Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"BELFB"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "BELFB",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 5,
"ticker": "BELFB",
"hitRates": {
"1": 0.6231884057971014,
"5": 0.6776556776556777,
"10": 0.7388059701492538
},
"hitRate1D": 0.6231884057971014,
"comboQuality": 0.9999850611263623,
"eligibleDays": 297,
"fitnessScore": 2.7945363435914983,
"lookbackDays": 63,
"returnLift1D": -0.00047655693563116146,
"hitRateLift1D": -0.0018115942028985588,
"activationRate": 0.9326599326599326,
"activationCount": 277,
"baselineHitRates": {
"1": 0.625,
"5": 0.6815068493150684,
"10": 0.7456445993031359
},
"sampleConfidence": 0.9966305655836343,
"shadowSharpeLike": 2.109253620756712,
"avgForwardReturns": {
"1": 0.0045342840775489356,
"5": 0.023095999068319356,
"10": 0.045618491011947426
},
"shadowMaxDrawdown": -0.24474541124866966,
"shadowTotalReturn": 1.996241049308415,
"avgForwardReturn1D": 0.0045342840775489356,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26"
],
"horizonObservationCounts": {
"1": 276,
"5": 273,
"10": 268
},
"baselineAvgForwardReturns": {
"1": 0.005010841013180097,
"5": 0.02512716228286284,
"10": 0.051228840371976204
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999850611263623,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9988370076422108,
"bestRawFitnessScore": 2.7945363435914983,
"upperQuartileComboQuality": 0.9998195777313281
},
"algorithmFit": {
"label": "strong",
"score": 0.9987734567518178,
"rawScore": 0.9994497134418003,
"confidence": 0.998646741940315,
"bestProfile": {
"topN": 5,
"lookbackDays": 63
},
"profileBreadth": 1,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
14,
21,
30,
45,
63
]
},
"parameterStability": 0.9998112839156478,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 5,
"ticker": "BELFB",
"hitRates": {
"1": 0.6231884057971014,
"5": 0.6776556776556777,
"10": 0.7388059701492538
},
"hitRate1D": 0.6231884057971014,
"comboQuality": 0.9999850611263623,
"eligibleDays": 297,
"fitnessScore": 2.7945363435914983,
"lookbackDays": 63,
"returnLift1D": -0.00047655693563116146,
"hitRateLift1D": -0.0018115942028985588,
"activationRate": 0.9326599326599326,
"activationCount": 277,
"baselineHitRates": {
"1": 0.625,
"5": 0.6815068493150684,
"10": 0.7456445993031359
},
"sampleConfidence": 0.9966305655836343,
"shadowSharpeLike": 2.109253620756712,
"avgForwardReturns": {
"1": 0.0045342840775489356,
"5": 0.023095999068319356,
"10": 0.045618491011947426
},
"shadowMaxDrawdown": -0.24474541124866966,
"shadowTotalReturn": 1.996241049308415,
"avgForwardReturn1D": 0.0045342840775489356,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26"
],
"horizonObservationCounts": {
"1": 276,
"5": 273,
"10": 268
},
"baselineAvgForwardReturns": {
"1": 0.005010841013180097,
"5": 0.02512716228286284,
"10": 0.051228840371976204
}
},
{
"topN": 4,
"ticker": "BELFB",
"hitRates": {
"1": 0.6227106227106227,
"5": 0.6764705882352942,
"10": 0.7378277153558053
},
"hitRate1D": 0.6227106227106227,
"comboQuality": 0.9999761930692112,
"eligibleDays": 297,
"fitnessScore": 2.6920122006280502,
"lookbackDays": 63,
"returnLift1D": -0.0005411551909571917,
"hitRateLift1D": -0.0022893772893772812,
"activationRate": 0.9191919191919192,
"activationCount": 273,
"baselineHitRates": {
"1": 0.625,
"5": 0.6815068493150684,
"10": 0.7456445993031359
},
"sampleConfidence": 0.9982905982905983,
"shadowSharpeLike": 2.0602742242750067,
"avgForwardReturns": {
"1": 0.004469685822222905,
"5": 0.022785995483842154,
"10": 0.04523607302375707
},
"shadowMaxDrawdown": -0.24474541124866978,
"shadowTotalReturn": 1.9049164413268214,
"avgForwardReturn1D": 0.004469685822222905,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26"
],
"horizonObservationCounts": {
"1": 273,
"5": 272,
"10": 267
},
"baselineAvgForwardReturns": {
"1": 0.005010841013180097,
"5": 0.02512716228286284,
"10": 0.051228840371976204
}
},
{
"topN": 3,
"ticker": "BELFB",
"hitRates": {
"1": 0.6142322097378277,
"5": 0.6704119850187266,
"10": 0.7338403041825095
},
"hitRate1D": 0.6142322097378277,
"comboQuality": 0.9998898547583855,
"eligibleDays": 297,
"fitnessScore": 2.354992117366447,
"lookbackDays": 63,
"returnLift1D": -0.000833305780475275,
"hitRateLift1D": -0.010767790262172339,
"activationRate": 0.898989898989899,
"activationCount": 267,
"baselineHitRates": {
"1": 0.625,
"5": 0.6815068493150684,
"10": 0.7456445993031359
},
"sampleConfidence": 0.9990012484394507,
"shadowSharpeLike": 1.8872243776440933,
"avgForwardReturns": {
"1": 0.004177535232704822,
"5": 0.021692072173626287,
"10": 0.04444626834970848
},
"shadowMaxDrawdown": -0.2447454112486699,
"shadowTotalReturn": 1.6167033355304707,
"avgForwardReturn1D": 0.004177535232704822,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27"
],
"horizonObservationCounts": {
"1": 267,
"5": 267,
"10": 263
},
"baselineAvgForwardReturns": {
"1": 0.005010841013180097,
"5": 0.02512716228286284,
"10": 0.051228840371976204
}
},
{
"topN": 4,
"ticker": "BELFB",
"hitRates": {
"1": 0.6144578313253012,
"5": 0.6761133603238867,
"10": 0.728744939271255
},
"hitRate1D": 0.6144578313253012,
"comboQuality": 0.9998646481794738,
"eligibleDays": 315,
"fitnessScore": 2.3096495007111306,
"lookbackDays": 45,
"returnLift1D": -0.0008230419976615966,
"hitRateLift1D": -0.009745990330749743,
"activationRate": 0.7936507936507936,
"activationCount": 250,
"baselineHitRates": {
"1": 0.6242038216560509,
"5": 0.6774193548387096,
"10": 0.740983606557377
},
"sampleConfidence": 0.9981333333333334,
"shadowSharpeLike": 1.9240579643140627,
"avgForwardReturns": {
"1": 0.004397547204838291,
"5": 0.021946338293889783,
"10": 0.04190724444395505
},
"shadowMaxDrawdown": -0.198875399678891,
"shadowTotalReturn": 1.6054206938041915,
"avgForwardReturn1D": 0.004397547204838291,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 249,
"5": 247,
"10": 247
},
"baselineAvgForwardReturns": {
"1": 0.005220589202499888,
"5": 0.025132298328242136,
"10": 0.051078429281762885
}
},
{
"topN": 3,
"ticker": "BELFB",
"hitRates": {
"1": 0.6163265306122448,
"5": 0.6707818930041153,
"10": 0.7242798353909465
},
"hitRate1D": 0.6163265306122448,
"comboQuality": 0.9998627118140986,
"eligibleDays": 315,
"fitnessScore": 2.306524019374336,
"lookbackDays": 45,
"returnLift1D": -0.0007529371710888267,
"hitRateLift1D": -0.007877291043806078,
"activationRate": 0.780952380952381,
"activationCount": 246,
"baselineHitRates": {
"1": 0.6242038216560509,
"5": 0.6774193548387096,
"10": 0.740983606557377
},
"sampleConfidence": 0.9981029810298103,
"shadowSharpeLike": 1.930597126355612,
"avgForwardReturns": {
"1": 0.004467652031411061,
"5": 0.021227438502783275,
"10": 0.0412233538935582
},
"shadowMaxDrawdown": -0.19887539967889112,
"shadowTotalReturn": 1.604868734385294,
"avgForwardReturn1D": 0.004467652031411061,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 245,
"5": 243,
"10": 243
},
"baselineAvgForwardReturns": {
"1": 0.005220589202499888,
"5": 0.025132298328242136,
"10": 0.051078429281762885
}
},
{
"topN": 5,
"ticker": "BELFB",
"hitRates": {
"1": 0.6150793650793651,
"5": 0.668,
"10": 0.724
},
"hitRate1D": 0.6150793650793651,
"comboQuality": 0.9998051997037379,
"eligibleDays": 315,
"fitnessScore": 2.2295349818592087,
"lookbackDays": 45,
"returnLift1D": -0.000988287394847038,
"hitRateLift1D": -0.009124456576685813,
"activationRate": 0.8031746031746032,
"activationCount": 253,
"baselineHitRates": {
"1": 0.6242038216560509,
"5": 0.6774193548387096,
"10": 0.740983606557377
},
"sampleConfidence": 0.9981554677206852,
"shadowSharpeLike": 1.8642231234157844,
"avgForwardReturns": {
"1": 0.00423230180765285,
"5": 0.020909586242572536,
"10": 0.04154900704597299
},
"shadowMaxDrawdown": -0.19887539967889112,
"shadowTotalReturn": 1.5292035942960567,
"avgForwardReturn1D": 0.00423230180765285,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 252,
"5": 250,
"10": 250
},
"baselineAvgForwardReturns": {
"1": 0.005220589202499888,
"5": 0.025132298328242136,
"10": 0.051078429281762885
}
},
{
"topN": 4,
"ticker": "BELFB",
"hitRates": {
"1": 0.6206896551724138,
"5": 0.6502463054187192,
"10": 0.6847290640394089
},
"hitRate1D": 0.6206896551724138,
"comboQuality": 0.9996826583318019,
"eligibleDays": 339,
"fitnessScore": 2.1221471140612764,
"lookbackDays": 21,
"returnLift1D": 0.0005860432113291873,
"hitRateLift1D": 0.011222199551112033,
"activationRate": 0.5988200589970502,
"activationCount": 203,
"baselineHitRates": {
"1": 0.6094674556213018,
"5": 0.6646706586826348,
"10": 0.7051671732522796
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.8879190926476694,
"avgForwardReturns": {
"1": 0.005181091669498773,
"5": 0.0212221133633493,
"10": 0.0395458511528501
},
"shadowMaxDrawdown": -0.24332969523164116,
"shadowTotalReturn": 1.5131174884167042,
"avgForwardReturn1D": 0.005181091669498773,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-06",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-30",
"2025-06-02",
"2025-06-06",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 203,
"5": 203,
"10": 203
},
"baselineAvgForwardReturns": {
"1": 0.004595048458169586,
"5": 0.022211407744019335,
"10": 0.044495423991062856
}
},
{
"topN": 2,
"ticker": "BELFB",
"hitRates": {
"1": 0.6120689655172413,
"5": 0.6724137931034483,
"10": 0.7241379310344828
},
"hitRate1D": 0.6120689655172413,
"comboQuality": 0.9992831004796399,
"eligibleDays": 297,
"fitnessScore": 1.9427686960981665,
"lookbackDays": 63,
"returnLift1D": -0.0008669209275909842,
"hitRateLift1D": -0.012931034482758674,
"activationRate": 0.7811447811447811,
"activationCount": 232,
"baselineHitRates": {
"1": 0.625,
"5": 0.6815068493150684,
"10": 0.7456445993031359
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.73299895923052,
"avgForwardReturns": {
"1": 0.004143920085589113,
"5": 0.020434882987625837,
"10": 0.04260876034842022
},
"shadowMaxDrawdown": -0.21035702938649514,
"shadowTotalReturn": 1.2781596706656844,
"avgForwardReturn1D": 0.004143920085589113,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27",
"2025-06-30"
],
"horizonObservationCounts": {
"1": 232,
"5": 232,
"10": 232
},
"baselineAvgForwardReturns": {
"1": 0.005010841013180097,
"5": 0.02512716228286284,
"10": 0.051228840371976204
}
},
{
"topN": 5,
"ticker": "BELFB",
"hitRates": {
"1": 0.6164383561643836,
"5": 0.6438356164383562,
"10": 0.6940639269406392
},
"hitRate1D": 0.6164383561643836,
"comboQuality": 0.9989990411661713,
"eligibleDays": 339,
"fitnessScore": 1.8692749977709393,
"lookbackDays": 21,
"returnLift1D": -0.00018457278088325566,
"hitRateLift1D": 0.006970900543081804,
"activationRate": 0.6460176991150443,
"activationCount": 219,
"baselineHitRates": {
"1": 0.6094674556213018,
"5": 0.6646706586826348,
"10": 0.7051671732522796
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.6996590029680498,
"avgForwardReturns": {
"1": 0.00441047567728633,
"5": 0.021564561835140265,
"10": 0.0414133102568186
},
"shadowMaxDrawdown": -0.27648513509862005,
"shadowTotalReturn": 1.2902510869831083,
"avgForwardReturn1D": 0.00441047567728633,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-05",
"2025-05-06",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-21",
"2025-05-28",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 219,
"5": 219,
"10": 219
},
"baselineAvgForwardReturns": {
"1": 0.004595048458169586,
"5": 0.022211407744019335,
"10": 0.044495423991062856
}
},
{
"topN": 4,
"ticker": "BELFB",
"hitRates": {
"1": 0.5934579439252337,
"5": 0.647887323943662,
"10": 0.704225352112676
},
"hitRate1D": 0.5934579439252337,
"comboQuality": 0.9989888767297832,
"eligibleDays": 352,
"fitnessScore": 1.8670499921672579,
"lookbackDays": 14,
"returnLift1D": 0.0003473437840560076,
"hitRateLift1D": -0.003684913217623542,
"activationRate": 0.6107954545454546,
"activationCount": 215,
"baselineHitRates": {
"1": 0.5971428571428572,
"5": 0.6647398843930635,
"10": 0.7017543859649122
},
"sampleConfidence": 0.9984496124031008,
"shadowSharpeLike": 1.6533530222957795,
"avgForwardReturns": {
"1": 0.004597389416881742,
"5": 0.02016441465739057,
"10": 0.040021107950872783
},
"shadowMaxDrawdown": -0.22790855422311884,
"shadowTotalReturn": 1.3155406373731986,
"avgForwardReturn1D": 0.004597389416881742,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-03-10",
"2025-04-10",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15"
],
"horizonObservationCounts": {
"1": 214,
"5": 213,
"10": 213
},
"baselineAvgForwardReturns": {
"1": 0.0042500456328257346,
"5": 0.021331826246431883,
"10": 0.042982076546564246
}
},
{
"topN": 5,
"ticker": "BELFB",
"hitRates": {
"1": 0.5866666666666667,
"5": 0.6339285714285714,
"10": 0.6964285714285714
},
"hitRate1D": 0.5866666666666667,
"comboQuality": 0.9986851385546384,
"eligibleDays": 352,
"fitnessScore": 1.8091958165429687,
"lookbackDays": 14,
"returnLift1D": 0.000021223963458592322,
"hitRateLift1D": -0.010476190476190528,
"activationRate": 0.6420454545454546,
"activationCount": 226,
"baselineHitRates": {
"1": 0.5971428571428572,
"5": 0.6647398843930635,
"10": 0.7017543859649122
},
"sampleConfidence": 0.9985250737463127,
"shadowSharpeLike": 1.5843514041953528,
"avgForwardReturns": {
"1": 0.004271269596284327,
"5": 0.01936614871661335,
"10": 0.038423413677631746
},
"shadowMaxDrawdown": -0.21240292577064745,
"shadowTotalReturn": 1.2563788300962373,
"avgForwardReturn1D": 0.004271269596284327,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-14",
"2025-03-10",
"2025-03-11",
"2025-04-10",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 225,
"5": 224,
"10": 224
},
"baselineAvgForwardReturns": {
"1": 0.0042500456328257346,
"5": 0.021331826246431883,
"10": 0.042982076546564246
}
},
{
"topN": 3,
"ticker": "BELFB",
"hitRates": {
"1": 0.6145833333333334,
"5": 0.6458333333333334,
"10": 0.6822916666666666
},
"hitRate1D": 0.6145833333333334,
"comboQuality": 0.998538816561268,
"eligibleDays": 339,
"fitnessScore": 1.785950195925884,
"lookbackDays": 21,
"returnLift1D": 0.00022031782273438348,
"hitRateLift1D": 0.005115877712031591,
"activationRate": 0.5663716814159292,
"activationCount": 192,
"baselineHitRates": {
"1": 0.6094674556213018,
"5": 0.6646706586826348,
"10": 0.7051671732522796
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.7051628765838223,
"avgForwardReturns": {
"1": 0.004815366280903969,
"5": 0.02088043046065471,
"10": 0.039251905217131296
},
"shadowMaxDrawdown": -0.24332969523164139,
"shadowTotalReturn": 1.2326101453403036,
"avgForwardReturn1D": 0.004815366280903969,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-30",
"2025-06-02",
"2025-06-10",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 192,
"5": 192,
"10": 192
},
"baselineAvgForwardReturns": {
"1": 0.004595048458169586,
"5": 0.022211407744019335,
"10": 0.044495423991062856
}
},
{
"topN": 2,
"ticker": "BELFB",
"hitRates": {
"1": 0.6285714285714286,
"5": 0.6628571428571428,
"10": 0.6914285714285714
},
"hitRate1D": 0.6285714285714286,
"comboQuality": 0.9980291290871547,
"eligibleDays": 339,
"fitnessScore": 1.7200075247212228,
"lookbackDays": 21,
"returnLift1D": 0.00045622666091121346,
"hitRateLift1D": 0.01910397295012678,
"activationRate": 0.5162241887905604,
"activationCount": 175,
"baselineHitRates": {
"1": 0.6094674556213018,
"5": 0.6646706586826348,
"10": 0.7051671732522796
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.67523907133508,
"avgForwardReturns": {
"1": 0.005051275119080799,
"5": 0.02063395333040653,
"10": 0.0396464904572092
},
"shadowMaxDrawdown": -0.20752088443390615,
"shadowTotalReturn": 1.15965841705352,
"avgForwardReturn1D": 0.005051275119080799,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-30",
"2025-06-02",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25"
],
"horizonObservationCounts": {
"1": 175,
"5": 175,
"10": 175
},
"baselineAvgForwardReturns": {
"1": 0.004595048458169586,
"5": 0.022211407744019335,
"10": 0.044495423991062856
}
},
{
"topN": 2,
"ticker": "BELFB",
"hitRates": {
"1": 0.5953757225433526,
"5": 0.627906976744186,
"10": 0.7034883720930233
},
"hitRate1D": 0.5953757225433526,
"comboQuality": 0.989739061445499,
"eligibleDays": 352,
"fitnessScore": 1.355201344726392,
"lookbackDays": 14,
"returnLift1D": 0.00011268348603933869,
"hitRateLift1D": -0.0017671345995046162,
"activationRate": 0.4943181818181818,
"activationCount": 174,
"baselineHitRates": {
"1": 0.5971428571428572,
"5": 0.6647398843930635,
"10": 0.7017543859649122
},
"sampleConfidence": 0.9980842911877396,
"shadowSharpeLike": 1.4240941572316996,
"avgForwardReturns": {
"1": 0.004362729118865073,
"5": 0.014446063147143199,
"10": 0.0355783036833464
},
"shadowMaxDrawdown": -0.198875399678891,
"shadowTotalReturn": 0.8874151452963281,
"avgForwardReturn1D": 0.004362729118865073,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-24",
"2025-04-25",
"2025-05-13",
"2025-05-14",
"2025-05-16",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-06-10",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 173,
"5": 172,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.0042500456328257346,
"5": 0.021331826246431883,
"10": 0.042982076546564246
}
},
{
"topN": 5,
"ticker": "BELFB",
"hitRates": {
"1": 0.6008403361344538,
"5": 0.6371308016877637,
"10": 0.7172995780590717
},
"hitRate1D": 0.6008403361344538,
"comboQuality": 0.9884309676078158,
"eligibleDays": 330,
"fitnessScore": 1.328513117497651,
"lookbackDays": 30,
"returnLift1D": -0.0015810158252175309,
"hitRateLift1D": -0.013141426783479404,
"activationRate": 0.7242424242424242,
"activationCount": 239,
"baselineHitRates": {
"1": 0.6139817629179332,
"5": 0.6707692307692308,
"10": 0.725
},
"sampleConfidence": 0.99860529986053,
"shadowSharpeLike": 1.2583775099279657,
"avgForwardReturns": {
"1": 0.0031013575531291444,
"5": 0.01887417337294228,
"10": 0.04139291755265462
},
"shadowMaxDrawdown": -0.30086486251730615,
"shadowTotalReturn": 0.8134516300966881,
"avgForwardReturn1D": 0.0031013575531291444,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 238,
"5": 237,
"10": 237
},
"baselineAvgForwardReturns": {
"1": 0.004682373378346675,
"5": 0.0239046750440694,
"10": 0.04879564491283444
}
},
{
"topN": 3,
"ticker": "BELFB",
"hitRates": {
"1": 0.5858585858585859,
"5": 0.6294416243654822,
"10": 0.6954314720812182
},
"hitRate1D": 0.5858585858585859,
"comboQuality": 0.9860873479101044,
"eligibleDays": 352,
"fitnessScore": 1.2874081838864326,
"lookbackDays": 14,
"returnLift1D": -0.0004656021943191769,
"hitRateLift1D": -0.011284271284271341,
"activationRate": 0.5653409090909091,
"activationCount": 199,
"baselineHitRates": {
"1": 0.5971428571428572,
"5": 0.6647398843930635,
"10": 0.7017543859649122
},
"sampleConfidence": 0.9983249581239532,
"shadowSharpeLike": 1.282744880229037,
"avgForwardReturns": {
"1": 0.0037844434385065576,
"5": 0.017739688088140193,
"10": 0.036937999000299426
},
"shadowMaxDrawdown": -0.2623740718971116,
"shadowTotalReturn": 0.8418447275716929,
"avgForwardReturn1D": 0.0037844434385065576,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 198,
"5": 197,
"10": 197
},
"baselineAvgForwardReturns": {
"1": 0.0042500456328257346,
"5": 0.021331826246431883,
"10": 0.042982076546564246
}
},
{
"topN": 3,
"ticker": "BELFB",
"hitRates": {
"1": 0.5990338164251208,
"5": 0.6328502415458938,
"10": 0.7198067632850241
},
"hitRate1D": 0.5990338164251208,
"comboQuality": 0.9825484101781248,
"eligibleDays": 330,
"fitnessScore": 1.2367581499053826,
"lookbackDays": 30,
"returnLift1D": -0.001338831060376178,
"hitRateLift1D": -0.014947946492812392,
"activationRate": 0.6272727272727273,
"activationCount": 207,
"baselineHitRates": {
"1": 0.6139817629179332,
"5": 0.6707692307692308,
"10": 0.725
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2554407020016616,
"avgForwardReturns": {
"1": 0.0033435423179704973,
"5": 0.01860256013009085,
"10": 0.041364701038696286
},
"shadowMaxDrawdown": -0.2652920634756416,
"shadowTotalReturn": 0.7568807501024166,
"avgForwardReturn1D": 0.0033435423179704973,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-14",
"2025-05-16",
"2025-05-19",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 207,
"5": 207,
"10": 207
},
"baselineAvgForwardReturns": {
"1": 0.004682373378346675,
"5": 0.0239046750440694,
"10": 0.04879564491283444
}
},
{
"topN": 4,
"ticker": "BELFB",
"hitRates": {
"1": 0.6036036036036037,
"5": 0.6306306306306306,
"10": 0.7117117117117117
},
"hitRate1D": 0.6036036036036037,
"comboQuality": 0.9815415154982808,
"eligibleDays": 330,
"fitnessScore": 1.224192039921296,
"lookbackDays": 30,
"returnLift1D": -0.0016005942014269744,
"hitRateLift1D": -0.010378159314329505,
"activationRate": 0.6727272727272727,
"activationCount": 222,
"baselineHitRates": {
"1": 0.6139817629179332,
"5": 0.6707692307692308,
"10": 0.725
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1946376240716015,
"avgForwardReturns": {
"1": 0.003081779176919701,
"5": 0.017539552412937323,
"10": 0.040209624968065454
},
"shadowMaxDrawdown": -0.274481775091566,
"shadowTotalReturn": 0.7274423098757037,
"avgForwardReturn1D": 0.003081779176919701,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-14",
"2025-05-16",
"2025-05-19",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 222,
"5": 222,
"10": 222
},
"baselineAvgForwardReturns": {
"1": 0.004682373378346675,
"5": 0.0239046750440694,
"10": 0.04879564491283444
}
},
{
"topN": 2,
"ticker": "BELFB",
"hitRates": {
"1": 0.6136363636363636,
"5": 0.6363636363636364,
"10": 0.7102272727272727
},
"hitRate1D": 0.6136363636363636,
"comboQuality": 0.9809729616031634,
"eligibleDays": 330,
"fitnessScore": 1.2173904483276088,
"lookbackDays": 30,
"returnLift1D": -0.0008836961824628385,
"hitRateLift1D": -0.00034539928156951394,
"activationRate": 0.5333333333333333,
"activationCount": 176,
"baselineHitRates": {
"1": 0.6139817629179332,
"5": 0.6707692307692308,
"10": 0.725
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3008831101683693,
"avgForwardReturns": {
"1": 0.003798677195883837,
"5": 0.01644557091188054,
"10": 0.038647465028155976
},
"shadowMaxDrawdown": -0.23754680498628766,
"shadowTotalReturn": 0.7450450784800751,
"avgForwardReturn1D": 0.003798677195883837,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-16",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 176,
"5": 176,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.004682373378346675,
"5": 0.0239046750440694,
"10": 0.04879564491283444
}
},
{
"topN": 2,
"ticker": "BELFB",
"hitRates": {
"1": 0.5968586387434555,
"5": 0.6578947368421053,
"10": 0.7263157894736842
},
"hitRate1D": 0.5968586387434555,
"comboQuality": 0.739666165374236,
"eligibleDays": 315,
"fitnessScore": 0.5797315173533439,
"lookbackDays": 45,
"returnLift1D": -0.0032625842698942543,
"hitRateLift1D": -0.027345182912595467,
"activationRate": 0.6095238095238096,
"activationCount": 192,
"baselineHitRates": {
"1": 0.6242038216560509,
"5": 0.6774193548387096,
"10": 0.740983606557377
},
"sampleConfidence": 0.998263888888889,
"shadowSharpeLike": 0.6992301657978856,
"avgForwardReturns": {
"1": 0.0019580049326056335,
"5": 0.01572601017194346,
"10": 0.03683605563154734
},
"shadowMaxDrawdown": -0.4806682560406452,
"shadowTotalReturn": 0.28596406955565556,
"avgForwardReturn1D": 0.0019580049326056335,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27"
],
"horizonObservationCounts": {
"1": 191,
"5": 190,
"10": 190
},
"baselineAvgForwardReturns": {
"1": 0.005220589202499888,
"5": 0.025132298328242136,
"10": 0.051078429281762885
}
}
],
"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": 0.9989888767297832,
"fitnessScore": 1.8670499921672579,
"lookbackDays": 14,
"returnLift1D": 0.0003473437840560076,
"activationRate": 0.6107954545454546,
"activationCount": 215,
"sampleConfidence": 0.9984496124031008,
"shadowTotalReturn": 1.3155406373731986,
"avgForwardReturn1D": 0.004597389416881742
},
{
"bestTopN": 4,
"comboQuality": 0.9996826583318019,
"fitnessScore": 2.1221471140612764,
"lookbackDays": 21,
"returnLift1D": 0.0005860432113291873,
"activationRate": 0.5988200589970502,
"activationCount": 203,
"sampleConfidence": 1,
"shadowTotalReturn": 1.5131174884167042,
"avgForwardReturn1D": 0.005181091669498773
},
{
"bestTopN": 5,
"comboQuality": 0.9884309676078158,
"fitnessScore": 1.328513117497651,
"lookbackDays": 30,
"returnLift1D": -0.0015810158252175309,
"activationRate": 0.7242424242424242,
"activationCount": 239,
"sampleConfidence": 0.99860529986053,
"shadowTotalReturn": 0.8134516300966881,
"avgForwardReturn1D": 0.0031013575531291444
},
{
"bestTopN": 4,
"comboQuality": 0.9998646481794738,
"fitnessScore": 2.3096495007111306,
"lookbackDays": 45,
"returnLift1D": -0.0008230419976615966,
"activationRate": 0.7936507936507936,
"activationCount": 250,
"sampleConfidence": 0.9981333333333334,
"shadowTotalReturn": 1.6054206938041915,
"avgForwardReturn1D": 0.004397547204838291
},
{
"bestTopN": 5,
"comboQuality": 0.9999850611263623,
"fitnessScore": 2.7945363435914983,
"lookbackDays": 63,
"returnLift1D": -0.00047655693563116146,
"activationRate": 0.9326599326599326,
"activationCount": 277,
"sampleConfidence": 0.9966305655836343,
"shadowTotalReturn": 1.996241049308415,
"avgForwardReturn1D": 0.0045342840775489356
}
],
"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": "40f5c8e54b9e5c79c9aae22034242d9d9188f48115927672027d339002372714",
"size": 13,
"members": [
"BELFB",
"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",
"BELFB"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "BELFB",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "BELFB",
"hitRates": {
"1": 0.6227106227106227,
"5": 0.6764705882352942,
"10": 0.7378277153558053
},
"hitRate1D": 0.6227106227106227,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999702717788209,
"eligibleDays": 326,
"fitnessScore": 2.643144485852805,
"lookbackDays": 63,
"returnLift1D": -0.0006669521517802058,
"hitRateLift1D": 0.006146205532708615,
"portfolioSize": 4,
"activationRate": 0.8374233128834356,
"activationCount": 273,
"baselineHitRates": {
"1": 0.6165644171779141,
"5": 0.6770186335403726,
"10": 0.7318611987381703
},
"sampleConfidence": 0.9982905982905983,
"shadowSharpeLike": 1.9653209075074904,
"avgForwardReturns": {
"1": 0.004469685822222905,
"5": 0.022785995483842154,
"10": 0.04523607302375707
},
"shadowMaxDrawdown": -0.24474541124866978,
"shadowTotalReturn": 1.9049164413268214,
"avgForwardReturn1D": 0.004469685822222905,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26"
],
"horizonObservationCounts": {
"1": 273,
"5": 272,
"10": 267
},
"baselineAvgForwardReturns": {
"1": 0.005136637974003111,
"5": 0.02524264164234692,
"10": 0.04992001383073037
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999702717788209,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9967976966457783,
"bestRawFitnessScore": 2.643144485852805,
"upperQuartileComboQuality": 0.9998421181153615
},
"algorithmFit": {
"label": "strong",
"score": 0.9982974742750095,
"rawScore": 0.9986439817834463,
"confidence": 0.999306043966103,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 1,
"recommendedRegion": {
"lookbackDays": [
14,
21,
30,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.9998441641473567,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "BELFB",
"hitRates": {
"1": 0.6227106227106227,
"5": 0.6764705882352942,
"10": 0.7378277153558053
},
"hitRate1D": 0.6227106227106227,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999702717788209,
"eligibleDays": 326,
"fitnessScore": 2.643144485852805,
"lookbackDays": 63,
"returnLift1D": -0.0006669521517802058,
"hitRateLift1D": 0.006146205532708615,
"portfolioSize": 4,
"activationRate": 0.8374233128834356,
"activationCount": 273,
"baselineHitRates": {
"1": 0.6165644171779141,
"5": 0.6770186335403726,
"10": 0.7318611987381703
},
"sampleConfidence": 0.9982905982905983,
"shadowSharpeLike": 1.9653209075074904,
"avgForwardReturns": {
"1": 0.004469685822222905,
"5": 0.022785995483842154,
"10": 0.04523607302375707
},
"shadowMaxDrawdown": -0.24474541124866978,
"shadowTotalReturn": 1.9049164413268214,
"avgForwardReturn1D": 0.004469685822222905,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26"
],
"horizonObservationCounts": {
"1": 273,
"5": 272,
"10": 267
},
"baselineAvgForwardReturns": {
"1": 0.005136637974003111,
"5": 0.02524264164234692,
"10": 0.04992001383073037
}
},
{
"topN": 5,
"ticker": "BELFB",
"hitRates": {
"1": 0.6227106227106227,
"5": 0.6764705882352942,
"10": 0.7378277153558053
},
"hitRate1D": 0.6227106227106227,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999702717788209,
"eligibleDays": 326,
"fitnessScore": 2.643144485852805,
"lookbackDays": 63,
"returnLift1D": -0.0006669521517802058,
"hitRateLift1D": 0.006146205532708615,
"portfolioSize": 5,
"activationRate": 0.8374233128834356,
"activationCount": 273,
"baselineHitRates": {
"1": 0.6165644171779141,
"5": 0.6770186335403726,
"10": 0.7318611987381703
},
"sampleConfidence": 0.9982905982905983,
"shadowSharpeLike": 1.9653209075074904,
"avgForwardReturns": {
"1": 0.004469685822222905,
"5": 0.022785995483842154,
"10": 0.04523607302375707
},
"shadowMaxDrawdown": -0.24474541124866978,
"shadowTotalReturn": 1.9049164413268214,
"avgForwardReturn1D": 0.004469685822222905,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26"
],
"horizonObservationCounts": {
"1": 273,
"5": 272,
"10": 267
},
"baselineAvgForwardReturns": {
"1": 0.005136637974003111,
"5": 0.02524264164234692,
"10": 0.04992001383073037
}
},
{
"topN": 3,
"ticker": "BELFB",
"hitRates": {
"1": 0.6142322097378277,
"5": 0.6704119850187266,
"10": 0.7338403041825095
},
"hitRate1D": 0.6142322097378277,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9998632957350818,
"eligibleDays": 326,
"fitnessScore": 2.3074618584403135,
"lookbackDays": 63,
"returnLift1D": -0.0009591027412982891,
"hitRateLift1D": -0.0023322074400864423,
"portfolioSize": 3,
"activationRate": 0.8190184049079755,
"activationCount": 267,
"baselineHitRates": {
"1": 0.6165644171779141,
"5": 0.6770186335403726,
"10": 0.7318611987381703
},
"sampleConfidence": 0.9990012484394507,
"shadowSharpeLike": 1.8004640350599899,
"avgForwardReturns": {
"1": 0.004177535232704822,
"5": 0.021692072173626287,
"10": 0.04444626834970848
},
"shadowMaxDrawdown": -0.2447454112486699,
"shadowTotalReturn": 1.6167033355304707,
"avgForwardReturn1D": 0.004177535232704822,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27"
],
"horizonObservationCounts": {
"1": 267,
"5": 267,
"10": 263
},
"baselineAvgForwardReturns": {
"1": 0.005136637974003111,
"5": 0.02524264164234692,
"10": 0.04992001383073037
}
},
{
"topN": 4,
"ticker": "BELFB",
"hitRates": {
"1": 0.6144578313253012,
"5": 0.6761133603238867,
"10": 0.728744939271255
},
"hitRate1D": 0.6144578313253012,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9998434872331726,
"eligibleDays": 344,
"fitnessScore": 2.2776876188070045,
"lookbackDays": 45,
"returnLift1D": 0.000051057057967652565,
"hitRateLift1D": 0.012713645278789598,
"portfolioSize": 4,
"activationRate": 0.7238372093023255,
"activationCount": 249,
"baselineHitRates": {
"1": 0.6017441860465116,
"5": 0.6617647058823529,
"10": 0.7014925373134329
},
"sampleConfidence": 0.9989290495314592,
"shadowSharpeLike": 1.8402756752054996,
"avgForwardReturns": {
"1": 0.004397547204838291,
"5": 0.021946338293889783,
"10": 0.04190724444395505
},
"shadowMaxDrawdown": -0.198875399678891,
"shadowTotalReturn": 1.6054206938041915,
"avgForwardReturn1D": 0.004397547204838291,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 249,
"5": 247,
"10": 247
},
"baselineAvgForwardReturns": {
"1": 0.004346490146870639,
"5": 0.021579323196495966,
"10": 0.04369598519805488
}
},
{
"topN": 5,
"ticker": "BELFB",
"hitRates": {
"1": 0.6144578313253012,
"5": 0.6761133603238867,
"10": 0.728744939271255
},
"hitRate1D": 0.6144578313253012,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9998434872331726,
"eligibleDays": 344,
"fitnessScore": 2.2776876188070045,
"lookbackDays": 45,
"returnLift1D": 0.000051057057967652565,
"hitRateLift1D": 0.012713645278789598,
"portfolioSize": 5,
"activationRate": 0.7238372093023255,
"activationCount": 249,
"baselineHitRates": {
"1": 0.6017441860465116,
"5": 0.6617647058823529,
"10": 0.7014925373134329
},
"sampleConfidence": 0.9989290495314592,
"shadowSharpeLike": 1.8402756752054996,
"avgForwardReturns": {
"1": 0.004397547204838291,
"5": 0.021946338293889783,
"10": 0.04190724444395505
},
"shadowMaxDrawdown": -0.198875399678891,
"shadowTotalReturn": 1.6054206938041915,
"avgForwardReturn1D": 0.004397547204838291,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 249,
"5": 247,
"10": 247
},
"baselineAvgForwardReturns": {
"1": 0.004346490146870639,
"5": 0.021579323196495966,
"10": 0.04369598519805488
}
},
{
"topN": 3,
"ticker": "BELFB",
"hitRates": {
"1": 0.6163265306122448,
"5": 0.6707818930041153,
"10": 0.7242798353909465
},
"hitRate1D": 0.6163265306122448,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9998416617427578,
"eligibleDays": 344,
"fitnessScore": 2.2751360906615425,
"lookbackDays": 45,
"returnLift1D": 0.00012116188454042252,
"hitRateLift1D": 0.014582344565733263,
"portfolioSize": 3,
"activationRate": 0.7122093023255814,
"activationCount": 245,
"baselineHitRates": {
"1": 0.6017441860465116,
"5": 0.6617647058823529,
"10": 0.7014925373134329
},
"sampleConfidence": 0.9989115646258504,
"shadowSharpeLike": 1.8465222918939166,
"avgForwardReturns": {
"1": 0.004467652031411061,
"5": 0.021227438502783275,
"10": 0.0412233538935582
},
"shadowMaxDrawdown": -0.19887539967889112,
"shadowTotalReturn": 1.604868734385294,
"avgForwardReturn1D": 0.004467652031411061,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 245,
"5": 243,
"10": 243
},
"baselineAvgForwardReturns": {
"1": 0.004346490146870639,
"5": 0.021579323196495966,
"10": 0.04369598519805488
}
},
{
"topN": 2,
"ticker": "BELFB",
"hitRates": {
"1": 0.6120689655172413,
"5": 0.6724137931034483,
"10": 0.7241379310344828
},
"hitRate1D": 0.6120689655172413,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9991336394272669,
"eligibleDays": 326,
"fitnessScore": 1.9010753795317603,
"lookbackDays": 63,
"returnLift1D": -0.0009927178884139983,
"hitRateLift1D": -0.004495451660672778,
"portfolioSize": 2,
"activationRate": 0.7116564417177914,
"activationCount": 232,
"baselineHitRates": {
"1": 0.6165644171779141,
"5": 0.6770186335403726,
"10": 0.7318611987381703
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.6534920365553503,
"avgForwardReturns": {
"1": 0.004143920085589113,
"5": 0.020434882987625837,
"10": 0.04260876034842022
},
"shadowMaxDrawdown": -0.21035702938649514,
"shadowTotalReturn": 1.2781596706656844,
"avgForwardReturn1D": 0.004143920085589113,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27",
"2025-06-30"
],
"horizonObservationCounts": {
"1": 232,
"5": 232,
"10": 232
},
"baselineAvgForwardReturns": {
"1": 0.005136637974003111,
"5": 0.02524264164234692,
"10": 0.04992001383073037
}
},
{
"topN": 4,
"ticker": "BELFB",
"hitRates": {
"1": 0.6037735849056604,
"5": 0.6273584905660378,
"10": 0.6650943396226415
},
"hitRate1D": 0.6037735849056604,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9989504094582878,
"eligibleDays": 368,
"fitnessScore": 1.8588271020665743,
"lookbackDays": 21,
"returnLift1D": 0.0005088109141052994,
"hitRateLift1D": 0.016817063166529866,
"portfolioSize": 4,
"activationRate": 0.5760869565217391,
"activationCount": 212,
"baselineHitRates": {
"1": 0.5869565217391305,
"5": 0.6483516483516484,
"10": 0.6824512534818942
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.658289843303463,
"avgForwardReturns": {
"1": 0.004599544205412839,
"5": 0.019009320338085136,
"10": 0.03559543153504595
},
"shadowMaxDrawdown": -0.24332969523164139,
"shadowTotalReturn": 1.3134265220916954,
"avgForwardReturn1D": 0.004599544205412839,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-12",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-03-03",
"2025-03-05",
"2025-03-07",
"2025-03-10",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 212,
"5": 212,
"10": 212
},
"baselineAvgForwardReturns": {
"1": 0.00409073329130754,
"5": 0.019587817050729345,
"10": 0.0390317476329972
}
},
{
"topN": 5,
"ticker": "BELFB",
"hitRates": {
"1": 0.6037735849056604,
"5": 0.6273584905660378,
"10": 0.6650943396226415
},
"hitRate1D": 0.6037735849056604,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9989504094582878,
"eligibleDays": 368,
"fitnessScore": 1.8588271020665743,
"lookbackDays": 21,
"returnLift1D": 0.0005088109141052994,
"hitRateLift1D": 0.016817063166529866,
"portfolioSize": 5,
"activationRate": 0.5760869565217391,
"activationCount": 212,
"baselineHitRates": {
"1": 0.5869565217391305,
"5": 0.6483516483516484,
"10": 0.6824512534818942
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.658289843303463,
"avgForwardReturns": {
"1": 0.004599544205412839,
"5": 0.019009320338085136,
"10": 0.03559543153504595
},
"shadowMaxDrawdown": -0.24332969523164139,
"shadowTotalReturn": 1.3134265220916954,
"avgForwardReturn1D": 0.004599544205412839,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-12",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-03-03",
"2025-03-05",
"2025-03-07",
"2025-03-10",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 212,
"5": 212,
"10": 212
},
"baselineAvgForwardReturns": {
"1": 0.00409073329130754,
"5": 0.019587817050729345,
"10": 0.0390317476329972
}
},
{
"topN": 2,
"ticker": "BELFB",
"hitRates": {
"1": 0.6235955056179775,
"5": 0.651685393258427,
"10": 0.6797752808988764
},
"hitRate1D": 0.6235955056179775,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.99681861739389,
"eligibleDays": 368,
"fitnessScore": 1.6143956470028695,
"lookbackDays": 21,
"returnLift1D": 0.0006962521423109058,
"hitRateLift1D": 0.03663898387884701,
"portfolioSize": 2,
"activationRate": 0.483695652173913,
"activationCount": 178,
"baselineHitRates": {
"1": 0.5869565217391305,
"5": 0.6483516483516484,
"10": 0.6824512534818942
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5434824109621286,
"avgForwardReturns": {
"1": 0.0047869854336184455,
"5": 0.01981990975639388,
"10": 0.03783817339442101
},
"shadowMaxDrawdown": -0.20752088443390604,
"shadowTotalReturn": 1.08904982695875,
"avgForwardReturn1D": 0.0047869854336184455,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-05-30",
"2025-06-02",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20"
],
"horizonObservationCounts": {
"1": 178,
"5": 178,
"10": 178
},
"baselineAvgForwardReturns": {
"1": 0.00409073329130754,
"5": 0.019587817050729345,
"10": 0.0390317476329972
}
},
{
"topN": 3,
"ticker": "BELFB",
"hitRates": {
"1": 0.6040609137055838,
"5": 0.6294416243654822,
"10": 0.6649746192893401
},
"hitRate1D": 0.6040609137055838,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9967767758976668,
"eligibleDays": 368,
"fitnessScore": 1.6115118376237043,
"lookbackDays": 21,
"returnLift1D": 0.0003276138784466722,
"hitRateLift1D": 0.017104391966453303,
"portfolioSize": 3,
"activationRate": 0.5353260869565217,
"activationCount": 197,
"baselineHitRates": {
"1": 0.5869565217391305,
"5": 0.6483516483516484,
"10": 0.6824512534818942
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5286209190541418,
"avgForwardReturns": {
"1": 0.004418347169754212,
"5": 0.019533251883970214,
"10": 0.036378411003170644
},
"shadowMaxDrawdown": -0.24332969523164127,
"shadowTotalReturn": 1.1075079122814744,
"avgForwardReturn1D": 0.004418347169754212,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-03-03",
"2025-03-05",
"2025-05-13",
"2025-05-14",
"2025-05-30",
"2025-06-02",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 197,
"5": 197,
"10": 197
},
"baselineAvgForwardReturns": {
"1": 0.00409073329130754,
"5": 0.019587817050729345,
"10": 0.0390317476329972
}
},
{
"topN": 4,
"ticker": "BELFB",
"hitRates": {
"1": 0.5770925110132159,
"5": 0.6106194690265486,
"10": 0.6769911504424779
},
"hitRate1D": 0.5770925110132159,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9957679426127393,
"eligibleDays": 375,
"fitnessScore": 1.551381716988832,
"lookbackDays": 14,
"returnLift1D": -0.00008732450146479174,
"hitRateLift1D": -0.0069074889867840605,
"portfolioSize": 4,
"activationRate": 0.6053333333333333,
"activationCount": 227,
"baselineHitRates": {
"1": 0.584,
"5": 0.6388140161725068,
"10": 0.680327868852459
},
"sampleConfidence": 0.9994126284875184,
"shadowSharpeLike": 1.3967394557287922,
"avgForwardReturns": {
"1": 0.003838869788339135,
"5": 0.017302864003011568,
"10": 0.03461201919384344
},
"shadowMaxDrawdown": -0.22790855422311884,
"shadowTotalReturn": 1.0605711189534772,
"avgForwardReturn1D": 0.003838869788339135,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-14",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 227,
"5": 226,
"10": 226
},
"baselineAvgForwardReturns": {
"1": 0.0039261942898039266,
"5": 0.018935983773742292,
"10": 0.038244784955465246
}
},
{
"topN": 5,
"ticker": "BELFB",
"hitRates": {
"1": 0.5770925110132159,
"5": 0.6106194690265486,
"10": 0.6769911504424779
},
"hitRate1D": 0.5770925110132159,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9957679426127393,
"eligibleDays": 375,
"fitnessScore": 1.551381716988832,
"lookbackDays": 14,
"returnLift1D": -0.00008732450146479174,
"hitRateLift1D": -0.0069074889867840605,
"portfolioSize": 5,
"activationRate": 0.6053333333333333,
"activationCount": 227,
"baselineHitRates": {
"1": 0.584,
"5": 0.6388140161725068,
"10": 0.680327868852459
},
"sampleConfidence": 0.9994126284875184,
"shadowSharpeLike": 1.3967394557287922,
"avgForwardReturns": {
"1": 0.003838869788339135,
"5": 0.017302864003011568,
"10": 0.03461201919384344
},
"shadowMaxDrawdown": -0.22790855422311884,
"shadowTotalReturn": 1.0605711189534772,
"avgForwardReturn1D": 0.003838869788339135,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-14",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 227,
"5": 226,
"10": 226
},
"baselineAvgForwardReturns": {
"1": 0.0039261942898039266,
"5": 0.018935983773742292,
"10": 0.038244784955465246
}
},
{
"topN": 2,
"ticker": "BELFB",
"hitRates": {
"1": 0.5875706214689266,
"5": 0.6136363636363636,
"10": 0.6875
},
"hitRate1D": 0.5875706214689266,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9820280143498193,
"eligibleDays": 375,
"fitnessScore": 1.2301772414699708,
"lookbackDays": 14,
"returnLift1D": 0.00007439121949847412,
"hitRateLift1D": 0.003570621468926616,
"portfolioSize": 2,
"activationRate": 0.472,
"activationCount": 177,
"baselineHitRates": {
"1": 0.584,
"5": 0.6388140161725068,
"10": 0.680327868852459
},
"sampleConfidence": 0.9992467043314501,
"shadowSharpeLike": 1.2857690254999623,
"avgForwardReturns": {
"1": 0.004000585509302401,
"5": 0.013418456129340511,
"10": 0.03317075903440103
},
"shadowMaxDrawdown": -0.198875399678891,
"shadowTotalReturn": 0.7987621834827316,
"avgForwardReturn1D": 0.004000585509302401,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-04-24",
"2025-04-25",
"2025-05-13",
"2025-05-14",
"2025-05-16",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 177,
"5": 176,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.0039261942898039266,
"5": 0.018935983773742292,
"10": 0.038244784955465246
}
},
{
"topN": 3,
"ticker": "BELFB",
"hitRates": {
"1": 0.5943396226415094,
"5": 0.6179245283018868,
"10": 0.7028301886792453
},
"hitRate1D": 0.5943396226415094,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9746233053210666,
"eligibleDays": 359,
"fitnessScore": 1.152608360910103,
"lookbackDays": 30,
"returnLift1D": -0.0009151267153584123,
"hitRateLift1D": 0.003810374730645938,
"portfolioSize": 3,
"activationRate": 0.5905292479108635,
"activationCount": 212,
"baselineHitRates": {
"1": 0.5905292479108635,
"5": 0.6422535211267606,
"10": 0.6742857142857143
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1480260866316727,
"avgForwardReturns": {
"1": 0.003131716707452528,
"5": 0.017449322031087622,
"10": 0.03876865860210967
},
"shadowMaxDrawdown": -0.26529206347564127,
"shadowTotalReturn": 0.7052958302231978,
"avgForwardReturn1D": 0.003131716707452528,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-05-14",
"2025-05-16",
"2025-05-19",
"2025-06-10",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 212,
"5": 212,
"10": 212
},
"baselineAvgForwardReturns": {
"1": 0.00404684342281094,
"5": 0.01952706107583433,
"10": 0.03921727895341792
}
},
{
"topN": 2,
"ticker": "BELFB",
"hitRates": {
"1": 0.6077348066298343,
"5": 0.6187845303867403,
"10": 0.6906077348066298
},
"hitRate1D": 0.6077348066298343,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9725330899610704,
"eligibleDays": 359,
"fitnessScore": 1.1347228601810286,
"lookbackDays": 30,
"returnLift1D": -0.0005088441485811153,
"hitRateLift1D": 0.01720555871897078,
"portfolioSize": 2,
"activationRate": 0.5041782729805014,
"activationCount": 181,
"baselineHitRates": {
"1": 0.5905292479108635,
"5": 0.6422535211267606,
"10": 0.6742857142857143
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1873767641685216,
"avgForwardReturns": {
"1": 0.003537999274229825,
"5": 0.015154402232888102,
"10": 0.035681858307141275
},
"shadowMaxDrawdown": -0.23754680498628744,
"shadowTotalReturn": 0.6938076734633862,
"avgForwardReturn1D": 0.003537999274229825,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-05-16",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16"
],
"horizonObservationCounts": {
"1": 181,
"5": 181,
"10": 181
},
"baselineAvgForwardReturns": {
"1": 0.00404684342281094,
"5": 0.01952706107583433,
"10": 0.03921727895341792
}
},
{
"topN": 4,
"ticker": "BELFB",
"hitRates": {
"1": 0.5964912280701754,
"5": 0.6140350877192983,
"10": 0.6929824561403509
},
"hitRate1D": 0.5964912280701754,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9682473763018054,
"eligibleDays": 359,
"fitnessScore": 1.1018526951255907,
"lookbackDays": 30,
"returnLift1D": -0.0012466375605032563,
"hitRateLift1D": 0.00596198015931193,
"portfolioSize": 4,
"activationRate": 0.6350974930362117,
"activationCount": 228,
"baselineHitRates": {
"1": 0.5905292479108635,
"5": 0.6422535211267606,
"10": 0.6742857142857143
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0595375700769423,
"avgForwardReturns": {
"1": 0.002800205862307684,
"5": 0.01625106771779005,
"10": 0.03725166395163942
},
"shadowMaxDrawdown": -0.2744817750915658,
"shadowTotalReturn": 0.6456861120302975,
"avgForwardReturn1D": 0.002800205862307684,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-03-03",
"2025-05-14",
"2025-05-16",
"2025-05-19",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 228,
"5": 228,
"10": 228
},
"baselineAvgForwardReturns": {
"1": 0.00404684342281094,
"5": 0.01952706107583433,
"10": 0.03921727895341792
}
},
{
"topN": 5,
"ticker": "BELFB",
"hitRates": {
"1": 0.5964912280701754,
"5": 0.6140350877192983,
"10": 0.6929824561403509
},
"hitRate1D": 0.5964912280701754,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9682473763018054,
"eligibleDays": 359,
"fitnessScore": 1.1018526951255907,
"lookbackDays": 30,
"returnLift1D": -0.0012466375605032563,
"hitRateLift1D": 0.00596198015931193,
"portfolioSize": 5,
"activationRate": 0.6350974930362117,
"activationCount": 228,
"baselineHitRates": {
"1": 0.5905292479108635,
"5": 0.6422535211267606,
"10": 0.6742857142857143
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0595375700769423,
"avgForwardReturns": {
"1": 0.002800205862307684,
"5": 0.01625106771779005,
"10": 0.03725166395163942
},
"shadowMaxDrawdown": -0.2744817750915658,
"shadowTotalReturn": 0.6456861120302975,
"avgForwardReturn1D": 0.002800205862307684,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-03-03",
"2025-05-14",
"2025-05-16",
"2025-05-19",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 228,
"5": 228,
"10": 228
},
"baselineAvgForwardReturns": {
"1": 0.00404684342281094,
"5": 0.01952706107583433,
"10": 0.03921727895341792
}
},
{
"topN": 3,
"ticker": "BELFB",
"hitRates": {
"1": 0.5748792270531401,
"5": 0.6019417475728155,
"10": 0.6747572815533981
},
"hitRate1D": 0.5748792270531401,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9618598525989343,
"eligibleDays": 375,
"fitnessScore": 1.06007228419205,
"lookbackDays": 14,
"returnLift1D": -0.0007729447954295328,
"hitRateLift1D": -0.009120772946859868,
"portfolioSize": 3,
"activationRate": 0.552,
"activationCount": 207,
"baselineHitRates": {
"1": 0.584,
"5": 0.6388140161725068,
"10": 0.680327868852459
},
"sampleConfidence": 0.9993558776167473,
"shadowSharpeLike": 1.0634953203160866,
"avgForwardReturns": {
"1": 0.0031532494943743937,
"5": 0.0157440186055369,
"10": 0.03304197201284227
},
"shadowMaxDrawdown": -0.2623740718971119,
"shadowTotalReturn": 0.6643046036466744,
"avgForwardReturn1D": 0.0031532494943743937,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-29",
"2025-01-31",
"2025-02-03",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-04-10"
],
"horizonObservationCounts": {
"1": 207,
"5": 206,
"10": 206
},
"baselineAvgForwardReturns": {
"1": 0.0039261942898039266,
"5": 0.018935983773742292,
"10": 0.038244784955465246
}
},
{
"topN": 2,
"ticker": "BELFB",
"hitRates": {
"1": 0.5968586387434555,
"5": 0.6578947368421053,
"10": 0.7263157894736842
},
"hitRate1D": 0.5968586387434555,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.7197227932187183,
"eligibleDays": 344,
"fitnessScore": 0.5574791379802122,
"lookbackDays": 45,
"returnLift1D": -0.002388485214265005,
"hitRateLift1D": -0.004885547303056126,
"portfolioSize": 2,
"activationRate": 0.5552325581395349,
"activationCount": 191,
"baselineHitRates": {
"1": 0.6017441860465116,
"5": 0.6617647058823529,
"10": 0.7014925373134329
},
"sampleConfidence": 0.999301919720768,
"shadowSharpeLike": 0.6691429033116321,
"avgForwardReturns": {
"1": 0.0019580049326056335,
"5": 0.01572601017194346,
"10": 0.03683605563154734
},
"shadowMaxDrawdown": -0.4806682560406452,
"shadowTotalReturn": 0.28596406955565556,
"avgForwardReturn1D": 0.0019580049326056335,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-06-26",
"2025-06-27"
],
"horizonObservationCounts": {
"1": 191,
"5": 190,
"10": 190
},
"baselineAvgForwardReturns": {
"1": 0.004346490146870639,
"5": 0.021579323196495966,
"10": 0.04369598519805488
}
}
],
"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": 0.9957679426127393,
"fitnessScore": 1.551381716988832,
"lookbackDays": 14,
"returnLift1D": -0.00008732450146479174,
"activationRate": 0.6053333333333333,
"activationCount": 227,
"sampleConfidence": 0.9994126284875184,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.0605711189534772,
"avgForwardReturn1D": 0.003838869788339135
},
{
"comboQuality": 0.9989504094582878,
"fitnessScore": 1.8588271020665743,
"lookbackDays": 21,
"returnLift1D": 0.0005088109141052994,
"activationRate": 0.5760869565217391,
"activationCount": 212,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.3134265220916954,
"avgForwardReturn1D": 0.004599544205412839
},
{
"comboQuality": 0.9746233053210666,
"fitnessScore": 1.152608360910103,
"lookbackDays": 30,
"returnLift1D": -0.0009151267153584123,
"activationRate": 0.5905292479108635,
"activationCount": 212,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.7052958302231978,
"avgForwardReturn1D": 0.003131716707452528
},
{
"comboQuality": 0.9998434872331726,
"fitnessScore": 2.2776876188070045,
"lookbackDays": 45,
"returnLift1D": 0.000051057057967652565,
"activationRate": 0.7238372093023255,
"activationCount": 249,
"sampleConfidence": 0.9989290495314592,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.6054206938041915,
"avgForwardReturn1D": 0.004397547204838291
},
{
"comboQuality": 0.9999702717788209,
"fitnessScore": 2.643144485852805,
"lookbackDays": 63,
"returnLift1D": -0.0006669521517802058,
"activationRate": 0.8374233128834356,
"activationCount": 273,
"sampleConfidence": 0.9982905982905983,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.9049164413268214,
"avgForwardReturn1D": 0.004469685822222905
}
],
"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": "40f5c8e54b9e5c79c9aae22034242d9d9188f48115927672027d339002372714",
"size": 13,
"members": [
"BELFB",
"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."
}