Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ASML"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "ASML",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 5,
"ticker": "ASML",
"hitRates": {
"1": 0.5780590717299579,
"5": 0.5793991416309013,
"10": 0.5921052631578947
},
"hitRate1D": 0.5780590717299579,
"comboQuality": 0.9957412810556902,
"eligibleDays": 297,
"fitnessScore": 1.549994194983503,
"lookbackDays": 63,
"returnLift1D": -0.00004944995231874038,
"hitRateLift1D": 0.009035502706388865,
"activationRate": 0.797979797979798,
"activationCount": 237,
"baselineHitRates": {
"1": 0.569023569023569,
"5": 0.6075085324232082,
"10": 0.6423611111111112
},
"sampleConfidence": 0.9963431786216597,
"shadowSharpeLike": 1.5913503165909066,
"avgForwardReturns": {
"1": 0.0032337338976482616,
"5": 0.012135584742424592,
"10": 0.025042264121222766
},
"shadowMaxDrawdown": -0.1786443191736502,
"shadowTotalReturn": 0.9421820489547328,
"avgForwardReturn1D": 0.0032337338976482616,
"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": 237,
"5": 233,
"10": 228
},
"baselineAvgForwardReturns": {
"1": 0.003283183849967002,
"5": 0.01655315731347281,
"10": 0.03363021753479394
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9957412810556902,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9181912274050956,
"bestRawFitnessScore": 1.549994194983503,
"upperQuartileComboQuality": 0.9640092913487754
},
"algorithmFit": {
"label": "strong",
"score": 0.9368267724561697,
"rawScore": 0.9471737075348259,
"confidence": 0.9781519799455041,
"bestProfile": {
"topN": 5,
"lookbackDays": 63
},
"profileBreadth": 0.8001551912043826,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
14,
21,
30,
45,
63
]
},
"parameterStability": 0.9476685078862012,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 5,
"ticker": "ASML",
"hitRates": {
"1": 0.5780590717299579,
"5": 0.5793991416309013,
"10": 0.5921052631578947
},
"hitRate1D": 0.5780590717299579,
"comboQuality": 0.9957412810556902,
"eligibleDays": 297,
"fitnessScore": 1.549994194983503,
"lookbackDays": 63,
"returnLift1D": -0.00004944995231874038,
"hitRateLift1D": 0.009035502706388865,
"activationRate": 0.797979797979798,
"activationCount": 237,
"baselineHitRates": {
"1": 0.569023569023569,
"5": 0.6075085324232082,
"10": 0.6423611111111112
},
"sampleConfidence": 0.9963431786216597,
"shadowSharpeLike": 1.5913503165909066,
"avgForwardReturns": {
"1": 0.0032337338976482616,
"5": 0.012135584742424592,
"10": 0.025042264121222766
},
"shadowMaxDrawdown": -0.1786443191736502,
"shadowTotalReturn": 0.9421820489547328,
"avgForwardReturn1D": 0.0032337338976482616,
"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": 237,
"5": 233,
"10": 228
},
"baselineAvgForwardReturns": {
"1": 0.003283183849967002,
"5": 0.01655315731347281,
"10": 0.03363021753479394
}
},
{
"topN": 5,
"ticker": "ASML",
"hitRates": {
"1": 0.5803571428571429,
"5": 0.5945945945945946,
"10": 0.6073059360730594
},
"hitRate1D": 0.5803571428571429,
"comboQuality": 0.9931597435872761,
"eligibleDays": 330,
"fitnessScore": 1.445174586574174,
"lookbackDays": 30,
"returnLift1D": -0.000049693383264067144,
"hitRateLift1D": 0.010660173160173203,
"activationRate": 0.6787878787878788,
"activationCount": 224,
"baselineHitRates": {
"1": 0.5696969696969697,
"5": 0.6104294478527608,
"10": 0.6573208722741433
},
"sampleConfidence": 0.9979166666666668,
"shadowSharpeLike": 1.5355838862900946,
"avgForwardReturns": {
"1": 0.003351363929684512,
"5": 0.014605989758719715,
"10": 0.028603046534718627
},
"shadowMaxDrawdown": -0.19602626825966396,
"shadowTotalReturn": 0.9050298008300859,
"avgForwardReturn1D": 0.003351363929684512,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 224,
"5": 222,
"10": 219
},
"baselineAvgForwardReturns": {
"1": 0.0034010573129485792,
"5": 0.017328377515929475,
"10": 0.035004647612129604
}
},
{
"topN": 4,
"ticker": "ASML",
"hitRates": {
"1": 0.5769230769230769,
"5": 0.6038647342995169,
"10": 0.6176470588235294
},
"hitRate1D": 0.5769230769230769,
"comboQuality": 0.9860290142759468,
"eligibleDays": 330,
"fitnessScore": 1.2864746709059154,
"lookbackDays": 30,
"returnLift1D": -0.00012384090142148266,
"hitRateLift1D": 0.00722610722610717,
"activationRate": 0.6303030303030303,
"activationCount": 208,
"baselineHitRates": {
"1": 0.5696969696969697,
"5": 0.6104294478527608,
"10": 0.6573208722741433
},
"sampleConfidence": 0.9983974358974359,
"shadowSharpeLike": 1.4411863848783337,
"avgForwardReturns": {
"1": 0.0032772164115270966,
"5": 0.015530614820744788,
"10": 0.02847811771205775
},
"shadowMaxDrawdown": -0.1928284798773685,
"shadowTotalReturn": 0.786442131334872,
"avgForwardReturn1D": 0.0032772164115270966,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 208,
"5": 207,
"10": 204
},
"baselineAvgForwardReturns": {
"1": 0.0034010573129485792,
"5": 0.017328377515929475,
"10": 0.035004647612129604
}
},
{
"topN": 5,
"ticker": "ASML",
"hitRates": {
"1": 0.5657894736842105,
"5": 0.5758928571428571,
"10": 0.5799086757990868
},
"hitRate1D": 0.5657894736842105,
"comboQuality": 0.9793155335217635,
"eligibleDays": 315,
"fitnessScore": 1.1986435948256446,
"lookbackDays": 45,
"returnLift1D": -0.0008968839430438598,
"hitRateLift1D": -0.0024644945697577247,
"activationRate": 0.7238095238095238,
"activationCount": 228,
"baselineHitRates": {
"1": 0.5682539682539682,
"5": 0.6141479099678456,
"10": 0.6535947712418301
},
"sampleConfidence": 0.9961988304093568,
"shadowSharpeLike": 1.2838582755067982,
"avgForwardReturns": {
"1": 0.0027222777331066114,
"5": 0.011210567174486154,
"10": 0.019968066448991934
},
"shadowMaxDrawdown": -0.17286614558232072,
"shadowTotalReturn": 0.6841968246657393,
"avgForwardReturn1D": 0.0027222777331066114,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-06",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04"
],
"horizonObservationCounts": {
"1": 228,
"5": 224,
"10": 219
},
"baselineAvgForwardReturns": {
"1": 0.003619161676150471,
"5": 0.017557926629034156,
"10": 0.03534954486386976
}
},
{
"topN": 4,
"ticker": "ASML",
"hitRates": {
"1": 0.5779816513761468,
"5": 0.5700934579439252,
"10": 0.5741626794258373
},
"hitRate1D": 0.5779816513761468,
"comboQuality": 0.978273875512035,
"eligibleDays": 315,
"fitnessScore": 1.1876003321928987,
"lookbackDays": 45,
"returnLift1D": -0.0008408105239886051,
"hitRateLift1D": 0.009727683122178532,
"activationRate": 0.692063492063492,
"activationCount": 218,
"baselineHitRates": {
"1": 0.5682539682539682,
"5": 0.6141479099678456,
"10": 0.6535947712418301
},
"sampleConfidence": 0.9960244648318044,
"shadowSharpeLike": 1.2873028436469531,
"avgForwardReturns": {
"1": 0.002778351152161866,
"5": 0.009543174373310127,
"10": 0.016854613078390243
},
"shadowMaxDrawdown": -0.15280120224962424,
"shadowTotalReturn": 0.6645776533070347,
"avgForwardReturn1D": 0.002778351152161866,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09"
],
"horizonObservationCounts": {
"1": 218,
"5": 214,
"10": 209
},
"baselineAvgForwardReturns": {
"1": 0.003619161676150471,
"5": 0.017557926629034156,
"10": 0.03534954486386976
}
},
{
"topN": 4,
"ticker": "ASML",
"hitRates": {
"1": 0.5652173913043478,
"5": 0.5663716814159292,
"10": 0.579185520361991
},
"hitRate1D": 0.5652173913043478,
"comboQuality": 0.9592544299610223,
"eligibleDays": 297,
"fitnessScore": 1.0449380293217025,
"lookbackDays": 63,
"returnLift1D": -0.0009897234487619899,
"hitRateLift1D": -0.0038061777192212043,
"activationRate": 0.7744107744107744,
"activationCount": 230,
"baselineHitRates": {
"1": 0.569023569023569,
"5": 0.6075085324232082,
"10": 0.6423611111111112
},
"sampleConfidence": 0.9962318840579711,
"shadowSharpeLike": 1.1285195733754148,
"avgForwardReturns": {
"1": 0.002293460401205012,
"5": 0.010045252045402677,
"10": 0.023713410628173875
},
"shadowMaxDrawdown": -0.20293273092759967,
"shadowTotalReturn": 0.5372335524803462,
"avgForwardReturn1D": 0.002293460401205012,
"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": 230,
"5": 226,
"10": 221
},
"baselineAvgForwardReturns": {
"1": 0.003283183849967002,
"5": 0.01655315731347281,
"10": 0.03363021753479394
}
},
{
"topN": 5,
"ticker": "ASML",
"hitRates": {
"1": 0.5637254901960784,
"5": 0.5343137254901961,
"10": 0.6225490196078431
},
"hitRate1D": 0.5637254901960784,
"comboQuality": 0.9502335714784663,
"eligibleDays": 352,
"fitnessScore": 0.9988607814605727,
"lookbackDays": 14,
"returnLift1D": -0.00030820799884918046,
"hitRateLift1D": -0.0032260767554884717,
"activationRate": 0.5823863636363636,
"activationCount": 205,
"baselineHitRates": {
"1": 0.5669515669515669,
"5": 0.590778097982709,
"10": 0.6268221574344023
},
"sampleConfidence": 0.9990243902439024,
"shadowSharpeLike": 1.1235136290271879,
"avgForwardReturns": {
"1": 0.0027176491878043822,
"5": 0.010115541324976302,
"10": 0.025549015911509588
},
"shadowMaxDrawdown": -0.16454950845070426,
"shadowTotalReturn": 0.5640239605432189,
"avgForwardReturn1D": 0.0027176491878043822,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-10",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-04-15"
],
"horizonObservationCounts": {
"1": 204,
"5": 204,
"10": 204
},
"baselineAvgForwardReturns": {
"1": 0.0030258571866535627,
"5": 0.015021398853844512,
"10": 0.029379988393105728
}
},
{
"topN": 3,
"ticker": "ASML",
"hitRates": {
"1": 0.5614973262032086,
"5": 0.5860215053763441,
"10": 0.6065573770491803
},
"hitRate1D": 0.5614973262032086,
"comboQuality": 0.9481172720341355,
"eligibleDays": 330,
"fitnessScore": 0.9892082969778295,
"lookbackDays": 30,
"returnLift1D": -0.0004655003346070532,
"hitRateLift1D": -0.008199643493761122,
"activationRate": 0.5666666666666667,
"activationCount": 187,
"baselineHitRates": {
"1": 0.5696969696969697,
"5": 0.6104294478527608,
"10": 0.6573208722741433
},
"sampleConfidence": 0.9982174688057042,
"shadowSharpeLike": 1.1721955099803212,
"avgForwardReturns": {
"1": 0.002935556978341526,
"5": 0.013336312959405438,
"10": 0.028346577458506602
},
"shadowMaxDrawdown": -0.17952236055188164,
"shadowTotalReturn": 0.5690984834939321,
"avgForwardReturn1D": 0.002935556978341526,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-21",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 187,
"5": 186,
"10": 183
},
"baselineAvgForwardReturns": {
"1": 0.0034010573129485792,
"5": 0.017328377515929475,
"10": 0.035004647612129604
}
},
{
"topN": 3,
"ticker": "ASML",
"hitRates": {
"1": 0.5673076923076923,
"5": 0.5735294117647058,
"10": 0.5728643216080402
},
"hitRate1D": 0.5673076923076923,
"comboQuality": 0.9351759684439045,
"eligibleDays": 315,
"fitnessScore": 0.9371928306575074,
"lookbackDays": 45,
"returnLift1D": -0.0012934477922573475,
"hitRateLift1D": -0.0009462759462759429,
"activationRate": 0.6603174603174603,
"activationCount": 208,
"baselineHitRates": {
"1": 0.5682539682539682,
"5": 0.6141479099678456,
"10": 0.6535947712418301
},
"sampleConfidence": 0.9958333333333333,
"shadowSharpeLike": 1.041535875181585,
"avgForwardReturns": {
"1": 0.0023257138838931237,
"5": 0.008041845133439427,
"10": 0.014308493464805195
},
"shadowMaxDrawdown": -0.16196837688991828,
"shadowTotalReturn": 0.47894462634758317,
"avgForwardReturn1D": 0.0023257138838931237,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 208,
"5": 204,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.003619161676150471,
"5": 0.017557926629034156,
"10": 0.03534954486386976
}
},
{
"topN": 4,
"ticker": "ASML",
"hitRates": {
"1": 0.5625,
"5": 0.6183574879227053,
"10": 0.6376811594202898
},
"hitRate1D": 0.5625,
"comboQuality": 0.9187994970086825,
"eligibleDays": 339,
"fitnessScore": 0.8837522259846132,
"lookbackDays": 21,
"returnLift1D": -0.0007365795370795581,
"hitRateLift1D": 0.002028023598820039,
"activationRate": 0.6135693215339233,
"activationCount": 208,
"baselineHitRates": {
"1": 0.56047197640118,
"5": 0.5940298507462687,
"10": 0.6393939393939394
},
"sampleConfidence": 0.9993589743589744,
"shadowSharpeLike": 0.9864980480842915,
"avgForwardReturns": {
"1": 0.0022871379639354985,
"5": 0.017540571961939262,
"10": 0.03307436825788075
},
"shadowMaxDrawdown": -0.15895207363536723,
"shadowTotalReturn": 0.4520576591769825,
"avgForwardReturn1D": 0.0022871379639354985,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-21",
"2025-03-26",
"2025-04-28",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 208,
"5": 207,
"10": 207
},
"baselineAvgForwardReturns": {
"1": 0.0030237175010150567,
"5": 0.015116467344078868,
"10": 0.03129777248981358
}
},
{
"topN": 3,
"ticker": "ASML",
"hitRates": {
"1": 0.5636363636363636,
"5": 0.5648148148148148,
"10": 0.5829383886255924
},
"hitRate1D": 0.5636363636363636,
"comboQuality": 0.9175829578015088,
"eligibleDays": 297,
"fitnessScore": 0.8801891660419032,
"lookbackDays": 63,
"returnLift1D": -0.0012827701447407133,
"hitRateLift1D": -0.005387205387205385,
"activationRate": 0.7407407407407407,
"activationCount": 220,
"baselineHitRates": {
"1": 0.569023569023569,
"5": 0.6075085324232082,
"10": 0.6423611111111112
},
"sampleConfidence": 0.9960606060606061,
"shadowSharpeLike": 0.9508994086229526,
"avgForwardReturns": {
"1": 0.0020004137052262888,
"5": 0.009990074368116065,
"10": 0.023330165874511102
},
"shadowMaxDrawdown": -0.19648860663675227,
"shadowTotalReturn": 0.4101553870386734,
"avgForwardReturn1D": 0.0020004137052262888,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 220,
"5": 216,
"10": 211
},
"baselineAvgForwardReturns": {
"1": 0.003283183849967002,
"5": 0.01655315731347281,
"10": 0.03363021753479394
}
},
{
"topN": 5,
"ticker": "ASML",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.625,
"10": 0.6428571428571429
},
"hitRate1D": 0.5555555555555556,
"comboQuality": 0.9113422211384954,
"eligibleDays": 339,
"fitnessScore": 0.8626296349707208,
"lookbackDays": 21,
"returnLift1D": -0.0009677488343841248,
"hitRateLift1D": -0.004916420845624381,
"activationRate": 0.6637168141592921,
"activationCount": 225,
"baselineHitRates": {
"1": 0.56047197640118,
"5": 0.5940298507462687,
"10": 0.6393939393939394
},
"sampleConfidence": 0.9994074074074075,
"shadowSharpeLike": 0.920654677122474,
"avgForwardReturns": {
"1": 0.002055968666630932,
"5": 0.018234661172522322,
"10": 0.03337774926980585
},
"shadowMaxDrawdown": -0.15895207363536723,
"shadowTotalReturn": 0.4231964268074144,
"avgForwardReturn1D": 0.002055968666630932,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-21",
"2025-03-26",
"2025-03-28",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 225,
"5": 224,
"10": 224
},
"baselineAvgForwardReturns": {
"1": 0.0030237175010150567,
"5": 0.015116467344078868,
"10": 0.03129777248981358
}
},
{
"topN": 2,
"ticker": "ASML",
"hitRates": {
"1": 0.5648854961832062,
"5": 0.5923076923076923,
"10": 0.5581395348837209
},
"hitRate1D": 0.5648854961832062,
"comboQuality": 0.8883562502172142,
"eligibleDays": 330,
"fitnessScore": 0.8062931667684504,
"lookbackDays": 30,
"returnLift1D": 0.000034189710629416,
"hitRateLift1D": -0.004811473513763542,
"activationRate": 0.396969696969697,
"activationCount": 131,
"baselineHitRates": {
"1": 0.5696969696969697,
"5": 0.6104294478527608,
"10": 0.6573208722741433
},
"sampleConfidence": 0.9984732824427481,
"shadowSharpeLike": 1.1336812274350132,
"avgForwardReturns": {
"1": 0.0034352470235779952,
"5": 0.01650008374085706,
"10": 0.024340319967174045
},
"shadowMaxDrawdown": -0.1587128521442024,
"shadowTotalReturn": 0.45976143389612734,
"avgForwardReturn1D": 0.0034352470235779952,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-17",
"2025-09-04",
"2025-09-08"
],
"horizonObservationCounts": {
"1": 131,
"5": 130,
"10": 129
},
"baselineAvgForwardReturns": {
"1": 0.0034010573129485792,
"5": 0.017328377515929475,
"10": 0.035004647612129604
}
},
{
"topN": 4,
"ticker": "ASML",
"hitRates": {
"1": 0.5478723404255319,
"5": 0.5106382978723404,
"10": 0.6170212765957447
},
"hitRate1D": 0.5478723404255319,
"comboQuality": 0.7977126039546489,
"eligibleDays": 352,
"fitnessScore": 0.6518529686071516,
"lookbackDays": 14,
"returnLift1D": -0.0010208393869530138,
"hitRateLift1D": -0.019079226526034998,
"activationRate": 0.5369318181818182,
"activationCount": 189,
"baselineHitRates": {
"1": 0.5669515669515669,
"5": 0.590778097982709,
"10": 0.6268221574344023
},
"sampleConfidence": 0.998941798941799,
"shadowSharpeLike": 0.7830700044166149,
"avgForwardReturns": {
"1": 0.002005017799700549,
"5": 0.008112163443740411,
"10": 0.025384028338264596
},
"shadowMaxDrawdown": -0.19865904357245567,
"shadowTotalReturn": 0.3197406571266517,
"avgForwardReturn1D": 0.002005017799700549,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-10",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 188,
"5": 188,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.0030258571866535627,
"5": 0.015021398853844512,
"10": 0.029379988393105728
}
},
{
"topN": 2,
"ticker": "ASML",
"hitRates": {
"1": 0.5606060606060606,
"5": 0.6287878787878788,
"10": 0.6212121212121212
},
"hitRate1D": 0.5606060606060606,
"comboQuality": 0.723642499374819,
"eligibleDays": 339,
"fitnessScore": 0.5617724763812746,
"lookbackDays": 21,
"returnLift1D": -0.0006686541270691424,
"hitRateLift1D": 0.00013408420488059125,
"activationRate": 0.3893805309734513,
"activationCount": 132,
"baselineHitRates": {
"1": 0.56047197640118,
"5": 0.5940298507462687,
"10": 0.6393939393939394
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.77043844203472,
"avgForwardReturns": {
"1": 0.0023550633739459143,
"5": 0.01775860250889781,
"10": 0.03556195271509699
},
"shadowMaxDrawdown": -0.1661226019172285,
"shadowTotalReturn": 0.2719420076490937,
"avgForwardReturn1D": 0.0023550633739459143,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-17",
"2025-06-25"
],
"horizonObservationCounts": {
"1": 132,
"5": 132,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0030237175010150567,
"5": 0.015116467344078868,
"10": 0.03129777248981358
}
},
{
"topN": 3,
"ticker": "ASML",
"hitRates": {
"1": 0.5487804878048781,
"5": 0.5182926829268293,
"10": 0.5975609756097561
},
"hitRate1D": 0.5487804878048781,
"comboQuality": 0.7069001545678822,
"eligibleDays": 352,
"fitnessScore": 0.5436827445237441,
"lookbackDays": 14,
"returnLift1D": -0.0010650750606624572,
"hitRateLift1D": -0.018171079146688807,
"activationRate": 0.46875,
"activationCount": 165,
"baselineHitRates": {
"1": 0.5669515669515669,
"5": 0.590778097982709,
"10": 0.6268221574344023
},
"sampleConfidence": 0.9987878787878788,
"shadowSharpeLike": 0.7010507721028556,
"avgForwardReturns": {
"1": 0.0019607821259911055,
"5": 0.0074695086657438695,
"10": 0.0234389581740419
},
"shadowMaxDrawdown": -0.21588515796336483,
"shadowTotalReturn": 0.2613498666289322,
"avgForwardReturn1D": 0.0019607821259911055,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-04-16",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 164,
"5": 164,
"10": 164
},
"baselineAvgForwardReturns": {
"1": 0.0030258571866535627,
"5": 0.015021398853844512,
"10": 0.029379988393105728
}
},
{
"topN": 2,
"ticker": "ASML",
"hitRates": {
"1": 0.5548387096774193,
"5": 0.5562913907284768,
"10": 0.5405405405405406
},
"hitRate1D": 0.5548387096774193,
"comboQuality": 0.6917388202806577,
"eligibleDays": 297,
"fitnessScore": 0.5278174304050552,
"lookbackDays": 63,
"returnLift1D": -0.0016197222450841072,
"hitRateLift1D": -0.014184859346149659,
"activationRate": 0.5218855218855218,
"activationCount": 155,
"baselineHitRates": {
"1": 0.569023569023569,
"5": 0.6075085324232082,
"10": 0.6423611111111112
},
"sampleConfidence": 0.9952688172043012,
"shadowSharpeLike": 0.6677028541963033,
"avgForwardReturns": {
"1": 0.0016634616048828948,
"5": 0.008510768276443013,
"10": 0.018090280364179968
},
"shadowMaxDrawdown": -0.18257853873480379,
"shadowTotalReturn": 0.20900609741725296,
"avgForwardReturn1D": 0.0016634616048828948,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-29",
"2025-05-30",
"2025-09-17",
"2025-09-19",
"2025-09-22",
"2025-09-23",
"2025-09-24",
"2025-09-25",
"2025-09-26",
"2025-09-29"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 148
},
"baselineAvgForwardReturns": {
"1": 0.003283183849967002,
"5": 0.01655315731347281,
"10": 0.03363021753479394
}
},
{
"topN": 3,
"ticker": "ASML",
"hitRates": {
"1": 0.5549132947976878,
"5": 0.6069364161849711,
"10": 0.6358381502890174
},
"hitRate1D": 0.5549132947976878,
"comboQuality": 0.6858522341562988,
"eligibleDays": 339,
"fitnessScore": 0.5217757217759985,
"lookbackDays": 21,
"returnLift1D": -0.0013509782765480686,
"hitRateLift1D": -0.005558681603492155,
"activationRate": 0.5103244837758112,
"activationCount": 173,
"baselineHitRates": {
"1": 0.56047197640118,
"5": 0.5940298507462687,
"10": 0.6393939393939394
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6125385753871762,
"avgForwardReturns": {
"1": 0.001672739224466988,
"5": 0.015890218854645328,
"10": 0.03471193292357992
},
"shadowMaxDrawdown": -0.19831042404948795,
"shadowTotalReturn": 0.21339727885631765,
"avgForwardReturn1D": 0.001672739224466988,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-08",
"2025-05-13",
"2025-05-14",
"2025-05-16",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 173,
"5": 173,
"10": 173
},
"baselineAvgForwardReturns": {
"1": 0.0030237175010150567,
"5": 0.015116467344078868,
"10": 0.03129777248981358
}
},
{
"topN": 2,
"ticker": "ASML",
"hitRates": {
"1": 0.5645161290322581,
"5": 0.5,
"10": 0.5483870967741935
},
"hitRate1D": 0.5645161290322581,
"comboQuality": 0.6831294407277645,
"eligibleDays": 352,
"fitnessScore": 0.5190020198682919,
"lookbackDays": 14,
"returnLift1D": -0.0006091944232569993,
"hitRateLift1D": -0.0024354379193087805,
"activationRate": 0.35511363636363635,
"activationCount": 125,
"baselineHitRates": {
"1": 0.5669515669515669,
"5": 0.590778097982709,
"10": 0.6268221574344023
},
"sampleConfidence": 0.9984000000000001,
"shadowSharpeLike": 0.7542205053709947,
"avgForwardReturns": {
"1": 0.0024166627633965634,
"5": 0.0062408871060892395,
"10": 0.019764479899324304
},
"shadowMaxDrawdown": -0.20541291814058127,
"shadowTotalReturn": 0.2594925324624173,
"avgForwardReturn1D": 0.0024166627633965634,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-04-24",
"2025-05-14",
"2025-05-15"
],
"horizonObservationCounts": {
"1": 124,
"5": 124,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.0030258571866535627,
"5": 0.015021398853844512,
"10": 0.029379988393105728
}
},
{
"topN": 2,
"ticker": "ASML",
"hitRates": {
"1": 0.5467625899280576,
"5": 0.562962962962963,
"10": 0.5
},
"hitRate1D": 0.5467625899280576,
"comboQuality": 0.5640358072557243,
"eligibleDays": 315,
"fitnessScore": 0.40666267734197525,
"lookbackDays": 45,
"returnLift1D": -0.002028899619566848,
"hitRateLift1D": -0.021491378325910637,
"activationRate": 0.44126984126984126,
"activationCount": 139,
"baselineHitRates": {
"1": 0.5682539682539682,
"5": 0.6141479099678456,
"10": 0.6535947712418301
},
"sampleConfidence": 0.9937649880095923,
"shadowSharpeLike": 0.5828117229318469,
"avgForwardReturns": {
"1": 0.0015902620565836228,
"5": 0.006620167961009168,
"10": 0.01136677309182161
},
"shadowMaxDrawdown": -0.23274652543551877,
"shadowTotalReturn": 0.17276157835848305,
"avgForwardReturn1D": 0.0015902620565836228,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-09-18",
"2025-09-19",
"2025-09-22",
"2025-09-23",
"2025-09-24",
"2025-09-25",
"2025-09-26",
"2025-09-29",
"2025-09-30"
],
"horizonObservationCounts": {
"1": 139,
"5": 135,
"10": 130
},
"baselineAvgForwardReturns": {
"1": 0.003619161676150471,
"5": 0.017557926629034156,
"10": 0.03534954486386976
}
}
],
"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": 0.9502335714784663,
"fitnessScore": 0.9988607814605727,
"lookbackDays": 14,
"returnLift1D": -0.00030820799884918046,
"activationRate": 0.5823863636363636,
"activationCount": 205,
"sampleConfidence": 0.9990243902439024,
"shadowTotalReturn": 0.5640239605432189,
"avgForwardReturn1D": 0.0027176491878043822
},
{
"bestTopN": 4,
"comboQuality": 0.9187994970086825,
"fitnessScore": 0.8837522259846132,
"lookbackDays": 21,
"returnLift1D": -0.0007365795370795581,
"activationRate": 0.6135693215339233,
"activationCount": 208,
"sampleConfidence": 0.9993589743589744,
"shadowTotalReturn": 0.4520576591769825,
"avgForwardReturn1D": 0.0022871379639354985
},
{
"bestTopN": 5,
"comboQuality": 0.9931597435872761,
"fitnessScore": 1.445174586574174,
"lookbackDays": 30,
"returnLift1D": -0.000049693383264067144,
"activationRate": 0.6787878787878788,
"activationCount": 224,
"sampleConfidence": 0.9979166666666668,
"shadowTotalReturn": 0.9050298008300859,
"avgForwardReturn1D": 0.003351363929684512
},
{
"bestTopN": 5,
"comboQuality": 0.9793155335217635,
"fitnessScore": 1.1986435948256446,
"lookbackDays": 45,
"returnLift1D": -0.0008968839430438598,
"activationRate": 0.7238095238095238,
"activationCount": 228,
"sampleConfidence": 0.9961988304093568,
"shadowTotalReturn": 0.6841968246657393,
"avgForwardReturn1D": 0.0027222777331066114
},
{
"bestTopN": 5,
"comboQuality": 0.9957412810556902,
"fitnessScore": 1.549994194983503,
"lookbackDays": 63,
"returnLift1D": -0.00004944995231874038,
"activationRate": 0.797979797979798,
"activationCount": 237,
"sampleConfidence": 0.9963431786216597,
"shadowTotalReturn": 0.9421820489547328,
"avgForwardReturn1D": 0.0032337338976482616
}
],
"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": "ac43334ad3a7999d4ecd1e2f329fe84c9659831a0e15235206cf490e51b233a0",
"size": 13,
"members": [
"ASML",
"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",
"ASML"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "ASML",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "ASML",
"hitRates": {
"1": 0.569377990430622,
"5": 0.6009615384615384,
"10": 0.6176470588235294
},
"hitRate1D": 0.569377990430622,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9744681415996305,
"eligibleDays": 359,
"fitnessScore": 1.1512322570899334,
"lookbackDays": 30,
"returnLift1D": 0.00016612857264944325,
"hitRateLift1D": 0.01227492636376959,
"portfolioSize": 4,
"activationRate": 0.5821727019498607,
"activationCount": 209,
"baselineHitRates": {
"1": 0.5571030640668524,
"5": 0.5802816901408451,
"10": 0.6228571428571429
},
"sampleConfidence": 0.9980861244019139,
"shadowSharpeLike": 1.2606692773532557,
"avgForwardReturns": {
"1": 0.0030364997926556354,
"5": 0.015901685440278885,
"10": 0.028700328261446455
},
"shadowMaxDrawdown": -0.18339634910307578,
"shadowTotalReturn": 0.6969655360921907,
"avgForwardReturn1D": 0.0030364997926556354,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-03-10",
"2025-03-12",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 209,
"5": 208,
"10": 204
},
"baselineAvgForwardReturns": {
"1": 0.002870371220006192,
"5": 0.014012197975172147,
"10": 0.028720194715094988
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9744681415996305,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.8188297398269355,
"bestRawFitnessScore": 1.1512322570899334,
"upperQuartileComboQuality": 0.9518882008464796
},
"algorithmFit": {
"label": "strong",
"score": 0.8699873794819403,
"rawScore": 0.8869790416886327,
"confidence": 0.9616864403597548,
"bestProfile": {
"lookbackDays": 30,
"portfolioSize": 4
},
"profileBreadth": 0.6496862565520243,
"recommendedRegion": {
"lookbackDays": [
30,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.8765243715314697,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "ASML",
"hitRates": {
"1": 0.569377990430622,
"5": 0.6009615384615384,
"10": 0.6176470588235294
},
"hitRate1D": 0.569377990430622,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9744681415996305,
"eligibleDays": 359,
"fitnessScore": 1.1512322570899334,
"lookbackDays": 30,
"returnLift1D": 0.00016612857264944325,
"hitRateLift1D": 0.01227492636376959,
"portfolioSize": 4,
"activationRate": 0.5821727019498607,
"activationCount": 209,
"baselineHitRates": {
"1": 0.5571030640668524,
"5": 0.5802816901408451,
"10": 0.6228571428571429
},
"sampleConfidence": 0.9980861244019139,
"shadowSharpeLike": 1.2606692773532557,
"avgForwardReturns": {
"1": 0.0030364997926556354,
"5": 0.015901685440278885,
"10": 0.028700328261446455
},
"shadowMaxDrawdown": -0.18339634910307578,
"shadowTotalReturn": 0.6969655360921907,
"avgForwardReturn1D": 0.0030364997926556354,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-03-10",
"2025-03-12",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 209,
"5": 208,
"10": 204
},
"baselineAvgForwardReturns": {
"1": 0.002870371220006192,
"5": 0.014012197975172147,
"10": 0.028720194715094988
}
},
{
"topN": 5,
"ticker": "ASML",
"hitRates": {
"1": 0.569377990430622,
"5": 0.6009615384615384,
"10": 0.6176470588235294
},
"hitRate1D": 0.569377990430622,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9744681415996305,
"eligibleDays": 359,
"fitnessScore": 1.1512322570899334,
"lookbackDays": 30,
"returnLift1D": 0.00016612857264944325,
"hitRateLift1D": 0.01227492636376959,
"portfolioSize": 5,
"activationRate": 0.5821727019498607,
"activationCount": 209,
"baselineHitRates": {
"1": 0.5571030640668524,
"5": 0.5802816901408451,
"10": 0.6228571428571429
},
"sampleConfidence": 0.9980861244019139,
"shadowSharpeLike": 1.2606692773532557,
"avgForwardReturns": {
"1": 0.0030364997926556354,
"5": 0.015901685440278885,
"10": 0.028700328261446455
},
"shadowMaxDrawdown": -0.18339634910307578,
"shadowTotalReturn": 0.6969655360921907,
"avgForwardReturn1D": 0.0030364997926556354,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-03-10",
"2025-03-12",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 209,
"5": 208,
"10": 204
},
"baselineAvgForwardReturns": {
"1": 0.002870371220006192,
"5": 0.014012197975172147,
"10": 0.028720194715094988
}
},
{
"topN": 4,
"ticker": "ASML",
"hitRates": {
"1": 0.5707762557077626,
"5": 0.5627906976744186,
"10": 0.5714285714285714
},
"hitRate1D": 0.5707762557077626,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9643202821896789,
"eligibleDays": 344,
"fitnessScore": 1.0753050383894607,
"lookbackDays": 45,
"returnLift1D": -0.0006383164843582886,
"hitRateLift1D": 0.006822767335669555,
"portfolioSize": 4,
"activationRate": 0.6366279069767442,
"activationCount": 219,
"baselineHitRates": {
"1": 0.563953488372093,
"5": 0.5970588235294118,
"10": 0.6388059701492538
},
"sampleConfidence": 0.9960426179604263,
"shadowSharpeLike": 1.1567840468586124,
"avgForwardReturns": {
"1": 0.0026140757358373633,
"5": 0.009126671180246257,
"10": 0.0165303466562966
},
"shadowMaxDrawdown": -0.17272467308090111,
"shadowTotalReturn": 0.6087907590882997,
"avgForwardReturn1D": 0.0026140757358373633,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09"
],
"horizonObservationCounts": {
"1": 219,
"5": 215,
"10": 210
},
"baselineAvgForwardReturns": {
"1": 0.003252392220195652,
"5": 0.015569446733108743,
"10": 0.030832346121825307
}
},
{
"topN": 5,
"ticker": "ASML",
"hitRates": {
"1": 0.5707762557077626,
"5": 0.5627906976744186,
"10": 0.5714285714285714
},
"hitRate1D": 0.5707762557077626,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9643202821896789,
"eligibleDays": 344,
"fitnessScore": 1.0753050383894607,
"lookbackDays": 45,
"returnLift1D": -0.0006383164843582886,
"hitRateLift1D": 0.006822767335669555,
"portfolioSize": 5,
"activationRate": 0.6366279069767442,
"activationCount": 219,
"baselineHitRates": {
"1": 0.563953488372093,
"5": 0.5970588235294118,
"10": 0.6388059701492538
},
"sampleConfidence": 0.9960426179604263,
"shadowSharpeLike": 1.1567840468586124,
"avgForwardReturns": {
"1": 0.0026140757358373633,
"5": 0.009126671180246257,
"10": 0.0165303466562966
},
"shadowMaxDrawdown": -0.17272467308090111,
"shadowTotalReturn": 0.6087907590882997,
"avgForwardReturn1D": 0.0026140757358373633,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09"
],
"horizonObservationCounts": {
"1": 219,
"5": 215,
"10": 210
},
"baselineAvgForwardReturns": {
"1": 0.003252392220195652,
"5": 0.015569446733108743,
"10": 0.030832346121825307
}
},
{
"topN": 3,
"ticker": "ASML",
"hitRates": {
"1": 0.5578947368421052,
"5": 0.5873015873015873,
"10": 0.6108108108108108
},
"hitRate1D": 0.5578947368421052,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9523530121925559,
"eligibleDays": 359,
"fitnessScore": 1.0089256000880162,
"lookbackDays": 30,
"returnLift1D": 0.00015400337976725778,
"hitRateLift1D": 0.0007916727752528274,
"portfolioSize": 3,
"activationRate": 0.5292479108635098,
"activationCount": 190,
"baselineHitRates": {
"1": 0.5571030640668524,
"5": 0.5802816901408451,
"10": 0.6228571428571429
},
"sampleConfidence": 0.9978947368421053,
"shadowSharpeLike": 1.172378842529826,
"avgForwardReturns": {
"1": 0.00302437459977345,
"5": 0.013929455112617391,
"10": 0.02918480087179008
},
"shadowMaxDrawdown": -0.1803716214588218,
"shadowTotalReturn": 0.6062743562924895,
"avgForwardReturn1D": 0.00302437459977345,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-03-12",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 190,
"5": 189,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.002870371220006192,
"5": 0.014012197975172147,
"10": 0.028720194715094988
}
},
{
"topN": 4,
"ticker": "ASML",
"hitRates": {
"1": 0.5574468085106383,
"5": 0.5584415584415584,
"10": 0.5796460176991151
},
"hitRate1D": 0.5574468085106383,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9517332637311209,
"eligibleDays": 326,
"fitnessScore": 1.0059392789528767,
"lookbackDays": 63,
"returnLift1D": -0.0014331182078281463,
"hitRateLift1D": -0.010037854066048846,
"portfolioSize": 4,
"activationRate": 0.7208588957055214,
"activationCount": 235,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.6118012422360248,
"10": 0.6593059936908517
},
"sampleConfidence": 0.9963120567375887,
"shadowSharpeLike": 1.0844419285888676,
"avgForwardReturns": {
"1": 0.002265059591354439,
"5": 0.009569740895538168,
"10": 0.023682142188743968
},
"shadowMaxDrawdown": -0.20334972321437517,
"shadowTotalReturn": 0.5429479943811213,
"avgForwardReturn1D": 0.002265059591354439,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 235,
"5": 231,
"10": 226
},
"baselineAvgForwardReturns": {
"1": 0.0036981777991825855,
"5": 0.018016535637468287,
"10": 0.0355953509275376
}
},
{
"topN": 5,
"ticker": "ASML",
"hitRates": {
"1": 0.5574468085106383,
"5": 0.5584415584415584,
"10": 0.5796460176991151
},
"hitRate1D": 0.5574468085106383,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9517332637311209,
"eligibleDays": 326,
"fitnessScore": 1.0059392789528767,
"lookbackDays": 63,
"returnLift1D": -0.0014331182078281463,
"hitRateLift1D": -0.010037854066048846,
"portfolioSize": 5,
"activationRate": 0.7208588957055214,
"activationCount": 235,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.6118012422360248,
"10": 0.6593059936908517
},
"sampleConfidence": 0.9963120567375887,
"shadowSharpeLike": 1.0844419285888676,
"avgForwardReturns": {
"1": 0.002265059591354439,
"5": 0.009569740895538168,
"10": 0.023682142188743968
},
"shadowMaxDrawdown": -0.20334972321437517,
"shadowTotalReturn": 0.5429479943811213,
"avgForwardReturn1D": 0.002265059591354439,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 235,
"5": 231,
"10": 226
},
"baselineAvgForwardReturns": {
"1": 0.0036981777991825855,
"5": 0.018016535637468287,
"10": 0.0355953509275376
}
},
{
"topN": 3,
"ticker": "ASML",
"hitRates": {
"1": 0.5652173913043478,
"5": 0.5665024630541872,
"10": 0.5757575757575758
},
"hitRate1D": 0.5652173913043478,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.937810326789497,
"eligibleDays": 344,
"fitnessScore": 0.9469389267394271,
"lookbackDays": 45,
"returnLift1D": -0.0008007822082385708,
"hitRateLift1D": 0.0012639029322547568,
"portfolioSize": 3,
"activationRate": 0.6017441860465116,
"activationCount": 207,
"baselineHitRates": {
"1": 0.563953488372093,
"5": 0.5970588235294118,
"10": 0.6388059701492538
},
"sampleConfidence": 0.9958132045088567,
"shadowSharpeLike": 1.0488441602185163,
"avgForwardReturns": {
"1": 0.002451610011957081,
"5": 0.008053098765366654,
"10": 0.014462889815832424
},
"shadowMaxDrawdown": -0.16221845651948363,
"shadowTotalReturn": 0.5149843542870438,
"avgForwardReturn1D": 0.002451610011957081,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 207,
"5": 203,
"10": 198
},
"baselineAvgForwardReturns": {
"1": 0.003252392220195652,
"5": 0.015569446733108743,
"10": 0.030832346121825307
}
},
{
"topN": 2,
"ticker": "ASML",
"hitRates": {
"1": 0.5639097744360902,
"5": 0.5984848484848485,
"10": 0.5692307692307692
},
"hitRate1D": 0.5639097744360902,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9015623411490127,
"eligibleDays": 359,
"fitnessScore": 0.8372352650436339,
"lookbackDays": 30,
"returnLift1D": 0.0007108014871599548,
"hitRateLift1D": 0.006806710369237856,
"portfolioSize": 2,
"activationRate": 0.37047353760445684,
"activationCount": 133,
"baselineHitRates": {
"1": 0.5571030640668524,
"5": 0.5802816901408451,
"10": 0.6228571428571429
},
"sampleConfidence": 0.9979949874686718,
"shadowSharpeLike": 1.1476638269740451,
"avgForwardReturns": {
"1": 0.003581172707166147,
"5": 0.017488922332751292,
"10": 0.026294279710419845
},
"shadowMaxDrawdown": -0.15852494214764568,
"shadowTotalReturn": 0.4967172955964818,
"avgForwardReturn1D": 0.003581172707166147,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-17",
"2025-09-03"
],
"horizonObservationCounts": {
"1": 133,
"5": 132,
"10": 130
},
"baselineAvgForwardReturns": {
"1": 0.002870371220006192,
"5": 0.014012197975172147,
"10": 0.028720194715094988
}
},
{
"topN": 3,
"ticker": "ASML",
"hitRates": {
"1": 0.5605381165919282,
"5": 0.5570776255707762,
"10": 0.5794392523364486
},
"hitRate1D": 0.5605381165919282,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9008619283334737,
"eligibleDays": 326,
"fitnessScore": 0.8355044615033907,
"lookbackDays": 63,
"returnLift1D": -0.0017287567547496002,
"hitRateLift1D": -0.006946545984758967,
"portfolioSize": 3,
"activationRate": 0.6840490797546013,
"activationCount": 223,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.6118012422360248,
"10": 0.6593059936908517
},
"sampleConfidence": 0.9961136023916294,
"shadowSharpeLike": 0.9018611692689659,
"avgForwardReturns": {
"1": 0.0019694210444329853,
"5": 0.009526311943472665,
"10": 0.02295908635780157
},
"shadowMaxDrawdown": -0.19683307216207113,
"shadowTotalReturn": 0.40617686612853054,
"avgForwardReturn1D": 0.0019694210444329853,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 223,
"5": 219,
"10": 214
},
"baselineAvgForwardReturns": {
"1": 0.0036981777991825855,
"5": 0.018016535637468287,
"10": 0.0355953509275376
}
},
{
"topN": 4,
"ticker": "ASML",
"hitRates": {
"1": 0.5492957746478874,
"5": 0.6009389671361502,
"10": 0.6244131455399061
},
"hitRate1D": 0.5492957746478874,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7367975513203974,
"eligibleDays": 368,
"fitnessScore": 0.57646572489988,
"lookbackDays": 21,
"returnLift1D": -0.0013165393406261137,
"hitRateLift1D": -0.010486834047764848,
"portfolioSize": 4,
"activationRate": 0.5788043478260869,
"activationCount": 213,
"baselineHitRates": {
"1": 0.5597826086956522,
"5": 0.5824175824175825,
"10": 0.6183844011142061
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.616281582046544,
"avgForwardReturns": {
"1": 0.001568630252006534,
"5": 0.01602048455691875,
"10": 0.031359439377176807
},
"shadowMaxDrawdown": -0.21980027808847258,
"shadowTotalReturn": 0.2477191390050999,
"avgForwardReturn1D": 0.001568630252006534,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-26",
"2025-02-27",
"2025-03-06",
"2025-03-10",
"2025-03-20",
"2025-03-21",
"2025-03-26",
"2025-04-28",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 213,
"5": 213,
"10": 213
},
"baselineAvgForwardReturns": {
"1": 0.0028851695926326477,
"5": 0.013888999975355778,
"10": 0.027629861124054016
}
},
{
"topN": 5,
"ticker": "ASML",
"hitRates": {
"1": 0.5492957746478874,
"5": 0.6009389671361502,
"10": 0.6244131455399061
},
"hitRate1D": 0.5492957746478874,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7367975513203974,
"eligibleDays": 368,
"fitnessScore": 0.57646572489988,
"lookbackDays": 21,
"returnLift1D": -0.0013165393406261137,
"hitRateLift1D": -0.010486834047764848,
"portfolioSize": 5,
"activationRate": 0.5788043478260869,
"activationCount": 213,
"baselineHitRates": {
"1": 0.5597826086956522,
"5": 0.5824175824175825,
"10": 0.6183844011142061
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.616281582046544,
"avgForwardReturns": {
"1": 0.001568630252006534,
"5": 0.01602048455691875,
"10": 0.031359439377176807
},
"shadowMaxDrawdown": -0.21980027808847258,
"shadowTotalReturn": 0.2477191390050999,
"avgForwardReturn1D": 0.001568630252006534,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-26",
"2025-02-27",
"2025-03-06",
"2025-03-10",
"2025-03-20",
"2025-03-21",
"2025-03-26",
"2025-04-28",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 213,
"5": 213,
"10": 213
},
"baselineAvgForwardReturns": {
"1": 0.0028851695926326477,
"5": 0.013888999975355778,
"10": 0.027629861124054016
}
},
{
"topN": 2,
"ticker": "ASML",
"hitRates": {
"1": 0.5612903225806452,
"5": 0.5496688741721855,
"10": 0.5369127516778524
},
"hitRate1D": 0.5612903225806452,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.7249177339746193,
"eligibleDays": 326,
"fitnessScore": 0.5631773547030623,
"lookbackDays": 63,
"returnLift1D": -0.0018031523568212689,
"hitRateLift1D": -0.00619433999604202,
"portfolioSize": 2,
"activationRate": 0.4754601226993865,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.6118012422360248,
"10": 0.6593059936908517
},
"sampleConfidence": 0.9956989247311828,
"shadowSharpeLike": 0.7280031577758875,
"avgForwardReturns": {
"1": 0.0018950254423613167,
"5": 0.008375243114129585,
"10": 0.017836720056718595
},
"shadowMaxDrawdown": -0.1788446408919947,
"shadowTotalReturn": 0.25212301594961173,
"avgForwardReturn1D": 0.0018950254423613167,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-14",
"2025-05-29",
"2025-05-30",
"2025-09-17",
"2025-09-19",
"2025-09-22",
"2025-09-23",
"2025-09-24",
"2025-09-25",
"2025-09-26"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.0036981777991825855,
"5": 0.018016535637468287,
"10": 0.0355953509275376
}
},
{
"topN": 3,
"ticker": "ASML",
"hitRates": {
"1": 0.5421686746987951,
"5": 0.5151515151515151,
"10": 0.593939393939394
},
"hitRate1D": 0.5421686746987951,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.6755434749188003,
"eligibleDays": 375,
"fitnessScore": 0.5113405118314799,
"lookbackDays": 14,
"returnLift1D": -0.0008875122781439029,
"hitRateLift1D": -0.015164658634538197,
"portfolioSize": 3,
"activationRate": 0.44266666666666665,
"activationCount": 166,
"baselineHitRates": {
"1": 0.5573333333333333,
"5": 0.5849056603773585,
"10": 0.6202185792349727
},
"sampleConfidence": 0.9991967871485944,
"shadowSharpeLike": 0.6636497657513596,
"avgForwardReturns": {
"1": 0.0018982693035700204,
"5": 0.007235546823443073,
"10": 0.02257628063497394
},
"shadowMaxDrawdown": -0.21669763042355117,
"shadowTotalReturn": 0.2534001255366123,
"avgForwardReturn1D": 0.0018982693035700204,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 166,
"5": 165,
"10": 165
},
"baselineAvgForwardReturns": {
"1": 0.0027857815817139233,
"5": 0.01404760361336093,
"10": 0.02793515491289847
}
},
{
"topN": 2,
"ticker": "ASML",
"hitRates": {
"1": 0.552,
"5": 0.5,
"10": 0.5483870967741935
},
"hitRate1D": 0.552,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6353713832965047,
"eligibleDays": 375,
"fitnessScore": 0.47217267401025576,
"lookbackDays": 14,
"returnLift1D": -0.0004772388120314508,
"hitRateLift1D": -0.005333333333333301,
"portfolioSize": 2,
"activationRate": 0.3333333333333333,
"activationCount": 125,
"baselineHitRates": {
"1": 0.5573333333333333,
"5": 0.5849056603773585,
"10": 0.6202185792349727
},
"sampleConfidence": 0.9989333333333335,
"shadowSharpeLike": 0.6985498590866382,
"avgForwardReturns": {
"1": 0.0023085427696824725,
"5": 0.006146156452072432,
"10": 0.018802899562633257
},
"shadowMaxDrawdown": -0.20545069418685336,
"shadowTotalReturn": 0.24464279371390152,
"avgForwardReturn1D": 0.0023085427696824725,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-04-24",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 125,
"5": 124,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.0027857815817139233,
"5": 0.01404760361336093,
"10": 0.02793515491289847
}
},
{
"topN": 4,
"ticker": "ASML",
"hitRates": {
"1": 0.5364583333333334,
"5": 0.5078534031413613,
"10": 0.6073298429319371
},
"hitRate1D": 0.5364583333333334,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.621529921843048,
"eligibleDays": 375,
"fitnessScore": 0.45913034843571526,
"lookbackDays": 14,
"returnLift1D": -0.0013053546166031345,
"hitRateLift1D": -0.020874999999999977,
"portfolioSize": 4,
"activationRate": 0.512,
"activationCount": 192,
"baselineHitRates": {
"1": 0.5573333333333333,
"5": 0.5849056603773585,
"10": 0.6202185792349727
},
"sampleConfidence": 0.9993055555555556,
"shadowSharpeLike": 0.5406353955754868,
"avgForwardReturns": {
"1": 0.0014804269651107888,
"5": 0.007715183897110553,
"10": 0.02402976629072597
},
"shadowMaxDrawdown": -0.23361795565073895,
"shadowTotalReturn": 0.19654127041047764,
"avgForwardReturn1D": 0.0014804269651107888,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-27",
"2025-03-10",
"2025-03-17",
"2025-03-19",
"2025-03-20"
],
"horizonObservationCounts": {
"1": 192,
"5": 191,
"10": 191
},
"baselineAvgForwardReturns": {
"1": 0.0027857815817139233,
"5": 0.01404760361336093,
"10": 0.02793515491289847
}
},
{
"topN": 5,
"ticker": "ASML",
"hitRates": {
"1": 0.5364583333333334,
"5": 0.5078534031413613,
"10": 0.6073298429319371
},
"hitRate1D": 0.5364583333333334,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.621529921843048,
"eligibleDays": 375,
"fitnessScore": 0.45913034843571526,
"lookbackDays": 14,
"returnLift1D": -0.0013053546166031345,
"hitRateLift1D": -0.020874999999999977,
"portfolioSize": 5,
"activationRate": 0.512,
"activationCount": 192,
"baselineHitRates": {
"1": 0.5573333333333333,
"5": 0.5849056603773585,
"10": 0.6202185792349727
},
"sampleConfidence": 0.9993055555555556,
"shadowSharpeLike": 0.5406353955754868,
"avgForwardReturns": {
"1": 0.0014804269651107888,
"5": 0.007715183897110553,
"10": 0.02402976629072597
},
"shadowMaxDrawdown": -0.23361795565073895,
"shadowTotalReturn": 0.19654127041047764,
"avgForwardReturn1D": 0.0014804269651107888,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-27",
"2025-03-10",
"2025-03-17",
"2025-03-19",
"2025-03-20"
],
"horizonObservationCounts": {
"1": 192,
"5": 191,
"10": 191
},
"baselineAvgForwardReturns": {
"1": 0.0027857815817139233,
"5": 0.01404760361336093,
"10": 0.02793515491289847
}
},
{
"topN": 2,
"ticker": "ASML",
"hitRates": {
"1": 0.5507246376811594,
"5": 0.5522388059701493,
"10": 0.5038759689922481
},
"hitRate1D": 0.5507246376811594,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.5890104506383104,
"eligibleDays": 344,
"fitnessScore": 0.4291727507305351,
"lookbackDays": 45,
"returnLift1D": -0.0014811106957820068,
"hitRateLift1D": -0.013228850690933602,
"portfolioSize": 2,
"activationRate": 0.4011627906976744,
"activationCount": 138,
"baselineHitRates": {
"1": 0.563953488372093,
"5": 0.5970588235294118,
"10": 0.6388059701492538
},
"sampleConfidence": 0.9937198067632851,
"shadowSharpeLike": 0.6218363107519306,
"avgForwardReturns": {
"1": 0.001771281524413645,
"5": 0.00663903528032712,
"10": 0.011605142421612183
},
"shadowMaxDrawdown": -0.23222659833198245,
"shadowTotalReturn": 0.20104806823534283,
"avgForwardReturn1D": 0.001771281524413645,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-09-18",
"2025-09-19",
"2025-09-22",
"2025-09-23",
"2025-09-24",
"2025-09-25",
"2025-09-26",
"2025-09-29",
"2025-09-30"
],
"horizonObservationCounts": {
"1": 138,
"5": 134,
"10": 129
},
"baselineAvgForwardReturns": {
"1": 0.003252392220195652,
"5": 0.015569446733108743,
"10": 0.030832346121825307
}
},
{
"topN": 2,
"ticker": "ASML",
"hitRates": {
"1": 0.5547445255474452,
"5": 0.6204379562043796,
"10": 0.6058394160583942
},
"hitRate1D": 0.5547445255474452,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.5723233449476757,
"eligibleDays": 368,
"fitnessScore": 0.41409407154049827,
"lookbackDays": 21,
"returnLift1D": -0.0011085629689809248,
"hitRateLift1D": -0.005038083148206973,
"portfolioSize": 2,
"activationRate": 0.37228260869565216,
"activationCount": 137,
"baselineHitRates": {
"1": 0.5597826086956522,
"5": 0.5824175824175825,
"10": 0.6183844011142061
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5503975424321084,
"avgForwardReturns": {
"1": 0.001776606623651723,
"5": 0.016461298569788986,
"10": 0.033667546286063034
},
"shadowMaxDrawdown": -0.20500683098125616,
"shadowTotalReturn": 0.1829868726685011,
"avgForwardReturn1D": 0.001776606623651723,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-26",
"2025-02-27",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-28",
"2025-05-29",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 137,
"5": 137,
"10": 137
},
"baselineAvgForwardReturns": {
"1": 0.0028851695926326477,
"5": 0.013888999975355778,
"10": 0.027629861124054016
}
},
{
"topN": 3,
"ticker": "ASML",
"hitRates": {
"1": 0.5423728813559322,
"5": 0.5988700564971752,
"10": 0.6214689265536724
},
"hitRate1D": 0.5423728813559322,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.4628310498719424,
"eligibleDays": 368,
"fitnessScore": 0.3172308725966131,
"lookbackDays": 21,
"returnLift1D": -0.0017958387146427496,
"hitRateLift1D": -0.017409727339720016,
"portfolioSize": 3,
"activationRate": 0.48097826086956524,
"activationCount": 177,
"baselineHitRates": {
"1": 0.5597826086956522,
"5": 0.5824175824175825,
"10": 0.6183844011142061
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.354289503521831,
"avgForwardReturns": {
"1": 0.0010893308779898981,
"5": 0.014734188374144346,
"10": 0.03192903642699063
},
"shadowMaxDrawdown": -0.2558929634362068,
"shadowTotalReturn": 0.09462925065495043,
"avgForwardReturn1D": 0.0010893308779898981,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-02-26",
"2025-02-27",
"2025-03-21",
"2025-03-26",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 177,
"5": 177,
"10": 177
},
"baselineAvgForwardReturns": {
"1": 0.0028851695926326477,
"5": 0.013888999975355778,
"10": 0.027629861124054016
}
}
],
"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": 0.6755434749188003,
"fitnessScore": 0.5113405118314799,
"lookbackDays": 14,
"returnLift1D": -0.0008875122781439029,
"activationRate": 0.44266666666666665,
"activationCount": 166,
"sampleConfidence": 0.9991967871485944,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.2534001255366123,
"avgForwardReturn1D": 0.0018982693035700204
},
{
"comboQuality": 0.7367975513203974,
"fitnessScore": 0.57646572489988,
"lookbackDays": 21,
"returnLift1D": -0.0013165393406261137,
"activationRate": 0.5788043478260869,
"activationCount": 213,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.2477191390050999,
"avgForwardReturn1D": 0.001568630252006534
},
{
"comboQuality": 0.9744681415996305,
"fitnessScore": 1.1512322570899334,
"lookbackDays": 30,
"returnLift1D": 0.00016612857264944325,
"activationRate": 0.5821727019498607,
"activationCount": 209,
"sampleConfidence": 0.9980861244019139,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.6969655360921907,
"avgForwardReturn1D": 0.0030364997926556354
},
{
"comboQuality": 0.9643202821896789,
"fitnessScore": 1.0753050383894607,
"lookbackDays": 45,
"returnLift1D": -0.0006383164843582886,
"activationRate": 0.6366279069767442,
"activationCount": 219,
"sampleConfidence": 0.9960426179604263,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.6087907590882997,
"avgForwardReturn1D": 0.0026140757358373633
},
{
"comboQuality": 0.9517332637311209,
"fitnessScore": 1.0059392789528767,
"lookbackDays": 63,
"returnLift1D": -0.0014331182078281463,
"activationRate": 0.7208588957055214,
"activationCount": 235,
"sampleConfidence": 0.9963120567375887,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5429479943811213,
"avgForwardReturn1D": 0.002265059591354439
}
],
"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": "ac43334ad3a7999d4ecd1e2f329fe84c9659831a0e15235206cf490e51b233a0",
"size": 13,
"members": [
"ASML",
"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."
}