Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ADP"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "ADP",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 352,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 14,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.08394035247670172,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08394035247670172,
"bestRawFitnessScore": -0.17579450503588054,
"upperQuartileComboQuality": 0.08394035247670172
},
"algorithmFit": {
"label": "poor",
"score": 0.1607087946294127,
"rawScore": 0.2671522819813614,
"confidence": 0.203125,
"bestProfile": {
"topN": 2,
"lookbackDays": 14
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
14
]
},
"parameterStability": 1,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 352,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 14,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 3,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 352,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 14,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 4,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 352,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 14,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 5,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 352,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 14,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 2,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 339,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 21,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 3,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 339,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 21,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 4,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 339,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 21,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 5,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 339,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 21,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 2,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 330,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 30,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 3,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 330,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 30,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 4,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 330,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 30,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 5,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 330,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 30,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 2,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 315,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 45,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 3,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 315,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 45,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 4,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 315,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 45,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 5,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 315,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 45,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 2,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 297,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 63,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 3,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 297,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 63,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 4,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 297,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 63,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
},
{
"topN": 5,
"ticker": "ADP",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08394035247670172,
"eligibleDays": 297,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 63,
"returnLift1D": -0.0019003660780026836,
"hitRateLift1D": -0.6666666666666666,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.6666666666666666,
"5": 1,
"10": 0
},
"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": 0.0019003660780026836,
"5": 0.004615928628439958,
"10": 0
}
}
],
"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": 0.08394035247670172,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 14,
"returnLift1D": -0.0019003660780026836,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08394035247670172,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 21,
"returnLift1D": -0.0019003660780026836,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08394035247670172,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 30,
"returnLift1D": -0.0019003660780026836,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08394035247670172,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 45,
"returnLift1D": -0.0019003660780026836,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08394035247670172,
"fitnessScore": -0.17579450503588054,
"lookbackDays": 63,
"returnLift1D": -0.0019003660780026836,
"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": "7eef9bd7bddad12fa13c86b6626dcdaa01fc15c1a9ee2138c0365b5e599f154e",
"size": 13,
"members": [
"ADP",
"SMH",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}Force Fitness
{
"config": {
"weights": [
0.4,
0.3,
0.2,
0.1
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ADP"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "ADP",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "ADP",
"hitRates": {
"1": 0.48,
"5": 0.647887323943662,
"10": 0.6515151515151515
},
"hitRate1D": 0.48,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.23121902943562733,
"eligibleDays": 326,
"fitnessScore": 0.0856830537960196,
"lookbackDays": 63,
"returnLift1D": 0.0010242975023796214,
"hitRateLift1D": -0.00466257668711656,
"portfolioSize": 4,
"activationRate": 0.23006134969325154,
"activationCount": 75,
"baselineHitRates": {
"1": 0.48466257668711654,
"5": 0.4472049689440994,
"10": 0.4479495268138801
},
"sampleConfidence": 0.9884444444444445,
"shadowSharpeLike": 0.18585775271782723,
"avgForwardReturns": {
"1": 0.00055167881067636,
"5": 0.008364249658217844,
"10": 0.016383889554278736
},
"shadowMaxDrawdown": -0.12535603152787456,
"shadowTotalReturn": 0.021316630655112245,
"avgForwardReturn1D": 0.00055167881067636,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 75,
"5": 71,
"10": 66
},
"baselineAvgForwardReturns": {
"1": -0.00047261869170326146,
"5": -0.0012866735642001054,
"10": -0.0030222281213415072
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.23121902943562733,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.0645757749955359,
"bestRawFitnessScore": 0.0856830537960196,
"upperQuartileComboQuality": 0.08519329646441443
},
"algorithmFit": {
"label": "poor",
"score": 0.1562242735869135,
"rawScore": 0.16755657094992066,
"confidence": 0.8647346708187984,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0,
"recommendedRegion": {
"lookbackDays": [
63
],
"portfolioSizes": [
4
]
},
"parameterStability": 0.42872541210129284,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "ADP",
"hitRates": {
"1": 0.48,
"5": 0.647887323943662,
"10": 0.6515151515151515
},
"hitRate1D": 0.48,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.23121902943562733,
"eligibleDays": 326,
"fitnessScore": 0.0856830537960196,
"lookbackDays": 63,
"returnLift1D": 0.0010242975023796214,
"hitRateLift1D": -0.00466257668711656,
"portfolioSize": 4,
"activationRate": 0.23006134969325154,
"activationCount": 75,
"baselineHitRates": {
"1": 0.48466257668711654,
"5": 0.4472049689440994,
"10": 0.4479495268138801
},
"sampleConfidence": 0.9884444444444445,
"shadowSharpeLike": 0.18585775271782723,
"avgForwardReturns": {
"1": 0.00055167881067636,
"5": 0.008364249658217844,
"10": 0.016383889554278736
},
"shadowMaxDrawdown": -0.12535603152787456,
"shadowTotalReturn": 0.021316630655112245,
"avgForwardReturn1D": 0.00055167881067636,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 75,
"5": 71,
"10": 66
},
"baselineAvgForwardReturns": {
"1": -0.00047261869170326146,
"5": -0.0012866735642001054,
"10": -0.0030222281213415072
}
},
{
"topN": 5,
"ticker": "ADP",
"hitRates": {
"1": 0.48,
"5": 0.647887323943662,
"10": 0.6515151515151515
},
"hitRate1D": 0.48,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.23121902943562733,
"eligibleDays": 326,
"fitnessScore": 0.0856830537960196,
"lookbackDays": 63,
"returnLift1D": 0.0010242975023796214,
"hitRateLift1D": -0.00466257668711656,
"portfolioSize": 5,
"activationRate": 0.23006134969325154,
"activationCount": 75,
"baselineHitRates": {
"1": 0.48466257668711654,
"5": 0.4472049689440994,
"10": 0.4479495268138801
},
"sampleConfidence": 0.9884444444444445,
"shadowSharpeLike": 0.18585775271782723,
"avgForwardReturns": {
"1": 0.00055167881067636,
"5": 0.008364249658217844,
"10": 0.016383889554278736
},
"shadowMaxDrawdown": -0.12535603152787456,
"shadowTotalReturn": 0.021316630655112245,
"avgForwardReturn1D": 0.00055167881067636,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 75,
"5": 71,
"10": 66
},
"baselineAvgForwardReturns": {
"1": -0.00047261869170326146,
"5": -0.0012866735642001054,
"10": -0.0030222281213415072
}
},
{
"topN": 4,
"ticker": "ADP",
"hitRates": {
"1": 0.4444444444444444,
"5": 0.5441176470588235,
"10": 0.5396825396825397
},
"hitRate1D": 0.4444444444444444,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.10897800381230138,
"eligibleDays": 344,
"fitnessScore": -0.11226907149890997,
"lookbackDays": 45,
"returnLift1D": -0.00008375439096293353,
"hitRateLift1D": -0.046834625322997425,
"portfolioSize": 4,
"activationRate": 0.20930232558139536,
"activationCount": 72,
"baselineHitRates": {
"1": 0.49127906976744184,
"5": 0.4588235294117647,
"10": 0.44776119402985076
},
"sampleConfidence": 0.987962962962963,
"shadowSharpeLike": -0.2560777759912314,
"avgForwardReturns": {
"1": -0.0004891426583878314,
"5": 0.003008098562218752,
"10": 0.01402176893190011
},
"shadowMaxDrawdown": -0.16571024860003836,
"shadowTotalReturn": -0.05576750638133554,
"avgForwardReturn1D": -0.0004891426583878314,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-13",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-04",
"2025-04-10"
],
"horizonObservationCounts": {
"1": 72,
"5": 68,
"10": 63
},
"baselineAvgForwardReturns": {
"1": -0.00040538826742489783,
"5": -0.0014054213349392445,
"10": -0.0030363366733898146
}
},
{
"topN": 5,
"ticker": "ADP",
"hitRates": {
"1": 0.4444444444444444,
"5": 0.5441176470588235,
"10": 0.5396825396825397
},
"hitRate1D": 0.4444444444444444,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.10897800381230138,
"eligibleDays": 344,
"fitnessScore": -0.11226907149890997,
"lookbackDays": 45,
"returnLift1D": -0.00008375439096293353,
"hitRateLift1D": -0.046834625322997425,
"portfolioSize": 5,
"activationRate": 0.20930232558139536,
"activationCount": 72,
"baselineHitRates": {
"1": 0.49127906976744184,
"5": 0.4588235294117647,
"10": 0.44776119402985076
},
"sampleConfidence": 0.987962962962963,
"shadowSharpeLike": -0.2560777759912314,
"avgForwardReturns": {
"1": -0.0004891426583878314,
"5": 0.003008098562218752,
"10": 0.01402176893190011
},
"shadowMaxDrawdown": -0.16571024860003836,
"shadowTotalReturn": -0.05576750638133554,
"avgForwardReturn1D": -0.0004891426583878314,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-13",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-04",
"2025-04-10"
],
"horizonObservationCounts": {
"1": 72,
"5": 68,
"10": 63
},
"baselineAvgForwardReturns": {
"1": -0.00040538826742489783,
"5": -0.0014054213349392445,
"10": -0.0030363366733898146
}
},
{
"topN": 2,
"ticker": "ADP",
"hitRates": {
"1": 0.35,
"5": 0.6875,
"10": 0.5454545454545454
},
"hitRate1D": 0.35,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.08999864746680478,
"eligibleDays": 344,
"fitnessScore": -0.15900331762264122,
"lookbackDays": 45,
"returnLift1D": 0.001177220769242885,
"hitRateLift1D": -0.14127906976744187,
"portfolioSize": 2,
"activationRate": 0.05813953488372093,
"activationCount": 20,
"baselineHitRates": {
"1": 0.49127906976744184,
"5": 0.4588235294117647,
"10": 0.44776119402985076
},
"sampleConfidence": 0.9566666666666668,
"shadowSharpeLike": 0.1191606559994681,
"avgForwardReturns": {
"1": 0.0007718325018179872,
"5": 0.006670514155182196,
"10": -0.0008871808337887528
},
"shadowMaxDrawdown": -0.053320832577015365,
"shadowTotalReturn": 0.007911226498669821,
"avgForwardReturn1D": 0.0007718325018179872,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-28",
"2025-04-14",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2026-07-02",
"2026-07-08",
"2026-07-09"
],
"horizonObservationCounts": {
"1": 20,
"5": 16,
"10": 11
},
"baselineAvgForwardReturns": {
"1": -0.00040538826742489783,
"5": -0.0014054213349392445,
"10": -0.0030363366733898146
}
},
{
"topN": 4,
"ticker": "ADP",
"hitRates": {
"1": 0.4608695652173913,
"5": 0.4375,
"10": 0.45794392523364486
},
"hitRate1D": 0.4608695652173913,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.08359151279695097,
"eligibleDays": 375,
"fitnessScore": -0.1767944480982126,
"lookbackDays": 14,
"returnLift1D": -0.0006222342483845817,
"hitRateLift1D": -0.03513043478260869,
"portfolioSize": 4,
"activationRate": 0.30666666666666664,
"activationCount": 115,
"baselineHitRates": {
"1": 0.496,
"5": 0.4716981132075472,
"10": 0.45901639344262296
},
"sampleConfidence": 0.9936231884057971,
"shadowSharpeLike": -0.5825102898296298,
"avgForwardReturns": {
"1": -0.0009262325943555747,
"5": -0.007701490473341689,
"10": -0.0057700606389782414
},
"shadowMaxDrawdown": -0.24024638369871876,
"shadowTotalReturn": -0.13270125125203458,
"avgForwardReturn1D": -0.0009262325943555747,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-03",
"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"
],
"horizonObservationCounts": {
"1": 115,
"5": 112,
"10": 107
},
"baselineAvgForwardReturns": {
"1": -0.0003039983459709929,
"5": -0.001429615706529879,
"10": -0.0032095633663975862
}
},
{
"topN": 5,
"ticker": "ADP",
"hitRates": {
"1": 0.4608695652173913,
"5": 0.4375,
"10": 0.45794392523364486
},
"hitRate1D": 0.4608695652173913,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.08359151279695097,
"eligibleDays": 375,
"fitnessScore": -0.1767944480982126,
"lookbackDays": 14,
"returnLift1D": -0.0006222342483845817,
"hitRateLift1D": -0.03513043478260869,
"portfolioSize": 5,
"activationRate": 0.30666666666666664,
"activationCount": 115,
"baselineHitRates": {
"1": 0.496,
"5": 0.4716981132075472,
"10": 0.45901639344262296
},
"sampleConfidence": 0.9936231884057971,
"shadowSharpeLike": -0.5825102898296298,
"avgForwardReturns": {
"1": -0.0009262325943555747,
"5": -0.007701490473341689,
"10": -0.0057700606389782414
},
"shadowMaxDrawdown": -0.24024638369871876,
"shadowTotalReturn": -0.13270125125203458,
"avgForwardReturn1D": -0.0009262325943555747,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-03",
"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"
],
"horizonObservationCounts": {
"1": 115,
"5": 112,
"10": 107
},
"baselineAvgForwardReturns": {
"1": -0.0003039983459709929,
"5": -0.001429615706529879,
"10": -0.0032095633663975862
}
},
{
"topN": 3,
"ticker": "ADP",
"hitRates": {
"1": 0.39285714285714285,
"5": 0.5192307692307693,
"10": 0.48936170212765956
},
"hitRate1D": 0.39285714285714285,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.07944289117894177,
"eligibleDays": 344,
"fitnessScore": -0.1889869377779187,
"lookbackDays": 45,
"returnLift1D": -0.000037246746188255176,
"hitRateLift1D": -0.098421926910299,
"portfolioSize": 3,
"activationRate": 0.16279069767441862,
"activationCount": 56,
"baselineHitRates": {
"1": 0.49127906976744184,
"5": 0.4588235294117647,
"10": 0.44776119402985076
},
"sampleConfidence": 0.9845238095238096,
"shadowSharpeLike": -0.2034012505412109,
"avgForwardReturns": {
"1": -0.000442635013613153,
"5": 0.004484021688494738,
"10": 0.015134346270657299
},
"shadowMaxDrawdown": -0.16391979798130296,
"shadowTotalReturn": -0.0437020442873971,
"avgForwardReturn1D": -0.000442635013613153,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-04",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15"
],
"horizonObservationCounts": {
"1": 56,
"5": 52,
"10": 47
},
"baselineAvgForwardReturns": {
"1": -0.00040538826742489783,
"5": -0.0014054213349392445,
"10": -0.0030363366733898146
}
},
{
"topN": 2,
"ticker": "ADP",
"hitRates": {
"1": 0.43478260869565216,
"5": 0.3488372093023256,
"10": 0.3157894736842105
},
"hitRate1D": 0.43478260869565216,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.07165810309840279,
"eligibleDays": 375,
"fitnessScore": -0.2135286464831426,
"lookbackDays": 14,
"returnLift1D": -0.001041608144739843,
"hitRateLift1D": -0.061217391304347835,
"portfolioSize": 2,
"activationRate": 0.12266666666666666,
"activationCount": 46,
"baselineHitRates": {
"1": 0.496,
"5": 0.4716981132075472,
"10": 0.45901639344262296
},
"sampleConfidence": 0.9840579710144928,
"shadowSharpeLike": -0.5147973630480243,
"avgForwardReturns": {
"1": -0.001345606490710836,
"5": -0.015135232424932643,
"10": -0.019200550109211317
},
"shadowMaxDrawdown": -0.12657690024568624,
"shadowTotalReturn": -0.08534288504035858,
"avgForwardReturn1D": -0.001345606490710836,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-11",
"2025-02-13",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-10",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 46,
"5": 43,
"10": 38
},
"baselineAvgForwardReturns": {
"1": -0.0003039983459709929,
"5": -0.001429615706529879,
"10": -0.0032095633663975862
}
},
{
"topN": 3,
"ticker": "ADP",
"hitRates": {
"1": 0.4482758620689655,
"5": 0.40476190476190477,
"10": 0.45569620253164556
},
"hitRate1D": 0.4482758620689655,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.07064157485428535,
"eligibleDays": 375,
"fitnessScore": -0.2169126391526453,
"lookbackDays": 14,
"returnLift1D": -0.0008443620490251019,
"hitRateLift1D": -0.04772413793103447,
"portfolioSize": 3,
"activationRate": 0.232,
"activationCount": 87,
"baselineHitRates": {
"1": 0.496,
"5": 0.4716981132075472,
"10": 0.45901639344262296
},
"sampleConfidence": 0.9915708812260537,
"shadowSharpeLike": -0.6207788020255903,
"avgForwardReturns": {
"1": -0.0011483603949960948,
"5": -0.00832596124303832,
"10": -0.005660528512694974
},
"shadowMaxDrawdown": -0.20748037752926285,
"shadowTotalReturn": -0.12511283245358973,
"avgForwardReturn1D": -0.0011483603949960948,
"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",
"2025-02-18",
"2025-02-20"
],
"horizonObservationCounts": {
"1": 87,
"5": 84,
"10": 79
},
"baselineAvgForwardReturns": {
"1": -0.0003039983459709929,
"5": -0.001429615706529879,
"10": -0.0032095633663975862
}
},
{
"topN": 3,
"ticker": "ADP",
"hitRates": {
"1": 0.4074074074074074,
"5": 0.64,
"10": 0.6
},
"hitRate1D": 0.4074074074074074,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.05850997513678646,
"eligibleDays": 326,
"fitnessScore": -0.261218629612747,
"lookbackDays": 63,
"returnLift1D": -0.0012601356318815732,
"hitRateLift1D": -0.07725516927970916,
"portfolioSize": 3,
"activationRate": 0.1656441717791411,
"activationCount": 54,
"baselineHitRates": {
"1": 0.48466257668711654,
"5": 0.4472049689440994,
"10": 0.4479495268138801
},
"sampleConfidence": 0.9839506172839507,
"shadowSharpeLike": -0.6702590813116852,
"avgForwardReturns": {
"1": -0.0017327543235848347,
"5": 0.007457952640576653,
"10": 0.009801140131843742
},
"shadowMaxDrawdown": -0.1290265815635101,
"shadowTotalReturn": -0.10304536461772174,
"avgForwardReturn1D": -0.0017327543235848347,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 54,
"5": 50,
"10": 45
},
"baselineAvgForwardReturns": {
"1": -0.00047261869170326146,
"5": -0.0012866735642001054,
"10": -0.0030222281213415072
}
},
{
"topN": 4,
"ticker": "ADP",
"hitRates": {
"1": 0.4235294117647059,
"5": 0.48148148148148145,
"10": 0.5263157894736842
},
"hitRate1D": 0.4235294117647059,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.05391706704781997,
"eligibleDays": 359,
"fitnessScore": -0.2802742955447268,
"lookbackDays": 30,
"returnLift1D": -0.0010658934611448433,
"hitRateLift1D": -0.06672128461412419,
"portfolioSize": 4,
"activationRate": 0.23676880222841226,
"activationCount": 85,
"baselineHitRates": {
"1": 0.49025069637883006,
"5": 0.4535211267605634,
"10": 0.4342857142857143
},
"sampleConfidence": 0.9898039215686275,
"shadowSharpeLike": -0.7391410158488838,
"avgForwardReturns": {
"1": -0.0014987926134252066,
"5": 0.0008634074159351168,
"10": 0.006735753650415243
},
"shadowMaxDrawdown": -0.21247090879097752,
"shadowTotalReturn": -0.1434701343866186,
"avgForwardReturn1D": -0.0014987926134252066,
"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": 85,
"5": 81,
"10": 76
},
"baselineAvgForwardReturns": {
"1": -0.0004328991522803634,
"5": -0.002074537287595056,
"10": -0.004292775943273962
}
},
{
"topN": 5,
"ticker": "ADP",
"hitRates": {
"1": 0.4235294117647059,
"5": 0.48148148148148145,
"10": 0.5263157894736842
},
"hitRate1D": 0.4235294117647059,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.05391706704781997,
"eligibleDays": 359,
"fitnessScore": -0.2802742955447268,
"lookbackDays": 30,
"returnLift1D": -0.0010658934611448433,
"hitRateLift1D": -0.06672128461412419,
"portfolioSize": 5,
"activationRate": 0.23676880222841226,
"activationCount": 85,
"baselineHitRates": {
"1": 0.49025069637883006,
"5": 0.4535211267605634,
"10": 0.4342857142857143
},
"sampleConfidence": 0.9898039215686275,
"shadowSharpeLike": -0.7391410158488838,
"avgForwardReturns": {
"1": -0.0014987926134252066,
"5": 0.0008634074159351168,
"10": 0.006735753650415243
},
"shadowMaxDrawdown": -0.21247090879097752,
"shadowTotalReturn": -0.1434701343866186,
"avgForwardReturn1D": -0.0014987926134252066,
"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": 85,
"5": 81,
"10": 76
},
"baselineAvgForwardReturns": {
"1": -0.0004328991522803634,
"5": -0.002074537287595056,
"10": -0.004292775943273962
}
},
{
"topN": 4,
"ticker": "ADP",
"hitRates": {
"1": 0.41237113402061853,
"5": 0.44086021505376344,
"10": 0.43820224719101125
},
"hitRate1D": 0.41237113402061853,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.04791573733864779,
"eligibleDays": 368,
"fitnessScore": -0.30762610010323754,
"lookbackDays": 21,
"returnLift1D": -0.0010802233894052706,
"hitRateLift1D": -0.079476692066338,
"portfolioSize": 4,
"activationRate": 0.26358695652173914,
"activationCount": 97,
"baselineHitRates": {
"1": 0.49184782608695654,
"5": 0.46153846153846156,
"10": 0.44846796657381616
},
"sampleConfidence": 0.9917525773195877,
"shadowSharpeLike": -0.8138237046447779,
"avgForwardReturns": {
"1": -0.0014945034400530327,
"5": -0.003347590011563579,
"10": -0.0051001389178611115
},
"shadowMaxDrawdown": -0.21920362405445004,
"shadowTotalReturn": -0.16150389442508806,
"avgForwardReturn1D": -0.0014945034400530327,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20"
],
"horizonObservationCounts": {
"1": 97,
"5": 93,
"10": 89
},
"baselineAvgForwardReturns": {
"1": -0.00041428005064776224,
"5": -0.00185308654288385,
"10": -0.003779527344643641
}
},
{
"topN": 5,
"ticker": "ADP",
"hitRates": {
"1": 0.41237113402061853,
"5": 0.44086021505376344,
"10": 0.43820224719101125
},
"hitRate1D": 0.41237113402061853,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.04791573733864779,
"eligibleDays": 368,
"fitnessScore": -0.30762610010323754,
"lookbackDays": 21,
"returnLift1D": -0.0010802233894052706,
"hitRateLift1D": -0.079476692066338,
"portfolioSize": 5,
"activationRate": 0.26358695652173914,
"activationCount": 97,
"baselineHitRates": {
"1": 0.49184782608695654,
"5": 0.46153846153846156,
"10": 0.44846796657381616
},
"sampleConfidence": 0.9917525773195877,
"shadowSharpeLike": -0.8138237046447779,
"avgForwardReturns": {
"1": -0.0014945034400530327,
"5": -0.003347590011563579,
"10": -0.0051001389178611115
},
"shadowMaxDrawdown": -0.21920362405445004,
"shadowTotalReturn": -0.16150389442508806,
"avgForwardReturn1D": -0.0014945034400530327,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20"
],
"horizonObservationCounts": {
"1": 97,
"5": 93,
"10": 89
},
"baselineAvgForwardReturns": {
"1": -0.00041428005064776224,
"5": -0.00185308654288385,
"10": -0.003779527344643641
}
},
{
"topN": 3,
"ticker": "ADP",
"hitRates": {
"1": 0.3787878787878788,
"5": 0.41935483870967744,
"10": 0.46551724137931033
},
"hitRate1D": 0.3787878787878788,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.027635031740458622,
"eligibleDays": 359,
"fitnessScore": -0.433342336015499,
"lookbackDays": 30,
"returnLift1D": -0.0021321129980078086,
"hitRateLift1D": -0.11146281759095128,
"portfolioSize": 3,
"activationRate": 0.18384401114206128,
"activationCount": 66,
"baselineHitRates": {
"1": 0.49025069637883006,
"5": 0.4535211267605634,
"10": 0.4342857142857143
},
"sampleConfidence": 0.9878787878787879,
"shadowSharpeLike": -1.064638181620349,
"avgForwardReturns": {
"1": -0.002565012150288172,
"5": -0.001818757011609746,
"10": -0.00023057031249731428
},
"shadowMaxDrawdown": -0.20045714313576668,
"shadowTotalReturn": -0.1766112399070453,
"avgForwardReturn1D": -0.002565012150288172,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05"
],
"horizonObservationCounts": {
"1": 66,
"5": 62,
"10": 58
},
"baselineAvgForwardReturns": {
"1": -0.0004328991522803634,
"5": -0.002074537287595056,
"10": -0.004292775943273962
}
},
{
"topN": 3,
"ticker": "ADP",
"hitRates": {
"1": 0.38461538461538464,
"5": 0.43243243243243246,
"10": 0.38571428571428573
},
"hitRate1D": 0.38461538461538464,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.02192640379309132,
"eligibleDays": 368,
"fitnessScore": -0.4855365382516536,
"lookbackDays": 21,
"returnLift1D": -0.0023723482324142036,
"hitRateLift1D": -0.1072324414715719,
"portfolioSize": 3,
"activationRate": 0.21195652173913043,
"activationCount": 78,
"baselineHitRates": {
"1": 0.49184782608695654,
"5": 0.46153846153846156,
"10": 0.44846796657381616
},
"sampleConfidence": 0.9897435897435898,
"shadowSharpeLike": -1.324876205951343,
"avgForwardReturns": {
"1": -0.002786628283061966,
"5": -0.0038048346979625376,
"10": -0.009847547433827276
},
"shadowMaxDrawdown": -0.22838860652820814,
"shadowTotalReturn": -0.21957392786139152,
"avgForwardReturn1D": -0.002786628283061966,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-06",
"2025-02-07",
"2025-02-14",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 78,
"5": 74,
"10": 70
},
"baselineAvgForwardReturns": {
"1": -0.00041428005064776224,
"5": -0.00185308654288385,
"10": -0.003779527344643641
}
},
{
"topN": 2,
"ticker": "ADP",
"hitRates": {
"1": 0.3103448275862069,
"5": 0.44,
"10": 0.36363636363636365
},
"hitRate1D": 0.3103448275862069,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.02154616622911561,
"eligibleDays": 359,
"fitnessScore": -0.489470655229466,
"lookbackDays": 30,
"returnLift1D": -0.0030640664607040715,
"hitRateLift1D": -0.17990586879262316,
"portfolioSize": 2,
"activationRate": 0.0807799442896936,
"activationCount": 29,
"baselineHitRates": {
"1": 0.49025069637883006,
"5": 0.4535211267605634,
"10": 0.4342857142857143
},
"sampleConfidence": 0.974712643678161,
"shadowSharpeLike": -1.1561577665666694,
"avgForwardReturns": {
"1": -0.003496965612984435,
"5": -0.001834645428773265,
"10": -0.007145996870104385
},
"shadowMaxDrawdown": -0.11650208419874886,
"shadowTotalReturn": -0.10883345627126806,
"avgForwardReturn1D": -0.003496965612984435,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-27",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-11",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 29,
"5": 25,
"10": 22
},
"baselineAvgForwardReturns": {
"1": -0.0004328991522803634,
"5": -0.002074537287595056,
"10": -0.004292775943273962
}
},
{
"topN": 2,
"ticker": "ADP",
"hitRates": {
"1": 0.3333333333333333,
"5": 0.3142857142857143,
"10": 0.1935483870967742
},
"hitRate1D": 0.3333333333333333,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.016235461123297136,
"eligibleDays": 368,
"fitnessScore": -0.5529215295035141,
"lookbackDays": 21,
"returnLift1D": -0.0036674954898994715,
"hitRateLift1D": -0.15851449275362323,
"portfolioSize": 2,
"activationRate": 0.10597826086956522,
"activationCount": 39,
"baselineHitRates": {
"1": 0.49184782608695654,
"5": 0.46153846153846156,
"10": 0.44846796657381616
},
"sampleConfidence": 0.9794871794871796,
"shadowSharpeLike": -1.5720487153793041,
"avgForwardReturns": {
"1": -0.004081775540547234,
"5": -0.012124157161398252,
"10": -0.02187530365395996
},
"shadowMaxDrawdown": -0.16304291460858877,
"shadowTotalReturn": -0.16123424850336943,
"avgForwardReturn1D": -0.004081775540547234,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-06",
"2025-02-07",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-03-04",
"2025-04-10",
"2025-04-11"
],
"horizonObservationCounts": {
"1": 39,
"5": 35,
"10": 31
},
"baselineAvgForwardReturns": {
"1": -0.00041428005064776224,
"5": -0.00185308654288385,
"10": -0.003779527344643641
}
},
{
"topN": 2,
"ticker": "ADP",
"hitRates": {
"1": 0.2222222222222222,
"5": 0.6086956521739131,
"10": 0.5789473684210527
},
"hitRate1D": 0.2222222222222222,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.00904711686159032,
"eligibleDays": 326,
"fitnessScore": -0.6831685892682461,
"lookbackDays": 63,
"returnLift1D": -0.004784367640425189,
"hitRateLift1D": -0.26244035446489433,
"portfolioSize": 2,
"activationRate": 0.08282208588957055,
"activationCount": 27,
"baselineHitRates": {
"1": 0.48466257668711654,
"5": 0.4472049689440994,
"10": 0.4479495268138801
},
"sampleConfidence": 0.9703703703703704,
"shadowSharpeLike": -1.2493306928509091,
"avgForwardReturns": {
"1": -0.0052569863321284506,
"5": 0.002655668685680119,
"10": 0.009703137506139095
},
"shadowMaxDrawdown": -0.14181006150717745,
"shadowTotalReturn": -0.14181006150717745,
"avgForwardReturn1D": -0.0052569863321284506,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 27,
"5": 23,
"10": 19
},
"baselineAvgForwardReturns": {
"1": -0.00047261869170326146,
"5": -0.0012866735642001054,
"10": -0.0030222281213415072
}
}
],
"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": 0.08359151279695097,
"fitnessScore": -0.1767944480982126,
"lookbackDays": 14,
"returnLift1D": -0.0006222342483845817,
"activationRate": 0.30666666666666664,
"activationCount": 115,
"sampleConfidence": 0.9936231884057971,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.13270125125203458,
"avgForwardReturn1D": -0.0009262325943555747
},
{
"comboQuality": 0.04791573733864779,
"fitnessScore": -0.30762610010323754,
"lookbackDays": 21,
"returnLift1D": -0.0010802233894052706,
"activationRate": 0.26358695652173914,
"activationCount": 97,
"sampleConfidence": 0.9917525773195877,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.16150389442508806,
"avgForwardReturn1D": -0.0014945034400530327
},
{
"comboQuality": 0.05391706704781997,
"fitnessScore": -0.2802742955447268,
"lookbackDays": 30,
"returnLift1D": -0.0010658934611448433,
"activationRate": 0.23676880222841226,
"activationCount": 85,
"sampleConfidence": 0.9898039215686275,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.1434701343866186,
"avgForwardReturn1D": -0.0014987926134252066
},
{
"comboQuality": 0.10897800381230138,
"fitnessScore": -0.11226907149890997,
"lookbackDays": 45,
"returnLift1D": -0.00008375439096293353,
"activationRate": 0.20930232558139536,
"activationCount": 72,
"sampleConfidence": 0.987962962962963,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.05576750638133554,
"avgForwardReturn1D": -0.0004891426583878314
},
{
"comboQuality": 0.23121902943562733,
"fitnessScore": 0.0856830537960196,
"lookbackDays": 63,
"returnLift1D": 0.0010242975023796214,
"activationRate": 0.23006134969325154,
"activationCount": 75,
"sampleConfidence": 0.9884444444444445,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.021316630655112245,
"avgForwardReturn1D": 0.00055167881067636
}
],
"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": "7eef9bd7bddad12fa13c86b6626dcdaa01fc15c1a9ee2138c0365b5e599f154e",
"size": 13,
"members": [
"ADP",
"SMH",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
TM