Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"LMT"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "LMT",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "LMT",
"hitRates": {
"1": 0.5882352941176471,
"5": 0.6732673267326733,
"10": 0.7227722772277227
},
"hitRate1D": 0.5882352941176471,
"comboQuality": 0.8994248403264824,
"eligibleDays": 330,
"fitnessScore": 0.8319870412036809,
"lookbackDays": 30,
"returnLift1D": 0.002519758046997345,
"hitRateLift1D": 0.07005347593582889,
"activationRate": 0.3090909090909091,
"activationCount": 102,
"baselineHitRates": {
"1": 0.5181818181818182,
"5": 0.5858895705521472,
"10": 0.6074766355140186
},
"sampleConfidence": 0.9986928104575163,
"shadowSharpeLike": 1.8154128061881583,
"avgForwardReturns": {
"1": 0.003560145973725678,
"5": 0.014650452903022946,
"10": 0.02752339079743316
},
"shadowMaxDrawdown": -0.06757952304099979,
"shadowTotalReturn": 0.4062100486835667,
"avgForwardReturn1D": 0.003560145973725678,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 102,
"5": 101,
"10": 101
},
"baselineAvgForwardReturns": {
"1": 0.0010403879267283332,
"5": 0.003972223194162352,
"10": 0.007333273065734224
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.8994248403264824,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.66063063019728,
"bestRawFitnessScore": 0.8319870412036809,
"upperQuartileComboQuality": 0.7806690490912969
},
"algorithmFit": {
"label": "good",
"score": 0.6890933368881746,
"rawScore": 0.7125547176137521,
"confidence": 0.9341485498709587,
"bestProfile": {
"topN": 2,
"lookbackDays": 30
},
"profileBreadth": 0.5499213315518746,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
14,
21,
30
]
},
"parameterStability": 0.5911073860652175,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "LMT",
"hitRates": {
"1": 0.5882352941176471,
"5": 0.6732673267326733,
"10": 0.7227722772277227
},
"hitRate1D": 0.5882352941176471,
"comboQuality": 0.8994248403264824,
"eligibleDays": 330,
"fitnessScore": 0.8319870412036809,
"lookbackDays": 30,
"returnLift1D": 0.002519758046997345,
"hitRateLift1D": 0.07005347593582889,
"activationRate": 0.3090909090909091,
"activationCount": 102,
"baselineHitRates": {
"1": 0.5181818181818182,
"5": 0.5858895705521472,
"10": 0.6074766355140186
},
"sampleConfidence": 0.9986928104575163,
"shadowSharpeLike": 1.8154128061881583,
"avgForwardReturns": {
"1": 0.003560145973725678,
"5": 0.014650452903022946,
"10": 0.02752339079743316
},
"shadowMaxDrawdown": -0.06757952304099979,
"shadowTotalReturn": 0.4062100486835667,
"avgForwardReturn1D": 0.003560145973725678,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 102,
"5": 101,
"10": 101
},
"baselineAvgForwardReturns": {
"1": 0.0010403879267283332,
"5": 0.003972223194162352,
"10": 0.007333273065734224
}
},
{
"topN": 2,
"ticker": "LMT",
"hitRates": {
"1": 0.6017699115044248,
"5": 0.7053571428571429,
"10": 0.7589285714285714
},
"hitRate1D": 0.6017699115044248,
"comboQuality": 0.8629638147459495,
"eligibleDays": 339,
"fitnessScore": 0.7548281036137039,
"lookbackDays": 21,
"returnLift1D": 0.0020012631070906216,
"hitRateLift1D": 0.0855457227138644,
"activationRate": 0.3333333333333333,
"activationCount": 113,
"baselineHitRates": {
"1": 0.5162241887905604,
"5": 0.5850746268656717,
"10": 0.603030303030303
},
"sampleConfidence": 0.9988200589970502,
"shadowSharpeLike": 1.4995555945685164,
"avgForwardReturns": {
"1": 0.002871767587968247,
"5": 0.01653291252961569,
"10": 0.03250787200439058
},
"shadowMaxDrawdown": -0.10250795815889813,
"shadowTotalReturn": 0.3430208895631448,
"avgForwardReturn1D": 0.002871767587968247,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-27",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 113,
"5": 112,
"10": 112
},
"baselineAvgForwardReturns": {
"1": 0.0008705044808776252,
"5": 0.003577956700073178,
"10": 0.007233840767234447
}
},
{
"topN": 5,
"ticker": "LMT",
"hitRates": {
"1": 0.5471698113207547,
"5": 0.6178343949044586,
"10": 0.6560509554140127
},
"hitRate1D": 0.5471698113207547,
"comboQuality": 0.8404283614165621,
"eligibleDays": 339,
"fitnessScore": 0.7155121249579709,
"lookbackDays": 21,
"returnLift1D": 0.001321395811469147,
"hitRateLift1D": 0.030945622530194283,
"activationRate": 0.4690265486725664,
"activationCount": 159,
"baselineHitRates": {
"1": 0.5162241887905604,
"5": 0.5850746268656717,
"10": 0.603030303030303
},
"sampleConfidence": 0.9983228511530399,
"shadowSharpeLike": 1.2016549125149452,
"avgForwardReturns": {
"1": 0.0021919002923467723,
"5": 0.009710315845565675,
"10": 0.020302377401420386
},
"shadowMaxDrawdown": -0.15566735295836087,
"shadowTotalReturn": 0.3574369615853925,
"avgForwardReturn1D": 0.0021919002923467723,
"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": 159,
"5": 157,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.0008705044808776252,
"5": 0.003577956700073178,
"10": 0.007233840767234447
}
},
{
"topN": 3,
"ticker": "LMT",
"hitRates": {
"1": 0.553030303030303,
"5": 0.6641221374045801,
"10": 0.7
},
"hitRate1D": 0.553030303030303,
"comboQuality": 0.7997916646678899,
"eligibleDays": 352,
"fitnessScore": 0.6546984101805378,
"lookbackDays": 14,
"returnLift1D": 0.0016169632829975697,
"hitRateLift1D": 0.037360787360787295,
"activationRate": 0.375,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5156695156695157,
"5": 0.5763688760806917,
"10": 0.5860058309037901
},
"sampleConfidence": 0.9984848484848485,
"shadowSharpeLike": 1.3119318783850156,
"avgForwardReturns": {
"1": 0.00230007391037899,
"5": 0.011346421565295828,
"10": 0.02650865684207554
},
"shadowMaxDrawdown": -0.09721564791855686,
"shadowTotalReturn": 0.3064225578824389,
"avgForwardReturn1D": 0.00230007391037899,
"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": 132,
"5": 131,
"10": 130
},
"baselineAvgForwardReturns": {
"1": 0.0006831106273814204,
"5": 0.0028354031046269814,
"10": 0.005949366415639909
}
},
{
"topN": 4,
"ticker": "LMT",
"hitRates": {
"1": 0.5472972972972973,
"5": 0.6232876712328768,
"10": 0.678082191780822
},
"hitRate1D": 0.5472972972972973,
"comboQuality": 0.7835656462694721,
"eligibleDays": 339,
"fitnessScore": 0.6330448629293354,
"lookbackDays": 21,
"returnLift1D": 0.001225768274977973,
"hitRateLift1D": 0.031073108506736835,
"activationRate": 0.4365781710914454,
"activationCount": 148,
"baselineHitRates": {
"1": 0.5162241887905604,
"5": 0.5850746268656717,
"10": 0.603030303030303
},
"sampleConfidence": 0.9981981981981982,
"shadowSharpeLike": 1.0759079903872468,
"avgForwardReturns": {
"1": 0.0020962727558555983,
"5": 0.009958372527977162,
"10": 0.02268865482754264
},
"shadowMaxDrawdown": -0.16162746435193054,
"shadowTotalReturn": 0.30522180624902817,
"avgForwardReturn1D": 0.0020962727558555983,
"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": 148,
"5": 146,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.0008705044808776252,
"5": 0.003577956700073178,
"10": 0.007233840767234447
}
},
{
"topN": 3,
"ticker": "LMT",
"hitRates": {
"1": 0.5597014925373134,
"5": 0.6541353383458647,
"10": 0.706766917293233
},
"hitRate1D": 0.5597014925373134,
"comboQuality": 0.7797035166985719,
"eligibleDays": 339,
"fitnessScore": 0.6280666790379773,
"lookbackDays": 21,
"returnLift1D": 0.0012737082651027546,
"hitRateLift1D": 0.04347730374675296,
"activationRate": 0.3952802359882006,
"activationCount": 134,
"baselineHitRates": {
"1": 0.5162241887905604,
"5": 0.5850746268656717,
"10": 0.603030303030303
},
"sampleConfidence": 0.9990049751243781,
"shadowSharpeLike": 1.2017410063725527,
"avgForwardReturns": {
"1": 0.00214421274598038,
"5": 0.012482167659665054,
"10": 0.02539062878372022
},
"shadowMaxDrawdown": -0.13744730434312136,
"shadowTotalReturn": 0.28760117423234965,
"avgForwardReturn1D": 0.00214421274598038,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-10",
"2025-04-11"
],
"horizonObservationCounts": {
"1": 134,
"5": 133,
"10": 133
},
"baselineAvgForwardReturns": {
"1": 0.0008705044808776252,
"5": 0.003577956700073178,
"10": 0.007233840767234447
}
},
{
"topN": 4,
"ticker": "LMT",
"hitRates": {
"1": 0.5306122448979592,
"5": 0.6506849315068494,
"10": 0.6666666666666666
},
"hitRate1D": 0.5306122448979592,
"comboQuality": 0.7203573112069638,
"eligibleDays": 352,
"fitnessScore": 0.5581716290904962,
"lookbackDays": 14,
"returnLift1D": 0.0010931043333388232,
"hitRateLift1D": 0.01494272922844353,
"activationRate": 0.41761363636363635,
"activationCount": 147,
"baselineHitRates": {
"1": 0.5156695156695157,
"5": 0.5763688760806917,
"10": 0.5860058309037901
},
"sampleConfidence": 0.998185941043084,
"shadowSharpeLike": 1.0522416095078784,
"avgForwardReturns": {
"1": 0.0017762149607202435,
"5": 0.010229115901864788,
"10": 0.022447212604464837
},
"shadowMaxDrawdown": -0.1015325707143977,
"shadowTotalReturn": 0.24632893906929265,
"avgForwardReturn1D": 0.0017762149607202435,
"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": 147,
"5": 146,
"10": 144
},
"baselineAvgForwardReturns": {
"1": 0.0006831106273814204,
"5": 0.0028354031046269814,
"10": 0.005949366415639909
}
},
{
"topN": 4,
"ticker": "LMT",
"hitRates": {
"1": 0.5413533834586466,
"5": 0.5909090909090909,
"10": 0.6363636363636364
},
"hitRate1D": 0.5413533834586466,
"comboQuality": 0.7121708958822612,
"eligibleDays": 330,
"fitnessScore": 0.5493092176650357,
"lookbackDays": 30,
"returnLift1D": 0.0009319417815116531,
"hitRateLift1D": 0.0231715652768284,
"activationRate": 0.403030303030303,
"activationCount": 133,
"baselineHitRates": {
"1": 0.5181818181818182,
"5": 0.5858895705521472,
"10": 0.6074766355140186
},
"sampleConfidence": 0.9989974937343359,
"shadowSharpeLike": 1.0887769581551854,
"avgForwardReturns": {
"1": 0.0019723297082399863,
"5": 0.008814661071616164,
"10": 0.018992203131392132
},
"shadowMaxDrawdown": -0.1792173510740478,
"shadowTotalReturn": 0.2593376744857072,
"avgForwardReturn1D": 0.0019723297082399863,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 133,
"5": 132,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0010403879267283332,
"5": 0.003972223194162352,
"10": 0.007333273065734224
}
},
{
"topN": 5,
"ticker": "LMT",
"hitRates": {
"1": 0.5384615384615384,
"5": 0.5774647887323944,
"10": 0.6056338028169014
},
"hitRate1D": 0.5384615384615384,
"comboQuality": 0.709221379514129,
"eligibleDays": 330,
"fitnessScore": 0.5461532092074952,
"lookbackDays": 30,
"returnLift1D": 0.0007198398670986367,
"hitRateLift1D": 0.020279720279720248,
"activationRate": 0.43333333333333335,
"activationCount": 143,
"baselineHitRates": {
"1": 0.5181818181818182,
"5": 0.5858895705521472,
"10": 0.6074766355140186
},
"sampleConfidence": 0.9990675990675991,
"shadowSharpeLike": 1.0248972457016248,
"avgForwardReturns": {
"1": 0.00176022779382697,
"5": 0.007888128242235561,
"10": 0.016282013335658513
},
"shadowMaxDrawdown": -0.16267143371831427,
"shadowTotalReturn": 0.24516977670232865,
"avgForwardReturn1D": 0.00176022779382697,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 143,
"5": 142,
"10": 142
},
"baselineAvgForwardReturns": {
"1": 0.0010403879267283332,
"5": 0.003972223194162352,
"10": 0.007333273065734224
}
},
{
"topN": 4,
"ticker": "LMT",
"hitRates": {
"1": 0.5309734513274337,
"5": 0.5178571428571429,
"10": 0.4732142857142857
},
"hitRate1D": 0.5309734513274337,
"comboQuality": 0.6678150124638693,
"eligibleDays": 315,
"fitnessScore": 0.5036302245761713,
"lookbackDays": 45,
"returnLift1D": 0.0009683724797988895,
"hitRateLift1D": 0.019862340216322605,
"activationRate": 0.35873015873015873,
"activationCount": 113,
"baselineHitRates": {
"1": 0.5111111111111111,
"5": 0.5852090032154341,
"10": 0.5882352941176471
},
"sampleConfidence": 0.9988200589970502,
"shadowSharpeLike": 1.1923182293505206,
"avgForwardReturns": {
"1": 0.0019366225288227506,
"5": 0.0038595338664712056,
"10": 0.0011487988242295344
},
"shadowMaxDrawdown": -0.11554306280581195,
"shadowTotalReturn": 0.22102199521591426,
"avgForwardReturn1D": 0.0019366225288227506,
"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": 113,
"5": 112,
"10": 112
},
"baselineAvgForwardReturns": {
"1": 0.0009682500490238611,
"5": 0.003320490891725968,
"10": 0.006145406348926635
}
},
{
"topN": 5,
"ticker": "LMT",
"hitRates": {
"1": 0.532258064516129,
"5": 0.5040650406504065,
"10": 0.4634146341463415
},
"hitRate1D": 0.532258064516129,
"comboQuality": 0.6534462479306906,
"eligibleDays": 315,
"fitnessScore": 0.4895289152098084,
"lookbackDays": 45,
"returnLift1D": 0.0007051014034793811,
"hitRateLift1D": 0.021146953405017932,
"activationRate": 0.39365079365079364,
"activationCount": 124,
"baselineHitRates": {
"1": 0.5111111111111111,
"5": 0.5852090032154341,
"10": 0.5882352941176471
},
"sampleConfidence": 0.9989247311827958,
"shadowSharpeLike": 1.017449278374038,
"avgForwardReturns": {
"1": 0.0016733514525032421,
"5": 0.004242048543426561,
"10": 0.0023530461468568974
},
"shadowMaxDrawdown": -0.11554306280581217,
"shadowTotalReturn": 0.20167912849570735,
"avgForwardReturn1D": 0.0016733514525032421,
"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": 124,
"5": 123,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.0009682500490238611,
"5": 0.003320490891725968,
"10": 0.006145406348926635
}
},
{
"topN": 3,
"ticker": "LMT",
"hitRates": {
"1": 0.5333333333333333,
"5": 0.6050420168067226,
"10": 0.6638655462184874
},
"hitRate1D": 0.5333333333333333,
"comboQuality": 0.6056280501641913,
"eligibleDays": 330,
"fitnessScore": 0.44437373438457284,
"lookbackDays": 30,
"returnLift1D": 0.0007187116964522684,
"hitRateLift1D": 0.015151515151515138,
"activationRate": 0.36363636363636365,
"activationCount": 120,
"baselineHitRates": {
"1": 0.5181818181818182,
"5": 0.5858895705521472,
"10": 0.6074766355140186
},
"sampleConfidence": 0.9988888888888889,
"shadowSharpeLike": 0.930421319541673,
"avgForwardReturns": {
"1": 0.0017590996231806016,
"5": 0.009452102532011364,
"10": 0.021360108476291967
},
"shadowMaxDrawdown": -0.17060107834075855,
"shadowTotalReturn": 0.1977014131596797,
"avgForwardReturn1D": 0.0017590996231806016,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 120,
"5": 119,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.0010403879267283332,
"5": 0.003972223194162352,
"10": 0.007333273065734224
}
},
{
"topN": 2,
"ticker": "LMT",
"hitRates": {
"1": 0.5227272727272727,
"5": 0.5227272727272727,
"10": 0.5340909090909091
},
"hitRate1D": 0.5227272727272727,
"comboQuality": 0.5683869772908571,
"eligibleDays": 315,
"fitnessScore": 0.41056007732794597,
"lookbackDays": 45,
"returnLift1D": 0.0010486620005491535,
"hitRateLift1D": 0.011616161616161635,
"activationRate": 0.27936507936507937,
"activationCount": 88,
"baselineHitRates": {
"1": 0.5111111111111111,
"5": 0.5852090032154341,
"10": 0.5882352941176471
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1138109191766137,
"avgForwardReturns": {
"1": 0.0020169120495730146,
"5": 0.0056515722863518325,
"10": 0.007504024126220538
},
"shadowMaxDrawdown": -0.0984250211930574,
"shadowTotalReturn": 0.17798852905741702,
"avgForwardReturn1D": 0.0020169120495730146,
"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": 88,
"10": 88
},
"baselineAvgForwardReturns": {
"1": 0.0009682500490238611,
"5": 0.003320490891725968,
"10": 0.006145406348926635
}
},
{
"topN": 3,
"ticker": "LMT",
"hitRates": {
"1": 0.5188679245283019,
"5": 0.5238095238095238,
"10": 0.49523809523809526
},
"hitRate1D": 0.5188679245283019,
"comboQuality": 0.5533040737099786,
"eligibleDays": 315,
"fitnessScore": 0.39708651281314694,
"lookbackDays": 45,
"returnLift1D": 0.000617501309555517,
"hitRateLift1D": 0.007756813417190811,
"activationRate": 0.33650793650793653,
"activationCount": 106,
"baselineHitRates": {
"1": 0.5111111111111111,
"5": 0.5852090032154341,
"10": 0.5882352941176471
},
"sampleConfidence": 0.9987421383647799,
"shadowSharpeLike": 0.9721977909558717,
"avgForwardReturns": {
"1": 0.001585751358579378,
"5": 0.0038635964418078125,
"10": 0.002086893212572035
},
"shadowMaxDrawdown": -0.11554306280581228,
"shadowTotalReturn": 0.16349613045500688,
"avgForwardReturn1D": 0.001585751358579378,
"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": 106,
"5": 105,
"10": 105
},
"baselineAvgForwardReturns": {
"1": 0.0009682500490238611,
"5": 0.003320490891725968,
"10": 0.006145406348926635
}
},
{
"topN": 2,
"ticker": "LMT",
"hitRates": {
"1": 0.5688073394495413,
"5": 0.6759259259259259,
"10": 0.719626168224299
},
"hitRate1D": 0.5688073394495413,
"comboQuality": 0.5531121668754357,
"eligibleDays": 352,
"fitnessScore": 0.3969157004462107,
"lookbackDays": 14,
"returnLift1D": 0.0008143042213065442,
"hitRateLift1D": 0.05313782378002563,
"activationRate": 0.3096590909090909,
"activationCount": 109,
"baselineHitRates": {
"1": 0.5156695156695157,
"5": 0.5763688760806917,
"10": 0.5860058309037901
},
"sampleConfidence": 0.998165137614679,
"shadowSharpeLike": 0.6980603173621146,
"avgForwardReturns": {
"1": 0.0014974148486879646,
"5": 0.010785082107006991,
"10": 0.026029906605334985
},
"shadowMaxDrawdown": -0.1380661369777486,
"shadowTotalReturn": 0.13358228996811605,
"avgForwardReturn1D": 0.0014974148486879646,
"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": 109,
"5": 108,
"10": 107
},
"baselineAvgForwardReturns": {
"1": 0.0006831106273814204,
"5": 0.0028354031046269814,
"10": 0.005949366415639909
}
},
{
"topN": 5,
"ticker": "LMT",
"hitRates": {
"1": 0.5059523809523809,
"5": 0.6227544910179641,
"10": 0.6380368098159509
},
"hitRate1D": 0.5059523809523809,
"comboQuality": 0.4505547670224803,
"eligibleDays": 352,
"fitnessScore": 0.3063455181864186,
"lookbackDays": 14,
"returnLift1D": 0.0000796746207507472,
"hitRateLift1D": -0.009717134717134757,
"activationRate": 0.4772727272727273,
"activationCount": 168,
"baselineHitRates": {
"1": 0.5156695156695157,
"5": 0.5763688760806917,
"10": 0.5860058309037901
},
"sampleConfidence": 0.9976190476190476,
"shadowSharpeLike": 0.4156169692811081,
"avgForwardReturns": {
"1": 0.0007627852481321676,
"5": 0.007534363000241082,
"10": 0.018313967065266952
},
"shadowMaxDrawdown": -0.1684984111592407,
"shadowTotalReturn": 0.0848233330180066,
"avgForwardReturn1D": 0.0007627852481321676,
"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": 168,
"5": 167,
"10": 163
},
"baselineAvgForwardReturns": {
"1": 0.0006831106273814204,
"5": 0.0028354031046269814,
"10": 0.005949366415639909
}
},
{
"topN": 2,
"ticker": "LMT",
"hitRates": {
"1": 0.5121951219512195,
"5": 0.524390243902439,
"10": 0.524390243902439
},
"hitRate1D": 0.5121951219512195,
"comboQuality": 0.3936519341972766,
"eligibleDays": 297,
"fitnessScore": 0.2549628415019476,
"lookbackDays": 63,
"returnLift1D": 0.00027945706038570153,
"hitRateLift1D": 0.0037776135337110883,
"activationRate": 0.2760942760942761,
"activationCount": 82,
"baselineHitRates": {
"1": 0.5084175084175084,
"5": 0.5938566552901023,
"10": 0.59375
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6124545474461611,
"avgForwardReturns": {
"1": 0.0012574942267637717,
"5": 0.003784703594897676,
"10": -0.0017562790776546172
},
"shadowMaxDrawdown": -0.11554306280581195,
"shadowTotalReturn": 0.09034720277514285,
"avgForwardReturn1D": 0.0012574942267637717,
"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": 82,
"5": 82,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.0009780371663780701,
"5": 0.0034306000701299286,
"10": 0.006460008453445469
}
},
{
"topN": 5,
"ticker": "LMT",
"hitRates": {
"1": 0.4782608695652174,
"5": 0.45614035087719296,
"10": 0.42105263157894735
},
"hitRate1D": 0.4782608695652174,
"comboQuality": 0.2339142115904766,
"eligibleDays": 297,
"fitnessScore": 0.08900525988844749,
"lookbackDays": 63,
"returnLift1D": -0.0009106680026021761,
"hitRateLift1D": -0.03015663885229103,
"activationRate": 0.3872053872053872,
"activationCount": 115,
"baselineHitRates": {
"1": 0.5084175084175084,
"5": 0.5938566552901023,
"10": 0.59375
},
"sampleConfidence": 0.998840579710145,
"shadowSharpeLike": -0.010227513907758319,
"avgForwardReturns": {
"1": 0.00006736916377589402,
"5": -0.0029839480289482905,
"10": -0.010842704856274752
},
"shadowMaxDrawdown": -0.14796970539024923,
"shadowTotalReturn": -0.014050164489052275,
"avgForwardReturn1D": 0.00006736916377589402,
"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": 115,
"5": 114,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.0009780371663780701,
"5": 0.0034306000701299286,
"10": 0.006460008453445469
}
},
{
"topN": 3,
"ticker": "LMT",
"hitRates": {
"1": 0.4787234042553192,
"5": 0.46808510638297873,
"10": 0.4574468085106383
},
"hitRate1D": 0.4787234042553192,
"comboQuality": 0.21847574295604083,
"eligibleDays": 297,
"fitnessScore": 0.06959433681175717,
"lookbackDays": 63,
"returnLift1D": -0.0008703978048558256,
"hitRateLift1D": -0.02969410416218926,
"activationRate": 0.3164983164983165,
"activationCount": 94,
"baselineHitRates": {
"1": 0.5084175084175084,
"5": 0.5938566552901023,
"10": 0.59375
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.018769091298171624,
"avgForwardReturns": {
"1": 0.00010763936152224456,
"5": -0.0013295072219209998,
"10": -0.00833100706816339
},
"shadowMaxDrawdown": -0.12680594737863005,
"shadowTotalReturn": -0.008498749889582768,
"avgForwardReturn1D": 0.00010763936152224456,
"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": 94,
"5": 94,
"10": 94
},
"baselineAvgForwardReturns": {
"1": 0.0009780371663780701,
"5": 0.0034306000701299286,
"10": 0.006460008453445469
}
},
{
"topN": 4,
"ticker": "LMT",
"hitRates": {
"1": 0.4766355140186916,
"5": 0.46226415094339623,
"10": 0.4339622641509434
},
"hitRate1D": 0.4766355140186916,
"comboQuality": 0.2178093968098995,
"eligibleDays": 297,
"fitnessScore": 0.06873481906520142,
"lookbackDays": 63,
"returnLift1D": -0.0009479398959370428,
"hitRateLift1D": -0.03178199439881685,
"activationRate": 0.3602693602693603,
"activationCount": 107,
"baselineHitRates": {
"1": 0.5084175084175084,
"5": 0.5938566552901023,
"10": 0.59375
},
"sampleConfidence": 0.9987538940809969,
"shadowSharpeLike": -0.02519449968185102,
"avgForwardReturns": {
"1": 0.000030097270441027266,
"5": -0.0028370011433789424,
"10": -0.01075385374663824
},
"shadowMaxDrawdown": -0.14811073710933964,
"shadowTotalReturn": -0.01632657822903627,
"avgForwardReturn1D": 0.000030097270441027266,
"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": 107,
"5": 106,
"10": 106
},
"baselineAvgForwardReturns": {
"1": 0.0009780371663780701,
"5": 0.0034306000701299286,
"10": 0.006460008453445469
}
}
],
"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": 3,
"comboQuality": 0.7997916646678899,
"fitnessScore": 0.6546984101805378,
"lookbackDays": 14,
"returnLift1D": 0.0016169632829975697,
"activationRate": 0.375,
"activationCount": 132,
"sampleConfidence": 0.9984848484848485,
"shadowTotalReturn": 0.3064225578824389,
"avgForwardReturn1D": 0.00230007391037899
},
{
"bestTopN": 2,
"comboQuality": 0.8629638147459495,
"fitnessScore": 0.7548281036137039,
"lookbackDays": 21,
"returnLift1D": 0.0020012631070906216,
"activationRate": 0.3333333333333333,
"activationCount": 113,
"sampleConfidence": 0.9988200589970502,
"shadowTotalReturn": 0.3430208895631448,
"avgForwardReturn1D": 0.002871767587968247
},
{
"bestTopN": 2,
"comboQuality": 0.8994248403264824,
"fitnessScore": 0.8319870412036809,
"lookbackDays": 30,
"returnLift1D": 0.002519758046997345,
"activationRate": 0.3090909090909091,
"activationCount": 102,
"sampleConfidence": 0.9986928104575163,
"shadowTotalReturn": 0.4062100486835667,
"avgForwardReturn1D": 0.003560145973725678
},
{
"bestTopN": 4,
"comboQuality": 0.6678150124638693,
"fitnessScore": 0.5036302245761713,
"lookbackDays": 45,
"returnLift1D": 0.0009683724797988895,
"activationRate": 0.35873015873015873,
"activationCount": 113,
"sampleConfidence": 0.9988200589970502,
"shadowTotalReturn": 0.22102199521591426,
"avgForwardReturn1D": 0.0019366225288227506
},
{
"bestTopN": 2,
"comboQuality": 0.3936519341972766,
"fitnessScore": 0.2549628415019476,
"lookbackDays": 63,
"returnLift1D": 0.00027945706038570153,
"activationRate": 0.2760942760942761,
"activationCount": 82,
"sampleConfidence": 1,
"shadowTotalReturn": 0.09034720277514285,
"avgForwardReturn1D": 0.0012574942267637717
}
],
"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": "be849f1d841f489d80bb23d351aaf02f150fbb80c88aa05b821d7db40fca97e3",
"size": 13,
"members": [
"LMT",
"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",
"LMT"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "LMT",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "LMT",
"hitRates": {
"1": 0.5916666666666667,
"5": 0.675,
"10": 0.7166666666666667
},
"hitRate1D": 0.5916666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.8562540613747746,
"eligibleDays": 368,
"fitnessScore": 0.7425943354388389,
"lookbackDays": 21,
"returnLift1D": 0.0019237422901154106,
"hitRateLift1D": 0.06992753623188408,
"portfolioSize": 2,
"activationRate": 0.32608695652173914,
"activationCount": 120,
"baselineHitRates": {
"1": 0.5217391304347826,
"5": 0.5741758241758241,
"10": 0.5988857938718662
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4510736527228465,
"avgForwardReturns": {
"1": 0.0027945233988470263,
"5": 0.014333488128905033,
"10": 0.02706776475061588
},
"shadowMaxDrawdown": -0.11739728996210252,
"shadowTotalReturn": 0.3570912914974811,
"avgForwardReturn1D": 0.0027945233988470263,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"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": 120,
"5": 120,
"10": 120
},
"baselineAvgForwardReturns": {
"1": 0.0008707811087316157,
"5": 0.0033231845455551747,
"10": 0.007053673028671746
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.8562540613747746,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.5676269678770518,
"bestRawFitnessScore": 0.7425943354388389,
"upperQuartileComboQuality": 0.7273728301025326
},
"algorithmFit": {
"label": "moderate",
"score": 0.635719115076965,
"rawScore": 0.6602680842798987,
"confidence": 0.925639388644062,
"bestProfile": {
"lookbackDays": 21,
"portfolioSize": 2
},
"profileBreadth": 0.3998376760507188,
"recommendedRegion": {
"lookbackDays": [
21,
30
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.6146799019861438,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "LMT",
"hitRates": {
"1": 0.5916666666666667,
"5": 0.675,
"10": 0.7166666666666667
},
"hitRate1D": 0.5916666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.8562540613747746,
"eligibleDays": 368,
"fitnessScore": 0.7425943354388389,
"lookbackDays": 21,
"returnLift1D": 0.0019237422901154106,
"hitRateLift1D": 0.06992753623188408,
"portfolioSize": 2,
"activationRate": 0.32608695652173914,
"activationCount": 120,
"baselineHitRates": {
"1": 0.5217391304347826,
"5": 0.5741758241758241,
"10": 0.5988857938718662
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4510736527228465,
"avgForwardReturns": {
"1": 0.0027945233988470263,
"5": 0.014333488128905033,
"10": 0.02706776475061588
},
"shadowMaxDrawdown": -0.11739728996210252,
"shadowTotalReturn": 0.3570912914974811,
"avgForwardReturn1D": 0.0027945233988470263,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-07",
"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": 120,
"5": 120,
"10": 120
},
"baselineAvgForwardReturns": {
"1": 0.0008707811087316157,
"5": 0.0033231845455551747,
"10": 0.007053673028671746
}
},
{
"topN": 4,
"ticker": "LMT",
"hitRates": {
"1": 0.5483870967741935,
"5": 0.6103896103896104,
"10": 0.6558441558441559
},
"hitRate1D": 0.5483870967741935,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8083865394432805,
"eligibleDays": 368,
"fitnessScore": 0.6667032479671127,
"lookbackDays": 21,
"returnLift1D": 0.001281643892408291,
"hitRateLift1D": 0.02664796633941091,
"portfolioSize": 4,
"activationRate": 0.421195652173913,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5217391304347826,
"5": 0.5741758241758241,
"10": 0.5988857938718662
},
"sampleConfidence": 0.9991397849462367,
"shadowSharpeLike": 1.1044912987638098,
"avgForwardReturns": {
"1": 0.0021524250011399067,
"5": 0.008894844906893214,
"10": 0.019563433957697683
},
"shadowMaxDrawdown": -0.14839788835797685,
"shadowTotalReturn": 0.33531049976027516,
"avgForwardReturn1D": 0.0021524250011399067,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19"
],
"horizonObservationCounts": {
"1": 155,
"5": 154,
"10": 154
},
"baselineAvgForwardReturns": {
"1": 0.0008707811087316157,
"5": 0.0033231845455551747,
"10": 0.007053673028671746
}
},
{
"topN": 5,
"ticker": "LMT",
"hitRates": {
"1": 0.5483870967741935,
"5": 0.6103896103896104,
"10": 0.6558441558441559
},
"hitRate1D": 0.5483870967741935,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8083865394432805,
"eligibleDays": 368,
"fitnessScore": 0.6667032479671127,
"lookbackDays": 21,
"returnLift1D": 0.001281643892408291,
"hitRateLift1D": 0.02664796633941091,
"portfolioSize": 5,
"activationRate": 0.421195652173913,
"activationCount": 155,
"baselineHitRates": {
"1": 0.5217391304347826,
"5": 0.5741758241758241,
"10": 0.5988857938718662
},
"sampleConfidence": 0.9991397849462367,
"shadowSharpeLike": 1.1044912987638098,
"avgForwardReturns": {
"1": 0.0021524250011399067,
"5": 0.008894844906893214,
"10": 0.019563433957697683
},
"shadowMaxDrawdown": -0.14839788835797685,
"shadowTotalReturn": 0.33531049976027516,
"avgForwardReturn1D": 0.0021524250011399067,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19"
],
"horizonObservationCounts": {
"1": 155,
"5": 154,
"10": 154
},
"baselineAvgForwardReturns": {
"1": 0.0008707811087316157,
"5": 0.0033231845455551747,
"10": 0.007053673028671746
}
},
{
"topN": 2,
"ticker": "LMT",
"hitRates": {
"1": 0.5535714285714286,
"5": 0.6339285714285714,
"10": 0.6785714285714286
},
"hitRate1D": 0.5535714285714286,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.7801272530251193,
"eligibleDays": 359,
"fitnessScore": 0.6286097809266358,
"lookbackDays": 30,
"returnLift1D": 0.0015269404180074874,
"hitRateLift1D": 0.02432351770791885,
"portfolioSize": 2,
"activationRate": 0.31197771587743733,
"activationCount": 112,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.5859154929577465,
"10": 0.6057142857142858
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3041638061932153,
"avgForwardReturns": {
"1": 0.0026218858275034143,
"5": 0.01093213097391781,
"10": 0.023085053447013937
},
"shadowMaxDrawdown": -0.09425427488504556,
"shadowTotalReturn": 0.30830955551523487,
"avgForwardReturn1D": 0.0026218858275034143,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 112,
"5": 112,
"10": 112
},
"baselineAvgForwardReturns": {
"1": 0.001094945409495927,
"5": 0.003973184262966974,
"10": 0.007613225792509449
}
},
{
"topN": 3,
"ticker": "LMT",
"hitRates": {
"1": 0.5531914893617021,
"5": 0.6312056737588653,
"10": 0.6737588652482269
},
"hitRate1D": 0.5531914893617021,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7750329711684083,
"eligibleDays": 368,
"fitnessScore": 0.6221293781692565,
"lookbackDays": 21,
"returnLift1D": 0.0012291577632430135,
"hitRateLift1D": 0.031452358926919555,
"portfolioSize": 3,
"activationRate": 0.38315217391304346,
"activationCount": 141,
"baselineHitRates": {
"1": 0.5217391304347826,
"5": 0.5741758241758241,
"10": 0.5988857938718662
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.165687291200429,
"avgForwardReturns": {
"1": 0.002099938871974629,
"5": 0.01076000309607055,
"10": 0.021298742594601194
},
"shadowMaxDrawdown": -0.13723227187254816,
"shadowTotalReturn": 0.298424013344488,
"avgForwardReturn1D": 0.002099938871974629,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19"
],
"horizonObservationCounts": {
"1": 141,
"5": 141,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.0008707811087316157,
"5": 0.0033231845455551747,
"10": 0.007053673028671746
}
},
{
"topN": 3,
"ticker": "LMT",
"hitRates": {
"1": 0.5588235294117647,
"5": 0.6691176470588235,
"10": 0.6940298507462687
},
"hitRate1D": 0.5588235294117647,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7114861164139075,
"eligibleDays": 375,
"fitnessScore": 0.5485747931373541,
"lookbackDays": 14,
"returnLift1D": 0.0012569436981568027,
"hitRateLift1D": 0.0388235294117647,
"portfolioSize": 3,
"activationRate": 0.3626666666666667,
"activationCount": 136,
"baselineHitRates": {
"1": 0.52,
"5": 0.5633423180592992,
"10": 0.587431693989071
},
"sampleConfidence": 0.9990196078431373,
"shadowSharpeLike": 0.92663480280299,
"avgForwardReturns": {
"1": 0.0018898660798809294,
"5": 0.011010581626371781,
"10": 0.02465224848402949
},
"shadowMaxDrawdown": -0.12001849882293303,
"shadowTotalReturn": 0.2385816848277038,
"avgForwardReturn1D": 0.0018898660798809294,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17"
],
"horizonObservationCounts": {
"1": 136,
"5": 136,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0006329223817241268,
"5": 0.002391564929248614,
"10": 0.005555272301104761
}
},
{
"topN": 4,
"ticker": "LMT",
"hitRates": {
"1": 0.5394736842105263,
"5": 0.6556291390728477,
"10": 0.6711409395973155
},
"hitRate1D": 0.5394736842105263,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6576592242041923,
"eligibleDays": 375,
"fitnessScore": 0.4936336526687986,
"lookbackDays": 14,
"returnLift1D": 0.000901353362183824,
"hitRateLift1D": 0.01947368421052631,
"portfolioSize": 4,
"activationRate": 0.4053333333333333,
"activationCount": 152,
"baselineHitRates": {
"1": 0.52,
"5": 0.5633423180592992,
"10": 0.587431693989071
},
"sampleConfidence": 0.9982456140350878,
"shadowSharpeLike": 0.793353237194498,
"avgForwardReturns": {
"1": 0.0015342757439079507,
"5": 0.009605349076081673,
"10": 0.021285508059568466
},
"shadowMaxDrawdown": -0.12610750034162355,
"shadowTotalReturn": 0.20582237421895377,
"avgForwardReturn1D": 0.0015342757439079507,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14"
],
"horizonObservationCounts": {
"1": 152,
"5": 151,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.0006329223817241268,
"5": 0.002391564929248614,
"10": 0.005555272301104761
}
},
{
"topN": 5,
"ticker": "LMT",
"hitRates": {
"1": 0.5394736842105263,
"5": 0.6556291390728477,
"10": 0.6711409395973155
},
"hitRate1D": 0.5394736842105263,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6576592242041923,
"eligibleDays": 375,
"fitnessScore": 0.4936336526687986,
"lookbackDays": 14,
"returnLift1D": 0.000901353362183824,
"hitRateLift1D": 0.01947368421052631,
"portfolioSize": 5,
"activationRate": 0.4053333333333333,
"activationCount": 152,
"baselineHitRates": {
"1": 0.52,
"5": 0.5633423180592992,
"10": 0.587431693989071
},
"sampleConfidence": 0.9982456140350878,
"shadowSharpeLike": 0.793353237194498,
"avgForwardReturns": {
"1": 0.0015342757439079507,
"5": 0.009605349076081673,
"10": 0.021285508059568466
},
"shadowMaxDrawdown": -0.12610750034162355,
"shadowTotalReturn": 0.20582237421895377,
"avgForwardReturn1D": 0.0015342757439079507,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14"
],
"horizonObservationCounts": {
"1": 152,
"5": 151,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.0006329223817241268,
"5": 0.002391564929248614,
"10": 0.005555272301104761
}
},
{
"topN": 2,
"ticker": "LMT",
"hitRates": {
"1": 0.5257731958762887,
"5": 0.5051546391752577,
"10": 0.5670103092783505
},
"hitRate1D": 0.5257731958762887,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.5718844139258328,
"eligibleDays": 344,
"fitnessScore": 0.41369960901943925,
"lookbackDays": 45,
"returnLift1D": 0.0011073519983772822,
"hitRateLift1D": 0.00833133541117237,
"portfolioSize": 2,
"activationRate": 0.2819767441860465,
"activationCount": 97,
"baselineHitRates": {
"1": 0.5174418604651163,
"5": 0.5705882352941176,
"10": 0.591044776119403
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0334666777824653,
"avgForwardReturns": {
"1": 0.0018633649146856002,
"5": 0.005128344488588995,
"10": 0.007657798922014509
},
"shadowMaxDrawdown": -0.0983153521538882,
"shadowTotalReturn": 0.18064395682944911,
"avgForwardReturn1D": 0.0018633649146856002,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 97,
"5": 97,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.000756012916308318,
"5": 0.0028225103980274785,
"10": 0.005883802590023131
}
},
{
"topN": 4,
"ticker": "LMT",
"hitRates": {
"1": 0.5208333333333334,
"5": 0.5694444444444444,
"10": 0.6111111111111112
},
"hitRate1D": 0.5208333333333334,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5676269678770518,
"eligibleDays": 359,
"fitnessScore": 0.40987866287621233,
"lookbackDays": 30,
"returnLift1D": 0.0002988525117576194,
"hitRateLift1D": -0.008414577530176381,
"portfolioSize": 4,
"activationRate": 0.4011142061281337,
"activationCount": 144,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.5859154929577465,
"10": 0.6057142857142858
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7470715059998897,
"avgForwardReturns": {
"1": 0.0013937979212535463,
"5": 0.006432569194592982,
"10": 0.016120777340058054
},
"shadowMaxDrawdown": -0.17815701779968174,
"shadowTotalReturn": 0.18094136389911464,
"avgForwardReturn1D": 0.0013937979212535463,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 144,
"5": 144,
"10": 144
},
"baselineAvgForwardReturns": {
"1": 0.001094945409495927,
"5": 0.003973184262966974,
"10": 0.007613225792509449
}
},
{
"topN": 5,
"ticker": "LMT",
"hitRates": {
"1": 0.5208333333333334,
"5": 0.5694444444444444,
"10": 0.6111111111111112
},
"hitRate1D": 0.5208333333333334,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5676269678770518,
"eligibleDays": 359,
"fitnessScore": 0.40987866287621233,
"lookbackDays": 30,
"returnLift1D": 0.0002988525117576194,
"hitRateLift1D": -0.008414577530176381,
"portfolioSize": 5,
"activationRate": 0.4011142061281337,
"activationCount": 144,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.5859154929577465,
"10": 0.6057142857142858
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7470715059998897,
"avgForwardReturns": {
"1": 0.0013937979212535463,
"5": 0.006432569194592982,
"10": 0.016120777340058054
},
"shadowMaxDrawdown": -0.17815701779968174,
"shadowTotalReturn": 0.18094136389911464,
"avgForwardReturn1D": 0.0013937979212535463,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 144,
"5": 144,
"10": 144
},
"baselineAvgForwardReturns": {
"1": 0.001094945409495927,
"5": 0.003973184262966974,
"10": 0.007613225792509449
}
},
{
"topN": 4,
"ticker": "LMT",
"hitRates": {
"1": 0.512396694214876,
"5": 0.512396694214876,
"10": 0.512396694214876
},
"hitRate1D": 0.512396694214876,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5199920485742563,
"eligibleDays": 344,
"fitnessScore": 0.3676023872244391,
"lookbackDays": 45,
"returnLift1D": 0.0005729828402688557,
"hitRateLift1D": -0.005045166250240318,
"portfolioSize": 4,
"activationRate": 0.35174418604651164,
"activationCount": 121,
"baselineHitRates": {
"1": 0.5174418604651163,
"5": 0.5705882352941176,
"10": 0.591044776119403
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7621566605517255,
"avgForwardReturns": {
"1": 0.0013289957565771737,
"5": 0.0037583935065029386,
"10": 0.0021311406045838835
},
"shadowMaxDrawdown": -0.11545733827219984,
"shadowTotalReturn": 0.14903421521675453,
"avgForwardReturn1D": 0.0013289957565771737,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23"
],
"horizonObservationCounts": {
"1": 121,
"5": 121,
"10": 121
},
"baselineAvgForwardReturns": {
"1": 0.000756012916308318,
"5": 0.0028225103980274785,
"10": 0.005883802590023131
}
},
{
"topN": 5,
"ticker": "LMT",
"hitRates": {
"1": 0.512396694214876,
"5": 0.512396694214876,
"10": 0.512396694214876
},
"hitRate1D": 0.512396694214876,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.5199920485742563,
"eligibleDays": 344,
"fitnessScore": 0.3676023872244391,
"lookbackDays": 45,
"returnLift1D": 0.0005729828402688557,
"hitRateLift1D": -0.005045166250240318,
"portfolioSize": 5,
"activationRate": 0.35174418604651164,
"activationCount": 121,
"baselineHitRates": {
"1": 0.5174418604651163,
"5": 0.5705882352941176,
"10": 0.591044776119403
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7621566605517255,
"avgForwardReturns": {
"1": 0.0013289957565771737,
"5": 0.0037583935065029386,
"10": 0.0021311406045838835
},
"shadowMaxDrawdown": -0.11545733827219984,
"shadowTotalReturn": 0.14903421521675453,
"avgForwardReturn1D": 0.0013289957565771737,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23"
],
"horizonObservationCounts": {
"1": 121,
"5": 121,
"10": 121
},
"baselineAvgForwardReturns": {
"1": 0.000756012916308318,
"5": 0.0028225103980274785,
"10": 0.005883802590023131
}
},
{
"topN": 3,
"ticker": "LMT",
"hitRates": {
"1": 0.5076923076923077,
"5": 0.5769230769230769,
"10": 0.6307692307692307
},
"hitRate1D": 0.5076923076923077,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.4307958659580254,
"eligibleDays": 359,
"fitnessScore": 0.2887069483890866,
"lookbackDays": 30,
"returnLift1D": -0.000012396075156619231,
"hitRateLift1D": -0.021555603171202087,
"portfolioSize": 3,
"activationRate": 0.362116991643454,
"activationCount": 130,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.5859154929577465,
"10": 0.6057142857142858
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5439218993051598,
"avgForwardReturns": {
"1": 0.0010825493343393077,
"5": 0.006572677864310354,
"10": 0.01798207175093268
},
"shadowMaxDrawdown": -0.16985159353695267,
"shadowTotalReturn": 0.1144622890299356,
"avgForwardReturn1D": 0.0010825493343393077,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 130,
"5": 130,
"10": 130
},
"baselineAvgForwardReturns": {
"1": 0.001094945409495927,
"5": 0.003973184262966974,
"10": 0.007613225792509449
}
},
{
"topN": 3,
"ticker": "LMT",
"hitRates": {
"1": 0.5087719298245614,
"5": 0.5175438596491229,
"10": 0.5350877192982456
},
"hitRate1D": 0.5087719298245614,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.41845282068849243,
"eligibleDays": 344,
"fitnessScore": 0.27759185029130473,
"lookbackDays": 45,
"returnLift1D": 0.00021299485118710625,
"hitRateLift1D": -0.00866993064055488,
"portfolioSize": 3,
"activationRate": 0.3313953488372093,
"activationCount": 114,
"baselineHitRates": {
"1": 0.5174418604651163,
"5": 0.5705882352941176,
"10": 0.591044776119403
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5451941576844177,
"avgForwardReturns": {
"1": 0.0009690077674954242,
"5": 0.0037583785866432944,
"10": 0.0030682007578262727
},
"shadowMaxDrawdown": -0.11545733827220028,
"shadowTotalReturn": 0.09530180287465884,
"avgForwardReturn1D": 0.0009690077674954242,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23"
],
"horizonObservationCounts": {
"1": 114,
"5": 114,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.000756012916308318,
"5": 0.0028225103980274785,
"10": 0.005883802590023131
}
},
{
"topN": 2,
"ticker": "LMT",
"hitRates": {
"1": 0.5675675675675675,
"5": 0.6756756756756757,
"10": 0.7339449541284404
},
"hitRate1D": 0.5675675675675675,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.377785429099704,
"eligibleDays": 375,
"fitnessScore": 0.24022910448398554,
"lookbackDays": 14,
"returnLift1D": 0.0000866283517838946,
"hitRateLift1D": 0.047567567567567526,
"portfolioSize": 2,
"activationRate": 0.296,
"activationCount": 111,
"baselineHitRates": {
"1": 0.52,
"5": 0.5633423180592992,
"10": 0.587431693989071
},
"sampleConfidence": 0.9987987987987988,
"shadowSharpeLike": 0.23424581554934865,
"avgForwardReturns": {
"1": 0.0007195507335080214,
"5": 0.010561578190932877,
"10": 0.02544818098524174
},
"shadowMaxDrawdown": -0.15855809461321424,
"shadowTotalReturn": 0.03682939796608231,
"avgForwardReturn1D": 0.0007195507335080214,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17"
],
"horizonObservationCounts": {
"1": 111,
"5": 111,
"10": 109
},
"baselineAvgForwardReturns": {
"1": 0.0006329223817241268,
"5": 0.002391564929248614,
"10": 0.005555272301104761
}
},
{
"topN": 2,
"ticker": "LMT",
"hitRates": {
"1": 0.4845360824742268,
"5": 0.4845360824742268,
"10": 0.5154639175257731
},
"hitRate1D": 0.4845360824742268,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.28606774729784307,
"eligibleDays": 326,
"fitnessScore": 0.14879692930833746,
"lookbackDays": 63,
"returnLift1D": -0.00033023258549046163,
"hitRateLift1D": -0.030801340838656655,
"portfolioSize": 2,
"activationRate": 0.29754601226993865,
"activationCount": 97,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.577639751552795,
"10": 0.6025236593059937
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.2942292835201483,
"avgForwardReturns": {
"1": 0.0006197233005804407,
"5": 0.002508369637001159,
"10": -0.0016671352500568807
},
"shadowMaxDrawdown": -0.11545733827219962,
"shadowTotalReturn": 0.041411773627260784,
"avgForwardReturn1D": 0.0006197233005804407,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-17",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 97,
"5": 97,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.0009499558860709024,
"5": 0.0037673691408191307,
"10": 0.006664457955773461
}
},
{
"topN": 4,
"ticker": "LMT",
"hitRates": {
"1": 0.46825396825396826,
"5": 0.4365079365079365,
"10": 0.4444444444444444
},
"hitRate1D": 0.46825396825396826,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.19558716587740782,
"eligibleDays": 326,
"fitnessScore": 0.03889657630340304,
"lookbackDays": 63,
"returnLift1D": -0.001067160058103952,
"hitRateLift1D": -0.0470834550589152,
"portfolioSize": 4,
"activationRate": 0.38650306748466257,
"activationCount": 126,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.577639751552795,
"10": 0.6025236593059937
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.12280164699282868,
"avgForwardReturns": {
"1": -0.00011720417203304956,
"5": -0.0033612274894433535,
"10": -0.009354397557532442
},
"shadowMaxDrawdown": -0.15385101983000848,
"shadowTotalReturn": -0.03746460371146598,
"avgForwardReturn1D": -0.00011720417203304956,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-17",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 126,
"5": 126,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.0009499558860709024,
"5": 0.0037673691408191307,
"10": 0.006664457955773461
}
},
{
"topN": 5,
"ticker": "LMT",
"hitRates": {
"1": 0.46825396825396826,
"5": 0.4365079365079365,
"10": 0.4444444444444444
},
"hitRate1D": 0.46825396825396826,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.19558716587740782,
"eligibleDays": 326,
"fitnessScore": 0.03889657630340304,
"lookbackDays": 63,
"returnLift1D": -0.001067160058103952,
"hitRateLift1D": -0.0470834550589152,
"portfolioSize": 5,
"activationRate": 0.38650306748466257,
"activationCount": 126,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.577639751552795,
"10": 0.6025236593059937
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.12280164699282868,
"avgForwardReturns": {
"1": -0.00011720417203304956,
"5": -0.0033612274894433535,
"10": -0.009354397557532442
},
"shadowMaxDrawdown": -0.15385101983000848,
"shadowTotalReturn": -0.03746460371146598,
"avgForwardReturn1D": -0.00011720417203304956,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-17",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 126,
"5": 126,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.0009499558860709024,
"5": 0.0037673691408191307,
"10": 0.006664457955773461
}
},
{
"topN": 3,
"ticker": "LMT",
"hitRates": {
"1": 0.4690265486725664,
"5": 0.4424778761061947,
"10": 0.4690265486725664
},
"hitRate1D": 0.4690265486725664,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.1894918503612305,
"eligibleDays": 326,
"fitnessScore": 0.030270616705268677,
"lookbackDays": 63,
"returnLift1D": -0.0010311986328508927,
"hitRateLift1D": -0.04631087464031708,
"portfolioSize": 3,
"activationRate": 0.34662576687116564,
"activationCount": 113,
"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.577639751552795,
"10": 0.6025236593059937
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.10099260385015305,
"avgForwardReturns": {
"1": -0.0000812427467799904,
"5": -0.0018936112134387976,
"10": -0.007067299974631638
},
"shadowMaxDrawdown": -0.1437075301739802,
"shadowTotalReturn": -0.032522332416691,
"avgForwardReturn1D": -0.0000812427467799904,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-17",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 113,
"5": 113,
"10": 113
},
"baselineAvgForwardReturns": {
"1": 0.0009499558860709024,
"5": 0.0037673691408191307,
"10": 0.006664457955773461
}
}
],
"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": 0.7114861164139075,
"fitnessScore": 0.5485747931373541,
"lookbackDays": 14,
"returnLift1D": 0.0012569436981568027,
"activationRate": 0.3626666666666667,
"activationCount": 136,
"sampleConfidence": 0.9990196078431373,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.2385816848277038,
"avgForwardReturn1D": 0.0018898660798809294
},
{
"comboQuality": 0.8562540613747746,
"fitnessScore": 0.7425943354388389,
"lookbackDays": 21,
"returnLift1D": 0.0019237422901154106,
"activationRate": 0.32608695652173914,
"activationCount": 120,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.3570912914974811,
"avgForwardReturn1D": 0.0027945233988470263
},
{
"comboQuality": 0.7801272530251193,
"fitnessScore": 0.6286097809266358,
"lookbackDays": 30,
"returnLift1D": 0.0015269404180074874,
"activationRate": 0.31197771587743733,
"activationCount": 112,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.30830955551523487,
"avgForwardReturn1D": 0.0026218858275034143
},
{
"comboQuality": 0.5718844139258328,
"fitnessScore": 0.41369960901943925,
"lookbackDays": 45,
"returnLift1D": 0.0011073519983772822,
"activationRate": 0.2819767441860465,
"activationCount": 97,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.18064395682944911,
"avgForwardReturn1D": 0.0018633649146856002
},
{
"comboQuality": 0.28606774729784307,
"fitnessScore": 0.14879692930833746,
"lookbackDays": 63,
"returnLift1D": -0.00033023258549046163,
"activationRate": 0.29754601226993865,
"activationCount": 97,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.041411773627260784,
"avgForwardReturn1D": 0.0006197233005804407
}
],
"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": "be849f1d841f489d80bb23d351aaf02f150fbb80c88aa05b821d7db40fca97e3",
"size": 13,
"members": [
"LMT",
"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."
}