Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"PRCT"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "PRCT",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 4,
"ticker": "PRCT",
"hitRates": {
"1": 0.5333333333333333,
"5": 0.26666666666666666,
"10": 0.13333333333333333
},
"hitRate1D": 0.5333333333333333,
"comboQuality": 0.14662505395906286,
"eligibleDays": 297,
"fitnessScore": -0.037490474256035126,
"lookbackDays": 63,
"returnLift1D": 0.0011893600876689853,
"hitRateLift1D": 0.09076576576576578,
"activationRate": 0.050505050505050504,
"activationCount": 15,
"baselineHitRates": {
"1": 0.44256756756756754,
"5": 0.3904109589041096,
"10": 0.32752613240418116
},
"sampleConfidence": 0.9263139720814413,
"shadowSharpeLike": -0.2661249514574921,
"avgForwardReturns": {
"1": -0.002125395503132473,
"5": -0.04563650009560922,
"10": -0.1057465457703839
},
"shadowMaxDrawdown": -0.09501791686725902,
"shadowTotalReturn": -0.04544091003109452,
"avgForwardReturn1D": -0.002125395503132473,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-09",
"2025-06-11",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-28",
"2026-05-29",
"2026-06-01",
"2026-06-02"
],
"horizonObservationCounts": {
"1": 15,
"5": 15,
"10": 15
},
"baselineAvgForwardReturns": {
"1": -0.0033147555908014585,
"5": -0.01681224018907472,
"10": -0.03303351262449578
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.14662505395906286,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.007559702415997157,
"bestRawFitnessScore": -0.037490474256035126,
"upperQuartileComboQuality": 0.02464594435037347
},
"algorithmFit": {
"label": "poor",
"score": 0.05106413912922669,
"rawScore": 0.056175399446682726,
"confidence": 0.8180249586900673,
"bestProfile": {
"topN": 4,
"lookbackDays": 63
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
4
],
"lookbackDays": [
63
]
},
"parameterStability": 0.12498137149415532,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "PRCT",
"hitRates": {
"1": 0.5333333333333333,
"5": 0.26666666666666666,
"10": 0.13333333333333333
},
"hitRate1D": 0.5333333333333333,
"comboQuality": 0.14662505395906286,
"eligibleDays": 297,
"fitnessScore": -0.037490474256035126,
"lookbackDays": 63,
"returnLift1D": 0.0011893600876689853,
"hitRateLift1D": 0.09076576576576578,
"activationRate": 0.050505050505050504,
"activationCount": 15,
"baselineHitRates": {
"1": 0.44256756756756754,
"5": 0.3904109589041096,
"10": 0.32752613240418116
},
"sampleConfidence": 0.9263139720814413,
"shadowSharpeLike": -0.2661249514574921,
"avgForwardReturns": {
"1": -0.002125395503132473,
"5": -0.04563650009560922,
"10": -0.1057465457703839
},
"shadowMaxDrawdown": -0.09501791686725902,
"shadowTotalReturn": -0.04544091003109452,
"avgForwardReturn1D": -0.002125395503132473,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-09",
"2025-06-11",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-28",
"2026-05-29",
"2026-06-01",
"2026-06-02"
],
"horizonObservationCounts": {
"1": 15,
"5": 15,
"10": 15
},
"baselineAvgForwardReturns": {
"1": -0.0033147555908014585,
"5": -0.01681224018907472,
"10": -0.03303351262449578
}
},
{
"topN": 2,
"ticker": "PRCT",
"hitRates": {
"1": 0.5,
"5": 0,
"10": 0
},
"hitRate1D": 0.5,
"comboQuality": 0.12955964571059184,
"eligibleDays": 315,
"fitnessScore": -0.0690687332063193,
"lookbackDays": 45,
"returnLift1D": -0.0017799797232315243,
"hitRateLift1D": 0.0573248407643312,
"activationRate": 0.006349206349206349,
"activationCount": 2,
"baselineHitRates": {
"1": 0.4426751592356688,
"5": 0.4064516129032258,
"10": 0.35737704918032787
},
"sampleConfidence": 0.6239252713092609,
"shadowSharpeLike": -0.7267156879901172,
"avgForwardReturns": {
"1": -0.004566006372447806,
"5": -0.08008326901017071,
"10": -0.11664452281938603
},
"shadowMaxDrawdown": -0.012682233960782385,
"shadowTotalReturn": -0.010158338370559128,
"avgForwardReturn1D": -0.004566006372447806,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-12-15",
"2025-12-16"
],
"horizonObservationCounts": {
"1": 2,
"5": 2,
"10": 2
},
"baselineAvgForwardReturns": {
"1": -0.002786026649216282,
"5": -0.014414760525148299,
"10": -0.028726727320786995
}
},
{
"topN": 5,
"ticker": "PRCT",
"hitRates": {
"1": 0.47058823529411764,
"5": 0.29411764705882354,
"10": 0.11764705882352941
},
"hitRate1D": 0.47058823529411764,
"comboQuality": 0.07880403030132975,
"eligibleDays": 297,
"fitnessScore": -0.190915903301258,
"lookbackDays": 63,
"returnLift1D": -0.00041487080690289033,
"hitRateLift1D": 0.028020667726550097,
"activationRate": 0.05723905723905724,
"activationCount": 17,
"baselineHitRates": {
"1": 0.44256756756756754,
"5": 0.3904109589041096,
"10": 0.32752613240418116
},
"sampleConfidence": 0.9570749451511089,
"shadowSharpeLike": -0.473545770953006,
"avgForwardReturns": {
"1": -0.003729626397704349,
"5": -0.0381566143478433,
"10": -0.10685413165844664
},
"shadowMaxDrawdown": -0.10900346075344336,
"shadowTotalReturn": -0.0743802540412376,
"avgForwardReturn1D": -0.003729626397704349,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-09",
"2025-06-11",
"2025-06-12",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-28",
"2026-05-29",
"2026-06-01"
],
"horizonObservationCounts": {
"1": 17,
"5": 17,
"10": 17
},
"baselineAvgForwardReturns": {
"1": -0.0033147555908014585,
"5": -0.01681224018907472,
"10": -0.03303351262449578
}
},
{
"topN": 3,
"ticker": "PRCT",
"hitRates": {
"1": 0.4444444444444444,
"5": 0.2222222222222222,
"10": 0.2222222222222222
},
"hitRate1D": 0.4444444444444444,
"comboQuality": 0.04110646859278083,
"eligibleDays": 297,
"fitnessScore": -0.3429152015469017,
"lookbackDays": 63,
"returnLift1D": -0.0069945270220760115,
"hitRateLift1D": 0.0018768768768768762,
"activationRate": 0.030303030303030304,
"activationCount": 9,
"baselineHitRates": {
"1": 0.44256756756756754,
"5": 0.3904109589041096,
"10": 0.32752613240418116
},
"sampleConfidence": 0.8189512162874653,
"shadowSharpeLike": -0.9354112752459324,
"avgForwardReturns": {
"1": -0.01030928261287747,
"5": -0.0720602950029921,
"10": -0.1322669627817484
},
"shadowMaxDrawdown": -0.10961777872155143,
"shadowTotalReturn": -0.09840925555072,
"avgForwardReturn1D": -0.01030928261287747,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-11",
"2026-05-28",
"2026-05-29",
"2026-06-02",
"2026-06-05",
"2026-06-08",
"2026-06-09",
"2026-06-11"
],
"horizonObservationCounts": {
"1": 9,
"5": 9,
"10": 9
},
"baselineAvgForwardReturns": {
"1": -0.0033147555908014585,
"5": -0.01681224018907472,
"10": -0.03303351262449578
}
},
{
"topN": 2,
"ticker": "PRCT",
"hitRates": {
"1": 0.4166666666666667,
"5": 0.20833333333333334,
"10": 0.041666666666666664
},
"hitRate1D": 0.4166666666666667,
"comboQuality": 0.03558376066459094,
"eligibleDays": 330,
"fitnessScore": -0.3759193947024694,
"lookbackDays": 30,
"returnLift1D": -0.001894152751137702,
"hitRateLift1D": -0.024062816616008065,
"activationRate": 0.07272727272727272,
"activationCount": 24,
"baselineHitRates": {
"1": 0.44072948328267475,
"5": 0.40923076923076923,
"10": 0.371875
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.7102418708411002,
"avgForwardReturns": {
"1": -0.004806160882278222,
"5": -0.057579026324515024,
"10": -0.09185159087878274
},
"shadowMaxDrawdown": -0.15577313688586292,
"shadowTotalReturn": -0.12723591515075583,
"avgForwardReturn1D": -0.004806160882278222,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-12",
"2025-06-13",
"2025-06-20",
"2025-06-26",
"2025-12-15",
"2025-12-18",
"2025-12-23"
],
"horizonObservationCounts": {
"1": 24,
"5": 24,
"10": 24
},
"baselineAvgForwardReturns": {
"1": -0.00291200813114052,
"5": -0.014274444174398862,
"10": -0.026984917194452184
}
},
{
"topN": 2,
"ticker": "PRCT",
"hitRates": {
"1": 0.42105263157894735,
"5": 0.3157894736842105,
"10": 0.18421052631578946
},
"hitRate1D": 0.42105263157894735,
"comboQuality": 0.021000005578967647,
"eligibleDays": 339,
"fitnessScore": -0.4952419653575387,
"lookbackDays": 21,
"returnLift1D": -0.0023844000732631382,
"hitRateLift1D": -0.022734350669573355,
"activationRate": 0.11209439528023599,
"activationCount": 38,
"baselineHitRates": {
"1": 0.4437869822485207,
"5": 0.4101796407185629,
"10": 0.364741641337386
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.9207780433799011,
"avgForwardReturns": {
"1": -0.005148439163496902,
"5": -0.03819612634986332,
"10": -0.06428484712816705
},
"shadowMaxDrawdown": -0.2751125438709284,
"shadowTotalReturn": -0.2009618354994669,
"avgForwardReturn1D": -0.005148439163496902,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-06-02",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13"
],
"horizonObservationCounts": {
"1": 38,
"5": 38,
"10": 38
},
"baselineAvgForwardReturns": {
"1": -0.002764039090233764,
"5": -0.01445353813050228,
"10": -0.02925721819807084
}
},
{
"topN": 5,
"ticker": "PRCT",
"hitRates": {
"1": 0.4594594594594595,
"5": 0.21621621621621623,
"10": 0.13513513513513514
},
"hitRate1D": 0.4594594594594595,
"comboQuality": 0.01383704795778512,
"eligibleDays": 315,
"fitnessScore": -0.5886238349664534,
"lookbackDays": 45,
"returnLift1D": -0.004846076000709517,
"hitRateLift1D": 0.016784300223790682,
"activationRate": 0.11746031746031746,
"activationCount": 37,
"baselineHitRates": {
"1": 0.4426751592356688,
"5": 0.4064516129032258,
"10": 0.35737704918032787
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.1039017184587163,
"avgForwardReturns": {
"1": -0.007632102649925799,
"5": -0.05429469987043978,
"10": -0.07982039848516037
},
"shadowMaxDrawdown": -0.3134014452735431,
"shadowTotalReturn": -0.27564368372932124,
"avgForwardReturn1D": -0.007632102649925799,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-20"
],
"horizonObservationCounts": {
"1": 37,
"5": 37,
"10": 37
},
"baselineAvgForwardReturns": {
"1": -0.002786026649216282,
"5": -0.014414760525148299,
"10": -0.028726727320786995
}
},
{
"topN": 5,
"ticker": "PRCT",
"hitRates": {
"1": 0.42028985507246375,
"5": 0.42028985507246375,
"10": 0.30434782608695654
},
"hitRate1D": 0.42028985507246375,
"comboQuality": 0.013593567192018508,
"eligibleDays": 339,
"fitnessScore": -0.5925837944763217,
"lookbackDays": 21,
"returnLift1D": -0.001719388146162288,
"hitRateLift1D": -0.023497127176056953,
"activationRate": 0.20353982300884957,
"activationCount": 69,
"baselineHitRates": {
"1": 0.4437869822485207,
"5": 0.4101796407185629,
"10": 0.364741641337386
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.9137133382207591,
"avgForwardReturns": {
"1": -0.004483427236396052,
"5": -0.02275683979673324,
"10": -0.051691050312961895
},
"shadowMaxDrawdown": -0.3744674427132586,
"shadowTotalReturn": -0.3104986611793211,
"avgForwardReturn1D": -0.004483427236396052,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-06-02",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10"
],
"horizonObservationCounts": {
"1": 69,
"5": 69,
"10": 69
},
"baselineAvgForwardReturns": {
"1": -0.002764039090233764,
"5": -0.01445353813050228,
"10": -0.02925721819807084
}
},
{
"topN": 4,
"ticker": "PRCT",
"hitRates": {
"1": 0.45161290322580644,
"5": 0.12903225806451613,
"10": 0.0967741935483871
},
"hitRate1D": 0.45161290322580644,
"comboQuality": 0.01269139428003571,
"eligibleDays": 315,
"fitnessScore": -0.6078928728520543,
"lookbackDays": 45,
"returnLift1D": -0.005872297174874294,
"hitRateLift1D": 0.008937743990137637,
"activationRate": 0.09841269841269841,
"activationCount": 31,
"baselineHitRates": {
"1": 0.4426751592356688,
"5": 0.4064516129032258,
"10": 0.35737704918032787
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.096750986479773,
"avgForwardReturns": {
"1": -0.008658323824090576,
"5": -0.0690254685021665,
"10": -0.09104189797654458
},
"shadowMaxDrawdown": -0.30046046676552873,
"shadowTotalReturn": -0.261991048639319,
"avgForwardReturn1D": -0.008658323824090576,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-20"
],
"horizonObservationCounts": {
"1": 31,
"5": 31,
"10": 31
},
"baselineAvgForwardReturns": {
"1": -0.002786026649216282,
"5": -0.014414760525148299,
"10": -0.028726727320786995
}
},
{
"topN": 3,
"ticker": "PRCT",
"hitRates": {
"1": 0.39655172413793105,
"5": 0.3620689655172414,
"10": 0.22413793103448276
},
"hitRate1D": 0.39655172413793105,
"comboQuality": 0.007992079426883465,
"eligibleDays": 339,
"fitnessScore": -0.7106816246633428,
"lookbackDays": 21,
"returnLift1D": -0.003274857782693016,
"hitRateLift1D": -0.04723525811058965,
"activationRate": 0.1710914454277286,
"activationCount": 58,
"baselineHitRates": {
"1": 0.4437869822485207,
"5": 0.4101796407185629,
"10": 0.364741641337386
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.1005217523139044,
"avgForwardReturns": {
"1": -0.00603889687292678,
"5": -0.03274195890396493,
"10": -0.06426858933904839
},
"shadowMaxDrawdown": -0.38922627479666794,
"shadowTotalReturn": -0.3335315914688405,
"avgForwardReturn1D": -0.00603889687292678,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-05-23",
"2025-05-27",
"2025-06-02",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 58,
"5": 58,
"10": 58
},
"baselineAvgForwardReturns": {
"1": -0.002764039090233764,
"5": -0.01445353813050228,
"10": -0.02925721819807084
}
},
{
"topN": 3,
"ticker": "PRCT",
"hitRates": {
"1": 0.3877551020408163,
"5": 0.2653061224489796,
"10": 0.14285714285714285
},
"hitRate1D": 0.3877551020408163,
"comboQuality": 0.007127325405110848,
"eligibleDays": 330,
"fitnessScore": -0.7360666052069127,
"lookbackDays": 30,
"returnLift1D": -0.004413377621167751,
"hitRateLift1D": -0.05297438124185844,
"activationRate": 0.1484848484848485,
"activationCount": 49,
"baselineHitRates": {
"1": 0.44072948328267475,
"5": 0.40923076923076923,
"10": 0.371875
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.2996502699626045,
"avgForwardReturns": {
"1": -0.0073253857523082715,
"5": -0.03538959201275953,
"10": -0.07167783821948957
},
"shadowMaxDrawdown": -0.32824564113745447,
"shadowTotalReturn": -0.32824564113745447,
"avgForwardReturn1D": -0.0073253857523082715,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20"
],
"horizonObservationCounts": {
"1": 49,
"5": 49,
"10": 49
},
"baselineAvgForwardReturns": {
"1": -0.00291200813114052,
"5": -0.014274444174398862,
"10": -0.026984917194452184
}
},
{
"topN": 2,
"ticker": "PRCT",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.005950459920511602,
"eligibleDays": 297,
"fitnessScore": -0.7760300766865942,
"lookbackDays": 63,
"returnLift1D": -0.029583063070989853,
"hitRateLift1D": -0.44256756756756754,
"activationRate": 0.003367003367003367,
"activationCount": 1,
"baselineHitRates": {
"1": 0.44256756756756754,
"5": 0.3904109589041096,
"10": 0.32752613240418116
},
"sampleConfidence": 0.5729837387624885,
"shadowSharpeLike": -0.9348651989945087,
"avgForwardReturns": {
"1": -0.03289781866179131,
"5": -0.05980020018216714,
"10": -0.07425060114465543
},
"shadowMaxDrawdown": -0.03388111975246044,
"shadowTotalReturn": -0.03388111975246044,
"avgForwardReturn1D": -0.03289781866179131,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06"
],
"horizonObservationCounts": {
"1": 1,
"5": 1,
"10": 1
},
"baselineAvgForwardReturns": {
"1": -0.0033147555908014585,
"5": -0.01681224018907472,
"10": -0.03303351262449578
}
},
{
"topN": 4,
"ticker": "PRCT",
"hitRates": {
"1": 0.3770491803278688,
"5": 0.3770491803278688,
"10": 0.2459016393442623
},
"hitRate1D": 0.3770491803278688,
"comboQuality": 0.005489781208605745,
"eligibleDays": 339,
"fitnessScore": -0.7938596337371482,
"lookbackDays": 21,
"returnLift1D": -0.003746840287015167,
"hitRateLift1D": -0.06673780192065187,
"activationRate": 0.17994100294985252,
"activationCount": 61,
"baselineHitRates": {
"1": 0.4437869822485207,
"5": 0.4101796407185629,
"10": 0.364741641337386
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.2384360390528462,
"avgForwardReturns": {
"1": -0.006510879377248931,
"5": -0.027895241239753895,
"10": -0.06202947761187364
},
"shadowMaxDrawdown": -0.4180949632445662,
"shadowTotalReturn": -0.365032731829532,
"avgForwardReturn1D": -0.006510879377248931,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-05-23",
"2025-05-27",
"2025-06-02",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 61,
"5": 61,
"10": 61
},
"baselineAvgForwardReturns": {
"1": -0.002764039090233764,
"5": -0.01445353813050228,
"10": -0.02925721819807084
}
},
{
"topN": 4,
"ticker": "PRCT",
"hitRates": {
"1": 0.40476190476190477,
"5": 0.3333333333333333,
"10": 0.27380952380952384
},
"hitRate1D": 0.40476190476190477,
"comboQuality": 0.004880541581250965,
"eligibleDays": 352,
"fitnessScore": -0.8198734509423793,
"lookbackDays": 14,
"returnLift1D": -0.0030125179217182145,
"hitRateLift1D": -0.04095238095238096,
"activationRate": 0.23863636363636365,
"activationCount": 84,
"baselineHitRates": {
"1": 0.44571428571428573,
"5": 0.4161849710982659,
"10": 0.3684210526315789
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.3125100142182657,
"avgForwardReturns": {
"1": -0.005858693432977241,
"5": -0.026947353397717116,
"10": -0.05765586038730368
},
"shadowMaxDrawdown": -0.4946384931118024,
"shadowTotalReturn": -0.43304369543335564,
"avgForwardReturn1D": -0.005858693432977241,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-24",
"2025-05-21",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29"
],
"horizonObservationCounts": {
"1": 84,
"5": 84,
"10": 84
},
"baselineAvgForwardReturns": {
"1": -0.0028461755112590263,
"5": -0.014254424635286964,
"10": -0.028151203813439243
}
},
{
"topN": 2,
"ticker": "PRCT",
"hitRates": {
"1": 0.39622641509433965,
"5": 0.32075471698113206,
"10": 0.2830188679245283
},
"hitRate1D": 0.39622641509433965,
"comboQuality": 0.00456261242532185,
"eligibleDays": 352,
"fitnessScore": -0.8347631105859836,
"lookbackDays": 14,
"returnLift1D": -0.005284286128315543,
"hitRateLift1D": -0.049487870619946084,
"activationRate": 0.15056818181818182,
"activationCount": 53,
"baselineHitRates": {
"1": 0.44571428571428573,
"5": 0.4161849710982659,
"10": 0.3684210526315789
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.313387615095413,
"avgForwardReturns": {
"1": -0.008130461639574569,
"5": -0.031174530607254673,
"10": -0.0555321043013174
},
"shadowMaxDrawdown": -0.40727232999521357,
"shadowTotalReturn": -0.38764625487081505,
"avgForwardReturn1D": -0.008130461639574569,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-03-28",
"2025-04-24",
"2025-05-21",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-06-02",
"2025-06-03",
"2025-06-04"
],
"horizonObservationCounts": {
"1": 53,
"5": 53,
"10": 53
},
"baselineAvgForwardReturns": {
"1": -0.0028461755112590263,
"5": -0.014254424635286964,
"10": -0.028151203813439243
}
},
{
"topN": 3,
"ticker": "PRCT",
"hitRates": {
"1": 0.38028169014084506,
"5": 0.29577464788732394,
"10": 0.2535211267605634
},
"hitRate1D": 0.38028169014084506,
"comboQuality": 0.004261963661127359,
"eligibleDays": 352,
"fitnessScore": -0.8498259239724244,
"lookbackDays": 14,
"returnLift1D": -0.0038001339668627594,
"hitRateLift1D": -0.06543259557344067,
"activationRate": 0.20170454545454544,
"activationCount": 71,
"baselineHitRates": {
"1": 0.44571428571428573,
"5": 0.4161849710982659,
"10": 0.3684210526315789
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.3311604447508656,
"avgForwardReturns": {
"1": -0.006646309478121786,
"5": -0.028718902971708725,
"10": -0.06032199311098011
},
"shadowMaxDrawdown": -0.4404694798137385,
"shadowTotalReturn": -0.4181671050938178,
"avgForwardReturn1D": -0.006646309478121786,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-24",
"2025-05-21",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-06-02",
"2025-06-03"
],
"horizonObservationCounts": {
"1": 71,
"5": 71,
"10": 71
},
"baselineAvgForwardReturns": {
"1": -0.0028461755112590263,
"5": -0.014254424635286964,
"10": -0.028151203813439243
}
},
{
"topN": 4,
"ticker": "PRCT",
"hitRates": {
"1": 0.38596491228070173,
"5": 0.2982456140350877,
"10": 0.19298245614035087
},
"hitRate1D": 0.38596491228070173,
"comboQuality": 0.003644652889829572,
"eligibleDays": 330,
"fitnessScore": -0.8843854240001818,
"lookbackDays": 30,
"returnLift1D": -0.005558349649329146,
"hitRateLift1D": -0.05476457100197302,
"activationRate": 0.17272727272727273,
"activationCount": 57,
"baselineHitRates": {
"1": 0.44072948328267475,
"5": 0.40923076923076923,
"10": 0.371875
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.5830766867680324,
"avgForwardReturns": {
"1": -0.008470357780469666,
"5": -0.03354461200168657,
"10": -0.0643018243897707
},
"shadowMaxDrawdown": -0.4118670366524001,
"shadowTotalReturn": -0.4118670366524001,
"avgForwardReturn1D": -0.008470357780469666,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-23",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 57,
"5": 57,
"10": 57
},
"baselineAvgForwardReturns": {
"1": -0.00291200813114052,
"5": -0.014274444174398862,
"10": -0.026984917194452184
}
},
{
"topN": 5,
"ticker": "PRCT",
"hitRates": {
"1": 0.38095238095238093,
"5": 0.31746031746031744,
"10": 0.2222222222222222
},
"hitRate1D": 0.38095238095238093,
"comboQuality": 0.0023697692525250177,
"eligibleDays": 330,
"fitnessScore": -0.9793698239314288,
"lookbackDays": 30,
"returnLift1D": -0.006106289564829275,
"hitRateLift1D": -0.05977710233029382,
"activationRate": 0.19090909090909092,
"activationCount": 63,
"baselineHitRates": {
"1": 0.44072948328267475,
"5": 0.40923076923076923,
"10": 0.371875
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.7959667412599998,
"avgForwardReturns": {
"1": -0.009018297695969795,
"5": -0.029540040162956895,
"10": -0.058466043358063706
},
"shadowMaxDrawdown": -0.4639185921443081,
"shadowTotalReturn": -0.4639185921443081,
"avgForwardReturn1D": -0.009018297695969795,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-21",
"2025-05-23",
"2025-05-27",
"2025-05-29",
"2025-06-04",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 63,
"5": 63,
"10": 63
},
"baselineAvgForwardReturns": {
"1": -0.00291200813114052,
"5": -0.014274444174398862,
"10": -0.026984917194452184
}
},
{
"topN": 5,
"ticker": "PRCT",
"hitRates": {
"1": 0.3541666666666667,
"5": 0.3229166666666667,
"10": 0.28421052631578947
},
"hitRate1D": 0.3541666666666667,
"comboQuality": 0.000942061712433733,
"eligibleDays": 352,
"fitnessScore": -1.1826293988862042,
"lookbackDays": 14,
"returnLift1D": -0.00582427096864329,
"hitRateLift1D": -0.09154761904761904,
"activationRate": 0.2727272727272727,
"activationCount": 96,
"baselineHitRates": {
"1": 0.44571428571428573,
"5": 0.4161849710982659,
"10": 0.3684210526315789
},
"sampleConfidence": 0.9993055555555557,
"shadowSharpeLike": -2.0504490300281732,
"avgForwardReturns": {
"1": -0.008670446479902316,
"5": -0.028727116612548276,
"10": -0.05708479219897244
},
"shadowMaxDrawdown": -0.6017523776563104,
"shadowTotalReturn": -0.6017523776563104,
"avgForwardReturn1D": -0.008670446479902316,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-24",
"2025-04-30",
"2025-05-01",
"2025-05-16",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 96,
"5": 96,
"10": 95
},
"baselineAvgForwardReturns": {
"1": -0.0028461755112590263,
"5": -0.014254424635286964,
"10": -0.028151203813439243
}
},
{
"topN": 3,
"ticker": "PRCT",
"hitRates": {
"1": 0.38095238095238093,
"5": 0.047619047619047616,
"10": 0.047619047619047616
},
"hitRate1D": 0.38095238095238093,
"comboQuality": 0.0009258961016044614,
"eligibleDays": 315,
"fitnessScore": -1.1864408852971287,
"lookbackDays": 45,
"returnLift1D": -0.019117279658221915,
"hitRateLift1D": -0.06172277828328787,
"activationRate": 0.06666666666666667,
"activationCount": 21,
"baselineHitRates": {
"1": 0.4426751592356688,
"5": 0.4064516129032258,
"10": 0.35737704918032787
},
"sampleConfidence": 1,
"shadowSharpeLike": -2.163936070772398,
"avgForwardReturns": {
"1": -0.021903306307438197,
"5": -0.09023477780739561,
"10": -0.11294586136374771
},
"shadowMaxDrawdown": -0.38747175222253916,
"shadowTotalReturn": -0.38747175222253916,
"avgForwardReturn1D": -0.021903306307438197,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-11",
"2025-06-12",
"2025-06-16",
"2025-06-17",
"2025-06-20",
"2025-07-18",
"2025-12-15",
"2025-12-16",
"2025-12-17"
],
"horizonObservationCounts": {
"1": 21,
"5": 21,
"10": 21
},
"baselineAvgForwardReturns": {
"1": -0.002786026649216282,
"5": -0.014414760525148299,
"10": -0.028726727320786995
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 4,
"comboQuality": 0.004880541581250965,
"fitnessScore": -0.8198734509423793,
"lookbackDays": 14,
"returnLift1D": -0.0030125179217182145,
"activationRate": 0.23863636363636365,
"activationCount": 84,
"sampleConfidence": 1,
"shadowTotalReturn": -0.43304369543335564,
"avgForwardReturn1D": -0.005858693432977241
},
{
"bestTopN": 2,
"comboQuality": 0.021000005578967647,
"fitnessScore": -0.4952419653575387,
"lookbackDays": 21,
"returnLift1D": -0.0023844000732631382,
"activationRate": 0.11209439528023599,
"activationCount": 38,
"sampleConfidence": 1,
"shadowTotalReturn": -0.2009618354994669,
"avgForwardReturn1D": -0.005148439163496902
},
{
"bestTopN": 2,
"comboQuality": 0.03558376066459094,
"fitnessScore": -0.3759193947024694,
"lookbackDays": 30,
"returnLift1D": -0.001894152751137702,
"activationRate": 0.07272727272727272,
"activationCount": 24,
"sampleConfidence": 1,
"shadowTotalReturn": -0.12723591515075583,
"avgForwardReturn1D": -0.004806160882278222
},
{
"bestTopN": 2,
"comboQuality": 0.12955964571059184,
"fitnessScore": -0.0690687332063193,
"lookbackDays": 45,
"returnLift1D": -0.0017799797232315243,
"activationRate": 0.006349206349206349,
"activationCount": 2,
"sampleConfidence": 0.6239252713092609,
"shadowTotalReturn": -0.010158338370559128,
"avgForwardReturn1D": -0.004566006372447806
},
{
"bestTopN": 4,
"comboQuality": 0.14662505395906286,
"fitnessScore": -0.037490474256035126,
"lookbackDays": 63,
"returnLift1D": 0.0011893600876689853,
"activationRate": 0.050505050505050504,
"activationCount": 15,
"sampleConfidence": 0.9263139720814413,
"shadowTotalReturn": -0.04544091003109452,
"avgForwardReturn1D": -0.002125395503132473
}
],
"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": "adf16ec7495a2b1e91aae0e1f847515f773a9c15d401cea9256bb548d8f2812b",
"size": 13,
"members": [
"PRCT",
"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",
"PRCT"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "PRCT",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "PRCT",
"hitRates": {
"1": 0.5333333333333333,
"5": 0.26666666666666666,
"10": 0.13333333333333333
},
"hitRate1D": 0.5333333333333333,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.14331437420042817,
"eligibleDays": 326,
"fitnessScore": -0.043366684042073944,
"lookbackDays": 63,
"returnLift1D": 0.0006294803806442956,
"hitRateLift1D": 0.09161554192229038,
"portfolioSize": 4,
"activationRate": 0.046012269938650305,
"activationCount": 15,
"baselineHitRates": {
"1": 0.44171779141104295,
"5": 0.41304347826086957,
"10": 0.3753943217665615
},
"sampleConfidence": 0.9263139720814413,
"shadowSharpeLike": -0.25404743965040494,
"avgForwardReturns": {
"1": -0.002125395503132473,
"5": -0.04563650009560922,
"10": -0.1057465457703839
},
"shadowMaxDrawdown": -0.09501791686725902,
"shadowTotalReturn": -0.04544091003109452,
"avgForwardReturn1D": -0.002125395503132473,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-09",
"2025-06-11",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-28",
"2026-05-29",
"2026-06-01",
"2026-06-02"
],
"horizonObservationCounts": {
"1": 15,
"5": 15,
"10": 15
},
"baselineAvgForwardReturns": {
"1": -0.0027548758837767687,
"5": -0.013396917530366873,
"10": -0.026496871259332037
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.14331437420042817,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.006479251736635707,
"bestRawFitnessScore": -0.043366684042073944,
"upperQuartileComboQuality": 0.024620429236890017
},
"algorithmFit": {
"label": "poor",
"score": 0.09423559148146106,
"rawScore": 0.10276071197120093,
"confidence": 0.8340782128459939,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0,
"recommendedRegion": {
"lookbackDays": [
63
],
"portfolioSizes": [
4
]
},
"parameterStability": 0.3625837391862996,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "PRCT",
"hitRates": {
"1": 0.5333333333333333,
"5": 0.26666666666666666,
"10": 0.13333333333333333
},
"hitRate1D": 0.5333333333333333,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.14331437420042817,
"eligibleDays": 326,
"fitnessScore": -0.043366684042073944,
"lookbackDays": 63,
"returnLift1D": 0.0006294803806442956,
"hitRateLift1D": 0.09161554192229038,
"portfolioSize": 4,
"activationRate": 0.046012269938650305,
"activationCount": 15,
"baselineHitRates": {
"1": 0.44171779141104295,
"5": 0.41304347826086957,
"10": 0.3753943217665615
},
"sampleConfidence": 0.9263139720814413,
"shadowSharpeLike": -0.25404743965040494,
"avgForwardReturns": {
"1": -0.002125395503132473,
"5": -0.04563650009560922,
"10": -0.1057465457703839
},
"shadowMaxDrawdown": -0.09501791686725902,
"shadowTotalReturn": -0.04544091003109452,
"avgForwardReturn1D": -0.002125395503132473,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-09",
"2025-06-11",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-28",
"2026-05-29",
"2026-06-01",
"2026-06-02"
],
"horizonObservationCounts": {
"1": 15,
"5": 15,
"10": 15
},
"baselineAvgForwardReturns": {
"1": -0.0027548758837767687,
"5": -0.013396917530366873,
"10": -0.026496871259332037
}
},
{
"topN": 5,
"ticker": "PRCT",
"hitRates": {
"1": 0.5333333333333333,
"5": 0.26666666666666666,
"10": 0.13333333333333333
},
"hitRate1D": 0.5333333333333333,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.14331437420042817,
"eligibleDays": 326,
"fitnessScore": -0.043366684042073944,
"lookbackDays": 63,
"returnLift1D": 0.0006294803806442956,
"hitRateLift1D": 0.09161554192229038,
"portfolioSize": 5,
"activationRate": 0.046012269938650305,
"activationCount": 15,
"baselineHitRates": {
"1": 0.44171779141104295,
"5": 0.41304347826086957,
"10": 0.3753943217665615
},
"sampleConfidence": 0.9263139720814413,
"shadowSharpeLike": -0.25404743965040494,
"avgForwardReturns": {
"1": -0.002125395503132473,
"5": -0.04563650009560922,
"10": -0.1057465457703839
},
"shadowMaxDrawdown": -0.09501791686725902,
"shadowTotalReturn": -0.04544091003109452,
"avgForwardReturn1D": -0.002125395503132473,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-09",
"2025-06-11",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-28",
"2026-05-29",
"2026-06-01",
"2026-06-02"
],
"horizonObservationCounts": {
"1": 15,
"5": 15,
"10": 15
},
"baselineAvgForwardReturns": {
"1": -0.0027548758837767687,
"5": -0.013396917530366873,
"10": -0.026496871259332037
}
},
{
"topN": 2,
"ticker": "PRCT",
"hitRates": {
"1": 0.5,
"5": 0,
"10": 0
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.1298635071046963,
"eligibleDays": 344,
"fitnessScore": -0.0684765495239965,
"lookbackDays": 45,
"returnLift1D": -0.0018298922346947368,
"hitRateLift1D": 0.05523255813953487,
"portfolioSize": 2,
"activationRate": 0.005813953488372093,
"activationCount": 2,
"baselineHitRates": {
"1": 0.44476744186046513,
"5": 0.4176470588235294,
"10": 0.373134328358209
},
"sampleConfidence": 0.6239252713092609,
"shadowSharpeLike": -0.6954411746968847,
"avgForwardReturns": {
"1": -0.004566006372447806,
"5": -0.08008326901017071,
"10": -0.11664452281938603
},
"shadowMaxDrawdown": -0.012682233960782385,
"shadowTotalReturn": -0.010158338370559128,
"avgForwardReturn1D": -0.004566006372447806,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-12-15",
"2025-12-16"
],
"horizonObservationCounts": {
"1": 2,
"5": 2,
"10": 2
},
"baselineAvgForwardReturns": {
"1": -0.0027361141377530694,
"5": -0.014025356042612118,
"10": -0.027775399462169052
}
},
{
"topN": 3,
"ticker": "PRCT",
"hitRates": {
"1": 0.4444444444444444,
"5": 0.2222222222222222,
"10": 0.2222222222222222
},
"hitRate1D": 0.4444444444444444,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.04055267058319675,
"eligibleDays": 326,
"fitnessScore": -0.34602627220466287,
"lookbackDays": 63,
"returnLift1D": -0.007554406729100701,
"hitRateLift1D": 0.0027266530334014716,
"portfolioSize": 3,
"activationRate": 0.027607361963190184,
"activationCount": 9,
"baselineHitRates": {
"1": 0.44171779141104295,
"5": 0.41304347826086957,
"10": 0.3753943217665615
},
"sampleConfidence": 0.8189512162874653,
"shadowSharpeLike": -0.8928324921719513,
"avgForwardReturns": {
"1": -0.01030928261287747,
"5": -0.0720602950029921,
"10": -0.1322669627817484
},
"shadowMaxDrawdown": -0.10961777872155143,
"shadowTotalReturn": -0.09840925555072,
"avgForwardReturn1D": -0.01030928261287747,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-11",
"2026-05-28",
"2026-05-29",
"2026-06-02",
"2026-06-05",
"2026-06-08",
"2026-06-09",
"2026-06-11"
],
"horizonObservationCounts": {
"1": 9,
"5": 9,
"10": 9
},
"baselineAvgForwardReturns": {
"1": -0.0027548758837767687,
"5": -0.013396917530366873,
"10": -0.026496871259332037
}
},
{
"topN": 2,
"ticker": "PRCT",
"hitRates": {
"1": 0.4166666666666667,
"5": 0.20833333333333334,
"10": 0.041666666666666664
},
"hitRate1D": 0.4166666666666667,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.0354928832137333,
"eligibleDays": 359,
"fitnessScore": -0.37650270165404087,
"lookbackDays": 30,
"returnLift1D": -0.001777213399058934,
"hitRateLift1D": -0.020659238625812426,
"portfolioSize": 2,
"activationRate": 0.06685236768802229,
"activationCount": 24,
"baselineHitRates": {
"1": 0.4373259052924791,
"5": 0.4084507042253521,
"10": 0.35714285714285715
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6809796129480494,
"avgForwardReturns": {
"1": -0.004806160882278222,
"5": -0.057579026324515024,
"10": -0.09185159087878274
},
"shadowMaxDrawdown": -0.15577313688586292,
"shadowTotalReturn": -0.12723591515075583,
"avgForwardReturn1D": -0.004806160882278222,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-12",
"2025-06-13",
"2025-06-20",
"2025-06-26",
"2025-12-15",
"2025-12-18",
"2025-12-23"
],
"horizonObservationCounts": {
"1": 24,
"5": 24,
"10": 24
},
"baselineAvgForwardReturns": {
"1": -0.003028947483219288,
"5": -0.0152227160801067,
"10": -0.029942643737363543
}
},
{
"topN": 2,
"ticker": "PRCT",
"hitRates": {
"1": 0.42105263157894735,
"5": 0.3157894736842105,
"10": 0.18421052631578946
},
"hitRate1D": 0.42105263157894735,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.02099627791127559,
"eligibleDays": 368,
"fitnessScore": -0.49528185824688864,
"lookbackDays": 21,
"returnLift1D": -0.002062808230582539,
"hitRateLift1D": -0.019164759725400493,
"portfolioSize": 2,
"activationRate": 0.10326086956521739,
"activationCount": 38,
"baselineHitRates": {
"1": 0.44021739130434784,
"5": 0.4010989010989011,
"10": 0.35097493036211697
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.8837385117814283,
"avgForwardReturns": {
"1": -0.005148439163496902,
"5": -0.03819612634986332,
"10": -0.06428484712816705
},
"shadowMaxDrawdown": -0.2751125438709284,
"shadowTotalReturn": -0.2009618354994669,
"avgForwardReturn1D": -0.005148439163496902,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-27",
"2025-06-02",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13"
],
"horizonObservationCounts": {
"1": 38,
"5": 38,
"10": 38
},
"baselineAvgForwardReturns": {
"1": -0.003085630932914363,
"5": -0.015911174547907116,
"10": -0.03080332967097833
}
},
{
"topN": 4,
"ticker": "PRCT",
"hitRates": {
"1": 0.45161290322580644,
"5": 0.12903225806451613,
"10": 0.0967741935483871
},
"hitRate1D": 0.45161290322580644,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.012562007426297204,
"eligibleDays": 344,
"fitnessScore": -0.6101760799993449,
"lookbackDays": 45,
"returnLift1D": -0.005922209686337507,
"hitRateLift1D": 0.00684546136534131,
"portfolioSize": 4,
"activationRate": 0.09011627906976744,
"activationCount": 31,
"baselineHitRates": {
"1": 0.44476744186046513,
"5": 0.4176470588235294,
"10": 0.373134328358209
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.049433058340354,
"avgForwardReturns": {
"1": -0.008658323824090576,
"5": -0.0690254685021665,
"10": -0.09104189797654458
},
"shadowMaxDrawdown": -0.30046046676552873,
"shadowTotalReturn": -0.261991048639319,
"avgForwardReturn1D": -0.008658323824090576,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-20"
],
"horizonObservationCounts": {
"1": 31,
"5": 31,
"10": 31
},
"baselineAvgForwardReturns": {
"1": -0.0027361141377530694,
"5": -0.014025356042612118,
"10": -0.027775399462169052
}
},
{
"topN": 5,
"ticker": "PRCT",
"hitRates": {
"1": 0.45161290322580644,
"5": 0.12903225806451613,
"10": 0.0967741935483871
},
"hitRate1D": 0.45161290322580644,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.012562007426297204,
"eligibleDays": 344,
"fitnessScore": -0.6101760799993449,
"lookbackDays": 45,
"returnLift1D": -0.005922209686337507,
"hitRateLift1D": 0.00684546136534131,
"portfolioSize": 5,
"activationRate": 0.09011627906976744,
"activationCount": 31,
"baselineHitRates": {
"1": 0.44476744186046513,
"5": 0.4176470588235294,
"10": 0.373134328358209
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.049433058340354,
"avgForwardReturns": {
"1": -0.008658323824090576,
"5": -0.0690254685021665,
"10": -0.09104189797654458
},
"shadowMaxDrawdown": -0.30046046676552873,
"shadowTotalReturn": -0.261991048639319,
"avgForwardReturn1D": -0.008658323824090576,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-20"
],
"horizonObservationCounts": {
"1": 31,
"5": 31,
"10": 31
},
"baselineAvgForwardReturns": {
"1": -0.0027361141377530694,
"5": -0.014025356042612118,
"10": -0.027775399462169052
}
},
{
"topN": 3,
"ticker": "PRCT",
"hitRates": {
"1": 0.39655172413793105,
"5": 0.3620689655172414,
"10": 0.22413793103448276
},
"hitRate1D": 0.39655172413793105,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.00791682755553161,
"eligibleDays": 368,
"fitnessScore": -0.7127796041610417,
"lookbackDays": 21,
"returnLift1D": -0.0029532659400124165,
"hitRateLift1D": -0.04366566716641679,
"portfolioSize": 3,
"activationRate": 0.15760869565217392,
"activationCount": 58,
"baselineHitRates": {
"1": 0.44021739130434784,
"5": 0.4010989010989011,
"10": 0.35097493036211697
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.056191629792904,
"avgForwardReturns": {
"1": -0.00603889687292678,
"5": -0.03274195890396493,
"10": -0.06426858933904839
},
"shadowMaxDrawdown": -0.38922627479666794,
"shadowTotalReturn": -0.3335315914688405,
"avgForwardReturn1D": -0.00603889687292678,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-05-23",
"2025-05-27",
"2025-06-02",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 58,
"5": 58,
"10": 58
},
"baselineAvgForwardReturns": {
"1": -0.003085630932914363,
"5": -0.015911174547907116,
"10": -0.03080332967097833
}
},
{
"topN": 3,
"ticker": "PRCT",
"hitRates": {
"1": 0.3877551020408163,
"5": 0.2653061224489796,
"10": 0.14285714285714285
},
"hitRate1D": 0.3877551020408163,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.007047079521917165,
"eligibleDays": 359,
"fitnessScore": -0.7385753940009941,
"lookbackDays": 30,
"returnLift1D": -0.004296438269088983,
"hitRateLift1D": -0.0495708032516628,
"portfolioSize": 3,
"activationRate": 0.13649025069637882,
"activationCount": 49,
"baselineHitRates": {
"1": 0.4373259052924791,
"5": 0.4084507042253521,
"10": 0.35714285714285715
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.2458669291965996,
"avgForwardReturns": {
"1": -0.0073253857523082715,
"5": -0.03538959201275953,
"10": -0.07167783821948957
},
"shadowMaxDrawdown": -0.32824564113745447,
"shadowTotalReturn": -0.32824564113745447,
"avgForwardReturn1D": -0.0073253857523082715,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20"
],
"horizonObservationCounts": {
"1": 49,
"5": 49,
"10": 49
},
"baselineAvgForwardReturns": {
"1": -0.003028947483219288,
"5": -0.0152227160801067,
"10": -0.029942643737363543
}
},
{
"topN": 2,
"ticker": "PRCT",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.005911423951354249,
"eligibleDays": 326,
"fitnessScore": -0.7774867057711713,
"lookbackDays": 63,
"returnLift1D": -0.030142942778014544,
"hitRateLift1D": -0.44171779141104295,
"portfolioSize": 2,
"activationRate": 0.003067484662576687,
"activationCount": 1,
"baselineHitRates": {
"1": 0.44171779141104295,
"5": 0.41304347826086957,
"10": 0.3753943217665615
},
"sampleConfidence": 0.5729837387624885,
"shadowSharpeLike": -0.8923114339920831,
"avgForwardReturns": {
"1": -0.03289781866179131,
"5": -0.05980020018216714,
"10": -0.07425060114465543
},
"shadowMaxDrawdown": -0.03388111975246044,
"shadowTotalReturn": -0.03388111975246044,
"avgForwardReturn1D": -0.03289781866179131,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06"
],
"horizonObservationCounts": {
"1": 1,
"5": 1,
"10": 1
},
"baselineAvgForwardReturns": {
"1": -0.0027548758837767687,
"5": -0.013396917530366873,
"10": -0.026496871259332037
}
},
{
"topN": 4,
"ticker": "PRCT",
"hitRates": {
"1": 0.3770491803278688,
"5": 0.3770491803278688,
"10": 0.2459016393442623
},
"hitRate1D": 0.3770491803278688,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.005436208396738801,
"eligibleDays": 368,
"fitnessScore": -0.7960289299068833,
"lookbackDays": 21,
"returnLift1D": -0.0034252484443345675,
"hitRateLift1D": -0.06316821097647901,
"portfolioSize": 4,
"activationRate": 0.16576086956521738,
"activationCount": 61,
"baselineHitRates": {
"1": 0.44021739130434784,
"5": 0.4010989010989011,
"10": 0.35097493036211697
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.1884904932417357,
"avgForwardReturns": {
"1": -0.006510879377248931,
"5": -0.027895241239753895,
"10": -0.06202947761187364
},
"shadowMaxDrawdown": -0.4180949632445662,
"shadowTotalReturn": -0.365032731829532,
"avgForwardReturn1D": -0.006510879377248931,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-05-23",
"2025-05-27",
"2025-06-02",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 61,
"5": 61,
"10": 61
},
"baselineAvgForwardReturns": {
"1": -0.003085630932914363,
"5": -0.015911174547907116,
"10": -0.03080332967097833
}
},
{
"topN": 5,
"ticker": "PRCT",
"hitRates": {
"1": 0.3770491803278688,
"5": 0.3770491803278688,
"10": 0.2459016393442623
},
"hitRate1D": 0.3770491803278688,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.005436208396738801,
"eligibleDays": 368,
"fitnessScore": -0.7960289299068833,
"lookbackDays": 21,
"returnLift1D": -0.0034252484443345675,
"hitRateLift1D": -0.06316821097647901,
"portfolioSize": 5,
"activationRate": 0.16576086956521738,
"activationCount": 61,
"baselineHitRates": {
"1": 0.44021739130434784,
"5": 0.4010989010989011,
"10": 0.35097493036211697
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.1884904932417357,
"avgForwardReturns": {
"1": -0.006510879377248931,
"5": -0.027895241239753895,
"10": -0.06202947761187364
},
"shadowMaxDrawdown": -0.4180949632445662,
"shadowTotalReturn": -0.365032731829532,
"avgForwardReturn1D": -0.006510879377248931,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-05-23",
"2025-05-27",
"2025-06-02",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 61,
"5": 61,
"10": 61
},
"baselineAvgForwardReturns": {
"1": -0.003085630932914363,
"5": -0.015911174547907116,
"10": -0.03080332967097833
}
},
{
"topN": 4,
"ticker": "PRCT",
"hitRates": {
"1": 0.40476190476190477,
"5": 0.3333333333333333,
"10": 0.27380952380952384
},
"hitRate1D": 0.40476190476190477,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.004780409096415361,
"eligibleDays": 375,
"fitnessScore": -0.8244562014502514,
"lookbackDays": 14,
"returnLift1D": -0.0028977828082760787,
"hitRateLift1D": -0.037904761904761886,
"portfolioSize": 4,
"activationRate": 0.224,
"activationCount": 84,
"baselineHitRates": {
"1": 0.44266666666666665,
"5": 0.39892183288409705,
"10": 0.3469945355191257
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.2714666672597668,
"avgForwardReturns": {
"1": -0.005858693432977241,
"5": -0.026947353397717116,
"10": -0.05765586038730368
},
"shadowMaxDrawdown": -0.4946384931118024,
"shadowTotalReturn": -0.43304369543335564,
"avgForwardReturn1D": -0.005858693432977241,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-24",
"2025-05-21",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29"
],
"horizonObservationCounts": {
"1": 84,
"5": 84,
"10": 84
},
"baselineAvgForwardReturns": {
"1": -0.002960910624701162,
"5": -0.015849153811380585,
"10": -0.03127552824847576
}
},
{
"topN": 5,
"ticker": "PRCT",
"hitRates": {
"1": 0.40476190476190477,
"5": 0.3333333333333333,
"10": 0.27380952380952384
},
"hitRate1D": 0.40476190476190477,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.004780409096415361,
"eligibleDays": 375,
"fitnessScore": -0.8244562014502514,
"lookbackDays": 14,
"returnLift1D": -0.0028977828082760787,
"hitRateLift1D": -0.037904761904761886,
"portfolioSize": 5,
"activationRate": 0.224,
"activationCount": 84,
"baselineHitRates": {
"1": 0.44266666666666665,
"5": 0.39892183288409705,
"10": 0.3469945355191257
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.2714666672597668,
"avgForwardReturns": {
"1": -0.005858693432977241,
"5": -0.026947353397717116,
"10": -0.05765586038730368
},
"shadowMaxDrawdown": -0.4946384931118024,
"shadowTotalReturn": -0.43304369543335564,
"avgForwardReturn1D": -0.005858693432977241,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-24",
"2025-05-21",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29"
],
"horizonObservationCounts": {
"1": 84,
"5": 84,
"10": 84
},
"baselineAvgForwardReturns": {
"1": -0.002960910624701162,
"5": -0.015849153811380585,
"10": -0.03127552824847576
}
},
{
"topN": 2,
"ticker": "PRCT",
"hitRates": {
"1": 0.39622641509433965,
"5": 0.32075471698113206,
"10": 0.2830188679245283
},
"hitRate1D": 0.39622641509433965,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.004526718784147058,
"eligibleDays": 375,
"fitnessScore": -0.8365086060852588,
"lookbackDays": 14,
"returnLift1D": -0.005169551014873407,
"hitRateLift1D": -0.04644025157232701,
"portfolioSize": 2,
"activationRate": 0.14133333333333334,
"activationCount": 53,
"baselineHitRates": {
"1": 0.44266666666666665,
"5": 0.39892183288409705,
"10": 0.3469945355191257
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.2723164671073623,
"avgForwardReturns": {
"1": -0.008130461639574569,
"5": -0.031174530607254673,
"10": -0.0555321043013174
},
"shadowMaxDrawdown": -0.40727232999521357,
"shadowTotalReturn": -0.38764625487081505,
"avgForwardReturn1D": -0.008130461639574569,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-03-28",
"2025-04-24",
"2025-05-21",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-06-02",
"2025-06-03",
"2025-06-04"
],
"horizonObservationCounts": {
"1": 53,
"5": 53,
"10": 53
},
"baselineAvgForwardReturns": {
"1": -0.002960910624701162,
"5": -0.015849153811380585,
"10": -0.03127552824847576
}
},
{
"topN": 3,
"ticker": "PRCT",
"hitRates": {
"1": 0.38028169014084506,
"5": 0.29577464788732394,
"10": 0.2535211267605634
},
"hitRate1D": 0.38028169014084506,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.00419758967312929,
"eligibleDays": 375,
"fitnessScore": -0.8531884439289696,
"lookbackDays": 14,
"returnLift1D": -0.0036853988534206236,
"hitRateLift1D": -0.06238497652582159,
"portfolioSize": 3,
"activationRate": 0.18933333333333333,
"activationCount": 71,
"baselineHitRates": {
"1": 0.44266666666666665,
"5": 0.39892183288409705,
"10": 0.3469945355191257
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.2895261262519429,
"avgForwardReturns": {
"1": -0.006646309478121786,
"5": -0.028718902971708725,
"10": -0.06032199311098011
},
"shadowMaxDrawdown": -0.4404694798137385,
"shadowTotalReturn": -0.4181671050938178,
"avgForwardReturn1D": -0.006646309478121786,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-24",
"2025-05-21",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-06-02",
"2025-06-03"
],
"horizonObservationCounts": {
"1": 71,
"5": 71,
"10": 71
},
"baselineAvgForwardReturns": {
"1": -0.002960910624701162,
"5": -0.015849153811380585,
"10": -0.03127552824847576
}
},
{
"topN": 4,
"ticker": "PRCT",
"hitRates": {
"1": 0.38596491228070173,
"5": 0.2982456140350877,
"10": 0.19298245614035087
},
"hitRate1D": 0.38596491228070173,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.003596922910855997,
"eligibleDays": 359,
"fitnessScore": -0.8872960904957004,
"lookbackDays": 30,
"returnLift1D": -0.005441410297250378,
"hitRateLift1D": -0.05136099301177738,
"portfolioSize": 4,
"activationRate": 0.15877437325905291,
"activationCount": 57,
"baselineHitRates": {
"1": 0.4373259052924791,
"5": 0.4084507042253521,
"10": 0.35714285714285715
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.5173651425652317,
"avgForwardReturns": {
"1": -0.008470357780469666,
"5": -0.03354461200168657,
"10": -0.0643018243897707
},
"shadowMaxDrawdown": -0.4118670366524001,
"shadowTotalReturn": -0.4118670366524001,
"avgForwardReturn1D": -0.008470357780469666,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-23",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 57,
"5": 57,
"10": 57
},
"baselineAvgForwardReturns": {
"1": -0.003028947483219288,
"5": -0.0152227160801067,
"10": -0.029942643737363543
}
},
{
"topN": 5,
"ticker": "PRCT",
"hitRates": {
"1": 0.38596491228070173,
"5": 0.2982456140350877,
"10": 0.19298245614035087
},
"hitRate1D": 0.38596491228070173,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.003596922910855997,
"eligibleDays": 359,
"fitnessScore": -0.8872960904957004,
"lookbackDays": 30,
"returnLift1D": -0.005441410297250378,
"hitRateLift1D": -0.05136099301177738,
"portfolioSize": 5,
"activationRate": 0.15877437325905291,
"activationCount": 57,
"baselineHitRates": {
"1": 0.4373259052924791,
"5": 0.4084507042253521,
"10": 0.35714285714285715
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.5173651425652317,
"avgForwardReturns": {
"1": -0.008470357780469666,
"5": -0.03354461200168657,
"10": -0.0643018243897707
},
"shadowMaxDrawdown": -0.4118670366524001,
"shadowTotalReturn": -0.4118670366524001,
"avgForwardReturn1D": -0.008470357780469666,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-23",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 57,
"5": 57,
"10": 57
},
"baselineAvgForwardReturns": {
"1": -0.003028947483219288,
"5": -0.0152227160801067,
"10": -0.029942643737363543
}
},
{
"topN": 3,
"ticker": "PRCT",
"hitRates": {
"1": 0.38095238095238093,
"5": 0.047619047619047616,
"10": 0.047619047619047616
},
"hitRate1D": 0.38095238095238093,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.0009326584967113413,
"eligibleDays": 344,
"fitnessScore": -1.1848384386571749,
"lookbackDays": 45,
"returnLift1D": -0.019167192169685127,
"hitRateLift1D": -0.0638150609080842,
"portfolioSize": 3,
"activationRate": 0.061046511627906974,
"activationCount": 21,
"baselineHitRates": {
"1": 0.44476744186046513,
"5": 0.4176470588235294,
"10": 0.373134328358209
},
"sampleConfidence": 1,
"shadowSharpeLike": -2.0693683325843213,
"avgForwardReturns": {
"1": -0.021903306307438197,
"5": -0.09023477780739561,
"10": -0.11294586136374771
},
"shadowMaxDrawdown": -0.38747175222253916,
"shadowTotalReturn": -0.38747175222253916,
"avgForwardReturn1D": -0.021903306307438197,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-06",
"2025-06-11",
"2025-06-12",
"2025-06-16",
"2025-06-17",
"2025-06-20",
"2025-07-18",
"2025-12-15",
"2025-12-16",
"2025-12-17"
],
"horizonObservationCounts": {
"1": 21,
"5": 21,
"10": 21
},
"baselineAvgForwardReturns": {
"1": -0.0027361141377530694,
"5": -0.014025356042612118,
"10": -0.027775399462169052
}
}
],
"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": 0.004780409096415361,
"fitnessScore": -0.8244562014502514,
"lookbackDays": 14,
"returnLift1D": -0.0028977828082760787,
"activationRate": 0.224,
"activationCount": 84,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.43304369543335564,
"avgForwardReturn1D": -0.005858693432977241
},
{
"comboQuality": 0.02099627791127559,
"fitnessScore": -0.49528185824688864,
"lookbackDays": 21,
"returnLift1D": -0.002062808230582539,
"activationRate": 0.10326086956521739,
"activationCount": 38,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.2009618354994669,
"avgForwardReturn1D": -0.005148439163496902
},
{
"comboQuality": 0.0354928832137333,
"fitnessScore": -0.37650270165404087,
"lookbackDays": 30,
"returnLift1D": -0.001777213399058934,
"activationRate": 0.06685236768802229,
"activationCount": 24,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.12723591515075583,
"avgForwardReturn1D": -0.004806160882278222
},
{
"comboQuality": 0.1298635071046963,
"fitnessScore": -0.0684765495239965,
"lookbackDays": 45,
"returnLift1D": -0.0018298922346947368,
"activationRate": 0.005813953488372093,
"activationCount": 2,
"sampleConfidence": 0.6239252713092609,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.010158338370559128,
"avgForwardReturn1D": -0.004566006372447806
},
{
"comboQuality": 0.14331437420042817,
"fitnessScore": -0.043366684042073944,
"lookbackDays": 63,
"returnLift1D": 0.0006294803806442956,
"activationRate": 0.046012269938650305,
"activationCount": 15,
"sampleConfidence": 0.9263139720814413,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.04544091003109452,
"avgForwardReturn1D": -0.002125395503132473
}
],
"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": "adf16ec7495a2b1e91aae0e1f847515f773a9c15d401cea9256bb548d8f2812b",
"size": 13,
"members": [
"PRCT",
"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