Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"APP"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "APP",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 352,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 14,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.09040151294130128,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.09040151294130128,
"bestRawFitnessScore": -0.15792330067523802,
"upperQuartileComboQuality": 0.09040151294130128
},
"algorithmFit": {
"label": "poor",
"score": 0.16381822810300123,
"rawScore": 0.272321210353041,
"confidence": 0.203125,
"bestProfile": {
"topN": 2,
"lookbackDays": 14
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
14
]
},
"parameterStability": 1,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 352,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 14,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 3,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 352,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 14,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 4,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 352,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 14,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 5,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 352,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 14,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 2,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 339,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 21,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 3,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 339,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 21,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 4,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 339,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 21,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 5,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 339,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 21,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 2,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 330,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 30,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 3,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 330,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 30,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 4,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 330,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 30,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 5,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 330,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 30,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 2,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 315,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 45,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 3,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 315,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 45,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 4,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 315,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 45,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 5,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 315,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 45,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 2,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 297,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 63,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 3,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 297,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 63,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 4,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 297,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 63,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
},
{
"topN": 5,
"ticker": "APP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09040151294130128,
"eligibleDays": 297,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 63,
"returnLift1D": 0.0067644602786724834,
"hitRateLift1D": -0.4444444444444444,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4444444444444444,
"5": 0.3,
"10": 1
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0067644602786724834,
"5": -0.057928046920082396,
"10": 0.17605550804325437
}
}
],
"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": 2,
"comboQuality": 0.09040151294130128,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 14,
"returnLift1D": 0.0067644602786724834,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.09040151294130128,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 21,
"returnLift1D": 0.0067644602786724834,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.09040151294130128,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 30,
"returnLift1D": 0.0067644602786724834,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.09040151294130128,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 45,
"returnLift1D": 0.0067644602786724834,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.09040151294130128,
"fitnessScore": -0.15792330067523802,
"lookbackDays": 63,
"returnLift1D": 0.0067644602786724834,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
}
],
"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": "7e30af927e03a1898780b71f82f27b77d4cba4c2adfec1c6ae1dd52fcf211770",
"size": 13,
"members": [
"APP",
"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",
"APP"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "APP",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "APP",
"hitRates": {
"1": 0.5297297297297298,
"5": 0.5459459459459459,
"10": 0.5597826086956522
},
"hitRate1D": 0.5297297297297298,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8390363290061303,
"eligibleDays": 326,
"fitnessScore": 0.7132365687220343,
"lookbackDays": 63,
"returnLift1D": 0.00029649705191360986,
"hitRateLift1D": 0.0021223677665396234,
"portfolioSize": 4,
"activationRate": 0.5674846625766872,
"activationCount": 185,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.546583850931677,
"10": 0.583596214511041
},
"sampleConfidence": 0.9996396396396396,
"shadowSharpeLike": 0.7822613573767594,
"avgForwardReturns": {
"1": 0.002680184936746851,
"5": 0.012390063767512838,
"10": 0.02394101249176176
},
"shadowMaxDrawdown": -0.27594841529356506,
"shadowTotalReturn": 0.4005100370864334,
"avgForwardReturn1D": 0.002680184936746851,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.002383687884833241,
"5": 0.013697304715416999,
"10": 0.028889981184069696
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.8390363290061303,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.09100440047792871,
"bestRawFitnessScore": 0.7132365687220343,
"upperQuartileComboQuality": 0.3037932396944052
},
"algorithmFit": {
"label": "poor",
"score": 0.3423912965047425,
"rawScore": 0.35853847135979144,
"confidence": 0.9099277977405925,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0.19997828104204005,
"recommendedRegion": {
"lookbackDays": [
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.6016647594704957,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "APP",
"hitRates": {
"1": 0.5297297297297298,
"5": 0.5459459459459459,
"10": 0.5597826086956522
},
"hitRate1D": 0.5297297297297298,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8390363290061303,
"eligibleDays": 326,
"fitnessScore": 0.7132365687220343,
"lookbackDays": 63,
"returnLift1D": 0.00029649705191360986,
"hitRateLift1D": 0.0021223677665396234,
"portfolioSize": 4,
"activationRate": 0.5674846625766872,
"activationCount": 185,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.546583850931677,
"10": 0.583596214511041
},
"sampleConfidence": 0.9996396396396396,
"shadowSharpeLike": 0.7822613573767594,
"avgForwardReturns": {
"1": 0.002680184936746851,
"5": 0.012390063767512838,
"10": 0.02394101249176176
},
"shadowMaxDrawdown": -0.27594841529356506,
"shadowTotalReturn": 0.4005100370864334,
"avgForwardReturn1D": 0.002680184936746851,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.002383687884833241,
"5": 0.013697304715416999,
"10": 0.028889981184069696
}
},
{
"topN": 5,
"ticker": "APP",
"hitRates": {
"1": 0.5297297297297298,
"5": 0.5459459459459459,
"10": 0.5597826086956522
},
"hitRate1D": 0.5297297297297298,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8390363290061303,
"eligibleDays": 326,
"fitnessScore": 0.7132365687220343,
"lookbackDays": 63,
"returnLift1D": 0.00029649705191360986,
"hitRateLift1D": 0.0021223677665396234,
"portfolioSize": 5,
"activationRate": 0.5674846625766872,
"activationCount": 185,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.546583850931677,
"10": 0.583596214511041
},
"sampleConfidence": 0.9996396396396396,
"shadowSharpeLike": 0.7822613573767594,
"avgForwardReturns": {
"1": 0.002680184936746851,
"5": 0.012390063767512838,
"10": 0.02394101249176176
},
"shadowMaxDrawdown": -0.27594841529356506,
"shadowTotalReturn": 0.4005100370864334,
"avgForwardReturn1D": 0.002680184936746851,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 184
},
"baselineAvgForwardReturns": {
"1": 0.002383687884833241,
"5": 0.013697304715416999,
"10": 0.028889981184069696
}
},
{
"topN": 2,
"ticker": "APP",
"hitRates": {
"1": 0.5416666666666666,
"5": 0.5416666666666666,
"10": 0.5694444444444444
},
"hitRate1D": 0.5416666666666666,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.8216193398932256,
"eligibleDays": 326,
"fitnessScore": 0.6860186259862158,
"lookbackDays": 63,
"returnLift1D": 0.0007762496655892527,
"hitRateLift1D": 0.014059304703476494,
"portfolioSize": 2,
"activationRate": 0.44171779141104295,
"activationCount": 144,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.546583850931677,
"10": 0.583596214511041
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.87299048735294,
"avgForwardReturns": {
"1": 0.003159937550422494,
"5": 0.012464282589216773,
"10": 0.027862187825454982
},
"shadowMaxDrawdown": -0.2759484152935654,
"shadowTotalReturn": 0.40876572492926266,
"avgForwardReturn1D": 0.003159937550422494,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 144,
"5": 144,
"10": 144
},
"baselineAvgForwardReturns": {
"1": 0.002383687884833241,
"5": 0.013697304715416999,
"10": 0.028889981184069696
}
},
{
"topN": 3,
"ticker": "APP",
"hitRates": {
"1": 0.5271739130434783,
"5": 0.5434782608695652,
"10": 0.5573770491803278
},
"hitRate1D": 0.5271739130434783,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7472748156596584,
"eligibleDays": 326,
"fitnessScore": 0.5885086746846498,
"lookbackDays": 63,
"returnLift1D": -0.0000685780322444954,
"hitRateLift1D": -0.00043344891971186517,
"portfolioSize": 3,
"activationRate": 0.5644171779141104,
"activationCount": 184,
"baselineHitRates": {
"1": 0.5276073619631901,
"5": 0.546583850931677,
"10": 0.583596214511041
},
"sampleConfidence": 0.9996376811594203,
"shadowSharpeLike": 0.6753118173475218,
"avgForwardReturns": {
"1": 0.002315109852588746,
"5": 0.01146862716701923,
"10": 0.02332372327752407
},
"shadowMaxDrawdown": -0.3030325758078538,
"shadowTotalReturn": 0.3090522129181221,
"avgForwardReturn1D": 0.002315109852588746,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 184,
"5": 184,
"10": 183
},
"baselineAvgForwardReturns": {
"1": 0.002383687884833241,
"5": 0.013697304715416999,
"10": 0.028889981184069696
}
},
{
"topN": 3,
"ticker": "APP",
"hitRates": {
"1": 0.5284974093264249,
"5": 0.5129533678756477,
"10": 0.5104166666666666
},
"hitRate1D": 0.5284974093264249,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.3115914473473798,
"eligibleDays": 375,
"fitnessScore": 0.17560828313019003,
"lookbackDays": 14,
"returnLift1D": -0.0001455008010546716,
"hitRateLift1D": 0.003164075993091542,
"portfolioSize": 3,
"activationRate": 0.5146666666666667,
"activationCount": 193,
"baselineHitRates": {
"1": 0.5253333333333333,
"5": 0.5417789757412399,
"10": 0.5573770491803278
},
"sampleConfidence": 0.9996545768566495,
"shadowSharpeLike": 0.32195629059548314,
"avgForwardReturns": {
"1": 0.0014244225207033342,
"5": 0.004477489712062751,
"10": 0.0015105609437646762
},
"shadowMaxDrawdown": -0.5006564208639123,
"shadowTotalReturn": 0.044530110087762864,
"avgForwardReturn1D": 0.0014244225207033342,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11"
],
"horizonObservationCounts": {
"1": 193,
"5": 193,
"10": 192
},
"baselineAvgForwardReturns": {
"1": 0.0015699233217580059,
"5": 0.008731108353890292,
"10": 0.01799958416994455
}
},
{
"topN": 4,
"ticker": "APP",
"hitRates": {
"1": 0.5223880597014925,
"5": 0.5174129353233831,
"10": 0.515
},
"hitRate1D": 0.5223880597014925,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3011938371434137,
"eligibleDays": 375,
"fitnessScore": 0.16484374020263143,
"lookbackDays": 14,
"returnLift1D": -0.00021627366726599735,
"hitRateLift1D": -0.002945273631840828,
"portfolioSize": 4,
"activationRate": 0.536,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5253333333333333,
"5": 0.5417789757412399,
"10": 0.5573770491803278
},
"sampleConfidence": 0.9996683250414594,
"shadowSharpeLike": 0.31243448081637354,
"avgForwardReturns": {
"1": 0.0013536496544920085,
"5": 0.005354277771463608,
"10": 0.0016546008098920462
},
"shadowMaxDrawdown": -0.5006564208639123,
"shadowTotalReturn": 0.03330558427564423,
"avgForwardReturn1D": 0.0013536496544920085,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11"
],
"horizonObservationCounts": {
"1": 201,
"5": 201,
"10": 200
},
"baselineAvgForwardReturns": {
"1": 0.0015699233217580059,
"5": 0.008731108353890292,
"10": 0.01799958416994455
}
},
{
"topN": 5,
"ticker": "APP",
"hitRates": {
"1": 0.5223880597014925,
"5": 0.5174129353233831,
"10": 0.515
},
"hitRate1D": 0.5223880597014925,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3011938371434137,
"eligibleDays": 375,
"fitnessScore": 0.16484374020263143,
"lookbackDays": 14,
"returnLift1D": -0.00021627366726599735,
"hitRateLift1D": -0.002945273631840828,
"portfolioSize": 5,
"activationRate": 0.536,
"activationCount": 201,
"baselineHitRates": {
"1": 0.5253333333333333,
"5": 0.5417789757412399,
"10": 0.5573770491803278
},
"sampleConfidence": 0.9996683250414594,
"shadowSharpeLike": 0.31243448081637354,
"avgForwardReturns": {
"1": 0.0013536496544920085,
"5": 0.005354277771463608,
"10": 0.0016546008098920462
},
"shadowMaxDrawdown": -0.5006564208639123,
"shadowTotalReturn": 0.03330558427564423,
"avgForwardReturn1D": 0.0013536496544920085,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11"
],
"horizonObservationCounts": {
"1": 201,
"5": 201,
"10": 200
},
"baselineAvgForwardReturns": {
"1": 0.0015699233217580059,
"5": 0.008731108353890292,
"10": 0.01799958416994455
}
},
{
"topN": 2,
"ticker": "APP",
"hitRates": {
"1": 0.519774011299435,
"5": 0.5141242937853108,
"10": 0.5056818181818182
},
"hitRate1D": 0.519774011299435,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.2730620585502099,
"eligibleDays": 375,
"fitnessScore": 0.13458875530867923,
"lookbackDays": 14,
"returnLift1D": -0.00009228212107321066,
"hitRateLift1D": -0.005559322033898306,
"portfolioSize": 2,
"activationRate": 0.472,
"activationCount": 177,
"baselineHitRates": {
"1": 0.5253333333333333,
"5": 0.5417789757412399,
"10": 0.5573770491803278
},
"sampleConfidence": 0.9996233521657252,
"shadowSharpeLike": 0.3102000661480901,
"avgForwardReturns": {
"1": 0.0014776412006847952,
"5": 0.0033381484600472503,
"10": 0.00021587636125309178
},
"shadowMaxDrawdown": -0.5006564208639122,
"shadowTotalReturn": 0.03787911841689717,
"avgForwardReturn1D": 0.0014776412006847952,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11"
],
"horizonObservationCounts": {
"1": 177,
"5": 177,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.0015699233217580059,
"5": 0.008731108353890292,
"10": 0.01799958416994455
}
},
{
"topN": 3,
"ticker": "APP",
"hitRates": {
"1": 0.4878048780487805,
"5": 0.4878048780487805,
"10": 0.5121951219512195
},
"hitRate1D": 0.4878048780487805,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.09945202519956049,
"eligibleDays": 344,
"fitnessScore": -0.1347321753654315,
"lookbackDays": 45,
"returnLift1D": -0.002885561437838006,
"hitRateLift1D": -0.04707884288145203,
"portfolioSize": 3,
"activationRate": 0.47674418604651164,
"activationCount": 164,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.5441176470588235,
"10": 0.5671641791044776
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.07476198874738818,
"avgForwardReturns": {
"1": -0.0001940009800179351,
"5": -0.0027253550472721238,
"10": 0.0022339469145063718
},
"shadowMaxDrawdown": -0.4293557284856018,
"shadowTotalReturn": -0.15073683658989667,
"avgForwardReturn1D": -0.0001940009800179351,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 164,
"5": 164,
"10": 164
},
"baselineAvgForwardReturns": {
"1": 0.002691560457820071,
"5": 0.012317450617375623,
"10": 0.02420537223216613
}
},
{
"topN": 4,
"ticker": "APP",
"hitRates": {
"1": 0.4941860465116279,
"5": 0.4941860465116279,
"10": 0.5087719298245614
},
"hitRate1D": 0.4941860465116279,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.09100440047792871,
"eligibleDays": 344,
"fitnessScore": -0.15631512599974462,
"lookbackDays": 45,
"returnLift1D": -0.0030320585285108417,
"hitRateLift1D": -0.04069767441860461,
"portfolioSize": 4,
"activationRate": 0.5,
"activationCount": 172,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.5441176470588235,
"10": 0.5671641791044776
},
"sampleConfidence": 0.9996124031007753,
"shadowSharpeLike": -0.1147775214424058,
"avgForwardReturns": {
"1": -0.00034049807069077084,
"5": -0.002574235499621926,
"10": 0.00035088750932920666
},
"shadowMaxDrawdown": -0.44240450711919477,
"shadowTotalReturn": -0.18158135626482885,
"avgForwardReturn1D": -0.00034049807069077084,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 172,
"5": 172,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.002691560457820071,
"5": 0.012317450617375623,
"10": 0.02420537223216613
}
},
{
"topN": 5,
"ticker": "APP",
"hitRates": {
"1": 0.4941860465116279,
"5": 0.4941860465116279,
"10": 0.5087719298245614
},
"hitRate1D": 0.4941860465116279,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.09100440047792871,
"eligibleDays": 344,
"fitnessScore": -0.15631512599974462,
"lookbackDays": 45,
"returnLift1D": -0.0030320585285108417,
"hitRateLift1D": -0.04069767441860461,
"portfolioSize": 5,
"activationRate": 0.5,
"activationCount": 172,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.5441176470588235,
"10": 0.5671641791044776
},
"sampleConfidence": 0.9996124031007753,
"shadowSharpeLike": -0.1147775214424058,
"avgForwardReturns": {
"1": -0.00034049807069077084,
"5": -0.002574235499621926,
"10": 0.00035088750932920666
},
"shadowMaxDrawdown": -0.44240450711919477,
"shadowTotalReturn": -0.18158135626482885,
"avgForwardReturn1D": -0.00034049807069077084,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 172,
"5": 172,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.002691560457820071,
"5": 0.012317450617375623,
"10": 0.02420537223216613
}
},
{
"topN": 3,
"ticker": "APP",
"hitRates": {
"1": 0.5,
"5": 0.536144578313253,
"10": 0.5
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.07990662849855341,
"eligibleDays": 368,
"fitnessScore": -0.18759559620637478,
"lookbackDays": 21,
"returnLift1D": -0.001502657275591143,
"hitRateLift1D": -0.024456521739130488,
"portfolioSize": 3,
"activationRate": 0.45108695652173914,
"activationCount": 166,
"baselineHitRates": {
"1": 0.5244565217391305,
"5": 0.532967032967033,
"10": 0.5487465181058496
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.010457245017723726,
"avgForwardReturns": {
"1": 0.00006682981078571485,
"5": 0.009751361870909291,
"10": 0.001924173932297857
},
"shadowMaxDrawdown": -0.5236162656329466,
"shadowTotalReturn": -0.18306009909921084,
"avgForwardReturn1D": 0.00006682981078571485,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19"
],
"horizonObservationCounts": {
"1": 166,
"5": 166,
"10": 166
},
"baselineAvgForwardReturns": {
"1": 0.0015694870863768578,
"5": 0.00832542832054272,
"10": 0.015692042325286447
}
},
{
"topN": 2,
"ticker": "APP",
"hitRates": {
"1": 0.49324324324324326,
"5": 0.5067567567567568,
"10": 0.46621621621621623
},
"hitRate1D": 0.49324324324324326,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.07152178448751557,
"eligibleDays": 368,
"fitnessScore": -0.21397986415173834,
"lookbackDays": 21,
"returnLift1D": -0.0014939829745241045,
"hitRateLift1D": -0.03121327849588723,
"portfolioSize": 2,
"activationRate": 0.40217391304347827,
"activationCount": 148,
"baselineHitRates": {
"1": 0.5244565217391305,
"5": 0.532967032967033,
"10": 0.5487465181058496
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.01125291538595099,
"avgForwardReturns": {
"1": 0.0000755041118527533,
"5": 0.0045469328463750205,
"10": -0.004441174901865916
},
"shadowMaxDrawdown": -0.568745058669037,
"shadowTotalReturn": -0.1569419585026518,
"avgForwardReturn1D": 0.0000755041118527533,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19"
],
"horizonObservationCounts": {
"1": 148,
"5": 148,
"10": 148
},
"baselineAvgForwardReturns": {
"1": 0.0015694870863768578,
"5": 0.00832542832054272,
"10": 0.015692042325286447
}
},
{
"topN": 2,
"ticker": "APP",
"hitRates": {
"1": 0.4892086330935252,
"5": 0.4676258992805755,
"10": 0.4892086330935252
},
"hitRate1D": 0.4892086330935252,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.05402493555524031,
"eligibleDays": 344,
"fitnessScore": -0.279809510053586,
"lookbackDays": 45,
"returnLift1D": -0.0036721502354533165,
"hitRateLift1D": -0.04567508783670732,
"portfolioSize": 2,
"activationRate": 0.40406976744186046,
"activationCount": 139,
"baselineHitRates": {
"1": 0.5348837209302325,
"5": 0.5441176470588235,
"10": 0.5671641791044776
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.28707047241231165,
"avgForwardReturns": {
"1": -0.0009805897776332458,
"5": -0.005008087997627908,
"10": -0.0029741070147358646
},
"shadowMaxDrawdown": -0.462252038950303,
"shadowTotalReturn": -0.21703607053554985,
"avgForwardReturn1D": -0.0009805897776332458,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 139,
"5": 139,
"10": 139
},
"baselineAvgForwardReturns": {
"1": 0.002691560457820071,
"5": 0.012317450617375623,
"10": 0.02420537223216613
}
},
{
"topN": 3,
"ticker": "APP",
"hitRates": {
"1": 0.48484848484848486,
"5": 0.4909090909090909,
"10": 0.49696969696969695
},
"hitRate1D": 0.48484848484848486,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.04901060707040777,
"eligibleDays": 359,
"fitnessScore": -0.30240255594309373,
"lookbackDays": 30,
"returnLift1D": -0.0016677774756012494,
"hitRateLift1D": -0.03604288005402212,
"portfolioSize": 3,
"activationRate": 0.4596100278551532,
"activationCount": 165,
"baselineHitRates": {
"1": 0.520891364902507,
"5": 0.5267605633802817,
"10": 0.5485714285714286
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.29410687192758184,
"avgForwardReturns": {
"1": -0.0010735065074996772,
"5": -0.001389051724778576,
"10": -0.0012331414001039347
},
"shadowMaxDrawdown": -0.4423990230451983,
"shadowTotalReturn": -0.2830756268386452,
"avgForwardReturn1D": -0.0010735065074996772,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-04-30",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 165,
"5": 165,
"10": 165
},
"baselineAvgForwardReturns": {
"1": 0.0005942709681015721,
"5": 0.004763730129024842,
"10": 0.01478523825703263
}
},
{
"topN": 4,
"ticker": "APP",
"hitRates": {
"1": 0.5057471264367817,
"5": 0.5344827586206896,
"10": 0.5
},
"hitRate1D": 0.5057471264367817,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.046764200926413334,
"eligibleDays": 368,
"fitnessScore": -0.31324375227175505,
"lookbackDays": 21,
"returnLift1D": -0.002011015716079276,
"hitRateLift1D": -0.01870939530234883,
"portfolioSize": 4,
"activationRate": 0.47282608695652173,
"activationCount": 174,
"baselineHitRates": {
"1": 0.5244565217391305,
"5": 0.532967032967033,
"10": 0.5487465181058496
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.12012010957410045,
"avgForwardReturns": {
"1": -0.00044152862970241804,
"5": 0.00888974881615826,
"10": 0.0033791662976748547
},
"shadowMaxDrawdown": -0.6045184600943037,
"shadowTotalReturn": -0.2744892139909981,
"avgForwardReturn1D": -0.00044152862970241804,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19"
],
"horizonObservationCounts": {
"1": 174,
"5": 174,
"10": 174
},
"baselineAvgForwardReturns": {
"1": 0.0015694870863768578,
"5": 0.00832542832054272,
"10": 0.015692042325286447
}
},
{
"topN": 5,
"ticker": "APP",
"hitRates": {
"1": 0.5057471264367817,
"5": 0.5344827586206896,
"10": 0.5
},
"hitRate1D": 0.5057471264367817,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.046764200926413334,
"eligibleDays": 368,
"fitnessScore": -0.31324375227175505,
"lookbackDays": 21,
"returnLift1D": -0.002011015716079276,
"hitRateLift1D": -0.01870939530234883,
"portfolioSize": 5,
"activationRate": 0.47282608695652173,
"activationCount": 174,
"baselineHitRates": {
"1": 0.5244565217391305,
"5": 0.532967032967033,
"10": 0.5487465181058496
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.12012010957410045,
"avgForwardReturns": {
"1": -0.00044152862970241804,
"5": 0.00888974881615826,
"10": 0.0033791662976748547
},
"shadowMaxDrawdown": -0.6045184600943037,
"shadowTotalReturn": -0.2744892139909981,
"avgForwardReturn1D": -0.00044152862970241804,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19"
],
"horizonObservationCounts": {
"1": 174,
"5": 174,
"10": 174
},
"baselineAvgForwardReturns": {
"1": 0.0015694870863768578,
"5": 0.00832542832054272,
"10": 0.015692042325286447
}
},
{
"topN": 2,
"ticker": "APP",
"hitRates": {
"1": 0.49635036496350365,
"5": 0.48175182481751827,
"10": 0.46715328467153283
},
"hitRate1D": 0.49635036496350365,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.04538312912835562,
"eligibleDays": 359,
"fitnessScore": -0.32015732228928867,
"lookbackDays": 30,
"returnLift1D": -0.001947400091294454,
"hitRateLift1D": -0.024540999939003327,
"portfolioSize": 2,
"activationRate": 0.3816155988857939,
"activationCount": 137,
"baselineHitRates": {
"1": 0.520891364902507,
"5": 0.5267605633802817,
"10": 0.5485714285714286
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.3499423692789135,
"avgForwardReturns": {
"1": -0.0013531291231928817,
"5": -0.004321093644128305,
"10": -0.012879821898245537
},
"shadowMaxDrawdown": -0.4423990230451983,
"shadowTotalReturn": -0.2684244479906981,
"avgForwardReturn1D": -0.0013531291231928817,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-04-30",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 137,
"5": 137,
"10": 137
},
"baselineAvgForwardReturns": {
"1": 0.0005942709681015721,
"5": 0.004763730129024842,
"10": 0.01478523825703263
}
},
{
"topN": 4,
"ticker": "APP",
"hitRates": {
"1": 0.47904191616766467,
"5": 0.48502994011976047,
"10": 0.49101796407185627
},
"hitRate1D": 0.47904191616766467,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.027620131725923043,
"eligibleDays": 359,
"fitnessScore": -0.43346435681868045,
"lookbackDays": 30,
"returnLift1D": -0.002476181820374348,
"hitRateLift1D": -0.04184944873484231,
"portfolioSize": 4,
"activationRate": 0.46518105849582175,
"activationCount": 167,
"baselineHitRates": {
"1": 0.520891364902507,
"5": 0.5267605633802817,
"10": 0.5485714285714286
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.5019275956955213,
"avgForwardReturns": {
"1": -0.0018819108522727757,
"5": -0.003089654217276065,
"10": -0.0025334098396540905
},
"shadowMaxDrawdown": -0.4423990230451983,
"shadowTotalReturn": -0.3787131822389892,
"avgForwardReturn1D": -0.0018819108522727757,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-04-30",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 167,
"5": 167,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.0005942709681015721,
"5": 0.004763730129024842,
"10": 0.01478523825703263
}
},
{
"topN": 5,
"ticker": "APP",
"hitRates": {
"1": 0.47904191616766467,
"5": 0.48502994011976047,
"10": 0.49101796407185627
},
"hitRate1D": 0.47904191616766467,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.027620131725923043,
"eligibleDays": 359,
"fitnessScore": -0.43346435681868045,
"lookbackDays": 30,
"returnLift1D": -0.002476181820374348,
"hitRateLift1D": -0.04184944873484231,
"portfolioSize": 5,
"activationRate": 0.46518105849582175,
"activationCount": 167,
"baselineHitRates": {
"1": 0.520891364902507,
"5": 0.5267605633802817,
"10": 0.5485714285714286
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.5019275956955213,
"avgForwardReturns": {
"1": -0.0018819108522727757,
"5": -0.003089654217276065,
"10": -0.0025334098396540905
},
"shadowMaxDrawdown": -0.4423990230451983,
"shadowTotalReturn": -0.3787131822389892,
"avgForwardReturn1D": -0.0018819108522727757,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-04-30",
"2025-05-09",
"2025-05-12"
],
"horizonObservationCounts": {
"1": 167,
"5": 167,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.0005942709681015721,
"5": 0.004763730129024842,
"10": 0.01478523825703263
}
}
],
"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": 0.3115914473473798,
"fitnessScore": 0.17560828313019003,
"lookbackDays": 14,
"returnLift1D": -0.0001455008010546716,
"activationRate": 0.5146666666666667,
"activationCount": 193,
"sampleConfidence": 0.9996545768566495,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.044530110087762864,
"avgForwardReturn1D": 0.0014244225207033342
},
{
"comboQuality": 0.07990662849855341,
"fitnessScore": -0.18759559620637478,
"lookbackDays": 21,
"returnLift1D": -0.001502657275591143,
"activationRate": 0.45108695652173914,
"activationCount": 166,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.18306009909921084,
"avgForwardReturn1D": 0.00006682981078571485
},
{
"comboQuality": 0.04901060707040777,
"fitnessScore": -0.30240255594309373,
"lookbackDays": 30,
"returnLift1D": -0.0016677774756012494,
"activationRate": 0.4596100278551532,
"activationCount": 165,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.2830756268386452,
"avgForwardReturn1D": -0.0010735065074996772
},
{
"comboQuality": 0.09945202519956049,
"fitnessScore": -0.1347321753654315,
"lookbackDays": 45,
"returnLift1D": -0.002885561437838006,
"activationRate": 0.47674418604651164,
"activationCount": 164,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.15073683658989667,
"avgForwardReturn1D": -0.0001940009800179351
},
{
"comboQuality": 0.8390363290061303,
"fitnessScore": 0.7132365687220343,
"lookbackDays": 63,
"returnLift1D": 0.00029649705191360986,
"activationRate": 0.5674846625766872,
"activationCount": 185,
"sampleConfidence": 0.9996396396396396,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.4005100370864334,
"avgForwardReturn1D": 0.002680184936746851
}
],
"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": "7e30af927e03a1898780b71f82f27b77d4cba4c2adfec1c6ae1dd52fcf211770",
"size": 13,
"members": [
"APP",
"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."
}