Monstra loading art

Strategy Platform

Loading Monstra

Preparing the next route...

MonstraTM

Vectors

MonstraTM

Monstra is a simulation and educational platform. Bot signals are algorithmic outputs, not personalized advice. Users make their own decisions, and past simulated performance does not guarantee future results.

Product

  • Brokerage
  • Bots
  • Create a Bot
  • Leaderboard

Explore

  • About
  • Blog
  • Creators
  • Support

Legal

  • Terms of Service
  • Privacy Policy
  • Risk Disclosure
  • Brokerage Disclosure

© 2026 Monstra. All rights reserved.

Built for research, simulation, and strategy exploration on Monstra's dark-first platform.

Vector V2 pipeline

Vectors

Per-ticker stock movement feature vectors computed by the Monstra-Worker pipeline - momentum, trend quality, stability, liquidity, aggression, and quality-momentum composites, read directly from trading."Vector".

Coverage
355 tickers
Showing 351-355 of 355
Page 8 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
ABBVHealth Care0.7100.6690.6781.0000.436 weak0.534 moderate100%Jul 25, 11:52 PM
AAPLInformation Technology0.6780.7080.7251.0000.732 good0.645 moderate100%Jul 25, 11:52 PM
AAPConsumer Discretionary0.5170.4470.2850.666
Ticker detail

ABT

Health Care | v2 | as of 2026-07-23
Close

Research Detail

ABT

Abbott Laboratories

Category

Sector: Healthcare

Industry / Category: Medical Devices

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

Sample layoutNot live data
3M Return: Unavailable
1Y Return: Unavailable

Description

Medical products and diagnostics company with a broad, defensive healthcare footprint.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.088
Correlation To Benchmark 1y
0.043
Inverse To Benchmark 1y
0.957
Drawdown Score 1m
0.713
Drawdown Score 3m
0.699
0.246 poor
0.231 poor
100%
Jul 25, 11:52 PM
AAA-0.5110.6360.8990.0000.100 poor0.242 poor98%Jul 25, 11:52 PM
AHealth Care0.6530.5390.5500.8320.161 poor0.342 poor100%Jul 25, 11:51 PM
PreviousPage 8 of 8Next
Drawdown Score 6m
0.433
Drawdown Score 1y
0.406
Drawdown Score 2y
0.505
Drawdown Score 5y
0.604
Return 1w
0.019
Return 1m
0.121
Return 3m
0.107
Return 6m
-0.154
Return 1y
-0.180
Return 2y
0.050
Return 5y
-0.048
Sharpe 1m
3.207
Sharpe 3m
1.338
Sharpe 6m
-0.851
Sharpe 1y
-0.627
Sharpe 2y
0.222
Sharpe 5y
0.071
Trend 1w
0.002
Trend 1m
0.005
Trend 3m
0.002
Trend 6m
-0.002
Trend 1y
-0.002
Trend 2y
-0.000
Trend 5y
0.000
Volatility 1w
0.229
Volatility 1m
0.458
Volatility 3m
0.346
Volatility 6m
0.330
Volatility 1y
0.262
Volatility 2y
0.243
Volatility 5y
0.228
Not part of the current Vector V2 payload: Drawdown Score 1w, Drawdown Score 2w, Return 2w, Sharpe 1w, Sharpe 2w, Sharpe Score, Trend 2w, Volatility 2w. Trend labels map to the stored trend slope fields.
Metadata
Identity, provenance, coverage, and diagnostics.
74 fields
Ticker
ABT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 25, 11:53 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.164
Aptet Fit Raw Score
0.248
Aptet Fit Confidence
0.320
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.217
Force Fit Raw Score
0.233
Force Fit Confidence
0.860
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:53 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ABT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ABT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "ABT",
    "hitRates": {
      "1": 0.42857142857142855,
      "5": 0.6666666666666666,
      "10": 1
    },
    "hitRate1D": 0.42857142857142855,
    "comboQuality": 0.1156450372539154,
    "eligibleDays": 352,
    "fitnessScore": -0.09755327047676465,
    "lookbackDays": 14,
    "returnLift1D": -0.006428692319785177,
    "hitRateLift1D": -0.09316770186335405,
    "activationRate": 0.019886363636363636,
    "activationCount": 7,
    "baselineHitRates": {
      "1": 0.5217391304347826,
      "5": 0.7368421052631579,
      "10": 0.7857142857142857
    },
    "sampleConfidence": 0.6801462928323838,
    "shadowSharpeLike": 0.02853135241203911,
    "avgForwardReturns": {
      "1": 0.00038540304043020523,
      "5": 0.034740800653668025,
      "10": 0.08208240178856596
    },
    "shadowMaxDrawdown": -0.020312988581922764,
    "shadowTotalReturn": 0.0005703720605982898,
    "avgForwardReturn1D": 0.00038540304043020523,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-07-13",
      "2026-07-17",
      "2026-07-20",
      "2026-07-21",
      "2026-07-22",
      "2026-07-23",
      "2026-07-24"
    ],
    "horizonObservationCounts": {
      "1": 7,
      "5": 3,
      "10": 1
    },
    "baselineAvgForwardReturns": {
      "1": 0.006814095360215383,
      "5": 0.029415696433345174,
      "10": 0.04210647806269875
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.1156450372539154,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08046533778921926,
    "bestRawFitnessScore": -0.09755327047676465,
    "upperQuartileComboQuality": 0.09917927571338778
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.16360601552087506,
    "rawScore": 0.24787858808448035,
    "confidence": 0.32004959996880356,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.867754392261792,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0.6666666666666666,
        "10": 1
      },
      "hitRate1D": 0.42857142857142855,
      "comboQuality": 0.1156450372539154,
      "eligibleDays": 352,
      "fitnessScore": -0.09755327047676465,
      "lookbackDays": 14,
      "returnLift1D": -0.006428692319785177,
      "hitRateLift1D": -0.09316770186335405,
      "activationRate": 0.019886363636363636,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "sampleConfidence": 0.6801462928323838,
      "shadowSharpeLike": 0.02853135241203911,
      "avgForwardReturns": {
        "1": 0.00038540304043020523,
        "5": 0.034740800653668025,
        "10": 0.08208240178856596
      },
      "shadowMaxDrawdown": -0.020312988581922764,
      "shadowTotalReturn": 0.0005703720605982898,
      "avgForwardReturn1D": 0.00038540304043020523,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-13",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 3,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0.6666666666666666,
        "10": 1
      },
      "hitRate1D": 0.42857142857142855,
      "comboQuality": 0.1156450372539154,
      "eligibleDays": 352,
      "fitnessScore": -0.09755327047676465,
      "lookbackDays": 14,
      "returnLift1D": -0.006428692319785177,
      "hitRateLift1D": -0.09316770186335405,
      "activationRate": 0.019886363636363636,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "sampleConfidence": 0.6801462928323838,
      "shadowSharpeLike": 0.02853135241203911,
      "avgForwardReturns": {
        "1": 0.00038540304043020523,
        "5": 0.034740800653668025,
        "10": 0.08208240178856596
      },
      "shadowMaxDrawdown": -0.020312988581922764,
      "shadowTotalReturn": 0.0005703720605982898,
      "avgForwardReturn1D": 0.00038540304043020523,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-13",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 4,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0.6666666666666666,
        "10": 1
      },
      "hitRate1D": 0.42857142857142855,
      "comboQuality": 0.1156450372539154,
      "eligibleDays": 352,
      "fitnessScore": -0.09755327047676465,
      "lookbackDays": 14,
      "returnLift1D": -0.006428692319785177,
      "hitRateLift1D": -0.09316770186335405,
      "activationRate": 0.019886363636363636,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "sampleConfidence": 0.6801462928323838,
      "shadowSharpeLike": 0.02853135241203911,
      "avgForwardReturns": {
        "1": 0.00038540304043020523,
        "5": 0.034740800653668025,
        "10": 0.08208240178856596
      },
      "shadowMaxDrawdown": -0.020312988581922764,
      "shadowTotalReturn": 0.0005703720605982898,
      "avgForwardReturn1D": 0.00038540304043020523,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-13",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 5,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0.6666666666666666,
        "10": 1
      },
      "hitRate1D": 0.42857142857142855,
      "comboQuality": 0.1156450372539154,
      "eligibleDays": 352,
      "fitnessScore": -0.09755327047676465,
      "lookbackDays": 14,
      "returnLift1D": -0.006428692319785177,
      "hitRateLift1D": -0.09316770186335405,
      "activationRate": 0.019886363636363636,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "sampleConfidence": 0.6801462928323838,
      "shadowSharpeLike": 0.02853135241203911,
      "avgForwardReturns": {
        "1": 0.00038540304043020523,
        "5": 0.034740800653668025,
        "10": 0.08208240178856596
      },
      "shadowMaxDrawdown": -0.020312988581922764,
      "shadowTotalReturn": 0.0005703720605982898,
      "avgForwardReturn1D": 0.00038540304043020523,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-13",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 2,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.3333333333333333,
      "comboQuality": 0.09917927571338778,
      "eligibleDays": 339,
      "fitnessScore": -0.1354029807813978,
      "lookbackDays": 21,
      "returnLift1D": -0.005752778576342974,
      "hitRateLift1D": -0.18840579710144928,
      "activationRate": 0.008849557522123894,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "sampleConfidence": 0.5296807507080746,
      "shadowSharpeLike": 0.14081292675276377,
      "avgForwardReturns": {
        "1": 0.0010613167838724087,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.010072683311951103,
      "shadowTotalReturn": 0.0025529341189047816,
      "avgForwardReturn1D": 0.0010613167838724087,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 3,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.3333333333333333,
      "comboQuality": 0.09917927571338778,
      "eligibleDays": 339,
      "fitnessScore": -0.1354029807813978,
      "lookbackDays": 21,
      "returnLift1D": -0.005752778576342974,
      "hitRateLift1D": -0.18840579710144928,
      "activationRate": 0.008849557522123894,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "sampleConfidence": 0.5296807507080746,
      "shadowSharpeLike": 0.14081292675276377,
      "avgForwardReturns": {
        "1": 0.0010613167838724087,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.010072683311951103,
      "shadowTotalReturn": 0.0025529341189047816,
      "avgForwardReturn1D": 0.0010613167838724087,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 4,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.3333333333333333,
      "comboQuality": 0.09917927571338778,
      "eligibleDays": 339,
      "fitnessScore": -0.1354029807813978,
      "lookbackDays": 21,
      "returnLift1D": -0.005752778576342974,
      "hitRateLift1D": -0.18840579710144928,
      "activationRate": 0.008849557522123894,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "sampleConfidence": 0.5296807507080746,
      "shadowSharpeLike": 0.14081292675276377,
      "avgForwardReturns": {
        "1": 0.0010613167838724087,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.010072683311951103,
      "shadowTotalReturn": 0.0025529341189047816,
      "avgForwardReturn1D": 0.0010613167838724087,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 5,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.3333333333333333,
      "comboQuality": 0.09917927571338778,
      "eligibleDays": 339,
      "fitnessScore": -0.1354029807813978,
      "lookbackDays": 21,
      "returnLift1D": -0.005752778576342974,
      "hitRateLift1D": -0.18840579710144928,
      "activationRate": 0.008849557522123894,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "sampleConfidence": 0.5296807507080746,
      "shadowSharpeLike": 0.14081292675276377,
      "avgForwardReturns": {
        "1": 0.0010613167838724087,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.010072683311951103,
      "shadowTotalReturn": 0.0025529341189047816,
      "avgForwardReturn1D": 0.0010613167838724087,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 2,
      "ticker": "ABT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08046533778921926,
      "eligibleDays": 330,
      "fitnessScore": -0.18592907168044423,
      "lookbackDays": 30,
      "returnLift1D": -0.006814095360215383,
      "hitRateLift1D": -0.5217391304347826,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "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": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 3,
      "ticker": "ABT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08046533778921926,
      "eligibleDays": 330,
      "fitnessScore": -0.18592907168044423,
      "lookbackDays": 30,
      "returnLift1D": -0.006814095360215383,
      "hitRateLift1D": -0.5217391304347826,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "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": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 4,
      "ticker": "ABT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08046533778921926,
      "eligibleDays": 330,
      "fitnessScore": -0.18592907168044423,
      "lookbackDays": 30,
      "returnLift1D": -0.006814095360215383,
      "hitRateLift1D": -0.5217391304347826,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "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": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 5,
      "ticker": "ABT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08046533778921926,
      "eligibleDays": 330,
      "fitnessScore": -0.18592907168044423,
      "lookbackDays": 30,
      "returnLift1D": -0.006814095360215383,
      "hitRateLift1D": -0.5217391304347826,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "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": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 2,
      "ticker": "ABT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08046533778921926,
      "eligibleDays": 315,
      "fitnessScore": -0.18592907168044423,
      "lookbackDays": 45,
      "returnLift1D": -0.006814095360215383,
      "hitRateLift1D": -0.5217391304347826,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "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": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 3,
      "ticker": "ABT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08046533778921926,
      "eligibleDays": 315,
      "fitnessScore": -0.18592907168044423,
      "lookbackDays": 45,
      "returnLift1D": -0.006814095360215383,
      "hitRateLift1D": -0.5217391304347826,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "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": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 4,
      "ticker": "ABT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08046533778921926,
      "eligibleDays": 315,
      "fitnessScore": -0.18592907168044423,
      "lookbackDays": 45,
      "returnLift1D": -0.006814095360215383,
      "hitRateLift1D": -0.5217391304347826,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "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": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 5,
      "ticker": "ABT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08046533778921926,
      "eligibleDays": 315,
      "fitnessScore": -0.18592907168044423,
      "lookbackDays": 45,
      "returnLift1D": -0.006814095360215383,
      "hitRateLift1D": -0.5217391304347826,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "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": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 2,
      "ticker": "ABT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08046533778921926,
      "eligibleDays": 297,
      "fitnessScore": -0.18592907168044423,
      "lookbackDays": 63,
      "returnLift1D": -0.006814095360215383,
      "hitRateLift1D": -0.5217391304347826,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "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": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 3,
      "ticker": "ABT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08046533778921926,
      "eligibleDays": 297,
      "fitnessScore": -0.18592907168044423,
      "lookbackDays": 63,
      "returnLift1D": -0.006814095360215383,
      "hitRateLift1D": -0.5217391304347826,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "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": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 4,
      "ticker": "ABT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08046533778921926,
      "eligibleDays": 297,
      "fitnessScore": -0.18592907168044423,
      "lookbackDays": 63,
      "returnLift1D": -0.006814095360215383,
      "hitRateLift1D": -0.5217391304347826,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "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": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    },
    {
      "topN": 5,
      "ticker": "ABT",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08046533778921926,
      "eligibleDays": 297,
      "fitnessScore": -0.18592907168044423,
      "lookbackDays": 63,
      "returnLift1D": -0.006814095360215383,
      "hitRateLift1D": -0.5217391304347826,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.7368421052631579,
        "10": 0.7857142857142857
      },
      "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": 0.006814095360215383,
        "5": 0.029415696433345174,
        "10": 0.04210647806269875
      }
    }
  ],
  "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": 0.1156450372539154,
      "fitnessScore": -0.09755327047676465,
      "lookbackDays": 14,
      "returnLift1D": -0.006428692319785177,
      "activationRate": 0.019886363636363636,
      "activationCount": 7,
      "sampleConfidence": 0.6801462928323838,
      "shadowTotalReturn": 0.0005703720605982898,
      "avgForwardReturn1D": 0.00038540304043020523
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.09917927571338778,
      "fitnessScore": -0.1354029807813978,
      "lookbackDays": 21,
      "returnLift1D": -0.005752778576342974,
      "activationRate": 0.008849557522123894,
      "activationCount": 3,
      "sampleConfidence": 0.5296807507080746,
      "shadowTotalReturn": 0.0025529341189047816,
      "avgForwardReturn1D": 0.0010613167838724087
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08046533778921926,
      "fitnessScore": -0.18592907168044423,
      "lookbackDays": 30,
      "returnLift1D": -0.006814095360215383,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08046533778921926,
      "fitnessScore": -0.18592907168044423,
      "lookbackDays": 45,
      "returnLift1D": -0.006814095360215383,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08046533778921926,
      "fitnessScore": -0.18592907168044423,
      "lookbackDays": 63,
      "returnLift1D": -0.006814095360215383,
      "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": "cd3a6d0c69e46926d14ca727d7179488b04b6f64bfe0684b901c8572d3d44a0d",
    "size": 13,
    "members": [
      "ABT",
      "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."
}
As Of
2026-07-25
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
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",
      "ABT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ABT",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "ABT",
    "hitRates": {
      "1": 0.6065573770491803,
      "5": 0.543859649122807,
      "10": 0.6607142857142857
    },
    "hitRate1D": 0.6065573770491803,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004
    ],
    "comboQuality": 0.4618318236272379,
    "eligibleDays": 368,
    "fitnessScore": 0.3163465339748755,
    "lookbackDays": 21,
    "returnLift1D": 0.0016607135777497754,
    "hitRateLift1D": 0.11199215965787601,
    "portfolioSize": 2,
    "activationRate": 0.16576086956521738,
    "activationCount": 61,
    "baselineHitRates": {
      "1": 0.4945652173913043,
      "5": 0.4725274725274725,
      "10": 0.5013927576601671
    },
    "sampleConfidence": 0.9901639344262296,
    "shadowSharpeLike": 0.503742448700126,
    "avgForwardReturns": {
      "1": 0.0012206054358178137,
      "5": 0.0007827119442188613,
      "10": 0.0005129202813002094
    },
    "shadowMaxDrawdown": -0.07236450387144222,
    "shadowTotalReturn": 0.061057077606563315,
    "avgForwardReturn1D": 0.0012206054358178137,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-02-07",
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-02-14",
      "2025-02-18"
    ],
    "horizonObservationCounts": {
      "1": 61,
      "5": 57,
      "10": 56
    },
    "baselineAvgForwardReturns": {
      "1": -0.0004401081419319617,
      "5": -0.0024257865878973156,
      "10": -0.006529823186753625
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.4618318236272379,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.1493280379164513,
    "bestRawFitnessScore": 0.3163465339748755,
    "upperQuartileComboQuality": 0.18945711537782514
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2167677130952769,
    "rawScore": 0.23313291807790792,
    "confidence": 0.8596062270608895,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.28381325261392715,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.6065573770491803,
        "5": 0.543859649122807,
        "10": 0.6607142857142857
      },
      "hitRate1D": 0.6065573770491803,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.4618318236272379,
      "eligibleDays": 368,
      "fitnessScore": 0.3163465339748755,
      "lookbackDays": 21,
      "returnLift1D": 0.0016607135777497754,
      "hitRateLift1D": 0.11199215965787601,
      "portfolioSize": 2,
      "activationRate": 0.16576086956521738,
      "activationCount": 61,
      "baselineHitRates": {
        "1": 0.4945652173913043,
        "5": 0.4725274725274725,
        "10": 0.5013927576601671
      },
      "sampleConfidence": 0.9901639344262296,
      "shadowSharpeLike": 0.503742448700126,
      "avgForwardReturns": {
        "1": 0.0012206054358178137,
        "5": 0.0007827119442188613,
        "10": 0.0005129202813002094
      },
      "shadowMaxDrawdown": -0.07236450387144222,
      "shadowTotalReturn": 0.061057077606563315,
      "avgForwardReturn1D": 0.0012206054358178137,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 61,
        "5": 57,
        "10": 56
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004401081419319617,
        "5": -0.0024257865878973156,
        "10": -0.006529823186753625
      }
    },
    {
      "topN": 3,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.5443037974683544,
        "5": 0.4666666666666667,
        "10": 0.581081081081081
      },
      "hitRate1D": 0.5443037974683544,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.3110783016926729,
      "eligibleDays": 368,
      "fitnessScore": 0.17508174776224117,
      "lookbackDays": 21,
      "returnLift1D": 0.0009954451484825422,
      "hitRateLift1D": 0.04973858007705012,
      "portfolioSize": 3,
      "activationRate": 0.21467391304347827,
      "activationCount": 79,
      "baselineHitRates": {
        "1": 0.4945652173913043,
        "5": 0.4725274725274725,
        "10": 0.5013927576601671
      },
      "sampleConfidence": 0.9924050632911393,
      "shadowSharpeLike": 0.18021494613024497,
      "avgForwardReturns": {
        "1": 0.0005553370065505804,
        "5": -0.00219876823524086,
        "10": -0.0003122186120510547
      },
      "shadowMaxDrawdown": -0.09771931339722728,
      "shadowTotalReturn": 0.0196863822338178,
      "avgForwardReturn1D": 0.0005553370065505804,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 79,
        "5": 75,
        "10": 74
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004401081419319617,
        "5": -0.0024257865878973156,
        "10": -0.006529823186753625
      }
    },
    {
      "topN": 2,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.58,
        "5": 0.5434782608695652,
        "10": 0.5909090909090909
      },
      "hitRate1D": 0.58,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.2883197523113994,
      "eligibleDays": 359,
      "fitnessScore": 0.1512171069282818,
      "lookbackDays": 30,
      "returnLift1D": 0.000748313849996744,
      "hitRateLift1D": 0.0897493036211699,
      "portfolioSize": 2,
      "activationRate": 0.1392757660167131,
      "activationCount": 50,
      "baselineHitRates": {
        "1": 0.49025069637883006,
        "5": 0.4647887323943662,
        "10": 0.48857142857142855
      },
      "sampleConfidence": 0.9866666666666667,
      "shadowSharpeLike": 0.057273422092266164,
      "avgForwardReturns": {
        "1": 0.00024796402134707573,
        "5": -0.0023947459971435346,
        "10": -0.001501620863979339
      },
      "shadowMaxDrawdown": -0.10423643915231218,
      "shadowTotalReturn": 0.002176019902643045,
      "avgForwardReturn1D": 0.00024796402134707573,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 50,
        "5": 46,
        "10": 44
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005003498286496683,
        "5": -0.002794913823555076,
        "10": -0.007555773464516068
      }
    },
    {
      "topN": 3,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.5,
        "5": 0.47058823529411764,
        "10": 0.59375
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.26092967285779184,
      "eligibleDays": 344,
      "fitnessScore": 0.12094872406542058,
      "lookbackDays": 45,
      "returnLift1D": 0.002466447546557082,
      "hitRateLift1D": 0.020348837209302306,
      "portfolioSize": 3,
      "activationRate": 0.11046511627906977,
      "activationCount": 38,
      "baselineHitRates": {
        "1": 0.4796511627906977,
        "5": 0.46176470588235297,
        "10": 0.4925373134328358
      },
      "sampleConfidence": 0.9824561403508772,
      "shadowSharpeLike": 0.3601184154130321,
      "avgForwardReturns": {
        "1": 0.0017949350852970271,
        "5": 0.0036458250549718974,
        "10": 0.0041999189299139345
      },
      "shadowMaxDrawdown": -0.11403647436892028,
      "shadowTotalReturn": 0.053319418557295384,
      "avgForwardReturn1D": 0.0017949350852970271,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 38,
        "5": 34,
        "10": 32
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006715124612600544,
        "5": -0.0028502590434724582,
        "10": -0.006830662565894236
      }
    },
    {
      "topN": 4,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.4782608695652174,
        "5": 0.47619047619047616,
        "10": 0.5789473684210527
      },
      "hitRate1D": 0.4782608695652174,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.18945711537782514,
      "eligibleDays": 344,
      "fitnessScore": 0.03022085762376472,
      "lookbackDays": 45,
      "returnLift1D": 0.0013451611755004702,
      "hitRateLift1D": -0.001390293225480288,
      "portfolioSize": 4,
      "activationRate": 0.13372093023255813,
      "activationCount": 46,
      "baselineHitRates": {
        "1": 0.4796511627906977,
        "5": 0.46176470588235297,
        "10": 0.4925373134328358
      },
      "sampleConfidence": 0.982608695652174,
      "shadowSharpeLike": 0.13212198159861388,
      "avgForwardReturns": {
        "1": 0.0006736487142404157,
        "5": 0.006528440450301686,
        "10": 0.005446114724633916
      },
      "shadowMaxDrawdown": -0.11242205602146527,
      "shadowTotalReturn": 0.012340679582424574,
      "avgForwardReturn1D": 0.0006736487142404157,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 46,
        "5": 42,
        "10": 38
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006715124612600544,
        "5": -0.0028502590434724582,
        "10": -0.006830662565894236
      }
    },
    {
      "topN": 5,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.4782608695652174,
        "5": 0.47619047619047616,
        "10": 0.5789473684210527
      },
      "hitRate1D": 0.4782608695652174,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.18945711537782514,
      "eligibleDays": 344,
      "fitnessScore": 0.03022085762376472,
      "lookbackDays": 45,
      "returnLift1D": 0.0013451611755004702,
      "hitRateLift1D": -0.001390293225480288,
      "portfolioSize": 5,
      "activationRate": 0.13372093023255813,
      "activationCount": 46,
      "baselineHitRates": {
        "1": 0.4796511627906977,
        "5": 0.46176470588235297,
        "10": 0.4925373134328358
      },
      "sampleConfidence": 0.982608695652174,
      "shadowSharpeLike": 0.13212198159861388,
      "avgForwardReturns": {
        "1": 0.0006736487142404157,
        "5": 0.006528440450301686,
        "10": 0.005446114724633916
      },
      "shadowMaxDrawdown": -0.11242205602146527,
      "shadowTotalReturn": 0.012340679582424574,
      "avgForwardReturn1D": 0.0006736487142404157,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 46,
        "5": 42,
        "10": 38
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006715124612600544,
        "5": -0.0028502590434724582,
        "10": -0.006830662565894236
      }
    },
    {
      "topN": 3,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.53125,
        "10": 0.65625
      },
      "hitRate1D": 0.5454545454545454,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.18293640120090884,
      "eligibleDays": 326,
      "fitnessScore": 0.020752756813258978,
      "lookbackDays": 63,
      "returnLift1D": -0.00032922063192902405,
      "hitRateLift1D": 0.06079196876742887,
      "portfolioSize": 3,
      "activationRate": 0.10122699386503067,
      "activationCount": 33,
      "baselineHitRates": {
        "1": 0.48466257668711654,
        "5": 0.468944099378882,
        "10": 0.49842271293375395
      },
      "sampleConfidence": 0.995959595959596,
      "shadowSharpeLike": -0.33964571046951936,
      "avgForwardReturns": {
        "1": -0.0009137520641851353,
        "5": 0.0030486530453561894,
        "10": 0.011212511638736312
      },
      "shadowMaxDrawdown": -0.06031027720000948,
      "shadowTotalReturn": -0.037984088962446316,
      "avgForwardReturn1D": -0.0009137520641851353,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 33,
        "5": 32,
        "10": 32
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005845314322561112,
        "5": -0.002453019517778084,
        "10": -0.006693753805100758
      }
    },
    {
      "topN": 4,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.5339805825242718,
        "5": 0.494949494949495,
        "10": 0.5773195876288659
      },
      "hitRate1D": 0.5339805825242718,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.159849764170096,
      "eligibleDays": 375,
      "fitnessScore": -0.015056192124563014,
      "lookbackDays": 14,
      "returnLift1D": -0.00016317860483504038,
      "hitRateLift1D": 0.03531391585760518,
      "portfolioSize": 4,
      "activationRate": 0.27466666666666667,
      "activationCount": 103,
      "baselineHitRates": {
        "1": 0.49866666666666665,
        "5": 0.477088948787062,
        "10": 0.5109289617486339
      },
      "sampleConfidence": 0.993527508090615,
      "shadowSharpeLike": -0.4086659090272306,
      "avgForwardReturns": {
        "1": -0.0004818135234751783,
        "5": -0.000687963735241405,
        "10": 0.001940079654469299
      },
      "shadowMaxDrawdown": -0.20890442922329178,
      "shadowTotalReturn": -0.08644436301677227,
      "avgForwardReturn1D": -0.0004818135234751783,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 103,
        "5": 99,
        "10": 97
      },
      "baselineAvgForwardReturns": {
        "1": -0.0003186349186401379,
        "5": -0.0020792309234429615,
        "10": -0.005902584382470542
      }
    },
    {
      "topN": 5,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.5339805825242718,
        "5": 0.494949494949495,
        "10": 0.5773195876288659
      },
      "hitRate1D": 0.5339805825242718,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.159849764170096,
      "eligibleDays": 375,
      "fitnessScore": -0.015056192124563014,
      "lookbackDays": 14,
      "returnLift1D": -0.00016317860483504038,
      "hitRateLift1D": 0.03531391585760518,
      "portfolioSize": 5,
      "activationRate": 0.27466666666666667,
      "activationCount": 103,
      "baselineHitRates": {
        "1": 0.49866666666666665,
        "5": 0.477088948787062,
        "10": 0.5109289617486339
      },
      "sampleConfidence": 0.993527508090615,
      "shadowSharpeLike": -0.4086659090272306,
      "avgForwardReturns": {
        "1": -0.0004818135234751783,
        "5": -0.000687963735241405,
        "10": 0.001940079654469299
      },
      "shadowMaxDrawdown": -0.20890442922329178,
      "shadowTotalReturn": -0.08644436301677227,
      "avgForwardReturn1D": -0.0004818135234751783,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 103,
        "5": 99,
        "10": 97
      },
      "baselineAvgForwardReturns": {
        "1": -0.0003186349186401379,
        "5": -0.0020792309234429615,
        "10": -0.005902584382470542
      }
    },
    {
      "topN": 2,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.5,
        "5": 0.6363636363636364,
        "10": 0.7272727272727273
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.15959857962098747,
      "eligibleDays": 326,
      "fitnessScore": -0.015467932221427005,
      "lookbackDays": 63,
      "returnLift1D": 0.00019095527672361373,
      "hitRateLift1D": 0.015337423312883458,
      "portfolioSize": 2,
      "activationRate": 0.06748466257668712,
      "activationCount": 22,
      "baselineHitRates": {
        "1": 0.48466257668711654,
        "5": 0.468944099378882,
        "10": 0.49842271293375395
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.13917457859105445,
      "avgForwardReturns": {
        "1": -0.0003935761555324975,
        "5": 0.0075981082208679725,
        "10": 0.018135042316865847
      },
      "shadowMaxDrawdown": -0.058843477165620994,
      "shadowTotalReturn": -0.015767077506471106,
      "avgForwardReturn1D": -0.0003935761555324975,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 22,
        "5": 22,
        "10": 22
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005845314322561112,
        "5": -0.002453019517778084,
        "10": -0.006693753805100758
      }
    },
    {
      "topN": 2,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.5172413793103449,
        "5": 0.36,
        "10": 0.5416666666666666
      },
      "hitRate1D": 0.5172413793103449,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.13905749621191513,
      "eligibleDays": 344,
      "fitnessScore": -0.051090851561413686,
      "lookbackDays": 45,
      "returnLift1D": -0.0005544916648154183,
      "hitRateLift1D": 0.03759021651964717,
      "portfolioSize": 2,
      "activationRate": 0.08430232558139535,
      "activationCount": 29,
      "baselineHitRates": {
        "1": 0.4796511627906977,
        "5": 0.46176470588235297,
        "10": 0.4925373134328358
      },
      "sampleConfidence": 0.9793103448275863,
      "shadowSharpeLike": -0.36422180462971543,
      "avgForwardReturns": {
        "1": -0.0012260041260754727,
        "5": -0.0021585662118704762,
        "10": 0.0008840138739823709
      },
      "shadowMaxDrawdown": -0.08890647969011067,
      "shadowTotalReturn": -0.044725228510006376,
      "avgForwardReturn1D": -0.0012260041260754727,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 29,
        "5": 25,
        "10": 24
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006715124612600544,
        "5": -0.0028502590434724582,
        "10": -0.006830662565894236
      }
    },
    {
      "topN": 4,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.5154639175257731,
        "5": 0.46236559139784944,
        "10": 0.5434782608695652
      },
      "hitRate1D": 0.5154639175257731,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.13040849169634716,
      "eligibleDays": 368,
      "fitnessScore": -0.06741739665033121,
      "lookbackDays": 21,
      "returnLift1D": -0.0002771587676148678,
      "hitRateLift1D": 0.020898700134468817,
      "portfolioSize": 4,
      "activationRate": 0.26358695652173914,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.4945652173913043,
        "5": 0.4725274725274725,
        "10": 0.5013927576601671
      },
      "sampleConfidence": 0.9938144329896907,
      "shadowSharpeLike": -0.4943270336477828,
      "avgForwardReturns": {
        "1": -0.0007172669095468295,
        "5": -0.0032319263751291473,
        "10": -0.0000862112180954695
      },
      "shadowMaxDrawdown": -0.22186144447026246,
      "shadowTotalReturn": -0.09424911199373587,
      "avgForwardReturn1D": -0.0007172669095468295,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 93,
        "10": 92
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004401081419319617,
        "5": -0.0024257865878973156,
        "10": -0.006529823186753625
      }
    },
    {
      "topN": 5,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.5154639175257731,
        "5": 0.46236559139784944,
        "10": 0.5434782608695652
      },
      "hitRate1D": 0.5154639175257731,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.13040849169634716,
      "eligibleDays": 368,
      "fitnessScore": -0.06741739665033121,
      "lookbackDays": 21,
      "returnLift1D": -0.0002771587676148678,
      "hitRateLift1D": 0.020898700134468817,
      "portfolioSize": 5,
      "activationRate": 0.26358695652173914,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.4945652173913043,
        "5": 0.4725274725274725,
        "10": 0.5013927576601671
      },
      "sampleConfidence": 0.9938144329896907,
      "shadowSharpeLike": -0.4943270336477828,
      "avgForwardReturns": {
        "1": -0.0007172669095468295,
        "5": -0.0032319263751291473,
        "10": -0.0000862112180954695
      },
      "shadowMaxDrawdown": -0.22186144447026246,
      "shadowTotalReturn": -0.09424911199373587,
      "avgForwardReturn1D": -0.0007172669095468295,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 93,
        "10": 92
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004401081419319617,
        "5": -0.0024257865878973156,
        "10": -0.006529823186753625
      }
    },
    {
      "topN": 4,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.5277777777777778,
        "5": 0.5294117647058824,
        "10": 0.6470588235294118
      },
      "hitRate1D": 0.5277777777777778,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.12952380552075432,
      "eligibleDays": 326,
      "fitnessScore": -0.06913865866900178,
      "lookbackDays": 63,
      "returnLift1D": -0.0010627135225407707,
      "hitRateLift1D": 0.04311520109066125,
      "portfolioSize": 4,
      "activationRate": 0.11042944785276074,
      "activationCount": 36,
      "baselineHitRates": {
        "1": 0.48466257668711654,
        "5": 0.468944099378882,
        "10": 0.49842271293375395
      },
      "sampleConfidence": 0.9925925925925927,
      "shadowSharpeLike": -0.5958026876202382,
      "avgForwardReturns": {
        "1": -0.001647244954796882,
        "5": 0.0029708270911345635,
        "10": 0.010277349035263417
      },
      "shadowMaxDrawdown": -0.09562126920927183,
      "shadowTotalReturn": -0.06600841675624702,
      "avgForwardReturn1D": -0.001647244954796882,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 36,
        "5": 34,
        "10": 34
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005845314322561112,
        "5": -0.002453019517778084,
        "10": -0.006693753805100758
      }
    },
    {
      "topN": 5,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.5277777777777778,
        "5": 0.5294117647058824,
        "10": 0.6470588235294118
      },
      "hitRate1D": 0.5277777777777778,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.12952380552075432,
      "eligibleDays": 326,
      "fitnessScore": -0.06913865866900178,
      "lookbackDays": 63,
      "returnLift1D": -0.0010627135225407707,
      "hitRateLift1D": 0.04311520109066125,
      "portfolioSize": 5,
      "activationRate": 0.11042944785276074,
      "activationCount": 36,
      "baselineHitRates": {
        "1": 0.48466257668711654,
        "5": 0.468944099378882,
        "10": 0.49842271293375395
      },
      "sampleConfidence": 0.9925925925925927,
      "shadowSharpeLike": -0.5958026876202382,
      "avgForwardReturns": {
        "1": -0.001647244954796882,
        "5": 0.0029708270911345635,
        "10": 0.010277349035263417
      },
      "shadowMaxDrawdown": -0.09562126920927183,
      "shadowTotalReturn": -0.06600841675624702,
      "avgForwardReturn1D": -0.001647244954796882,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 36,
        "5": 34,
        "10": 34
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005845314322561112,
        "5": -0.002453019517778084,
        "10": -0.006693753805100758
      }
    },
    {
      "topN": 3,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.5245901639344263,
        "5": 0.49122807017543857,
        "10": 0.5555555555555556
      },
      "hitRate1D": 0.5245901639344263,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.09040212808005324,
      "eligibleDays": 359,
      "fitnessScore": -0.15792165490573956,
      "lookbackDays": 30,
      "returnLift1D": -0.0012672472597765922,
      "hitRateLift1D": 0.03433946755559619,
      "portfolioSize": 3,
      "activationRate": 0.16991643454038996,
      "activationCount": 61,
      "baselineHitRates": {
        "1": 0.49025069637883006,
        "5": 0.4647887323943662,
        "10": 0.48857142857142855
      },
      "sampleConfidence": 0.9879781420765028,
      "shadowSharpeLike": -0.9703097472839338,
      "avgForwardReturns": {
        "1": -0.0017675970884262605,
        "5": -0.0023003813778088014,
        "10": -0.0034696673418459253
      },
      "shadowMaxDrawdown": -0.1925884163794913,
      "shadowTotalReturn": -0.11721759412037336,
      "avgForwardReturn1D": -0.0017675970884262605,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 61,
        "5": 57,
        "10": 54
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005003498286496683,
        "5": -0.002794913823555076,
        "10": -0.007555773464516068
      }
    },
    {
      "topN": 3,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.524390243902439,
        "5": 0.4358974358974359,
        "10": 0.5844155844155844
      },
      "hitRate1D": 0.524390243902439,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.06058386436476052,
      "eligibleDays": 375,
      "fitnessScore": -0.2530705905324949,
      "lookbackDays": 14,
      "returnLift1D": -0.0017471155992795453,
      "hitRateLift1D": 0.0257235772357724,
      "portfolioSize": 3,
      "activationRate": 0.21866666666666668,
      "activationCount": 82,
      "baselineHitRates": {
        "1": 0.49866666666666665,
        "5": 0.477088948787062,
        "10": 0.5109289617486339
      },
      "sampleConfidence": 0.9926829268292683,
      "shadowSharpeLike": -1.1525367774865727,
      "avgForwardReturns": {
        "1": -0.002065750517919683,
        "5": -0.004500420641706182,
        "10": 0.0010586943255093547
      },
      "shadowMaxDrawdown": -0.27279190252714824,
      "shadowTotalReturn": -0.18412109274822896,
      "avgForwardReturn1D": -0.002065750517919683,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 82,
        "5": 78,
        "10": 77
      },
      "baselineAvgForwardReturns": {
        "1": -0.0003186349186401379,
        "5": -0.0020792309234429615,
        "10": -0.005902584382470542
      }
    },
    {
      "topN": 4,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.4927536231884058,
        "5": 0.46153846153846156,
        "10": 0.532258064516129
      },
      "hitRate1D": 0.4927536231884058,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.04132398291408235,
      "eligibleDays": 359,
      "fitnessScore": -0.3417042334767751,
      "lookbackDays": 30,
      "returnLift1D": -0.0023288169180914722,
      "hitRateLift1D": 0.002502926809575756,
      "portfolioSize": 4,
      "activationRate": 0.19220055710306408,
      "activationCount": 69,
      "baselineHitRates": {
        "1": 0.49025069637883006,
        "5": 0.4647887323943662,
        "10": 0.48857142857142855
      },
      "sampleConfidence": 0.9893719806763286,
      "shadowSharpeLike": -1.4401626332130453,
      "avgForwardReturns": {
        "1": -0.0028291667467411404,
        "5": -0.00489772467942598,
        "10": -0.0037782881751557956
      },
      "shadowMaxDrawdown": -0.2624351283955515,
      "shadowTotalReturn": -0.19358440595112814,
      "avgForwardReturn1D": -0.0028291667467411404,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 69,
        "5": 65,
        "10": 62
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005003498286496683,
        "5": -0.002794913823555076,
        "10": -0.007555773464516068
      }
    },
    {
      "topN": 5,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.4927536231884058,
        "5": 0.46153846153846156,
        "10": 0.532258064516129
      },
      "hitRate1D": 0.4927536231884058,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.04132398291408235,
      "eligibleDays": 359,
      "fitnessScore": -0.3417042334767751,
      "lookbackDays": 30,
      "returnLift1D": -0.0023288169180914722,
      "hitRateLift1D": 0.002502926809575756,
      "portfolioSize": 5,
      "activationRate": 0.19220055710306408,
      "activationCount": 69,
      "baselineHitRates": {
        "1": 0.49025069637883006,
        "5": 0.4647887323943662,
        "10": 0.48857142857142855
      },
      "sampleConfidence": 0.9893719806763286,
      "shadowSharpeLike": -1.4401626332130453,
      "avgForwardReturns": {
        "1": -0.0028291667467411404,
        "5": -0.00489772467942598,
        "10": -0.0037782881751557956
      },
      "shadowMaxDrawdown": -0.2624351283955515,
      "shadowTotalReturn": -0.19358440595112814,
      "avgForwardReturn1D": -0.0028291667467411404,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 69,
        "5": 65,
        "10": 62
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005003498286496683,
        "5": -0.002794913823555076,
        "10": -0.007555773464516068
      }
    },
    {
      "topN": 2,
      "ticker": "ABT",
      "hitRates": {
        "1": 0.5151515151515151,
        "5": 0.45161290322580644,
        "10": 0.6229508196721312
      },
      "hitRate1D": 0.5151515151515151,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.041284778588539836,
      "eligibleDays": 375,
      "fitnessScore": -0.3419220444926356,
      "lookbackDays": 14,
      "returnLift1D": -0.002646378800332255,
      "hitRateLift1D": 0.01648484848484849,
      "portfolioSize": 2,
      "activationRate": 0.176,
      "activationCount": 66,
      "baselineHitRates": {
        "1": 0.49866666666666665,
        "5": 0.477088948787062,
        "10": 0.5109289617486339
      },
      "sampleConfidence": 0.990909090909091,
      "shadowSharpeLike": -1.4432077413969244,
      "avgForwardReturns": {
        "1": -0.0029650137189723928,
        "5": -0.0054542402613450055,
        "10": 0.0008264786156366066
      },
      "shadowMaxDrawdown": -0.28745862692661306,
      "shadowTotalReturn": -0.20057617777489833,
      "avgForwardReturn1D": -0.0029650137189723928,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 66,
        "5": 62,
        "10": 61
      },
      "baselineAvgForwardReturns": {
        "1": -0.0003186349186401379,
        "5": -0.0020792309234429615,
        "10": -0.005902584382470542
      }
    }
  ],
  "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": 0.159849764170096,
      "fitnessScore": -0.015056192124563014,
      "lookbackDays": 14,
      "returnLift1D": -0.00016317860483504038,
      "activationRate": 0.27466666666666667,
      "activationCount": 103,
      "sampleConfidence": 0.993527508090615,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.08644436301677227,
      "avgForwardReturn1D": -0.0004818135234751783
    },
    {
      "comboQuality": 0.4618318236272379,
      "fitnessScore": 0.3163465339748755,
      "lookbackDays": 21,
      "returnLift1D": 0.0016607135777497754,
      "activationRate": 0.16576086956521738,
      "activationCount": 61,
      "sampleConfidence": 0.9901639344262296,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.061057077606563315,
      "avgForwardReturn1D": 0.0012206054358178137
    },
    {
      "comboQuality": 0.2883197523113994,
      "fitnessScore": 0.1512171069282818,
      "lookbackDays": 30,
      "returnLift1D": 0.000748313849996744,
      "activationRate": 0.1392757660167131,
      "activationCount": 50,
      "sampleConfidence": 0.9866666666666667,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.002176019902643045,
      "avgForwardReturn1D": 0.00024796402134707573
    },
    {
      "comboQuality": 0.26092967285779184,
      "fitnessScore": 0.12094872406542058,
      "lookbackDays": 45,
      "returnLift1D": 0.002466447546557082,
      "activationRate": 0.11046511627906977,
      "activationCount": 38,
      "sampleConfidence": 0.9824561403508772,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.053319418557295384,
      "avgForwardReturn1D": 0.0017949350852970271
    },
    {
      "comboQuality": 0.18293640120090884,
      "fitnessScore": 0.020752756813258978,
      "lookbackDays": 63,
      "returnLift1D": -0.00032922063192902405,
      "activationRate": 0.10122699386503067,
      "activationCount": 33,
      "sampleConfidence": 0.995959595959596,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.037984088962446316,
      "avgForwardReturn1D": -0.0009137520641851353
    }
  ],
  "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": "cd3a6d0c69e46926d14ca727d7179488b04b6f64bfe0684b901c8572d3d44a0d",
    "size": 13,
    "members": [
      "ABT",
      "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."
}
Inverse To Benchmark 1y
-
Return 1m
-
Return 1w
-
Return 1y
-
Return 2w
-
Return 2y
-
Return 3m
-
Return 5y
-
Return 6m
-
Sharpe 1m
-
Sharpe 1w
-
Sharpe 1y
-
Sharpe 2w
-
Sharpe 2y
-
Sharpe 3m
-
Sharpe 5y
-
Sharpe 6m
-
Sharpe Score
-
Trend 1m
-
Trend 1w
-
Trend 1y
-
Trend 2w
-
Trend 2y
-
Trend 3m
-
Trend 5y
-
Trend 6m
-
Volatility 1m
-
Volatility 1w
-
Volatility 1y
-
Volatility 2w
-
Volatility 2y
-
Volatility 3m
-
Volatility 5y
-
Volatility 6m
-
Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.727
Liquidity
1
Momentum
0.610
Relative strength
0.420
Trend quality
0.573
Stability
0.633
Aggression
0.420
Downside risk
0.565
Drawdown state
0.614
Quality momentum
0.544
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.957
Benchmark Independence 3m Score
0.814
Beta 1y Profile Score
0.035
Beta 3m Profile Score
0
Beta Change Score
0.210
Correlation Change Score
0.386
Current Drawdown Score
0.603
Days Since 52w High Score
0.829
Distance From 52w High Score
0.622
Distance From Sma 20 Score
0.603
Distance From Sma 200 Score
0.392
Distance From Sma 50 Score
0.692
Downside Volatility 1m Score
0.303
Downside Volatility 1y Score
0.274
Downside Volatility 2y Score
0.260
Downside Volatility 3m Score
0.259
Downside Volatility 5y Score
0.239
Downside Volatility 6m Score
0.357
Drawdown Recovery Score
0.797
Excess Return 1m Score
0.691
Excess Return 1y Score
0
Excess Return 3m Score
0.610
Excess Return 6m Score
0.105
Expected Shortfall 95 1y Score
0.649
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.727
Drawdown Score 1m
0.713
Drawdown Score 1y
0.406
Drawdown Score 2y
0.505
Drawdown Score 3m
0.699
Drawdown Score 5y
0.604
Drawdown Score 6m
0.433
Momentum Acceleration 1m Vs 3m Score
0.784
Momentum Acceleration 3m Vs 6m Score
0.704
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.937
Relative Strength Slope 3m Score
0.565
Relative Volume 20d Score
0.261
Return 1m Score
0.701
Return 1w Score
0.565
Return 1y Score
0.387
Return 2y Score
0.300
Return 3m Score
0.633
Return 5y Score
0.073
Return 6m Score
0.371
Return Skewness 1y Score
0.537
Sector Excess Return 1y Score
0
Sharpe 1m Score
1
Sharpe 1y Score
0.275
Sharpe 2y Score
0.444
Sharpe 3m Score
0.668
Sharpe 5y Score
0.414
Sharpe 6m Score
0.230
Sortino 1m Score
1
Sortino 1y Score
0.295
Sortino 2y Score
0.402
Sortino 3m Score
0.611
Sortino 5y Score
0.384
Sortino 6m Score
0.265
Trend R2 1m Score
0.472
Trend R2 1w Score
0.160
Trend R2 1y Score
0.824
Trend R2 2y Score
0.110
Trend R2 3m Score
0.398
Trend R2 5y Score
0.043
Trend R2 6m Score
0.571
Trend Slope 1m Score
0.792
Trend Slope 1w Score
0.631
Trend Slope 1y Score
0.386
Trend Slope 2y Score
0.482
Trend Slope 3m Score
0.606
Trend Slope 5y Score
0.504
Trend Slope 6m Score
0.374
Volatility 1m Score
0.544
Volatility 1w Score
0.239
Volatility 1y Score
0.283
Volatility 2y Score
0.257
Volatility 3m Score
0.394
Volatility 5y Score
0.237
Volatility 6m Score
0.373
Worst Day 1y Score
0.498
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
1,278,702,836.045
Best Day 1y
0.107
Beta To Benchmark 1y
0.088
Beta 3m
-0.492
Beta Change
-0.581
Beta To Sector 1y
0.784
Correlation To Benchmark 1y
0.043
Correlation 3m
-0.186
Correlation Change
-0.229
Correlation To Sector 1y
0.472
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.957
Benchmark Independence 3m Score
0.814
Beta 1y Profile Score
0.035
Beta 3m Profile Score
0
Beta Change Score
0.210
Correlation Change Score
0.386
Current Drawdown Score
0.603
Distance From Sma 20 Score
0.603
Distance From Sma 200 Score
0.392
Current Drawdown
-0.258
Days Since 52w High
209
Distance From 52w High
-0.246
Distance From Sma 20
0.062
Distance From Sma 200
-0.065
Distance From Sma 50
0.115
Downside Capture 1y
1.997
Downside Volatility 1m
0.277
Downside Volatility 1w
-
Downside Volatility 1y
0.255
Downside Volatility 2y
0.245
Downside Volatility 3m
0.244
Downside Volatility 5y
0.229
Downside Volatility 6m
0.318
Drawdown Recovery
0.593
Excess Return 1m
0.115
Excess Return 1y
-0.367
Excess Return 3m
0.066
Excess Return 6m
-0.237
Expected Shortfall 95 1y
-0.035
Market Cap
179,511,263,651.24
Max Drawdown 1m
-0.072
Max Drawdown 1w
-0.020
Max Drawdown 1y
-0.386
Max Drawdown 2y
-0.396
Max Drawdown 3m
-0.120
Max Drawdown 5y
-0.396
Max Drawdown 6m
-0.312
Momentum Acceleration 1m Vs 3m
0.085
Momentum Acceleration 3m Vs 6m
0.061
Moving Average Alignment
0
Relative Strength Acceleration
0.007
Relative Strength Slope 3m
0.001
Relative Volume 20d
1.004
Return 1m
0.121
Return 1w
0.019
Return 1y
-0.180
Return 2y
0.050
Return 3m
0.107
Return 5y
-0.048
Return 6m
-0.154
Return Skewness 1y
0.223
Sector Excess Return 1y
-0.410
Sharpe 1m
3.207
Sharpe 1y
-0.627
Sharpe 2y
0.222
Sharpe 3m
1.338
Sharpe 5y
0.071
Sharpe 6m
-0.851
Sortino 1m
5.298
Sortino 1y
-0.644
Sortino 2y
0.220
Sortino 3m
1.891
Sortino 5y
0.070
Sortino 6m
-0.884
Trend R2 1m
0.472
Trend R2 1w
0.160
Trend R2 1y
0.824
Trend R2 2y
0.110
Trend R2 3m
0.398
Trend R2 5y
0.043
Trend R2 6m
0.571
Trend 1m
0.005
Trend 1w
0.002
Trend 1y
-0.002
Trend 2y
-0.000
Trend 3m
0.002
Trend 5y
0.000
Trend 6m
-0.002
Upside Capture 1y
0.346
Value At Risk 95 1y
-0.022
Volatility 1m
0.458
Volatility 1w
0.229
Volatility 1y
0.262
Volatility 2y
0.243
Volatility 3m
0.346
Volatility 5y
0.228
Volatility 6m
0.330
Worst Day 1y
-0.100
Distance From Sma 50 Score
0.692
Downside Volatility 1y Score
0.274
Downside Volatility 3m Score
0.259
Drawdown Recovery Score
0.797
Excess Return 1m Score
0.691
Excess Return 1y Score
0
Excess Return 3m Score
0.610
Excess Return 6m Score
0.105
Expected Shortfall 95 1y Score
0.649
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.727
Drawdown Score 1y
0.406
Drawdown Score 5y
0.604
Momentum Acceleration 1m Vs 3m Score
0.784
Momentum Acceleration 3m Vs 6m Score
0.704
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.937
Relative Volume 20d Score
0.261
Return 1m Score
0.701
Return 1y Score
0.387
Return 3m Score
0.633
Return 6m Score
0.371
Return Skewness 1y Score
0.537
Sortino 1y Score
0.295
Sortino 3m Score
0.611
Trend R2 1y Score
0.824
Trend R2 3m Score
0.398
Trend Slope 1y Score
0.386
Trend Slope 3m Score
0.606
Volatility 1y Score
0.283
Volatility 3m Score
0.394