Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"AMCR"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "AMCR",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 5,
"ticker": "AMCR",
"hitRates": {
"1": 0.5192307692307693,
"5": 0.51,
"10": 0.4421052631578947
},
"hitRate1D": 0.5192307692307693,
"comboQuality": 0.23532723714660364,
"eligibleDays": 330,
"fitnessScore": 0.09073639378930497,
"lookbackDays": 30,
"returnLift1D": 0.000041700815941713,
"hitRateLift1D": 0.03898760813654434,
"activationRate": 0.3181818181818182,
"activationCount": 105,
"baselineHitRates": {
"1": 0.48024316109422494,
"5": 0.5230769230769231,
"10": 0.478125
},
"sampleConfidence": 0.98984126984127,
"shadowSharpeLike": -0.09117581064371633,
"avgForwardReturns": {
"1": -0.00002471156817861945,
"5": -0.00441475118930827,
"10": -0.010219606879115507
},
"shadowMaxDrawdown": -0.1562541737051134,
"shadowTotalReturn": -0.03000575811431816,
"avgForwardReturn1D": -0.00002471156817861945,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-29",
"2025-07-03",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-16",
"2025-07-17"
],
"horizonObservationCounts": {
"1": 104,
"5": 100,
"10": 95
},
"baselineAvgForwardReturns": {
"1": -0.00006641238412033245,
"5": -0.00008058889386004656,
"10": 0.0006417536509251292
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.23532723714660364,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.07870959116043096,
"bestRawFitnessScore": 0.09073639378930497,
"upperQuartileComboQuality": 0.1314054883099742
},
"algorithmFit": {
"label": "poor",
"score": 0.1284237601815231,
"rawScore": 0.14013208769599086,
"confidence": 0.8328958383911561,
"bestProfile": {
"topN": 5,
"lookbackDays": 30
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
5
],
"lookbackDays": [
30
]
},
"parameterStability": 0.20248896791167192,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 5,
"ticker": "AMCR",
"hitRates": {
"1": 0.5192307692307693,
"5": 0.51,
"10": 0.4421052631578947
},
"hitRate1D": 0.5192307692307693,
"comboQuality": 0.23532723714660364,
"eligibleDays": 330,
"fitnessScore": 0.09073639378930497,
"lookbackDays": 30,
"returnLift1D": 0.000041700815941713,
"hitRateLift1D": 0.03898760813654434,
"activationRate": 0.3181818181818182,
"activationCount": 105,
"baselineHitRates": {
"1": 0.48024316109422494,
"5": 0.5230769230769231,
"10": 0.478125
},
"sampleConfidence": 0.98984126984127,
"shadowSharpeLike": -0.09117581064371633,
"avgForwardReturns": {
"1": -0.00002471156817861945,
"5": -0.00441475118930827,
"10": -0.010219606879115507
},
"shadowMaxDrawdown": -0.1562541737051134,
"shadowTotalReturn": -0.03000575811431816,
"avgForwardReturn1D": -0.00002471156817861945,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-29",
"2025-07-03",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-16",
"2025-07-17"
],
"horizonObservationCounts": {
"1": 104,
"5": 100,
"10": 95
},
"baselineAvgForwardReturns": {
"1": -0.00006641238412033245,
"5": -0.00008058889386004656,
"10": 0.0006417536509251292
}
},
{
"topN": 2,
"ticker": "AMCR",
"hitRates": {
"1": 0.5423728813559322,
"5": 0.559322033898305,
"10": 0.47368421052631576
},
"hitRate1D": 0.5423728813559322,
"comboQuality": 0.2340675430267642,
"eligibleDays": 352,
"fitnessScore": 0.08919346049956223,
"lookbackDays": 14,
"returnLift1D": 0.0003890423794167103,
"hitRateLift1D": 0.06523002421307506,
"activationRate": 0.16761363636363635,
"activationCount": 59,
"baselineHitRates": {
"1": 0.47714285714285715,
"5": 0.5202312138728323,
"10": 0.4678362573099415
},
"sampleConfidence": 0.9977401129943504,
"shadowSharpeLike": -0.023032944019965213,
"avgForwardReturns": {
"1": 0.00017780468849544695,
"5": 0.00045081725941785515,
"10": -0.0032034309310295978
},
"shadowMaxDrawdown": -0.11487306809400055,
"shadowTotalReturn": -0.01178889014135931,
"avgForwardReturn1D": 0.00017780468849544695,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-11",
"2025-07-03",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16"
],
"horizonObservationCounts": {
"1": 59,
"5": 59,
"10": 57
},
"baselineAvgForwardReturns": {
"1": -0.00021123769092126337,
"5": -0.00039583285301469576,
"10": -0.0009033864724435727
}
},
{
"topN": 4,
"ticker": "AMCR",
"hitRates": {
"1": 0.49514563106796117,
"5": 0.47474747474747475,
"10": 0.43617021276595747
},
"hitRate1D": 0.49514563106796117,
"comboQuality": 0.18701554559228795,
"eligibleDays": 339,
"fitnessScore": 0.02670554649900198,
"lookbackDays": 21,
"returnLift1D": -0.00004565088273720313,
"hitRateLift1D": 0.015855690239558795,
"activationRate": 0.30678466076696165,
"activationCount": 104,
"baselineHitRates": {
"1": 0.47928994082840237,
"5": 0.5209580838323353,
"10": 0.46504559270516715
},
"sampleConfidence": 0.9897435897435898,
"shadowSharpeLike": -0.12486149176876177,
"avgForwardReturns": {
"1": -0.00017393227800254887,
"5": -0.007237216702301379,
"10": -0.006553206846843702
},
"shadowMaxDrawdown": -0.1539505753342163,
"shadowTotalReturn": -0.05151607849006101,
"avgForwardReturn1D": -0.00017393227800254887,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-04-15",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-07-02",
"2025-07-03"
],
"horizonObservationCounts": {
"1": 103,
"5": 99,
"10": 94
},
"baselineAvgForwardReturns": {
"1": -0.00012828139526534574,
"5": -0.00018282250943860704,
"10": -0.0005176133456461237
}
},
{
"topN": 4,
"ticker": "AMCR",
"hitRates": {
"1": 0.5,
"5": 0.475,
"10": 0.38666666666666666
},
"hitRate1D": 0.5,
"comboQuality": 0.16704049520379813,
"eligibleDays": 330,
"fitnessScore": -0.003484726765086635,
"lookbackDays": 30,
"returnLift1D": -0.0003524767165673034,
"hitRateLift1D": 0.019756838905775065,
"activationRate": 0.25757575757575757,
"activationCount": 85,
"baselineHitRates": {
"1": 0.48024316109422494,
"5": 0.5230769230769231,
"10": 0.478125
},
"sampleConfidence": 0.987450980392157,
"shadowSharpeLike": -0.2885539329281206,
"avgForwardReturns": {
"1": -0.00041888910068763583,
"5": -0.009176510793189107,
"10": -0.015668085574588635
},
"shadowMaxDrawdown": -0.1294905502015017,
"shadowTotalReturn": -0.05920594053948269,
"avgForwardReturn1D": -0.00041888910068763583,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-07-03",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-07-24",
"2025-07-25",
"2025-08-08",
"2025-08-11"
],
"horizonObservationCounts": {
"1": 84,
"5": 80,
"10": 75
},
"baselineAvgForwardReturns": {
"1": -0.00006641238412033245,
"5": -0.00008058889386004656,
"10": 0.0006417536509251292
}
},
{
"topN": 3,
"ticker": "AMCR",
"hitRates": {
"1": 0.5,
"5": 0.4666666666666667,
"10": 0.34545454545454546
},
"hitRate1D": 0.5,
"comboQuality": 0.13618696924836854,
"eligibleDays": 330,
"fitnessScore": -0.05641207866788145,
"lookbackDays": 30,
"returnLift1D": -0.000747044266138031,
"hitRateLift1D": 0.019756838905775065,
"activationRate": 0.19696969696969696,
"activationCount": 65,
"baselineHitRates": {
"1": 0.48024316109422494,
"5": 0.5230769230769231,
"10": 0.478125
},
"sampleConfidence": 0.9835897435897436,
"shadowSharpeLike": -0.40104277009338746,
"avgForwardReturns": {
"1": -0.0008134566502583634,
"5": -0.009866312966700987,
"10": -0.024583250327226344
},
"shadowMaxDrawdown": -0.12532185102646975,
"shadowTotalReturn": -0.06938675465857169,
"avgForwardReturn1D": -0.0008134566502583634,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-08",
"2025-07-09",
"2025-08-12",
"2025-11-12",
"2025-11-14",
"2025-11-17",
"2025-11-18",
"2025-11-19",
"2025-11-20",
"2025-11-21"
],
"horizonObservationCounts": {
"1": 64,
"5": 60,
"10": 55
},
"baselineAvgForwardReturns": {
"1": -0.00006641238412033245,
"5": -0.00008058889386004656,
"10": 0.0006417536509251292
}
},
{
"topN": 3,
"ticker": "AMCR",
"hitRates": {
"1": 0.4883720930232558,
"5": 0.5647058823529412,
"10": 0.47619047619047616
},
"hitRate1D": 0.4883720930232558,
"comboQuality": 0.12981166133050942,
"eligibleDays": 352,
"fitnessScore": -0.0685775062602686,
"lookbackDays": 14,
"returnLift1D": -0.000330797889621494,
"hitRateLift1D": 0.011229235880398647,
"activationRate": 0.24431818181818182,
"activationCount": 86,
"baselineHitRates": {
"1": 0.47714285714285715,
"5": 0.5202312138728323,
"10": 0.4678362573099415
},
"sampleConfidence": 0.9976744186046512,
"shadowSharpeLike": -0.3963149469804321,
"avgForwardReturns": {
"1": -0.0005420355805427574,
"5": 0.0018183230189820925,
"10": -0.0030745549794509706
},
"shadowMaxDrawdown": -0.1713773241253349,
"shadowTotalReturn": -0.0763197983455941,
"avgForwardReturn1D": -0.0005420355805427574,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-03-10",
"2025-03-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 86,
"5": 85,
"10": 84
},
"baselineAvgForwardReturns": {
"1": -0.00021123769092126337,
"5": -0.00039583285301469576,
"10": -0.0009033864724435727
}
},
{
"topN": 5,
"ticker": "AMCR",
"hitRates": {
"1": 0.4827586206896552,
"5": 0.5826086956521739,
"10": 0.5357142857142857
},
"hitRate1D": 0.4827586206896552,
"comboQuality": 0.1288505203980923,
"eligibleDays": 352,
"fitnessScore": -0.07045533301627031,
"lookbackDays": 14,
"returnLift1D": -0.00034095924377958116,
"hitRateLift1D": 0.005615763546798047,
"activationRate": 0.33238636363636365,
"activationCount": 117,
"baselineHitRates": {
"1": 0.47714285714285715,
"5": 0.5202312138728323,
"10": 0.4678362573099415
},
"sampleConfidence": 0.9954415954415955,
"shadowSharpeLike": -0.40946061287633717,
"avgForwardReturns": {
"1": -0.0005521969347008445,
"5": 0.0034499848702171884,
"10": 0.004966632858497617
},
"shadowMaxDrawdown": -0.20804522214956755,
"shadowTotalReturn": -0.09944626008605195,
"avgForwardReturn1D": -0.0005521969347008445,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-19"
],
"horizonObservationCounts": {
"1": 116,
"5": 115,
"10": 112
},
"baselineAvgForwardReturns": {
"1": -0.00021123769092126337,
"5": -0.00039583285301469576,
"10": -0.0009033864724435727
}
},
{
"topN": 5,
"ticker": "AMCR",
"hitRates": {
"1": 0.4909090909090909,
"5": 0.5192307692307693,
"10": 0.48936170212765956
},
"hitRate1D": 0.4909090909090909,
"comboQuality": 0.11591415566873349,
"eligibleDays": 297,
"fitnessScore": -0.09697494315976363,
"lookbackDays": 63,
"returnLift1D": -0.0010603946714356262,
"hitRateLift1D": 0.004422604422604393,
"activationRate": 0.18855218855218855,
"activationCount": 56,
"baselineHitRates": {
"1": 0.4864864864864865,
"5": 0.523972602739726,
"10": 0.4912891986062718
},
"sampleConfidence": 0.9833333333333334,
"shadowSharpeLike": -0.3387614084581315,
"avgForwardReturns": {
"1": -0.001067252810818453,
"5": -0.0057812793775897315,
"10": -0.011113712918334564
},
"shadowMaxDrawdown": -0.13987002363727652,
"shadowTotalReturn": -0.08501337382467689,
"avgForwardReturn1D": -0.001067252810818453,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-13",
"2025-08-14",
"2025-12-18",
"2025-12-22",
"2025-12-23",
"2025-12-30",
"2025-12-31",
"2026-01-05",
"2026-01-06",
"2026-01-07"
],
"horizonObservationCounts": {
"1": 55,
"5": 52,
"10": 47
},
"baselineAvgForwardReturns": {
"1": -0.0000068581393828269536,
"5": 0.0003717321739223436,
"10": 0.0007796636669876872
}
},
{
"topN": 2,
"ticker": "AMCR",
"hitRates": {
"1": 0.48,
"5": 0.5,
"10": 0.2682926829268293
},
"hitRate1D": 0.48,
"comboQuality": 0.11275690123183342,
"eligibleDays": 330,
"fitnessScore": -0.10383466226894413,
"lookbackDays": 30,
"returnLift1D": -0.0011364755377934698,
"hitRateLift1D": -0.0002431610942249529,
"activationRate": 0.15454545454545454,
"activationCount": 51,
"baselineHitRates": {
"1": 0.48024316109422494,
"5": 0.5230769230769231,
"10": 0.478125
},
"sampleConfidence": 0.9790849673202615,
"shadowSharpeLike": -0.48993955933873784,
"avgForwardReturns": {
"1": -0.0012028879219138022,
"5": -0.008219397276651996,
"10": -0.0330163149862701
},
"shadowMaxDrawdown": -0.0933649034108025,
"shadowTotalReturn": -0.06997097420766418,
"avgForwardReturn1D": -0.0012028879219138022,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-11-14",
"2025-11-17",
"2025-11-18",
"2025-11-19",
"2025-11-20",
"2025-11-21",
"2025-11-24",
"2025-11-25",
"2025-11-26",
"2025-11-28"
],
"horizonObservationCounts": {
"1": 50,
"5": 46,
"10": 41
},
"baselineAvgForwardReturns": {
"1": -0.00006641238412033245,
"5": -0.00008058889386004656,
"10": 0.0006417536509251292
}
},
{
"topN": 2,
"ticker": "AMCR",
"hitRates": {
"1": 0.484375,
"5": 0.45161290322580644,
"10": 0.3508771929824561
},
"hitRate1D": 0.484375,
"comboQuality": 0.08419345895802734,
"eligibleDays": 339,
"fitnessScore": -0.17507133997687793,
"lookbackDays": 21,
"returnLift1D": -0.0013542072159358765,
"hitRateLift1D": 0.005085059171597628,
"activationRate": 0.1887905604719764,
"activationCount": 64,
"baselineHitRates": {
"1": 0.47928994082840237,
"5": 0.5209580838323353,
"10": 0.46504559270516715
},
"sampleConfidence": 0.9906250000000001,
"shadowSharpeLike": -0.5305011989182944,
"avgForwardReturns": {
"1": -0.0014824886112012221,
"5": -0.009491934476367496,
"10": -0.022666016535725978
},
"shadowMaxDrawdown": -0.18648947713687847,
"shadowTotalReturn": -0.11650771015514139,
"avgForwardReturn1D": -0.0014824886112012221,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-22",
"2025-04-23",
"2025-07-09",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-07-30",
"2025-08-14",
"2025-11-07"
],
"horizonObservationCounts": {
"1": 64,
"5": 62,
"10": 57
},
"baselineAvgForwardReturns": {
"1": -0.00012828139526534574,
"5": -0.00018282250943860704,
"10": -0.0005176133456461237
}
},
{
"topN": 3,
"ticker": "AMCR",
"hitRates": {
"1": 0.4583333333333333,
"5": 0.4090909090909091,
"10": 0.2682926829268293
},
"hitRate1D": 0.4583333333333333,
"comboQuality": 0.07322572336283457,
"eligibleDays": 315,
"fitnessScore": -0.20839591848586494,
"lookbackDays": 45,
"returnLift1D": -0.0018798886920742338,
"hitRateLift1D": -0.025743099787685797,
"activationRate": 0.15555555555555556,
"activationCount": 49,
"baselineHitRates": {
"1": 0.4840764331210191,
"5": 0.5161290322580645,
"10": 0.4819672131147541
},
"sampleConfidence": 0.980952380952381,
"shadowSharpeLike": -0.7507038583822354,
"avgForwardReturns": {
"1": -0.0019199710744606524,
"5": -0.012833533971079862,
"10": -0.036429645772296286
},
"shadowMaxDrawdown": -0.13469003719556272,
"shadowTotalReturn": -0.10125607394374692,
"avgForwardReturn1D": -0.0019199710744606524,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-11-24",
"2025-11-25",
"2025-11-26",
"2025-11-28",
"2025-12-01",
"2025-12-02",
"2025-12-03",
"2025-12-04",
"2025-12-12",
"2025-12-18"
],
"horizonObservationCounts": {
"1": 48,
"5": 44,
"10": 41
},
"baselineAvgForwardReturns": {
"1": -0.00004008238238641873,
"5": -0.00011022439445980853,
"10": 0.00017861987902333161
}
},
{
"topN": 4,
"ticker": "AMCR",
"hitRates": {
"1": 0.47572815533980584,
"5": 0.5643564356435643,
"10": 0.5151515151515151
},
"hitRate1D": 0.47572815533980584,
"comboQuality": 0.06677153426995908,
"eligibleDays": 352,
"fitnessScore": -0.23022210113946298,
"lookbackDays": 14,
"returnLift1D": -0.0012395692444066326,
"hitRateLift1D": -0.0014147018030513103,
"activationRate": 0.29261363636363635,
"activationCount": 103,
"baselineHitRates": {
"1": 0.47714285714285715,
"5": 0.5202312138728323,
"10": 0.4678362573099415
},
"sampleConfidence": 0.996116504854369,
"shadowSharpeLike": -0.8605859882929455,
"avgForwardReturns": {
"1": -0.0014508069353278959,
"5": 0.0024010619228069267,
"10": 0.0020066553856103986
},
"shadowMaxDrawdown": -0.24163327769941534,
"shadowTotalReturn": -0.17153509517009147,
"avgForwardReturn1D": -0.0014508069353278959,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-04-14",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 103,
"5": 101,
"10": 99
},
"baselineAvgForwardReturns": {
"1": -0.00021123769092126337,
"5": -0.00039583285301469576,
"10": -0.0009033864724435727
}
},
{
"topN": 3,
"ticker": "AMCR",
"hitRates": {
"1": 0.4666666666666667,
"5": 0.46511627906976744,
"10": 0.41975308641975306
},
"hitRate1D": 0.4666666666666667,
"comboQuality": 0.06255360571891298,
"eligibleDays": 339,
"fitnessScore": -0.24556985315046237,
"lookbackDays": 21,
"returnLift1D": -0.0015421971445944037,
"hitRateLift1D": -0.012623274161735698,
"activationRate": 0.26548672566371684,
"activationCount": 90,
"baselineHitRates": {
"1": 0.47928994082840237,
"5": 0.5209580838323353,
"10": 0.46504559270516715
},
"sampleConfidence": 0.9903703703703705,
"shadowSharpeLike": -0.7484667239891045,
"avgForwardReturns": {
"1": -0.0016704785398597493,
"5": -0.009069475509018425,
"10": -0.01285525171248221
},
"shadowMaxDrawdown": -0.2319925493731343,
"shadowTotalReturn": -0.16715481222926876,
"avgForwardReturn1D": -0.0016704785398597493,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-07-03",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11"
],
"horizonObservationCounts": {
"1": 90,
"5": 86,
"10": 81
},
"baselineAvgForwardReturns": {
"1": -0.00012828139526534574,
"5": -0.00018282250943860704,
"10": -0.0005176133456461237
}
},
{
"topN": 5,
"ticker": "AMCR",
"hitRates": {
"1": 0.4830508474576271,
"5": 0.4649122807017544,
"10": 0.44036697247706424
},
"hitRate1D": 0.4830508474576271,
"comboQuality": 0.06017808177938294,
"eligibleDays": 339,
"fitnessScore": -0.2546440867809048,
"lookbackDays": 21,
"returnLift1D": -0.001584697585202663,
"hitRateLift1D": 0.003760906629224736,
"activationRate": 0.35103244837758113,
"activationCount": 119,
"baselineHitRates": {
"1": 0.47928994082840237,
"5": 0.5209580838323353,
"10": 0.46504559270516715
},
"sampleConfidence": 0.9910364145658264,
"shadowSharpeLike": -0.7942862243179963,
"avgForwardReturns": {
"1": -0.0017129789804680086,
"5": -0.009537540080728513,
"10": -0.009091192679830338
},
"shadowMaxDrawdown": -0.27868526175571373,
"shadowTotalReturn": -0.21824202134389525,
"avgForwardReturn1D": -0.0017129789804680086,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-04-15",
"2025-04-17",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 118,
"5": 114,
"10": 109
},
"baselineAvgForwardReturns": {
"1": -0.00012828139526534574,
"5": -0.00018282250943860704,
"10": -0.0005176133456461237
}
},
{
"topN": 4,
"ticker": "AMCR",
"hitRates": {
"1": 0.45454545454545453,
"5": 0.59375,
"10": 0.5333333333333333
},
"hitRate1D": 0.45454545454545453,
"comboQuality": 0.05078915461001681,
"eligibleDays": 297,
"fitnessScore": -0.2941485843001162,
"lookbackDays": 63,
"returnLift1D": -0.003398378912270027,
"hitRateLift1D": -0.03194103194103198,
"activationRate": 0.11447811447811448,
"activationCount": 34,
"baselineHitRates": {
"1": 0.4864864864864865,
"5": 0.523972602739726,
"10": 0.4912891986062718
},
"sampleConfidence": 0.9862745098039216,
"shadowSharpeLike": -0.6425588772618773,
"avgForwardReturns": {
"1": -0.003405237051652854,
"5": 0.0021943165191530313,
"10": 0.0015773463961436826
},
"shadowMaxDrawdown": -0.14745453468166458,
"shadowTotalReturn": -0.1318375190540899,
"avgForwardReturn1D": -0.003405237051652854,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-14",
"2025-12-22",
"2025-12-23",
"2025-12-30",
"2026-01-07",
"2026-01-08",
"2026-01-09",
"2026-01-27",
"2026-01-28",
"2026-01-30"
],
"horizonObservationCounts": {
"1": 33,
"5": 32,
"10": 30
},
"baselineAvgForwardReturns": {
"1": -0.0000068581393828269536,
"5": 0.0003717321739223436,
"10": 0.0007796636669876872
}
},
{
"topN": 4,
"ticker": "AMCR",
"hitRates": {
"1": 0.47540983606557374,
"5": 0.43859649122807015,
"10": 0.3269230769230769
},
"hitRate1D": 0.47540983606557374,
"comboQuality": 0.046155870909243425,
"eligibleDays": 315,
"fitnessScore": -0.3162647430800393,
"lookbackDays": 45,
"returnLift1D": -0.002914233144752374,
"hitRateLift1D": -0.008666597055445369,
"activationRate": 0.19682539682539682,
"activationCount": 62,
"baselineHitRates": {
"1": 0.4840764331210191,
"5": 0.5161290322580645,
"10": 0.4819672131147541
},
"sampleConfidence": 0.9827956989247313,
"shadowSharpeLike": -0.9839973027054364,
"avgForwardReturns": {
"1": -0.002954315527138793,
"5": -0.011580291130080037,
"10": -0.032522570963994586
},
"shadowMaxDrawdown": -0.2108704784673019,
"shadowTotalReturn": -0.18838795962831245,
"avgForwardReturn1D": -0.002954315527138793,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-08-08",
"2025-08-14",
"2025-11-24",
"2025-11-25",
"2025-11-26",
"2025-11-28",
"2025-12-01",
"2025-12-02"
],
"horizonObservationCounts": {
"1": 61,
"5": 57,
"10": 52
},
"baselineAvgForwardReturns": {
"1": -0.00004008238238641873,
"5": -0.00011022439445980853,
"10": 0.00017861987902333161
}
},
{
"topN": 5,
"ticker": "AMCR",
"hitRates": {
"1": 0.45,
"5": 0.4342105263157895,
"10": 0.323943661971831
},
"hitRate1D": 0.45,
"comboQuality": 0.04601005912077618,
"eligibleDays": 315,
"fitnessScore": -0.31699447718628143,
"lookbackDays": 45,
"returnLift1D": -0.0022981308188898394,
"hitRateLift1D": -0.0340764331210191,
"activationRate": 0.2571428571428571,
"activationCount": 81,
"baselineHitRates": {
"1": 0.4840764331210191,
"5": 0.5161290322580645,
"10": 0.4819672131147541
},
"sampleConfidence": 0.9868312757201647,
"shadowSharpeLike": -0.9863878166392094,
"avgForwardReturns": {
"1": -0.0023382132012762583,
"5": -0.015407970609774191,
"10": -0.02910273013417806
},
"shadowMaxDrawdown": -0.21448513177392425,
"shadowTotalReturn": -0.19380722823503682,
"avgForwardReturn1D": -0.0023382132012762583,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-07-18",
"2025-07-25",
"2025-07-28",
"2025-07-29",
"2025-07-30",
"2025-08-08",
"2025-08-11"
],
"horizonObservationCounts": {
"1": 80,
"5": 76,
"10": 71
},
"baselineAvgForwardReturns": {
"1": -0.00004008238238641873,
"5": -0.00011022439445980853,
"10": 0.00017861987902333161
}
},
{
"topN": 3,
"ticker": "AMCR",
"hitRates": {
"1": 0.3333333333333333,
"5": 0.6666666666666666,
"10": 0.5454545454545454
},
"hitRate1D": 0.3333333333333333,
"comboQuality": 0.035019400130171664,
"eligibleDays": 297,
"fitnessScore": -0.37956527600304085,
"lookbackDays": 63,
"returnLift1D": -0.004795595046085382,
"hitRateLift1D": -0.1531531531531532,
"activationRate": 0.04040404040404041,
"activationCount": 12,
"baselineHitRates": {
"1": 0.4864864864864865,
"5": 0.523972602739726,
"10": 0.4912891986062718
},
"sampleConfidence": 0.8704726125272604,
"shadowSharpeLike": -0.6420851444809393,
"avgForwardReturns": {
"1": -0.004802453185468208,
"5": 0.011133055214387797,
"10": 0.017157583613061543
},
"shadowMaxDrawdown": -0.08878347951778631,
"shadowTotalReturn": -0.06665145701549813,
"avgForwardReturn1D": -0.004802453185468208,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-01-07",
"2026-01-08",
"2026-01-09",
"2026-02-02",
"2026-02-05",
"2026-02-06",
"2026-02-11",
"2026-02-13",
"2026-07-06",
"2026-07-07"
],
"horizonObservationCounts": {
"1": 12,
"5": 12,
"10": 11
},
"baselineAvgForwardReturns": {
"1": -0.0000068581393828269536,
"5": 0.0003717321739223436,
"10": 0.0007796636669876872
}
},
{
"topN": 2,
"ticker": "AMCR",
"hitRates": {
"1": 0.375,
"5": 0.35,
"10": 0.15789473684210525
},
"hitRate1D": 0.375,
"comboQuality": 0.022355968524583967,
"eligibleDays": 315,
"fitnessScore": -0.4811715047448041,
"lookbackDays": 45,
"returnLift1D": -0.005250134485023119,
"hitRateLift1D": -0.10907643312101911,
"activationRate": 0.07936507936507936,
"activationCount": 25,
"baselineHitRates": {
"1": 0.4840764331210191,
"5": 0.5161290322580645,
"10": 0.4819672131147541
},
"sampleConfidence": 0.9680000000000001,
"shadowSharpeLike": -1.4733456320140255,
"avgForwardReturns": {
"1": -0.005290216867409538,
"5": -0.026359126217467343,
"10": -0.05560076872191686
},
"shadowMaxDrawdown": -0.13949620574308774,
"shadowTotalReturn": -0.12880367509948942,
"avgForwardReturn1D": -0.005290216867409538,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-11-26",
"2025-12-12",
"2025-12-18",
"2026-01-09",
"2026-02-13",
"2026-02-17",
"2026-02-18",
"2026-02-19",
"2026-02-20",
"2026-02-23"
],
"horizonObservationCounts": {
"1": 24,
"5": 20,
"10": 19
},
"baselineAvgForwardReturns": {
"1": -0.00004008238238641873,
"5": -0.00011022439445980853,
"10": 0.00017861987902333161
}
},
{
"topN": 2,
"ticker": "AMCR",
"hitRates": {
"1": 0,
"5": 1,
"10": 1
},
"hitRate1D": 0,
"comboQuality": 0.007735054645779702,
"eligibleDays": 297,
"fitnessScore": -0.7179300730764616,
"lookbackDays": 63,
"returnLift1D": -0.019474371600421935,
"hitRateLift1D": -0.4864864864864865,
"activationRate": 0.006734006734006734,
"activationCount": 2,
"baselineHitRates": {
"1": 0.4864864864864865,
"5": 0.523972602739726,
"10": 0.4912891986062718
},
"sampleConfidence": 0.6239252713092609,
"shadowSharpeLike": -1.0127964102541025,
"avgForwardReturns": {
"1": -0.019481229739804762,
"5": 0.025096251199164588,
"10": 0.020714305064331806
},
"shadowMaxDrawdown": -0.04081807219581557,
"shadowTotalReturn": -0.04081807219581557,
"avgForwardReturn1D": -0.019481229739804762,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-01-09",
"2026-02-05"
],
"horizonObservationCounts": {
"1": 2,
"5": 2,
"10": 2
},
"baselineAvgForwardReturns": {
"1": -0.0000068581393828269536,
"5": 0.0003717321739223436,
"10": 0.0007796636669876872
}
}
],
"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": 0.2340675430267642,
"fitnessScore": 0.08919346049956223,
"lookbackDays": 14,
"returnLift1D": 0.0003890423794167103,
"activationRate": 0.16761363636363635,
"activationCount": 59,
"sampleConfidence": 0.9977401129943504,
"shadowTotalReturn": -0.01178889014135931,
"avgForwardReturn1D": 0.00017780468849544695
},
{
"bestTopN": 4,
"comboQuality": 0.18701554559228795,
"fitnessScore": 0.02670554649900198,
"lookbackDays": 21,
"returnLift1D": -0.00004565088273720313,
"activationRate": 0.30678466076696165,
"activationCount": 104,
"sampleConfidence": 0.9897435897435898,
"shadowTotalReturn": -0.05151607849006101,
"avgForwardReturn1D": -0.00017393227800254887
},
{
"bestTopN": 5,
"comboQuality": 0.23532723714660364,
"fitnessScore": 0.09073639378930497,
"lookbackDays": 30,
"returnLift1D": 0.000041700815941713,
"activationRate": 0.3181818181818182,
"activationCount": 105,
"sampleConfidence": 0.98984126984127,
"shadowTotalReturn": -0.03000575811431816,
"avgForwardReturn1D": -0.00002471156817861945
},
{
"bestTopN": 3,
"comboQuality": 0.07322572336283457,
"fitnessScore": -0.20839591848586494,
"lookbackDays": 45,
"returnLift1D": -0.0018798886920742338,
"activationRate": 0.15555555555555556,
"activationCount": 49,
"sampleConfidence": 0.980952380952381,
"shadowTotalReturn": -0.10125607394374692,
"avgForwardReturn1D": -0.0019199710744606524
},
{
"bestTopN": 5,
"comboQuality": 0.11591415566873349,
"fitnessScore": -0.09697494315976363,
"lookbackDays": 63,
"returnLift1D": -0.0010603946714356262,
"activationRate": 0.18855218855218855,
"activationCount": 56,
"sampleConfidence": 0.9833333333333334,
"shadowTotalReturn": -0.08501337382467689,
"avgForwardReturn1D": -0.001067252810818453
}
],
"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": "2ba4dc55320e1f185baf2c8bded24af177f88a054d2fdb343d8ec38c17f2e6d9",
"size": 13,
"members": [
"AMCR",
"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",
"AMCR"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "AMCR",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "AMCR",
"hitRates": {
"1": 0.5396825396825397,
"5": 0.5396825396825397,
"10": 0.47540983606557374
},
"hitRate1D": 0.5396825396825397,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.20737710300380616,
"eligibleDays": 375,
"fitnessScore": 0.055022090559228486,
"lookbackDays": 14,
"returnLift1D": 5.128961086720254e-7,
"hitRateLift1D": 0.05968253968253967,
"portfolioSize": 2,
"activationRate": 0.168,
"activationCount": 63,
"baselineHitRates": {
"1": 0.48,
"5": 0.5202156334231806,
"10": 0.4726775956284153
},
"sampleConfidence": 0.9978835978835979,
"shadowSharpeLike": -0.11138238249853148,
"avgForwardReturns": {
"1": -0.00003130178595953412,
"5": -0.00022464251734935535,
"10": -0.0026971527622435365
},
"shadowMaxDrawdown": -0.12796522281296707,
"shadowTotalReturn": -0.026405791151715707,
"avgForwardReturn1D": -0.00003130178595953412,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-06",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-03-10",
"2025-03-11",
"2025-07-03",
"2025-07-08",
"2025-07-09",
"2025-07-10"
],
"horizonObservationCounts": {
"1": 63,
"5": 63,
"10": 61
},
"baselineAvgForwardReturns": {
"1": -0.000031814682068206145,
"5": -0.0001097298934935897,
"10": -0.0005548770664216739
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.20737710300380616,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.0738657790103653,
"bestRawFitnessScore": 0.055022090559228486,
"upperQuartileComboQuality": 0.16365054431554718
},
"algorithmFit": {
"label": "poor",
"score": 0.1645647641102519,
"rawScore": 0.1770636756751601,
"confidence": 0.8588201502397519,
"bestProfile": {
"lookbackDays": 14,
"portfolioSize": 2
},
"profileBreadth": 0,
"recommendedRegion": {
"lookbackDays": [
14
],
"portfolioSizes": [
2
]
},
"parameterStability": 0.3774908127077814,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "AMCR",
"hitRates": {
"1": 0.5396825396825397,
"5": 0.5396825396825397,
"10": 0.47540983606557374
},
"hitRate1D": 0.5396825396825397,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.20737710300380616,
"eligibleDays": 375,
"fitnessScore": 0.055022090559228486,
"lookbackDays": 14,
"returnLift1D": 5.128961086720254e-7,
"hitRateLift1D": 0.05968253968253967,
"portfolioSize": 2,
"activationRate": 0.168,
"activationCount": 63,
"baselineHitRates": {
"1": 0.48,
"5": 0.5202156334231806,
"10": 0.4726775956284153
},
"sampleConfidence": 0.9978835978835979,
"shadowSharpeLike": -0.11138238249853148,
"avgForwardReturns": {
"1": -0.00003130178595953412,
"5": -0.00022464251734935535,
"10": -0.0026971527622435365
},
"shadowMaxDrawdown": -0.12796522281296707,
"shadowTotalReturn": -0.026405791151715707,
"avgForwardReturn1D": -0.00003130178595953412,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-06",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-03-10",
"2025-03-11",
"2025-07-03",
"2025-07-08",
"2025-07-09",
"2025-07-10"
],
"horizonObservationCounts": {
"1": 63,
"5": 63,
"10": 61
},
"baselineAvgForwardReturns": {
"1": -0.000031814682068206145,
"5": -0.0001097298934935897,
"10": -0.0005548770664216739
}
},
{
"topN": 4,
"ticker": "AMCR",
"hitRates": {
"1": 0.5238095238095238,
"5": 0.45544554455445546,
"10": 0.34375
},
"hitRate1D": 0.5238095238095238,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.19227361718972255,
"eligibleDays": 359,
"fitnessScore": 0.03423313783005977,
"lookbackDays": 30,
"returnLift1D": -0.00021945651984823651,
"hitRateLift1D": 0.03634434275102799,
"portfolioSize": 4,
"activationRate": 0.2924791086350975,
"activationCount": 105,
"baselineHitRates": {
"1": 0.48746518105849584,
"5": 0.5126760563380282,
"10": 0.44857142857142857
},
"sampleConfidence": 0.9917460317460318,
"shadowSharpeLike": -0.26655571326391475,
"avgForwardReturns": {
"1": -0.00034235027093598605,
"5": -0.009197817315424657,
"10": -0.01684622528373949
},
"shadowMaxDrawdown": -0.15937544243037183,
"shadowTotalReturn": -0.06251422269057971,
"avgForwardReturn1D": -0.00034235027093598605,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 105,
"5": 101,
"10": 96
},
"baselineAvgForwardReturns": {
"1": -0.00012289375108774954,
"5": -0.0007209058690817998,
"10": -0.0017497885045247878
}
},
{
"topN": 5,
"ticker": "AMCR",
"hitRates": {
"1": 0.5238095238095238,
"5": 0.45544554455445546,
"10": 0.34375
},
"hitRate1D": 0.5238095238095238,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.19227361718972255,
"eligibleDays": 359,
"fitnessScore": 0.03423313783005977,
"lookbackDays": 30,
"returnLift1D": -0.00021945651984823651,
"hitRateLift1D": 0.03634434275102799,
"portfolioSize": 5,
"activationRate": 0.2924791086350975,
"activationCount": 105,
"baselineHitRates": {
"1": 0.48746518105849584,
"5": 0.5126760563380282,
"10": 0.44857142857142857
},
"sampleConfidence": 0.9917460317460318,
"shadowSharpeLike": -0.26655571326391475,
"avgForwardReturns": {
"1": -0.00034235027093598605,
"5": -0.009197817315424657,
"10": -0.01684622528373949
},
"shadowMaxDrawdown": -0.15937544243037183,
"shadowTotalReturn": -0.06251422269057971,
"avgForwardReturn1D": -0.00034235027093598605,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 105,
"5": 101,
"10": 96
},
"baselineAvgForwardReturns": {
"1": -0.00012289375108774954,
"5": -0.0007209058690817998,
"10": -0.0017497885045247878
}
},
{
"topN": 3,
"ticker": "AMCR",
"hitRates": {
"1": 0.5301204819277109,
"5": 0.4430379746835443,
"10": 0.3108108108108108
},
"hitRate1D": 0.5301204819277109,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.18149170127330166,
"eligibleDays": 359,
"fitnessScore": 0.018619806667330232,
"lookbackDays": 30,
"returnLift1D": -0.0003591714034916339,
"hitRateLift1D": 0.04265530086921504,
"portfolioSize": 3,
"activationRate": 0.23119777158774374,
"activationCount": 83,
"baselineHitRates": {
"1": 0.48746518105849584,
"5": 0.5126760563380282,
"10": 0.44857142857142857
},
"sampleConfidence": 0.989558232931727,
"shadowSharpeLike": -0.30387016375455295,
"avgForwardReturns": {
"1": -0.0004820651545793835,
"5": -0.009946436169455924,
"10": -0.02355057096283365
},
"shadowMaxDrawdown": -0.13033676334767652,
"shadowTotalReturn": -0.06242664525892061,
"avgForwardReturn1D": -0.0004820651545793835,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 83,
"5": 79,
"10": 74
},
"baselineAvgForwardReturns": {
"1": -0.00012289375108774954,
"5": -0.0007209058690817998,
"10": -0.0017497885045247878
}
},
{
"topN": 3,
"ticker": "AMCR",
"hitRates": {
"1": 0.5104166666666666,
"5": 0.5520833333333334,
"10": 0.4574468085106383
},
"hitRate1D": 0.5104166666666666,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.1736825041261094,
"eligibleDays": 375,
"fitnessScore": 0.006854970580118676,
"lookbackDays": 14,
"returnLift1D": -0.00014974116380332513,
"hitRateLift1D": 0.030416666666666647,
"portfolioSize": 3,
"activationRate": 0.256,
"activationCount": 96,
"baselineHitRates": {
"1": 0.48,
"5": 0.5202156334231806,
"10": 0.4726775956284153
},
"sampleConfidence": 0.9986111111111111,
"shadowSharpeLike": -0.22952161644150434,
"avgForwardReturns": {
"1": -0.00018155584587153129,
"5": 0.0013940896127360516,
"10": -0.003944193386736906
},
"shadowMaxDrawdown": -0.17054709371071064,
"shadowTotalReturn": -0.052519981290646056,
"avgForwardReturn1D": -0.00018155584587153129,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-06",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24"
],
"horizonObservationCounts": {
"1": 96,
"5": 96,
"10": 94
},
"baselineAvgForwardReturns": {
"1": -0.000031814682068206145,
"5": -0.0001097298934935897,
"10": -0.0005548770664216739
}
},
{
"topN": 4,
"ticker": "AMCR",
"hitRates": {
"1": 0.49606299212598426,
"5": 0.4715447154471545,
"10": 0.423728813559322
},
"hitRate1D": 0.49606299212598426,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.16030655771202645,
"eligibleDays": 368,
"fitnessScore": -0.014308759714965334,
"lookbackDays": 21,
"returnLift1D": -0.0004359268934783429,
"hitRateLift1D": 0.009649948647723394,
"portfolioSize": 4,
"activationRate": 0.3451086956521739,
"activationCount": 127,
"baselineHitRates": {
"1": 0.48641304347826086,
"5": 0.5192307692307693,
"10": 0.4623955431754875
},
"sampleConfidence": 0.9931758530183727,
"shadowSharpeLike": -0.2555054380990504,
"avgForwardReturns": {
"1": -0.00041006731909676823,
"5": -0.006666720492005015,
"10": -0.007770657844211971
},
"shadowMaxDrawdown": -0.18296353159722456,
"shadowTotalReturn": -0.08786759333958671,
"avgForwardReturn1D": -0.00041006731909676823,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-13",
"2025-02-14",
"2025-02-19",
"2025-02-20",
"2025-02-21"
],
"horizonObservationCounts": {
"1": 127,
"5": 123,
"10": 118
},
"baselineAvgForwardReturns": {
"1": 0.000025859574381574666,
"5": -0.00036661976763516447,
"10": -0.0010876058587866873
}
},
{
"topN": 5,
"ticker": "AMCR",
"hitRates": {
"1": 0.49606299212598426,
"5": 0.4715447154471545,
"10": 0.423728813559322
},
"hitRate1D": 0.49606299212598426,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.16030655771202645,
"eligibleDays": 368,
"fitnessScore": -0.014308759714965334,
"lookbackDays": 21,
"returnLift1D": -0.0004359268934783429,
"hitRateLift1D": 0.009649948647723394,
"portfolioSize": 5,
"activationRate": 0.3451086956521739,
"activationCount": 127,
"baselineHitRates": {
"1": 0.48641304347826086,
"5": 0.5192307692307693,
"10": 0.4623955431754875
},
"sampleConfidence": 0.9931758530183727,
"shadowSharpeLike": -0.2555054380990504,
"avgForwardReturns": {
"1": -0.00041006731909676823,
"5": -0.006666720492005015,
"10": -0.007770657844211971
},
"shadowMaxDrawdown": -0.18296353159722456,
"shadowTotalReturn": -0.08786759333958671,
"avgForwardReturn1D": -0.00041006731909676823,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-13",
"2025-02-14",
"2025-02-19",
"2025-02-20",
"2025-02-21"
],
"horizonObservationCounts": {
"1": 127,
"5": 123,
"10": 118
},
"baselineAvgForwardReturns": {
"1": 0.000025859574381574666,
"5": -0.00036661976763516447,
"10": -0.0010876058587866873
}
},
{
"topN": 2,
"ticker": "AMCR",
"hitRates": {
"1": 0.49230769230769234,
"5": 0.4262295081967213,
"10": 0.25
},
"hitRate1D": 0.49230769230769234,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.11102635581284016,
"eligibleDays": 359,
"fitnessScore": -0.10766599463365452,
"lookbackDays": 30,
"returnLift1D": -0.0010466711166158362,
"hitRateLift1D": 0.0048425112491964906,
"portfolioSize": 2,
"activationRate": 0.181058495821727,
"activationCount": 65,
"baselineHitRates": {
"1": 0.48746518105849584,
"5": 0.5126760563380282,
"10": 0.44857142857142857
},
"sampleConfidence": 0.9866666666666667,
"shadowSharpeLike": -0.5423956447660631,
"avgForwardReturns": {
"1": -0.0011695648677035857,
"5": -0.010107127658730744,
"10": -0.030045861113359697
},
"shadowMaxDrawdown": -0.12552363452439308,
"shadowTotalReturn": -0.08780028665119655,
"avgForwardReturn1D": -0.0011695648677035857,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-03-07",
"2025-03-10",
"2025-03-11"
],
"horizonObservationCounts": {
"1": 65,
"5": 61,
"10": 56
},
"baselineAvgForwardReturns": {
"1": -0.00012289375108774954,
"5": -0.0007209058690817998,
"10": -0.0017497885045247878
}
},
{
"topN": 4,
"ticker": "AMCR",
"hitRates": {
"1": 0.5,
"5": 0.5462184873949579,
"10": 0.49137931034482757
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.09974644565668389,
"eligibleDays": 375,
"fitnessScore": -0.13400990617631398,
"lookbackDays": 14,
"returnLift1D": -0.000916937418351087,
"hitRateLift1D": 0.020000000000000018,
"portfolioSize": 4,
"activationRate": 0.32,
"activationCount": 120,
"baselineHitRates": {
"1": 0.48,
"5": 0.5202156334231806,
"10": 0.4726775956284153
},
"sampleConfidence": 0.9972222222222222,
"shadowSharpeLike": -0.6429382100714021,
"avgForwardReturns": {
"1": -0.0009487521004192932,
"5": 0.0017191264472301907,
"10": 0.0006291159831203418
},
"shadowMaxDrawdown": -0.24087356154014705,
"shadowTotalReturn": -0.14333777281132076,
"avgForwardReturn1D": -0.0009487521004192932,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-19",
"2025-02-20"
],
"horizonObservationCounts": {
"1": 120,
"5": 119,
"10": 116
},
"baselineAvgForwardReturns": {
"1": -0.000031814682068206145,
"5": -0.0001097298934935897,
"10": -0.0005548770664216739
}
},
{
"topN": 5,
"ticker": "AMCR",
"hitRates": {
"1": 0.5,
"5": 0.5462184873949579,
"10": 0.49137931034482757
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.09974644565668389,
"eligibleDays": 375,
"fitnessScore": -0.13400990617631398,
"lookbackDays": 14,
"returnLift1D": -0.000916937418351087,
"hitRateLift1D": 0.020000000000000018,
"portfolioSize": 5,
"activationRate": 0.32,
"activationCount": 120,
"baselineHitRates": {
"1": 0.48,
"5": 0.5202156334231806,
"10": 0.4726775956284153
},
"sampleConfidence": 0.9972222222222222,
"shadowSharpeLike": -0.6429382100714021,
"avgForwardReturns": {
"1": -0.0009487521004192932,
"5": 0.0017191264472301907,
"10": 0.0006291159831203418
},
"shadowMaxDrawdown": -0.24087356154014705,
"shadowTotalReturn": -0.14333777281132076,
"avgForwardReturn1D": -0.0009487521004192932,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-19",
"2025-02-20"
],
"horizonObservationCounts": {
"1": 120,
"5": 119,
"10": 116
},
"baselineAvgForwardReturns": {
"1": -0.000031814682068206145,
"5": -0.0001097298934935897,
"10": -0.0005548770664216739
}
},
{
"topN": 2,
"ticker": "AMCR",
"hitRates": {
"1": 0.475,
"5": 0.4230769230769231,
"10": 0.3287671232876712
},
"hitRate1D": 0.475,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.04798511236404671,
"eligibleDays": 368,
"fitnessScore": -0.30729177122969675,
"lookbackDays": 21,
"returnLift1D": -0.002244489355555594,
"hitRateLift1D": -0.011413043478260887,
"portfolioSize": 2,
"activationRate": 0.21739130434782608,
"activationCount": 80,
"baselineHitRates": {
"1": 0.48641304347826086,
"5": 0.5192307692307693,
"10": 0.4623955431754875
},
"sampleConfidence": 0.9925,
"shadowSharpeLike": -0.8745935055676481,
"avgForwardReturns": {
"1": -0.0022186297811740197,
"5": -0.00912935564385698,
"10": -0.02245383023964827
},
"shadowMaxDrawdown": -0.24476333265196337,
"shadowTotalReturn": -0.1906391231466008,
"avgForwardReturn1D": -0.0022186297811740197,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-06",
"2025-02-19",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 80,
"5": 78,
"10": 73
},
"baselineAvgForwardReturns": {
"1": 0.000025859574381574666,
"5": -0.00036661976763516447,
"10": -0.0010876058587866873
}
},
{
"topN": 3,
"ticker": "AMCR",
"hitRates": {
"1": 0.4636363636363636,
"5": 0.46226415094339623,
"10": 0.40594059405940597
},
"hitRate1D": 0.4636363636363636,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.04292692768734093,
"eligibleDays": 368,
"fitnessScore": -0.33296369462197845,
"lookbackDays": 21,
"returnLift1D": -0.001992206257449746,
"hitRateLift1D": -0.02277667984189724,
"portfolioSize": 3,
"activationRate": 0.29891304347826086,
"activationCount": 110,
"baselineHitRates": {
"1": 0.48641304347826086,
"5": 0.5192307692307693,
"10": 0.4623955431754875
},
"sampleConfidence": 0.9921212121212122,
"shadowSharpeLike": -0.9779496416442189,
"avgForwardReturns": {
"1": -0.0019663466830681714,
"5": -0.008255709057541317,
"10": -0.013151864282984742
},
"shadowMaxDrawdown": -0.2850432954093398,
"shadowTotalReturn": -0.2243563349370754,
"avgForwardReturn1D": -0.0019663466830681714,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-14",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25"
],
"horizonObservationCounts": {
"1": 110,
"5": 106,
"10": 101
},
"baselineAvgForwardReturns": {
"1": 0.000025859574381574666,
"5": -0.00036661976763516447,
"10": -0.0010876058587866873
}
},
{
"topN": 3,
"ticker": "AMCR",
"hitRates": {
"1": 0.4406779661016949,
"5": 0.36363636363636365,
"10": 0.25
},
"hitRate1D": 0.4406779661016949,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.03582295770511139,
"eligibleDays": 344,
"fitnessScore": -0.374390912745588,
"lookbackDays": 45,
"returnLift1D": -0.0027968631124045957,
"hitRateLift1D": -0.03897319668900279,
"portfolioSize": 3,
"activationRate": 0.17151162790697674,
"activationCount": 59,
"baselineHitRates": {
"1": 0.4796511627906977,
"5": 0.5147058823529411,
"10": 0.4597014925373134
},
"sampleConfidence": 0.9875706214689266,
"shadowSharpeLike": -1.1884575625088967,
"avgForwardReturns": {
"1": -0.003017998045233441,
"5": -0.014688373098356109,
"10": -0.03261739409477026
},
"shadowMaxDrawdown": -0.1993147248975381,
"shadowTotalReturn": -0.1795430730940223,
"avgForwardReturn1D": -0.003017998045233441,
"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",
"2025-04-04",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 59,
"5": 55,
"10": 52
},
"baselineAvgForwardReturns": {
"1": -0.00022113493282884558,
"5": -0.0005116247257996381,
"10": -0.0010416817268307547
}
},
{
"topN": 3,
"ticker": "AMCR",
"hitRates": {
"1": 0.38095238095238093,
"5": 0.5238095238095238,
"10": 0.4
},
"hitRate1D": 0.38095238095238093,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.03496887385591168,
"eligibleDays": 326,
"fitnessScore": -0.37989444186597915,
"lookbackDays": 63,
"returnLift1D": -0.003939683956066708,
"hitRateLift1D": -0.10064271107215894,
"portfolioSize": 3,
"activationRate": 0.06441717791411043,
"activationCount": 21,
"baselineHitRates": {
"1": 0.4815950920245399,
"5": 0.5279503105590062,
"10": 0.48264984227129337
},
"sampleConfidence": 0.9968253968253968,
"shadowSharpeLike": -0.728758111081533,
"avgForwardReturns": {
"1": -0.00396637424453176,
"5": 0.00027847654225112074,
"10": 0.00004780624349633445
},
"shadowMaxDrawdown": -0.09898675853525374,
"shadowTotalReturn": -0.09488485896743837,
"avgForwardReturn1D": -0.00396637424453176,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-07",
"2025-04-14",
"2025-04-15",
"2025-04-22",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2026-01-07"
],
"horizonObservationCounts": {
"1": 21,
"5": 21,
"10": 20
},
"baselineAvgForwardReturns": {
"1": -0.000026690288465052087,
"5": 0.0008081199106938125,
"10": 0.0010216094475972695
}
},
{
"topN": 4,
"ticker": "AMCR",
"hitRates": {
"1": 0.4594594594594595,
"5": 0.4142857142857143,
"10": 0.2923076923076923
},
"hitRate1D": 0.4594594594594595,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.02861865313558007,
"eligibleDays": 344,
"fitnessScore": -0.4254252912200567,
"lookbackDays": 45,
"returnLift1D": -0.003127294007199841,
"hitRateLift1D": -0.02019170333123821,
"portfolioSize": 4,
"activationRate": 0.21511627906976744,
"activationCount": 74,
"baselineHitRates": {
"1": 0.4796511627906977,
"5": 0.5147058823529411,
"10": 0.4597014925373134
},
"sampleConfidence": 0.9882882882882884,
"shadowSharpeLike": -1.190792787217247,
"avgForwardReturns": {
"1": -0.0033484289400286865,
"5": -0.012184510223001026,
"10": -0.029247965937031425
},
"shadowMaxDrawdown": -0.25770571624559524,
"shadowTotalReturn": -0.24567328882477946,
"avgForwardReturn1D": -0.0033484289400286865,
"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",
"2025-04-04",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 74,
"5": 70,
"10": 65
},
"baselineAvgForwardReturns": {
"1": -0.00022113493282884558,
"5": -0.0005116247257996381,
"10": -0.0010416817268307547
}
},
{
"topN": 5,
"ticker": "AMCR",
"hitRates": {
"1": 0.4594594594594595,
"5": 0.4142857142857143,
"10": 0.2923076923076923
},
"hitRate1D": 0.4594594594594595,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.02861865313558007,
"eligibleDays": 344,
"fitnessScore": -0.4254252912200567,
"lookbackDays": 45,
"returnLift1D": -0.003127294007199841,
"hitRateLift1D": -0.02019170333123821,
"portfolioSize": 5,
"activationRate": 0.21511627906976744,
"activationCount": 74,
"baselineHitRates": {
"1": 0.4796511627906977,
"5": 0.5147058823529411,
"10": 0.4597014925373134
},
"sampleConfidence": 0.9882882882882884,
"shadowSharpeLike": -1.190792787217247,
"avgForwardReturns": {
"1": -0.0033484289400286865,
"5": -0.012184510223001026,
"10": -0.029247965937031425
},
"shadowMaxDrawdown": -0.25770571624559524,
"shadowTotalReturn": -0.24567328882477946,
"avgForwardReturn1D": -0.0033484289400286865,
"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",
"2025-04-04",
"2025-04-14"
],
"horizonObservationCounts": {
"1": 74,
"5": 70,
"10": 65
},
"baselineAvgForwardReturns": {
"1": -0.00022113493282884558,
"5": -0.0005116247257996381,
"10": -0.0010416817268307547
}
},
{
"topN": 2,
"ticker": "AMCR",
"hitRates": {
"1": 0.2,
"5": 0.8,
"10": 0.6
},
"hitRate1D": 0.2,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.016818284848813904,
"eligibleDays": 326,
"fitnessScore": -0.545032002125545,
"lookbackDays": 63,
"returnLift1D": -0.011387310963241411,
"hitRateLift1D": -0.28159509202453986,
"portfolioSize": 2,
"activationRate": 0.015337423312883436,
"activationCount": 5,
"baselineHitRates": {
"1": 0.4815950920245399,
"5": 0.5279503105590062,
"10": 0.48264984227129337
},
"sampleConfidence": 0.7250000000000001,
"shadowSharpeLike": -0.944124504402924,
"avgForwardReturns": {
"1": -0.011414001251706463,
"5": 0.007290666122050848,
"10": 0.00009304051875731467
},
"shadowMaxDrawdown": -0.06177548415872769,
"shadowTotalReturn": -0.06177548415872769,
"avgForwardReturn1D": -0.011414001251706463,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-07",
"2025-04-22",
"2025-04-25",
"2026-01-09",
"2026-02-05"
],
"horizonObservationCounts": {
"1": 5,
"5": 5,
"10": 5
},
"baselineAvgForwardReturns": {
"1": -0.000026690288465052087,
"5": 0.0008081199106938125,
"10": 0.0010216094475972695
}
},
{
"topN": 4,
"ticker": "AMCR",
"hitRates": {
"1": 0.3958333333333333,
"5": 0.5319148936170213,
"10": 0.4444444444444444
},
"hitRate1D": 0.3958333333333333,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0137729353397697,
"eligibleDays": 326,
"fitnessScore": -0.5896598546670242,
"lookbackDays": 63,
"returnLift1D": -0.005163430326843827,
"hitRateLift1D": -0.08576175869120656,
"portfolioSize": 4,
"activationRate": 0.147239263803681,
"activationCount": 48,
"baselineHitRates": {
"1": 0.4815950920245399,
"5": 0.5279503105590062,
"10": 0.48264984227129337
},
"sampleConfidence": 0.9944444444444445,
"shadowSharpeLike": -1.1781738497170169,
"avgForwardReturns": {
"1": -0.00519012061530888,
"5": -0.0010630422650276888,
"10": -0.002585305134142568
},
"shadowMaxDrawdown": -0.2621649005429594,
"shadowTotalReturn": -0.2486491533364783,
"avgForwardReturn1D": -0.00519012061530888,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 48,
"5": 47,
"10": 45
},
"baselineAvgForwardReturns": {
"1": -0.000026690288465052087,
"5": 0.0008081199106938125,
"10": 0.0010216094475972695
}
},
{
"topN": 5,
"ticker": "AMCR",
"hitRates": {
"1": 0.3958333333333333,
"5": 0.5319148936170213,
"10": 0.4444444444444444
},
"hitRate1D": 0.3958333333333333,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0137729353397697,
"eligibleDays": 326,
"fitnessScore": -0.5896598546670242,
"lookbackDays": 63,
"returnLift1D": -0.005163430326843827,
"hitRateLift1D": -0.08576175869120656,
"portfolioSize": 5,
"activationRate": 0.147239263803681,
"activationCount": 48,
"baselineHitRates": {
"1": 0.4815950920245399,
"5": 0.5279503105590062,
"10": 0.48264984227129337
},
"sampleConfidence": 0.9944444444444445,
"shadowSharpeLike": -1.1781738497170169,
"avgForwardReturns": {
"1": -0.00519012061530888,
"5": -0.0010630422650276888,
"10": -0.002585305134142568
},
"shadowMaxDrawdown": -0.2621649005429594,
"shadowTotalReturn": -0.2486491533364783,
"avgForwardReturn1D": -0.00519012061530888,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-21",
"2025-04-22",
"2025-04-23",
"2025-04-24"
],
"horizonObservationCounts": {
"1": 48,
"5": 47,
"10": 45
},
"baselineAvgForwardReturns": {
"1": -0.000026690288465052087,
"5": 0.0008081199106938125,
"10": 0.0010216094475972695
}
},
{
"topN": 2,
"ticker": "AMCR",
"hitRates": {
"1": 0.36666666666666664,
"5": 0.2692307692307692,
"10": 0.12
},
"hitRate1D": 0.36666666666666664,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.013625293189238307,
"eligibleDays": 344,
"fitnessScore": -0.5920638591777686,
"lookbackDays": 45,
"returnLift1D": -0.005889434631267849,
"hitRateLift1D": -0.11298449612403105,
"portfolioSize": 2,
"activationRate": 0.0872093023255814,
"activationCount": 30,
"baselineHitRates": {
"1": 0.4796511627906977,
"5": 0.5147058823529411,
"10": 0.4597014925373134
},
"sampleConfidence": 0.9800000000000001,
"shadowSharpeLike": -1.7996788350095532,
"avgForwardReturns": {
"1": -0.006110569564096694,
"5": -0.026838648034523568,
"10": -0.05017915440164899
},
"shadowMaxDrawdown": -0.1789338314533565,
"shadowTotalReturn": -0.1789338314533565,
"avgForwardReturn1D": -0.006110569564096694,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-11-26",
"2025-12-12",
"2025-12-18",
"2026-01-09"
],
"horizonObservationCounts": {
"1": 30,
"5": 26,
"10": 25
},
"baselineAvgForwardReturns": {
"1": -0.00022113493282884558,
"5": -0.0005116247257996381,
"10": -0.0010416817268307547
}
}
],
"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": 0.20737710300380616,
"fitnessScore": 0.055022090559228486,
"lookbackDays": 14,
"returnLift1D": 5.128961086720254e-7,
"activationRate": 0.168,
"activationCount": 63,
"sampleConfidence": 0.9978835978835979,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.026405791151715707,
"avgForwardReturn1D": -0.00003130178595953412
},
{
"comboQuality": 0.16030655771202645,
"fitnessScore": -0.014308759714965334,
"lookbackDays": 21,
"returnLift1D": -0.0004359268934783429,
"activationRate": 0.3451086956521739,
"activationCount": 127,
"sampleConfidence": 0.9931758530183727,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.08786759333958671,
"avgForwardReturn1D": -0.00041006731909676823
},
{
"comboQuality": 0.19227361718972255,
"fitnessScore": 0.03423313783005977,
"lookbackDays": 30,
"returnLift1D": -0.00021945651984823651,
"activationRate": 0.2924791086350975,
"activationCount": 105,
"sampleConfidence": 0.9917460317460318,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.06251422269057971,
"avgForwardReturn1D": -0.00034235027093598605
},
{
"comboQuality": 0.03582295770511139,
"fitnessScore": -0.374390912745588,
"lookbackDays": 45,
"returnLift1D": -0.0027968631124045957,
"activationRate": 0.17151162790697674,
"activationCount": 59,
"sampleConfidence": 0.9875706214689266,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.1795430730940223,
"avgForwardReturn1D": -0.003017998045233441
},
{
"comboQuality": 0.03496887385591168,
"fitnessScore": -0.37989444186597915,
"lookbackDays": 63,
"returnLift1D": -0.003939683956066708,
"activationRate": 0.06441717791411043,
"activationCount": 21,
"sampleConfidence": 0.9968253968253968,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.09488485896743837,
"avgForwardReturn1D": -0.00396637424453176
}
],
"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": "2ba4dc55320e1f185baf2c8bded24af177f88a054d2fdb343d8ec38c17f2e6d9",
"size": 13,
"members": [
"AMCR",
"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."
}