Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"COR"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "COR",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 3,
"ticker": "COR",
"hitRates": {
"1": 0.5825242718446602,
"5": 0.6666666666666666,
"10": 0.7553191489361702
},
"hitRate1D": 0.5825242718446602,
"comboQuality": 0.7008828550774602,
"eligibleDays": 339,
"fitnessScore": 0.5373312047663876,
"lookbackDays": 21,
"returnLift1D": 0.001340006285470228,
"hitRateLift1D": 0.027300391247645273,
"activationRate": 0.30678466076696165,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5552238805970149,
"5": 0.5498489425981873,
"10": 0.6288343558282209
},
"sampleConfidence": 0.9897435897435898,
"shadowSharpeLike": 1.1895439725613832,
"avgForwardReturns": {
"1": 0.0019815172647448813,
"5": 0.009123053855016303,
"10": 0.017287594562335758
},
"shadowMaxDrawdown": -0.0775558944509872,
"shadowTotalReturn": 0.19792088326122537,
"avgForwardReturn1D": 0.0019815172647448813,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 103,
"5": 99,
"10": 94
},
"baselineAvgForwardReturns": {
"1": 0.0006415109792746533,
"5": 0.002816116068009728,
"10": 0.005294380446448951
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.7008828550774602,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.4789684371084634,
"bestRawFitnessScore": 0.5373312047663876,
"upperQuartileComboQuality": 0.5888046228144177
},
"algorithmFit": {
"label": "moderate",
"score": 0.5214077388528391,
"rawScore": 0.547256130187548,
"confidence": 0.9055345754615831,
"bestProfile": {
"topN": 3,
"lookbackDays": 21
},
"profileBreadth": 0.34997364957459876,
"recommendedRegion": {
"topNs": [
2,
3,
5
],
"lookbackDays": [
21,
63
]
},
"parameterStability": 0.516675856894696,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "COR",
"hitRates": {
"1": 0.5825242718446602,
"5": 0.6666666666666666,
"10": 0.7553191489361702
},
"hitRate1D": 0.5825242718446602,
"comboQuality": 0.7008828550774602,
"eligibleDays": 339,
"fitnessScore": 0.5373312047663876,
"lookbackDays": 21,
"returnLift1D": 0.001340006285470228,
"hitRateLift1D": 0.027300391247645273,
"activationRate": 0.30678466076696165,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5552238805970149,
"5": 0.5498489425981873,
"10": 0.6288343558282209
},
"sampleConfidence": 0.9897435897435898,
"shadowSharpeLike": 1.1895439725613832,
"avgForwardReturns": {
"1": 0.0019815172647448813,
"5": 0.009123053855016303,
"10": 0.017287594562335758
},
"shadowMaxDrawdown": -0.0775558944509872,
"shadowTotalReturn": 0.19792088326122537,
"avgForwardReturn1D": 0.0019815172647448813,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 103,
"5": 99,
"10": 94
},
"baselineAvgForwardReturns": {
"1": 0.0006415109792746533,
"5": 0.002816116068009728,
"10": 0.005294380446448951
}
},
{
"topN": 5,
"ticker": "COR",
"hitRates": {
"1": 0.5882352941176471,
"5": 0.6136363636363636,
"10": 0.7086614173228346
},
"hitRate1D": 0.5882352941176471,
"comboQuality": 0.6658370338806218,
"eligibleDays": 339,
"fitnessScore": 0.5016715530507526,
"lookbackDays": 21,
"returnLift1D": 0.0008540380637507458,
"hitRateLift1D": 0.033011413520632193,
"activationRate": 0.40412979351032446,
"activationCount": 137,
"baselineHitRates": {
"1": 0.5552238805970149,
"5": 0.5498489425981873,
"10": 0.6288343558282209
},
"sampleConfidence": 0.9922141119221412,
"shadowSharpeLike": 0.8538204786103849,
"avgForwardReturns": {
"1": 0.001495549043025399,
"5": 0.0077035843608650725,
"10": 0.01475315800187764
},
"shadowMaxDrawdown": -0.20516762225437435,
"shadowTotalReturn": 0.18248530216333192,
"avgForwardReturn1D": 0.001495549043025399,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 136,
"5": 132,
"10": 127
},
"baselineAvgForwardReturns": {
"1": 0.0006415109792746533,
"5": 0.002816116068009728,
"10": 0.005294380446448951
}
},
{
"topN": 2,
"ticker": "COR",
"hitRates": {
"1": 0.5934065934065934,
"5": 0.6896551724137931,
"10": 0.7439024390243902
},
"hitRate1D": 0.5934065934065934,
"comboQuality": 0.6156727531171642,
"eligibleDays": 339,
"fitnessScore": 0.4536686601153175,
"lookbackDays": 21,
"returnLift1D": 0.0010509087926330249,
"hitRateLift1D": 0.03818271280957852,
"activationRate": 0.2713864306784661,
"activationCount": 92,
"baselineHitRates": {
"1": 0.5552238805970149,
"5": 0.5498489425981873,
"10": 0.6288343558282209
},
"sampleConfidence": 0.9884057971014494,
"shadowSharpeLike": 0.944024451365146,
"avgForwardReturns": {
"1": 0.001692419771907678,
"5": 0.00872866763702618,
"10": 0.0163394683689062
},
"shadowMaxDrawdown": -0.09057045679461095,
"shadowTotalReturn": 0.14393495186917282,
"avgForwardReturn1D": 0.001692419771907678,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 91,
"5": 87,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.0006415109792746533,
"5": 0.002816116068009728,
"10": 0.005294380446448951
}
},
{
"topN": 5,
"ticker": "COR",
"hitRates": {
"1": 0.6020408163265306,
"5": 0.5816326530612245,
"10": 0.6938775510204082
},
"hitRate1D": 0.6020408163265306,
"comboQuality": 0.6003778327096807,
"eligibleDays": 297,
"fitnessScore": 0.43954872503994447,
"lookbackDays": 63,
"returnLift1D": 0.0007343993297980223,
"hitRateLift1D": 0.05596573100229851,
"activationRate": 0.32996632996632996,
"activationCount": 98,
"baselineHitRates": {
"1": 0.5460750853242321,
"5": 0.5259515570934256,
"10": 0.602112676056338
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8613364717825156,
"avgForwardReturns": {
"1": 0.0011137806045700104,
"5": 0.005995996627580758,
"10": 0.01233120461487067
},
"shadowMaxDrawdown": -0.10553531239952829,
"shadowTotalReturn": 0.10288545080169964,
"avgForwardReturn1D": 0.0011137806045700104,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 98,
"5": 98,
"10": 98
},
"baselineAvgForwardReturns": {
"1": 0.00037938127477198807,
"5": 0.001567312869025218,
"10": 0.00323081433508726
}
},
{
"topN": 4,
"ticker": "COR",
"hitRates": {
"1": 0.5714285714285714,
"5": 0.6589147286821705,
"10": 0.7661290322580645
},
"hitRate1D": 0.5714285714285714,
"comboQuality": 0.5894146650436886,
"eligibleDays": 352,
"fitnessScore": 0.42954015596737566,
"lookbackDays": 14,
"returnLift1D": 0.0006146043740285249,
"hitRateLift1D": 0.015232606010703975,
"activationRate": 0.3806818181818182,
"activationCount": 134,
"baselineHitRates": {
"1": 0.5561959654178674,
"5": 0.5510204081632653,
"10": 0.6371681415929203
},
"sampleConfidence": 0.992039800995025,
"shadowSharpeLike": 0.6968782563266462,
"avgForwardReturns": {
"1": 0.001286363295597527,
"5": 0.00940440968503245,
"10": 0.019844177254298125
},
"shadowMaxDrawdown": -0.1690767668991917,
"shadowTotalReturn": 0.14431926463564704,
"avgForwardReturn1D": 0.001286363295597527,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 133,
"5": 129,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.000671758921569002,
"5": 0.0031292968778162773,
"10": 0.006434801774207103
}
},
{
"topN": 4,
"ticker": "COR",
"hitRates": {
"1": 0.5909090909090909,
"5": 0.6071428571428571,
"10": 0.6097560975609756
},
"hitRate1D": 0.5909090909090909,
"comboQuality": 0.5886012754046608,
"eligibleDays": 315,
"fitnessScore": 0.42880094762861765,
"lookbackDays": 45,
"returnLift1D": 0.0011704119327510514,
"hitRateLift1D": 0.04428529669687231,
"activationRate": 0.28253968253968254,
"activationCount": 89,
"baselineHitRates": {
"1": 0.5466237942122186,
"5": 0.5374592833876222,
"10": 0.6026490066225165
},
"sampleConfidence": 0.9902621722846443,
"shadowSharpeLike": 0.8477097889740629,
"avgForwardReturns": {
"1": 0.0015938322946573121,
"5": 0.004874828947511892,
"10": 0.009065587589417012
},
"shadowMaxDrawdown": -0.1167676128134415,
"shadowTotalReturn": 0.1321781527280188,
"avgForwardReturn1D": 0.0015938322946573121,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 88,
"5": 84,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.0004234203619062606,
"5": 0.0018925851896347968,
"10": 0.0034745646453236386
}
},
{
"topN": 3,
"ticker": "COR",
"hitRates": {
"1": 0.5752212389380531,
"5": 0.6818181818181818,
"10": 0.780952380952381
},
"hitRate1D": 0.5752212389380531,
"comboQuality": 0.5659172120274892,
"eligibleDays": 352,
"fitnessScore": 0.4083467560271977,
"lookbackDays": 14,
"returnLift1D": 0.0007211220976495998,
"hitRateLift1D": 0.01902527352018568,
"activationRate": 0.32386363636363635,
"activationCount": 114,
"baselineHitRates": {
"1": 0.5561959654178674,
"5": 0.5510204081632653,
"10": 0.6371681415929203
},
"sampleConfidence": 0.9918128654970761,
"shadowSharpeLike": 0.7927958571350038,
"avgForwardReturns": {
"1": 0.0013928810192186019,
"5": 0.010246265416976656,
"10": 0.021340452000085292
},
"shadowMaxDrawdown": -0.14479509141484936,
"shadowTotalReturn": 0.13115553028229443,
"avgForwardReturn1D": 0.0013928810192186019,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 113,
"5": 110,
"10": 105
},
"baselineAvgForwardReturns": {
"1": 0.000671758921569002,
"5": 0.0031292968778162773,
"10": 0.006434801774207103
}
},
{
"topN": 4,
"ticker": "COR",
"hitRates": {
"1": 0.5842696629213483,
"5": 0.550561797752809,
"10": 0.6629213483146067
},
"hitRate1D": 0.5842696629213483,
"comboQuality": 0.5179800347062906,
"eligibleDays": 297,
"fitnessScore": 0.3658292559732358,
"lookbackDays": 63,
"returnLift1D": 0.000618227257581151,
"hitRateLift1D": 0.0381945775971162,
"activationRate": 0.2996632996632997,
"activationCount": 89,
"baselineHitRates": {
"1": 0.5460750853242321,
"5": 0.5259515570934256,
"10": 0.602112676056338
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7119764004983175,
"avgForwardReturns": {
"1": 0.000997608532353139,
"5": 0.005344024894360523,
"10": 0.011101751879417091
},
"shadowMaxDrawdown": -0.10662735308925031,
"shadowTotalReturn": 0.08101263338964992,
"avgForwardReturn1D": 0.000997608532353139,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 89,
"5": 89,
"10": 89
},
"baselineAvgForwardReturns": {
"1": 0.00037938127477198807,
"5": 0.001567312869025218,
"10": 0.00323081433508726
}
},
{
"topN": 3,
"ticker": "COR",
"hitRates": {
"1": 0.5833333333333334,
"5": 0.6125,
"10": 0.5897435897435898
},
"hitRate1D": 0.5833333333333334,
"comboQuality": 0.5171505868531872,
"eligibleDays": 315,
"fitnessScore": 0.36509843974951167,
"lookbackDays": 45,
"returnLift1D": 0.0008961054170540417,
"hitRateLift1D": 0.03670953912111474,
"activationRate": 0.2698412698412698,
"activationCount": 85,
"baselineHitRates": {
"1": 0.5466237942122186,
"5": 0.5374592833876222,
"10": 0.6026490066225165
},
"sampleConfidence": 0.9898039215686275,
"shadowSharpeLike": 0.6695778450832924,
"avgForwardReturns": {
"1": 0.0013195257789603023,
"5": 0.004634954954268873,
"10": 0.00820892835951568
},
"shadowMaxDrawdown": -0.11332507338991538,
"shadowTotalReturn": 0.09961607405282025,
"avgForwardReturn1D": 0.0013195257789603023,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 84,
"5": 80,
"10": 78
},
"baselineAvgForwardReturns": {
"1": 0.0004234203619062606,
"5": 0.0018925851896347968,
"10": 0.0034745646453236386
}
},
{
"topN": 5,
"ticker": "COR",
"hitRates": {
"1": 0.5526315789473685,
"5": 0.6283783783783784,
"10": 0.7552447552447552
},
"hitRate1D": 0.5526315789473685,
"comboQuality": 0.5008136415901223,
"eligibleDays": 352,
"fitnessScore": 0.35071600523131413,
"lookbackDays": 14,
"returnLift1D": 0.00016297101861471365,
"hitRateLift1D": -0.003564386470498948,
"activationRate": 0.4346590909090909,
"activationCount": 153,
"baselineHitRates": {
"1": 0.5561959654178674,
"5": 0.5510204081632653,
"10": 0.6371681415929203
},
"sampleConfidence": 0.9930283224400872,
"shadowSharpeLike": 0.46814438848766193,
"avgForwardReturns": {
"1": 0.0008347299401837157,
"5": 0.008060301660467738,
"10": 0.019723064744722605
},
"shadowMaxDrawdown": -0.18614948475951154,
"shadowTotalReturn": 0.09201016402320872,
"avgForwardReturn1D": 0.0008347299401837157,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20"
],
"horizonObservationCounts": {
"1": 152,
"5": 148,
"10": 143
},
"baselineAvgForwardReturns": {
"1": 0.000671758921569002,
"5": 0.0031292968778162773,
"10": 0.006434801774207103
}
},
{
"topN": 4,
"ticker": "COR",
"hitRates": {
"1": 0.576271186440678,
"5": 0.631578947368421,
"10": 0.7247706422018348
},
"hitRate1D": 0.576271186440678,
"comboQuality": 0.4571232326268045,
"eligibleDays": 339,
"fitnessScore": 0.31217554602546616,
"lookbackDays": 21,
"returnLift1D": 0.00023571182359233473,
"hitRateLift1D": 0.0210473058436631,
"activationRate": 0.35103244837758113,
"activationCount": 119,
"baselineHitRates": {
"1": 0.5552238805970149,
"5": 0.5498489425981873,
"10": 0.6288343558282209
},
"sampleConfidence": 0.9910364145658264,
"shadowSharpeLike": 0.4228292844378426,
"avgForwardReturns": {
"1": 0.000877222802866988,
"5": 0.008490482142155273,
"10": 0.014895742357250526
},
"shadowMaxDrawdown": -0.19983624829563462,
"shadowTotalReturn": 0.0732740084560708,
"avgForwardReturn1D": 0.000877222802866988,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01"
],
"horizonObservationCounts": {
"1": 118,
"5": 114,
"10": 109
},
"baselineAvgForwardReturns": {
"1": 0.0006415109792746533,
"5": 0.002816116068009728,
"10": 0.005294380446448951
}
},
{
"topN": 4,
"ticker": "COR",
"hitRates": {
"1": 0.5471698113207547,
"5": 0.6568627450980392,
"10": 0.711340206185567
},
"hitRate1D": 0.5471698113207547,
"comboQuality": 0.45130299046350886,
"eligibleDays": 330,
"fitnessScore": 0.30701035861983283,
"lookbackDays": 30,
"returnLift1D": 0.0005734640393174503,
"hitRateLift1D": 0.0011575413821044434,
"activationRate": 0.3242424242424242,
"activationCount": 107,
"baselineHitRates": {
"1": 0.5460122699386503,
"5": 0.5372670807453416,
"10": 0.6182965299684543
},
"sampleConfidence": 0.9900311526479751,
"shadowSharpeLike": 0.519990339423596,
"avgForwardReturns": {
"1": 0.0010734216332312315,
"5": 0.007150140338600266,
"10": 0.018032814475609747
},
"shadowMaxDrawdown": -0.14650426498961266,
"shadowTotalReturn": 0.08941933140221048,
"avgForwardReturn1D": 0.0010734216332312315,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 106,
"5": 102,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.0004999575939137812,
"5": 0.0020871862921238546,
"10": 0.004385326446313491
}
},
{
"topN": 2,
"ticker": "COR",
"hitRates": {
"1": 0.5591397849462365,
"5": 0.6555555555555556,
"10": 0.7764705882352941
},
"hitRate1D": 0.5591397849462365,
"comboQuality": 0.4422122100832074,
"eligibleDays": 352,
"fitnessScore": 0.2989184848850667,
"lookbackDays": 14,
"returnLift1D": 0.0004755554243177278,
"hitRateLift1D": 0.002943819528369085,
"activationRate": 0.26704545454545453,
"activationCount": 94,
"baselineHitRates": {
"1": 0.5561959654178674,
"5": 0.5510204081632653,
"10": 0.6371681415929203
},
"sampleConfidence": 0.9900709219858157,
"shadowSharpeLike": 0.5533056909692565,
"avgForwardReturns": {
"1": 0.0011473143458867298,
"5": 0.007172527139933358,
"10": 0.018841365580164405
},
"shadowMaxDrawdown": -0.11016404946160674,
"shadowTotalReturn": 0.07841788049441378,
"avgForwardReturn1D": 0.0011473143458867298,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21"
],
"horizonObservationCounts": {
"1": 93,
"5": 90,
"10": 85
},
"baselineAvgForwardReturns": {
"1": 0.000671758921569002,
"5": 0.0031292968778162773,
"10": 0.006434801774207103
}
},
{
"topN": 5,
"ticker": "COR",
"hitRates": {
"1": 0.5304347826086957,
"5": 0.6576576576576577,
"10": 0.6886792452830188
},
"hitRate1D": 0.5304347826086957,
"comboQuality": 0.39723288570046994,
"eligibleDays": 330,
"fitnessScore": 0.2582581986837051,
"lookbackDays": 30,
"returnLift1D": 0.00032114186669277174,
"hitRateLift1D": -0.015577487329954565,
"activationRate": 0.3515151515151515,
"activationCount": 116,
"baselineHitRates": {
"1": 0.5460122699386503,
"5": 0.5372670807453416,
"10": 0.6182965299684543
},
"sampleConfidence": 0.9908045977011495,
"shadowSharpeLike": 0.39494766190530384,
"avgForwardReturns": {
"1": 0.000821099460606553,
"5": 0.00731132816863765,
"10": 0.016449020394957877
},
"shadowMaxDrawdown": -0.15681851393046842,
"shadowTotalReturn": 0.06534520421128875,
"avgForwardReturn1D": 0.000821099460606553,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 115,
"5": 111,
"10": 106
},
"baselineAvgForwardReturns": {
"1": 0.0004999575939137812,
"5": 0.0020871862921238546,
"10": 0.004385326446313491
}
},
{
"topN": 3,
"ticker": "COR",
"hitRates": {
"1": 0.5662650602409639,
"5": 0.5542168674698795,
"10": 0.6506024096385542
},
"hitRate1D": 0.5662650602409639,
"comboQuality": 0.3668965207527192,
"eligibleDays": 297,
"fitnessScore": 0.22997811238504623,
"lookbackDays": 63,
"returnLift1D": -0.000005056427362927301,
"hitRateLift1D": 0.0201899749167318,
"activationRate": 0.27946127946127947,
"activationCount": 83,
"baselineHitRates": {
"1": 0.5460750853242321,
"5": 0.5259515570934256,
"10": 0.602112676056338
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.22510586457024692,
"avgForwardReturns": {
"1": 0.00037432484740906077,
"5": 0.004639028583087678,
"10": 0.010432167585445457
},
"shadowMaxDrawdown": -0.1055353123995284,
"shadowTotalReturn": 0.01998967208648339,
"avgForwardReturn1D": 0.00037432484740906077,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 83,
"5": 83,
"10": 83
},
"baselineAvgForwardReturns": {
"1": 0.00037938127477198807,
"5": 0.001567312869025218,
"10": 0.00323081433508726
}
},
{
"topN": 5,
"ticker": "COR",
"hitRates": {
"1": 0.5567010309278351,
"5": 0.5913978494623656,
"10": 0.5934065934065934
},
"hitRate1D": 0.5567010309278351,
"comboQuality": 0.3506007886986597,
"eligibleDays": 315,
"fitnessScore": 0.214392126915485,
"lookbackDays": 45,
"returnLift1D": 0.00006428713980269834,
"hitRateLift1D": 0.010077236715616444,
"activationRate": 0.3111111111111111,
"activationCount": 98,
"baselineHitRates": {
"1": 0.5466237942122186,
"5": 0.5374592833876222,
"10": 0.6026490066225165
},
"sampleConfidence": 0.9911564625850341,
"shadowSharpeLike": 0.21648288401465654,
"avgForwardReturns": {
"1": 0.0004877075017089589,
"5": 0.003499647278681933,
"10": 0.006374059663645883
},
"shadowMaxDrawdown": -0.16256856676181475,
"shadowTotalReturn": 0.02529766774106257,
"avgForwardReturn1D": 0.0004877075017089589,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 97,
"5": 93,
"10": 91
},
"baselineAvgForwardReturns": {
"1": 0.0004234203619062606,
"5": 0.0018925851896347968,
"10": 0.0034745646453236386
}
},
{
"topN": 2,
"ticker": "COR",
"hitRates": {
"1": 0.5909090909090909,
"5": 0.5151515151515151,
"10": 0.6060606060606061
},
"hitRate1D": 0.5909090909090909,
"comboQuality": 0.34110927521023165,
"eligibleDays": 297,
"fitnessScore": 0.20516193962204154,
"lookbackDays": 63,
"returnLift1D": -0.00017431150356765656,
"hitRateLift1D": 0.04483400558485884,
"activationRate": 0.2222222222222222,
"activationCount": 66,
"baselineHitRates": {
"1": 0.5460750853242321,
"5": 0.5259515570934256,
"10": 0.602112676056338
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.07437752597401417,
"avgForwardReturns": {
"1": 0.0002050697712043315,
"5": 0.001035146351458223,
"10": 0.0063686927981647014
},
"shadowMaxDrawdown": -0.10553531239952829,
"shadowTotalReturn": 0.003164917351477392,
"avgForwardReturn1D": 0.0002050697712043315,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 66,
"5": 66,
"10": 66
},
"baselineAvgForwardReturns": {
"1": 0.00037938127477198807,
"5": 0.001567312869025218,
"10": 0.00323081433508726
}
},
{
"topN": 3,
"ticker": "COR",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.6547619047619048,
"10": 0.7088607594936709
},
"hitRate1D": 0.5454545454545454,
"comboQuality": 0.3270532834632958,
"eligibleDays": 330,
"fitnessScore": 0.19126052911757982,
"lookbackDays": 30,
"returnLift1D": 0.0000683612174303364,
"hitRateLift1D": -0.000557724484104849,
"activationRate": 0.2696969696969697,
"activationCount": 89,
"baselineHitRates": {
"1": 0.5460122699386503,
"5": 0.5372670807453416,
"10": 0.6182965299684543
},
"sampleConfidence": 0.9880149812734083,
"shadowSharpeLike": 0.21121091340986797,
"avgForwardReturns": {
"1": 0.0005683188113441176,
"5": 0.006504111276765082,
"10": 0.018202360888948256
},
"shadowMaxDrawdown": -0.13178111532843495,
"shadowTotalReturn": 0.026246520290386988,
"avgForwardReturn1D": 0.0005683188113441176,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 88,
"5": 84,
"10": 79
},
"baselineAvgForwardReturns": {
"1": 0.0004999575939137812,
"5": 0.0020871862921238546,
"10": 0.004385326446313491
}
},
{
"topN": 2,
"ticker": "COR",
"hitRates": {
"1": 0.547945205479452,
"5": 0.6086956521739131,
"10": 0.5223880597014925
},
"hitRate1D": 0.547945205479452,
"comboQuality": 0.278491753484241,
"eligibleDays": 315,
"fitnessScore": 0.14056982093828083,
"lookbackDays": 45,
"returnLift1D": -0.00017622497065797273,
"hitRateLift1D": 0.0013214112672333966,
"activationRate": 0.23492063492063492,
"activationCount": 74,
"baselineHitRates": {
"1": 0.5466237942122186,
"5": 0.5374592833876222,
"10": 0.6026490066225165
},
"sampleConfidence": 0.9882882882882883,
"shadowSharpeLike": 0.06051207188181145,
"avgForwardReturns": {
"1": 0.00024719539124828786,
"5": 0.0018486466370752602,
"10": 0.0017947158948361684
},
"shadowMaxDrawdown": -0.12198244306638584,
"shadowTotalReturn": 0.00003811130914055383,
"avgForwardReturn1D": 0.00024719539124828786,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 73,
"5": 69,
"10": 67
},
"baselineAvgForwardReturns": {
"1": 0.0004234203619062606,
"5": 0.0018925851896347968,
"10": 0.0034745646453236386
}
},
{
"topN": 2,
"ticker": "COR",
"hitRates": {
"1": 0.5263157894736842,
"5": 0.6527777777777778,
"10": 0.7014925373134329
},
"hitRate1D": 0.5263157894736842,
"comboQuality": 0.2674632760672953,
"eligibleDays": 330,
"fitnessScore": 0.12834313522682336,
"lookbackDays": 30,
"returnLift1D": -0.00008777088912332562,
"hitRateLift1D": -0.019696480464966082,
"activationRate": 0.23333333333333334,
"activationCount": 77,
"baselineHitRates": {
"1": 0.5460122699386503,
"5": 0.5372670807453416,
"10": 0.6182965299684543
},
"sampleConfidence": 0.9861471861471862,
"shadowSharpeLike": 0.13724365740143535,
"avgForwardReturns": {
"1": 0.0004121867047904556,
"5": 0.004839305071684207,
"10": 0.01529289412929542
},
"shadowMaxDrawdown": -0.12394569730878668,
"shadowTotalReturn": 0.012340167292198112,
"avgForwardReturn1D": 0.0004121867047904556,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 76,
"5": 72,
"10": 67
},
"baselineAvgForwardReturns": {
"1": 0.0004999575939137812,
"5": 0.0020871862921238546,
"10": 0.004385326446313491
}
}
],
"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": 0.5894146650436886,
"fitnessScore": 0.42954015596737566,
"lookbackDays": 14,
"returnLift1D": 0.0006146043740285249,
"activationRate": 0.3806818181818182,
"activationCount": 134,
"sampleConfidence": 0.992039800995025,
"shadowTotalReturn": 0.14431926463564704,
"avgForwardReturn1D": 0.001286363295597527
},
{
"bestTopN": 3,
"comboQuality": 0.7008828550774602,
"fitnessScore": 0.5373312047663876,
"lookbackDays": 21,
"returnLift1D": 0.001340006285470228,
"activationRate": 0.30678466076696165,
"activationCount": 104,
"sampleConfidence": 0.9897435897435898,
"shadowTotalReturn": 0.19792088326122537,
"avgForwardReturn1D": 0.0019815172647448813
},
{
"bestTopN": 4,
"comboQuality": 0.45130299046350886,
"fitnessScore": 0.30701035861983283,
"lookbackDays": 30,
"returnLift1D": 0.0005734640393174503,
"activationRate": 0.3242424242424242,
"activationCount": 107,
"sampleConfidence": 0.9900311526479751,
"shadowTotalReturn": 0.08941933140221048,
"avgForwardReturn1D": 0.0010734216332312315
},
{
"bestTopN": 4,
"comboQuality": 0.5886012754046608,
"fitnessScore": 0.42880094762861765,
"lookbackDays": 45,
"returnLift1D": 0.0011704119327510514,
"activationRate": 0.28253968253968254,
"activationCount": 89,
"sampleConfidence": 0.9902621722846443,
"shadowTotalReturn": 0.1321781527280188,
"avgForwardReturn1D": 0.0015938322946573121
},
{
"bestTopN": 5,
"comboQuality": 0.6003778327096807,
"fitnessScore": 0.43954872503994447,
"lookbackDays": 63,
"returnLift1D": 0.0007343993297980223,
"activationRate": 0.32996632996632996,
"activationCount": 98,
"sampleConfidence": 1,
"shadowTotalReturn": 0.10288545080169964,
"avgForwardReturn1D": 0.0011137806045700104
}
],
"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": "879cbf8d059fbde9eb731b6d504b982d11884346fe2a80dec9f588020c9e6719",
"size": 13,
"members": [
"COR",
"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",
"COR"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "COR",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "COR",
"hitRates": {
"1": 0.6033057851239669,
"5": 0.6495726495726496,
"10": 0.7053571428571429
},
"hitRate1D": 0.6033057851239669,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.769120188492457,
"eligibleDays": 344,
"fitnessScore": 0.6147369935330228,
"lookbackDays": 45,
"returnLift1D": 0.001266263617532305,
"hitRateLift1D": 0.053887180472804164,
"portfolioSize": 4,
"activationRate": 0.35174418604651164,
"activationCount": 121,
"baselineHitRates": {
"1": 0.5494186046511628,
"5": 0.5588235294117647,
"10": 0.6268656716417911
},
"sampleConfidence": 0.9928374655647384,
"shadowSharpeLike": 1.1950046240177428,
"avgForwardReturns": {
"1": 0.001912651197969024,
"5": 0.007936320997226236,
"10": 0.015543719057453362
},
"shadowMaxDrawdown": -0.1155825535597107,
"shadowTotalReturn": 0.23703398944642773,
"avgForwardReturn1D": 0.001912651197969024,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 121,
"5": 117,
"10": 112
},
"baselineAvgForwardReturns": {
"1": 0.0006463875804367192,
"5": 0.00322699419191143,
"10": 0.0060190357980116835
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.769120188492457,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.5410959542982954,
"bestRawFitnessScore": 0.6147369935330228,
"upperQuartileComboQuality": 0.6618435689415845
},
"algorithmFit": {
"label": "moderate",
"score": 0.6286347515134986,
"rawScore": 0.6500590144511547,
"confidence": 0.9340851754644321,
"bestProfile": {
"lookbackDays": 45,
"portfolioSize": 4
},
"profileBreadth": 0.44945340311998594,
"recommendedRegion": {
"lookbackDays": [
21,
30,
45
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.7639585611128589,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "COR",
"hitRates": {
"1": 0.6033057851239669,
"5": 0.6495726495726496,
"10": 0.7053571428571429
},
"hitRate1D": 0.6033057851239669,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.769120188492457,
"eligibleDays": 344,
"fitnessScore": 0.6147369935330228,
"lookbackDays": 45,
"returnLift1D": 0.001266263617532305,
"hitRateLift1D": 0.053887180472804164,
"portfolioSize": 4,
"activationRate": 0.35174418604651164,
"activationCount": 121,
"baselineHitRates": {
"1": 0.5494186046511628,
"5": 0.5588235294117647,
"10": 0.6268656716417911
},
"sampleConfidence": 0.9928374655647384,
"shadowSharpeLike": 1.1950046240177428,
"avgForwardReturns": {
"1": 0.001912651197969024,
"5": 0.007936320997226236,
"10": 0.015543719057453362
},
"shadowMaxDrawdown": -0.1155825535597107,
"shadowTotalReturn": 0.23703398944642773,
"avgForwardReturn1D": 0.001912651197969024,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 121,
"5": 117,
"10": 112
},
"baselineAvgForwardReturns": {
"1": 0.0006463875804367192,
"5": 0.00322699419191143,
"10": 0.0060190357980116835
}
},
{
"topN": 5,
"ticker": "COR",
"hitRates": {
"1": 0.6033057851239669,
"5": 0.6495726495726496,
"10": 0.7053571428571429
},
"hitRate1D": 0.6033057851239669,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.769120188492457,
"eligibleDays": 344,
"fitnessScore": 0.6147369935330228,
"lookbackDays": 45,
"returnLift1D": 0.001266263617532305,
"hitRateLift1D": 0.053887180472804164,
"portfolioSize": 5,
"activationRate": 0.35174418604651164,
"activationCount": 121,
"baselineHitRates": {
"1": 0.5494186046511628,
"5": 0.5588235294117647,
"10": 0.6268656716417911
},
"sampleConfidence": 0.9928374655647384,
"shadowSharpeLike": 1.1950046240177428,
"avgForwardReturns": {
"1": 0.001912651197969024,
"5": 0.007936320997226236,
"10": 0.015543719057453362
},
"shadowMaxDrawdown": -0.1155825535597107,
"shadowTotalReturn": 0.23703398944642773,
"avgForwardReturn1D": 0.001912651197969024,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 121,
"5": 117,
"10": 112
},
"baselineAvgForwardReturns": {
"1": 0.0006463875804367192,
"5": 0.00322699419191143,
"10": 0.0060190357980116835
}
},
{
"topN": 3,
"ticker": "COR",
"hitRates": {
"1": 0.5982905982905983,
"5": 0.6548672566371682,
"10": 0.6944444444444444
},
"hitRate1D": 0.5982905982905983,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7184700605051751,
"eligibleDays": 344,
"fitnessScore": 0.5561147519829203,
"lookbackDays": 45,
"returnLift1D": 0.001087022556345951,
"hitRateLift1D": 0.04887199363943551,
"portfolioSize": 3,
"activationRate": 0.34011627906976744,
"activationCount": 117,
"baselineHitRates": {
"1": 0.5494186046511628,
"5": 0.5588235294117647,
"10": 0.6268656716417911
},
"sampleConfidence": 0.9925925925925927,
"shadowSharpeLike": 1.0517168664194056,
"avgForwardReturns": {
"1": 0.0017334101367826704,
"5": 0.007888681188478167,
"10": 0.015161900926504102
},
"shadowMaxDrawdown": -0.11261493132318812,
"shadowTotalReturn": 0.20238922108177348,
"avgForwardReturn1D": 0.0017334101367826704,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 117,
"5": 113,
"10": 108
},
"baselineAvgForwardReturns": {
"1": 0.0006463875804367192,
"5": 0.00322699419191143,
"10": 0.0060190357980116835
}
},
{
"topN": 3,
"ticker": "COR",
"hitRates": {
"1": 0.5862068965517241,
"5": 0.6607142857142857,
"10": 0.719626168224299
},
"hitRate1D": 0.5862068965517241,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.6969087480087183,
"eligibleDays": 368,
"fitnessScore": 0.5331765230361094,
"lookbackDays": 21,
"returnLift1D": 0.0010865997711249674,
"hitRateLift1D": 0.03729385307346322,
"portfolioSize": 3,
"activationRate": 0.31521739130434784,
"activationCount": 116,
"baselineHitRates": {
"1": 0.5489130434782609,
"5": 0.5659340659340659,
"10": 0.637883008356546
},
"sampleConfidence": 0.992528735632184,
"shadowSharpeLike": 1.0674537708045384,
"avgForwardReturns": {
"1": 0.0017773057469542446,
"5": 0.008325660414630238,
"10": 0.016142911542539284
},
"shadowMaxDrawdown": -0.08876247394047954,
"shadowTotalReturn": 0.1979481328728283,
"avgForwardReturn1D": 0.0017773057469542446,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 116,
"5": 112,
"10": 107
},
"baselineAvgForwardReturns": {
"1": 0.0006907059758292771,
"5": 0.0034629816210184497,
"10": 0.007247024883037258
}
},
{
"topN": 2,
"ticker": "COR",
"hitRates": {
"1": 0.6,
"5": 0.6831683168316832,
"10": 0.71875
},
"hitRate1D": 0.6,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6681274499628821,
"eligibleDays": 368,
"fitnessScore": 0.5039401465606994,
"lookbackDays": 21,
"returnLift1D": 0.0010313477766478825,
"hitRateLift1D": 0.05108695652173911,
"portfolioSize": 2,
"activationRate": 0.28532608695652173,
"activationCount": 105,
"baselineHitRates": {
"1": 0.5489130434782609,
"5": 0.5659340659340659,
"10": 0.637883008356546
},
"sampleConfidence": 0.9917460317460318,
"shadowSharpeLike": 0.9796663039391093,
"avgForwardReturns": {
"1": 0.0017220537524771594,
"5": 0.009043898994394797,
"10": 0.017355798193235034
},
"shadowMaxDrawdown": -0.0911405785055488,
"shadowTotalReturn": 0.17345493881551755,
"avgForwardReturn1D": 0.0017220537524771594,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 105,
"5": 101,
"10": 96
},
"baselineAvgForwardReturns": {
"1": 0.0006907059758292771,
"5": 0.0034629816210184497,
"10": 0.007247024883037258
}
},
{
"topN": 4,
"ticker": "COR",
"hitRates": {
"1": 0.5681818181818182,
"5": 0.7109375,
"10": 0.7560975609756098
},
"hitRate1D": 0.5681818181818182,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6597489419344852,
"eligibleDays": 359,
"fitnessScore": 0.4956786364984476,
"lookbackDays": 30,
"returnLift1D": 0.0007534837569247759,
"hitRateLift1D": 0.01664978475563439,
"portfolioSize": 4,
"activationRate": 0.36768802228412256,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5515320334261838,
"5": 0.5774647887323944,
"10": 0.6428571428571429
},
"sampleConfidence": 0.9934343434343434,
"shadowSharpeLike": 0.914292645866398,
"avgForwardReturns": {
"1": 0.0015857208445597681,
"5": 0.009968211491432755,
"10": 0.021560256451247796
},
"shadowMaxDrawdown": -0.1456763270788083,
"shadowTotalReturn": 0.1937497194866471,
"avgForwardReturn1D": 0.0015857208445597681,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-07",
"2025-03-10",
"2025-03-11"
],
"horizonObservationCounts": {
"1": 132,
"5": 128,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.0008322370876349922,
"5": 0.003957119273020071,
"10": 0.0075366496204221055
}
},
{
"topN": 5,
"ticker": "COR",
"hitRates": {
"1": 0.5681818181818182,
"5": 0.7109375,
"10": 0.7560975609756098
},
"hitRate1D": 0.5681818181818182,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6597489419344852,
"eligibleDays": 359,
"fitnessScore": 0.4956786364984476,
"lookbackDays": 30,
"returnLift1D": 0.0007534837569247759,
"hitRateLift1D": 0.01664978475563439,
"portfolioSize": 5,
"activationRate": 0.36768802228412256,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5515320334261838,
"5": 0.5774647887323944,
"10": 0.6428571428571429
},
"sampleConfidence": 0.9934343434343434,
"shadowSharpeLike": 0.914292645866398,
"avgForwardReturns": {
"1": 0.0015857208445597681,
"5": 0.009968211491432755,
"10": 0.021560256451247796
},
"shadowMaxDrawdown": -0.1456763270788083,
"shadowTotalReturn": 0.1937497194866471,
"avgForwardReturn1D": 0.0015857208445597681,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-07",
"2025-03-10",
"2025-03-11"
],
"horizonObservationCounts": {
"1": 132,
"5": 128,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.0008322370876349922,
"5": 0.003957119273020071,
"10": 0.0075366496204221055
}
},
{
"topN": 4,
"ticker": "COR",
"hitRates": {
"1": 0.5855263157894737,
"5": 0.6486486486486487,
"10": 0.7062937062937062
},
"hitRate1D": 0.5855263157894737,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6290009054033351,
"eligibleDays": 375,
"fitnessScore": 0.46614527627299707,
"lookbackDays": 14,
"returnLift1D": 0.00042913763831234136,
"hitRateLift1D": 0.03085964912280703,
"portfolioSize": 4,
"activationRate": 0.4053333333333333,
"activationCount": 152,
"baselineHitRates": {
"1": 0.5546666666666666,
"5": 0.5606469002695418,
"10": 0.6256830601092896
},
"sampleConfidence": 0.9942982456140351,
"shadowSharpeLike": 0.6797515027238911,
"avgForwardReturns": {
"1": 0.0011772422593740296,
"5": 0.008092965420081621,
"10": 0.016170595218005526
},
"shadowMaxDrawdown": -0.1693670908665338,
"shadowTotalReturn": 0.15111601867567193,
"avgForwardReturn1D": 0.0011772422593740296,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 152,
"5": 148,
"10": 143
},
"baselineAvgForwardReturns": {
"1": 0.0007481046210616883,
"5": 0.0033082838327783254,
"10": 0.0065035432682757485
}
},
{
"topN": 5,
"ticker": "COR",
"hitRates": {
"1": 0.5855263157894737,
"5": 0.6486486486486487,
"10": 0.7062937062937062
},
"hitRate1D": 0.5855263157894737,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6290009054033351,
"eligibleDays": 375,
"fitnessScore": 0.46614527627299707,
"lookbackDays": 14,
"returnLift1D": 0.00042913763831234136,
"hitRateLift1D": 0.03085964912280703,
"portfolioSize": 5,
"activationRate": 0.4053333333333333,
"activationCount": 152,
"baselineHitRates": {
"1": 0.5546666666666666,
"5": 0.5606469002695418,
"10": 0.6256830601092896
},
"sampleConfidence": 0.9942982456140351,
"shadowSharpeLike": 0.6797515027238911,
"avgForwardReturns": {
"1": 0.0011772422593740296,
"5": 0.008092965420081621,
"10": 0.016170595218005526
},
"shadowMaxDrawdown": -0.1693670908665338,
"shadowTotalReturn": 0.15111601867567193,
"avgForwardReturn1D": 0.0011772422593740296,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 152,
"5": 148,
"10": 143
},
"baselineAvgForwardReturns": {
"1": 0.0007481046210616883,
"5": 0.0033082838327783254,
"10": 0.0065035432682757485
}
},
{
"topN": 3,
"ticker": "COR",
"hitRates": {
"1": 0.5757575757575758,
"5": 0.6484375,
"10": 0.717741935483871
},
"hitRate1D": 0.5757575757575758,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5457211805554322,
"eligibleDays": 375,
"fitnessScore": 0.3903473482963538,
"lookbackDays": 14,
"returnLift1D": 0.0003326649315041415,
"hitRateLift1D": 0.02109090909090916,
"portfolioSize": 3,
"activationRate": 0.352,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5546666666666666,
"5": 0.5606469002695418,
"10": 0.6256830601092896
},
"sampleConfidence": 0.993939393939394,
"shadowSharpeLike": 0.6377097639889537,
"avgForwardReturns": {
"1": 0.0010807695525658298,
"5": 0.008169103779239278,
"10": 0.01712051128058047
},
"shadowMaxDrawdown": -0.14591775548911567,
"shadowTotalReturn": 0.11249756078884698,
"avgForwardReturn1D": 0.0010807695525658298,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 132,
"5": 128,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.0007481046210616883,
"5": 0.0033082838327783254,
"10": 0.0065035432682757485
}
},
{
"topN": 2,
"ticker": "COR",
"hitRates": {
"1": 0.5871559633027523,
"5": 0.6476190476190476,
"10": 0.7128712871287128
},
"hitRate1D": 0.5871559633027523,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.5364707280411586,
"eligibleDays": 375,
"fitnessScore": 0.38215134173485016,
"lookbackDays": 14,
"returnLift1D": 0.0004708929590830839,
"hitRateLift1D": 0.032489296636085685,
"portfolioSize": 2,
"activationRate": 0.2906666666666667,
"activationCount": 109,
"baselineHitRates": {
"1": 0.5546666666666666,
"5": 0.5606469002695418,
"10": 0.6256830601092896
},
"sampleConfidence": 0.9926605504587156,
"shadowSharpeLike": 0.6508191650818211,
"avgForwardReturns": {
"1": 0.0012189975801447722,
"5": 0.0066684046545539,
"10": 0.015300847801517041
},
"shadowMaxDrawdown": -0.10937472497022704,
"shadowTotalReturn": 0.1031941388540305,
"avgForwardReturn1D": 0.0012189975801447722,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-05",
"2025-02-27",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 109,
"5": 105,
"10": 101
},
"baselineAvgForwardReturns": {
"1": 0.0007481046210616883,
"5": 0.0033082838327783254,
"10": 0.0065035432682757485
}
},
{
"topN": 4,
"ticker": "COR",
"hitRates": {
"1": 0.5630252100840336,
"5": 0.5966386554621849,
"10": 0.680672268907563
},
"hitRate1D": 0.5630252100840336,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5144437295385474,
"eligibleDays": 326,
"fitnessScore": 0.3627140193352988,
"lookbackDays": 63,
"returnLift1D": 0.0004579431099827736,
"hitRateLift1D": 0.026215394133113357,
"portfolioSize": 4,
"activationRate": 0.36503067484662577,
"activationCount": 119,
"baselineHitRates": {
"1": 0.5368098159509203,
"5": 0.546583850931677,
"10": 0.6056782334384858
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5364233510293439,
"avgForwardReturns": {
"1": 0.0008258838935431747,
"5": 0.006194907076279995,
"10": 0.01173853388023419
},
"shadowMaxDrawdown": -0.10683161889949655,
"shadowTotalReturn": 0.08492002283865396,
"avgForwardReturn1D": 0.0008258838935431747,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 119,
"5": 119,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.0003679407835604011,
"5": 0.0022195185525711674,
"10": 0.00407999132366324
}
},
{
"topN": 5,
"ticker": "COR",
"hitRates": {
"1": 0.5630252100840336,
"5": 0.5966386554621849,
"10": 0.680672268907563
},
"hitRate1D": 0.5630252100840336,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5144437295385474,
"eligibleDays": 326,
"fitnessScore": 0.3627140193352988,
"lookbackDays": 63,
"returnLift1D": 0.0004579431099827736,
"hitRateLift1D": 0.026215394133113357,
"portfolioSize": 5,
"activationRate": 0.36503067484662577,
"activationCount": 119,
"baselineHitRates": {
"1": 0.5368098159509203,
"5": 0.546583850931677,
"10": 0.6056782334384858
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5364233510293439,
"avgForwardReturns": {
"1": 0.0008258838935431747,
"5": 0.006194907076279995,
"10": 0.01173853388023419
},
"shadowMaxDrawdown": -0.10683161889949655,
"shadowTotalReturn": 0.08492002283865396,
"avgForwardReturn1D": 0.0008258838935431747,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 119,
"5": 119,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.0003679407835604011,
"5": 0.0022195185525711674,
"10": 0.00407999132366324
}
},
{
"topN": 4,
"ticker": "COR",
"hitRates": {
"1": 0.5851851851851851,
"5": 0.6412213740458015,
"10": 0.7142857142857143
},
"hitRate1D": 0.5851851851851851,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5077399252038439,
"eligibleDays": 368,
"fitnessScore": 0.3568116782987035,
"lookbackDays": 21,
"returnLift1D": 0.0002226721221156167,
"hitRateLift1D": 0.03627214170692428,
"portfolioSize": 4,
"activationRate": 0.36684782608695654,
"activationCount": 135,
"baselineHitRates": {
"1": 0.5489130434782609,
"5": 0.5659340659340659,
"10": 0.637883008356546
},
"sampleConfidence": 0.9935802469135803,
"shadowSharpeLike": 0.473221600533181,
"avgForwardReturns": {
"1": 0.0009133780979448938,
"5": 0.008503195481115678,
"10": 0.01676891622177049
},
"shadowMaxDrawdown": -0.19865804877317061,
"shadowTotalReturn": 0.09248108714523617,
"avgForwardReturn1D": 0.0009133780979448938,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13"
],
"horizonObservationCounts": {
"1": 135,
"5": 131,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.0006907059758292771,
"5": 0.0034629816210184497,
"10": 0.007247024883037258
}
},
{
"topN": 5,
"ticker": "COR",
"hitRates": {
"1": 0.5851851851851851,
"5": 0.6412213740458015,
"10": 0.7142857142857143
},
"hitRate1D": 0.5851851851851851,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5077399252038439,
"eligibleDays": 368,
"fitnessScore": 0.3568116782987035,
"lookbackDays": 21,
"returnLift1D": 0.0002226721221156167,
"hitRateLift1D": 0.03627214170692428,
"portfolioSize": 5,
"activationRate": 0.36684782608695654,
"activationCount": 135,
"baselineHitRates": {
"1": 0.5489130434782609,
"5": 0.5659340659340659,
"10": 0.637883008356546
},
"sampleConfidence": 0.9935802469135803,
"shadowSharpeLike": 0.473221600533181,
"avgForwardReturns": {
"1": 0.0009133780979448938,
"5": 0.008503195481115678,
"10": 0.01676891622177049
},
"shadowMaxDrawdown": -0.19865804877317061,
"shadowTotalReturn": 0.09248108714523617,
"avgForwardReturn1D": 0.0009133780979448938,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13"
],
"horizonObservationCounts": {
"1": 135,
"5": 131,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.0006907059758292771,
"5": 0.0034629816210184497,
"10": 0.007247024883037258
}
},
{
"topN": 2,
"ticker": "COR",
"hitRates": {
"1": 0.5754716981132075,
"5": 0.6470588235294118,
"10": 0.6597938144329897
},
"hitRate1D": 0.5754716981132075,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.5075846734454698,
"eligibleDays": 344,
"fitnessScore": 0.35667502465804,
"lookbackDays": 45,
"returnLift1D": 0.00041389621016874815,
"hitRateLift1D": 0.026053093462044763,
"portfolioSize": 2,
"activationRate": 0.3081395348837209,
"activationCount": 106,
"baselineHitRates": {
"1": 0.5494186046511628,
"5": 0.5588235294117647,
"10": 0.6268656716417911
},
"sampleConfidence": 0.9918238993710693,
"shadowSharpeLike": 0.572929439787884,
"avgForwardReturns": {
"1": 0.0010602837906054674,
"5": 0.006351159586132066,
"10": 0.011537859191817051
},
"shadowMaxDrawdown": -0.1210385373932118,
"shadowTotalReturn": 0.09610892521207615,
"avgForwardReturn1D": 0.0010602837906054674,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 106,
"5": 102,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.0006463875804367192,
"5": 0.00322699419191143,
"10": 0.0060190357980116835
}
},
{
"topN": 3,
"ticker": "COR",
"hitRates": {
"1": 0.5636363636363636,
"5": 0.7075471698113207,
"10": 0.7524752475247525
},
"hitRate1D": 0.5636363636363636,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.4798176735538252,
"eligibleDays": 359,
"fitnessScore": 0.3322298975571587,
"lookbackDays": 30,
"returnLift1D": 0.000274711799385854,
"hitRateLift1D": 0.012104330210179759,
"portfolioSize": 3,
"activationRate": 0.3064066852367688,
"activationCount": 110,
"baselineHitRates": {
"1": 0.5515320334261838,
"5": 0.5774647887323944,
"10": 0.6428571428571429
},
"sampleConfidence": 0.9921212121212122,
"shadowSharpeLike": 0.5242841258068608,
"avgForwardReturns": {
"1": 0.0011069488870208463,
"5": 0.00925343602474769,
"10": 0.02162096807256197
},
"shadowMaxDrawdown": -0.13132011160958423,
"shadowTotalReturn": 0.09610391208495073,
"avgForwardReturn1D": 0.0011069488870208463,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-20",
"2025-02-28",
"2025-03-05",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 110,
"5": 106,
"10": 101
},
"baselineAvgForwardReturns": {
"1": 0.0008322370876349922,
"5": 0.003957119273020071,
"10": 0.0075366496204221055
}
},
{
"topN": 3,
"ticker": "COR",
"hitRates": {
"1": 0.5614035087719298,
"5": 0.6052631578947368,
"10": 0.6754385964912281
},
"hitRate1D": 0.5614035087719298,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.41355138458411317,
"eligibleDays": 326,
"fitnessScore": 0.27315327887769375,
"lookbackDays": 63,
"returnLift1D": 0.00003892006971018089,
"hitRateLift1D": 0.02459369282100954,
"portfolioSize": 3,
"activationRate": 0.3496932515337423,
"activationCount": 114,
"baselineHitRates": {
"1": 0.5368098159509203,
"5": 0.546583850931677,
"10": 0.6056782334384858
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.24405445681125665,
"avgForwardReturns": {
"1": 0.000406860853270582,
"5": 0.005735888644548437,
"10": 0.011280644621539701
},
"shadowMaxDrawdown": -0.10524361252368208,
"shadowTotalReturn": 0.03064280239613648,
"avgForwardReturn1D": 0.000406860853270582,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 114,
"5": 114,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.0003679407835604011,
"5": 0.0022195185525711674,
"10": 0.00407999132366324
}
},
{
"topN": 2,
"ticker": "COR",
"hitRates": {
"1": 0.5483870967741935,
"5": 0.6966292134831461,
"10": 0.7380952380952381
},
"hitRate1D": 0.5483870967741935,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3984715936177892,
"eligibleDays": 359,
"fitnessScore": 0.2593957394876306,
"lookbackDays": 30,
"returnLift1D": 0.0001531837454549109,
"hitRateLift1D": -0.0031449366519903377,
"portfolioSize": 2,
"activationRate": 0.2590529247910863,
"activationCount": 93,
"baselineHitRates": {
"1": 0.5515320334261838,
"5": 0.5774647887323944,
"10": 0.6428571428571429
},
"sampleConfidence": 0.9906810035842295,
"shadowSharpeLike": 0.4428266027646666,
"avgForwardReturns": {
"1": 0.0009854208330899031,
"5": 0.00786162727472666,
"10": 0.018837480343072026
},
"shadowMaxDrawdown": -0.12355328917551078,
"shadowTotalReturn": 0.0732621860212117,
"avgForwardReturn1D": 0.0009854208330899031,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-20",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 93,
"5": 89,
"10": 84
},
"baselineAvgForwardReturns": {
"1": 0.0008322370876349922,
"5": 0.003957119273020071,
"10": 0.0075366496204221055
}
},
{
"topN": 2,
"ticker": "COR",
"hitRates": {
"1": 0.5729166666666666,
"5": 0.5729166666666666,
"10": 0.6458333333333334
},
"hitRate1D": 0.5729166666666666,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.36505035861768087,
"eligibleDays": 326,
"fitnessScore": 0.22822771684947682,
"lookbackDays": 63,
"returnLift1D": -0.00010358184801956028,
"hitRateLift1D": 0.036106850715746375,
"portfolioSize": 2,
"activationRate": 0.294478527607362,
"activationCount": 96,
"baselineHitRates": {
"1": 0.5368098159509203,
"5": 0.546583850931677,
"10": 0.6056782334384858
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.11911091565049585,
"avgForwardReturns": {
"1": 0.00026435893554084083,
"5": 0.0034131107583173516,
"10": 0.008619952426292238
},
"shadowMaxDrawdown": -0.1052436125236822,
"shadowTotalReturn": 0.009097584915759738,
"avgForwardReturn1D": 0.00026435893554084083,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 96,
"5": 96,
"10": 96
},
"baselineAvgForwardReturns": {
"1": 0.0003679407835604011,
"5": 0.0022195185525711674,
"10": 0.00407999132366324
}
}
],
"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": 0.6290009054033351,
"fitnessScore": 0.46614527627299707,
"lookbackDays": 14,
"returnLift1D": 0.00042913763831234136,
"activationRate": 0.4053333333333333,
"activationCount": 152,
"sampleConfidence": 0.9942982456140351,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.15111601867567193,
"avgForwardReturn1D": 0.0011772422593740296
},
{
"comboQuality": 0.6969087480087183,
"fitnessScore": 0.5331765230361094,
"lookbackDays": 21,
"returnLift1D": 0.0010865997711249674,
"activationRate": 0.31521739130434784,
"activationCount": 116,
"sampleConfidence": 0.992528735632184,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.1979481328728283,
"avgForwardReturn1D": 0.0017773057469542446
},
{
"comboQuality": 0.6597489419344852,
"fitnessScore": 0.4956786364984476,
"lookbackDays": 30,
"returnLift1D": 0.0007534837569247759,
"activationRate": 0.36768802228412256,
"activationCount": 132,
"sampleConfidence": 0.9934343434343434,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.1937497194866471,
"avgForwardReturn1D": 0.0015857208445597681
},
{
"comboQuality": 0.769120188492457,
"fitnessScore": 0.6147369935330228,
"lookbackDays": 45,
"returnLift1D": 0.001266263617532305,
"activationRate": 0.35174418604651164,
"activationCount": 121,
"sampleConfidence": 0.9928374655647384,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.23703398944642773,
"avgForwardReturn1D": 0.001912651197969024
},
{
"comboQuality": 0.5144437295385474,
"fitnessScore": 0.3627140193352988,
"lookbackDays": 63,
"returnLift1D": 0.0004579431099827736,
"activationRate": 0.36503067484662577,
"activationCount": 119,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.08492002283865396,
"avgForwardReturn1D": 0.0008258838935431747
}
],
"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": "879cbf8d059fbde9eb731b6d504b982d11884346fe2a80dec9f588020c9e6719",
"size": 13,
"members": [
"COR",
"SMH",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
TM