharpeLike": 1.0120112407977642,
"avgForwardReturns": {
"1": 0.00413710284023282,
"5": 0.014959842319752868,
"10": 0.0429409407600727
},
"shadowMaxDrawdown": -0.3256216454037426,
"shadowTotalReturn": 0.7067809519051131,
"avgForwardReturn1D": 0.00413710284023282,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 182,
"5": 181,
"10": 181
},
"baselineAvgForwardReturns": {
"1": 0.0038206733062107093,
"5": 0.020684110156437098,
"10": 0.04186538602319183
}
},
{
"topN": 5,
"ticker": "AG",
"hitRates": {
"1": 0.4918918918918919,
"5": 0.5652173913043478,
"10": 0.5869565217391305
},
"hitRate1D": 0.4918918918918919,
"comboQuality": 0.8315058867591948,
"eligibleDays": 330,
"fitnessScore": 0.7011942643810664,
"lookbackDays": 30,
"returnLift1D": -0.0004930066835872734,
"hitRateLift1D": -0.018746405980448466,
"activationRate": 0.5636363636363636,
"activationCount": 186,
"baselineHitRates": {
"1": 0.5106382978723404,
"5": 0.5784615384615385,
"10": 0.571875
},
"sampleConfidence": 0.9982078853046595,
"shadowSharpeLike": 0.8121558127142097,
"avgForwardReturns": {
"1": 0.003327666622623436,
"5": 0.014875122748475592,
"10": 0.04224814551683792
},
"shadowMaxDrawdown": -0.37379582334562533,
"shadowTotalReturn": 0.47921159041014105,
"avgForwardReturn1D": 0.003327666622623436,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 185,
"5": 184,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.0038206733062107093,
"5": 0.020684110156437098,
"10": 0.04186538602319183
}
},
{
"topN": 2,
"ticker": "AG",
"hitRates": {
"1": 0.48125,
"5": 0.5408805031446541,
"10": 0.5886075949367089
},
"hitRate1D": 0.48125,
"comboQuality": 0.6422338660401506,
"eligibleDays": 339,
"fitnessScore": 0.47871605974441994,
"lookbackDays": 21,
"returnLift1D": -0.00045977411183698285,
"hitRateLift1D": -0.02466715976331363,
"activationRate": 0.471976401179941,
"activationCount": 160,
"baselineHitRates": {
"1": 0.5059171597633136,
"5": 0.562874251497006,
"10": 0.5562310030395137
},
"sampleConfidence": 0.99875,
"shadowSharpeLike": 0.6716588269544264,
"avgForwardReturns": {
"1": 0.003034206131274535,
"5": 0.012795912319299444,
"10": 0.0336823438776512
},
"shadowMaxDrawdown": -0.36788537710877833,
"shadowTotalReturn": 0.33363153221262287,
"avgForwardReturn1D": 0.003034206131274535,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 160,
"5": 159,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0034939802431115177,
"5": 0.018665086565774598,
"10": 0.03697533145602946
}
},
{
"topN": 5,
"ticker": "AG",
"hitRates": {
"1": 0.4708994708994709,
"5": 0.4946808510638298,
"10": 0.5240641711229946
},
"hitRate1D": 0.4708994708994709,
"comboQuality": 0.18919632424041366,
"eligibleDays": 339,
"fitnessScore": 0.029847041701073416,
"lookbackDays": 21,
"returnLift1D": -0.002358348212944841,
"hitRateLift1D": -0.035017688863842766,
"activationRate": 0.56047197640118,
"activationCount": 190,
"baselineHitRates": {
"1": 0.5059171597633136,
"5": 0.562874251497006,
"10": 0.5562310030395137
},
"sampleConfidence": 0.9978947368421053,
"shadowSharpeLike": 0.25645163467741616,
"avgForwardReturns": {
"1": 0.0011356320301666768,
"5": 0.0007938481118424314,
"10": 0.023689769074168154
},
"shadowMaxDrawdown": -0.4971042274110069,
"shadowTotalReturn": -0.019800828194007414,
"avgForwardReturn1D": 0.0011356320301666768,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 189,
"5": 188,
"10": 187
},
"baselineAvgForwardReturns": {
"1": 0.0034939802431115177,
"5": 0.018665086565774598,
"10": 0.03697533145602946
}
},
{
"topN": 4,
"ticker": "AG",
"hitRates": {
"1": 0.46774193548387094,
"5": 0.4864864864864865,
"10": 0.5271739130434783
},
"hitRate1D": 0.46774193548387094,
"comboQuality": 0.13289444320000937,
"eligibleDays": 339,
"fitnessScore": -0.06263322449671138,
"lookbackDays": 21,
"returnLift1D": -0.0027174772231221608,
"hitRateLift1D": -0.0381752242794427,
"activationRate": 0.551622418879056,
"activationCount": 187,
"baselineHitRates": {
"1": 0.5059171597633136,
"5": 0.562874251497006,
"10": 0.5562310030395137
},
"sampleConfidence": 0.997860962566845,
"shadowSharpeLike": 0.1650617364737305,
"avgForwardReturns": {
"1": 0.0007765030199893567,
"5": -0.0005593095778535926,
"10": 0.022616810357325174
},
"shadowMaxDrawdown": -0.5083643603215804,
"shadowTotalReturn": -0.08422411460827683,
"avgForwardReturn1D": 0.0007765030199893567,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 186,
"5": 185,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.0034939802431115177,
"5": 0.018665086565774598,
"10": 0.03697533145602946
}
},
{
"topN": 3,
"ticker": "AG",
"hitRates": {
"1": 0.46368715083798884,
"5": 0.4887640449438202,
"10": 0.5310734463276836
},
"hitRate1D": 0.46368715083798884,
"comboQuality": 0.08994706409455724,
"eligibleDays": 339,
"fitnessScore": -0.15914191868855426,
"lookbackDays": 21,
"returnLift1D": -0.0030361278839219005,
"hitRateLift1D": -0.0422300089253248,
"activationRate": 0.528023598820059,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5059171597633136,
"5": 0.562874251497006,
"10": 0.5562310030395137
},
"sampleConfidence": 0.9988826815642459,
"shadowSharpeLike": 0.0830397146747018,
"avgForwardReturns": {
"1": 0.000457852359189617,
"5": -0.0011144193161837933,
"10": 0.022408443251424503
},
"shadowMaxDrawdown": -0.5444644057784431,
"shadowTotalReturn": -0.1350203518791877,
"avgForwardReturn1D": 0.000457852359189617,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 179,
"5": 178,
"10": 177
},
"baselineAvgForwardReturns": {
"1": 0.0034939802431115177,
"5": 0.018665086565774598,
"10": 0.03697533145602946
}
}
],
"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": 0.9947836996637172,
"fitnessScore": 1.5051621231652401,
"lookbackDays": 14,
"returnLift1D": 0.001680970541965694,
"activationRate": 0.5170454545454546,
"activationCount": 182,
"sampleConfidence": 0.9996336996336996,
"shadowTotalReturn": 1.2111222749893633,
"avgForwardReturn1D": 0.005574771153107308
},
{
"bestTopN": 2,
"comboQuality": 0.6422338660401506,
"fitnessScore": 0.47871605974441994,
"lookbackDays": 21,
"returnLift1D": -0.00045977411183698285,
"activationRate": 0.471976401179941,
"activationCount": 160,
"sampleConfidence": 0.99875,
"shadowTotalReturn": 0.33363153221262287,
"avgForwardReturn1D": 0.003034206131274535
},
{
"bestTopN": 2,
"comboQuality": 0.9892259408135152,
"fitnessScore": 1.3443519171604001,
"lookbackDays": 30,
"returnLift1D": 0.0018109535729991483,
"activationRate": 0.4696969696969697,
"activationCount": 155,
"sampleConfidence": 1,
"shadowTotalReturn": 0.9849437118230759,
"avgForwardReturn1D": 0.0056316268792098575
},
{
"bestTopN": 3,
"comboQuality": 0.9943967392873186,
"fitnessScore": 1.4893332637953893,
"lookbackDays": 45,
"returnLift1D": 0.000674094297737589,
"activationRate": 0.6317460317460317,
"activationCount": 199,
"sampleConfidence": 1,
"shadowTotalReturn": 1.1085706814781209,
"avgForwardReturn1D": 0.004898471655192119
},
{
"bestTopN": 4,
"comboQuality": 0.999991940223858,
"fitnessScore": 2.9302956775132314,
"lookbackDays": 63,
"returnLift1D": 0.0017386656655029777,
"activationRate": 0.7676767676767676,
"activationCount": 228,
"sampleConfidence": 1,
"shadowTotalReturn": 2.37951745377499,
"avgForwardReturn1D": 0.006443360612523994
}
],
"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": "b8ee2525f52fb02b533da83159182e6192d8e0c690261b594d294c5e3e0e1789",
"size": 13,
"members": [
"AG",
"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",
"AG"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "AG",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "AG",
"hitRates": {
"1": 0.515748031496063,
"5": 0.6062992125984252,
"10": 0.6259842519685039
},
"hitRate1D": 0.515748031496063,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9987144017066433,
"eligibleDays": 326,
"fitnessScore": 1.8141538220463487,
"lookbackDays": 63,
"returnLift1D": 0.0005391951147475258,
"hitRateLift1D": 0.0034780928457561755,
"portfolioSize": 4,
"activationRate": 0.7791411042944786,
"activationCount": 254,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5838509316770186,
"10": 0.5741324921135647
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.353692384062347,
"avgForwardReturns": {
"1": 0.004509408380516172,
"5": 0.028610601368766014,
"10": 0.05786891699886562
},
"shadowMaxDrawdown": -0.42924082746386705,
"shadowTotalReturn": 1.3748304701832712,
"avgForwardReturn1D": 0.004509408380516172,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22"
],
"horizonObservationCounts": {
"1": 254,
"5": 254,
"10": 254
},
"baselineAvgForwardReturns": {
"1": 0.003970213265768646,
"5": 0.02246098511383617,
"10": 0.04229000813352357
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9987144017066433,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9861599001838597,
"bestRawFitnessScore": 1.8141538220463487,
"upperQuartileComboQuality": 0.9925349338237608
},
"algorithmFit": {
"label": "strong",
"score": 0.9819535213576295,
"rawScore": 0.9884783638599359,
"confidence": 0.9867982087603265,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0.8500970914089069,
"recommendedRegion": {
"lookbackDays": [
14,
30,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.9803675503722763,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "AG",
"hitRates": {
"1": 0.515748031496063,
"5": 0.6062992125984252,
"10": 0.6259842519685039
},
"hitRate1D": 0.515748031496063,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9987144017066433,
"eligibleDays": 326,
"fitnessScore": 1.8141538220463487,
"lookbackDays": 63,
"returnLift1D": 0.0005391951147475258,
"hitRateLift1D": 0.0034780928457561755,
"portfolioSize": 4,
"activationRate": 0.7791411042944786,
"activationCount": 254,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5838509316770186,
"10": 0.5741324921135647
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.353692384062347,
"avgForwardReturns": {
"1": 0.004509408380516172,
"5": 0.028610601368766014,
"10": 0.05786891699886562
},
"shadowMaxDrawdown": -0.42924082746386705,
"shadowTotalReturn": 1.3748304701832712,
"avgForwardReturn1D": 0.004509408380516172,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22"
],
"horizonObservationCounts": {
"1": 254,
"5": 254,
"10": 254
},
"baselineAvgForwardReturns": {
"1": 0.003970213265768646,
"5": 0.02246098511383617,
"10": 0.04229000813352357
}
},
{
"topN": 5,
"ticker": "AG",
"hitRates": {
"1": 0.515748031496063,
"5": 0.6062992125984252,
"10": 0.6259842519685039
},
"hitRate1D": 0.515748031496063,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9987144017066433,
"eligibleDays": 326,
"fitnessScore": 1.8141538220463487,
"lookbackDays": 63,
"returnLift1D": 0.0005391951147475258,
"hitRateLift1D": 0.0034780928457561755,
"portfolioSize": 5,
"activationRate": 0.7791411042944786,
"activationCount": 254,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5838509316770186,
"10": 0.5741324921135647
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.353692384062347,
"avgForwardReturns": {
"1": 0.004509408380516172,
"5": 0.028610601368766014,
"10": 0.05786891699886562
},
"shadowMaxDrawdown": -0.42924082746386705,
"shadowTotalReturn": 1.3748304701832712,
"avgForwardReturn1D": 0.004509408380516172,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22"
],
"horizonObservationCounts": {
"1": 254,
"5": 254,
"10": 254
},
"baselineAvgForwardReturns": {
"1": 0.003970213265768646,
"5": 0.02246098511383617,
"10": 0.04229000813352357
}
},
{
"topN": 3,
"ticker": "AG",
"hitRates": {
"1": 0.5141700404858299,
"5": 0.6032388663967612,
"10": 0.6275303643724697
},
"hitRate1D": 0.5141700404858299,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9980659118408619,
"eligibleDays": 326,
"fitnessScore": 1.7241603344109382,
"lookbackDays": 63,
"returnLift1D": 0.0005415020929144757,
"hitRateLift1D": 0.001900101835523138,
"portfolioSize": 3,
"activationRate": 0.7576687116564417,
"activationCount": 247,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5838509316770186,
"10": 0.5741324921135647
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3191747634943747,
"avgForwardReturns": {
"1": 0.004511715358683122,
"5": 0.027646805960842333,
"10": 0.05748681434424986
},
"shadowMaxDrawdown": -0.4292408274638668,
"shadowTotalReturn": 1.3036110031020498,
"avgForwardReturn1D": 0.004511715358683122,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23"
],
"horizonObservationCounts": {
"1": 247,
"5": 247,
"10": 247
},
"baselineAvgForwardReturns": {
"1": 0.003970213265768646,
"5": 0.02246098511383617,
"10": 0.04229000813352357
}
},
{
"topN": 2,
"ticker": "AG",
"hitRates": {
"1": 0.510548523206751,
"5": 0.5991561181434599,
"10": 0.6329113924050633
},
"hitRate1D": 0.510548523206751,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9974014551632351,
"eligibleDays": 326,
"fitnessScore": 1.6590443832148474,
"lookbackDays": 63,
"returnLift1D": 0.0006344998180337095,
"hitRateLift1D": -0.0017214154435557516,
"portfolioSize": 2,
"activationRate": 0.7269938650306749,
"activationCount": 237,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5838509316770186,
"10": 0.5741324921135647
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2992271370068877,
"avgForwardReturns": {
"1": 0.0046047130838023555,
"5": 0.02832873778169695,
"10": 0.05869009349481481
},
"shadowMaxDrawdown": -0.40829343342588265,
"shadowTotalReturn": 1.2526865895067125,
"avgForwardReturn1D": 0.0046047130838023555,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23"
],
"horizonObservationCounts": {
"1": 237,
"5": 237,
"10": 237
},
"baselineAvgForwardReturns": {
"1": 0.003970213265768646,
"5": 0.02246098511383617,
"10": 0.04229000813352357
}
},
{
"topN": 2,
"ticker": "AG",
"hitRates": {
"1": 0.5174418604651163,
"5": 0.5872093023255814,
"10": 0.5988372093023255
},
"hitRate1D": 0.5174418604651163,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.997334964892305,
"eligibleDays": 359,
"fitnessScore": 1.6534712801431581,
"lookbackDays": 30,
"returnLift1D": 0.0017987161645104692,
"hitRateLift1D": 0.004907041523612099,
"portfolioSize": 2,
"activationRate": 0.479108635097493,
"activationCount": 172,
"baselineHitRates": {
"1": 0.5125348189415042,
"5": 0.5746478873239437,
"10": 0.5714285714285714
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3694112192190306,
"avgForwardReturns": {
"1": 0.005948521259782973,
"5": 0.02606539774842968,
"10": 0.04736328925280974
},
"shadowMaxDrawdown": -0.2505540322723995,
"shadowTotalReturn": 1.2738719278988433,
"avgForwardReturn1D": 0.005948521259782973,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20"
],
"horizonObservationCounts": {
"1": 172,
"5": 172,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.004149805095272504,
"5": 0.021444944612883734,
"10": 0.04218198858072925
}
},
{
"topN": 4,
"ticker": "AG",
"hitRates": {
"1": 0.478494623655914,
"5": 0.543010752688172,
"10": 0.5405405405405406
},
"hitRate1D": 0.478494623655914,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9909349234675794,
"eligibleDays": 375,
"fitnessScore": 1.3827283071236027,
"lookbackDays": 14,
"returnLift1D": 0.0013014123763429482,
"hitRateLift1D": -0.03350537634408601,
"portfolioSize": 4,
"activationRate": 0.496,
"activationCount": 186,
"baselineHitRates": {
"1": 0.512,
"5": 0.5633423180592992,
"10": 0.5655737704918032
},
"sampleConfidence": 0.9996415770609319,
"shadowSharpeLike": 1.2301093598244062,
"avgForwardReturns": {
"1": 0.005227741419916084,
"5": 0.02013452744635209,
"10": 0.02412431526041885
},
"shadowMaxDrawdown": -0.3479441412242428,
"shadowTotalReturn": 1.1156747472386175,
"avgForwardReturn1D": 0.005227741419916084,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-06",
"2025-02-13",
"2025-02-14",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13"
],
"horizonObservationCounts": {
"1": 186,
"5": 186,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.003926329043573136,
"5": 0.020662221113051927,
"10": 0.03951924025104534
}
},
{
"topN": 5,
"ticker": "AG",
"hitRates": {
"1": 0.478494623655914,
"5": 0.543010752688172,
"10": 0.5405405405405406
},
"hitRate1D": 0.478494623655914,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9909349234675794,
"eligibleDays": 375,
"fitnessScore": 1.3827283071236027,
"lookbackDays": 14,
"returnLift1D": 0.0013014123763429482,
"hitRateLift1D": -0.03350537634408601,
"portfolioSize": 5,
"activationRate": 0.496,
"activationCount": 186,
"baselineHitRates": {
"1": 0.512,
"5": 0.5633423180592992,
"10": 0.5655737704918032
},
"sampleConfidence": 0.9996415770609319,
"shadowSharpeLike": 1.2301093598244062,
"avgForwardReturns": {
"1": 0.005227741419916084,
"5": 0.02013452744635209,
"10": 0.02412431526041885
},
"shadowMaxDrawdown": -0.3479441412242428,
"shadowTotalReturn": 1.1156747472386175,
"avgForwardReturn1D": 0.005227741419916084,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-06",
"2025-02-13",
"2025-02-14",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13"
],
"horizonObservationCounts": {
"1": 186,
"5": 186,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.003926329043573136,
"5": 0.020662221113051927,
"10": 0.03951924025104534
}
},
{
"topN": 3,
"ticker": "AG",
"hitRates": {
"1": 0.5052631578947369,
"5": 0.5661375661375662,
"10": 0.582010582010582
},
"hitRate1D": 0.5052631578947369,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9904646430609941,
"eligibleDays": 359,
"fitnessScore": 1.3714968492274333,
"lookbackDays": 30,
"returnLift1D": 0.0008442018255144738,
"hitRateLift1D": -0.007271661046767353,
"portfolioSize": 3,
"activationRate": 0.5292479108635098,
"activationCount": 190,
"baselineHitRates": {
"1": 0.5125348189415042,
"5": 0.5746478873239437,
"10": 0.5714285714285714
},
"sampleConfidence": 0.9992982456140351,
"shadowSharpeLike": 1.1917578842650225,
"avgForwardReturns": {
"1": 0.0049940069207869775,
"5": 0.019841498239367088,
"10": 0.03980732423225131
},
"shadowMaxDrawdown": -0.31923950151964475,
"shadowTotalReturn": 1.0499770970159332,
"avgForwardReturn1D": 0.0049940069207869775,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20"
],
"horizonObservationCounts": {
"1": 190,
"5": 189,
"10": 189
},
"baselineAvgForwardReturns": {
"1": 0.004149805095272504,
"5": 0.021444944612883734,
"10": 0.04218198858072925
}
},
{
"topN": 3,
"ticker": "AG",
"hitRates": {
"1": 0.5155555555555555,
"5": 0.5422222222222223,
"10": 0.5688888888888889
},
"hitRate1D": 0.5155555555555555,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.988097519590693,
"eligibleDays": 344,
"fitnessScore": 1.322187607767608,
"lookbackDays": 45,
"returnLift1D": -0.00009890788438178533,
"hitRateLift1D": 0.003927648578811338,
"portfolioSize": 3,
"activationRate": 0.6540697674418605,
"activationCount": 225,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.5676470588235294,
"10": 0.5611940298507463
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.126392748071817,
"avgForwardReturns": {
"1": 0.004134151425179513,
"5": 0.01649024867443217,
"10": 0.03645217173510805
},
"shadowMaxDrawdown": -0.379751067960695,
"shadowTotalReturn": 0.9691998201698442,
"avgForwardReturn1D": 0.004134151425179513,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 225,
"5": 225,
"10": 225
},
"baselineAvgForwardReturns": {
"1": 0.004233059309561298,
"5": 0.020430359966045163,
"10": 0.037754488031778846
}
},
{
"topN": 2,
"ticker": "AG",
"hitRates": {
"1": 0.48484848484848486,
"5": 0.5515151515151515,
"10": 0.5670731707317073
},
"hitRate1D": 0.48484848484848486,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9873750065234663,
"eligibleDays": 375,
"fitnessScore": 1.3090617200208845,
"lookbackDays": 14,
"returnLift1D": 0.0016222037587568282,
"hitRateLift1D": -0.02715151515151515,
"portfolioSize": 2,
"activationRate": 0.44,
"activationCount": 165,
"baselineHitRates": {
"1": 0.512,
"5": 0.5633423180592992,
"10": 0.5655737704918032
},
"sampleConfidence": 0.9995959595959597,
"shadowSharpeLike": 1.2179077456003085,
"avgForwardReturns": {
"1": 0.005548532802329964,
"5": 0.02208084366303296,
"10": 0.03125746678711657
},
"shadowMaxDrawdown": -0.3023417963922319,
"shadowTotalReturn": 1.0420513552927,
"avgForwardReturn1D": 0.005548532802329964,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-06",
"2025-02-14",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14"
],
"horizonObservationCounts": {
"1": 165,
"5": 165,
"10": 164
},
"baselineAvgForwardReturns": {
"1": 0.003926329043573136,
"5": 0.020662221113051927,
"10": 0.03951924025104534
}
},
{
"topN": 4,
"ticker": "AG",
"hitRates": {
"1": 0.5,
"5": 0.5527638190954773,
"10": 0.5728643216080402
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9849447938442529,
"eligibleDays": 359,
"fitnessScore": 1.2697895822270955,
"lookbackDays": 30,
"returnLift1D": 0.0003747519993780469,
"hitRateLift1D": -0.012534818941504211,
"portfolioSize": 4,
"activationRate": 0.5571030640668524,
"activationCount": 200,
"baselineHitRates": {
"1": 0.5125348189415042,
"5": 0.5746478873239437,
"10": 0.5714285714285714
},
"sampleConfidence": 0.9993333333333334,
"shadowSharpeLike": 1.1308894929111908,
"avgForwardReturns": {
"1": 0.004524557094650551,
"5": 0.01637695679122299,
"10": 0.03842466847145184
},
"shadowMaxDrawdown": -0.3252842875475159,
"shadowTotalReturn": 0.9595432836835898,
"avgForwardReturn1D": 0.004524557094650551,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19"
],
"horizonObservationCounts": {
"1": 200,
"5": 199,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.004149805095272504,
"5": 0.021444944612883734,
"10": 0.04218198858072925
}
},
{
"topN": 5,
"ticker": "AG",
"hitRates": {
"1": 0.5,
"5": 0.5527638190954773,
"10": 0.5728643216080402
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9849447938442529,
"eligibleDays": 359,
"fitnessScore": 1.2697895822270955,
"lookbackDays": 30,
"returnLift1D": 0.0003747519993780469,
"hitRateLift1D": -0.012534818941504211,
"portfolioSize": 5,
"activationRate": 0.5571030640668524,
"activationCount": 200,
"baselineHitRates": {
"1": 0.5125348189415042,
"5": 0.5746478873239437,
"10": 0.5714285714285714
},
"sampleConfidence": 0.9993333333333334,
"shadowSharpeLike": 1.1308894929111908,
"avgForwardReturns": {
"1": 0.004524557094650551,
"5": 0.01637695679122299,
"10": 0.03842466847145184
},
"shadowMaxDrawdown": -0.3252842875475159,
"shadowTotalReturn": 0.9595432836835898,
"avgForwardReturn1D": 0.004524557094650551,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19"
],
"horizonObservationCounts": {
"1": 200,
"5": 199,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.004149805095272504,
"5": 0.021444944612883734,
"10": 0.04218198858072925
}
},
{
"topN": 2,
"ticker": "AG",
"hitRates": {
"1": 0.5186915887850467,
"5": 0.5373831775700935,
"10": 0.5607476635514018
},
"hitRate1D": 0.5186915887850467,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9737296605421791,
"eligibleDays": 344,
"fitnessScore": 1.1447925004162045,
"lookbackDays": 45,
"returnLift1D": -0.00034808562164228077,
"hitRateLift1D": 0.007063681808302524,
"portfolioSize": 2,
"activationRate": 0.622093023255814,
"activationCount": 214,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.5676470588235294,
"10": 0.5611940298507463
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.035676879779485,
"avgForwardReturns": {
"1": 0.0038849736879190177,
"5": 0.014948812519626388,
"10": 0.03327066133368082
},
"shadowMaxDrawdown": -0.3402359244521951,
"shadowTotalReturn": 0.8051707119782023,
"avgForwardReturn1D": 0.0038849736879190177,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 214,
"5": 214,
"10": 214
},
"baselineAvgForwardReturns": {
"1": 0.004233059309561298,
"5": 0.020430359966045163,
"10": 0.037754488031778846
}
},
{
"topN": 4,
"ticker": "AG",
"hitRates": {
"1": 0.5043103448275862,
"5": 0.5387931034482759,
"10": 0.5732758620689655
},
"hitRate1D": 0.5043103448275862,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9695253160230898,
"eligibleDays": 344,
"fitnessScore": 1.111180261906641,
"lookbackDays": 45,
"returnLift1D": -0.00056508614526703,
"hitRateLift1D": -0.007317562149158019,
"portfolioSize": 4,
"activationRate": 0.6744186046511628,
"activationCount": 232,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.5676470588235294,
"10": 0.5611940298507463
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0182746492299273,
"avgForwardReturns": {
"1": 0.0036679731642942684,
"5": 0.016006484437167193,
"10": 0.03646434704161254
},
"shadowMaxDrawdown": -0.42984557501791,
"shadowTotalReturn": 0.8062938277349909,
"avgForwardReturn1D": 0.0036679731642942684,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 232,
"5": 232,
"10": 232
},
"baselineAvgForwardReturns": {
"1": 0.004233059309561298,
"5": 0.020430359966045163,
"10": 0.037754488031778846
}
},
{
"topN": 5,
"ticker": "AG",
"hitRates": {
"1": 0.5043103448275862,
"5": 0.5387931034482759,
"10": 0.5732758620689655
},
"hitRate1D": 0.5043103448275862,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9695253160230898,
"eligibleDays": 344,
"fitnessScore": 1.111180261906641,
"lookbackDays": 45,
"returnLift1D": -0.00056508614526703,
"hitRateLift1D": -0.007317562149158019,
"portfolioSize": 5,
"activationRate": 0.6744186046511628,
"activationCount": 232,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.5676470588235294,
"10": 0.5611940298507463
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0182746492299273,
"avgForwardReturns": {
"1": 0.0036679731642942684,
"5": 0.016006484437167193,
"10": 0.03646434704161254
},
"shadowMaxDrawdown": -0.42984557501791,
"shadowTotalReturn": 0.8062938277349909,
"avgForwardReturn1D": 0.0036679731642942684,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 232,
"5": 232,
"10": 232
},
"baselineAvgForwardReturns": {
"1": 0.004233059309561298,
"5": 0.020430359966045163,
"10": 0.037754488031778846
}
},
{
"topN": 3,
"ticker": "AG",
"hitRates": {
"1": 0.4692737430167598,
"5": 0.5363128491620112,
"10": 0.5393258426966292
},
"hitRate1D": 0.4692737430167598,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9444442902136062,
"eligibleDays": 375,
"fitnessScore": 0.9733062890123799,
"lookbackDays": 14,
"returnLift1D": 0.0005300902937068639,
"hitRateLift1D": -0.04272625698324023,
"portfolioSize": 3,
"activationRate": 0.47733333333333333,
"activationCount": 179,
"baselineHitRates": {
"1": 0.512,
"5": 0.5633423180592992,
"10": 0.5655737704918032
},
"sampleConfidence": 0.9996275605214153,
"shadowSharpeLike": 1.0192603447827584,
"avgForwardReturns": {
"1": 0.00445641933728,
"5": 0.01888917139591153,
"10": 0.024337615946505
},
"shadowMaxDrawdown": -0.38825185649605787,
"shadowTotalReturn": 0.7870288955952045,
"avgForwardReturn1D": 0.00445641933728,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-06",
"2025-02-13",
"2025-02-14",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 178
},
"baselineAvgForwardReturns": {
"1": 0.003926329043573136,
"5": 0.020662221113051927,
"10": 0.03951924025104534
}
},
{
"topN": 2,
"ticker": "AG",
"hitRates": {
"1": 0.48520710059171596,
"5": 0.5476190476190477,
"10": 0.5988023952095808
},
"hitRate1D": 0.48520710059171596,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.7210287299480497,
"eligibleDays": 368,
"fitnessScore": 0.5589054400528078,
"lookbackDays": 21,
"returnLift1D": -0.0006592633543986027,
"hitRateLift1D": -0.022945073321327503,
"portfolioSize": 2,
"activationRate": 0.4592391304347826,
"activationCount": 169,
"baselineHitRates": {
"1": 0.5081521739130435,
"5": 0.5604395604395604,
"10": 0.5626740947075209
},
"sampleConfidence": 0.9988165680473373,
"shadowSharpeLike": 0.7135370714154783,
"avgForwardReturns": {
"1": 0.0032743361984481174,
"5": 0.014982565230518954,
"10": 0.034680873373097824
},
"shadowMaxDrawdown": -0.3675691616896236,
"shadowTotalReturn": 0.40833208520709374,
"avgForwardReturn1D": 0.0032743361984481174,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-26",
"2025-02-27",
"2025-03-10",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19"
],
"horizonObservationCounts": {
"1": 169,
"5": 168,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.00393359955284672,
"5": 0.020056818778726303,
"10": 0.039948677455785855
}
},
{
"topN": 4,
"ticker": "AG",
"hitRates": {
"1": 0.4717948717948718,
"5": 0.4948453608247423,
"10": 0.538860103626943
},
"hitRate1D": 0.4717948717948718,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1632445801224888,
"eligibleDays": 368,
"fitnessScore": -0.009542094917145388,
"lookbackDays": 21,
"returnLift1D": -0.0028447821259142757,
"hitRateLift1D": -0.036357302118171675,
"portfolioSize": 4,
"activationRate": 0.529891304347826,
"activationCount": 195,
"baselineHitRates": {
"1": 0.5081521739130435,
"5": 0.5604395604395604,
"10": 0.5626740947075209
},
"sampleConfidence": 0.998974358974359,
"shadowSharpeLike": 0.23473208699153195,
"avgForwardReturns": {
"1": 0.0010888174269324444,
"5": 0.0019538589075033938,
"10": 0.023996832261068808
},
"shadowMaxDrawdown": -0.5083643603215806,
"shadowTotalReturn": -0.03341239852339306,
"avgForwardReturn1D": 0.0010888174269324444,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-26",
"2025-02-27",
"2025-03-10",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19"
],
"horizonObservationCounts": {
"1": 195,
"5": 194,
"10": 193
},
"baselineAvgForwardReturns": {
"1": 0.00393359955284672,
"5": 0.020056818778726303,
"10": 0.039948677455785855
}
},
{
"topN": 5,
"ticker": "AG",
"hitRates": {
"1": 0.4717948717948718,
"5": 0.4948453608247423,
"10": 0.538860103626943
},
"hitRate1D": 0.4717948717948718,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1632445801224888,
"eligibleDays": 368,
"fitnessScore": -0.009542094917145388,
"lookbackDays": 21,
"returnLift1D": -0.0028447821259142757,
"hitRateLift1D": -0.036357302118171675,
"portfolioSize": 5,
"activationRate": 0.529891304347826,
"activationCount": 195,
"baselineHitRates": {
"1": 0.5081521739130435,
"5": 0.5604395604395604,
"10": 0.5626740947075209
},
"sampleConfidence": 0.998974358974359,
"shadowSharpeLike": 0.23473208699153195,
"avgForwardReturns": {
"1": 0.0010888174269324444,
"5": 0.0019538589075033938,
"10": 0.023996832261068808
},
"shadowMaxDrawdown": -0.5083643603215806,
"shadowTotalReturn": -0.03341239852339306,
"avgForwardReturn1D": 0.0010888174269324444,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-26",
"2025-02-27",
"2025-03-10",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19"
],
"horizonObservationCounts": {
"1": 195,
"5": 194,
"10": 193
},
"baselineAvgForwardReturns": {
"1": 0.00393359955284672,
"5": 0.020056818778726303,
"10": 0.039948677455785855
}
},
{
"topN": 3,
"ticker": "AG",
"hitRates": {
"1": 0.46808510638297873,
"5": 0.49732620320855614,
"10": 0.543010752688172
},
"hitRate1D": 0.46808510638297873,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.11238744254083174,
"eligibleDays": 368,
"fitnessScore": -0.10464828828379136,
"lookbackDays": 21,
"returnLift1D": -0.003136549505885296,
"hitRateLift1D": -0.040067067530064726,
"portfolioSize": 3,
"activationRate": 0.5108695652173914,
"activationCount": 188,
"baselineHitRates": {
"1": 0.5081521739130435,
"5": 0.5604395604395604,
"10": 0.5626740947075209
},
"sampleConfidence": 0.998936170212766,
"shadowSharpeLike": 0.15963164928039936,
"avgForwardReturns": {
"1": 0.0007970500469614242,
"5": 0.0015195415062987038,
"10": 0.023850483742691317
},
"shadowMaxDrawdown": -0.5442365240404636,
"shadowTotalReturn": -0.08657034415000198,
"avgForwardReturn1D": 0.0007970500469614242,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-26",
"2025-02-27",
"2025-03-10",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19"
],
"horizonObservationCounts": {
"1": 188,
"5": 187,
"10": 186
},
"baselineAvgForwardReturns": {
"1": 0.00393359955284672,
"5": 0.020056818778726303,
"10": 0.039948677455785855
}
}
],
"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": 0.9909349234675794,
"fitnessScore": 1.3827283071236027,
"lookbackDays": 14,
"returnLift1D": 0.0013014123763429482,
"activationRate": 0.496,
"activationCount": 186,
"sampleConfidence": 0.9996415770609319,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.1156747472386175,
"avgForwardReturn1D": 0.005227741419916084
},
{
"comboQuality": 0.7210287299480497,
"fitnessScore": 0.5589054400528078,
"lookbackDays": 21,
"returnLift1D": -0.0006592633543986027,
"activationRate": 0.4592391304347826,
"activationCount": 169,
"sampleConfidence": 0.9988165680473373,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.40833208520709374,
"avgForwardReturn1D": 0.0032743361984481174
},
{
"comboQuality": 0.997334964892305,
"fitnessScore": 1.6534712801431581,
"lookbackDays": 30,
"returnLift1D": 0.0017987161645104692,
"activationRate": 0.479108635097493,
"activationCount": 172,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 1.2738719278988433,
"avgForwardReturn1D": 0.005948521259782973
},
{
"comboQuality": 0.988097519590693,
"fitnessScore": 1.322187607767608,
"lookbackDays": 45,
"returnLift1D": -0.00009890788438178533,
"activationRate": 0.6540697674418605,
"activationCount": 225,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.9691998201698442,
"avgForwardReturn1D": 0.004134151425179513
},
{
"comboQuality": 0.9987144017066433,
"fitnessScore": 1.8141538220463487,
"lookbackDays": 63,
"returnLift1D": 0.0005391951147475258,
"activationRate": 0.7791411042944786,
"activationCount": 254,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.3748304701832712,
"avgForwardReturn1D": 0.004509408380516172
}
],
"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": "b8ee2525f52fb02b533da83159182e6192d8e0c690261b594d294c5e3e0e1789",
"size": 13,
"members": [
"AG",
"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