Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"AHCO"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "AHCO",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "AHCO",
"hitRates": {
"1": 0.49230769230769234,
"5": 0.5076923076923077,
"10": 0.5076923076923077
},
"hitRate1D": 0.49230769230769234,
"comboQuality": 0.11885200339304847,
"eligibleDays": 315,
"fitnessScore": -0.09073624072466518,
"lookbackDays": 45,
"returnLift1D": -0.002138136663218619,
"hitRateLift1D": -0.010877021068103843,
"activationRate": 0.20634920634920634,
"activationCount": 65,
"baselineHitRates": {
"1": 0.5031847133757962,
"5": 0.5064516129032258,
"10": 0.5836065573770491
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.2280953973296583,
"avgForwardReturns": {
"1": -0.0006460126900908341,
"5": -0.005441699073135303,
"10": -0.009826196725841932
},
"shadowMaxDrawdown": -0.17902378829594445,
"shadowTotalReturn": -0.07361190327001799,
"avgForwardReturn1D": -0.0006460126900908341,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-06",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-11-05",
"2025-11-24",
"2025-11-25",
"2025-11-26"
],
"horizonObservationCounts": {
"1": 65,
"5": 65,
"10": 65
},
"baselineAvgForwardReturns": {
"1": 0.0014921239731277849,
"5": 0.0064611715740153595,
"10": 0.010681565059544448
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.11885200339304847,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.011991524499292035,
"bestRawFitnessScore": -0.09073624072466518,
"upperQuartileComboQuality": 0.033976637707518444
},
"algorithmFit": {
"label": "poor",
"score": 0.08168799505419869,
"rawScore": 0.087561981699346,
"confidence": 0.8658324873158696,
"bestProfile": {
"topN": 2,
"lookbackDays": 45
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
45
]
},
"parameterStability": 0.2822170598189615,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "AHCO",
"hitRates": {
"1": 0.49230769230769234,
"5": 0.5076923076923077,
"10": 0.5076923076923077
},
"hitRate1D": 0.49230769230769234,
"comboQuality": 0.11885200339304847,
"eligibleDays": 315,
"fitnessScore": -0.09073624072466518,
"lookbackDays": 45,
"returnLift1D": -0.002138136663218619,
"hitRateLift1D": -0.010877021068103843,
"activationRate": 0.20634920634920634,
"activationCount": 65,
"baselineHitRates": {
"1": 0.5031847133757962,
"5": 0.5064516129032258,
"10": 0.5836065573770491
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.2280953973296583,
"avgForwardReturns": {
"1": -0.0006460126900908341,
"5": -0.005441699073135303,
"10": -0.009826196725841932
},
"shadowMaxDrawdown": -0.17902378829594445,
"shadowTotalReturn": -0.07361190327001799,
"avgForwardReturn1D": -0.0006460126900908341,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-06",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-11-05",
"2025-11-24",
"2025-11-25",
"2025-11-26"
],
"horizonObservationCounts": {
"1": 65,
"5": 65,
"10": 65
},
"baselineAvgForwardReturns": {
"1": 0.0014921239731277849,
"5": 0.0064611715740153595,
"10": 0.010681565059544448
}
},
{
"topN": 2,
"ticker": "AHCO",
"hitRates": {
"1": 0.5178571428571429,
"5": 0.5892857142857143,
"10": 0.5
},
"hitRate1D": 0.5178571428571429,
"comboQuality": 0.10407490280056925,
"eligibleDays": 297,
"fitnessScore": -0.12360410976134918,
"lookbackDays": 63,
"returnLift1D": -0.0024894008188927914,
"hitRateLift1D": 0.021235521235521304,
"activationRate": 0.18855218855218855,
"activationCount": 56,
"baselineHitRates": {
"1": 0.4966216216216216,
"5": 0.4931506849315068,
"10": 0.5609756097560976
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.4673570446948632,
"avgForwardReturns": {
"1": -0.0015861397053897014,
"5": -0.003156383949864206,
"10": -0.015066472389040483
},
"shadowMaxDrawdown": -0.17745281934807144,
"shadowTotalReturn": -0.10651505844564357,
"avgForwardReturn1D": -0.0015861397053897014,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-11-05",
"2025-11-06",
"2025-12-11",
"2025-12-16",
"2025-12-17",
"2025-12-18",
"2025-12-19"
],
"horizonObservationCounts": {
"1": 56,
"5": 56,
"10": 56
},
"baselineAvgForwardReturns": {
"1": 0.00090326111350309,
"5": 0.004535983447035743,
"10": 0.008046670954175097
}
},
{
"topN": 4,
"ticker": "AHCO",
"hitRates": {
"1": 0.46601941747572817,
"5": 0.4019607843137255,
"10": 0.46078431372549017
},
"hitRate1D": 0.46601941747572817,
"comboQuality": 0.048901665187654715,
"eligibleDays": 315,
"fitnessScore": -0.30291732217065814,
"lookbackDays": 45,
"returnLift1D": -0.003446437501952956,
"hitRateLift1D": -0.03716529590006801,
"activationRate": 0.326984126984127,
"activationCount": 103,
"baselineHitRates": {
"1": 0.5031847133757962,
"5": 0.5064516129032258,
"10": 0.5836065573770491
},
"sampleConfidence": 0.998705501618123,
"shadowSharpeLike": -0.7353484682694873,
"avgForwardReturns": {
"1": -0.001954313528825171,
"5": -0.007774297961520843,
"10": -0.01148625840161417
},
"shadowMaxDrawdown": -0.26381174238978156,
"shadowTotalReturn": -0.22006264990467095,
"avgForwardReturn1D": -0.001954313528825171,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-26",
"2025-06-27",
"2025-06-30",
"2025-07-02",
"2025-07-14",
"2025-07-24",
"2025-08-06",
"2025-08-07",
"2025-08-13",
"2025-08-14"
],
"horizonObservationCounts": {
"1": 103,
"5": 102,
"10": 102
},
"baselineAvgForwardReturns": {
"1": 0.0014921239731277849,
"5": 0.0064611715740153595,
"10": 0.010681565059544448
}
},
{
"topN": 5,
"ticker": "AHCO",
"hitRates": {
"1": 0.45535714285714285,
"5": 0.41818181818181815,
"10": 0.45454545454545453
},
"hitRate1D": 0.45535714285714285,
"comboQuality": 0.04725493316600003,
"eligibleDays": 315,
"fitnessScore": -0.31083386771669863,
"lookbackDays": 45,
"returnLift1D": -0.0032551059853907537,
"hitRateLift1D": -0.04782757051865333,
"activationRate": 0.35555555555555557,
"activationCount": 112,
"baselineHitRates": {
"1": 0.5031847133757962,
"5": 0.5064516129032258,
"10": 0.5836065573770491
},
"sampleConfidence": 0.9976190476190476,
"shadowSharpeLike": -0.7158511328572483,
"avgForwardReturns": {
"1": -0.0017629820122629686,
"5": -0.006827171004371659,
"10": -0.011363134165310582
},
"shadowMaxDrawdown": -0.29355159818590837,
"shadowTotalReturn": -0.22064423879774342,
"avgForwardReturn1D": -0.0017629820122629686,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-25",
"2025-06-26",
"2025-06-27",
"2025-06-30",
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-14",
"2025-07-24",
"2025-07-29"
],
"horizonObservationCounts": {
"1": 112,
"5": 110,
"10": 110
},
"baselineAvgForwardReturns": {
"1": 0.0014921239731277849,
"5": 0.0064611715740153595,
"10": 0.010681565059544448
}
},
{
"topN": 5,
"ticker": "AHCO",
"hitRates": {
"1": 0.4503311258278146,
"5": 0.4965986394557823,
"10": 0.5314685314685315
},
"hitRate1D": 0.4503311258278146,
"comboQuality": 0.039885503316285084,
"eligibleDays": 339,
"fitnessScore": -0.3498287146968043,
"lookbackDays": 21,
"returnLift1D": -0.0020764027351320826,
"hitRateLift1D": -0.03783455464555818,
"activationRate": 0.44837758112094395,
"activationCount": 152,
"baselineHitRates": {
"1": 0.4881656804733728,
"5": 0.5,
"10": 0.5683890577507599
},
"sampleConfidence": 0.993421052631579,
"shadowSharpeLike": -0.5831036525492064,
"avgForwardReturns": {
"1": -0.0014740736163602031,
"5": -0.00011868402017037637,
"10": 0.0005146757377666867
},
"shadowMaxDrawdown": -0.41681828201632953,
"shadowTotalReturn": -0.2684273501723745,
"avgForwardReturn1D": -0.0014740736163602031,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-10",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 151,
"5": 147,
"10": 143
},
"baselineAvgForwardReturns": {
"1": 0.0006023291187718793,
"5": 0.0028863387077278026,
"10": 0.0042021930853737115
}
},
{
"topN": 3,
"ticker": "AHCO",
"hitRates": {
"1": 0.4536082474226804,
"5": 0.3917525773195876,
"10": 0.4329896907216495
},
"hitRate1D": 0.4536082474226804,
"comboQuality": 0.032007015837929566,
"eligibleDays": 315,
"fitnessScore": -0.4000393374714876,
"lookbackDays": 45,
"returnLift1D": -0.004045106079182035,
"hitRateLift1D": -0.04957646595311577,
"activationRate": 0.30793650793650795,
"activationCount": 97,
"baselineHitRates": {
"1": 0.5031847133757962,
"5": 0.5064516129032258,
"10": 0.5836065573770491
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.9227272580557137,
"avgForwardReturns": {
"1": -0.00255298210605425,
"5": -0.01056728068757297,
"10": -0.01545563496041368
},
"shadowMaxDrawdown": -0.2957621930139894,
"shadowTotalReturn": -0.25391180402604807,
"avgForwardReturn1D": -0.00255298210605425,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-26",
"2025-06-27",
"2025-06-30",
"2025-07-02",
"2025-07-24",
"2025-08-06",
"2025-08-07",
"2025-08-13",
"2025-08-14",
"2025-08-15"
],
"horizonObservationCounts": {
"1": 97,
"5": 97,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.0014921239731277849,
"5": 0.0064611715740153595,
"10": 0.010681565059544448
}
},
{
"topN": 3,
"ticker": "AHCO",
"hitRates": {
"1": 0.4727272727272727,
"5": 0.5094339622641509,
"10": 0.5480769230769231
},
"hitRate1D": 0.4727272727272727,
"comboQuality": 0.028307190321133612,
"eligibleDays": 339,
"fitnessScore": -0.42790325090611875,
"lookbackDays": 21,
"returnLift1D": -0.0030533937923809206,
"hitRateLift1D": -0.015438407746100058,
"activationRate": 0.3274336283185841,
"activationCount": 111,
"baselineHitRates": {
"1": 0.4881656804733728,
"5": 0.5,
"10": 0.5683890577507599
},
"sampleConfidence": 0.9921921921921922,
"shadowSharpeLike": -0.7462977554992172,
"avgForwardReturns": {
"1": -0.002451064673609041,
"5": -0.000858534030439834,
"10": 0.00017791056047303884
},
"shadowMaxDrawdown": -0.39138332207220705,
"shadowTotalReturn": -0.29776715874441817,
"avgForwardReturn1D": -0.002451064673609041,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-04-02",
"2025-04-03",
"2025-04-10",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 110,
"5": 106,
"10": 104
},
"baselineAvgForwardReturns": {
"1": 0.0006023291187718793,
"5": 0.0028863387077278026,
"10": 0.0042021930853737115
}
},
{
"topN": 4,
"ticker": "AHCO",
"hitRates": {
"1": 0.44360902255639095,
"5": 0.4806201550387597,
"10": 0.5354330708661418
},
"hitRate1D": 0.44360902255639095,
"comboQuality": 0.025389552516288858,
"eligibleDays": 339,
"fitnessScore": -0.4524940173721067,
"lookbackDays": 21,
"returnLift1D": -0.002803965999391487,
"hitRateLift1D": -0.04455665791698182,
"activationRate": 0.3952802359882006,
"activationCount": 134,
"baselineHitRates": {
"1": 0.4881656804733728,
"5": 0.5,
"10": 0.5683890577507599
},
"sampleConfidence": 0.9935323383084578,
"shadowSharpeLike": -0.7734310608428576,
"avgForwardReturns": {
"1": -0.0022016368806196075,
"5": -0.0030112412754488126,
"10": -0.0019207333229566993
},
"shadowMaxDrawdown": -0.4020420524530003,
"shadowTotalReturn": -0.31526900904817157,
"avgForwardReturn1D": -0.0022016368806196075,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-10",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 133,
"5": 129,
"10": 127
},
"baselineAvgForwardReturns": {
"1": 0.0006023291187718793,
"5": 0.0028863387077278026,
"10": 0.0042021930853737115
}
},
{
"topN": 3,
"ticker": "AHCO",
"hitRates": {
"1": 0.45569620253164556,
"5": 0.4810126582278481,
"10": 0.4430379746835443
},
"hitRate1D": 0.45569620253164556,
"comboQuality": 0.01699955199884438,
"eligibleDays": 297,
"fitnessScore": -0.5426329687431496,
"lookbackDays": 63,
"returnLift1D": -0.0051840630001028926,
"hitRateLift1D": -0.040925419089976045,
"activationRate": 0.265993265993266,
"activationCount": 79,
"baselineHitRates": {
"1": 0.4966216216216216,
"5": 0.4931506849315068,
"10": 0.5609756097560976
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.4397721265341847,
"avgForwardReturns": {
"1": -0.004280801886599802,
"5": -0.008626618778209433,
"10": -0.016963820915317767
},
"shadowMaxDrawdown": -0.31335048761863626,
"shadowTotalReturn": -0.31335048761863626,
"avgForwardReturn1D": -0.004280801886599802,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-07-22",
"2025-07-23",
"2025-07-24",
"2025-08-06",
"2025-08-07",
"2025-11-05"
],
"horizonObservationCounts": {
"1": 79,
"5": 79,
"10": 79
},
"baselineAvgForwardReturns": {
"1": 0.00090326111350309,
"5": 0.004535983447035743,
"10": 0.008046670954175097
}
},
{
"topN": 5,
"ticker": "AHCO",
"hitRates": {
"1": 0.4418604651162791,
"5": 0.44,
"10": 0.4959349593495935
},
"hitRate1D": 0.4418604651162791,
"comboQuality": 0.013805147286893383,
"eligibleDays": 330,
"fitnessScore": -0.5891387368088241,
"lookbackDays": 30,
"returnLift1D": -0.003546984614644599,
"hitRateLift1D": -0.04446172333356896,
"activationRate": 0.3939393939393939,
"activationCount": 130,
"baselineHitRates": {
"1": 0.48632218844984804,
"5": 0.49230769230769234,
"10": 0.571875
},
"sampleConfidence": 0.9933333333333334,
"shadowSharpeLike": -1.1946657568886645,
"avgForwardReturns": {
"1": -0.003214251775135896,
"5": -0.00659980740288466,
"10": -0.01065495437151385
},
"shadowMaxDrawdown": -0.45198965292450044,
"shadowTotalReturn": -0.3869806545771731,
"avgForwardReturn1D": -0.003214251775135896,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03"
],
"horizonObservationCounts": {
"1": 129,
"5": 125,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.0003327328395087031,
"5": 0.0021606472343625085,
"10": 0.005561493354731021
}
},
{
"topN": 2,
"ticker": "AHCO",
"hitRates": {
"1": 0.4430379746835443,
"5": 0.4533333333333333,
"10": 0.4794520547945205
},
"hitRate1D": 0.4430379746835443,
"comboQuality": 0.010177901711690685,
"eligibleDays": 330,
"fitnessScore": -0.6570073985619219,
"lookbackDays": 30,
"returnLift1D": -0.00539316917264763,
"hitRateLift1D": -0.04328421376630376,
"activationRate": 0.23939393939393938,
"activationCount": 79,
"baselineHitRates": {
"1": 0.48632218844984804,
"5": 0.49230769230769234,
"10": 0.571875
},
"sampleConfidence": 0.9915611814345993,
"shadowSharpeLike": -1.4116317239324416,
"avgForwardReturns": {
"1": -0.005060436333138928,
"5": -0.017685958555456686,
"10": -0.027032200363225744
},
"shadowMaxDrawdown": -0.3839021548657403,
"shadowTotalReturn": -0.3619204269898263,
"avgForwardReturn1D": -0.005060436333138928,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-07-24",
"2025-07-29",
"2025-08-05",
"2025-08-06",
"2025-08-07"
],
"horizonObservationCounts": {
"1": 79,
"5": 75,
"10": 73
},
"baselineAvgForwardReturns": {
"1": 0.0003327328395087031,
"5": 0.0021606472343625085,
"10": 0.005561493354731021
}
},
{
"topN": 2,
"ticker": "AHCO",
"hitRates": {
"1": 0.4268292682926829,
"5": 0.48717948717948717,
"10": 0.5789473684210527
},
"hitRate1D": 0.4268292682926829,
"comboQuality": 0.010124405394568754,
"eligibleDays": 339,
"fitnessScore": -0.6581786854506392,
"lookbackDays": 21,
"returnLift1D": -0.004796237551863624,
"hitRateLift1D": -0.06133641218068986,
"activationRate": 0.24188790560471976,
"activationCount": 82,
"baselineHitRates": {
"1": 0.4881656804733728,
"5": 0.5,
"10": 0.5683890577507599
},
"sampleConfidence": 0.9918699186991871,
"shadowSharpeLike": -1.23538817312594,
"avgForwardReturns": {
"1": -0.004193908433091745,
"5": -0.003108954534994671,
"10": 0.007947333586583762
},
"shadowMaxDrawdown": -0.47322244087795884,
"shadowTotalReturn": -0.3288143138142957,
"avgForwardReturn1D": -0.004193908433091745,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-04-02",
"2025-04-03",
"2025-04-10",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 82,
"5": 78,
"10": 76
},
"baselineAvgForwardReturns": {
"1": 0.0006023291187718793,
"5": 0.0028863387077278026,
"10": 0.0042021930853737115
}
},
{
"topN": 3,
"ticker": "AHCO",
"hitRates": {
"1": 0.44329896907216493,
"5": 0.46236559139784944,
"10": 0.5274725274725275
},
"hitRate1D": 0.44329896907216493,
"comboQuality": 0.009150252938231306,
"eligibleDays": 330,
"fitnessScore": -0.6806519042404858,
"lookbackDays": 30,
"returnLift1D": -0.00502902167959007,
"hitRateLift1D": -0.04302321937768311,
"activationRate": 0.29393939393939394,
"activationCount": 97,
"baselineHitRates": {
"1": 0.48632218844984804,
"5": 0.49230769230769234,
"10": 0.571875
},
"sampleConfidence": 0.993127147766323,
"shadowSharpeLike": -1.526126653710658,
"avgForwardReturns": {
"1": -0.004696288840081366,
"5": -0.010833424790019369,
"10": -0.016507767720907777
},
"shadowMaxDrawdown": -0.418633935745812,
"shadowTotalReturn": -0.39789140154989755,
"avgForwardReturn1D": -0.004696288840081366,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-07-23"
],
"horizonObservationCounts": {
"1": 97,
"5": 93,
"10": 91
},
"baselineAvgForwardReturns": {
"1": 0.0003327328395087031,
"5": 0.0021606472343625085,
"10": 0.005561493354731021
}
},
{
"topN": 5,
"ticker": "AHCO",
"hitRates": {
"1": 0.43870967741935485,
"5": 0.44370860927152317,
"10": 0.5342465753424658
},
"hitRate1D": 0.43870967741935485,
"comboQuality": 0.0062997996138744695,
"eligibleDays": 352,
"fitnessScore": -0.7634018997912247,
"lookbackDays": 14,
"returnLift1D": -0.004066007220582247,
"hitRateLift1D": -0.044147465437788025,
"activationRate": 0.4431818181818182,
"activationCount": 156,
"baselineHitRates": {
"1": 0.4828571428571429,
"5": 0.49710982658959535,
"10": 0.5730994152046783
},
"sampleConfidence": 0.9931623931623932,
"shadowSharpeLike": -1.5507370818096065,
"avgForwardReturns": {
"1": -0.0038171393013454115,
"5": -0.005451489840405885,
"10": -0.0054996962982165444
},
"shadowMaxDrawdown": -0.5840488586391094,
"shadowTotalReturn": -0.49429093686859316,
"avgForwardReturn1D": -0.0038171393013454115,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 155,
"5": 151,
"10": 146
},
"baselineAvgForwardReturns": {
"1": 0.0002488679192368358,
"5": 0.002399095356292899,
"10": 0.007455018555801001
}
},
{
"topN": 4,
"ticker": "AHCO",
"hitRates": {
"1": 0.4260869565217391,
"5": 0.42342342342342343,
"10": 0.46788990825688076
},
"hitRate1D": 0.4260869565217391,
"comboQuality": 0.005465692893221946,
"eligibleDays": 330,
"fitnessScore": -0.794832412577029,
"lookbackDays": 30,
"returnLift1D": -0.005285409433931437,
"hitRateLift1D": -0.06023523192810892,
"activationRate": 0.3484848484848485,
"activationCount": 115,
"baselineHitRates": {
"1": 0.48632218844984804,
"5": 0.49230769230769234,
"10": 0.571875
},
"sampleConfidence": 0.9942028985507247,
"shadowSharpeLike": -1.8308810364813752,
"avgForwardReturns": {
"1": -0.004952676594422734,
"5": -0.011747391502450232,
"10": -0.01659112704549286
},
"shadowMaxDrawdown": -0.48392344247982033,
"shadowTotalReturn": -0.4655103697185041,
"avgForwardReturn1D": -0.004952676594422734,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04",
"2025-04-07",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03"
],
"horizonObservationCounts": {
"1": 115,
"5": 111,
"10": 109
},
"baselineAvgForwardReturns": {
"1": 0.0003327328395087031,
"5": 0.0021606472343625085,
"10": 0.005561493354731021
}
},
{
"topN": 4,
"ticker": "AHCO",
"hitRates": {
"1": 0.425531914893617,
"5": 0.425531914893617,
"10": 0.425531914893617
},
"hitRate1D": 0.425531914893617,
"comboQuality": 0.005037809542447772,
"eligibleDays": 297,
"fitnessScore": -0.8128613400534149,
"lookbackDays": 63,
"returnLift1D": -0.006664683496703261,
"hitRateLift1D": -0.07108970672800458,
"activationRate": 0.3164983164983165,
"activationCount": 94,
"baselineHitRates": {
"1": 0.4966216216216216,
"5": 0.4931506849315068,
"10": 0.5609756097560976
},
"sampleConfidence": 1,
"shadowSharpeLike": -2.1442932393810983,
"avgForwardReturns": {
"1": -0.005761422383200172,
"5": -0.010998678960653692,
"10": -0.0185017503640573
},
"shadowMaxDrawdown": -0.443559335839975,
"shadowTotalReturn": -0.443559335839975,
"avgForwardReturn1D": -0.005761422383200172,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-07-22",
"2025-07-23",
"2025-07-24",
"2025-07-29",
"2025-08-06",
"2025-08-07"
],
"horizonObservationCounts": {
"1": 94,
"5": 94,
"10": 94
},
"baselineAvgForwardReturns": {
"1": 0.00090326111350309,
"5": 0.004535983447035743,
"10": 0.008046670954175097
}
},
{
"topN": 4,
"ticker": "AHCO",
"hitRates": {
"1": 0.42142857142857143,
"5": 0.4411764705882353,
"10": 0.5378787878787878
},
"hitRate1D": 0.42142857142857143,
"comboQuality": 0.0029092065305913583,
"eligibleDays": 352,
"fitnessScore": -0.9341315208441742,
"lookbackDays": 14,
"returnLift1D": -0.005431761074972341,
"hitRateLift1D": -0.061428571428571443,
"activationRate": 0.4005681818181818,
"activationCount": 141,
"baselineHitRates": {
"1": 0.4828571428571429,
"5": 0.49710982658959535,
"10": 0.5730994152046783
},
"sampleConfidence": 0.9929078014184398,
"shadowSharpeLike": -1.999831303057828,
"avgForwardReturns": {
"1": -0.005182893155735505,
"5": -0.006759386370691483,
"10": -0.005734394220307146
},
"shadowMaxDrawdown": -0.6132958338653596,
"shadowTotalReturn": -0.5565413383568999,
"avgForwardReturn1D": -0.005182893155735505,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 140,
"5": 136,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0002488679192368358,
"5": 0.002399095356292899,
"10": 0.007455018555801001
}
},
{
"topN": 2,
"ticker": "AHCO",
"hitRates": {
"1": 0.37777777777777777,
"5": 0.3953488372093023,
"10": 0.5595238095238095
},
"hitRate1D": 0.37777777777777777,
"comboQuality": 0.002479465118224434,
"eligibleDays": 352,
"fitnessScore": -0.969390572746413,
"lookbackDays": 14,
"returnLift1D": -0.006696311492103102,
"hitRateLift1D": -0.1050793650793651,
"activationRate": 0.2556818181818182,
"activationCount": 90,
"baselineHitRates": {
"1": 0.4828571428571429,
"5": 0.49710982658959535,
"10": 0.5730994152046783
},
"sampleConfidence": 0.9925925925925927,
"shadowSharpeLike": -1.9300737768515122,
"avgForwardReturns": {
"1": -0.006447443572866266,
"5": -0.006386628328252374,
"10": 0.002557514483434233
},
"shadowMaxDrawdown": -0.5398381031259136,
"shadowTotalReturn": -0.47206389710768315,
"avgForwardReturn1D": -0.006447443572866266,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04"
],
"horizonObservationCounts": {
"1": 90,
"5": 86,
"10": 84
},
"baselineAvgForwardReturns": {
"1": 0.0002488679192368358,
"5": 0.002399095356292899,
"10": 0.007455018555801001
}
},
{
"topN": 3,
"ticker": "AHCO",
"hitRates": {
"1": 0.40336134453781514,
"5": 0.4260869565217391,
"10": 0.5675675675675675
},
"hitRate1D": 0.40336134453781514,
"comboQuality": 0.0023730642635962584,
"eligibleDays": 352,
"fitnessScore": -0.9790634139839245,
"lookbackDays": 14,
"returnLift1D": -0.0060145353255729285,
"hitRateLift1D": -0.07949579831932774,
"activationRate": 0.3409090909090909,
"activationCount": 120,
"baselineHitRates": {
"1": 0.4828571428571429,
"5": 0.49710982658959535,
"10": 0.5730994152046783
},
"sampleConfidence": 0.9916666666666667,
"shadowSharpeLike": -2.068976892819837,
"avgForwardReturns": {
"1": -0.005765667406336093,
"5": -0.0060307216983380785,
"10": -0.0009367561833785236
},
"shadowMaxDrawdown": -0.621604749644964,
"shadowTotalReturn": -0.5304710986809396,
"avgForwardReturn1D": -0.005765667406336093,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-31",
"2025-04-01",
"2025-04-02",
"2025-04-03",
"2025-04-04"
],
"horizonObservationCounts": {
"1": 119,
"5": 115,
"10": 111
},
"baselineAvgForwardReturns": {
"1": 0.0002488679192368358,
"5": 0.002399095356292899,
"10": 0.007455018555801001
}
},
{
"topN": 5,
"ticker": "AHCO",
"hitRates": {
"1": 0.4,
"5": 0.40869565217391307,
"10": 0.4260869565217391
},
"hitRate1D": 0.4,
"comboQuality": 0.002114883367476523,
"eligibleDays": 297,
"fitnessScore": -1.004460467913127,
"lookbackDays": 63,
"returnLift1D": -0.007264533143085814,
"hitRateLift1D": -0.09662162162162158,
"activationRate": 0.3872053872053872,
"activationCount": 115,
"baselineHitRates": {
"1": 0.4966216216216216,
"5": 0.4931506849315068,
"10": 0.5609756097560976
},
"sampleConfidence": 1,
"shadowSharpeLike": -2.7017070964832985,
"avgForwardReturns": {
"1": -0.006361272029582725,
"5": -0.010551045395450565,
"10": -0.01683309906547565
},
"shadowMaxDrawdown": -0.5558813016202946,
"shadowTotalReturn": -0.5447852718349824,
"avgForwardReturn1D": -0.006361272029582725,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-07-21",
"2025-07-22",
"2025-07-23",
"2025-07-24",
"2025-07-29"
],
"horizonObservationCounts": {
"1": 115,
"5": 115,
"10": 115
},
"baselineAvgForwardReturns": {
"1": 0.00090326111350309,
"5": 0.004535983447035743,
"10": 0.008046670954175097
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 5,
"comboQuality": 0.0062997996138744695,
"fitnessScore": -0.7634018997912247,
"lookbackDays": 14,
"returnLift1D": -0.004066007220582247,
"activationRate": 0.4431818181818182,
"activationCount": 156,
"sampleConfidence": 0.9931623931623932,
"shadowTotalReturn": -0.49429093686859316,
"avgForwardReturn1D": -0.0038171393013454115
},
{
"bestTopN": 5,
"comboQuality": 0.039885503316285084,
"fitnessScore": -0.3498287146968043,
"lookbackDays": 21,
"returnLift1D": -0.0020764027351320826,
"activationRate": 0.44837758112094395,
"activationCount": 152,
"sampleConfidence": 0.993421052631579,
"shadowTotalReturn": -0.2684273501723745,
"avgForwardReturn1D": -0.0014740736163602031
},
{
"bestTopN": 5,
"comboQuality": 0.013805147286893383,
"fitnessScore": -0.5891387368088241,
"lookbackDays": 30,
"returnLift1D": -0.003546984614644599,
"activationRate": 0.3939393939393939,
"activationCount": 130,
"sampleConfidence": 0.9933333333333334,
"shadowTotalReturn": -0.3869806545771731,
"avgForwardReturn1D": -0.003214251775135896
},
{
"bestTopN": 2,
"comboQuality": 0.11885200339304847,
"fitnessScore": -0.09073624072466518,
"lookbackDays": 45,
"returnLift1D": -0.002138136663218619,
"activationRate": 0.20634920634920634,
"activationCount": 65,
"sampleConfidence": 1,
"shadowTotalReturn": -0.07361190327001799,
"avgForwardReturn1D": -0.0006460126900908341
},
{
"bestTopN": 2,
"comboQuality": 0.10407490280056925,
"fitnessScore": -0.12360410976134918,
"lookbackDays": 63,
"returnLift1D": -0.0024894008188927914,
"activationRate": 0.18855218855218855,
"activationCount": 56,
"sampleConfidence": 1,
"shadowTotalReturn": -0.10651505844564357,
"avgForwardReturn1D": -0.0015861397053897014
}
],
"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": "b553c692806226bb8dc94c00fe82db0877e154a007f7a8f1446948e54a0aa7aa",
"size": 13,
"members": [
"AHCO",
"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",
"AHCO"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "AHCO",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "AHCO",
"hitRates": {
"1": 0.4857142857142857,
"5": 0.4857142857142857,
"10": 0.4857142857142857
},
"hitRate1D": 0.4857142857142857,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.0842056163479162,
"eligibleDays": 344,
"fitnessScore": -0.17503665411733701,
"lookbackDays": 45,
"returnLift1D": -0.0018438644749613914,
"hitRateLift1D": -0.0026578073089700838,
"portfolioSize": 2,
"activationRate": 0.20348837209302326,
"activationCount": 70,
"baselineHitRates": {
"1": 0.4883720930232558,
"5": 0.5029411764705882,
"10": 0.573134328358209
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.4321170926212996,
"avgForwardReturns": {
"1": -0.001410454340092715,
"5": -0.007066544661667126,
"10": -0.014820956508926683
},
"shadowMaxDrawdown": -0.17902378829594445,
"shadowTotalReturn": -0.12873683237243128,
"avgForwardReturn1D": -0.001410454340092715,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-08-06",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25"
],
"horizonObservationCounts": {
"1": 70,
"5": 70,
"10": 70
},
"baselineAvgForwardReturns": {
"1": 0.00043341013486867635,
"5": 0.0031526123331920793,
"10": 0.005435112882711635
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.0842056163479162,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.009237362240502435,
"bestRawFitnessScore": -0.17503665411733701,
"upperQuartileComboQuality": 0.015168117057824893
},
"algorithmFit": {
"label": "poor",
"score": 0.03079403382173263,
"rawScore": 0.03327728147921116,
"confidence": 0.850754175395616,
"bestProfile": {
"lookbackDays": 45,
"portfolioSize": 2
},
"profileBreadth": 0,
"recommendedRegion": {
"lookbackDays": [
45
],
"portfolioSizes": [
2
]
},
"parameterStability": 0.06579732433183268,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "AHCO",
"hitRates": {
"1": 0.4857142857142857,
"5": 0.4857142857142857,
"10": 0.4857142857142857
},
"hitRate1D": 0.4857142857142857,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.0842056163479162,
"eligibleDays": 344,
"fitnessScore": -0.17503665411733701,
"lookbackDays": 45,
"returnLift1D": -0.0018438644749613914,
"hitRateLift1D": -0.0026578073089700838,
"portfolioSize": 2,
"activationRate": 0.20348837209302326,
"activationCount": 70,
"baselineHitRates": {
"1": 0.4883720930232558,
"5": 0.5029411764705882,
"10": 0.573134328358209
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.4321170926212996,
"avgForwardReturns": {
"1": -0.001410454340092715,
"5": -0.007066544661667126,
"10": -0.014820956508926683
},
"shadowMaxDrawdown": -0.17902378829594445,
"shadowTotalReturn": -0.12873683237243128,
"avgForwardReturn1D": -0.001410454340092715,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-08-06",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25"
],
"horizonObservationCounts": {
"1": 70,
"5": 70,
"10": 70
},
"baselineAvgForwardReturns": {
"1": 0.00043341013486867635,
"5": 0.0031526123331920793,
"10": 0.005435112882711635
}
},
{
"topN": 2,
"ticker": "AHCO",
"hitRates": {
"1": 0.4915254237288136,
"5": 0.559322033898305,
"10": 0.4745762711864407
},
"hitRate1D": 0.4915254237288136,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.03285624667729446,
"eligibleDays": 326,
"fitnessScore": -0.39408515698432667,
"lookbackDays": 63,
"returnLift1D": -0.004262391126148996,
"hitRateLift1D": 0.0007278777165436456,
"portfolioSize": 2,
"activationRate": 0.18098159509202455,
"activationCount": 59,
"baselineHitRates": {
"1": 0.49079754601226994,
"5": 0.4968944099378882,
"10": 0.5772870662460567
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.9918453394976592,
"avgForwardReturns": {
"1": -0.003781895154644519,
"5": -0.010035976216077477,
"10": -0.026866101831683316
},
"shadowMaxDrawdown": -0.28408137868507366,
"shadowTotalReturn": -0.22233943223018116,
"avgForwardReturn1D": -0.003781895154644519,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-11-05",
"2025-11-06",
"2025-12-11",
"2025-12-16"
],
"horizonObservationCounts": {
"1": 59,
"5": 59,
"10": 59
},
"baselineAvgForwardReturns": {
"1": 0.0004804959715044764,
"5": 0.0033600327055893363,
"10": 0.008071291729843973
}
},
{
"topN": 3,
"ticker": "AHCO",
"hitRates": {
"1": 0.46774193548387094,
"5": 0.48333333333333334,
"10": 0.5254237288135594
},
"hitRate1D": 0.46774193548387094,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.01729832426451478,
"eligibleDays": 368,
"fitnessScore": -0.538733110565006,
"lookbackDays": 21,
"returnLift1D": -0.0035410673604382315,
"hitRateLift1D": -0.013236325385694303,
"portfolioSize": 3,
"activationRate": 0.33695652173913043,
"activationCount": 124,
"baselineHitRates": {
"1": 0.48097826086956524,
"5": 0.4835164835164835,
"10": 0.5626740947075209
},
"sampleConfidence": 0.9946236559139785,
"shadowSharpeLike": -0.922630133185921,
"avgForwardReturns": {
"1": -0.0029843707244887026,
"5": -0.004756462410784113,
"10": -0.002648607797618947
},
"shadowMaxDrawdown": -0.42579214678352784,
"shadowTotalReturn": -0.3696787210465665,
"avgForwardReturn1D": -0.0029843707244887026,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-06",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12"
],
"horizonObservationCounts": {
"1": 124,
"5": 120,
"10": 118
},
"baselineAvgForwardReturns": {
"1": 0.0005566966359495288,
"5": 0.0034634735144660382,
"10": 0.007226722650038816
}
},
{
"topN": 4,
"ticker": "AHCO",
"hitRates": {
"1": 0.45454545454545453,
"5": 0.3853211009174312,
"10": 0.44036697247706424
},
"hitRate1D": 0.45454545454545453,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.017207409485416658,
"eligibleDays": 344,
"fitnessScore": -0.5399127658003436,
"lookbackDays": 45,
"returnLift1D": -0.0038627895533940265,
"hitRateLift1D": -0.03382663847780126,
"portfolioSize": 4,
"activationRate": 0.31976744186046513,
"activationCount": 110,
"baselineHitRates": {
"1": 0.4883720930232558,
"5": 0.5029411764705882,
"10": 0.573134328358209
},
"sampleConfidence": 0.9987878787878789,
"shadowSharpeLike": -1.1805966682219562,
"avgForwardReturns": {
"1": -0.00342937941852535,
"5": -0.011619699615416793,
"10": -0.016627144615601615
},
"shadowMaxDrawdown": -0.35248007590177655,
"shadowTotalReturn": -0.35248007590177655,
"avgForwardReturn1D": -0.00342937941852535,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-10",
"2025-04-11",
"2025-06-26",
"2025-06-27",
"2025-06-30"
],
"horizonObservationCounts": {
"1": 110,
"5": 109,
"10": 109
},
"baselineAvgForwardReturns": {
"1": 0.00043341013486867635,
"5": 0.0031526123331920793,
"10": 0.005435112882711635
}
},
{
"topN": 5,
"ticker": "AHCO",
"hitRates": {
"1": 0.45454545454545453,
"5": 0.3853211009174312,
"10": 0.44036697247706424
},
"hitRate1D": 0.45454545454545453,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.017207409485416658,
"eligibleDays": 344,
"fitnessScore": -0.5399127658003436,
"lookbackDays": 45,
"returnLift1D": -0.0038627895533940265,
"hitRateLift1D": -0.03382663847780126,
"portfolioSize": 5,
"activationRate": 0.31976744186046513,
"activationCount": 110,
"baselineHitRates": {
"1": 0.4883720930232558,
"5": 0.5029411764705882,
"10": 0.573134328358209
},
"sampleConfidence": 0.9987878787878789,
"shadowSharpeLike": -1.1805966682219562,
"avgForwardReturns": {
"1": -0.00342937941852535,
"5": -0.011619699615416793,
"10": -0.016627144615601615
},
"shadowMaxDrawdown": -0.35248007590177655,
"shadowTotalReturn": -0.35248007590177655,
"avgForwardReturn1D": -0.00342937941852535,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-10",
"2025-04-11",
"2025-06-26",
"2025-06-27",
"2025-06-30"
],
"horizonObservationCounts": {
"1": 110,
"5": 109,
"10": 109
},
"baselineAvgForwardReturns": {
"1": 0.00043341013486867635,
"5": 0.0031526123331920793,
"10": 0.005435112882711635
}
},
{
"topN": 4,
"ticker": "AHCO",
"hitRates": {
"1": 0.4391891891891892,
"5": 0.4583333333333333,
"10": 0.5140845070422535
},
"hitRate1D": 0.4391891891891892,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.014488352915294303,
"eligibleDays": 368,
"fitnessScore": -0.5783594904200456,
"lookbackDays": 21,
"returnLift1D": -0.0033194503272339668,
"hitRateLift1D": -0.041789071680376044,
"portfolioSize": 4,
"activationRate": 0.40217391304347827,
"activationCount": 148,
"baselineHitRates": {
"1": 0.48097826086956524,
"5": 0.4835164835164835,
"10": 0.5626740947075209
},
"sampleConfidence": 0.9954954954954955,
"shadowSharpeLike": -0.9788825964574891,
"avgForwardReturns": {
"1": -0.002762753691284438,
"5": -0.006765125305166545,
"10": -0.00508067555421066
},
"shadowMaxDrawdown": -0.4452227396863542,
"shadowTotalReturn": -0.3956012642344692,
"avgForwardReturn1D": -0.002762753691284438,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-06",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11"
],
"horizonObservationCounts": {
"1": 148,
"5": 144,
"10": 142
},
"baselineAvgForwardReturns": {
"1": 0.0005566966359495288,
"5": 0.0034634735144660382,
"10": 0.007226722650038816
}
},
{
"topN": 5,
"ticker": "AHCO",
"hitRates": {
"1": 0.4391891891891892,
"5": 0.4583333333333333,
"10": 0.5140845070422535
},
"hitRate1D": 0.4391891891891892,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.014488352915294303,
"eligibleDays": 368,
"fitnessScore": -0.5783594904200456,
"lookbackDays": 21,
"returnLift1D": -0.0033194503272339668,
"hitRateLift1D": -0.041789071680376044,
"portfolioSize": 5,
"activationRate": 0.40217391304347827,
"activationCount": 148,
"baselineHitRates": {
"1": 0.48097826086956524,
"5": 0.4835164835164835,
"10": 0.5626740947075209
},
"sampleConfidence": 0.9954954954954955,
"shadowSharpeLike": -0.9788825964574891,
"avgForwardReturns": {
"1": -0.002762753691284438,
"5": -0.006765125305166545,
"10": -0.00508067555421066
},
"shadowMaxDrawdown": -0.4452227396863542,
"shadowTotalReturn": -0.3956012642344692,
"avgForwardReturn1D": -0.002762753691284438,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-06",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11"
],
"horizonObservationCounts": {
"1": 148,
"5": 144,
"10": 142
},
"baselineAvgForwardReturns": {
"1": 0.0005566966359495288,
"5": 0.0034634735144660382,
"10": 0.007226722650038816
}
},
{
"topN": 2,
"ticker": "AHCO",
"hitRates": {
"1": 0.4444444444444444,
"5": 0.45348837209302323,
"10": 0.44047619047619047
},
"hitRate1D": 0.4444444444444444,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.013654955175301901,
"eligibleDays": 359,
"fitnessScore": -0.5915788283364593,
"lookbackDays": 30,
"returnLift1D": -0.00490359362304964,
"hitRateLift1D": -0.043020736614051425,
"portfolioSize": 2,
"activationRate": 0.25069637883008355,
"activationCount": 90,
"baselineHitRates": {
"1": 0.48746518105849584,
"5": 0.49577464788732395,
"10": 0.5657142857142857
},
"sampleConfidence": 0.9925925925925927,
"shadowSharpeLike": -1.1582493508657208,
"avgForwardReturns": {
"1": -0.003912087428411548,
"5": -0.016596240314404317,
"10": -0.03624569006071558
},
"shadowMaxDrawdown": -0.3835933818517264,
"shadowTotalReturn": -0.33344636331371436,
"avgForwardReturn1D": -0.003912087428411548,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-07",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 90,
"5": 86,
"10": 84
},
"baselineAvgForwardReturns": {
"1": 0.000991506194638092,
"5": 0.005209303849329377,
"10": 0.006602962834414211
}
},
{
"topN": 3,
"ticker": "AHCO",
"hitRates": {
"1": 0.4444444444444444,
"5": 0.46153846153846156,
"10": 0.49019607843137253
},
"hitRate1D": 0.4444444444444444,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.011833739471385985,
"eligibleDays": 359,
"fitnessScore": -0.623477171640114,
"lookbackDays": 30,
"returnLift1D": -0.004767926710628431,
"hitRateLift1D": -0.043020736614051425,
"portfolioSize": 3,
"activationRate": 0.3008356545961003,
"activationCount": 108,
"baselineHitRates": {
"1": 0.48746518105849584,
"5": 0.49577464788732395,
"10": 0.5657142857142857
},
"sampleConfidence": 0.9938271604938272,
"shadowSharpeLike": -1.2742864208438454,
"avgForwardReturns": {
"1": -0.0037764205159903385,
"5": -0.010657098854339627,
"10": -0.02523033530575723
},
"shadowMaxDrawdown": -0.4183425694420295,
"shadowTotalReturn": -0.37102252923774537,
"avgForwardReturn1D": -0.0037764205159903385,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-07",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 108,
"5": 104,
"10": 102
},
"baselineAvgForwardReturns": {
"1": 0.000991506194638092,
"5": 0.005209303849329377,
"10": 0.006602962834414211
}
},
{
"topN": 3,
"ticker": "AHCO",
"hitRates": {
"1": 0.4423076923076923,
"5": 0.375,
"10": 0.41346153846153844
},
"hitRate1D": 0.4423076923076923,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.011560016394436616,
"eligibleDays": 344,
"fitnessScore": -0.628686641835738,
"lookbackDays": 45,
"returnLift1D": -0.0045062630854076965,
"hitRateLift1D": -0.0460644007155635,
"portfolioSize": 3,
"activationRate": 0.3023255813953488,
"activationCount": 104,
"baselineHitRates": {
"1": 0.4883720930232558,
"5": 0.5029411764705882,
"10": 0.573134328358209
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.3547943137477876,
"avgForwardReturns": {
"1": -0.00407285295053902,
"5": -0.014409568199037335,
"10": -0.020576509589385176
},
"shadowMaxDrawdown": -0.38058233527528196,
"shadowTotalReturn": -0.38058233527528196,
"avgForwardReturn1D": -0.00407285295053902,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-10",
"2025-04-11",
"2025-06-26",
"2025-06-27",
"2025-06-30"
],
"horizonObservationCounts": {
"1": 104,
"5": 104,
"10": 104
},
"baselineAvgForwardReturns": {
"1": 0.00043341013486867635,
"5": 0.0031526123331920793,
"10": 0.005435112882711635
}
},
{
"topN": 3,
"ticker": "AHCO",
"hitRates": {
"1": 0.43529411764705883,
"5": 0.47058823529411764,
"10": 0.43529411764705883
},
"hitRate1D": 0.43529411764705883,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.006914708086568253,
"eligibleDays": 326,
"fitnessScore": -0.7427764768404539,
"lookbackDays": 63,
"returnLift1D": -0.006043127900510414,
"hitRateLift1D": -0.055503428365211105,
"portfolioSize": 3,
"activationRate": 0.2607361963190184,
"activationCount": 85,
"baselineHitRates": {
"1": 0.49079754601226994,
"5": 0.4968944099378882,
"10": 0.5772870662460567
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.7867152400220176,
"avgForwardReturns": {
"1": -0.0055626319290059375,
"5": -0.012529665389030048,
"10": -0.02438910174617762
},
"shadowMaxDrawdown": -0.4026965852347748,
"shadowTotalReturn": -0.4026965852347748,
"avgForwardReturn1D": -0.0055626319290059375,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-21",
"2025-05-22",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 85,
"5": 85,
"10": 85
},
"baselineAvgForwardReturns": {
"1": 0.0004804959715044764,
"5": 0.0033600327055893363,
"10": 0.008071291729843973
}
},
{
"topN": 2,
"ticker": "AHCO",
"hitRates": {
"1": 0.42391304347826086,
"5": 0.4772727272727273,
"10": 0.5697674418604651
},
"hitRate1D": 0.42391304347826086,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.006612354118671294,
"eligibleDays": 368,
"fitnessScore": -0.7526798707992891,
"lookbackDays": 21,
"returnLift1D": -0.005259539716247623,
"hitRateLift1D": -0.05706521739130438,
"portfolioSize": 2,
"activationRate": 0.25,
"activationCount": 92,
"baselineHitRates": {
"1": 0.48097826086956524,
"5": 0.4835164835164835,
"10": 0.5626740947075209
},
"sampleConfidence": 0.9927536231884059,
"shadowSharpeLike": -1.3994317851342002,
"avgForwardReturns": {
"1": -0.0047028430802980945,
"5": -0.004936451717274152,
"10": 0.007404388458657454
},
"shadowMaxDrawdown": -0.5083627490219044,
"shadowTotalReturn": -0.3884499493091691,
"avgForwardReturn1D": -0.0047028430802980945,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-28",
"2025-03-03",
"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 92,
"5": 88,
"10": 86
},
"baselineAvgForwardReturns": {
"1": 0.0005566966359495288,
"5": 0.0034634735144660382,
"10": 0.007226722650038816
}
},
{
"topN": 4,
"ticker": "AHCO",
"hitRates": {
"1": 0.4263565891472868,
"5": 0.416,
"10": 0.43089430894308944
},
"hitRate1D": 0.4263565891472868,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.006117759988552037,
"eligibleDays": 359,
"fitnessScore": -0.769892997133456,
"lookbackDays": 30,
"returnLift1D": -0.005286746616805296,
"hitRateLift1D": -0.06110859191120904,
"portfolioSize": 4,
"activationRate": 0.3593314763231198,
"activationCount": 129,
"baselineHitRates": {
"1": 0.48746518105849584,
"5": 0.49577464788732395,
"10": 0.5657142857142857
},
"sampleConfidence": 0.9948320413436693,
"shadowSharpeLike": -1.616891320091991,
"avgForwardReturns": {
"1": -0.0042952404221672045,
"5": -0.013000122134857395,
"10": -0.025050822519704568
},
"shadowMaxDrawdown": -0.4919886171333757,
"shadowTotalReturn": -0.4605916410977332,
"avgForwardReturn1D": -0.0042952404221672045,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 129,
"5": 125,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.000991506194638092,
"5": 0.005209303849329377,
"10": 0.006602962834414211
}
},
{
"topN": 5,
"ticker": "AHCO",
"hitRates": {
"1": 0.4263565891472868,
"5": 0.416,
"10": 0.43089430894308944
},
"hitRate1D": 0.4263565891472868,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.006117759988552037,
"eligibleDays": 359,
"fitnessScore": -0.769892997133456,
"lookbackDays": 30,
"returnLift1D": -0.005286746616805296,
"hitRateLift1D": -0.06110859191120904,
"portfolioSize": 5,
"activationRate": 0.3593314763231198,
"activationCount": 129,
"baselineHitRates": {
"1": 0.48746518105849584,
"5": 0.49577464788732395,
"10": 0.5657142857142857
},
"sampleConfidence": 0.9948320413436693,
"shadowSharpeLike": -1.616891320091991,
"avgForwardReturns": {
"1": -0.0042952404221672045,
"5": -0.013000122134857395,
"10": -0.025050822519704568
},
"shadowMaxDrawdown": -0.4919886171333757,
"shadowTotalReturn": -0.4605916410977332,
"avgForwardReturn1D": -0.0042952404221672045,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-21",
"2025-03-24",
"2025-03-25"
],
"horizonObservationCounts": {
"1": 129,
"5": 125,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.000991506194638092,
"5": 0.005209303849329377,
"10": 0.006602962834414211
}
},
{
"topN": 2,
"ticker": "AHCO",
"hitRates": {
"1": 0.38613861386138615,
"5": 0.36082474226804123,
"10": 0.49473684210526314
},
"hitRate1D": 0.38613861386138615,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.0029540664659645985,
"eligibleDays": 375,
"fitnessScore": -0.9307551144227952,
"lookbackDays": 14,
"returnLift1D": -0.0060930196723828975,
"hitRateLift1D": -0.09652805280528054,
"portfolioSize": 2,
"activationRate": 0.2693333333333333,
"activationCount": 101,
"baselineHitRates": {
"1": 0.4826666666666667,
"5": 0.4797843665768194,
"10": 0.5519125683060109
},
"sampleConfidence": 0.9933993399339934,
"shadowSharpeLike": -1.644530062343883,
"avgForwardReturns": {
"1": -0.005540407297432601,
"5": -0.011243261146931057,
"10": -0.009892213382993743
},
"shadowMaxDrawdown": -0.5760181467964152,
"shadowTotalReturn": -0.46514022226461604,
"avgForwardReturn1D": -0.005540407297432601,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-06"
],
"horizonObservationCounts": {
"1": 101,
"5": 97,
"10": 95
},
"baselineAvgForwardReturns": {
"1": 0.0005526123749502965,
"5": 0.002547641639170429,
"10": 0.004417545080804522
}
},
{
"topN": 4,
"ticker": "AHCO",
"hitRates": {
"1": 0.42483660130718953,
"5": 0.40939597315436244,
"10": 0.4896551724137931
},
"hitRate1D": 0.42483660130718953,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0027145765646846396,
"eligibleDays": 375,
"fitnessScore": -0.9494082269283544,
"lookbackDays": 14,
"returnLift1D": -0.005461075283807302,
"hitRateLift1D": -0.057830065359477156,
"portfolioSize": 4,
"activationRate": 0.408,
"activationCount": 153,
"baselineHitRates": {
"1": 0.4826666666666667,
"5": 0.4797843665768194,
"10": 0.5519125683060109
},
"sampleConfidence": 0.9947712418300654,
"shadowSharpeLike": -1.8573213275674745,
"avgForwardReturns": {
"1": -0.004908462908857005,
"5": -0.011017480060815868,
"10": -0.015573203923079221
},
"shadowMaxDrawdown": -0.6505133024753023,
"shadowTotalReturn": -0.5722631069477565,
"avgForwardReturn1D": -0.004908462908857005,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-02-03",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04"
],
"horizonObservationCounts": {
"1": 153,
"5": 149,
"10": 145
},
"baselineAvgForwardReturns": {
"1": 0.0005526123749502965,
"5": 0.002547641639170429,
"10": 0.004417545080804522
}
},
{
"topN": 5,
"ticker": "AHCO",
"hitRates": {
"1": 0.42483660130718953,
"5": 0.40939597315436244,
"10": 0.4896551724137931
},
"hitRate1D": 0.42483660130718953,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0027145765646846396,
"eligibleDays": 375,
"fitnessScore": -0.9494082269283544,
"lookbackDays": 14,
"returnLift1D": -0.005461075283807302,
"hitRateLift1D": -0.057830065359477156,
"portfolioSize": 5,
"activationRate": 0.408,
"activationCount": 153,
"baselineHitRates": {
"1": 0.4826666666666667,
"5": 0.4797843665768194,
"10": 0.5519125683060109
},
"sampleConfidence": 0.9947712418300654,
"shadowSharpeLike": -1.8573213275674745,
"avgForwardReturns": {
"1": -0.004908462908857005,
"5": -0.011017480060815868,
"10": -0.015573203923079221
},
"shadowMaxDrawdown": -0.6505133024753023,
"shadowTotalReturn": -0.5722631069477565,
"avgForwardReturn1D": -0.004908462908857005,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-02-03",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04"
],
"horizonObservationCounts": {
"1": 153,
"5": 149,
"10": 145
},
"baselineAvgForwardReturns": {
"1": 0.0005526123749502965,
"5": 0.002547641639170429,
"10": 0.004417545080804522
}
},
{
"topN": 4,
"ticker": "AHCO",
"hitRates": {
"1": 0.41,
"5": 0.42,
"10": 0.42
},
"hitRate1D": 0.41,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0024263666793409985,
"eligibleDays": 326,
"fitnessScore": -0.9741648242145099,
"lookbackDays": 63,
"returnLift1D": -0.007242636660953842,
"hitRateLift1D": -0.08079754601226996,
"portfolioSize": 4,
"activationRate": 0.3067484662576687,
"activationCount": 100,
"baselineHitRates": {
"1": 0.49079754601226994,
"5": 0.4968944099378882,
"10": 0.5772870662460567
},
"sampleConfidence": 1,
"shadowSharpeLike": -2.4056287781426136,
"avgForwardReturns": {
"1": -0.0067621406894493655,
"5": -0.014173944968904556,
"10": -0.02472096330336381
},
"shadowMaxDrawdown": -0.515962797869987,
"shadowTotalReturn": -0.515962797869987,
"avgForwardReturn1D": -0.0067621406894493655,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-21",
"2025-05-22",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 100,
"5": 100,
"10": 100
},
"baselineAvgForwardReturns": {
"1": 0.0004804959715044764,
"5": 0.0033600327055893363,
"10": 0.008071291729843973
}
},
{
"topN": 5,
"ticker": "AHCO",
"hitRates": {
"1": 0.41,
"5": 0.42,
"10": 0.42
},
"hitRate1D": 0.41,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0024263666793409985,
"eligibleDays": 326,
"fitnessScore": -0.9741648242145099,
"lookbackDays": 63,
"returnLift1D": -0.007242636660953842,
"hitRateLift1D": -0.08079754601226996,
"portfolioSize": 5,
"activationRate": 0.3067484662576687,
"activationCount": 100,
"baselineHitRates": {
"1": 0.49079754601226994,
"5": 0.4968944099378882,
"10": 0.5772870662460567
},
"sampleConfidence": 1,
"shadowSharpeLike": -2.4056287781426136,
"avgForwardReturns": {
"1": -0.0067621406894493655,
"5": -0.014173944968904556,
"10": -0.02472096330336381
},
"shadowMaxDrawdown": -0.515962797869987,
"shadowTotalReturn": -0.515962797869987,
"avgForwardReturn1D": -0.0067621406894493655,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-21",
"2025-05-22",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 100,
"5": 100,
"10": 100
},
"baselineAvgForwardReturns": {
"1": 0.0004804959715044764,
"5": 0.0033600327055893363,
"10": 0.008071291729843973
}
},
{
"topN": 3,
"ticker": "AHCO",
"hitRates": {
"1": 0.4090909090909091,
"5": 0.390625,
"10": 0.5080645161290323
},
"hitRate1D": 0.4090909090909091,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.002289351069296952,
"eligibleDays": 375,
"fitnessScore": -0.9869828783932372,
"lookbackDays": 14,
"returnLift1D": -0.0059427957431786756,
"hitRateLift1D": -0.07357575757575757,
"portfolioSize": 3,
"activationRate": 0.352,
"activationCount": 132,
"baselineHitRates": {
"1": 0.4826666666666667,
"5": 0.4797843665768194,
"10": 0.5519125683060109
},
"sampleConfidence": 0.993939393939394,
"shadowSharpeLike": -1.8965282988865524,
"avgForwardReturns": {
"1": -0.005390183368228379,
"5": -0.011061413890284385,
"10": -0.012944794097749677
},
"shadowMaxDrawdown": -0.6580225454318772,
"shadowTotalReturn": -0.5471171254061955,
"avgForwardReturn1D": -0.005390183368228379,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-02-03",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04"
],
"horizonObservationCounts": {
"1": 132,
"5": 128,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.0005526123749502965,
"5": 0.002547641639170429,
"10": 0.004417545080804522
}
}
],
"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": 0.0029540664659645985,
"fitnessScore": -0.9307551144227952,
"lookbackDays": 14,
"returnLift1D": -0.0060930196723828975,
"activationRate": 0.2693333333333333,
"activationCount": 101,
"sampleConfidence": 0.9933993399339934,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.46514022226461604,
"avgForwardReturn1D": -0.005540407297432601
},
{
"comboQuality": 0.01729832426451478,
"fitnessScore": -0.538733110565006,
"lookbackDays": 21,
"returnLift1D": -0.0035410673604382315,
"activationRate": 0.33695652173913043,
"activationCount": 124,
"sampleConfidence": 0.9946236559139785,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.3696787210465665,
"avgForwardReturn1D": -0.0029843707244887026
},
{
"comboQuality": 0.013654955175301901,
"fitnessScore": -0.5915788283364593,
"lookbackDays": 30,
"returnLift1D": -0.00490359362304964,
"activationRate": 0.25069637883008355,
"activationCount": 90,
"sampleConfidence": 0.9925925925925927,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.33344636331371436,
"avgForwardReturn1D": -0.003912087428411548
},
{
"comboQuality": 0.0842056163479162,
"fitnessScore": -0.17503665411733701,
"lookbackDays": 45,
"returnLift1D": -0.0018438644749613914,
"activationRate": 0.20348837209302326,
"activationCount": 70,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.12873683237243128,
"avgForwardReturn1D": -0.001410454340092715
},
{
"comboQuality": 0.03285624667729446,
"fitnessScore": -0.39408515698432667,
"lookbackDays": 63,
"returnLift1D": -0.004262391126148996,
"activationRate": 0.18098159509202455,
"activationCount": 59,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.22233943223018116,
"avgForwardReturn1D": -0.003781895154644519
}
],
"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": "b553c692806226bb8dc94c00fe82db0877e154a007f7a8f1446948e54a0aa7aa",
"size": 13,
"members": [
"AHCO",
"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