Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"OKE"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "OKE",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "OKE",
"hitRates": {
"1": 0.5,
"5": 0,
"10": 0
},
"hitRate1D": 0.5,
"comboQuality": 0.1801185763563536,
"eligibleDays": 339,
"fitnessScore": 0.016580246751152092,
"lookbackDays": 21,
"returnLift1D": -0.0006240872980723621,
"hitRateLift1D": -0.08461538461538465,
"activationRate": 0.0058997050147492625,
"activationCount": 2,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.5905919379759276,
"shadowSharpeLike": 0.20748287082437591,
"avgForwardReturns": {
"1": 0.0019312795975792718,
"5": -0.06290309152867946,
"10": -0.0717108382949575
},
"shadowMaxDrawdown": -0.004317548619526712,
"shadowTotalReturn": 0.0018344511792165452,
"avgForwardReturn1D": 0.0019312795975792718,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-20",
"2026-06-11"
],
"horizonObservationCounts": {
"1": 2,
"5": 2,
"10": 1
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.1801185763563536,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08346937715870817,
"bestRawFitnessScore": 0.016580246751152092,
"upperQuartileComboQuality": 0.08346937715870817
},
"algorithmFit": {
"label": "poor",
"score": 0.07971010259649997,
"rawScore": 0.11439959235226996,
"confidence": 0.39353822784698655,
"bestProfile": {
"topN": 2,
"lookbackDays": 21
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
21
]
},
"parameterStability": 0.165633553728283,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "OKE",
"hitRates": {
"1": 0.5,
"5": 0,
"10": 0
},
"hitRate1D": 0.5,
"comboQuality": 0.1801185763563536,
"eligibleDays": 339,
"fitnessScore": 0.016580246751152092,
"lookbackDays": 21,
"returnLift1D": -0.0006240872980723621,
"hitRateLift1D": -0.08461538461538465,
"activationRate": 0.0058997050147492625,
"activationCount": 2,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.5905919379759276,
"shadowSharpeLike": 0.20748287082437591,
"avgForwardReturns": {
"1": 0.0019312795975792718,
"5": -0.06290309152867946,
"10": -0.0717108382949575
},
"shadowMaxDrawdown": -0.004317548619526712,
"shadowTotalReturn": 0.0018344511792165452,
"avgForwardReturn1D": 0.0019312795975792718,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-20",
"2026-06-11"
],
"horizonObservationCounts": {
"1": 2,
"5": 2,
"10": 1
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 2,
"ticker": "OKE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08346937715870817,
"eligibleDays": 330,
"fitnessScore": -0.1771454442222815,
"lookbackDays": 30,
"returnLift1D": -0.002555366895651634,
"hitRateLift1D": -0.5846153846153846,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 3,
"ticker": "OKE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08346937715870817,
"eligibleDays": 330,
"fitnessScore": -0.1771454442222815,
"lookbackDays": 30,
"returnLift1D": -0.002555366895651634,
"hitRateLift1D": -0.5846153846153846,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 2,
"ticker": "OKE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08346937715870817,
"eligibleDays": 315,
"fitnessScore": -0.1771454442222815,
"lookbackDays": 45,
"returnLift1D": -0.002555366895651634,
"hitRateLift1D": -0.5846153846153846,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 3,
"ticker": "OKE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08346937715870817,
"eligibleDays": 315,
"fitnessScore": -0.1771454442222815,
"lookbackDays": 45,
"returnLift1D": -0.002555366895651634,
"hitRateLift1D": -0.5846153846153846,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 4,
"ticker": "OKE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08346937715870817,
"eligibleDays": 315,
"fitnessScore": -0.1771454442222815,
"lookbackDays": 45,
"returnLift1D": -0.002555366895651634,
"hitRateLift1D": -0.5846153846153846,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 5,
"ticker": "OKE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08346937715870817,
"eligibleDays": 315,
"fitnessScore": -0.1771454442222815,
"lookbackDays": 45,
"returnLift1D": -0.002555366895651634,
"hitRateLift1D": -0.5846153846153846,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 2,
"ticker": "OKE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08346937715870817,
"eligibleDays": 297,
"fitnessScore": -0.1771454442222815,
"lookbackDays": 63,
"returnLift1D": -0.002555366895651634,
"hitRateLift1D": -0.5846153846153846,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 3,
"ticker": "OKE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08346937715870817,
"eligibleDays": 297,
"fitnessScore": -0.1771454442222815,
"lookbackDays": 63,
"returnLift1D": -0.002555366895651634,
"hitRateLift1D": -0.5846153846153846,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 4,
"ticker": "OKE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08346937715870817,
"eligibleDays": 297,
"fitnessScore": -0.1771454442222815,
"lookbackDays": 63,
"returnLift1D": -0.002555366895651634,
"hitRateLift1D": -0.5846153846153846,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 5,
"ticker": "OKE",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08346937715870817,
"eligibleDays": 297,
"fitnessScore": -0.1771454442222815,
"lookbackDays": 63,
"returnLift1D": -0.002555366895651634,
"hitRateLift1D": -0.5846153846153846,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 5,
"ticker": "OKE",
"hitRates": {
"1": 0.45454545454545453,
"5": 0.2,
"10": 0
},
"hitRate1D": 0.45454545454545453,
"comboQuality": 0.07256087945703267,
"eligibleDays": 339,
"fitnessScore": -0.21056027014990783,
"lookbackDays": 21,
"returnLift1D": -0.006585396289282485,
"hitRateLift1D": -0.13006993006993012,
"activationRate": 0.032448377581120944,
"activationCount": 11,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.8215272804266253,
"shadowSharpeLike": -0.7127566812610641,
"avgForwardReturns": {
"1": -0.004030029393630851,
"5": -0.03627562533719451,
"10": -0.06055454722471417
},
"shadowMaxDrawdown": -0.06902864717893142,
"shadowTotalReturn": -0.04780978366578548,
"avgForwardReturn1D": -0.004030029393630851,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-06-05",
"2026-06-08",
"2026-06-09",
"2026-06-11"
],
"horizonObservationCounts": {
"1": 11,
"5": 10,
"10": 6
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 5,
"ticker": "OKE",
"hitRates": {
"1": 0.47058823529411764,
"5": 0.42857142857142855,
"10": 0.35714285714285715
},
"hitRate1D": 0.47058823529411764,
"comboQuality": 0.0717886978873645,
"eligibleDays": 352,
"fitnessScore": -0.21309711710673093,
"lookbackDays": 14,
"returnLift1D": -0.0055118446501875775,
"hitRateLift1D": -0.11402714932126701,
"activationRate": 0.05113636363636364,
"activationCount": 18,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.9384424805944493,
"shadowSharpeLike": -0.6216730203541991,
"avgForwardReturns": {
"1": -0.002956477754535943,
"5": -0.005472075720924817,
"10": -0.019314125068411143
},
"shadowMaxDrawdown": -0.11666450750802881,
"shadowTotalReturn": -0.0543828090334878,
"avgForwardReturn1D": -0.002956477754535943,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-08",
"2026-05-12",
"2026-05-13",
"2026-05-14",
"2026-05-15",
"2026-05-18",
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22"
],
"horizonObservationCounts": {
"1": 17,
"5": 14,
"10": 14
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 2,
"ticker": "OKE",
"hitRates": {
"1": 0.3333333333333333,
"5": 0,
"10": 0
},
"hitRate1D": 0.3333333333333333,
"comboQuality": 0.07032697028876714,
"eligibleDays": 352,
"fitnessScore": -0.21796906594674492,
"lookbackDays": 14,
"returnLift1D": -0.007709830031213822,
"hitRateLift1D": -0.25128205128205133,
"activationRate": 0.011363636363636364,
"activationCount": 4,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.5459674775249769,
"shadowSharpeLike": -0.617283983534155,
"avgForwardReturns": {
"1": -0.005154463135562189,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.027576279241696033,
"shadowTotalReturn": -0.01658003532693164,
"avgForwardReturn1D": -0.005154463135562189,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-20",
"2026-07-21",
"2026-07-22",
"2026-07-23"
],
"horizonObservationCounts": {
"1": 3,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 3,
"ticker": "OKE",
"hitRates": {
"1": 0.42857142857142855,
"5": 0,
"10": 0
},
"hitRate1D": 0.42857142857142855,
"comboQuality": 0.06486740457951069,
"eligibleDays": 339,
"fitnessScore": -0.23703547664490068,
"lookbackDays": 21,
"returnLift1D": -0.007901573089592707,
"hitRateLift1D": -0.1560439560439561,
"activationRate": 0.02064896755162242,
"activationCount": 7,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.7658605785466694,
"shadowSharpeLike": -0.643511557069369,
"avgForwardReturns": {
"1": -0.005346206193941073,
"5": -0.06133383348368441,
"10": -0.06055454722471417
},
"shadowMaxDrawdown": -0.06717195321144431,
"shadowTotalReturn": -0.04001576287355291,
"avgForwardReturn1D": -0.005346206193941073,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-06-11"
],
"horizonObservationCounts": {
"1": 7,
"5": 7,
"10": 6
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 5,
"ticker": "OKE",
"hitRates": {
"1": 0.25,
"5": 0.75,
"10": 0.6666666666666666
},
"hitRate1D": 0.25,
"comboQuality": 0.05960995223294651,
"eligibleDays": 330,
"fitnessScore": -0.25686388173974545,
"lookbackDays": 30,
"returnLift1D": -0.0027255866385960613,
"hitRateLift1D": -0.33461538461538465,
"activationRate": 0.012121212121212121,
"activationCount": 4,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.6793008108583103,
"shadowSharpeLike": -0.0783692524745339,
"avgForwardReturns": {
"1": -0.00017021974294442743,
"5": 0.02036519585767327,
"10": 0.0015471857071449602
},
"shadowMaxDrawdown": -0.021865446923527654,
"shadowTotalReturn": -0.0031183815303216234,
"avgForwardReturn1D": -0.00017021974294442743,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-02",
"2026-06-03",
"2026-06-04",
"2026-06-09"
],
"horizonObservationCounts": {
"1": 4,
"5": 4,
"10": 3
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 4,
"ticker": "OKE",
"hitRates": {
"1": 0.4,
"5": 0.1111111111111111,
"10": 0
},
"hitRate1D": 0.4,
"comboQuality": 0.04633431239547154,
"eligibleDays": 339,
"fitnessScore": -0.3153746885885735,
"lookbackDays": 21,
"returnLift1D": -0.008248807578137984,
"hitRateLift1D": -0.18461538461538463,
"activationRate": 0.029498525073746312,
"activationCount": 10,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.805575396319268,
"shadowSharpeLike": -0.9247560207282212,
"avgForwardReturns": {
"1": -0.0056934406824863506,
"5": -0.04561023121189109,
"10": -0.06055454722471417
},
"shadowMaxDrawdown": -0.08062019095599482,
"shadowTotalReturn": -0.059665523956057176,
"avgForwardReturn1D": -0.0056934406824863506,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-06-08",
"2026-06-09",
"2026-06-11",
"2026-06-12"
],
"horizonObservationCounts": {
"1": 10,
"5": 9,
"10": 6
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 4,
"ticker": "OKE",
"hitRates": {
"1": 0.35714285714285715,
"5": 0.36363636363636365,
"10": 0.36363636363636365
},
"hitRate1D": 0.35714285714285715,
"comboQuality": 0.022104204532362805,
"eligibleDays": 352,
"fitnessScore": -0.48371976049888854,
"lookbackDays": 14,
"returnLift1D": -0.009552260888328777,
"hitRateLift1D": -0.2274725274725275,
"activationRate": 0.04261363636363636,
"activationCount": 15,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.8863139720814414,
"shadowSharpeLike": -1.3226625102904224,
"avgForwardReturns": {
"1": -0.006996893992677143,
"5": -0.017594543086541445,
"10": -0.02217389045000362
},
"shadowMaxDrawdown": -0.11754909241170364,
"shadowTotalReturn": -0.09983188445838487,
"avgForwardReturn1D": -0.006996893992677143,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-08",
"2026-05-13",
"2026-05-15",
"2026-05-18",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-05-28"
],
"horizonObservationCounts": {
"1": 14,
"5": 11,
"10": 11
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 4,
"ticker": "OKE",
"hitRates": {
"1": 0,
"5": 1,
"10": 0.5
},
"hitRate1D": 0,
"comboQuality": 0.01673292156576686,
"eligibleDays": 330,
"fitnessScore": -0.5461705830943728,
"lookbackDays": 30,
"returnLift1D": -0.007109682517804661,
"hitRateLift1D": -0.5846153846153846,
"activationRate": 0.006060606060606061,
"activationCount": 2,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.6239252713092609,
"shadowSharpeLike": -1.3531504767655989,
"avgForwardReturns": {
"1": -0.004554315622153027,
"5": 0.033886918837584545,
"10": -0.0003241089589012258
},
"shadowMaxDrawdown": -0.011072800125328963,
"shadowTotalReturn": -0.011072800125328963,
"avgForwardReturn1D": -0.004554315622153027,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-02",
"2026-06-04"
],
"horizonObservationCounts": {
"1": 2,
"5": 2,
"10": 2
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
},
{
"topN": 3,
"ticker": "OKE",
"hitRates": {
"1": 0.2222222222222222,
"5": 0.16666666666666666,
"10": 0.3333333333333333
},
"hitRate1D": 0.2222222222222222,
"comboQuality": 0.01246598957847097,
"eligibleDays": 352,
"fitnessScore": -0.6118855036395702,
"lookbackDays": 14,
"returnLift1D": -0.012700144319305672,
"hitRateLift1D": -0.36239316239316244,
"activationRate": 0.028409090909090908,
"activationCount": 10,
"baselineHitRates": {
"1": 0.5846153846153846,
"5": 0.6792452830188679,
"10": 0.5348837209302325
},
"sampleConfidence": 0.7789087296526013,
"shadowSharpeLike": -1.5069852179580547,
"avgForwardReturns": {
"1": -0.010144777423654038,
"5": -0.04205811609654244,
"10": -0.017376856397058844
},
"shadowMaxDrawdown": -0.0913005248138673,
"shadowTotalReturn": -0.0913005248138673,
"avgForwardReturn1D": -0.010144777423654038,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-08",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-05-28",
"2026-07-20",
"2026-07-21",
"2026-07-22",
"2026-07-23"
],
"horizonObservationCounts": {
"1": 9,
"5": 6,
"10": 6
},
"baselineAvgForwardReturns": {
"1": 0.002555366895651634,
"5": 0.01498078101241087,
"10": 0.010996760710574233
}
}
],
"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": 5,
"comboQuality": 0.0717886978873645,
"fitnessScore": -0.21309711710673093,
"lookbackDays": 14,
"returnLift1D": -0.0055118446501875775,
"activationRate": 0.05113636363636364,
"activationCount": 18,
"sampleConfidence": 0.9384424805944493,
"shadowTotalReturn": -0.0543828090334878,
"avgForwardReturn1D": -0.002956477754535943
},
{
"bestTopN": 2,
"comboQuality": 0.1801185763563536,
"fitnessScore": 0.016580246751152092,
"lookbackDays": 21,
"returnLift1D": -0.0006240872980723621,
"activationRate": 0.0058997050147492625,
"activationCount": 2,
"sampleConfidence": 0.5905919379759276,
"shadowTotalReturn": 0.0018344511792165452,
"avgForwardReturn1D": 0.0019312795975792718
},
{
"bestTopN": 2,
"comboQuality": 0.08346937715870817,
"fitnessScore": -0.1771454442222815,
"lookbackDays": 30,
"returnLift1D": -0.002555366895651634,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08346937715870817,
"fitnessScore": -0.1771454442222815,
"lookbackDays": 45,
"returnLift1D": -0.002555366895651634,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08346937715870817,
"fitnessScore": -0.1771454442222815,
"lookbackDays": 63,
"returnLift1D": -0.002555366895651634,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
}
],
"strategyOptions": {
"shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
"blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
"coverage": "Rewards stocks that activate often without giving up too much quality.",
"precision": "Prioritizes hit rate and average return after activation."
},
"universeIdentity": {
"hash": "394f81d364f2e73406d1ddcbd99971374a87c8d723fc5b85787f011ad66ec356",
"size": 13,
"members": [
"OKE",
"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",
"OKE"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "OKE",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "OKE",
"hitRates": {
"1": 0.5535714285714286,
"5": 0.5462962962962963,
"10": 0.5480769230769231
},
"hitRate1D": 0.5535714285714286,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3473516630501549,
"eligibleDays": 326,
"fitnessScore": 0.21124583615906817,
"lookbackDays": 63,
"returnLift1D": 0.000005852936792725028,
"hitRateLift1D": 0.013694127957931679,
"portfolioSize": 4,
"activationRate": 0.34355828220858897,
"activationCount": 112,
"baselineHitRates": {
"1": 0.5398773006134969,
"5": 0.5496894409937888,
"10": 0.526813880126183
},
"sampleConfidence": 0.9928571428571429,
"shadowSharpeLike": 0.1573963613417153,
"avgForwardReturns": {
"1": 0.0004069542125114004,
"5": 0.0057163103241545735,
"10": 0.013508858067399645
},
"shadowMaxDrawdown": -0.1675105883335518,
"shadowTotalReturn": 0.015953126312443056,
"avgForwardReturn1D": 0.0004069542125114004,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-12-05",
"2025-12-08",
"2025-12-09",
"2025-12-10",
"2025-12-18",
"2025-12-19",
"2026-01-02",
"2026-01-05",
"2026-01-15",
"2026-01-16"
],
"horizonObservationCounts": {
"1": 112,
"5": 108,
"10": 104
},
"baselineAvgForwardReturns": {
"1": 0.0004011012757186754,
"5": 0.0033437818327841182,
"10": 0.006310031591457064
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.3473516630501549,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.15093870605046283,
"bestRawFitnessScore": 0.21124583615906817,
"upperQuartileComboQuality": 0.21798324538497404
},
"algorithmFit": {
"label": "poor",
"score": 0.24792200516956087,
"rawScore": 0.2638453246303336,
"confidence": 0.8792980737249564,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0,
"recommendedRegion": {
"lookbackDays": [
63
],
"portfolioSizes": [
4
]
},
"parameterStability": 0.48435640703190863,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "OKE",
"hitRates": {
"1": 0.5535714285714286,
"5": 0.5462962962962963,
"10": 0.5480769230769231
},
"hitRate1D": 0.5535714285714286,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3473516630501549,
"eligibleDays": 326,
"fitnessScore": 0.21124583615906817,
"lookbackDays": 63,
"returnLift1D": 0.000005852936792725028,
"hitRateLift1D": 0.013694127957931679,
"portfolioSize": 4,
"activationRate": 0.34355828220858897,
"activationCount": 112,
"baselineHitRates": {
"1": 0.5398773006134969,
"5": 0.5496894409937888,
"10": 0.526813880126183
},
"sampleConfidence": 0.9928571428571429,
"shadowSharpeLike": 0.1573963613417153,
"avgForwardReturns": {
"1": 0.0004069542125114004,
"5": 0.0057163103241545735,
"10": 0.013508858067399645
},
"shadowMaxDrawdown": -0.1675105883335518,
"shadowTotalReturn": 0.015953126312443056,
"avgForwardReturn1D": 0.0004069542125114004,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-12-05",
"2025-12-08",
"2025-12-09",
"2025-12-10",
"2025-12-18",
"2025-12-19",
"2026-01-02",
"2026-01-05",
"2026-01-15",
"2026-01-16"
],
"horizonObservationCounts": {
"1": 112,
"5": 108,
"10": 104
},
"baselineAvgForwardReturns": {
"1": 0.0004011012757186754,
"5": 0.0033437818327841182,
"10": 0.006310031591457064
}
},
{
"topN": 5,
"ticker": "OKE",
"hitRates": {
"1": 0.5535714285714286,
"5": 0.5462962962962963,
"10": 0.5480769230769231
},
"hitRate1D": 0.5535714285714286,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3473516630501549,
"eligibleDays": 326,
"fitnessScore": 0.21124583615906817,
"lookbackDays": 63,
"returnLift1D": 0.000005852936792725028,
"hitRateLift1D": 0.013694127957931679,
"portfolioSize": 5,
"activationRate": 0.34355828220858897,
"activationCount": 112,
"baselineHitRates": {
"1": 0.5398773006134969,
"5": 0.5496894409937888,
"10": 0.526813880126183
},
"sampleConfidence": 0.9928571428571429,
"shadowSharpeLike": 0.1573963613417153,
"avgForwardReturns": {
"1": 0.0004069542125114004,
"5": 0.0057163103241545735,
"10": 0.013508858067399645
},
"shadowMaxDrawdown": -0.1675105883335518,
"shadowTotalReturn": 0.015953126312443056,
"avgForwardReturn1D": 0.0004069542125114004,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-12-05",
"2025-12-08",
"2025-12-09",
"2025-12-10",
"2025-12-18",
"2025-12-19",
"2026-01-02",
"2026-01-05",
"2026-01-15",
"2026-01-16"
],
"horizonObservationCounts": {
"1": 112,
"5": 108,
"10": 104
},
"baselineAvgForwardReturns": {
"1": 0.0004011012757186754,
"5": 0.0033437818327841182,
"10": 0.006310031591457064
}
},
{
"topN": 2,
"ticker": "OKE",
"hitRates": {
"1": 0.6103896103896104,
"5": 0.5205479452054794,
"10": 0.4507042253521127
},
"hitRate1D": 0.6103896103896104,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.28791332362841093,
"eligibleDays": 375,
"fitnessScore": 0.15078116364176455,
"lookbackDays": 14,
"returnLift1D": -0.00017397167917507152,
"hitRateLift1D": 0.07705627705627704,
"portfolioSize": 2,
"activationRate": 0.20533333333333334,
"activationCount": 77,
"baselineHitRates": {
"1": 0.5333333333333333,
"5": 0.5283018867924528,
"10": 0.5136612021857924
},
"sampleConfidence": 0.9913419913419914,
"shadowSharpeLike": -0.09383173950245363,
"avgForwardReturns": {
"1": -0.00009862395674538464,
"5": -0.004468234986357231,
"10": -0.015345097697693492
},
"shadowMaxDrawdown": -0.1567007729068196,
"shadowTotalReturn": -0.03270052392021561,
"avgForwardReturn1D": -0.00009862395674538464,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 77,
"5": 73,
"10": 71
},
"baselineAvgForwardReturns": {
"1": 0.00007534772242968687,
"5": 0.0006325597909135751,
"10": 0.0013127295690449651
}
},
{
"topN": 4,
"ticker": "OKE",
"hitRates": {
"1": 0.5446428571428571,
"5": 0.5277777777777778,
"10": 0.44660194174757284
},
"hitRate1D": 0.5446428571428571,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.2665329108497722,
"eligibleDays": 359,
"fitnessScore": 0.12729730011191975,
"lookbackDays": 30,
"returnLift1D": -0.00019430515029859738,
"hitRateLift1D": 0.004252884998010353,
"portfolioSize": 4,
"activationRate": 0.31197771587743733,
"activationCount": 112,
"baselineHitRates": {
"1": 0.5403899721448467,
"5": 0.5352112676056338,
"10": 0.5142857142857142
},
"sampleConfidence": 0.9922619047619048,
"shadowSharpeLike": -0.029079963147386034,
"avgForwardReturns": {
"1": 0.000041888622433605494,
"5": -0.003607400482041664,
"10": -0.011117096666810603
},
"shadowMaxDrawdown": -0.15939821009495136,
"shadowTotalReturn": -0.025923754728934933,
"avgForwardReturn1D": 0.000041888622433605494,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"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": 112,
"5": 108,
"10": 103
},
"baselineAvgForwardReturns": {
"1": 0.00023619377273220287,
"5": 0.001009017935113908,
"10": 0.0017449667685608995
}
},
{
"topN": 5,
"ticker": "OKE",
"hitRates": {
"1": 0.5446428571428571,
"5": 0.5277777777777778,
"10": 0.44660194174757284
},
"hitRate1D": 0.5446428571428571,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.2665329108497722,
"eligibleDays": 359,
"fitnessScore": 0.12729730011191975,
"lookbackDays": 30,
"returnLift1D": -0.00019430515029859738,
"hitRateLift1D": 0.004252884998010353,
"portfolioSize": 5,
"activationRate": 0.31197771587743733,
"activationCount": 112,
"baselineHitRates": {
"1": 0.5403899721448467,
"5": 0.5352112676056338,
"10": 0.5142857142857142
},
"sampleConfidence": 0.9922619047619048,
"shadowSharpeLike": -0.029079963147386034,
"avgForwardReturns": {
"1": 0.000041888622433605494,
"5": -0.003607400482041664,
"10": -0.011117096666810603
},
"shadowMaxDrawdown": -0.15939821009495136,
"shadowTotalReturn": -0.025923754728934933,
"avgForwardReturn1D": 0.000041888622433605494,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"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": 112,
"5": 108,
"10": 103
},
"baselineAvgForwardReturns": {
"1": 0.00023619377273220287,
"5": 0.001009017935113908,
"10": 0.0017449667685608995
}
},
{
"topN": 2,
"ticker": "OKE",
"hitRates": {
"1": 0.5370370370370371,
"5": 0.46296296296296297,
"10": 0.5555555555555556
},
"hitRate1D": 0.5370370370370371,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.20180002356337465,
"eligibleDays": 326,
"fitnessScore": 0.04748197355012734,
"lookbackDays": 63,
"returnLift1D": -0.0005003551910596685,
"hitRateLift1D": -0.002840263576459834,
"portfolioSize": 2,
"activationRate": 0.1656441717791411,
"activationCount": 54,
"baselineHitRates": {
"1": 0.5398773006134969,
"5": 0.5496894409937888,
"10": 0.526813880126183
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.07709018842861215,
"avgForwardReturns": {
"1": -0.0000992539153409931,
"5": 0.00397209803127877,
"10": 0.01959017317357161
},
"shadowMaxDrawdown": -0.14445071328278414,
"shadowTotalReturn": -0.0196000609528173,
"avgForwardReturn1D": -0.0000992539153409931,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-01-23",
"2026-01-26",
"2026-01-27",
"2026-01-28",
"2026-01-29",
"2026-01-30",
"2026-02-02",
"2026-02-03",
"2026-02-04",
"2026-02-05"
],
"horizonObservationCounts": {
"1": 54,
"5": 54,
"10": 54
},
"baselineAvgForwardReturns": {
"1": 0.0004011012757186754,
"5": 0.0033437818327841182,
"10": 0.006310031591457064
}
},
{
"topN": 4,
"ticker": "OKE",
"hitRates": {
"1": 0.576271186440678,
"5": 0.5,
"10": 0.45454545454545453
},
"hitRate1D": 0.576271186440678,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.18293906680831817,
"eligibleDays": 375,
"fitnessScore": 0.020756680193660185,
"lookbackDays": 14,
"returnLift1D": -0.0007673965344710416,
"hitRateLift1D": 0.04293785310734466,
"portfolioSize": 4,
"activationRate": 0.31466666666666665,
"activationCount": 118,
"baselineHitRates": {
"1": 0.5333333333333333,
"5": 0.5283018867924528,
"10": 0.5136612021857924
},
"sampleConfidence": 0.993220338983051,
"shadowSharpeLike": -0.3626176371686682,
"avgForwardReturns": {
"1": -0.0006920488120413547,
"5": -0.00647076589167107,
"10": -0.009654257471046203
},
"shadowMaxDrawdown": -0.2235986540216387,
"shadowTotalReturn": -0.1171841448089388,
"avgForwardReturn1D": -0.0006920488120413547,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-25",
"2025-02-28",
"2025-03-03",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 118,
"5": 114,
"10": 110
},
"baselineAvgForwardReturns": {
"1": 0.00007534772242968687,
"5": 0.0006325597909135751,
"10": 0.0013127295690449651
}
},
{
"topN": 5,
"ticker": "OKE",
"hitRates": {
"1": 0.576271186440678,
"5": 0.5,
"10": 0.45454545454545453
},
"hitRate1D": 0.576271186440678,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.18293906680831817,
"eligibleDays": 375,
"fitnessScore": 0.020756680193660185,
"lookbackDays": 14,
"returnLift1D": -0.0007673965344710416,
"hitRateLift1D": 0.04293785310734466,
"portfolioSize": 5,
"activationRate": 0.31466666666666665,
"activationCount": 118,
"baselineHitRates": {
"1": 0.5333333333333333,
"5": 0.5283018867924528,
"10": 0.5136612021857924
},
"sampleConfidence": 0.993220338983051,
"shadowSharpeLike": -0.3626176371686682,
"avgForwardReturns": {
"1": -0.0006920488120413547,
"5": -0.00647076589167107,
"10": -0.009654257471046203
},
"shadowMaxDrawdown": -0.2235986540216387,
"shadowTotalReturn": -0.1171841448089388,
"avgForwardReturn1D": -0.0006920488120413547,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-25",
"2025-02-28",
"2025-03-03",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 118,
"5": 114,
"10": 110
},
"baselineAvgForwardReturns": {
"1": 0.00007534772242968687,
"5": 0.0006325597909135751,
"10": 0.0013127295690449651
}
},
{
"topN": 3,
"ticker": "OKE",
"hitRates": {
"1": 0.5421686746987951,
"5": 0.5308641975308642,
"10": 0.6075949367088608
},
"hitRate1D": 0.5421686746987951,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.17855460877592494,
"eligibleDays": 326,
"fitnessScore": 0.014242385533163253,
"lookbackDays": 63,
"returnLift1D": -0.0008966947967677818,
"hitRateLift1D": 0.0022913740852982256,
"portfolioSize": 3,
"activationRate": 0.254601226993865,
"activationCount": 83,
"baselineHitRates": {
"1": 0.5398773006134969,
"5": 0.5496894409937888,
"10": 0.526813880126183
},
"sampleConfidence": 0.9951807228915663,
"shadowSharpeLike": -0.26276607405984365,
"avgForwardReturns": {
"1": -0.0004955935210491064,
"5": 0.007184264308321375,
"10": 0.020858821073756664
},
"shadowMaxDrawdown": -0.19708444521610535,
"shadowTotalReturn": -0.06520135442746833,
"avgForwardReturn1D": -0.0004955935210491064,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-12-18",
"2026-01-05",
"2026-01-15",
"2026-01-21",
"2026-01-23",
"2026-01-26",
"2026-01-27",
"2026-01-28",
"2026-01-29",
"2026-01-30"
],
"horizonObservationCounts": {
"1": 83,
"5": 81,
"10": 79
},
"baselineAvgForwardReturns": {
"1": 0.0004011012757186754,
"5": 0.0033437818327841182,
"10": 0.006310031591457064
}
},
{
"topN": 4,
"ticker": "OKE",
"hitRates": {
"1": 0.49038461538461536,
"5": 0.4803921568627451,
"10": 0.5306122448979592
},
"hitRate1D": 0.49038461538461536,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.15093870605046283,
"eligibleDays": 344,
"fitnessScore": -0.02999665989090928,
"lookbackDays": 45,
"returnLift1D": -0.0009564166148936859,
"hitRateLift1D": -0.05612701252236135,
"portfolioSize": 4,
"activationRate": 0.3023255813953488,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.5441176470588235,
"10": 0.5223880597014925
},
"sampleConfidence": 0.9948717948717949,
"shadowSharpeLike": -0.3160408548988491,
"avgForwardReturns": {
"1": -0.0005210397900254434,
"5": -0.0010963931414166882,
"10": 0.007829090000174323
},
"shadowMaxDrawdown": -0.146629097468575,
"shadowTotalReturn": -0.08040567754514116,
"avgForwardReturn1D": -0.0005210397900254434,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-12-02",
"2025-12-03",
"2025-12-04",
"2025-12-05",
"2025-12-08",
"2025-12-09",
"2025-12-10",
"2025-12-11",
"2025-12-12",
"2025-12-15"
],
"horizonObservationCounts": {
"1": 104,
"5": 102,
"10": 98
},
"baselineAvgForwardReturns": {
"1": 0.0004353768248682424,
"5": 0.0017870182144815643,
"10": 0.0022156018853180643
}
},
{
"topN": 5,
"ticker": "OKE",
"hitRates": {
"1": 0.49038461538461536,
"5": 0.4803921568627451,
"10": 0.5306122448979592
},
"hitRate1D": 0.49038461538461536,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.15093870605046283,
"eligibleDays": 344,
"fitnessScore": -0.02999665989090928,
"lookbackDays": 45,
"returnLift1D": -0.0009564166148936859,
"hitRateLift1D": -0.05612701252236135,
"portfolioSize": 5,
"activationRate": 0.3023255813953488,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.5441176470588235,
"10": 0.5223880597014925
},
"sampleConfidence": 0.9948717948717949,
"shadowSharpeLike": -0.3160408548988491,
"avgForwardReturns": {
"1": -0.0005210397900254434,
"5": -0.0010963931414166882,
"10": 0.007829090000174323
},
"shadowMaxDrawdown": -0.146629097468575,
"shadowTotalReturn": -0.08040567754514116,
"avgForwardReturn1D": -0.0005210397900254434,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-12-02",
"2025-12-03",
"2025-12-04",
"2025-12-05",
"2025-12-08",
"2025-12-09",
"2025-12-10",
"2025-12-11",
"2025-12-12",
"2025-12-15"
],
"horizonObservationCounts": {
"1": 104,
"5": 102,
"10": 98
},
"baselineAvgForwardReturns": {
"1": 0.0004353768248682424,
"5": 0.0017870182144815643,
"10": 0.0022156018853180643
}
},
{
"topN": 3,
"ticker": "OKE",
"hitRates": {
"1": 0.5851063829787234,
"5": 0.4777777777777778,
"10": 0.38636363636363635
},
"hitRate1D": 0.5851063829787234,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.13249669106660905,
"eligibleDays": 368,
"fitnessScore": -0.06339356390506475,
"lookbackDays": 21,
"returnLift1D": -0.0017025991422030876,
"hitRateLift1D": 0.047062904717853904,
"portfolioSize": 3,
"activationRate": 0.2554347826086957,
"activationCount": 94,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.5384615384615384,
"10": 0.5181058495821727
},
"sampleConfidence": 0.9929078014184398,
"shadowSharpeLike": -0.5587022612517561,
"avgForwardReturns": {
"1": -0.0014633853323274754,
"5": -0.010502709365440328,
"10": -0.02019220059137969
},
"shadowMaxDrawdown": -0.21757142822015552,
"shadowTotalReturn": -0.1578334154854525,
"avgForwardReturn1D": -0.0014633853323274754,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-03",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 94,
"5": 90,
"10": 88
},
"baselineAvgForwardReturns": {
"1": 0.00023921380987561213,
"5": 0.0012190319964866555,
"10": 0.0017868785443842438
}
},
{
"topN": 3,
"ticker": "OKE",
"hitRates": {
"1": 0.5882352941176471,
"5": 0.5102040816326531,
"10": 0.4421052631578947
},
"hitRate1D": 0.5882352941176471,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.12757982234337187,
"eligibleDays": 375,
"fitnessScore": -0.07295636606600159,
"lookbackDays": 14,
"returnLift1D": -0.0015348323420185355,
"hitRateLift1D": 0.05490196078431375,
"portfolioSize": 3,
"activationRate": 0.272,
"activationCount": 102,
"baselineHitRates": {
"1": 0.5333333333333333,
"5": 0.5283018867924528,
"10": 0.5136612021857924
},
"sampleConfidence": 0.9928104575163399,
"shadowSharpeLike": -0.661388816232353,
"avgForwardReturns": {
"1": -0.0014594846195888486,
"5": -0.005256375366229449,
"10": -0.012295580999461826
},
"shadowMaxDrawdown": -0.23063142901444644,
"shadowTotalReturn": -0.1703893706338112,
"avgForwardReturn1D": -0.0014594846195888486,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 102,
"5": 98,
"10": 95
},
"baselineAvgForwardReturns": {
"1": 0.00007534772242968687,
"5": 0.0006325597909135751,
"10": 0.0013127295690449651
}
},
{
"topN": 3,
"ticker": "OKE",
"hitRates": {
"1": 0.5204081632653061,
"5": 0.46808510638297873,
"10": 0.43333333333333335
},
"hitRate1D": 0.5204081632653061,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.12710828841298827,
"eligibleDays": 359,
"fitnessScore": -0.07388986609636328,
"lookbackDays": 30,
"returnLift1D": -0.001248248251395906,
"hitRateLift1D": -0.019981808879540597,
"portfolioSize": 3,
"activationRate": 0.27298050139275765,
"activationCount": 98,
"baselineHitRates": {
"1": 0.5403899721448467,
"5": 0.5352112676056338,
"10": 0.5142857142857142
},
"sampleConfidence": 0.9918367346938776,
"shadowSharpeLike": -0.4908585886937806,
"avgForwardReturns": {
"1": -0.0010120544786637032,
"5": -0.0068953306395900015,
"10": -0.014884422805323457
},
"shadowMaxDrawdown": -0.18232186270504336,
"shadowTotalReturn": -0.11734414781722768,
"avgForwardReturn1D": -0.0010120544786637032,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-02",
"2025-04-03"
],
"horizonObservationCounts": {
"1": 98,
"5": 94,
"10": 90
},
"baselineAvgForwardReturns": {
"1": 0.00023619377273220287,
"5": 0.001009017935113908,
"10": 0.0017449667685608995
}
},
{
"topN": 4,
"ticker": "OKE",
"hitRates": {
"1": 0.5673076923076923,
"5": 0.52,
"10": 0.4329896907216495
},
"hitRate1D": 0.5673076923076923,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.11381571520470572,
"eligibleDays": 368,
"fitnessScore": -0.10151575001656014,
"lookbackDays": 21,
"returnLift1D": -0.0017554116950321854,
"hitRateLift1D": 0.02926421404682278,
"portfolioSize": 4,
"activationRate": 0.2826086956521739,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.5384615384615384,
"10": 0.5181058495821727
},
"sampleConfidence": 0.992948717948718,
"shadowSharpeLike": -0.6343545950470185,
"avgForwardReturns": {
"1": -0.0015161978851565732,
"5": -0.006567097799892635,
"10": -0.012969542979244623
},
"shadowMaxDrawdown": -0.21757142822015552,
"shadowTotalReturn": -0.17997920949419566,
"avgForwardReturn1D": -0.0015161978851565732,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-03",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 104,
"5": 100,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.00023921380987561213,
"5": 0.0012190319964866555,
"10": 0.0017868785443842438
}
},
{
"topN": 5,
"ticker": "OKE",
"hitRates": {
"1": 0.5673076923076923,
"5": 0.52,
"10": 0.4329896907216495
},
"hitRate1D": 0.5673076923076923,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.11381571520470572,
"eligibleDays": 368,
"fitnessScore": -0.10151575001656014,
"lookbackDays": 21,
"returnLift1D": -0.0017554116950321854,
"hitRateLift1D": 0.02926421404682278,
"portfolioSize": 5,
"activationRate": 0.2826086956521739,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.5384615384615384,
"10": 0.5181058495821727
},
"sampleConfidence": 0.992948717948718,
"shadowSharpeLike": -0.6343545950470185,
"avgForwardReturns": {
"1": -0.0015161978851565732,
"5": -0.006567097799892635,
"10": -0.012969542979244623
},
"shadowMaxDrawdown": -0.21757142822015552,
"shadowTotalReturn": -0.17997920949419566,
"avgForwardReturn1D": -0.0015161978851565732,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-03",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 104,
"5": 100,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.00023921380987561213,
"5": 0.0012190319964866555,
"10": 0.0017868785443842438
}
},
{
"topN": 2,
"ticker": "OKE",
"hitRates": {
"1": 0.4857142857142857,
"5": 0.4492753623188406,
"10": 0.417910447761194
},
"hitRate1D": 0.4857142857142857,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.09021535780016524,
"eligibleDays": 359,
"fitnessScore": -0.15842181239183661,
"lookbackDays": 30,
"returnLift1D": -0.0016813868385784142,
"hitRateLift1D": -0.05467568643056103,
"portfolioSize": 2,
"activationRate": 0.19498607242339833,
"activationCount": 70,
"baselineHitRates": {
"1": 0.5403899721448467,
"5": 0.5352112676056338,
"10": 0.5142857142857142
},
"sampleConfidence": 0.9961904761904763,
"shadowSharpeLike": -0.6032596293477451,
"avgForwardReturns": {
"1": -0.0014451930658462113,
"5": -0.005091517647525342,
"10": -0.01812453724668183
},
"shadowMaxDrawdown": -0.1377727264994768,
"shadowTotalReturn": -0.11813136607698371,
"avgForwardReturn1D": -0.0014451930658462113,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-31",
"2025-04-03",
"2025-11-26",
"2025-11-28"
],
"horizonObservationCounts": {
"1": 70,
"5": 69,
"10": 67
},
"baselineAvgForwardReturns": {
"1": 0.00023619377273220287,
"5": 0.001009017935113908,
"10": 0.0017449667685608995
}
},
{
"topN": 2,
"ticker": "OKE",
"hitRates": {
"1": 0.4791666666666667,
"5": 0.4166666666666667,
"10": 0.5
},
"hitRate1D": 0.4791666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.06491641324479404,
"eligibleDays": 344,
"fitnessScore": -0.23685779473637772,
"lookbackDays": 45,
"returnLift1D": -0.0028014266967429464,
"hitRateLift1D": -0.06734496124031003,
"portfolioSize": 2,
"activationRate": 0.13953488372093023,
"activationCount": 48,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.5441176470588235,
"10": 0.5223880597014925
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.9448718321247629,
"avgForwardReturns": {
"1": -0.0023660498718747042,
"5": -0.00488207334900134,
"10": 0.0018139561418502824
},
"shadowMaxDrawdown": -0.1366818428735861,
"shadowTotalReturn": -0.12182853922227399,
"avgForwardReturn1D": -0.0023660498718747042,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-12-08",
"2025-12-10",
"2025-12-16",
"2025-12-18",
"2025-12-19",
"2025-12-22",
"2025-12-23",
"2025-12-24",
"2025-12-30",
"2025-12-31"
],
"horizonObservationCounts": {
"1": 48,
"5": 48,
"10": 48
},
"baselineAvgForwardReturns": {
"1": 0.0004353768248682424,
"5": 0.0017870182144815643,
"10": 0.0022156018853180643
}
},
{
"topN": 2,
"ticker": "OKE",
"hitRates": {
"1": 0.5737704918032787,
"5": 0.3728813559322034,
"10": 0.24561403508771928
},
"hitRate1D": 0.5737704918032787,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.06323689109364138,
"eligibleDays": 368,
"fitnessScore": -0.24301936780103597,
"lookbackDays": 21,
"returnLift1D": -0.0036429271327731044,
"hitRateLift1D": 0.03572701354240915,
"portfolioSize": 2,
"activationRate": 0.16576086956521738,
"activationCount": 61,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.5384615384615384,
"10": 0.5181058495821727
},
"sampleConfidence": 0.9934426229508198,
"shadowSharpeLike": -0.9259361691112302,
"avgForwardReturns": {
"1": -0.003403713322897492,
"5": -0.015780589150451694,
"10": -0.03776121183734406
},
"shadowMaxDrawdown": -0.23497863812538078,
"shadowTotalReturn": -0.21145595348145807,
"avgForwardReturn1D": -0.003403713322897492,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-01",
"2025-04-02",
"2025-04-03"
],
"horizonObservationCounts": {
"1": 61,
"5": 59,
"10": 57
},
"baselineAvgForwardReturns": {
"1": 0.00023921380987561213,
"5": 0.0012190319964866555,
"10": 0.0017868785443842438
}
},
{
"topN": 3,
"ticker": "OKE",
"hitRates": {
"1": 0.4878048780487805,
"5": 0.41975308641975306,
"10": 0.47435897435897434
},
"hitRate1D": 0.4878048780487805,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.06011710189912529,
"eligibleDays": 344,
"fitnessScore": -0.2548814051638962,
"lookbackDays": 45,
"returnLift1D": -0.0024263030838741163,
"hitRateLift1D": -0.05870674985819624,
"portfolioSize": 3,
"activationRate": 0.23837209302325582,
"activationCount": 82,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.5441176470588235,
"10": 0.5223880597014925
},
"sampleConfidence": 0.9959349593495935,
"shadowSharpeLike": -0.9856295459380261,
"avgForwardReturns": {
"1": -0.0019909262590058737,
"5": -0.005373073438755409,
"10": 0.00198689287418654
},
"shadowMaxDrawdown": -0.20677107185357446,
"shadowTotalReturn": -0.17712592555979667,
"avgForwardReturn1D": -0.0019909262590058737,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-12-02",
"2025-12-04",
"2025-12-05",
"2025-12-08",
"2025-12-09",
"2025-12-10",
"2025-12-12",
"2025-12-15",
"2025-12-16",
"2025-12-18"
],
"horizonObservationCounts": {
"1": 82,
"5": 81,
"10": 78
},
"baselineAvgForwardReturns": {
"1": 0.0004353768248682424,
"5": 0.0017870182144815643,
"10": 0.0022156018853180643
}
}
],
"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": 0.28791332362841093,
"fitnessScore": 0.15078116364176455,
"lookbackDays": 14,
"returnLift1D": -0.00017397167917507152,
"activationRate": 0.20533333333333334,
"activationCount": 77,
"sampleConfidence": 0.9913419913419914,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.03270052392021561,
"avgForwardReturn1D": -0.00009862395674538464
},
{
"comboQuality": 0.13249669106660905,
"fitnessScore": -0.06339356390506475,
"lookbackDays": 21,
"returnLift1D": -0.0017025991422030876,
"activationRate": 0.2554347826086957,
"activationCount": 94,
"sampleConfidence": 0.9929078014184398,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.1578334154854525,
"avgForwardReturn1D": -0.0014633853323274754
},
{
"comboQuality": 0.2665329108497722,
"fitnessScore": 0.12729730011191975,
"lookbackDays": 30,
"returnLift1D": -0.00019430515029859738,
"activationRate": 0.31197771587743733,
"activationCount": 112,
"sampleConfidence": 0.9922619047619048,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.025923754728934933,
"avgForwardReturn1D": 0.000041888622433605494
},
{
"comboQuality": 0.15093870605046283,
"fitnessScore": -0.02999665989090928,
"lookbackDays": 45,
"returnLift1D": -0.0009564166148936859,
"activationRate": 0.3023255813953488,
"activationCount": 104,
"sampleConfidence": 0.9948717948717949,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.08040567754514116,
"avgForwardReturn1D": -0.0005210397900254434
},
{
"comboQuality": 0.3473516630501549,
"fitnessScore": 0.21124583615906817,
"lookbackDays": 63,
"returnLift1D": 0.000005852936792725028,
"activationRate": 0.34355828220858897,
"activationCount": 112,
"sampleConfidence": 0.9928571428571429,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.015953126312443056,
"avgForwardReturn1D": 0.0004069542125114004
}
],
"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": "394f81d364f2e73406d1ddcbd99971374a87c8d723fc5b85787f011ad66ec356",
"size": 13,
"members": [
"OKE",
"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