Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"AMP"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "AMP",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "AMP",
"hitRates": {
"1": 0.6388888888888888,
"5": 0.71875,
"10": 0.8518518518518519
},
"hitRate1D": 0.6388888888888888,
"comboQuality": 0.6377967826401723,
"eligibleDays": 339,
"fitnessScore": 0.4744791420095524,
"lookbackDays": 21,
"returnLift1D": 0.0031282473163375,
"hitRateLift1D": 0.09451019066403676,
"activationRate": 0.10914454277286136,
"activationCount": 37,
"baselineHitRates": {
"1": 0.5443786982248521,
"5": 0.5359281437125748,
"10": 0.5288753799392097
},
"sampleConfidence": 0.9711711711711712,
"shadowSharpeLike": 1.1627406138329,
"avgForwardReturns": {
"1": 0.0035218419648340806,
"5": 0.01504076772730651,
"10": 0.02440250464095681
},
"shadowMaxDrawdown": -0.033987102020497595,
"shadowTotalReturn": 0.12652112734227794,
"avgForwardReturn1D": 0.0035218419648340806,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-02",
"2025-12-08",
"2025-12-10",
"2025-12-11",
"2025-12-12",
"2025-12-15",
"2025-12-16",
"2025-12-17",
"2025-12-18",
"2025-12-19"
],
"horizonObservationCounts": {
"1": 36,
"5": 32,
"10": 27
},
"baselineAvgForwardReturns": {
"1": 0.00039359464849658097,
"5": 0.0018283248010763824,
"10": 0.0033500394733347637
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.6377967826401723,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.20787958617478922,
"bestRawFitnessScore": 0.4744791420095524,
"upperQuartileComboQuality": 0.37568388804129
},
"algorithmFit": {
"label": "poor",
"score": 0.3039631378282191,
"rawScore": 0.3312318021342592,
"confidence": 0.8353499625921355,
"bestProfile": {
"topN": 2,
"lookbackDays": 21
},
"profileBreadth": 0.050567534053973226,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
21
]
},
"parameterStability": 0.2924473912899755,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "AMP",
"hitRates": {
"1": 0.6388888888888888,
"5": 0.71875,
"10": 0.8518518518518519
},
"hitRate1D": 0.6388888888888888,
"comboQuality": 0.6377967826401723,
"eligibleDays": 339,
"fitnessScore": 0.4744791420095524,
"lookbackDays": 21,
"returnLift1D": 0.0031282473163375,
"hitRateLift1D": 0.09451019066403676,
"activationRate": 0.10914454277286136,
"activationCount": 37,
"baselineHitRates": {
"1": 0.5443786982248521,
"5": 0.5359281437125748,
"10": 0.5288753799392097
},
"sampleConfidence": 0.9711711711711712,
"shadowSharpeLike": 1.1627406138329,
"avgForwardReturns": {
"1": 0.0035218419648340806,
"5": 0.01504076772730651,
"10": 0.02440250464095681
},
"shadowMaxDrawdown": -0.033987102020497595,
"shadowTotalReturn": 0.12652112734227794,
"avgForwardReturn1D": 0.0035218419648340806,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-02",
"2025-12-08",
"2025-12-10",
"2025-12-11",
"2025-12-12",
"2025-12-15",
"2025-12-16",
"2025-12-17",
"2025-12-18",
"2025-12-19"
],
"horizonObservationCounts": {
"1": 36,
"5": 32,
"10": 27
},
"baselineAvgForwardReturns": {
"1": 0.00039359464849658097,
"5": 0.0018283248010763824,
"10": 0.0033500394733347637
}
},
{
"topN": 5,
"ticker": "AMP",
"hitRates": {
"1": 0.6111111111111112,
"5": 0.53125,
"10": 0.4074074074074074
},
"hitRate1D": 0.6111111111111112,
"comboQuality": 0.44663067184735694,
"eligibleDays": 297,
"fitnessScore": 0.3028554023170194,
"lookbackDays": 63,
"returnLift1D": 0.0017404883099756483,
"hitRateLift1D": 0.07394894894894899,
"activationRate": 0.12457912457912458,
"activationCount": 37,
"baselineHitRates": {
"1": 0.5371621621621622,
"5": 0.5308219178082192,
"10": 0.5226480836236934
},
"sampleConfidence": 0.9711711711711712,
"shadowSharpeLike": 0.5522889845360062,
"avgForwardReturns": {
"1": 0.0018827868788462894,
"5": -0.009110064469285566,
"10": -0.027066784393026764
},
"shadowMaxDrawdown": -0.07079594110518284,
"shadowTotalReturn": 0.05848021987248608,
"avgForwardReturn1D": 0.0018827868788462894,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-06-10",
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11"
],
"horizonObservationCounts": {
"1": 36,
"5": 32,
"10": 27
},
"baselineAvgForwardReturns": {
"1": 0.00014229856887064106,
"5": 0.0010989419354404425,
"10": 0.0021543712006111314
}
},
{
"topN": 3,
"ticker": "AMP",
"hitRates": {
"1": 0.5909090909090909,
"5": 0.65,
"10": 0.7714285714285715
},
"hitRate1D": 0.5909090909090909,
"comboQuality": 0.4075402610777602,
"eligibleDays": 339,
"fitnessScore": 0.2676884978649215,
"lookbackDays": 21,
"returnLift1D": 0.0010870426407229125,
"hitRateLift1D": 0.046530392684238864,
"activationRate": 0.13274336283185842,
"activationCount": 45,
"baselineHitRates": {
"1": 0.5443786982248521,
"5": 0.5359281437125748,
"10": 0.5288753799392097
},
"sampleConfidence": 0.9762962962962963,
"shadowSharpeLike": 0.4888248317329249,
"avgForwardReturns": {
"1": 0.0014806372892194935,
"5": 0.012106199332156547,
"10": 0.020015737368819196
},
"shadowMaxDrawdown": -0.06071675596596837,
"shadowTotalReturn": 0.05305601978163654,
"avgForwardReturn1D": 0.0014806372892194935,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-28",
"2025-06-02",
"2025-07-21",
"2025-12-08",
"2025-12-09",
"2025-12-10",
"2025-12-11",
"2025-12-12",
"2025-12-15"
],
"horizonObservationCounts": {
"1": 44,
"5": 40,
"10": 35
},
"baselineAvgForwardReturns": {
"1": 0.00039359464849658097,
"5": 0.0018283248010763824,
"10": 0.0033500394733347637
}
},
{
"topN": 2,
"ticker": "AMP",
"hitRates": {
"1": 0.6363636363636364,
"5": 0.5555555555555556,
"10": 0.21428571428571427
},
"hitRate1D": 0.6363636363636364,
"comboQuality": 0.3985013507038426,
"eligibleDays": 315,
"fitnessScore": 0.25942305152515327,
"lookbackDays": 45,
"returnLift1D": 0.0007376814153623516,
"hitRateLift1D": 0.09177764910248987,
"activationRate": 0.07301587301587302,
"activationCount": 23,
"baselineHitRates": {
"1": 0.5445859872611465,
"5": 0.5419354838709678,
"10": 0.5409836065573771
},
"sampleConfidence": 0.9565217391304348,
"shadowSharpeLike": 0.3243294385089392,
"avgForwardReturns": {
"1": 0.0012522102993538105,
"5": -0.012356143300600772,
"10": -0.05011799293932392
},
"shadowMaxDrawdown": -0.02962854474609533,
"shadowTotalReturn": 0.02125296639107188,
"avgForwardReturn1D": 0.0012522102993538105,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-12-23",
"2026-01-06",
"2026-01-07",
"2026-01-08",
"2026-01-09",
"2026-01-12",
"2026-01-13",
"2026-01-15",
"2026-01-30",
"2026-02-02"
],
"horizonObservationCounts": {
"1": 22,
"5": 18,
"10": 14
},
"baselineAvgForwardReturns": {
"1": 0.0005145288839914589,
"5": 0.002691781271447329,
"10": 0.0049752848111053296
}
},
{
"topN": 4,
"ticker": "AMP",
"hitRates": {
"1": 0.5540540540540541,
"5": 0.6142857142857143,
"10": 0.6
},
"hitRate1D": 0.5540540540540541,
"comboQuality": 0.37618784418827056,
"eligibleDays": 339,
"fitnessScore": 0.238732648980683,
"lookbackDays": 21,
"returnLift1D": 0.0005490451625170241,
"hitRateLift1D": 0.009675355829201981,
"activationRate": 0.22123893805309736,
"activationCount": 75,
"baselineHitRates": {
"1": 0.5443786982248521,
"5": 0.5359281437125748,
"10": 0.5288753799392097
},
"sampleConfidence": 0.9857777777777779,
"shadowSharpeLike": 0.35570309599787664,
"avgForwardReturns": {
"1": 0.000942639811013605,
"5": 0.005190537910407836,
"10": 0.004619026213737811
},
"shadowMaxDrawdown": -0.06388266961145594,
"shadowTotalReturn": 0.04380640805724356,
"avgForwardReturn1D": 0.000942639811013605,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-16",
"2025-05-05",
"2025-05-06",
"2025-05-08",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-06-02",
"2025-06-06",
"2025-07-02"
],
"horizonObservationCounts": {
"1": 74,
"5": 70,
"10": 65
},
"baselineAvgForwardReturns": {
"1": 0.00039359464849658097,
"5": 0.0018283248010763824,
"10": 0.0033500394733347637
}
},
{
"topN": 2,
"ticker": "AMP",
"hitRates": {
"1": 0.6285714285714286,
"5": 0.7096774193548387,
"10": 0.7692307692307693
},
"hitRate1D": 0.6285714285714286,
"comboQuality": 0.3755159026589631,
"eligibleDays": 330,
"fitnessScore": 0.23810249038933,
"lookbackDays": 30,
"returnLift1D": 0.0002084521034143593,
"hitRateLift1D": 0.08145896656534957,
"activationRate": 0.10909090909090909,
"activationCount": 36,
"baselineHitRates": {
"1": 0.547112462006079,
"5": 0.5415384615384615,
"10": 0.54375
},
"sampleConfidence": 0.9703703703703704,
"shadowSharpeLike": 0.22157726750621007,
"avgForwardReturns": {
"1": 0.0006383983637212598,
"5": 0.011273044235351377,
"10": 0.015554446094419775
},
"shadowMaxDrawdown": -0.06220481861105809,
"shadowTotalReturn": 0.016921616666194073,
"avgForwardReturn1D": 0.0006383983637212598,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-12-12",
"2025-12-15",
"2025-12-16",
"2025-12-17",
"2025-12-18",
"2025-12-19",
"2025-12-22",
"2025-12-23",
"2025-12-24",
"2025-12-26"
],
"horizonObservationCounts": {
"1": 35,
"5": 31,
"10": 26
},
"baselineAvgForwardReturns": {
"1": 0.0004299462603069005,
"5": 0.002725842168150362,
"10": 0.005719842278099319
}
},
{
"topN": 5,
"ticker": "AMP",
"hitRates": {
"1": 0.5607476635514018,
"5": 0.5533980582524272,
"10": 0.5612244897959183
},
"hitRate1D": 0.5607476635514018,
"comboQuality": 0.3444467244670989,
"eligibleDays": 339,
"fitnessScore": 0.2084211687566639,
"lookbackDays": 21,
"returnLift1D": -0.000008294936845564666,
"hitRateLift1D": 0.016368965326549745,
"activationRate": 0.3185840707964602,
"activationCount": 108,
"baselineHitRates": {
"1": 0.5443786982248521,
"5": 0.5359281437125748,
"10": 0.5288753799392097
},
"sampleConfidence": 0.9901234567901236,
"shadowSharpeLike": 0.11540618955160749,
"avgForwardReturns": {
"1": 0.0003852997116510163,
"5": 0.0024975850545820863,
"10": 0.0018041894887879798
},
"shadowMaxDrawdown": -0.1410775227845571,
"shadowTotalReturn": 0.008726865770682268,
"avgForwardReturn1D": 0.0003852997116510163,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 107,
"5": 103,
"10": 98
},
"baselineAvgForwardReturns": {
"1": 0.00039359464849658097,
"5": 0.0018283248010763824,
"10": 0.0033500394733347637
}
},
{
"topN": 4,
"ticker": "AMP",
"hitRates": {
"1": 0.5517241379310345,
"5": 0.48,
"10": 0.45
},
"hitRate1D": 0.5517241379310345,
"comboQuality": 0.27136346892675567,
"eligibleDays": 297,
"fitnessScore": 0.13270250507289588,
"lookbackDays": 63,
"returnLift1D": 0.0007625117077929563,
"hitRateLift1D": 0.014561975768872304,
"activationRate": 0.10101010101010101,
"activationCount": 30,
"baselineHitRates": {
"1": 0.5371621621621622,
"5": 0.5308219178082192,
"10": 0.5226480836236934
},
"sampleConfidence": 0.9644444444444445,
"shadowSharpeLike": 0.1978667275197247,
"avgForwardReturns": {
"1": 0.0009048102766635973,
"5": -0.012291839585467973,
"10": -0.03598754806792333
},
"shadowMaxDrawdown": -0.07079594110518295,
"shadowTotalReturn": 0.016706399409605277,
"avgForwardReturn1D": 0.0009048102766635973,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2026-01-30",
"2026-02-02",
"2026-02-03",
"2026-02-04"
],
"horizonObservationCounts": {
"1": 29,
"5": 25,
"10": 20
},
"baselineAvgForwardReturns": {
"1": 0.00014229856887064106,
"5": 0.0010989419354404425,
"10": 0.0021543712006111314
}
},
{
"topN": 5,
"ticker": "AMP",
"hitRates": {
"1": 0.5555555555555556,
"5": 0.4805194805194805,
"10": 0.4583333333333333
},
"hitRate1D": 0.5555555555555556,
"comboQuality": 0.22333162947966095,
"eligibleDays": 315,
"fitnessScore": 0.07580175541600208,
"lookbackDays": 45,
"returnLift1D": -0.0008369689935674786,
"hitRateLift1D": 0.010969568294409093,
"activationRate": 0.26031746031746034,
"activationCount": 82,
"baselineHitRates": {
"1": 0.5445859872611465,
"5": 0.5419354838709678,
"10": 0.5409836065573771
},
"sampleConfidence": 0.9869918699186992,
"shadowSharpeLike": -0.24333003600663064,
"avgForwardReturns": {
"1": -0.0003224401095760197,
"5": -0.0058564825437967686,
"10": -0.009817362401707552
},
"shadowMaxDrawdown": -0.15462609459133958,
"shadowTotalReturn": -0.046133169115573636,
"avgForwardReturn1D": -0.0003224401095760197,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-06-04",
"2025-06-06",
"2025-06-09"
],
"horizonObservationCounts": {
"1": 81,
"5": 77,
"10": 72
},
"baselineAvgForwardReturns": {
"1": 0.0005145288839914589,
"5": 0.002691781271447329,
"10": 0.0049752848111053296
}
},
{
"topN": 2,
"ticker": "AMP",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.5,
"10": 0.7714285714285715
},
"hitRate1D": 0.5454545454545454,
"comboQuality": 0.22313257714417004,
"eligibleDays": 352,
"fitnessScore": 0.07554920850442087,
"lookbackDays": 14,
"returnLift1D": -0.00013298275758646662,
"hitRateLift1D": 0.005454545454545379,
"activationRate": 0.1278409090909091,
"activationCount": 45,
"baselineHitRates": {
"1": 0.54,
"5": 0.546242774566474,
"10": 0.5233918128654971
},
"sampleConfidence": 0.9762962962962963,
"shadowSharpeLike": 0.007563409457779931,
"avgForwardReturns": {
"1": 0.00023889227552728598,
"5": -0.0034847545459819745,
"10": 0.005318308810772538
},
"shadowMaxDrawdown": -0.11482422827698124,
"shadowTotalReturn": -0.005401735711995315,
"avgForwardReturn1D": 0.00023889227552728598,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-24",
"2025-05-15",
"2025-05-21",
"2025-07-03",
"2025-07-07",
"2025-12-08",
"2025-12-09",
"2025-12-10",
"2025-12-11",
"2025-12-12"
],
"horizonObservationCounts": {
"1": 44,
"5": 40,
"10": 35
},
"baselineAvgForwardReturns": {
"1": 0.0003718750331137526,
"5": 0.002392833343743922,
"10": 0.0036004661293564423
}
},
{
"topN": 2,
"ticker": "AMP",
"hitRates": {
"1": 0.5,
"5": 1,
"10": 0
},
"hitRate1D": 0.5,
"comboQuality": 0.1926265952054084,
"eligibleDays": 297,
"fitnessScore": 0.034732807419337826,
"lookbackDays": 63,
"returnLift1D": 0.001463379518535274,
"hitRateLift1D": -0.03716216216216217,
"activationRate": 0.013468013468013467,
"activationCount": 4,
"baselineHitRates": {
"1": 0.5371621621621622,
"5": 0.5308219178082192,
"10": 0.5226480836236934
},
"sampleConfidence": 0.6293008108583102,
"shadowSharpeLike": 0.36136262803686703,
"avgForwardReturns": {
"1": 0.0016056780874059151,
"5": 0.022992972634178432,
"10": -0.1076966881879311
},
"shadowMaxDrawdown": -0.008109962760744827,
"shadowTotalReturn": 0.0043690854768589915,
"avgForwardReturn1D": 0.0016056780874059151,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-02-02",
"2026-02-03",
"2026-07-20",
"2026-07-21"
],
"horizonObservationCounts": {
"1": 4,
"5": 2,
"10": 2
},
"baselineAvgForwardReturns": {
"1": 0.00014229856887064106,
"5": 0.0010989419354404425,
"10": 0.0021543712006111314
}
},
{
"topN": 3,
"ticker": "AMP",
"hitRates": {
"1": 0.5714285714285714,
"5": 0.5555555555555556,
"10": 0.6
},
"hitRate1D": 0.5714285714285714,
"comboQuality": 0.1781991871388418,
"eligibleDays": 330,
"fitnessScore": 0.013708859747725594,
"lookbackDays": 30,
"returnLift1D": -0.0014514622038459398,
"hitRateLift1D": 0.024316109422492405,
"activationRate": 0.15151515151515152,
"activationCount": 50,
"baselineHitRates": {
"1": 0.547112462006079,
"5": 0.5415384615384615,
"10": 0.54375
},
"sampleConfidence": 0.9786666666666667,
"shadowSharpeLike": -0.5266426999829541,
"avgForwardReturns": {
"1": -0.0010215159435390394,
"5": 0.0015095690334949114,
"10": 0.0050915025473567245
},
"shadowMaxDrawdown": -0.12087079053215954,
"shadowTotalReturn": -0.06023809998708707,
"avgForwardReturn1D": -0.0010215159435390394,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-16",
"2025-05-19",
"2025-06-13",
"2025-07-21",
"2025-12-11",
"2025-12-12",
"2025-12-15",
"2025-12-16",
"2025-12-17",
"2025-12-18"
],
"horizonObservationCounts": {
"1": 49,
"5": 45,
"10": 40
},
"baselineAvgForwardReturns": {
"1": 0.0004299462603069005,
"5": 0.002725842168150362,
"10": 0.005719842278099319
}
},
{
"topN": 3,
"ticker": "AMP",
"hitRates": {
"1": 0.5531914893617021,
"5": 0.4883720930232558,
"10": 0.38461538461538464
},
"hitRate1D": 0.5531914893617021,
"comboQuality": 0.16489645233574277,
"eligibleDays": 315,
"fitnessScore": -0.006892362429083407,
"lookbackDays": 45,
"returnLift1D": -0.0015461743425028446,
"hitRateLift1D": 0.008605502100555662,
"activationRate": 0.1523809523809524,
"activationCount": 48,
"baselineHitRates": {
"1": 0.5445859872611465,
"5": 0.5419354838709678,
"10": 0.5409836065573771
},
"sampleConfidence": 0.9791666666666667,
"shadowSharpeLike": -0.517553327661699,
"avgForwardReturns": {
"1": -0.0010316454585113856,
"5": -0.010992217643141624,
"10": -0.0229374308316101
},
"shadowMaxDrawdown": -0.10639189666119464,
"shadowTotalReturn": -0.062239934900667815,
"avgForwardReturn1D": -0.0010316454585113856,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-06-10",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-12-22"
],
"horizonObservationCounts": {
"1": 47,
"5": 43,
"10": 39
},
"baselineAvgForwardReturns": {
"1": 0.0005145288839914589,
"5": 0.002691781271447329,
"10": 0.0049752848111053296
}
},
{
"topN": 3,
"ticker": "AMP",
"hitRates": {
"1": 0.5,
"5": 0.5555555555555556,
"10": 0.38461538461538464
},
"hitRate1D": 0.5,
"comboQuality": 0.16132163423642354,
"eligibleDays": 297,
"fitnessScore": -0.012653979234325655,
"lookbackDays": 63,
"returnLift1D": -0.00038489209589234817,
"hitRateLift1D": -0.03716216216216217,
"activationRate": 0.07744107744107744,
"activationCount": 23,
"baselineHitRates": {
"1": 0.5371621621621622,
"5": 0.5308219178082192,
"10": 0.5226480836236934
},
"sampleConfidence": 0.9536231884057972,
"shadowSharpeLike": -0.08343830274010601,
"avgForwardReturns": {
"1": -0.00024259352702170713,
"5": -0.01647371374205587,
"10": -0.05079955339893257
},
"shadowMaxDrawdown": -0.07079594110518295,
"shadowTotalReturn": -0.013556280106300722,
"avgForwardReturn1D": -0.00024259352702170713,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-07",
"2025-07-08",
"2026-02-02",
"2026-02-03",
"2026-02-04",
"2026-02-05",
"2026-02-06",
"2026-02-09",
"2026-02-10",
"2026-07-06"
],
"horizonObservationCounts": {
"1": 22,
"5": 18,
"10": 13
},
"baselineAvgForwardReturns": {
"1": 0.00014229856887064106,
"5": 0.0010989419354404425,
"10": 0.0021543712006111314
}
},
{
"topN": 5,
"ticker": "AMP",
"hitRates": {
"1": 0.5256410256410257,
"5": 0.4594594594594595,
"10": 0.5217391304347826
},
"hitRate1D": 0.5256410256410257,
"comboQuality": 0.15801859698379084,
"eligibleDays": 330,
"fitnessScore": -0.01806994373373197,
"lookbackDays": 30,
"returnLift1D": -0.0011461544507188404,
"hitRateLift1D": -0.02147143636505333,
"activationRate": 0.23939393939393938,
"activationCount": 79,
"baselineHitRates": {
"1": 0.547112462006079,
"5": 0.5415384615384615,
"10": 0.54375
},
"sampleConfidence": 0.9864978902953587,
"shadowSharpeLike": -0.5238163614144102,
"avgForwardReturns": {
"1": -0.00071620819041194,
"5": -0.00406521508104784,
"10": -0.004901956909520233
},
"shadowMaxDrawdown": -0.13326357227582786,
"shadowTotalReturn": -0.07546495168199763,
"avgForwardReturn1D": -0.00071620819041194,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-04-23",
"2025-04-24",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20"
],
"horizonObservationCounts": {
"1": 78,
"5": 74,
"10": 69
},
"baselineAvgForwardReturns": {
"1": 0.0004299462603069005,
"5": 0.002725842168150362,
"10": 0.005719842278099319
}
},
{
"topN": 4,
"ticker": "AMP",
"hitRates": {
"1": 0.5151515151515151,
"5": 0.4838709677419355,
"10": 0.543859649122807
},
"hitRate1D": 0.5151515151515151,
"comboQuality": 0.15665844020029582,
"eligibleDays": 330,
"fitnessScore": -0.020326913530545415,
"lookbackDays": 30,
"returnLift1D": -0.0010510722975442472,
"hitRateLift1D": -0.031960946854563854,
"activationRate": 0.20303030303030303,
"activationCount": 67,
"baselineHitRates": {
"1": 0.547112462006079,
"5": 0.5415384615384615,
"10": 0.54375
},
"sampleConfidence": 0.9840796019900498,
"shadowSharpeLike": -0.4078971796466249,
"avgForwardReturns": {
"1": -0.0006211260372373466,
"5": -0.004227971687811699,
"10": -0.005546673687165713
},
"shadowMaxDrawdown": -0.12348373606563268,
"shadowTotalReturn": -0.05712546532976748,
"avgForwardReturn1D": -0.0006211260372373466,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-22",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 66,
"5": 62,
"10": 57
},
"baselineAvgForwardReturns": {
"1": 0.0004299462603069005,
"5": 0.002725842168150362,
"10": 0.005719842278099319
}
},
{
"topN": 3,
"ticker": "AMP",
"hitRates": {
"1": 0.5238095238095238,
"5": 0.423728813559322,
"10": 0.5740740740740741
},
"hitRate1D": 0.5238095238095238,
"comboQuality": 0.1412793722063548,
"eligibleDays": 352,
"fitnessScore": -0.04703495618076603,
"lookbackDays": 14,
"returnLift1D": -0.0012155356413242496,
"hitRateLift1D": -0.0161904761904762,
"activationRate": 0.18181818181818182,
"activationCount": 64,
"baselineHitRates": {
"1": 0.54,
"5": 0.546242774566474,
"10": 0.5233918128654971
},
"sampleConfidence": 0.9833333333333334,
"shadowSharpeLike": -0.4327865614479109,
"avgForwardReturns": {
"1": -0.000843660608210497,
"5": -0.008106247930445582,
"10": -0.004437622271225255
},
"shadowMaxDrawdown": -0.14305062404465996,
"shadowTotalReturn": -0.07127793703195895,
"avgForwardReturn1D": -0.000843660608210497,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-03-28",
"2025-04-24",
"2025-04-25",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 63,
"5": 59,
"10": 54
},
"baselineAvgForwardReturns": {
"1": 0.0003718750331137526,
"5": 0.002392833343743922,
"10": 0.0036004661293564423
}
},
{
"topN": 4,
"ticker": "AMP",
"hitRates": {
"1": 0.5333333333333333,
"5": 0.4642857142857143,
"10": 0.46153846153846156
},
"hitRate1D": 0.5333333333333333,
"comboQuality": 0.13040232458229523,
"eligibleDays": 315,
"fitnessScore": -0.06742936108625583,
"lookbackDays": 45,
"returnLift1D": -0.0017719173413347183,
"hitRateLift1D": -0.011252653927813161,
"activationRate": 0.19365079365079366,
"activationCount": 61,
"baselineHitRates": {
"1": 0.5445859872611465,
"5": 0.5419354838709678,
"10": 0.5409836065573771
},
"sampleConfidence": 0.9836065573770493,
"shadowSharpeLike": -0.6293128103880725,
"avgForwardReturns": {
"1": -0.0012573884573432595,
"5": -0.00871351108641996,
"10": -0.013876667319798707
},
"shadowMaxDrawdown": -0.148193959344183,
"shadowTotalReturn": -0.08924412810227278,
"avgForwardReturn1D": -0.0012573884573432595,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07"
],
"horizonObservationCounts": {
"1": 60,
"5": 56,
"10": 52
},
"baselineAvgForwardReturns": {
"1": 0.0005145288839914589,
"5": 0.002691781271447329,
"10": 0.0049752848111053296
}
},
{
"topN": 4,
"ticker": "AMP",
"hitRates": {
"1": 0.5056179775280899,
"5": 0.4823529411764706,
"10": 0.525
},
"hitRate1D": 0.5056179775280899,
"comboQuality": 0.1021756379696941,
"eligibleDays": 352,
"fitnessScore": -0.12812186134013986,
"lookbackDays": 14,
"returnLift1D": -0.0015282953065225559,
"hitRateLift1D": -0.034382022471910134,
"activationRate": 0.2556818181818182,
"activationCount": 90,
"baselineHitRates": {
"1": 0.54,
"5": 0.546242774566474,
"10": 0.5233918128654971
},
"sampleConfidence": 0.9881481481481482,
"shadowSharpeLike": -0.6839201431120653,
"avgForwardReturns": {
"1": -0.0011564202734088032,
"5": -0.006041831186739944,
"10": -0.003502162110692761
},
"shadowMaxDrawdown": -0.19308960698944,
"shadowTotalReturn": -0.12433884718218924,
"avgForwardReturn1D": -0.0011564202734088032,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-16",
"2025-04-21",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-05-14",
"2025-05-15"
],
"horizonObservationCounts": {
"1": 89,
"5": 85,
"10": 80
},
"baselineAvgForwardReturns": {
"1": 0.0003718750331137526,
"5": 0.002392833343743922,
"10": 0.0036004661293564423
}
},
{
"topN": 5,
"ticker": "AMP",
"hitRates": {
"1": 0.5192307692307693,
"5": 0.5,
"10": 0.5052631578947369
},
"hitRate1D": 0.5192307692307693,
"comboQuality": 0.0912647676358539,
"eligibleDays": 352,
"fitnessScore": -0.1556235715847089,
"lookbackDays": 14,
"returnLift1D": -0.001724812971709383,
"hitRateLift1D": -0.020769230769230762,
"activationRate": 0.29829545454545453,
"activationCount": 105,
"baselineHitRates": {
"1": 0.54,
"5": 0.546242774566474,
"10": 0.5233918128654971
},
"sampleConfidence": 0.98984126984127,
"shadowSharpeLike": -0.8592041634886942,
"avgForwardReturns": {
"1": -0.0013529379385956303,
"5": -0.004811635500177419,
"10": -0.004170741765917248
},
"shadowMaxDrawdown": -0.2281713156199543,
"shadowTotalReturn": -0.1635278020755544,
"avgForwardReturn1D": -0.0013529379385956303,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-16",
"2025-04-21",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 104,
"5": 100,
"10": 95
},
"baselineAvgForwardReturns": {
"1": 0.0003718750331137526,
"5": 0.002392833343743922,
"10": 0.0036004661293564423
}
}
],
"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": 0.22313257714417004,
"fitnessScore": 0.07554920850442087,
"lookbackDays": 14,
"returnLift1D": -0.00013298275758646662,
"activationRate": 0.1278409090909091,
"activationCount": 45,
"sampleConfidence": 0.9762962962962963,
"shadowTotalReturn": -0.005401735711995315,
"avgForwardReturn1D": 0.00023889227552728598
},
{
"bestTopN": 2,
"comboQuality": 0.6377967826401723,
"fitnessScore": 0.4744791420095524,
"lookbackDays": 21,
"returnLift1D": 0.0031282473163375,
"activationRate": 0.10914454277286136,
"activationCount": 37,
"sampleConfidence": 0.9711711711711712,
"shadowTotalReturn": 0.12652112734227794,
"avgForwardReturn1D": 0.0035218419648340806
},
{
"bestTopN": 2,
"comboQuality": 0.3755159026589631,
"fitnessScore": 0.23810249038933,
"lookbackDays": 30,
"returnLift1D": 0.0002084521034143593,
"activationRate": 0.10909090909090909,
"activationCount": 36,
"sampleConfidence": 0.9703703703703704,
"shadowTotalReturn": 0.016921616666194073,
"avgForwardReturn1D": 0.0006383983637212598
},
{
"bestTopN": 2,
"comboQuality": 0.3985013507038426,
"fitnessScore": 0.25942305152515327,
"lookbackDays": 45,
"returnLift1D": 0.0007376814153623516,
"activationRate": 0.07301587301587302,
"activationCount": 23,
"sampleConfidence": 0.9565217391304348,
"shadowTotalReturn": 0.02125296639107188,
"avgForwardReturn1D": 0.0012522102993538105
},
{
"bestTopN": 5,
"comboQuality": 0.44663067184735694,
"fitnessScore": 0.3028554023170194,
"lookbackDays": 63,
"returnLift1D": 0.0017404883099756483,
"activationRate": 0.12457912457912458,
"activationCount": 37,
"sampleConfidence": 0.9711711711711712,
"shadowTotalReturn": 0.05848021987248608,
"avgForwardReturn1D": 0.0018827868788462894
}
],
"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": "08d9e77878d2596c0df9be77d051d91540adc781031e573957b0df6837776968",
"size": 13,
"members": [
"AMP",
"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",
"AMP"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "AMP",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "AMP",
"hitRates": {
"1": 0.6388888888888888,
"5": 0.71875,
"10": 0.8518518518518519
},
"hitRate1D": 0.6388888888888888,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6338656127427521,
"eligibleDays": 368,
"fitnessScore": 0.4707440344835688,
"lookbackDays": 21,
"returnLift1D": 0.003394233354095182,
"hitRateLift1D": 0.10084541062801933,
"portfolioSize": 2,
"activationRate": 0.09782608695652174,
"activationCount": 36,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.5247252747252747,
"10": 0.5041782729805014
},
"sampleConfidence": 0.975925925925926,
"shadowSharpeLike": 1.1158815660541015,
"avgForwardReturns": {
"1": 0.0035218487683754685,
"5": 0.015040771713676779,
"10": 0.024402504709306636
},
"shadowMaxDrawdown": -0.033987102020497595,
"shadowTotalReturn": 0.12652140090218267,
"avgForwardReturn1D": 0.0035218487683754685,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-02",
"2025-12-08",
"2025-12-10",
"2025-12-11",
"2025-12-12",
"2025-12-15",
"2025-12-16",
"2025-12-17",
"2025-12-18",
"2025-12-19"
],
"horizonObservationCounts": {
"1": 36,
"5": 32,
"10": 27
},
"baselineAvgForwardReturns": {
"1": 0.0001276154142802864,
"5": 0.000665611812518379,
"10": 0.0010802316016121037
}
},
"dateRange": {
"end": "2026-07-26",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.6338656127427521,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.17055009398711196,
"bestRawFitnessScore": 0.4707440344835688,
"upperQuartileComboQuality": 0.36725092272091453
},
"algorithmFit": {
"label": "poor",
"score": 0.284440665844617,
"rawScore": 0.30962434556036644,
"confidence": 0.8373275223550567,
"bestProfile": {
"lookbackDays": 21,
"portfolioSize": 2
},
"profileBreadth": 0.050659202907289966,
"recommendedRegion": {
"lookbackDays": [
21
],
"portfolioSizes": [
2
]
},
"parameterStability": 0.2725586768694012,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "AMP",
"hitRates": {
"1": 0.6388888888888888,
"5": 0.71875,
"10": 0.8518518518518519
},
"hitRate1D": 0.6388888888888888,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6338656127427521,
"eligibleDays": 368,
"fitnessScore": 0.4707440344835688,
"lookbackDays": 21,
"returnLift1D": 0.003394233354095182,
"hitRateLift1D": 0.10084541062801933,
"portfolioSize": 2,
"activationRate": 0.09782608695652174,
"activationCount": 36,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.5247252747252747,
"10": 0.5041782729805014
},
"sampleConfidence": 0.975925925925926,
"shadowSharpeLike": 1.1158815660541015,
"avgForwardReturns": {
"1": 0.0035218487683754685,
"5": 0.015040771713676779,
"10": 0.024402504709306636
},
"shadowMaxDrawdown": -0.033987102020497595,
"shadowTotalReturn": 0.12652140090218267,
"avgForwardReturn1D": 0.0035218487683754685,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-02",
"2025-12-08",
"2025-12-10",
"2025-12-11",
"2025-12-12",
"2025-12-15",
"2025-12-16",
"2025-12-17",
"2025-12-18",
"2025-12-19"
],
"horizonObservationCounts": {
"1": 36,
"5": 32,
"10": 27
},
"baselineAvgForwardReturns": {
"1": 0.0001276154142802864,
"5": 0.000665611812518379,
"10": 0.0010802316016121037
}
},
{
"topN": 3,
"ticker": "AMP",
"hitRates": {
"1": 0.5909090909090909,
"5": 0.65,
"10": 0.7714285714285715
},
"hitRate1D": 0.5909090909090909,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.4025656710515548,
"eligibleDays": 368,
"fitnessScore": 0.26314705214501727,
"lookbackDays": 21,
"returnLift1D": 0.0013530313349749013,
"hitRateLift1D": 0.05286561264822143,
"portfolioSize": 3,
"activationRate": 0.11956521739130435,
"activationCount": 44,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.5247252747252747,
"10": 0.5041782729805014
},
"sampleConfidence": 0.9803030303030303,
"shadowSharpeLike": 0.4692095278326292,
"avgForwardReturns": {
"1": 0.0014806467492551878,
"5": 0.0121062007189294,
"10": 0.020015737342025018
},
"shadowMaxDrawdown": -0.06071675596596815,
"shadowTotalReturn": 0.053056460140709305,
"avgForwardReturn1D": 0.0014806467492551878,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-06",
"2025-05-28",
"2025-06-02",
"2025-07-21",
"2025-12-08",
"2025-12-09",
"2025-12-10",
"2025-12-11",
"2025-12-12",
"2025-12-15"
],
"horizonObservationCounts": {
"1": 44,
"5": 40,
"10": 35
},
"baselineAvgForwardReturns": {
"1": 0.0001276154142802864,
"5": 0.000665611812518379,
"10": 0.0010802316016121037
}
},
{
"topN": 2,
"ticker": "AMP",
"hitRates": {
"1": 0.6363636363636364,
"5": 0.5555555555555556,
"10": 0.21428571428571427
},
"hitRate1D": 0.6363636363636364,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3954879695511997,
"eligibleDays": 344,
"fitnessScore": 0.256653735356105,
"lookbackDays": 45,
"returnLift1D": 0.0008120793328550452,
"hitRateLift1D": 0.09275898520084569,
"portfolioSize": 2,
"activationRate": 0.06395348837209303,
"activationCount": 22,
"baselineHitRates": {
"1": 0.5436046511627907,
"5": 0.5441176470588235,
"10": 0.5313432835820896
},
"sampleConfidence": 0.9636363636363637,
"shadowSharpeLike": 0.3103902243612764,
"avgForwardReturns": {
"1": 0.001252196730305128,
"5": -0.012356162491539183,
"10": -0.05011800364459438
},
"shadowMaxDrawdown": -0.02962854474609511,
"shadowTotalReturn": 0.021252667110748247,
"avgForwardReturn1D": 0.001252196730305128,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-12-23",
"2026-01-06",
"2026-01-07",
"2026-01-08",
"2026-01-09",
"2026-01-12",
"2026-01-13",
"2026-01-15",
"2026-01-30",
"2026-02-02"
],
"horizonObservationCounts": {
"1": 22,
"5": 18,
"10": 14
},
"baselineAvgForwardReturns": {
"1": 0.00044011739745008273,
"5": 0.002315095466253717,
"10": 0.003912403793556806
}
},
{
"topN": 2,
"ticker": "AMP",
"hitRates": {
"1": 0.6285714285714286,
"5": 0.7096774193548387,
"10": 0.7692307692307693
},
"hitRate1D": 0.6285714285714286,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.37299812064325244,
"eligibleDays": 359,
"fitnessScore": 0.23573724548938566,
"lookbackDays": 30,
"returnLift1D": 0.0005620491430835468,
"hitRateLift1D": 0.08818145642658182,
"portfolioSize": 2,
"activationRate": 0.09749303621169916,
"activationCount": 35,
"baselineHitRates": {
"1": 0.5403899721448467,
"5": 0.5267605633802817,
"10": 0.5085714285714286
},
"sampleConfidence": 0.9752380952380952,
"shadowSharpeLike": 0.212464248581265,
"avgForwardReturns": {
"1": 0.000638400260543946,
"5": 0.011273042542301756,
"10": 0.015554453369968267
},
"shadowMaxDrawdown": -0.062204761883955295,
"shadowTotalReturn": 0.016921678211622604,
"avgForwardReturn1D": 0.000638400260543946,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-12-12",
"2025-12-15",
"2025-12-16",
"2025-12-17",
"2025-12-18",
"2025-12-19",
"2025-12-22",
"2025-12-23",
"2025-12-24",
"2025-12-26"
],
"horizonObservationCounts": {
"1": 35,
"5": 31,
"10": 26
},
"baselineAvgForwardReturns": {
"1": 0.00007635111746039922,
"5": 0.000519297361489278,
"10": 0.0011004064839783309
}
},
{
"topN": 4,
"ticker": "AMP",
"hitRates": {
"1": 0.5540540540540541,
"5": 0.6142857142857143,
"10": 0.6
},
"hitRate1D": 0.5540540540540541,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.36725092272091453,
"eligibleDays": 368,
"fitnessScore": 0.2303137050106328,
"lookbackDays": 21,
"returnLift1D": 0.0008150300579472202,
"hitRateLift1D": 0.016010575793184545,
"portfolioSize": 4,
"activationRate": 0.20108695652173914,
"activationCount": 74,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.5247252747252747,
"10": 0.5041782729805014
},
"sampleConfidence": 0.9882882882882884,
"shadowSharpeLike": 0.34143612163258835,
"avgForwardReturns": {
"1": 0.0009426454722275065,
"5": 0.0051905400263521405,
"10": 0.0046190245397830796
},
"shadowMaxDrawdown": -0.0638826670256214,
"shadowTotalReturn": 0.04380685428617159,
"avgForwardReturn1D": 0.0009426454722275065,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-16",
"2025-05-05",
"2025-05-06",
"2025-05-08",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-06-02",
"2025-06-06",
"2025-07-02"
],
"horizonObservationCounts": {
"1": 74,
"5": 70,
"10": 65
},
"baselineAvgForwardReturns": {
"1": 0.0001276154142802864,
"5": 0.000665611812518379,
"10": 0.0010802316016121037
}
},
{
"topN": 5,
"ticker": "AMP",
"hitRates": {
"1": 0.5540540540540541,
"5": 0.6142857142857143,
"10": 0.6
},
"hitRate1D": 0.5540540540540541,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.36725092272091453,
"eligibleDays": 368,
"fitnessScore": 0.2303137050106328,
"lookbackDays": 21,
"returnLift1D": 0.0008150300579472202,
"hitRateLift1D": 0.016010575793184545,
"portfolioSize": 5,
"activationRate": 0.20108695652173914,
"activationCount": 74,
"baselineHitRates": {
"1": 0.5380434782608695,
"5": 0.5247252747252747,
"10": 0.5041782729805014
},
"sampleConfidence": 0.9882882882882884,
"shadowSharpeLike": 0.34143612163258835,
"avgForwardReturns": {
"1": 0.0009426454722275065,
"5": 0.0051905400263521405,
"10": 0.0046190245397830796
},
"shadowMaxDrawdown": -0.0638826670256214,
"shadowTotalReturn": 0.04380685428617159,
"avgForwardReturn1D": 0.0009426454722275065,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-16",
"2025-05-05",
"2025-05-06",
"2025-05-08",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-06-02",
"2025-06-06",
"2025-07-02"
],
"horizonObservationCounts": {
"1": 74,
"5": 70,
"10": 65
},
"baselineAvgForwardReturns": {
"1": 0.0001276154142802864,
"5": 0.000665611812518379,
"10": 0.0010802316016121037
}
},
{
"topN": 4,
"ticker": "AMP",
"hitRates": {
"1": 0.5517241379310345,
"5": 0.48,
"10": 0.45
},
"hitRate1D": 0.5517241379310345,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.26286808538631184,
"eligibleDays": 326,
"fitnessScore": 0.12315480231639078,
"lookbackDays": 63,
"returnLift1D": 0.0002963049900347141,
"hitRateLift1D": 0.005711867992384212,
"portfolioSize": 4,
"activationRate": 0.08895705521472393,
"activationCount": 29,
"baselineHitRates": {
"1": 0.5460122699386503,
"5": 0.546583850931677,
"10": 0.5488958990536278
},
"sampleConfidence": 0.9701149425287356,
"shadowSharpeLike": 0.18888502986712286,
"avgForwardReturns": {
"1": 0.0009047978921233496,
"5": -0.012291847609243116,
"10": -0.0359875453091278
},
"shadowMaxDrawdown": -0.07079594110518306,
"shadowTotalReturn": 0.016706040845368753,
"avgForwardReturn1D": 0.0009047978921233496,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2026-01-30",
"2026-02-02",
"2026-02-03",
"2026-02-04"
],
"horizonObservationCounts": {
"1": 29,
"5": 25,
"10": 20
},
"baselineAvgForwardReturns": {
"1": 0.0006084929020886355,
"5": 0.0036438988725491215,
"10": 0.006114639708511367
}
},
{
"topN": 5,
"ticker": "AMP",
"hitRates": {
"1": 0.5517241379310345,
"5": 0.48,
"10": 0.45
},
"hitRate1D": 0.5517241379310345,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.26286808538631184,
"eligibleDays": 326,
"fitnessScore": 0.12315480231639078,
"lookbackDays": 63,
"returnLift1D": 0.0002963049900347141,
"hitRateLift1D": 0.005711867992384212,
"portfolioSize": 5,
"activationRate": 0.08895705521472393,
"activationCount": 29,
"baselineHitRates": {
"1": 0.5460122699386503,
"5": 0.546583850931677,
"10": 0.5488958990536278
},
"sampleConfidence": 0.9701149425287356,
"shadowSharpeLike": 0.18888502986712286,
"avgForwardReturns": {
"1": 0.0009047978921233496,
"5": -0.012291847609243116,
"10": -0.0359875453091278
},
"shadowMaxDrawdown": -0.07079594110518306,
"shadowTotalReturn": 0.016706040845368753,
"avgForwardReturn1D": 0.0009047978921233496,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-09",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2026-01-30",
"2026-02-02",
"2026-02-03",
"2026-02-04"
],
"horizonObservationCounts": {
"1": 29,
"5": 25,
"10": 20
},
"baselineAvgForwardReturns": {
"1": 0.0006084929020886355,
"5": 0.0036438988725491215,
"10": 0.006114639708511367
}
},
{
"topN": 2,
"ticker": "AMP",
"hitRates": {
"1": 0.5,
"5": 1,
"10": 0
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.19026436254928658,
"eligibleDays": 326,
"fitnessScore": 0.03137546653026308,
"lookbackDays": 63,
"returnLift1D": 0.000997214047311935,
"hitRateLift1D": -0.04601226993865026,
"portfolioSize": 2,
"activationRate": 0.012269938650306749,
"activationCount": 4,
"baselineHitRates": {
"1": 0.5460122699386503,
"5": 0.546583850931677,
"10": 0.5488958990536278
},
"sampleConfidence": 0.6293008108583102,
"shadowSharpeLike": 0.34496957441756043,
"avgForwardReturns": {
"1": 0.0016057069494005705,
"5": 0.022992914363819783,
"10": -0.1076966881879311
},
"shadowMaxDrawdown": -0.008109847788874136,
"shadowTotalReturn": 0.004369201895200181,
"avgForwardReturn1D": 0.0016057069494005705,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-02-02",
"2026-02-03",
"2026-07-20",
"2026-07-21"
],
"horizonObservationCounts": {
"1": 4,
"5": 2,
"10": 2
},
"baselineAvgForwardReturns": {
"1": 0.0006084929020886355,
"5": 0.0036438988725491215,
"10": 0.006114639708511367
}
},
{
"topN": 3,
"ticker": "AMP",
"hitRates": {
"1": 0.5714285714285714,
"5": 0.5555555555555556,
"10": 0.6
},
"hitRate1D": 0.5714285714285714,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.17574073305676746,
"eligibleDays": 359,
"fitnessScore": 0.009995428840658724,
"lookbackDays": 30,
"returnLift1D": -0.0010978621373534307,
"hitRateLift1D": 0.031038599283724655,
"portfolioSize": 3,
"activationRate": 0.13649025069637882,
"activationCount": 49,
"baselineHitRates": {
"1": 0.5403899721448467,
"5": 0.5267605633802817,
"10": 0.5085714285714286
},
"sampleConfidence": 0.9823129251700681,
"shadowSharpeLike": -0.5049606777567619,
"avgForwardReturns": {
"1": -0.0010215110198930316,
"5": 0.001509574665438968,
"10": 0.005091507370917059
},
"shadowMaxDrawdown": -0.12087079384008448,
"shadowTotalReturn": -0.06023788063674729,
"avgForwardReturn1D": -0.0010215110198930316,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-16",
"2025-05-19",
"2025-06-13",
"2025-07-21",
"2025-12-11",
"2025-12-12",
"2025-12-15",
"2025-12-16",
"2025-12-17",
"2025-12-18"
],
"horizonObservationCounts": {
"1": 49,
"5": 45,
"10": 40
},
"baselineAvgForwardReturns": {
"1": 0.00007635111746039922,
"5": 0.000519297361489278,
"10": 0.0011004064839783309
}
},
{
"topN": 2,
"ticker": "AMP",
"hitRates": {
"1": 0.5434782608695652,
"5": 0.47619047619047616,
"10": 0.7297297297297297
},
"hitRate1D": 0.5434782608695652,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.1653594549174565,
"eligibleDays": 375,
"fitnessScore": -0.006153496205101462,
"lookbackDays": 14,
"returnLift1D": -0.000679646201214286,
"hitRateLift1D": 0.0074782608695651565,
"portfolioSize": 2,
"activationRate": 0.12266666666666666,
"activationCount": 46,
"baselineHitRates": {
"1": 0.536,
"5": 0.5148247978436657,
"10": 0.4972677595628415
},
"sampleConfidence": 0.9811594202898551,
"shadowSharpeLike": -0.2783039909634454,
"avgForwardReturns": {
"1": -0.0006779533193597843,
"5": -0.006361190851461619,
"10": 0.0008653540692751111
},
"shadowMaxDrawdown": -0.1262493572372757,
"shadowTotalReturn": -0.04809500760376184,
"avgForwardReturn1D": -0.0006779533193597843,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-29",
"2025-01-30",
"2025-04-24",
"2025-05-15",
"2025-05-21",
"2025-07-03",
"2025-07-07",
"2025-12-08",
"2025-12-09",
"2025-12-10"
],
"horizonObservationCounts": {
"1": 46,
"5": 42,
"10": 37
},
"baselineAvgForwardReturns": {
"1": 0.000001692881854501671,
"5": -0.000033109762967155035,
"10": 0.000249729970354131
}
},
{
"topN": 3,
"ticker": "AMP",
"hitRates": {
"1": 0.5531914893617021,
"5": 0.4883720930232558,
"10": 0.38461538461538464
},
"hitRate1D": 0.5531914893617021,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.1609263679993669,
"eligibleDays": 344,
"fitnessScore": -0.013297340006714023,
"lookbackDays": 45,
"returnLift1D": -0.001471766643904881,
"hitRateLift1D": 0.009586838198911485,
"portfolioSize": 3,
"activationRate": 0.13662790697674418,
"activationCount": 47,
"baselineHitRates": {
"1": 0.5436046511627907,
"5": 0.5441176470588235,
"10": 0.5313432835820896
},
"sampleConfidence": 0.9829787234042554,
"shadowSharpeLike": -0.4953038076028385,
"avgForwardReturns": {
"1": -0.0010316492464547983,
"5": -0.010992212553462319,
"10": -0.022937425270570133
},
"shadowMaxDrawdown": -0.10639189666119453,
"shadowTotalReturn": -0.06224009253589513,
"avgForwardReturn1D": -0.0010316492464547983,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-06-10",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10",
"2025-07-11",
"2025-12-22"
],
"horizonObservationCounts": {
"1": 47,
"5": 43,
"10": 39
},
"baselineAvgForwardReturns": {
"1": 0.00044011739745008273,
"5": 0.002315095466253717,
"10": 0.003912403793556806
}
},
{
"topN": 3,
"ticker": "AMP",
"hitRates": {
"1": 0.5,
"5": 0.5555555555555556,
"10": 0.38461538461538464
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.15609185815173132,
"eligibleDays": 326,
"fitnessScore": -0.0212717764226983,
"lookbackDays": 63,
"returnLift1D": -0.0008510920059879791,
"hitRateLift1D": -0.04601226993865026,
"portfolioSize": 3,
"activationRate": 0.06748466257668712,
"activationCount": 22,
"baselineHitRates": {
"1": 0.5460122699386503,
"5": 0.546583850931677,
"10": 0.5488958990536278
},
"sampleConfidence": 0.9606060606060607,
"shadowSharpeLike": -0.07965370327656343,
"avgForwardReturns": {
"1": -0.00024259910389934358,
"5": -0.016473733638665524,
"10": -0.05079955413298035
},
"shadowMaxDrawdown": -0.07079594110518306,
"shadowTotalReturn": -0.013556393861691274,
"avgForwardReturn1D": -0.00024259910389934358,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-07",
"2025-07-08",
"2026-02-02",
"2026-02-03",
"2026-02-04",
"2026-02-05",
"2026-02-06",
"2026-02-09",
"2026-02-10",
"2026-07-06"
],
"horizonObservationCounts": {
"1": 22,
"5": 18,
"10": 13
},
"baselineAvgForwardReturns": {
"1": 0.0006084929020886355,
"5": 0.0036438988725491215,
"10": 0.006114639708511367
}
},
{
"topN": 4,
"ticker": "AMP",
"hitRates": {
"1": 0.5151515151515151,
"5": 0.4838709677419355,
"10": 0.543859649122807
},
"hitRate1D": 0.5151515151515151,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.15294194734764266,
"eligibleDays": 359,
"fitnessScore": -0.026576378453802285,
"lookbackDays": 30,
"returnLift1D": -0.0006974751211700394,
"hitRateLift1D": -0.025238456993331604,
"portfolioSize": 4,
"activationRate": 0.18384401114206128,
"activationCount": 66,
"baselineHitRates": {
"1": 0.5403899721448467,
"5": 0.5267605633802817,
"10": 0.5085714285714286
},
"sampleConfidence": 0.9868686868686869,
"shadowSharpeLike": -0.39111166891503907,
"avgForwardReturns": {
"1": -0.0006211240037096402,
"5": -0.00422797137362949,
"10": -0.005546668836521617
},
"shadowMaxDrawdown": -0.12348374019639774,
"shadowTotalReturn": -0.057125345785901116,
"avgForwardReturn1D": -0.0006211240037096402,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-22",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 66,
"5": 62,
"10": 57
},
"baselineAvgForwardReturns": {
"1": 0.00007635111746039922,
"5": 0.000519297361489278,
"10": 0.0011004064839783309
}
},
{
"topN": 5,
"ticker": "AMP",
"hitRates": {
"1": 0.5151515151515151,
"5": 0.4838709677419355,
"10": 0.543859649122807
},
"hitRate1D": 0.5151515151515151,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.15294194734764266,
"eligibleDays": 359,
"fitnessScore": -0.026576378453802285,
"lookbackDays": 30,
"returnLift1D": -0.0006974751211700394,
"hitRateLift1D": -0.025238456993331604,
"portfolioSize": 5,
"activationRate": 0.18384401114206128,
"activationCount": 66,
"baselineHitRates": {
"1": 0.5403899721448467,
"5": 0.5267605633802817,
"10": 0.5085714285714286
},
"sampleConfidence": 0.9868686868686869,
"shadowSharpeLike": -0.39111166891503907,
"avgForwardReturns": {
"1": -0.0006211240037096402,
"5": -0.00422797137362949,
"10": -0.005546668836521617
},
"shadowMaxDrawdown": -0.12348374019639774,
"shadowTotalReturn": -0.057125345785901116,
"avgForwardReturn1D": -0.0006211240037096402,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-22",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12"
],
"horizonObservationCounts": {
"1": 66,
"5": 62,
"10": 57
},
"baselineAvgForwardReturns": {
"1": 0.00007635111746039922,
"5": 0.000519297361489278,
"10": 0.0011004064839783309
}
},
{
"topN": 4,
"ticker": "AMP",
"hitRates": {
"1": 0.5333333333333333,
"5": 0.4642857142857143,
"10": 0.46153846153846156
},
"hitRate1D": 0.5333333333333333,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.12625162083268485,
"eligibleDays": 344,
"fitnessScore": -0.07559341707614471,
"lookbackDays": 45,
"returnLift1D": -0.0016975048292716378,
"hitRateLift1D": -0.010271317829457338,
"portfolioSize": 4,
"activationRate": 0.1744186046511628,
"activationCount": 60,
"baselineHitRates": {
"1": 0.5436046511627907,
"5": 0.5441176470588235,
"10": 0.5313432835820896
},
"sampleConfidence": 0.9866666666666667,
"shadowSharpeLike": -0.6022431514502312,
"avgForwardReturns": {
"1": -0.001257387431821555,
"5": -0.008713507260066849,
"10": -0.013876659682420574
},
"shadowMaxDrawdown": -0.148193959344183,
"shadowTotalReturn": -0.08924406830696308,
"avgForwardReturn1D": -0.001257387431821555,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07"
],
"horizonObservationCounts": {
"1": 60,
"5": 56,
"10": 52
},
"baselineAvgForwardReturns": {
"1": 0.00044011739745008273,
"5": 0.002315095466253717,
"10": 0.003912403793556806
}
},
{
"topN": 5,
"ticker": "AMP",
"hitRates": {
"1": 0.5333333333333333,
"5": 0.4642857142857143,
"10": 0.46153846153846156
},
"hitRate1D": 0.5333333333333333,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.12625162083268485,
"eligibleDays": 344,
"fitnessScore": -0.07559341707614471,
"lookbackDays": 45,
"returnLift1D": -0.0016975048292716378,
"hitRateLift1D": -0.010271317829457338,
"portfolioSize": 5,
"activationRate": 0.1744186046511628,
"activationCount": 60,
"baselineHitRates": {
"1": 0.5436046511627907,
"5": 0.5441176470588235,
"10": 0.5313432835820896
},
"sampleConfidence": 0.9866666666666667,
"shadowSharpeLike": -0.6022431514502312,
"avgForwardReturns": {
"1": -0.001257387431821555,
"5": -0.008713507260066849,
"10": -0.013876659682420574
},
"shadowMaxDrawdown": -0.148193959344183,
"shadowTotalReturn": -0.08924406830696308,
"avgForwardReturn1D": -0.001257387431821555,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07"
],
"horizonObservationCounts": {
"1": 60,
"5": 56,
"10": 52
},
"baselineAvgForwardReturns": {
"1": 0.00044011739745008273,
"5": 0.002315095466253717,
"10": 0.003912403793556806
}
},
{
"topN": 3,
"ticker": "AMP",
"hitRates": {
"1": 0.5074626865671642,
"5": 0.3968253968253968,
"10": 0.5517241379310345
},
"hitRate1D": 0.5074626865671642,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.08340412030281975,
"eligibleDays": 375,
"fitnessScore": -0.17733317221360295,
"lookbackDays": 14,
"returnLift1D": -0.0016469947436732577,
"hitRateLift1D": -0.02853731343283583,
"portfolioSize": 3,
"activationRate": 0.17866666666666667,
"activationCount": 67,
"baselineHitRates": {
"1": 0.536,
"5": 0.5148247978436657,
"10": 0.4972677595628415
},
"sampleConfidence": 0.9870646766169155,
"shadowSharpeLike": -0.7499363585506033,
"avgForwardReturns": {
"1": -0.001645301861818756,
"5": -0.010328352159966383,
"10": -0.0074237808179564175
},
"shadowMaxDrawdown": -0.1943018663962811,
"shadowTotalReturn": -0.1265368105576511,
"avgForwardReturn1D": -0.001645301861818756,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-01-29",
"2025-01-30",
"2025-02-03",
"2025-03-27",
"2025-03-28",
"2025-04-24",
"2025-04-25",
"2025-05-15",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 67,
"5": 63,
"10": 58
},
"baselineAvgForwardReturns": {
"1": 0.000001692881854501671,
"5": -0.000033109762967155035,
"10": 0.000249729970354131
}
},
{
"topN": 4,
"ticker": "AMP",
"hitRates": {
"1": 0.4845360824742268,
"5": 0.44086021505376344,
"10": 0.48863636363636365
},
"hitRate1D": 0.4845360824742268,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.03963631510945061,
"eligibleDays": 375,
"fitnessScore": -0.35126458707828956,
"lookbackDays": 14,
"returnLift1D": -0.002300796334345683,
"hitRateLift1D": -0.05146391752577323,
"portfolioSize": 4,
"activationRate": 0.25866666666666666,
"activationCount": 97,
"baselineHitRates": {
"1": 0.536,
"5": 0.5148247978436657,
"10": 0.4972677595628415
},
"sampleConfidence": 0.99106529209622,
"shadowSharpeLike": -1.1632243307829842,
"avgForwardReturns": {
"1": -0.0022991034524911815,
"5": -0.009763971109133854,
"10": -0.008039322398467693
},
"shadowMaxDrawdown": -0.3023500081385767,
"shadowTotalReturn": -0.22778044394365904,
"avgForwardReturn1D": -0.0022991034524911815,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-03-03",
"2025-03-04",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 97,
"5": 93,
"10": 88
},
"baselineAvgForwardReturns": {
"1": 0.000001692881854501671,
"5": -0.000033109762967155035,
"10": 0.000249729970354131
}
},
{
"topN": 5,
"ticker": "AMP",
"hitRates": {
"1": 0.4845360824742268,
"5": 0.44086021505376344,
"10": 0.48863636363636365
},
"hitRate1D": 0.4845360824742268,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.03963631510945061,
"eligibleDays": 375,
"fitnessScore": -0.35126458707828956,
"lookbackDays": 14,
"returnLift1D": -0.002300796334345683,
"hitRateLift1D": -0.05146391752577323,
"portfolioSize": 5,
"activationRate": 0.25866666666666666,
"activationCount": 97,
"baselineHitRates": {
"1": 0.536,
"5": 0.5148247978436657,
"10": 0.4972677595628415
},
"sampleConfidence": 0.99106529209622,
"shadowSharpeLike": -1.1632243307829842,
"avgForwardReturns": {
"1": -0.0022991034524911815,
"5": -0.009763971109133854,
"10": -0.008039322398467693
},
"shadowMaxDrawdown": -0.3023500081385767,
"shadowTotalReturn": -0.22778044394365904,
"avgForwardReturn1D": -0.0022991034524911815,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-03-03",
"2025-03-04",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 97,
"5": 93,
"10": 88
},
"baselineAvgForwardReturns": {
"1": 0.000001692881854501671,
"5": -0.000033109762967155035,
"10": 0.000249729970354131
}
}
],
"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": 0.1653594549174565,
"fitnessScore": -0.006153496205101462,
"lookbackDays": 14,
"returnLift1D": -0.000679646201214286,
"activationRate": 0.12266666666666666,
"activationCount": 46,
"sampleConfidence": 0.9811594202898551,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.04809500760376184,
"avgForwardReturn1D": -0.0006779533193597843
},
{
"comboQuality": 0.6338656127427521,
"fitnessScore": 0.4707440344835688,
"lookbackDays": 21,
"returnLift1D": 0.003394233354095182,
"activationRate": 0.09782608695652174,
"activationCount": 36,
"sampleConfidence": 0.975925925925926,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.12652140090218267,
"avgForwardReturn1D": 0.0035218487683754685
},
{
"comboQuality": 0.37299812064325244,
"fitnessScore": 0.23573724548938566,
"lookbackDays": 30,
"returnLift1D": 0.0005620491430835468,
"activationRate": 0.09749303621169916,
"activationCount": 35,
"sampleConfidence": 0.9752380952380952,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.016921678211622604,
"avgForwardReturn1D": 0.000638400260543946
},
{
"comboQuality": 0.3954879695511997,
"fitnessScore": 0.256653735356105,
"lookbackDays": 45,
"returnLift1D": 0.0008120793328550452,
"activationRate": 0.06395348837209303,
"activationCount": 22,
"sampleConfidence": 0.9636363636363637,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.021252667110748247,
"avgForwardReturn1D": 0.001252196730305128
},
{
"comboQuality": 0.26286808538631184,
"fitnessScore": 0.12315480231639078,
"lookbackDays": 63,
"returnLift1D": 0.0002963049900347141,
"activationRate": 0.08895705521472393,
"activationCount": 29,
"sampleConfidence": 0.9701149425287356,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.016706040845368753,
"avgForwardReturn1D": 0.0009047978921233496
}
],
"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": "08d9e77878d2596c0df9be77d051d91540adc781031e573957b0df6837776968",
"size": 13,
"members": [
"AMP",
"SMH",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
TM