Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"AMPX"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "AMPX",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "AMPX",
"hitRates": {
"1": 0.5198019801980198,
"5": 0.5792079207920792,
"10": 0.5594059405940595
},
"hitRate1D": 0.5198019801980198,
"comboQuality": 0.99999999240181,
"eligibleDays": 297,
"fitnessScore": 4.462978270971343,
"lookbackDays": 63,
"returnLift1D": 0.003415107494820575,
"hitRateLift1D": 0.0029100883061279337,
"activationRate": 0.6801346801346801,
"activationCount": 202,
"baselineHitRates": {
"1": 0.5168918918918919,
"5": 0.5445205479452054,
"10": 0.5435540069686411
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.9535671983156637,
"avgForwardReturns": {
"1": 0.010043857151382066,
"5": 0.04415181355293084,
"10": 0.08142103788116967
},
"shadowMaxDrawdown": -0.3358307915328519,
"shadowTotalReturn": 3.799578736218697,
"avgForwardReturn1D": 0.010043857151382066,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 202,
"5": 202,
"10": 202
},
"baselineAvgForwardReturns": {
"1": 0.0066287496565614916,
"5": 0.035982792269356106,
"10": 0.0770326857692411
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.99999999240181,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9974307743966889,
"bestRawFitnessScore": 4.462978270971343,
"upperQuartileComboQuality": 0.9999998630232263
},
"algorithmFit": {
"label": "strong",
"score": 0.9895120496591292,
"rawScore": 0.998971237096673,
"confidence": 0.9810621425597095,
"bestProfile": {
"topN": 2,
"lookbackDays": 63
},
"profileBreadth": 0.750001875723038,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
14,
30,
45,
63
]
},
"parameterStability": 0.9999948136095965,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "AMPX",
"hitRates": {
"1": 0.5198019801980198,
"5": 0.5792079207920792,
"10": 0.5594059405940595
},
"hitRate1D": 0.5198019801980198,
"comboQuality": 0.99999999240181,
"eligibleDays": 297,
"fitnessScore": 4.462978270971343,
"lookbackDays": 63,
"returnLift1D": 0.003415107494820575,
"hitRateLift1D": 0.0029100883061279337,
"activationRate": 0.6801346801346801,
"activationCount": 202,
"baselineHitRates": {
"1": 0.5168918918918919,
"5": 0.5445205479452054,
"10": 0.5435540069686411
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.9535671983156637,
"avgForwardReturns": {
"1": 0.010043857151382066,
"5": 0.04415181355293084,
"10": 0.08142103788116967
},
"shadowMaxDrawdown": -0.3358307915328519,
"shadowTotalReturn": 3.799578736218697,
"avgForwardReturn1D": 0.010043857151382066,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 202,
"5": 202,
"10": 202
},
"baselineAvgForwardReturns": {
"1": 0.0066287496565614916,
"5": 0.035982792269356106,
"10": 0.0770326857692411
}
},
{
"topN": 4,
"ticker": "AMPX",
"hitRates": {
"1": 0.525,
"5": 0.585,
"10": 0.54
},
"hitRate1D": 0.525,
"comboQuality": 0.9999999206259697,
"eligibleDays": 315,
"fitnessScore": 3.946800793462084,
"lookbackDays": 45,
"returnLift1D": 0.0029120721337451937,
"hitRateLift1D": 0.005891719745222956,
"activationRate": 0.6349206349206349,
"activationCount": 200,
"baselineHitRates": {
"1": 0.5191082802547771,
"5": 0.5451612903225806,
"10": 0.5573770491803278
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.770498595108806,
"avgForwardReturns": {
"1": 0.009965135826064066,
"5": 0.04992915430466874,
"10": 0.08235180769414524
},
"shadowMaxDrawdown": -0.4562335523435488,
"shadowTotalReturn": 3.3857904153222833,
"avgForwardReturn1D": 0.009965135826064066,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 200,
"5": 200,
"10": 200
},
"baselineAvgForwardReturns": {
"1": 0.007053063692318872,
"5": 0.03526577046216128,
"10": 0.07760248469269061
}
},
{
"topN": 4,
"ticker": "AMPX",
"hitRates": {
"1": 0.5144230769230769,
"5": 0.5673076923076923,
"10": 0.5528846153846154
},
"hitRate1D": 0.5144230769230769,
"comboQuality": 0.9999998929710773,
"eligibleDays": 297,
"fitnessScore": 3.881036657567684,
"lookbackDays": 63,
"returnLift1D": 0.0027311790043159255,
"hitRateLift1D": -0.002468814968815014,
"activationRate": 0.7003367003367004,
"activationCount": 208,
"baselineHitRates": {
"1": 0.5168918918918919,
"5": 0.5445205479452054,
"10": 0.5435540069686411
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.8061537433378865,
"avgForwardReturns": {
"1": 0.009359928660877417,
"5": 0.04135737780205772,
"10": 0.07730457257846633
},
"shadowMaxDrawdown": -0.37083443074607225,
"shadowTotalReturn": 3.2754857409347657,
"avgForwardReturn1D": 0.009359928660877417,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09"
],
"horizonObservationCounts": {
"1": 208,
"5": 208,
"10": 208
},
"baselineAvgForwardReturns": {
"1": 0.0066287496565614916,
"5": 0.035982792269356106,
"10": 0.0770326857692411
}
},
{
"topN": 5,
"ticker": "AMPX",
"hitRates": {
"1": 0.5144230769230769,
"5": 0.5673076923076923,
"10": 0.5528846153846154
},
"hitRate1D": 0.5144230769230769,
"comboQuality": 0.9999998929710773,
"eligibleDays": 297,
"fitnessScore": 3.881036657567684,
"lookbackDays": 63,
"returnLift1D": 0.0027311790043159255,
"hitRateLift1D": -0.002468814968815014,
"activationRate": 0.7003367003367004,
"activationCount": 208,
"baselineHitRates": {
"1": 0.5168918918918919,
"5": 0.5445205479452054,
"10": 0.5435540069686411
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.8061537433378865,
"avgForwardReturns": {
"1": 0.009359928660877417,
"5": 0.04135737780205772,
"10": 0.07730457257846633
},
"shadowMaxDrawdown": -0.37083443074607225,
"shadowTotalReturn": 3.2754857409347657,
"avgForwardReturn1D": 0.009359928660877417,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09"
],
"horizonObservationCounts": {
"1": 208,
"5": 208,
"10": 208
},
"baselineAvgForwardReturns": {
"1": 0.0066287496565614916,
"5": 0.035982792269356106,
"10": 0.0770326857692411
}
},
{
"topN": 3,
"ticker": "AMPX",
"hitRates": {
"1": 0.5170731707317073,
"5": 0.5707317073170731,
"10": 0.5560975609756098
},
"hitRate1D": 0.5170731707317073,
"comboQuality": 0.9999998901169335,
"eligibleDays": 297,
"fitnessScore": 3.875246770959848,
"lookbackDays": 63,
"returnLift1D": 0.0027333892580868975,
"hitRateLift1D": 0.00018127883981544635,
"activationRate": 0.6902356902356902,
"activationCount": 205,
"baselineHitRates": {
"1": 0.5168918918918919,
"5": 0.5445205479452054,
"10": 0.5435540069686411
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.8258563613112455,
"avgForwardReturns": {
"1": 0.009362138914648389,
"5": 0.041213255466742066,
"10": 0.07840555932711925
},
"shadowMaxDrawdown": -0.33583079153285167,
"shadowTotalReturn": 3.2565269149245095,
"avgForwardReturn1D": 0.009362138914648389,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09"
],
"horizonObservationCounts": {
"1": 205,
"5": 205,
"10": 205
},
"baselineAvgForwardReturns": {
"1": 0.0066287496565614916,
"5": 0.035982792269356106,
"10": 0.0770326857692411
}
},
{
"topN": 5,
"ticker": "AMPX",
"hitRates": {
"1": 0.5247524752475248,
"5": 0.5891089108910891,
"10": 0.5445544554455446
},
"hitRate1D": 0.5247524752475248,
"comboQuality": 0.9999998539919905,
"eligibleDays": 315,
"fitnessScore": 3.812712926505145,
"lookbackDays": 45,
"returnLift1D": 0.0026796202187640526,
"hitRateLift1D": 0.005644194992747709,
"activationRate": 0.6412698412698413,
"activationCount": 202,
"baselineHitRates": {
"1": 0.5191082802547771,
"5": 0.5451612903225806,
"10": 0.5573770491803278
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.7435828955477621,
"avgForwardReturns": {
"1": 0.009732683911082925,
"5": 0.05054669366435597,
"10": 0.08379176522997969
},
"shadowMaxDrawdown": -0.45623355234354857,
"shadowTotalReturn": 3.2606011036348956,
"avgForwardReturn1D": 0.009732683911082925,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 202,
"5": 202,
"10": 202
},
"baselineAvgForwardReturns": {
"1": 0.007053063692318872,
"5": 0.03526577046216128,
"10": 0.07760248469269061
}
},
{
"topN": 3,
"ticker": "AMPX",
"hitRates": {
"1": 0.520618556701031,
"5": 0.5773195876288659,
"10": 0.5412371134020618
},
"hitRate1D": 0.520618556701031,
"comboQuality": 0.9999997359701662,
"eligibleDays": 315,
"fitnessScore": 3.6823847633500018,
"lookbackDays": 45,
"returnLift1D": 0.0028524568619559577,
"hitRateLift1D": 0.0015102764462538998,
"activationRate": 0.6158730158730159,
"activationCount": 194,
"baselineHitRates": {
"1": 0.5191082802547771,
"5": 0.5451612903225806,
"10": 0.5573770491803278
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.7265339710387828,
"avgForwardReturns": {
"1": 0.00990552055427483,
"5": 0.04788503100796845,
"10": 0.07734166428791946
},
"shadowMaxDrawdown": -0.4149684877917319,
"shadowTotalReturn": 3.1359497365212237,
"avgForwardReturn1D": 0.00990552055427483,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 194,
"5": 194,
"10": 194
},
"baselineAvgForwardReturns": {
"1": 0.007053063692318872,
"5": 0.03526577046216128,
"10": 0.07760248469269061
}
},
{
"topN": 2,
"ticker": "AMPX",
"hitRates": {
"1": 0.5138121546961326,
"5": 0.585635359116022,
"10": 0.569060773480663
},
"hitRate1D": 0.5138121546961326,
"comboQuality": 0.9999949082833932,
"eligibleDays": 315,
"fitnessScore": 3.031335897169109,
"lookbackDays": 45,
"returnLift1D": 0.002633487302197793,
"hitRateLift1D": -0.005296125558644449,
"activationRate": 0.5746031746031746,
"activationCount": 181,
"baselineHitRates": {
"1": 0.5191082802547771,
"5": 0.5451612903225806,
"10": 0.5573770491803278
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.6049986275795474,
"avgForwardReturns": {
"1": 0.009686550994516666,
"5": 0.051379663378718535,
"10": 0.08920065906644675
},
"shadowMaxDrawdown": -0.4333512353054563,
"shadowTotalReturn": 2.5626661748445514,
"avgForwardReturn1D": 0.009686550994516666,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 181,
"5": 181,
"10": 181
},
"baselineAvgForwardReturns": {
"1": 0.007053063692318872,
"5": 0.03526577046216128,
"10": 0.07760248469269061
}
},
{
"topN": 5,
"ticker": "AMPX",
"hitRates": {
"1": 0.5,
"5": 0.5360824742268041,
"10": 0.5515463917525774
},
"hitRate1D": 0.5,
"comboQuality": 0.9996256852735604,
"eligibleDays": 330,
"fitnessScore": 2.085808627317724,
"lookbackDays": 30,
"returnLift1D": 0.0016234570170676295,
"hitRateLift1D": -0.01367781155015202,
"activationRate": 0.5878787878787879,
"activationCount": 194,
"baselineHitRates": {
"1": 0.513677811550152,
"5": 0.5353846153846153,
"10": 0.546875
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3015066142498333,
"avgForwardReturns": {
"1": 0.007852544384270164,
"5": 0.035303806808641425,
"10": 0.07437009781800101
},
"shadowMaxDrawdown": -0.40605385471205335,
"shadowTotalReturn": 1.7030972148735466,
"avgForwardReturn1D": 0.007852544384270164,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 194,
"5": 194,
"10": 194
},
"baselineAvgForwardReturns": {
"1": 0.006229087367202534,
"5": 0.03294575309265666,
"10": 0.07229147359095563
}
},
{
"topN": 4,
"ticker": "AMPX",
"hitRates": {
"1": 0.4973821989528796,
"5": 0.5340314136125655,
"10": 0.5497382198952879
},
"hitRate1D": 0.4973821989528796,
"comboQuality": 0.9978631909024882,
"eligibleDays": 330,
"fitnessScore": 1.7021865595273151,
"lookbackDays": 30,
"returnLift1D": 0.0010144401254785296,
"hitRateLift1D": -0.016295612597272413,
"activationRate": 0.5787878787878787,
"activationCount": 191,
"baselineHitRates": {
"1": 0.513677811550152,
"5": 0.5353846153846153,
"10": 0.546875
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1952699849563584,
"avgForwardReturns": {
"1": 0.007243527492681064,
"5": 0.034806672952542465,
"10": 0.07399618155684762
},
"shadowMaxDrawdown": -0.44885964279435175,
"shadowTotalReturn": 1.378677830622998,
"avgForwardReturn1D": 0.007243527492681064,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 191,
"5": 191,
"10": 191
},
"baselineAvgForwardReturns": {
"1": 0.006229087367202534,
"5": 0.03294575309265666,
"10": 0.07229147359095563
}
},
{
"topN": 2,
"ticker": "AMPX",
"hitRates": {
"1": 0.49382716049382713,
"5": 0.5555555555555556,
"10": 0.5802469135802469
},
"hitRate1D": 0.49382716049382713,
"comboQuality": 0.9969983578908896,
"eligibleDays": 330,
"fitnessScore": 1.6272297151439763,
"lookbackDays": 30,
"returnLift1D": 0.0016398526234476041,
"hitRateLift1D": -0.019850651056324886,
"activationRate": 0.4909090909090909,
"activationCount": 162,
"baselineHitRates": {
"1": 0.513677811550152,
"5": 0.5353846153846153,
"10": 0.546875
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2231265905564543,
"avgForwardReturns": {
"1": 0.007868939990650138,
"5": 0.04542155976692311,
"10": 0.09610609031014415
},
"shadowMaxDrawdown": -0.5092736059214098,
"shadowTotalReturn": 1.3678472144472291,
"avgForwardReturn1D": 0.007868939990650138,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 162,
"5": 162,
"10": 162
},
"baselineAvgForwardReturns": {
"1": 0.006229087367202534,
"5": 0.03294575309265666,
"10": 0.07229147359095563
}
},
{
"topN": 3,
"ticker": "AMPX",
"hitRates": {
"1": 0.4946236559139785,
"5": 0.532258064516129,
"10": 0.553763440860215
},
"hitRate1D": 0.4946236559139785,
"comboQuality": 0.996038634089357,
"eligibleDays": 330,
"fitnessScore": 1.565983373738281,
"lookbackDays": 30,
"returnLift1D": 0.0009108192559980407,
"hitRateLift1D": -0.01905415563617352,
"activationRate": 0.5636363636363636,
"activationCount": 186,
"baselineHitRates": {
"1": 0.513677811550152,
"5": 0.5353846153846153,
"10": 0.546875
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.167971469050365,
"avgForwardReturns": {
"1": 0.007139906623200575,
"5": 0.03539585368059515,
"10": 0.07623052962793078
},
"shadowMaxDrawdown": -0.5195787009764592,
"shadowTotalReturn": 1.291592356000732,
"avgForwardReturn1D": 0.007139906623200575,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 186,
"5": 186,
"10": 186
},
"baselineAvgForwardReturns": {
"1": 0.006229087367202534,
"5": 0.03294575309265666,
"10": 0.07229147359095563
}
},
{
"topN": 4,
"ticker": "AMPX",
"hitRates": {
"1": 0.48044692737430167,
"5": 0.48044692737430167,
"10": 0.46111111111111114
},
"hitRate1D": 0.48044692737430167,
"comboQuality": 0.8939741042587103,
"eligibleDays": 352,
"fitnessScore": 0.8190385578732639,
"lookbackDays": 14,
"returnLift1D": -0.0012225391555767927,
"hitRateLift1D": -0.028124501197126894,
"activationRate": 0.5113636363636364,
"activationCount": 180,
"baselineHitRates": {
"1": 0.5085714285714286,
"5": 0.5375722543352601,
"10": 0.5409356725146199
},
"sampleConfidence": 0.9992592592592593,
"shadowSharpeLike": 0.848357492669412,
"avgForwardReturns": {
"1": 0.005521716866180657,
"5": 0.02465066899665167,
"10": 0.03069454608651775
},
"shadowMaxDrawdown": -0.4585392211246002,
"shadowTotalReturn": 0.6490799277840604,
"avgForwardReturn1D": 0.005521716866180657,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-14",
"2025-02-17",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 180
},
"baselineAvgForwardReturns": {
"1": 0.00674425602175745,
"5": 0.036788307759747965,
"10": 0.07316526285656426
}
},
{
"topN": 5,
"ticker": "AMPX",
"hitRates": {
"1": 0.47513812154696133,
"5": 0.47513812154696133,
"10": 0.46153846153846156
},
"hitRate1D": 0.47513812154696133,
"comboQuality": 0.8275322723946801,
"eligibleDays": 352,
"fitnessScore": 0.6950123542229889,
"lookbackDays": 14,
"returnLift1D": -0.0016386299689634797,
"hitRateLift1D": -0.03343330702446723,
"activationRate": 0.5170454545454546,
"activationCount": 182,
"baselineHitRates": {
"1": 0.5085714285714286,
"5": 0.5375722543352601,
"10": 0.5409356725146199
},
"sampleConfidence": 0.9992673992673993,
"shadowSharpeLike": 0.7910551447462457,
"avgForwardReturns": {
"1": 0.00510562605279397,
"5": 0.023579820998528508,
"10": 0.03029594927144041
},
"shadowMaxDrawdown": -0.4585392211246002,
"shadowTotalReturn": 0.5450354194315554,
"avgForwardReturn1D": 0.00510562605279397,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-14",
"2025-02-17",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 181,
"5": 181,
"10": 182
},
"baselineAvgForwardReturns": {
"1": 0.00674425602175745,
"5": 0.036788307759747965,
"10": 0.07316526285656426
}
},
{
"topN": 3,
"ticker": "AMPX",
"hitRates": {
"1": 0.4742857142857143,
"5": 0.4742857142857143,
"10": 0.4715909090909091
},
"hitRate1D": 0.4742857142857143,
"comboQuality": 0.7127342629650131,
"eligibleDays": 352,
"fitnessScore": 0.5499142085267881,
"lookbackDays": 14,
"returnLift1D": -0.0019586735819071242,
"hitRateLift1D": -0.03428571428571425,
"activationRate": 0.5,
"activationCount": 176,
"baselineHitRates": {
"1": 0.5085714285714286,
"5": 0.5375722543352601,
"10": 0.5409356725146199
},
"sampleConfidence": 0.9992424242424243,
"shadowSharpeLike": 0.7197020002697532,
"avgForwardReturns": {
"1": 0.0047855824398503255,
"5": 0.024730640752777516,
"10": 0.033474337940907255
},
"shadowMaxDrawdown": -0.4585392211246002,
"shadowTotalReturn": 0.4254973120552845,
"avgForwardReturn1D": 0.0047855824398503255,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-14",
"2025-02-17",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 175,
"5": 175,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.00674425602175745,
"5": 0.036788307759747965,
"10": 0.07316526285656426
}
},
{
"topN": 2,
"ticker": "AMPX",
"hitRates": {
"1": 0.47904191616766467,
"5": 0.47305389221556887,
"10": 0.47619047619047616
},
"hitRate1D": 0.47904191616766467,
"comboQuality": 0.5503606437493371,
"eligibleDays": 352,
"fitnessScore": 0.3944681486377763,
"lookbackDays": 14,
"returnLift1D": -0.0024946503431190524,
"hitRateLift1D": -0.02952951240376389,
"activationRate": 0.4772727272727273,
"activationCount": 168,
"baselineHitRates": {
"1": 0.5085714285714286,
"5": 0.5375722543352601,
"10": 0.5409356725146199
},
"sampleConfidence": 0.9992063492063492,
"shadowSharpeLike": 0.6330558171658451,
"avgForwardReturns": {
"1": 0.004249605678638397,
"5": 0.023980283011650887,
"10": 0.03637958690159101
},
"shadowMaxDrawdown": -0.46315902991102087,
"shadowTotalReturn": 0.2979350304642867,
"avgForwardReturn1D": 0.004249605678638397,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-14",
"2025-02-17",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31"
],
"horizonObservationCounts": {
"1": 167,
"5": 167,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.00674425602175745,
"5": 0.036788307759747965,
"10": 0.07316526285656426
}
},
{
"topN": 2,
"ticker": "AMPX",
"hitRates": {
"1": 0.46060606060606063,
"5": 0.47878787878787876,
"10": 0.48484848484848486
},
"hitRate1D": 0.46060606060606063,
"comboQuality": 0.13368096340340024,
"eligibleDays": 339,
"fitnessScore": -0.06113537348539683,
"lookbackDays": 21,
"returnLift1D": -0.004046019459149104,
"hitRateLift1D": -0.04826967903890983,
"activationRate": 0.48672566371681414,
"activationCount": 165,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5299401197604791,
"10": 0.541033434650456
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.39667876771289445,
"avgForwardReturns": {
"1": 0.002731893191996986,
"5": 0.026342098422975094,
"10": 0.0538326105711494
},
"shadowMaxDrawdown": -0.6367929255869433,
"shadowTotalReturn": -0.00908416084881758,
"avgForwardReturn1D": 0.002731893191996986,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04"
],
"horizonObservationCounts": {
"1": 165,
"5": 165,
"10": 165
},
"baselineAvgForwardReturns": {
"1": 0.00677791265114609,
"5": 0.032822110730303874,
"10": 0.06771878618281477
}
},
{
"topN": 3,
"ticker": "AMPX",
"hitRates": {
"1": 0.4632768361581921,
"5": 0.4632768361581921,
"10": 0.4689265536723164
},
"hitRate1D": 0.4632768361581921,
"comboQuality": 0.12518891342977,
"eligibleDays": 339,
"fitnessScore": -0.07772049278647136,
"lookbackDays": 21,
"returnLift1D": -0.004347291248415506,
"hitRateLift1D": -0.045598903486778364,
"activationRate": 0.5221238938053098,
"activationCount": 177,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5299401197604791,
"10": 0.541033434650456
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.3738620183103677,
"avgForwardReturns": {
"1": 0.002430621402730584,
"5": 0.018073145024946544,
"10": 0.04256724110426799
},
"shadowMaxDrawdown": -0.6375549395338,
"shadowTotalReturn": -0.0394227306633107,
"avgForwardReturn1D": 0.002430621402730584,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04"
],
"horizonObservationCounts": {
"1": 177,
"5": 177,
"10": 177
},
"baselineAvgForwardReturns": {
"1": 0.00677791265114609,
"5": 0.032822110730303874,
"10": 0.06771878618281477
}
},
{
"topN": 4,
"ticker": "AMPX",
"hitRates": {
"1": 0.4644808743169399,
"5": 0.4644808743169399,
"10": 0.46994535519125685
},
"hitRate1D": 0.4644808743169399,
"comboQuality": 0.12000439165911536,
"eligibleDays": 339,
"fitnessScore": -0.08832548708660723,
"lookbackDays": 21,
"returnLift1D": -0.004409134089913051,
"hitRateLift1D": -0.04439486532803055,
"activationRate": 0.5398230088495575,
"activationCount": 183,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5299401197604791,
"10": 0.541033434650456
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.3713080582412511,
"avgForwardReturns": {
"1": 0.002368778561233038,
"5": 0.017152305660125208,
"10": 0.04112266478836963
},
"shadowMaxDrawdown": -0.6582220774986947,
"shadowTotalReturn": -0.05048544851529102,
"avgForwardReturn1D": 0.002368778561233038,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04"
],
"horizonObservationCounts": {
"1": 183,
"5": 183,
"10": 183
},
"baselineAvgForwardReturns": {
"1": 0.00677791265114609,
"5": 0.032822110730303874,
"10": 0.06771878618281477
}
},
{
"topN": 5,
"ticker": "AMPX",
"hitRates": {
"1": 0.4594594594594595,
"5": 0.4648648648648649,
"10": 0.4648648648648649
},
"hitRate1D": 0.4594594594594595,
"comboQuality": 0.052506638902266985,
"eligibleDays": 339,
"fitnessScore": -0.28643366892401234,
"lookbackDays": 21,
"returnLift1D": -0.005265985789213325,
"hitRateLift1D": -0.049416280185510975,
"activationRate": 0.5457227138643068,
"activationCount": 185,
"baselineHitRates": {
"1": 0.5088757396449705,
"5": 0.5299401197604791,
"10": 0.541033434650456
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.23209997253661252,
"avgForwardReturns": {
"1": 0.0015119268619327648,
"5": 0.01610042372173195,
"10": 0.038178285529989656
},
"shadowMaxDrawdown": -0.709596719160469,
"shadowTotalReturn": -0.19321254299279034,
"avgForwardReturn1D": 0.0015119268619327648,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.00677791265114609,
"5": 0.032822110730303874,
"10": 0.06771878618281477
}
}
],
"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": 0.8939741042587103,
"fitnessScore": 0.8190385578732639,
"lookbackDays": 14,
"returnLift1D": -0.0012225391555767927,
"activationRate": 0.5113636363636364,
"activationCount": 180,
"sampleConfidence": 0.9992592592592593,
"shadowTotalReturn": 0.6490799277840604,
"avgForwardReturn1D": 0.005521716866180657
},
{
"bestTopN": 2,
"comboQuality": 0.13368096340340024,
"fitnessScore": -0.06113537348539683,
"lookbackDays": 21,
"returnLift1D": -0.004046019459149104,
"activationRate": 0.48672566371681414,
"activationCount": 165,
"sampleConfidence": 1,
"shadowTotalReturn": -0.00908416084881758,
"avgForwardReturn1D": 0.002731893191996986
},
{
"bestTopN": 5,
"comboQuality": 0.9996256852735604,
"fitnessScore": 2.085808627317724,
"lookbackDays": 30,
"returnLift1D": 0.0016234570170676295,
"activationRate": 0.5878787878787879,
"activationCount": 194,
"sampleConfidence": 1,
"shadowTotalReturn": 1.7030972148735466,
"avgForwardReturn1D": 0.007852544384270164
},
{
"bestTopN": 4,
"comboQuality": 0.9999999206259697,
"fitnessScore": 3.946800793462084,
"lookbackDays": 45,
"returnLift1D": 0.0029120721337451937,
"activationRate": 0.6349206349206349,
"activationCount": 200,
"sampleConfidence": 1,
"shadowTotalReturn": 3.3857904153222833,
"avgForwardReturn1D": 0.009965135826064066
},
{
"bestTopN": 2,
"comboQuality": 0.99999999240181,
"fitnessScore": 4.462978270971343,
"lookbackDays": 63,
"returnLift1D": 0.003415107494820575,
"activationRate": 0.6801346801346801,
"activationCount": 202,
"sampleConfidence": 1,
"shadowTotalReturn": 3.799578736218697,
"avgForwardReturn1D": 0.010043857151382066
}
],
"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": "d9e1ebc93c83e3bdf32de39fc6a53a9caefddfdfd28b6a1a23a7e3249f233097",
"size": 13,
"members": [
"AMPX",
"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",
"AMPX"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "AMPX",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "AMPX",
"hitRates": {
"1": 0.5198019801980198,
"5": 0.5792079207920792,
"10": 0.5594059405940595
},
"hitRate1D": 0.5198019801980198,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.999999991097413,
"eligibleDays": 326,
"fitnessScore": 4.428123262793023,
"lookbackDays": 63,
"returnLift1D": 0.003612489314376498,
"hitRateLift1D": 0.0044645568851363615,
"portfolioSize": 2,
"activationRate": 0.6196319018404908,
"activationCount": 202,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5403726708074534,
"10": 0.5520504731861199
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.8636729205022151,
"avgForwardReturns": {
"1": 0.010043857151382066,
"5": 0.04415181355293084,
"10": 0.08142103788116967
},
"shadowMaxDrawdown": -0.3358307915328519,
"shadowTotalReturn": 3.799578736218697,
"avgForwardReturn1D": 0.010043857151382066,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 202,
"5": 202,
"10": 202
},
"baselineAvgForwardReturns": {
"1": 0.0064313678370055685,
"5": 0.03433207063514791,
"10": 0.07404752028315821
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.999999991097413,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.99396415909417,
"bestRawFitnessScore": 4.428123262793023,
"upperQuartileComboQuality": 0.999999578405377
},
"algorithmFit": {
"label": "strong",
"score": 0.9863613149394639,
"rawScore": 0.9975843624381566,
"confidence": 0.9774995520754497,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 2
},
"profileBreadth": 0.7,
"recommendedRegion": {
"lookbackDays": [
30,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.9999940276726629,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "AMPX",
"hitRates": {
"1": 0.5198019801980198,
"5": 0.5792079207920792,
"10": 0.5594059405940595
},
"hitRate1D": 0.5198019801980198,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.999999991097413,
"eligibleDays": 326,
"fitnessScore": 4.428123262793023,
"lookbackDays": 63,
"returnLift1D": 0.003612489314376498,
"hitRateLift1D": 0.0044645568851363615,
"portfolioSize": 2,
"activationRate": 0.6196319018404908,
"activationCount": 202,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5403726708074534,
"10": 0.5520504731861199
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.8636729205022151,
"avgForwardReturns": {
"1": 0.010043857151382066,
"5": 0.04415181355293084,
"10": 0.08142103788116967
},
"shadowMaxDrawdown": -0.3358307915328519,
"shadowTotalReturn": 3.799578736218697,
"avgForwardReturn1D": 0.010043857151382066,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 202,
"5": 202,
"10": 202
},
"baselineAvgForwardReturns": {
"1": 0.0064313678370055685,
"5": 0.03433207063514791,
"10": 0.07404752028315821
}
},
{
"topN": 4,
"ticker": "AMPX",
"hitRates": {
"1": 0.5144230769230769,
"5": 0.5673076923076923,
"10": 0.5528846153846154
},
"hitRate1D": 0.5144230769230769,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999998742670198,
"eligibleDays": 326,
"fitnessScore": 3.845603156841127,
"lookbackDays": 63,
"returnLift1D": 0.0029285608238718485,
"hitRateLift1D": -0.0009143463898065862,
"portfolioSize": 4,
"activationRate": 0.6380368098159509,
"activationCount": 208,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5403726708074534,
"10": 0.5520504731861199
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.7232116821093122,
"avgForwardReturns": {
"1": 0.009359928660877417,
"5": 0.04135737780205772,
"10": 0.07730457257846633
},
"shadowMaxDrawdown": -0.37083443074607225,
"shadowTotalReturn": 3.2754857409347657,
"avgForwardReturn1D": 0.009359928660877417,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09"
],
"horizonObservationCounts": {
"1": 208,
"5": 208,
"10": 208
},
"baselineAvgForwardReturns": {
"1": 0.0064313678370055685,
"5": 0.03433207063514791,
"10": 0.07404752028315821
}
},
{
"topN": 5,
"ticker": "AMPX",
"hitRates": {
"1": 0.5144230769230769,
"5": 0.5673076923076923,
"10": 0.5528846153846154
},
"hitRate1D": 0.5144230769230769,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999998742670198,
"eligibleDays": 326,
"fitnessScore": 3.845603156841127,
"lookbackDays": 63,
"returnLift1D": 0.0029285608238718485,
"hitRateLift1D": -0.0009143463898065862,
"portfolioSize": 5,
"activationRate": 0.6380368098159509,
"activationCount": 208,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5403726708074534,
"10": 0.5520504731861199
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.7232116821093122,
"avgForwardReturns": {
"1": 0.009359928660877417,
"5": 0.04135737780205772,
"10": 0.07730457257846633
},
"shadowMaxDrawdown": -0.37083443074607225,
"shadowTotalReturn": 3.2754857409347657,
"avgForwardReturn1D": 0.009359928660877417,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09"
],
"horizonObservationCounts": {
"1": 208,
"5": 208,
"10": 208
},
"baselineAvgForwardReturns": {
"1": 0.0064313678370055685,
"5": 0.03433207063514791,
"10": 0.07404752028315821
}
},
{
"topN": 3,
"ticker": "AMPX",
"hitRates": {
"1": 0.5170731707317073,
"5": 0.5707317073170731,
"10": 0.5560975609756098
},
"hitRate1D": 0.5170731707317073,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999998711621019,
"eligibleDays": 326,
"fitnessScore": 3.8402363534552757,
"lookbackDays": 63,
"returnLift1D": 0.0029307710776428205,
"hitRateLift1D": 0.0017357474188238742,
"portfolioSize": 3,
"activationRate": 0.6288343558282209,
"activationCount": 205,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.5403726708074534,
"10": 0.5520504731861199
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.7419874669876785,
"avgForwardReturns": {
"1": 0.009362138914648389,
"5": 0.041213255466742066,
"10": 0.07840555932711925
},
"shadowMaxDrawdown": -0.33583079153285167,
"shadowTotalReturn": 3.2565269149245095,
"avgForwardReturn1D": 0.009362138914648389,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09"
],
"horizonObservationCounts": {
"1": 205,
"5": 205,
"10": 205
},
"baselineAvgForwardReturns": {
"1": 0.0064313678370055685,
"5": 0.03433207063514791,
"10": 0.07404752028315821
}
},
{
"topN": 3,
"ticker": "AMPX",
"hitRates": {
"1": 0.520618556701031,
"5": 0.5773195876288659,
"10": 0.5412371134020618
},
"hitRate1D": 0.520618556701031,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999996931349258,
"eligibleDays": 344,
"fitnessScore": 3.6493086228213043,
"lookbackDays": 45,
"returnLift1D": 0.0026243532383251307,
"hitRateLift1D": 0.01189762646847281,
"portfolioSize": 3,
"activationRate": 0.563953488372093,
"activationCount": 194,
"baselineHitRates": {
"1": 0.5087209302325582,
"5": 0.538235294117647,
"10": 0.5492537313432836
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.6515523768338451,
"avgForwardReturns": {
"1": 0.00990552055427483,
"5": 0.04788503100796845,
"10": 0.07734166428791946
},
"shadowMaxDrawdown": -0.4149684877917319,
"shadowTotalReturn": 3.1359497365212237,
"avgForwardReturn1D": 0.00990552055427483,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 194,
"5": 194,
"10": 194
},
"baselineAvgForwardReturns": {
"1": 0.007281167315949699,
"5": 0.0379382917007205,
"10": 0.07698997278804039
}
},
{
"topN": 4,
"ticker": "AMPX",
"hitRates": {
"1": 0.5223880597014925,
"5": 0.582089552238806,
"10": 0.5373134328358209
},
"hitRate1D": 0.5223880597014925,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999995401621941,
"eligibleDays": 344,
"fitnessScore": 3.5603261400475534,
"lookbackDays": 45,
"returnLift1D": 0.0022725634728300885,
"hitRateLift1D": 0.013667129468934336,
"portfolioSize": 4,
"activationRate": 0.5843023255813954,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5087209302325582,
"5": 0.538235294117647,
"10": 0.5492537313432836
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.6255772049372368,
"avgForwardReturns": {
"1": 0.009553730788779788,
"5": 0.04859526881059463,
"10": 0.08016311321321892
},
"shadowMaxDrawdown": -0.45623355234354857,
"shadowTotalReturn": 3.062598611707701,
"avgForwardReturn1D": 0.009553730788779788,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 201,
"5": 201,
"10": 201
},
"baselineAvgForwardReturns": {
"1": 0.007281167315949699,
"5": 0.0379382917007205,
"10": 0.07698997278804039
}
},
{
"topN": 5,
"ticker": "AMPX",
"hitRates": {
"1": 0.5223880597014925,
"5": 0.582089552238806,
"10": 0.5373134328358209
},
"hitRate1D": 0.5223880597014925,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999995401621941,
"eligibleDays": 344,
"fitnessScore": 3.5603261400475534,
"lookbackDays": 45,
"returnLift1D": 0.0022725634728300885,
"hitRateLift1D": 0.013667129468934336,
"portfolioSize": 5,
"activationRate": 0.5843023255813954,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5087209302325582,
"5": 0.538235294117647,
"10": 0.5492537313432836
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.6255772049372368,
"avgForwardReturns": {
"1": 0.009553730788779788,
"5": 0.04859526881059463,
"10": 0.08016311321321892
},
"shadowMaxDrawdown": -0.45623355234354857,
"shadowTotalReturn": 3.062598611707701,
"avgForwardReturn1D": 0.009553730788779788,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19"
],
"horizonObservationCounts": {
"1": 201,
"5": 201,
"10": 201
},
"baselineAvgForwardReturns": {
"1": 0.007281167315949699,
"5": 0.0379382917007205,
"10": 0.07698997278804039
}
},
{
"topN": 2,
"ticker": "AMPX",
"hitRates": {
"1": 0.5138121546961326,
"5": 0.585635359116022,
"10": 0.569060773480663
},
"hitRate1D": 0.5138121546961326,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9999941386883076,
"eligibleDays": 344,
"fitnessScore": 3.0003688815532006,
"lookbackDays": 45,
"returnLift1D": 0.002405383678566966,
"hitRateLift1D": 0.005091224463574462,
"portfolioSize": 2,
"activationRate": 0.5261627906976745,
"activationCount": 181,
"baselineHitRates": {
"1": 0.5087209302325582,
"5": 0.538235294117647,
"10": 0.5492537313432836
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5353994052830375,
"avgForwardReturns": {
"1": 0.009686550994516666,
"5": 0.051379663378718535,
"10": 0.08920065906644675
},
"shadowMaxDrawdown": -0.4333512353054563,
"shadowTotalReturn": 2.5626661748445514,
"avgForwardReturn1D": 0.009686550994516666,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 181,
"5": 181,
"10": 181
},
"baselineAvgForwardReturns": {
"1": 0.007281167315949699,
"5": 0.0379382917007205,
"10": 0.07698997278804039
}
},
{
"topN": 2,
"ticker": "AMPX",
"hitRates": {
"1": 0.49079754601226994,
"5": 0.5521472392638037,
"10": 0.5766871165644172
},
"hitRate1D": 0.49079754601226994,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9965589903390965,
"eligibleDays": 359,
"fitnessScore": 1.5970795482274236,
"lookbackDays": 30,
"returnLift1D": 0.00245138006798736,
"hitRateLift1D": -0.0050241810072286786,
"portfolioSize": 2,
"activationRate": 0.45403899721448465,
"activationCount": 163,
"baselineHitRates": {
"1": 0.4958217270194986,
"5": 0.5183098591549296,
"10": 0.5371428571428571
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1688470994872482,
"avgForwardReturns": {
"1": 0.007802567048358467,
"5": 0.044057064386982286,
"10": 0.09361627036987631
},
"shadowMaxDrawdown": -0.5092736059214101,
"shadowTotalReturn": 1.358498658425919,
"avgForwardReturn1D": 0.007802567048358467,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 163,
"5": 163,
"10": 163
},
"baselineAvgForwardReturns": {
"1": 0.005351186980371107,
"5": 0.02916436907250155,
"10": 0.06657896181516265
}
},
{
"topN": 4,
"ticker": "AMPX",
"hitRates": {
"1": 0.49222797927461137,
"5": 0.5284974093264249,
"10": 0.5440414507772021
},
"hitRate1D": 0.49222797927461137,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.99396415909417,
"eligibleDays": 359,
"fitnessScore": 1.4728769124646977,
"lookbackDays": 30,
"returnLift1D": 0.0014251685887020265,
"hitRateLift1D": -0.0035937477448872435,
"portfolioSize": 4,
"activationRate": 0.5376044568245125,
"activationCount": 193,
"baselineHitRates": {
"1": 0.4958217270194986,
"5": 0.5183098591549296,
"10": 0.5371428571428571
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0775573193003798,
"avgForwardReturns": {
"1": 0.006776355569073134,
"5": 0.03239845345475624,
"10": 0.06977181520431264
},
"shadowMaxDrawdown": -0.4488596427943514,
"shadowTotalReturn": 1.1946922198561714,
"avgForwardReturn1D": 0.006776355569073134,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-03-26",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 193,
"5": 193,
"10": 193
},
"baselineAvgForwardReturns": {
"1": 0.005351186980371107,
"5": 0.02916436907250155,
"10": 0.06657896181516265
}
},
{
"topN": 5,
"ticker": "AMPX",
"hitRates": {
"1": 0.49222797927461137,
"5": 0.5284974093264249,
"10": 0.5440414507772021
},
"hitRate1D": 0.49222797927461137,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.99396415909417,
"eligibleDays": 359,
"fitnessScore": 1.4728769124646977,
"lookbackDays": 30,
"returnLift1D": 0.0014251685887020265,
"hitRateLift1D": -0.0035937477448872435,
"portfolioSize": 5,
"activationRate": 0.5376044568245125,
"activationCount": 193,
"baselineHitRates": {
"1": 0.4958217270194986,
"5": 0.5183098591549296,
"10": 0.5371428571428571
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0775573193003798,
"avgForwardReturns": {
"1": 0.006776355569073134,
"5": 0.03239845345475624,
"10": 0.06977181520431264
},
"shadowMaxDrawdown": -0.4488596427943514,
"shadowTotalReturn": 1.1946922198561714,
"avgForwardReturn1D": 0.006776355569073134,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-03-26",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 193,
"5": 193,
"10": 193
},
"baselineAvgForwardReturns": {
"1": 0.005351186980371107,
"5": 0.02916436907250155,
"10": 0.06657896181516265
}
},
{
"topN": 3,
"ticker": "AMPX",
"hitRates": {
"1": 0.48936170212765956,
"5": 0.526595744680851,
"10": 0.5478723404255319
},
"hitRate1D": 0.48936170212765956,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9892103738404198,
"eligibleDays": 359,
"fitnessScore": 1.344030816010704,
"lookbackDays": 30,
"returnLift1D": 0.0013102252836945244,
"hitRateLift1D": -0.006460024891839056,
"portfolioSize": 3,
"activationRate": 0.5236768802228412,
"activationCount": 188,
"baselineHitRates": {
"1": 0.4958217270194986,
"5": 0.5183098591549296,
"10": 0.5371428571428571
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0501729074485147,
"avgForwardReturns": {
"1": 0.006661412264065632,
"5": 0.03291731791182467,
"10": 0.07187004344611474
},
"shadowMaxDrawdown": -0.5195787009764594,
"shadowTotalReturn": 1.1143426192690637,
"avgForwardReturn1D": 0.006661412264065632,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-03-26",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 188,
"5": 188,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.005351186980371107,
"5": 0.02916436907250155,
"10": 0.06657896181516265
}
},
{
"topN": 4,
"ticker": "AMPX",
"hitRates": {
"1": 0.4782608695652174,
"5": 0.4673913043478261,
"10": 0.46195652173913043
},
"hitRate1D": 0.4782608695652174,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8276397300949837,
"eligibleDays": 375,
"fitnessScore": 0.6951780359352685,
"lookbackDays": 14,
"returnLift1D": -0.00001940644940109145,
"hitRateLift1D": -0.01773913043478259,
"portfolioSize": 4,
"activationRate": 0.49066666666666664,
"activationCount": 184,
"baselineHitRates": {
"1": 0.496,
"5": 0.5175202156334232,
"10": 0.5382513661202186
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7790829382600054,
"avgForwardReturns": {
"1": 0.0051962349148516745,
"5": 0.020816012402597745,
"10": 0.02743116798897861
},
"shadowMaxDrawdown": -0.5213506873781526,
"shadowTotalReturn": 0.5659544307369484,
"avgForwardReturn1D": 0.0051962349148516745,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-30",
"2025-02-10",
"2025-02-11",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 184,
"5": 184,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.005215641364252766,
"5": 0.02793641918487884,
"10": 0.06132519356633524
}
},
{
"topN": 5,
"ticker": "AMPX",
"hitRates": {
"1": 0.4782608695652174,
"5": 0.4673913043478261,
"10": 0.46195652173913043
},
"hitRate1D": 0.4782608695652174,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8276397300949837,
"eligibleDays": 375,
"fitnessScore": 0.6951780359352685,
"lookbackDays": 14,
"returnLift1D": -0.00001940644940109145,
"hitRateLift1D": -0.01773913043478259,
"portfolioSize": 5,
"activationRate": 0.49066666666666664,
"activationCount": 184,
"baselineHitRates": {
"1": 0.496,
"5": 0.5175202156334232,
"10": 0.5382513661202186
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7790829382600054,
"avgForwardReturns": {
"1": 0.0051962349148516745,
"5": 0.020816012402597745,
"10": 0.02743116798897861
},
"shadowMaxDrawdown": -0.5213506873781526,
"shadowTotalReturn": 0.5659544307369484,
"avgForwardReturn1D": 0.0051962349148516745,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-30",
"2025-02-10",
"2025-02-11",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 184,
"5": 184,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.005215641364252766,
"5": 0.02793641918487884,
"10": 0.06132519356633524
}
},
{
"topN": 3,
"ticker": "AMPX",
"hitRates": {
"1": 0.4722222222222222,
"5": 0.46111111111111114,
"10": 0.4722222222222222
},
"hitRate1D": 0.4722222222222222,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5995367390267703,
"eligibleDays": 375,
"fitnessScore": 0.4387777497134504,
"lookbackDays": 14,
"returnLift1D": -0.0007423256294740044,
"hitRateLift1D": -0.023777777777777787,
"portfolioSize": 3,
"activationRate": 0.48,
"activationCount": 180,
"baselineHitRates": {
"1": 0.496,
"5": 0.5175202156334232,
"10": 0.5382513661202186
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6562620214385643,
"avgForwardReturns": {
"1": 0.0044733157347787616,
"5": 0.02080854813007445,
"10": 0.030076667177769703
},
"shadowMaxDrawdown": -0.5213506873781526,
"shadowTotalReturn": 0.353641988000043,
"avgForwardReturn1D": 0.0044733157347787616,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-30",
"2025-02-10",
"2025-02-11",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 180,
"5": 180,
"10": 180
},
"baselineAvgForwardReturns": {
"1": 0.005215641364252766,
"5": 0.02793641918487884,
"10": 0.06132519356633524
}
},
{
"topN": 2,
"ticker": "AMPX",
"hitRates": {
"1": 0.47368421052631576,
"5": 0.4619883040935672,
"10": 0.47368421052631576
},
"hitRate1D": 0.47368421052631576,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3438537748890609,
"eligibleDays": 375,
"fitnessScore": 0.20784322166943586,
"lookbackDays": 14,
"returnLift1D": -0.0015484505031414606,
"hitRateLift1D": -0.022315789473684233,
"portfolioSize": 2,
"activationRate": 0.456,
"activationCount": 171,
"baselineHitRates": {
"1": 0.496,
"5": 0.5175202156334232,
"10": 0.5382513661202186
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5294846039727684,
"avgForwardReturns": {
"1": 0.0036671908611113054,
"5": 0.020069109635626973,
"10": 0.032635252318562284
},
"shadowMaxDrawdown": -0.5477269002392378,
"shadowTotalReturn": 0.17461363401292984,
"avgForwardReturn1D": 0.0036671908611113054,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-02-10",
"2025-02-11",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-03-24",
"2025-03-25",
"2025-03-26"
],
"horizonObservationCounts": {
"1": 171,
"5": 171,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.005215641364252766,
"5": 0.02793641918487884,
"10": 0.06132519356633524
}
},
{
"topN": 2,
"ticker": "AMPX",
"hitRates": {
"1": 0.46107784431137727,
"5": 0.47904191616766467,
"10": 0.48502994011976047
},
"hitRate1D": 0.46107784431137727,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.13249622222616622,
"eligibleDays": 368,
"fitnessScore": -0.06339446127647039,
"lookbackDays": 21,
"returnLift1D": -0.0026682192326856918,
"hitRateLift1D": -0.03620476438427489,
"portfolioSize": 2,
"activationRate": 0.453804347826087,
"activationCount": 167,
"baselineHitRates": {
"1": 0.49728260869565216,
"5": 0.5192307692307693,
"10": 0.532033426183844
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.38388121869784236,
"avgForwardReturns": {
"1": 0.002732350920993399,
"5": 0.026466344231994333,
"10": 0.05216457462125879
},
"shadowMaxDrawdown": -0.6367929255869434,
"shadowTotalReturn": -0.0055828385681980786,
"avgForwardReturn1D": 0.002732350920993399,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-10",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 167,
"5": 167,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.005400570153679091,
"5": 0.028412950602269938,
"10": 0.06167925496044017
}
},
{
"topN": 3,
"ticker": "AMPX",
"hitRates": {
"1": 0.46368715083798884,
"5": 0.46368715083798884,
"10": 0.4692737430167598
},
"hitRate1D": 0.46368715083798884,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.12330254283936065,
"eligibleDays": 368,
"fitnessScore": -0.08153460349460645,
"lookbackDays": 21,
"returnLift1D": -0.00296615554245167,
"hitRateLift1D": -0.033595457857663324,
"portfolioSize": 3,
"activationRate": 0.48641304347826086,
"activationCount": 179,
"baselineHitRates": {
"1": 0.49728260869565216,
"5": 0.5192307692307693,
"10": 0.532033426183844
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.36194108811455467,
"avgForwardReturns": {
"1": 0.002434414611227421,
"5": 0.01828145204674694,
"10": 0.041136898843385485
},
"shadowMaxDrawdown": -0.6375549395338,
"shadowTotalReturn": -0.03602860730540136,
"avgForwardReturn1D": 0.002434414611227421,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-10",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.005400570153679091,
"5": 0.028412950602269938,
"10": 0.06167925496044017
}
},
{
"topN": 4,
"ticker": "AMPX",
"hitRates": {
"1": 0.4648648648648649,
"5": 0.4648648648648649,
"10": 0.4702702702702703
},
"hitRate1D": 0.4648648648648649,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.11780858215892075,
"eligibleDays": 368,
"fitnessScore": -0.09293654620284364,
"lookbackDays": 21,
"returnLift1D": -0.003027452835668059,
"hitRateLift1D": -0.03241774383078727,
"portfolioSize": 4,
"activationRate": 0.5027173913043478,
"activationCount": 185,
"baselineHitRates": {
"1": 0.49728260869565216,
"5": 0.5192307692307693,
"10": 0.532033426183844
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.35943745293124696,
"avgForwardReturns": {
"1": 0.0023731173180110317,
"5": 0.017363811798676087,
"10": 0.039754329047471414
},
"shadowMaxDrawdown": -0.6582220774986947,
"shadowTotalReturn": -0.04713041439076371,
"avgForwardReturn1D": 0.0023731173180110317,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-10",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.005400570153679091,
"5": 0.028412950602269938,
"10": 0.06167925496044017
}
},
{
"topN": 5,
"ticker": "AMPX",
"hitRates": {
"1": 0.4648648648648649,
"5": 0.4648648648648649,
"10": 0.4702702702702703
},
"hitRate1D": 0.4648648648648649,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.11780858215892075,
"eligibleDays": 368,
"fitnessScore": -0.09293654620284364,
"lookbackDays": 21,
"returnLift1D": -0.003027452835668059,
"hitRateLift1D": -0.03241774383078727,
"portfolioSize": 5,
"activationRate": 0.5027173913043478,
"activationCount": 185,
"baselineHitRates": {
"1": 0.49728260869565216,
"5": 0.5192307692307693,
"10": 0.532033426183844
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.35943745293124696,
"avgForwardReturns": {
"1": 0.0023731173180110317,
"5": 0.017363811798676087,
"10": 0.039754329047471414
},
"shadowMaxDrawdown": -0.6582220774986947,
"shadowTotalReturn": -0.04713041439076371,
"avgForwardReturn1D": 0.0023731173180110317,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-10",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.005400570153679091,
"5": 0.028412950602269938,
"10": 0.06167925496044017
}
}
],
"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": 0.8276397300949837,
"fitnessScore": 0.6951780359352685,
"lookbackDays": 14,
"returnLift1D": -0.00001940644940109145,
"activationRate": 0.49066666666666664,
"activationCount": 184,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5659544307369484,
"avgForwardReturn1D": 0.0051962349148516745
},
{
"comboQuality": 0.13249622222616622,
"fitnessScore": -0.06339446127647039,
"lookbackDays": 21,
"returnLift1D": -0.0026682192326856918,
"activationRate": 0.453804347826087,
"activationCount": 167,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.0055828385681980786,
"avgForwardReturn1D": 0.002732350920993399
},
{
"comboQuality": 0.9965589903390965,
"fitnessScore": 1.5970795482274236,
"lookbackDays": 30,
"returnLift1D": 0.00245138006798736,
"activationRate": 0.45403899721448465,
"activationCount": 163,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 1.358498658425919,
"avgForwardReturn1D": 0.007802567048358467
},
{
"comboQuality": 0.9999996931349258,
"fitnessScore": 3.6493086228213043,
"lookbackDays": 45,
"returnLift1D": 0.0026243532383251307,
"activationRate": 0.563953488372093,
"activationCount": 194,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 3.1359497365212237,
"avgForwardReturn1D": 0.00990552055427483
},
{
"comboQuality": 0.999999991097413,
"fitnessScore": 4.428123262793023,
"lookbackDays": 63,
"returnLift1D": 0.003612489314376498,
"activationRate": 0.6196319018404908,
"activationCount": 202,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 3.799578736218697,
"avgForwardReturn1D": 0.010043857151382066
}
],
"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": "d9e1ebc93c83e3bdf32de39fc6a53a9caefddfdfd28b6a1a23a7e3249f233097",
"size": 13,
"members": [
"AMPX",
"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."
}