Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"AIG"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "AIG",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 352,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 14,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.08338215752188566,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08338215752188566,
"bestRawFitnessScore": -0.17739638378521042,
"upperQuartileComboQuality": 0.08338215752188566
},
"algorithmFit": {
"label": "poor",
"score": 0.16044016330740746,
"rawScore": 0.2667057260175085,
"confidence": 0.203125,
"bestProfile": {
"topN": 2,
"lookbackDays": 14
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
14
]
},
"parameterStability": 1,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 352,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 14,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 3,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 352,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 14,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 4,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 352,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 14,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 5,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 352,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 14,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 2,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 339,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 21,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 3,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 339,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 21,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 4,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 339,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 21,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 5,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 339,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 21,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 2,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 330,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 30,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 3,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 330,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 30,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 4,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 330,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 30,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 5,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 330,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 30,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 2,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 315,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 45,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 3,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 315,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 45,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 4,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 315,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 45,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 5,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 315,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 45,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 2,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 297,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 63,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 3,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 297,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 63,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 4,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 297,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 63,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"10": 0
}
},
{
"topN": 5,
"ticker": "AIG",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08338215752188566,
"eligibleDays": 297,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 63,
"returnLift1D": -0.0026770345625262626,
"hitRateLift1D": -0.5714285714285714,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5714285714285714,
"5": 0.5,
"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": 0.0026770345625262626,
"5": 0.023800842081957114,
"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": 0.08338215752188566,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 14,
"returnLift1D": -0.0026770345625262626,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08338215752188566,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 21,
"returnLift1D": -0.0026770345625262626,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08338215752188566,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 30,
"returnLift1D": -0.0026770345625262626,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08338215752188566,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 45,
"returnLift1D": -0.0026770345625262626,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08338215752188566,
"fitnessScore": -0.17739638378521042,
"lookbackDays": 63,
"returnLift1D": -0.0026770345625262626,
"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": "41d6b526daf111bffddd1557eb688c6db77afa4ebf8f68785f7e0cf4af1a4108",
"size": 13,
"members": [
"AIG",
"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",
"AIG"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "AIG",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "AIG",
"hitRates": {
"1": 0.4915254237288136,
"5": 0.559322033898305,
"10": 0.5932203389830508
},
"hitRate1D": 0.4915254237288136,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.17153650128366674,
"eligibleDays": 326,
"fitnessScore": 0.0035491261338373853,
"lookbackDays": 63,
"returnLift1D": -0.00014065670020908536,
"hitRateLift1D": -0.020744514921493207,
"portfolioSize": 4,
"activationRate": 0.18098159509202455,
"activationCount": 59,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5248447204968945,
"10": 0.526813880126183
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.10651402809708954,
"avgForwardReturns": {
"1": -0.00022520488863378476,
"5": -0.004660214369276924,
"10": -0.0118861169265731
},
"shadowMaxDrawdown": -0.10072311614257623,
"shadowTotalReturn": -0.027169549988014796,
"avgForwardReturn1D": -0.00022520488863378476,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 59,
"5": 59,
"10": 59
},
"baselineAvgForwardReturns": {
"1": -0.00008454818842469939,
"5": 0.0007360563245786805,
"10": 0.0011838658424517192
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.17153650128366674,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08181027298792809,
"bestRawFitnessScore": 0.0035491261338373853,
"upperQuartileComboQuality": 0.09712359119737964
},
"algorithmFit": {
"label": "poor",
"score": 0.18769818132308,
"rawScore": 0.19889435632708305,
"confidence": 0.8874158602510486,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0,
"recommendedRegion": {
"lookbackDays": [
63
],
"portfolioSizes": [
4
]
},
"parameterStability": 0.5807943707000844,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "AIG",
"hitRates": {
"1": 0.4915254237288136,
"5": 0.559322033898305,
"10": 0.5932203389830508
},
"hitRate1D": 0.4915254237288136,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.17153650128366674,
"eligibleDays": 326,
"fitnessScore": 0.0035491261338373853,
"lookbackDays": 63,
"returnLift1D": -0.00014065670020908536,
"hitRateLift1D": -0.020744514921493207,
"portfolioSize": 4,
"activationRate": 0.18098159509202455,
"activationCount": 59,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5248447204968945,
"10": 0.526813880126183
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.10651402809708954,
"avgForwardReturns": {
"1": -0.00022520488863378476,
"5": -0.004660214369276924,
"10": -0.0118861169265731
},
"shadowMaxDrawdown": -0.10072311614257623,
"shadowTotalReturn": -0.027169549988014796,
"avgForwardReturn1D": -0.00022520488863378476,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 59,
"5": 59,
"10": 59
},
"baselineAvgForwardReturns": {
"1": -0.00008454818842469939,
"5": 0.0007360563245786805,
"10": 0.0011838658424517192
}
},
{
"topN": 5,
"ticker": "AIG",
"hitRates": {
"1": 0.4915254237288136,
"5": 0.559322033898305,
"10": 0.5932203389830508
},
"hitRate1D": 0.4915254237288136,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.17153650128366674,
"eligibleDays": 326,
"fitnessScore": 0.0035491261338373853,
"lookbackDays": 63,
"returnLift1D": -0.00014065670020908536,
"hitRateLift1D": -0.020744514921493207,
"portfolioSize": 5,
"activationRate": 0.18098159509202455,
"activationCount": 59,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5248447204968945,
"10": 0.526813880126183
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.10651402809708954,
"avgForwardReturns": {
"1": -0.00022520488863378476,
"5": -0.004660214369276924,
"10": -0.0118861169265731
},
"shadowMaxDrawdown": -0.10072311614257623,
"shadowTotalReturn": -0.027169549988014796,
"avgForwardReturn1D": -0.00022520488863378476,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 59,
"5": 59,
"10": 59
},
"baselineAvgForwardReturns": {
"1": -0.00008454818842469939,
"5": 0.0007360563245786805,
"10": 0.0011838658424517192
}
},
{
"topN": 2,
"ticker": "AIG",
"hitRates": {
"1": 0.5121951219512195,
"5": 0.6829268292682927,
"10": 0.6585365853658537
},
"hitRate1D": 0.5121951219512195,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.13897533794566225,
"eligibleDays": 326,
"fitnessScore": -0.051241864095775275,
"lookbackDays": 63,
"returnLift1D": -0.000982046548909844,
"hitRateLift1D": -0.00007481669908726563,
"portfolioSize": 2,
"activationRate": 0.12576687116564417,
"activationCount": 41,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5248447204968945,
"10": 0.526813880126183
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.3076568638617151,
"avgForwardReturns": {
"1": -0.0010665947373345436,
"5": 0.004140561366372412,
"10": 0.005136847745488374
},
"shadowMaxDrawdown": -0.10072311614257623,
"shadowTotalReturn": -0.05421037912373816,
"avgForwardReturn1D": -0.0010665947373345436,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 41,
"5": 41,
"10": 41
},
"baselineAvgForwardReturns": {
"1": -0.00008454818842469939,
"5": 0.0007360563245786805,
"10": 0.0011838658424517192
}
},
{
"topN": 3,
"ticker": "AIG",
"hitRates": {
"1": 0.4727272727272727,
"5": 0.5818181818181818,
"10": 0.6181818181818182
},
"hitRate1D": 0.4727272727272727,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.1182337380362123,
"eligibleDays": 326,
"fitnessScore": -0.09203797346539078,
"lookbackDays": 63,
"returnLift1D": -0.0008345492504952868,
"hitRateLift1D": -0.03954266592303407,
"portfolioSize": 3,
"activationRate": 0.1687116564417178,
"activationCount": 55,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5248447204968945,
"10": 0.526813880126183
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.34998878146862844,
"avgForwardReturns": {
"1": -0.0009190974389199862,
"5": -0.004116669567619206,
"10": -0.011841953458472212
},
"shadowMaxDrawdown": -0.10072311614257623,
"shadowTotalReturn": -0.06328512126515584,
"avgForwardReturn1D": -0.0009190974389199862,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 55,
"5": 55,
"10": 55
},
"baselineAvgForwardReturns": {
"1": -0.00008454818842469939,
"5": 0.0007360563245786805,
"10": 0.0011838658424517192
}
},
{
"topN": 3,
"ticker": "AIG",
"hitRates": {
"1": 0.4861111111111111,
"5": 0.6521739130434783,
"10": 0.5942028985507246
},
"hitRate1D": 0.4861111111111111,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.09960920009022144,
"eligibleDays": 344,
"fitnessScore": -0.134346359307959,
"lookbackDays": 45,
"returnLift1D": -0.0012462513748399946,
"hitRateLift1D": -0.028423772609819153,
"portfolioSize": 3,
"activationRate": 0.20930232558139536,
"activationCount": 72,
"baselineHitRates": {
"1": 0.5145348837209303,
"5": 0.5352941176470588,
"10": 0.5253731343283582
},
"sampleConfidence": 0.9944444444444445,
"shadowSharpeLike": -0.4532850460349646,
"avgForwardReturns": {
"1": -0.001159497329336606,
"5": -0.003735004065278298,
"10": -0.01133579011168128
},
"shadowMaxDrawdown": -0.18545428864908997,
"shadowTotalReturn": -0.09755669788934263,
"avgForwardReturn1D": -0.001159497329336606,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 72,
"5": 69,
"10": 69
},
"baselineAvgForwardReturns": {
"1": 0.00008675404550338878,
"5": 0.0006197741919248068,
"10": 0.000656524185698745
}
},
{
"topN": 3,
"ticker": "AIG",
"hitRates": {
"1": 0.5232558139534884,
"5": 0.5,
"10": 0.45454545454545453
},
"hitRate1D": 0.5232558139534884,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.0962950548997657,
"eligibleDays": 359,
"fitnessScore": -0.14259890954029153,
"lookbackDays": 30,
"returnLift1D": -0.001673015658937353,
"hitRateLift1D": 0.002364449050981432,
"portfolioSize": 3,
"activationRate": 0.2395543175487465,
"activationCount": 86,
"baselineHitRates": {
"1": 0.520891364902507,
"5": 0.5464788732394367,
"10": 0.5457142857142857
},
"sampleConfidence": 0.9899224806201551,
"shadowSharpeLike": -0.5868548031536505,
"avgForwardReturns": {
"1": -0.0013129006065199602,
"5": -0.00706779992957859,
"10": -0.018676720638195657
},
"shadowMaxDrawdown": -0.2564302353937892,
"shadowTotalReturn": -0.1299834969049598,
"avgForwardReturn1D": -0.0013129006065199602,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07"
],
"horizonObservationCounts": {
"1": 86,
"5": 82,
"10": 77
},
"baselineAvgForwardReturns": {
"1": 0.0003601150524173927,
"5": 0.0017207011109982098,
"10": 0.002573275645702787
}
},
{
"topN": 4,
"ticker": "AIG",
"hitRates": {
"1": 0.4935064935064935,
"5": 0.6216216216216216,
"10": 0.5540540540540541
},
"hitRate1D": 0.4935064935064935,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0886861683703044,
"eligibleDays": 344,
"fitnessScore": -0.16255234565519672,
"lookbackDays": 45,
"returnLift1D": -0.0014558742972145629,
"hitRateLift1D": -0.021028390214436754,
"portfolioSize": 4,
"activationRate": 0.2238372093023256,
"activationCount": 77,
"baselineHitRates": {
"1": 0.5145348837209303,
"5": 0.5352941176470588,
"10": 0.5253731343283582
},
"sampleConfidence": 0.9948051948051949,
"shadowSharpeLike": -0.5748308543149666,
"avgForwardReturns": {
"1": -0.0013691202517111742,
"5": -0.0051069910001924875,
"10": -0.01254135545974539
},
"shadowMaxDrawdown": -0.211957202087925,
"shadowTotalReturn": -0.12116309357337862,
"avgForwardReturn1D": -0.0013691202517111742,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 77,
"5": 74,
"10": 74
},
"baselineAvgForwardReturns": {
"1": 0.00008675404550338878,
"5": 0.0006197741919248068,
"10": 0.000656524185698745
}
},
{
"topN": 5,
"ticker": "AIG",
"hitRates": {
"1": 0.4935064935064935,
"5": 0.6216216216216216,
"10": 0.5540540540540541
},
"hitRate1D": 0.4935064935064935,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0886861683703044,
"eligibleDays": 344,
"fitnessScore": -0.16255234565519672,
"lookbackDays": 45,
"returnLift1D": -0.0014558742972145629,
"hitRateLift1D": -0.021028390214436754,
"portfolioSize": 5,
"activationRate": 0.2238372093023256,
"activationCount": 77,
"baselineHitRates": {
"1": 0.5145348837209303,
"5": 0.5352941176470588,
"10": 0.5253731343283582
},
"sampleConfidence": 0.9948051948051949,
"shadowSharpeLike": -0.5748308543149666,
"avgForwardReturns": {
"1": -0.0013691202517111742,
"5": -0.0051069910001924875,
"10": -0.01254135545974539
},
"shadowMaxDrawdown": -0.211957202087925,
"shadowTotalReturn": -0.12116309357337862,
"avgForwardReturn1D": -0.0013691202517111742,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 77,
"5": 74,
"10": 74
},
"baselineAvgForwardReturns": {
"1": 0.00008675404550338878,
"5": 0.0006197741919248068,
"10": 0.000656524185698745
}
},
{
"topN": 4,
"ticker": "AIG",
"hitRates": {
"1": 0.49206349206349204,
"5": 0.43902439024390244,
"10": 0.42016806722689076
},
"hitRate1D": 0.49206349206349204,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.08726590265534867,
"eligibleDays": 375,
"fitnessScore": -0.16644665329945532,
"lookbackDays": 14,
"returnLift1D": -0.0013534190609245933,
"hitRateLift1D": -0.030603174603174577,
"portfolioSize": 4,
"activationRate": 0.336,
"activationCount": 126,
"baselineHitRates": {
"1": 0.5226666666666666,
"5": 0.5444743935309974,
"10": 0.5601092896174863
},
"sampleConfidence": 0.9947089947089948,
"shadowSharpeLike": -0.6536924391365951,
"avgForwardReturns": {
"1": -0.001013542236971687,
"5": -0.00678210559502798,
"10": -0.014283884308313403
},
"shadowMaxDrawdown": -0.2614428145714789,
"shadowTotalReturn": -0.15951876081166072,
"avgForwardReturn1D": -0.001013542236971687,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-30",
"2025-01-31",
"2025-02-12",
"2025-02-13",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28"
],
"horizonObservationCounts": {
"1": 126,
"5": 123,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.00033987682395290647,
"5": 0.001763367012878601,
"10": 0.003665132548931826
}
},
{
"topN": 5,
"ticker": "AIG",
"hitRates": {
"1": 0.49206349206349204,
"5": 0.43902439024390244,
"10": 0.42016806722689076
},
"hitRate1D": 0.49206349206349204,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.08726590265534867,
"eligibleDays": 375,
"fitnessScore": -0.16644665329945532,
"lookbackDays": 14,
"returnLift1D": -0.0013534190609245933,
"hitRateLift1D": -0.030603174603174577,
"portfolioSize": 5,
"activationRate": 0.336,
"activationCount": 126,
"baselineHitRates": {
"1": 0.5226666666666666,
"5": 0.5444743935309974,
"10": 0.5601092896174863
},
"sampleConfidence": 0.9947089947089948,
"shadowSharpeLike": -0.6536924391365951,
"avgForwardReturns": {
"1": -0.001013542236971687,
"5": -0.00678210559502798,
"10": -0.014283884308313403
},
"shadowMaxDrawdown": -0.2614428145714789,
"shadowTotalReturn": -0.15951876081166072,
"avgForwardReturn1D": -0.001013542236971687,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-30",
"2025-01-31",
"2025-02-12",
"2025-02-13",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28"
],
"horizonObservationCounts": {
"1": 126,
"5": 123,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.00033987682395290647,
"5": 0.001763367012878601,
"10": 0.003665132548931826
}
},
{
"topN": 2,
"ticker": "AIG",
"hitRates": {
"1": 0.4727272727272727,
"5": 0.6,
"10": 0.4909090909090909
},
"hitRate1D": 0.4727272727272727,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.0763546433205075,
"eligibleDays": 344,
"fitnessScore": -0.1984466545329407,
"lookbackDays": 45,
"returnLift1D": -0.001857264083830209,
"hitRateLift1D": -0.04180761099365754,
"portfolioSize": 2,
"activationRate": 0.15988372093023256,
"activationCount": 55,
"baselineHitRates": {
"1": 0.5145348837209303,
"5": 0.5352941176470588,
"10": 0.5253731343283582
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.5420250563850458,
"avgForwardReturns": {
"1": -0.0017705100383268203,
"5": -0.008299885699070064,
"10": -0.022335897858930753
},
"shadowMaxDrawdown": -0.16962775214282932,
"shadowTotalReturn": -0.10698586532388077,
"avgForwardReturn1D": -0.0017705100383268203,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 55,
"5": 55,
"10": 55
},
"baselineAvgForwardReturns": {
"1": 0.00008675404550338878,
"5": 0.0006197741919248068,
"10": 0.000656524185698745
}
},
{
"topN": 2,
"ticker": "AIG",
"hitRates": {
"1": 0.4594594594594595,
"5": 0.4583333333333333,
"10": 0.35714285714285715
},
"hitRate1D": 0.4594594594594595,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.062407047247182434,
"eligibleDays": 368,
"fitnessScore": -0.24612029331370813,
"lookbackDays": 21,
"returnLift1D": -0.0019763269345915557,
"hitRateLift1D": -0.064997062279671,
"portfolioSize": 2,
"activationRate": 0.20108695652173914,
"activationCount": 74,
"baselineHitRates": {
"1": 0.5244565217391305,
"5": 0.5494505494505495,
"10": 0.5571030640668524
},
"sampleConfidence": 0.9945945945945946,
"shadowSharpeLike": -0.6821966497299896,
"avgForwardReturns": {
"1": -0.00157733545282188,
"5": -0.010563269803363194,
"10": -0.025090427352393224
},
"shadowMaxDrawdown": -0.21468345996785598,
"shadowTotalReturn": -0.1327453495652242,
"avgForwardReturn1D": -0.00157733545282188,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-25",
"2025-02-26",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07",
"2025-03-10",
"2025-03-11"
],
"horizonObservationCounts": {
"1": 74,
"5": 72,
"10": 70
},
"baselineAvgForwardReturns": {
"1": 0.0003989914817696756,
"5": 0.0020358745436301028,
"10": 0.00359668598762334
}
},
{
"topN": 3,
"ticker": "AIG",
"hitRates": {
"1": 0.46534653465346537,
"5": 0.42857142857142855,
"10": 0.41237113402061853
},
"hitRate1D": 0.46534653465346537,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.05517275902671953,
"eligibleDays": 375,
"fitnessScore": -0.27491720751135834,
"lookbackDays": 14,
"returnLift1D": -0.0018712061882756926,
"hitRateLift1D": -0.05732013201320124,
"portfolioSize": 3,
"activationRate": 0.2693333333333333,
"activationCount": 101,
"baselineHitRates": {
"1": 0.5226666666666666,
"5": 0.5444743935309974,
"10": 0.5601092896174863
},
"sampleConfidence": 0.9953795379537954,
"shadowSharpeLike": -0.8821472859150534,
"avgForwardReturns": {
"1": -0.0015313293643227862,
"5": -0.008636041689649133,
"10": -0.01809507284384145
},
"shadowMaxDrawdown": -0.2595173216768981,
"shadowTotalReturn": -0.17527353730346573,
"avgForwardReturn1D": -0.0015313293643227862,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-30",
"2025-01-31",
"2025-02-13",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04"
],
"horizonObservationCounts": {
"1": 101,
"5": 98,
"10": 97
},
"baselineAvgForwardReturns": {
"1": 0.00033987682395290647,
"5": 0.001763367012878601,
"10": 0.003665132548931826
}
},
{
"topN": 4,
"ticker": "AIG",
"hitRates": {
"1": 0.5108695652173914,
"5": 0.48863636363636365,
"10": 0.4457831325301205
},
"hitRate1D": 0.5108695652173914,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.048527368591408736,
"eligibleDays": 359,
"fitnessScore": -0.3046942562722798,
"lookbackDays": 30,
"returnLift1D": -0.0026405561110807436,
"hitRateLift1D": -0.010021799685115629,
"portfolioSize": 4,
"activationRate": 0.2562674094707521,
"activationCount": 92,
"baselineHitRates": {
"1": 0.520891364902507,
"5": 0.5464788732394367,
"10": 0.5457142857142857
},
"sampleConfidence": 0.9905797101449276,
"shadowSharpeLike": -0.9811426783944031,
"avgForwardReturns": {
"1": -0.002280441058663351,
"5": -0.007425108849250562,
"10": -0.017524592934690632
},
"shadowMaxDrawdown": -0.32741573123204404,
"shadowTotalReturn": -0.21304033406989353,
"avgForwardReturn1D": -0.002280441058663351,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07"
],
"horizonObservationCounts": {
"1": 92,
"5": 88,
"10": 83
},
"baselineAvgForwardReturns": {
"1": 0.0003601150524173927,
"5": 0.0017207011109982098,
"10": 0.002573275645702787
}
},
{
"topN": 5,
"ticker": "AIG",
"hitRates": {
"1": 0.5108695652173914,
"5": 0.48863636363636365,
"10": 0.4457831325301205
},
"hitRate1D": 0.5108695652173914,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.048527368591408736,
"eligibleDays": 359,
"fitnessScore": -0.3046942562722798,
"lookbackDays": 30,
"returnLift1D": -0.0026405561110807436,
"hitRateLift1D": -0.010021799685115629,
"portfolioSize": 5,
"activationRate": 0.2562674094707521,
"activationCount": 92,
"baselineHitRates": {
"1": 0.520891364902507,
"5": 0.5464788732394367,
"10": 0.5457142857142857
},
"sampleConfidence": 0.9905797101449276,
"shadowSharpeLike": -0.9811426783944031,
"avgForwardReturns": {
"1": -0.002280441058663351,
"5": -0.007425108849250562,
"10": -0.017524592934690632
},
"shadowMaxDrawdown": -0.32741573123204404,
"shadowTotalReturn": -0.21304033406989353,
"avgForwardReturn1D": -0.002280441058663351,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07"
],
"horizonObservationCounts": {
"1": 92,
"5": 88,
"10": 83
},
"baselineAvgForwardReturns": {
"1": 0.0003601150524173927,
"5": 0.0017207011109982098,
"10": 0.002573275645702787
}
},
{
"topN": 2,
"ticker": "AIG",
"hitRates": {
"1": 0.4567901234567901,
"5": 0.44871794871794873,
"10": 0.42857142857142855
},
"hitRate1D": 0.4567901234567901,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.04662057348050511,
"eligibleDays": 375,
"fitnessScore": -0.3139536263298125,
"lookbackDays": 14,
"returnLift1D": -0.00224511139366206,
"hitRateLift1D": -0.06587654320987651,
"portfolioSize": 2,
"activationRate": 0.216,
"activationCount": 81,
"baselineHitRates": {
"1": 0.5226666666666666,
"5": 0.5444743935309974,
"10": 0.5601092896174863
},
"sampleConfidence": 0.994238683127572,
"shadowSharpeLike": -0.9332044905456444,
"avgForwardReturns": {
"1": -0.0019052345697091536,
"5": -0.008743774594757411,
"10": -0.01865317808293219
},
"shadowMaxDrawdown": -0.24737940491274035,
"shadowTotalReturn": -0.17093593974315358,
"avgForwardReturn1D": -0.0019052345697091536,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-30",
"2025-02-13",
"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": 81,
"5": 78,
"10": 77
},
"baselineAvgForwardReturns": {
"1": 0.00033987682395290647,
"5": 0.001763367012878601,
"10": 0.003665132548931826
}
},
{
"topN": 4,
"ticker": "AIG",
"hitRates": {
"1": 0.47580645161290325,
"5": 0.4083333333333333,
"10": 0.3565217391304348
},
"hitRate1D": 0.47580645161290325,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.044755862345653104,
"eligibleDays": 368,
"fitnessScore": -0.32336379243200036,
"lookbackDays": 21,
"returnLift1D": -0.002202467600252025,
"hitRateLift1D": -0.04865007012622724,
"portfolioSize": 4,
"activationRate": 0.33695652173913043,
"activationCount": 124,
"baselineHitRates": {
"1": 0.5244565217391305,
"5": 0.5494505494505495,
"10": 0.5571030640668524
},
"sampleConfidence": 0.9930107526881721,
"shadowSharpeLike": -0.9965877080896932,
"avgForwardReturns": {
"1": -0.0018034761184823494,
"5": -0.010200212694761587,
"10": -0.019866384922940097
},
"shadowMaxDrawdown": -0.3315621258641568,
"shadowTotalReturn": -0.23016580512607698,
"avgForwardReturn1D": -0.0018034761184823494,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 124,
"5": 120,
"10": 115
},
"baselineAvgForwardReturns": {
"1": 0.0003989914817696756,
"5": 0.0020358745436301028,
"10": 0.00359668598762334
}
},
{
"topN": 5,
"ticker": "AIG",
"hitRates": {
"1": 0.47580645161290325,
"5": 0.4083333333333333,
"10": 0.3565217391304348
},
"hitRate1D": 0.47580645161290325,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.044755862345653104,
"eligibleDays": 368,
"fitnessScore": -0.32336379243200036,
"lookbackDays": 21,
"returnLift1D": -0.002202467600252025,
"hitRateLift1D": -0.04865007012622724,
"portfolioSize": 5,
"activationRate": 0.33695652173913043,
"activationCount": 124,
"baselineHitRates": {
"1": 0.5244565217391305,
"5": 0.5494505494505495,
"10": 0.5571030640668524
},
"sampleConfidence": 0.9930107526881721,
"shadowSharpeLike": -0.9965877080896932,
"avgForwardReturns": {
"1": -0.0018034761184823494,
"5": -0.010200212694761587,
"10": -0.019866384922940097
},
"shadowMaxDrawdown": -0.3315621258641568,
"shadowTotalReturn": -0.23016580512607698,
"avgForwardReturn1D": -0.0018034761184823494,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 124,
"5": 120,
"10": 115
},
"baselineAvgForwardReturns": {
"1": 0.0003989914817696756,
"5": 0.0020358745436301028,
"10": 0.00359668598762334
}
},
{
"topN": 2,
"ticker": "AIG",
"hitRates": {
"1": 0.4838709677419355,
"5": 0.5689655172413793,
"10": 0.4642857142857143
},
"hitRate1D": 0.4838709677419355,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.042471022977421204,
"eligibleDays": 359,
"fitnessScore": -0.3354174695964525,
"lookbackDays": 30,
"returnLift1D": -0.003101792422011871,
"hitRateLift1D": -0.03702039716057148,
"portfolioSize": 2,
"activationRate": 0.17270194986072424,
"activationCount": 62,
"baselineHitRates": {
"1": 0.520891364902507,
"5": 0.5464788732394367,
"10": 0.5457142857142857
},
"sampleConfidence": 0.989247311827957,
"shadowSharpeLike": -0.950315222903731,
"avgForwardReturns": {
"1": -0.0027416773695944784,
"5": -0.007934744904511286,
"10": -0.023770328239579728
},
"shadowMaxDrawdown": -0.28385593415563337,
"shadowTotalReturn": -0.17686760094374276,
"avgForwardReturn1D": -0.0027416773695944784,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-04",
"2025-03-05",
"2025-03-06",
"2025-03-07"
],
"horizonObservationCounts": {
"1": 62,
"5": 58,
"10": 56
},
"baselineAvgForwardReturns": {
"1": 0.0003601150524173927,
"5": 0.0017207011109982098,
"10": 0.002573275645702787
}
},
{
"topN": 3,
"ticker": "AIG",
"hitRates": {
"1": 0.4639175257731959,
"5": 0.425531914893617,
"10": 0.34444444444444444
},
"hitRate1D": 0.4639175257731959,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.0327267813874987,
"eligibleDays": 368,
"fitnessScore": -0.39498319559001,
"lookbackDays": 21,
"returnLift1D": -0.0026780820051160985,
"hitRateLift1D": -0.060538995965934594,
"portfolioSize": 3,
"activationRate": 0.26358695652173914,
"activationCount": 97,
"baselineHitRates": {
"1": 0.5244565217391305,
"5": 0.5494505494505495,
"10": 0.5571030640668524
},
"sampleConfidence": 0.993127147766323,
"shadowSharpeLike": -1.0925410569974758,
"avgForwardReturns": {
"1": -0.0022790905233464227,
"5": -0.010809676129349355,
"10": -0.022518402108202513
},
"shadowMaxDrawdown": -0.3443828337728646,
"shadowTotalReturn": -0.22840954764010046,
"avgForwardReturn1D": -0.0022790905233464227,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"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": 97,
"5": 94,
"10": 90
},
"baselineAvgForwardReturns": {
"1": 0.0003989914817696756,
"5": 0.0020358745436301028,
"10": 0.00359668598762334
}
}
],
"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": 0.08726590265534867,
"fitnessScore": -0.16644665329945532,
"lookbackDays": 14,
"returnLift1D": -0.0013534190609245933,
"activationRate": 0.336,
"activationCount": 126,
"sampleConfidence": 0.9947089947089948,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.15951876081166072,
"avgForwardReturn1D": -0.001013542236971687
},
{
"comboQuality": 0.062407047247182434,
"fitnessScore": -0.24612029331370813,
"lookbackDays": 21,
"returnLift1D": -0.0019763269345915557,
"activationRate": 0.20108695652173914,
"activationCount": 74,
"sampleConfidence": 0.9945945945945946,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.1327453495652242,
"avgForwardReturn1D": -0.00157733545282188
},
{
"comboQuality": 0.0962950548997657,
"fitnessScore": -0.14259890954029153,
"lookbackDays": 30,
"returnLift1D": -0.001673015658937353,
"activationRate": 0.2395543175487465,
"activationCount": 86,
"sampleConfidence": 0.9899224806201551,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.1299834969049598,
"avgForwardReturn1D": -0.0013129006065199602
},
{
"comboQuality": 0.09960920009022144,
"fitnessScore": -0.134346359307959,
"lookbackDays": 45,
"returnLift1D": -0.0012462513748399946,
"activationRate": 0.20930232558139536,
"activationCount": 72,
"sampleConfidence": 0.9944444444444445,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.09755669788934263,
"avgForwardReturn1D": -0.001159497329336606
},
{
"comboQuality": 0.17153650128366674,
"fitnessScore": 0.0035491261338373853,
"lookbackDays": 63,
"returnLift1D": -0.00014065670020908536,
"activationRate": 0.18098159509202455,
"activationCount": 59,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.027169549988014796,
"avgForwardReturn1D": -0.00022520488863378476
}
],
"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": "41d6b526daf111bffddd1557eb688c6db77afa4ebf8f68785f7e0cf4af1a4108",
"size": 13,
"members": [
"AIG",
"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."
}