Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"TECL"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "TECL",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 352,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 14,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.09612792439953473,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.09612792439953473,
"bestRawFitnessScore": -0.14302175798528494,
"upperQuartileComboQuality": 0.09612792439953473
},
"algorithmFit": {
"label": "poor",
"score": 0.16657406361727609,
"rawScore": 0.2769023395196278,
"confidence": 0.203125,
"bestProfile": {
"topN": 2,
"lookbackDays": 14
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
14
]
},
"parameterStability": 1,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 352,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 14,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 3,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 352,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 14,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 4,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 352,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 14,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 5,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 352,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 14,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 2,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 339,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 21,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 3,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 339,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 21,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 4,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 339,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 21,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 5,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 339,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 21,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 2,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 330,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 30,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 3,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 330,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 30,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 4,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 330,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 30,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 5,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 330,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 30,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 2,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 315,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 45,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 3,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 315,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 45,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 4,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 315,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 45,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 5,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 315,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 45,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 2,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 297,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 63,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 3,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 297,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 63,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 4,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 297,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 63,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
},
{
"topN": 5,
"ticker": "TECL",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.09612792439953473,
"eligibleDays": 297,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 63,
"returnLift1D": 0.013989450673801255,
"hitRateLift1D": -0.4117647058823529,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.4117647058823529,
"5": 0.46153846153846156,
"10": 0.5
},
"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": -0.013989450673801255,
"5": -0.028088788813213236,
"10": -0.008886324567718804
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 2,
"comboQuality": 0.09612792439953473,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 14,
"returnLift1D": 0.013989450673801255,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.09612792439953473,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 21,
"returnLift1D": 0.013989450673801255,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.09612792439953473,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 30,
"returnLift1D": 0.013989450673801255,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.09612792439953473,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 45,
"returnLift1D": 0.013989450673801255,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.09612792439953473,
"fitnessScore": -0.14302175798528494,
"lookbackDays": 63,
"returnLift1D": 0.013989450673801255,
"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": "080c68a9400970749e28f7f389c6a6e97e9c90ad870d226ae81cfc9d79686f4c",
"size": 13,
"members": [
"SMH",
"TECL",
"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",
"TECL"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "TECL",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 3,
"ticker": "TECL",
"hitRates": {
"1": 0.6145251396648045,
"5": 0.6703910614525139,
"10": 0.6536312849162011
},
"hitRate1D": 0.6145251396648045,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999766907734629,
"eligibleDays": 359,
"fitnessScore": 2.6966603550617605,
"lookbackDays": 30,
"returnLift1D": 0.004024225797133969,
"hitRateLift1D": 0.012853830472603911,
"portfolioSize": 3,
"activationRate": 0.4986072423398329,
"activationCount": 179,
"baselineHitRates": {
"1": 0.6016713091922006,
"5": 0.5802816901408451,
"10": 0.5571428571428572
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.8252281907385715,
"avgForwardReturns": {
"1": 0.007430164886719497,
"5": 0.03001456411258924,
"10": 0.05348787801992103
},
"shadowMaxDrawdown": -0.32286366758219776,
"shadowTotalReturn": 2.1051802390096306,
"avgForwardReturn1D": 0.007430164886719497,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.003405939089585527,
"5": 0.016687290617505648,
"10": 0.03656433813327233
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9999766907734629,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.9996006678636232,
"bestRawFitnessScore": 2.6966603550617605,
"upperQuartileComboQuality": 0.9997886242558347
},
"algorithmFit": {
"label": "strong",
"score": 0.9989393460512578,
"rawScore": 0.9996452332553734,
"confidence": 0.9985877245634098,
"bestProfile": {
"lookbackDays": 30,
"portfolioSize": 3
},
"profileBreadth": 1,
"recommendedRegion": {
"lookbackDays": [
14,
21,
30,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.9993065321497294,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "TECL",
"hitRates": {
"1": 0.6145251396648045,
"5": 0.6703910614525139,
"10": 0.6536312849162011
},
"hitRate1D": 0.6145251396648045,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999766907734629,
"eligibleDays": 359,
"fitnessScore": 2.6966603550617605,
"lookbackDays": 30,
"returnLift1D": 0.004024225797133969,
"hitRateLift1D": 0.012853830472603911,
"portfolioSize": 3,
"activationRate": 0.4986072423398329,
"activationCount": 179,
"baselineHitRates": {
"1": 0.6016713091922006,
"5": 0.5802816901408451,
"10": 0.5571428571428572
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.8252281907385715,
"avgForwardReturns": {
"1": 0.007430164886719497,
"5": 0.03001456411258924,
"10": 0.05348787801992103
},
"shadowMaxDrawdown": -0.32286366758219776,
"shadowTotalReturn": 2.1051802390096306,
"avgForwardReturn1D": 0.007430164886719497,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.003405939089585527,
"5": 0.016687290617505648,
"10": 0.03656433813327233
}
},
{
"topN": 4,
"ticker": "TECL",
"hitRates": {
"1": 0.624390243902439,
"5": 0.6390243902439025,
"10": 0.6287128712871287
},
"hitRate1D": 0.624390243902439,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999503147841088,
"eligibleDays": 344,
"fitnessScore": 2.5301457589213103,
"lookbackDays": 45,
"returnLift1D": 0.0014728292150589257,
"hitRateLift1D": 0.01101815087918323,
"portfolioSize": 4,
"activationRate": 0.5959302325581395,
"activationCount": 205,
"baselineHitRates": {
"1": 0.6133720930232558,
"5": 0.6058823529411764,
"10": 0.582089552238806
},
"sampleConfidence": 0.9990243902439024,
"shadowSharpeLike": 1.749390615680018,
"avgForwardReturns": {
"1": 0.006209748834973311,
"5": 0.021653286790819702,
"10": 0.0478819024988918
},
"shadowMaxDrawdown": -0.3098653218937173,
"shadowTotalReturn": 1.9175140193445888,
"avgForwardReturn1D": 0.006209748834973311,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 205,
"5": 205,
"10": 202
},
"baselineAvgForwardReturns": {
"1": 0.0047369196199143855,
"5": 0.023265475581666747,
"10": 0.046657437900891136
}
},
{
"topN": 5,
"ticker": "TECL",
"hitRates": {
"1": 0.624390243902439,
"5": 0.6390243902439025,
"10": 0.6287128712871287
},
"hitRate1D": 0.624390243902439,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9999503147841088,
"eligibleDays": 344,
"fitnessScore": 2.5301457589213103,
"lookbackDays": 45,
"returnLift1D": 0.0014728292150589257,
"hitRateLift1D": 0.01101815087918323,
"portfolioSize": 5,
"activationRate": 0.5959302325581395,
"activationCount": 205,
"baselineHitRates": {
"1": 0.6133720930232558,
"5": 0.6058823529411764,
"10": 0.582089552238806
},
"sampleConfidence": 0.9990243902439024,
"shadowSharpeLike": 1.749390615680018,
"avgForwardReturns": {
"1": 0.006209748834973311,
"5": 0.021653286790819702,
"10": 0.0478819024988918
},
"shadowMaxDrawdown": -0.3098653218937173,
"shadowTotalReturn": 1.9175140193445888,
"avgForwardReturn1D": 0.006209748834973311,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 205,
"5": 205,
"10": 202
},
"baselineAvgForwardReturns": {
"1": 0.0047369196199143855,
"5": 0.023265475581666747,
"10": 0.046657437900891136
}
},
{
"topN": 3,
"ticker": "TECL",
"hitRates": {
"1": 0.6243654822335025,
"5": 0.6395939086294417,
"10": 0.6307692307692307
},
"hitRate1D": 0.6243654822335025,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9999129037438181,
"eligibleDays": 344,
"fitnessScore": 2.4066501027524425,
"lookbackDays": 45,
"returnLift1D": 0.001515772344961302,
"hitRateLift1D": 0.010993389210246729,
"portfolioSize": 3,
"activationRate": 0.5726744186046512,
"activationCount": 197,
"baselineHitRates": {
"1": 0.6133720930232558,
"5": 0.6058823529411764,
"10": 0.582089552238806
},
"sampleConfidence": 0.9993231810490695,
"shadowSharpeLike": 1.7142755060427366,
"avgForwardReturns": {
"1": 0.0062526919648756875,
"5": 0.022267153761014995,
"10": 0.047534699312538786
},
"shadowMaxDrawdown": -0.3098653218937175,
"shadowTotalReturn": 1.8117720603199654,
"avgForwardReturn1D": 0.0062526919648756875,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-30"
],
"horizonObservationCounts": {
"1": 197,
"5": 197,
"10": 195
},
"baselineAvgForwardReturns": {
"1": 0.0047369196199143855,
"5": 0.023265475581666747,
"10": 0.046657437900891136
}
},
{
"topN": 3,
"ticker": "TECL",
"hitRates": {
"1": 0.5956284153005464,
"5": 0.6666666666666666,
"10": 0.6208791208791209
},
"hitRate1D": 0.5956284153005464,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9997958332708577,
"eligibleDays": 368,
"fitnessScore": 2.219201270339981,
"lookbackDays": 21,
"returnLift1D": 0.0027080061187842665,
"hitRateLift1D": -0.010349845569018745,
"portfolioSize": 3,
"activationRate": 0.49728260869565216,
"activationCount": 183,
"baselineHitRates": {
"1": 0.6059782608695652,
"5": 0.5879120879120879,
"10": 0.5515320334261838
},
"sampleConfidence": 0.9996357012750456,
"shadowSharpeLike": 1.662185087924824,
"avgForwardReturns": {
"1": 0.006448588082359801,
"5": 0.02824013778272622,
"10": 0.05154707264985418
},
"shadowMaxDrawdown": -0.3144625280972646,
"shadowTotalReturn": 1.7010238559472524,
"avgForwardReturn1D": 0.006448588082359801,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 183,
"5": 183,
"10": 182
},
"baselineAvgForwardReturns": {
"1": 0.0037405819635755347,
"5": 0.01763863220666809,
"10": 0.035279543236091976
}
},
{
"topN": 4,
"ticker": "TECL",
"hitRates": {
"1": 0.6,
"5": 0.6473684210526316,
"10": 0.6368421052631579
},
"hitRate1D": 0.6,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.999786221250827,
"eligibleDays": 359,
"fitnessScore": 2.2090781348772097,
"lookbackDays": 30,
"returnLift1D": 0.0028585126968250084,
"hitRateLift1D": -0.0016713091922005985,
"portfolioSize": 4,
"activationRate": 0.5292479108635098,
"activationCount": 190,
"baselineHitRates": {
"1": 0.6016713091922006,
"5": 0.5802816901408451,
"10": 0.5571428571428572
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.6024383559326782,
"avgForwardReturns": {
"1": 0.0062644517864105355,
"5": 0.024200822449721986,
"10": 0.046219440518404216
},
"shadowMaxDrawdown": -0.33537932683656035,
"shadowTotalReturn": 1.6808128407852245,
"avgForwardReturn1D": 0.0062644517864105355,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 190,
"5": 190,
"10": 190
},
"baselineAvgForwardReturns": {
"1": 0.003405939089585527,
"5": 0.016687290617505648,
"10": 0.03656433813327233
}
},
{
"topN": 5,
"ticker": "TECL",
"hitRates": {
"1": 0.6,
"5": 0.6473684210526316,
"10": 0.6368421052631579
},
"hitRate1D": 0.6,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.999786221250827,
"eligibleDays": 359,
"fitnessScore": 2.2090781348772097,
"lookbackDays": 30,
"returnLift1D": 0.0028585126968250084,
"hitRateLift1D": -0.0016713091922005985,
"portfolioSize": 5,
"activationRate": 0.5292479108635098,
"activationCount": 190,
"baselineHitRates": {
"1": 0.6016713091922006,
"5": 0.5802816901408451,
"10": 0.5571428571428572
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.6024383559326782,
"avgForwardReturns": {
"1": 0.0062644517864105355,
"5": 0.024200822449721986,
"10": 0.046219440518404216
},
"shadowMaxDrawdown": -0.33537932683656035,
"shadowTotalReturn": 1.6808128407852245,
"avgForwardReturn1D": 0.0062644517864105355,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 190,
"5": 190,
"10": 190
},
"baselineAvgForwardReturns": {
"1": 0.003405939089585527,
"5": 0.016687290617505648,
"10": 0.03656433813327233
}
},
{
"topN": 2,
"ticker": "TECL",
"hitRates": {
"1": 0.6190476190476191,
"5": 0.6402116402116402,
"10": 0.6310160427807486
},
"hitRate1D": 0.6190476190476191,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9997324056858268,
"eligibleDays": 344,
"fitnessScore": 2.159669586405204,
"lookbackDays": 45,
"returnLift1D": 0.0013700929952864078,
"hitRateLift1D": 0.0056755260243632755,
"portfolioSize": 2,
"activationRate": 0.5494186046511628,
"activationCount": 189,
"baselineHitRates": {
"1": 0.6133720930232558,
"5": 0.6058823529411764,
"10": 0.582089552238806
},
"sampleConfidence": 0.999294532627866,
"shadowSharpeLike": 1.6144482789745824,
"avgForwardReturns": {
"1": 0.006107012615200793,
"5": 0.022635457318758993,
"10": 0.04699914002443393
},
"shadowMaxDrawdown": -0.3098653218937174,
"shadowTotalReturn": 1.6025535268957287,
"avgForwardReturn1D": 0.006107012615200793,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-23",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 189,
"5": 189,
"10": 187
},
"baselineAvgForwardReturns": {
"1": 0.0047369196199143855,
"5": 0.023265475581666747,
"10": 0.046657437900891136
}
},
{
"topN": 2,
"ticker": "TECL",
"hitRates": {
"1": 0.5977011494252874,
"5": 0.6724137931034483,
"10": 0.6358381502890174
},
"hitRate1D": 0.5977011494252874,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9997070478210754,
"eligibleDays": 368,
"fitnessScore": 2.1397457993869824,
"lookbackDays": 21,
"returnLift1D": 0.0028973028660062524,
"hitRateLift1D": -0.008277111444277785,
"portfolioSize": 2,
"activationRate": 0.47282608695652173,
"activationCount": 174,
"baselineHitRates": {
"1": 0.6059782608695652,
"5": 0.5879120879120879,
"10": 0.5515320334261838
},
"sampleConfidence": 0.999616858237548,
"shadowSharpeLike": 1.6727351188085209,
"avgForwardReturns": {
"1": 0.006637884829581787,
"5": 0.030398377908865733,
"10": 0.05411661049924809
},
"shadowMaxDrawdown": -0.3807744914716662,
"shadowTotalReturn": 1.6576019501952577,
"avgForwardReturn1D": 0.006637884829581787,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09"
],
"horizonObservationCounts": {
"1": 174,
"5": 174,
"10": 173
},
"baselineAvgForwardReturns": {
"1": 0.0037405819635755347,
"5": 0.01763863220666809,
"10": 0.035279543236091976
}
},
{
"topN": 4,
"ticker": "TECL",
"hitRates": {
"1": 0.5967741935483871,
"5": 0.6666666666666666,
"10": 0.6162162162162163
},
"hitRate1D": 0.5967741935483871,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9996006678636232,
"eligibleDays": 368,
"fitnessScore": 2.0715698837607803,
"lookbackDays": 21,
"returnLift1D": 0.0023599444078016524,
"hitRateLift1D": -0.009204067321178067,
"portfolioSize": 4,
"activationRate": 0.5054347826086957,
"activationCount": 186,
"baselineHitRates": {
"1": 0.6059782608695652,
"5": 0.5879120879120879,
"10": 0.5515320334261838
},
"sampleConfidence": 0.9996415770609319,
"shadowSharpeLike": 1.591105794441063,
"avgForwardReturns": {
"1": 0.006100526371377187,
"5": 0.02764386557854973,
"10": 0.050193813757707505
},
"shadowMaxDrawdown": -0.34850463679118115,
"shadowTotalReturn": 1.5779704875765175,
"avgForwardReturn1D": 0.006100526371377187,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-05-05",
"2025-05-06",
"2025-05-07"
],
"horizonObservationCounts": {
"1": 186,
"5": 186,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.0037405819635755347,
"5": 0.01763863220666809,
"10": 0.035279543236091976
}
},
{
"topN": 5,
"ticker": "TECL",
"hitRates": {
"1": 0.5967741935483871,
"5": 0.6666666666666666,
"10": 0.6162162162162163
},
"hitRate1D": 0.5967741935483871,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9996006678636232,
"eligibleDays": 368,
"fitnessScore": 2.0715698837607803,
"lookbackDays": 21,
"returnLift1D": 0.0023599444078016524,
"hitRateLift1D": -0.009204067321178067,
"portfolioSize": 5,
"activationRate": 0.5054347826086957,
"activationCount": 186,
"baselineHitRates": {
"1": 0.6059782608695652,
"5": 0.5879120879120879,
"10": 0.5515320334261838
},
"sampleConfidence": 0.9996415770609319,
"shadowSharpeLike": 1.591105794441063,
"avgForwardReturns": {
"1": 0.006100526371377187,
"5": 0.02764386557854973,
"10": 0.050193813757707505
},
"shadowMaxDrawdown": -0.34850463679118115,
"shadowTotalReturn": 1.5779704875765175,
"avgForwardReturn1D": 0.006100526371377187,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-05-05",
"2025-05-06",
"2025-05-07"
],
"horizonObservationCounts": {
"1": 186,
"5": 186,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.0037405819635755347,
"5": 0.01763863220666809,
"10": 0.035279543236091976
}
},
{
"topN": 2,
"ticker": "TECL",
"hitRates": {
"1": 0.6058823529411764,
"5": 0.6823529411764706,
"10": 0.6588235294117647
},
"hitRate1D": 0.6058823529411764,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9990244114984463,
"eligibleDays": 359,
"fitnessScore": 1.874928594864293,
"lookbackDays": 30,
"returnLift1D": 0.0027940646276534017,
"hitRateLift1D": 0.004211043748975851,
"portfolioSize": 2,
"activationRate": 0.4735376044568245,
"activationCount": 170,
"baselineHitRates": {
"1": 0.6016713091922006,
"5": 0.5802816901408451,
"10": 0.5571428571428572
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5299467797639816,
"avgForwardReturns": {
"1": 0.006200003717238929,
"5": 0.03129577157235679,
"10": 0.05585051168169882
},
"shadowMaxDrawdown": -0.37265039060168914,
"shadowTotalReturn": 1.4023742908253687,
"avgForwardReturn1D": 0.006200003717238929,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27"
],
"horizonObservationCounts": {
"1": 170,
"5": 170,
"10": 170
},
"baselineAvgForwardReturns": {
"1": 0.003405939089585527,
"5": 0.016687290617505648,
"10": 0.03656433813327233
}
},
{
"topN": 4,
"ticker": "TECL",
"hitRates": {
"1": 0.6220095693779905,
"5": 0.6536585365853659,
"10": 0.63
},
"hitRate1D": 0.6220095693779905,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9978026346598539,
"eligibleDays": 326,
"fitnessScore": 1.6960252136874603,
"lookbackDays": 63,
"returnLift1D": -0.0008830450064479115,
"hitRateLift1D": 0.005445152200076353,
"portfolioSize": 4,
"activationRate": 0.6411042944785276,
"activationCount": 209,
"baselineHitRates": {
"1": 0.6165644171779141,
"5": 0.6211180124223602,
"10": 0.6025236593059937
},
"sampleConfidence": 0.9958532695374801,
"shadowSharpeLike": 1.3610329305207922,
"avgForwardReturns": {
"1": 0.004713854247234397,
"5": 0.023158158509606536,
"10": 0.046982314665767994
},
"shadowMaxDrawdown": -0.3493672821516217,
"shadowTotalReturn": 1.1758500378497225,
"avgForwardReturn1D": 0.004713854247234397,
"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",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 209,
"5": 205,
"10": 200
},
"baselineAvgForwardReturns": {
"1": 0.0055968992536823085,
"5": 0.02935071749196585,
"10": 0.058382602657102683
}
},
{
"topN": 5,
"ticker": "TECL",
"hitRates": {
"1": 0.6220095693779905,
"5": 0.6536585365853659,
"10": 0.63
},
"hitRate1D": 0.6220095693779905,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9978026346598539,
"eligibleDays": 326,
"fitnessScore": 1.6960252136874603,
"lookbackDays": 63,
"returnLift1D": -0.0008830450064479115,
"hitRateLift1D": 0.005445152200076353,
"portfolioSize": 5,
"activationRate": 0.6411042944785276,
"activationCount": 209,
"baselineHitRates": {
"1": 0.6165644171779141,
"5": 0.6211180124223602,
"10": 0.6025236593059937
},
"sampleConfidence": 0.9958532695374801,
"shadowSharpeLike": 1.3610329305207922,
"avgForwardReturns": {
"1": 0.004713854247234397,
"5": 0.023158158509606536,
"10": 0.046982314665767994
},
"shadowMaxDrawdown": -0.3493672821516217,
"shadowTotalReturn": 1.1758500378497225,
"avgForwardReturn1D": 0.004713854247234397,
"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",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 209,
"5": 205,
"10": 200
},
"baselineAvgForwardReturns": {
"1": 0.0055968992536823085,
"5": 0.02935071749196585,
"10": 0.058382602657102683
}
},
{
"topN": 3,
"ticker": "TECL",
"hitRates": {
"1": 0.6201923076923077,
"5": 0.6519607843137255,
"10": 0.628140703517588
},
"hitRate1D": 0.6201923076923077,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9964529065956889,
"eligibleDays": 326,
"fitnessScore": 1.5903761416099145,
"lookbackDays": 63,
"returnLift1D": -0.0010700660071168233,
"hitRateLift1D": 0.0036278905143936058,
"portfolioSize": 3,
"activationRate": 0.6380368098159509,
"activationCount": 208,
"baselineHitRates": {
"1": 0.6165644171779141,
"5": 0.6211180124223602,
"10": 0.6025236593059937
},
"sampleConfidence": 0.9958333333333333,
"shadowSharpeLike": 1.3032354325539497,
"avgForwardReturns": {
"1": 0.004526833246565485,
"5": 0.022918418917967028,
"10": 0.046498848872311
},
"shadowMaxDrawdown": -0.3493672821516217,
"shadowTotalReturn": 1.0848795053061626,
"avgForwardReturn1D": 0.004526833246565485,
"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",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 208,
"5": 204,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.0055968992536823085,
"5": 0.02935071749196585,
"10": 0.058382602657102683
}
},
{
"topN": 2,
"ticker": "TECL",
"hitRates": {
"1": 0.5892857142857143,
"5": 0.6607142857142857,
"10": 0.6547619047619048
},
"hitRate1D": 0.5892857142857143,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.996099696504329,
"eligibleDays": 375,
"fitnessScore": 1.5694144555904304,
"lookbackDays": 14,
"returnLift1D": 0.0024191562165345993,
"hitRateLift1D": -0.010714285714285676,
"portfolioSize": 2,
"activationRate": 0.448,
"activationCount": 168,
"baselineHitRates": {
"1": 0.6,
"5": 0.5849056603773585,
"10": 0.5546448087431693
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3870635057782332,
"avgForwardReturns": {
"1": 0.005610992651667028,
"5": 0.027495624015032267,
"10": 0.064210140887965
},
"shadowMaxDrawdown": -0.38187261164116915,
"shadowTotalReturn": 1.1652432335672316,
"avgForwardReturn1D": 0.005610992651667028,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 168,
"5": 168,
"10": 168
},
"baselineAvgForwardReturns": {
"1": 0.0031918364351324288,
"5": 0.01675533741345171,
"10": 0.035102697507888934
}
},
{
"topN": 4,
"ticker": "TECL",
"hitRates": {
"1": 0.5945945945945946,
"5": 0.6648648648648648,
"10": 0.6486486486486487
},
"hitRate1D": 0.5945945945945946,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9838335759135053,
"eligibleDays": 375,
"fitnessScore": 1.2538744546425602,
"lookbackDays": 14,
"returnLift1D": 0.0012301176148667354,
"hitRateLift1D": -0.00540540540540535,
"portfolioSize": 4,
"activationRate": 0.49333333333333335,
"activationCount": 185,
"baselineHitRates": {
"1": 0.6,
"5": 0.5849056603773585,
"10": 0.5546448087431693
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1451534302731108,
"avgForwardReturns": {
"1": 0.004421954049999164,
"5": 0.026236440132237922,
"10": 0.05930291444725914
},
"shadowMaxDrawdown": -0.4048741209768745,
"shadowTotalReturn": 0.876959664169809,
"avgForwardReturn1D": 0.004421954049999164,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-03-26",
"2025-03-28",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.0031918364351324288,
"5": 0.01675533741345171,
"10": 0.035102697507888934
}
},
{
"topN": 5,
"ticker": "TECL",
"hitRates": {
"1": 0.5945945945945946,
"5": 0.6648648648648648,
"10": 0.6486486486486487
},
"hitRate1D": 0.5945945945945946,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9838335759135053,
"eligibleDays": 375,
"fitnessScore": 1.2538744546425602,
"lookbackDays": 14,
"returnLift1D": 0.0012301176148667354,
"hitRateLift1D": -0.00540540540540535,
"portfolioSize": 5,
"activationRate": 0.49333333333333335,
"activationCount": 185,
"baselineHitRates": {
"1": 0.6,
"5": 0.5849056603773585,
"10": 0.5546448087431693
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1451534302731108,
"avgForwardReturns": {
"1": 0.004421954049999164,
"5": 0.026236440132237922,
"10": 0.05930291444725914
},
"shadowMaxDrawdown": -0.4048741209768745,
"shadowTotalReturn": 0.876959664169809,
"avgForwardReturn1D": 0.004421954049999164,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-03-26",
"2025-03-28",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 185,
"5": 185,
"10": 185
},
"baselineAvgForwardReturns": {
"1": 0.0031918364351324288,
"5": 0.01675533741345171,
"10": 0.035102697507888934
}
},
{
"topN": 2,
"ticker": "TECL",
"hitRates": {
"1": 0.609375,
"5": 0.6382978723404256,
"10": 0.6120218579234973
},
"hitRate1D": 0.609375,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9805665796991924,
"eligibleDays": 326,
"fitnessScore": 1.2126499788073777,
"lookbackDays": 63,
"returnLift1D": -0.0015539085015717664,
"hitRateLift1D": -0.007189417177914104,
"portfolioSize": 2,
"activationRate": 0.588957055214724,
"activationCount": 192,
"baselineHitRates": {
"1": 0.6165644171779141,
"5": 0.6211180124223602,
"10": 0.6025236593059937
},
"sampleConfidence": 0.9954861111111112,
"shadowSharpeLike": 1.0981983784407314,
"avgForwardReturns": {
"1": 0.004042990752110542,
"5": 0.020114003965847522,
"10": 0.04088136436826289
},
"shadowMaxDrawdown": -0.34936728215162194,
"shadowTotalReturn": 0.7813604451664089,
"avgForwardReturn1D": 0.004042990752110542,
"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",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 192,
"5": 188,
"10": 183
},
"baselineAvgForwardReturns": {
"1": 0.0055968992536823085,
"5": 0.02935071749196585,
"10": 0.058382602657102683
}
},
{
"topN": 3,
"ticker": "TECL",
"hitRates": {
"1": 0.5819209039548022,
"5": 0.6610169491525424,
"10": 0.6497175141242938
},
"hitRate1D": 0.5819209039548022,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9790609840627732,
"eligibleDays": 375,
"fitnessScore": 1.1958955390276695,
"lookbackDays": 14,
"returnLift1D": 0.0013029239384839413,
"hitRateLift1D": -0.01807909604519775,
"portfolioSize": 3,
"activationRate": 0.472,
"activationCount": 177,
"baselineHitRates": {
"1": 0.6,
"5": 0.5849056603773585,
"10": 0.5546448087431693
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1312347373671154,
"avgForwardReturns": {
"1": 0.00449476037361637,
"5": 0.027247890511278402,
"10": 0.06089823531394227
},
"shadowMaxDrawdown": -0.4048741209768747,
"shadowTotalReturn": 0.8484422409495578,
"avgForwardReturn1D": 0.00449476037361637,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-03-26",
"2025-04-25",
"2025-04-28"
],
"horizonObservationCounts": {
"1": 177,
"5": 177,
"10": 177
},
"baselineAvgForwardReturns": {
"1": 0.0031918364351324288,
"5": 0.01675533741345171,
"10": 0.035102697507888934
}
}
],
"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": 0.996099696504329,
"fitnessScore": 1.5694144555904304,
"lookbackDays": 14,
"returnLift1D": 0.0024191562165345993,
"activationRate": 0.448,
"activationCount": 168,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 1.1652432335672316,
"avgForwardReturn1D": 0.005610992651667028
},
{
"comboQuality": 0.9997958332708577,
"fitnessScore": 2.219201270339981,
"lookbackDays": 21,
"returnLift1D": 0.0027080061187842665,
"activationRate": 0.49728260869565216,
"activationCount": 183,
"sampleConfidence": 0.9996357012750456,
"bestPortfolioSize": 3,
"shadowTotalReturn": 1.7010238559472524,
"avgForwardReturn1D": 0.006448588082359801
},
{
"comboQuality": 0.9999766907734629,
"fitnessScore": 2.6966603550617605,
"lookbackDays": 30,
"returnLift1D": 0.004024225797133969,
"activationRate": 0.4986072423398329,
"activationCount": 179,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 2.1051802390096306,
"avgForwardReturn1D": 0.007430164886719497
},
{
"comboQuality": 0.9999503147841088,
"fitnessScore": 2.5301457589213103,
"lookbackDays": 45,
"returnLift1D": 0.0014728292150589257,
"activationRate": 0.5959302325581395,
"activationCount": 205,
"sampleConfidence": 0.9990243902439024,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.9175140193445888,
"avgForwardReturn1D": 0.006209748834973311
},
{
"comboQuality": 0.9978026346598539,
"fitnessScore": 1.6960252136874603,
"lookbackDays": 63,
"returnLift1D": -0.0008830450064479115,
"activationRate": 0.6411042944785276,
"activationCount": 209,
"sampleConfidence": 0.9958532695374801,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.1758500378497225,
"avgForwardReturn1D": 0.004713854247234397
}
],
"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": "080c68a9400970749e28f7f389c6a6e97e9c90ad870d226ae81cfc9d79686f4c",
"size": 13,
"members": [
"SMH",
"TECL",
"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