Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"APG"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "APG",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 4,
"ticker": "APG",
"hitRates": {
"1": 0.5973154362416108,
"5": 0.6644295302013423,
"10": 0.7114093959731543
},
"hitRate1D": 0.5973154362416108,
"comboQuality": 0.9684971257802896,
"eligibleDays": 339,
"fitnessScore": 1.1036466802482483,
"lookbackDays": 21,
"returnLift1D": 0.001843212904363732,
"hitRateLift1D": 0.04701957825344505,
"activationRate": 0.43952802359882004,
"activationCount": 149,
"baselineHitRates": {
"1": 0.5502958579881657,
"5": 0.5718562874251497,
"10": 0.6322188449848024
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.9434926962852614,
"avgForwardReturns": {
"1": 0.0034176485838486575,
"5": 0.015348481786464013,
"10": 0.02404102216582102
},
"shadowMaxDrawdown": -0.0970104313820156,
"shadowTotalReturn": 0.5988147906771628,
"avgForwardReturn1D": 0.0034176485838486575,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 149,
"5": 149,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.0015744356794849255,
"5": 0.0075494223489786655,
"10": 0.016696380551398195
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9684971257802896,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.8078330438987903,
"bestRawFitnessScore": 1.1036466802482483,
"upperQuartileComboQuality": 0.9077011526830043
},
"algorithmFit": {
"label": "strong",
"score": 0.8338513069448361,
"rawScore": 0.8505604534705065,
"confidence": 0.9607102670774484,
"bestProfile": {
"topN": 4,
"lookbackDays": 21
},
"profileBreadth": 0.7,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
14,
21,
30,
45
]
},
"parameterStability": 0.7761368943659789,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "APG",
"hitRates": {
"1": 0.5973154362416108,
"5": 0.6644295302013423,
"10": 0.7114093959731543
},
"hitRate1D": 0.5973154362416108,
"comboQuality": 0.9684971257802896,
"eligibleDays": 339,
"fitnessScore": 1.1036466802482483,
"lookbackDays": 21,
"returnLift1D": 0.001843212904363732,
"hitRateLift1D": 0.04701957825344505,
"activationRate": 0.43952802359882004,
"activationCount": 149,
"baselineHitRates": {
"1": 0.5502958579881657,
"5": 0.5718562874251497,
"10": 0.6322188449848024
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.9434926962852614,
"avgForwardReturns": {
"1": 0.0034176485838486575,
"5": 0.015348481786464013,
"10": 0.02404102216582102
},
"shadowMaxDrawdown": -0.0970104313820156,
"shadowTotalReturn": 0.5988147906771628,
"avgForwardReturn1D": 0.0034176485838486575,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 149,
"5": 149,
"10": 149
},
"baselineAvgForwardReturns": {
"1": 0.0015744356794849255,
"5": 0.0075494223489786655,
"10": 0.016696380551398195
}
},
{
"topN": 5,
"ticker": "APG",
"hitRates": {
"1": 0.5987654320987654,
"5": 0.654320987654321,
"10": 0.7098765432098766
},
"hitRate1D": 0.5987654320987654,
"comboQuality": 0.9573475989309742,
"eligibleDays": 339,
"fitnessScore": 1.0344382541435733,
"lookbackDays": 21,
"returnLift1D": 0.0013395268739803889,
"hitRateLift1D": 0.04846957411059971,
"activationRate": 0.4778761061946903,
"activationCount": 162,
"baselineHitRates": {
"1": 0.5502958579881657,
"5": 0.5718562874251497,
"10": 0.6322188449848024
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.6784829591527413,
"avgForwardReturns": {
"1": 0.0029139625534653144,
"5": 0.014379296998452905,
"10": 0.023552047462514564
},
"shadowMaxDrawdown": -0.09701043138201526,
"shadowTotalReturn": 0.5337862181817534,
"avgForwardReturn1D": 0.0029139625534653144,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-19",
"2025-04-16",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 162,
"5": 162,
"10": 162
},
"baselineAvgForwardReturns": {
"1": 0.0015744356794849255,
"5": 0.0075494223489786655,
"10": 0.016696380551398195
}
},
{
"topN": 3,
"ticker": "APG",
"hitRates": {
"1": 0.5983606557377049,
"5": 0.680327868852459,
"10": 0.7295081967213115
},
"hitRate1D": 0.5983606557377049,
"comboQuality": 0.927373800077895,
"eligibleDays": 339,
"fitnessScore": 0.9103468163522017,
"lookbackDays": 21,
"returnLift1D": 0.0018029671811580514,
"hitRateLift1D": 0.0480647977495392,
"activationRate": 0.35988200589970504,
"activationCount": 122,
"baselineHitRates": {
"1": 0.5502958579881657,
"5": 0.5718562874251497,
"10": 0.6322188449848024
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.7248808997823792,
"avgForwardReturns": {
"1": 0.003377402860642977,
"5": 0.017815907788121792,
"10": 0.02635354995491091
},
"shadowMaxDrawdown": -0.07793424500921686,
"shadowTotalReturn": 0.45716974258656107,
"avgForwardReturn1D": 0.003377402860642977,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 122,
"5": 122,
"10": 122
},
"baselineAvgForwardReturns": {
"1": 0.0015744356794849255,
"5": 0.0075494223489786655,
"10": 0.016696380551398195
}
},
{
"topN": 2,
"ticker": "APG",
"hitRates": {
"1": 0.6132075471698113,
"5": 0.7264150943396226,
"10": 0.8113207547169812
},
"hitRate1D": 0.6132075471698113,
"comboQuality": 0.9214312903799557,
"eligibleDays": 315,
"fitnessScore": 0.8916300313145616,
"lookbackDays": 45,
"returnLift1D": 0.0016006089115913815,
"hitRateLift1D": 0.05269799302968392,
"activationRate": 0.33650793650793653,
"activationCount": 106,
"baselineHitRates": {
"1": 0.5605095541401274,
"5": 0.5838709677419355,
"10": 0.6426229508196721
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.9836288554675994,
"avgForwardReturns": {
"1": 0.003464898791768214,
"5": 0.015348782487341766,
"10": 0.02614330016211719
},
"shadowMaxDrawdown": -0.06345682935323127,
"shadowTotalReturn": 0.4136255420443604,
"avgForwardReturn1D": 0.003464898791768214,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15"
],
"horizonObservationCounts": {
"1": 106,
"5": 106,
"10": 106
},
"baselineAvgForwardReturns": {
"1": 0.0018642898801768326,
"5": 0.008423598838341307,
"10": 0.01653819904072921
}
},
{
"topN": 5,
"ticker": "APG",
"hitRates": {
"1": 0.5747126436781609,
"5": 0.5919540229885057,
"10": 0.7298850574712644
},
"hitRate1D": 0.5747126436781609,
"comboQuality": 0.9110403365384881,
"eligibleDays": 352,
"fitnessScore": 0.8618089077258071,
"lookbackDays": 14,
"returnLift1D": 0.0009093767530994371,
"hitRateLift1D": 0.026141215106732285,
"activationRate": 0.4943181818181818,
"activationCount": 174,
"baselineHitRates": {
"1": 0.5485714285714286,
"5": 0.5780346820809249,
"10": 0.6374269005847953
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3079380999237327,
"avgForwardReturns": {
"1": 0.0024218545358263223,
"5": 0.012711305929493356,
"10": 0.024384743098604143
},
"shadowMaxDrawdown": -0.11820900993599603,
"shadowTotalReturn": 0.42768027906967787,
"avgForwardReturn1D": 0.0024218545358263223,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-03-10",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-15",
"2025-04-16"
],
"horizonObservationCounts": {
"1": 174,
"5": 174,
"10": 174
},
"baselineAvgForwardReturns": {
"1": 0.0015124777827268852,
"5": 0.008344918112786356,
"10": 0.01699095309416481
}
},
{
"topN": 4,
"ticker": "APG",
"hitRates": {
"1": 0.5822784810126582,
"5": 0.6455696202531646,
"10": 0.7341772151898734
},
"hitRate1D": 0.5822784810126582,
"comboQuality": 0.906588091397843,
"eligibleDays": 330,
"fitnessScore": 0.8499872602485161,
"lookbackDays": 30,
"returnLift1D": 0.0006941464506221009,
"hitRateLift1D": 0.023007964295333028,
"activationRate": 0.47878787878787876,
"activationCount": 158,
"baselineHitRates": {
"1": 0.5592705167173252,
"5": 0.5846153846153846,
"10": 0.65
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4484484302315743,
"avgForwardReturns": {
"1": 0.002418541553609435,
"5": 0.014028300692526056,
"10": 0.0227241504625894
},
"shadowMaxDrawdown": -0.11755135806719996,
"shadowTotalReturn": 0.4087128292335003,
"avgForwardReturn1D": 0.002418541553609435,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02"
],
"horizonObservationCounts": {
"1": 158,
"5": 158,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.001724395102987334,
"5": 0.008893846626482522,
"10": 0.0194972597010774
}
},
{
"topN": 5,
"ticker": "APG",
"hitRates": {
"1": 0.5681818181818182,
"5": 0.6420454545454546,
"10": 0.7215909090909091
},
"hitRate1D": 0.5681818181818182,
"comboQuality": 0.8634092386632026,
"eligibleDays": 330,
"fitnessScore": 0.7556578837319811,
"lookbackDays": 30,
"returnLift1D": 0.00015956433730097757,
"hitRateLift1D": 0.008911301464493038,
"activationRate": 0.5333333333333333,
"activationCount": 176,
"baselineHitRates": {
"1": 0.5592705167173252,
"5": 0.5846153846153846,
"10": 0.65
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.189065256025998,
"avgForwardReturns": {
"1": 0.0018839594402883116,
"5": 0.014676978749448753,
"10": 0.0228932580001896
},
"shadowMaxDrawdown": -0.12675266163929755,
"shadowTotalReturn": 0.33595282994050835,
"avgForwardReturn1D": 0.0018839594402883116,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 176,
"5": 176,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.001724395102987334,
"5": 0.008893846626482522,
"10": 0.0194972597010774
}
},
{
"topN": 2,
"ticker": "APG",
"hitRates": {
"1": 0.6,
"5": 0.67,
"10": 0.74
},
"hitRate1D": 0.6,
"comboQuality": 0.8228635922011588,
"eligibleDays": 339,
"fitnessScore": 0.6878914750320038,
"lookbackDays": 21,
"returnLift1D": 0.00140934360780299,
"hitRateLift1D": 0.04970414201183426,
"activationRate": 0.2949852507374631,
"activationCount": 100,
"baselineHitRates": {
"1": 0.5502958579881657,
"5": 0.5718562874251497,
"10": 0.6322188449848024
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.3773640148617416,
"avgForwardReturns": {
"1": 0.0029837792872879155,
"5": 0.017078615659460457,
"10": 0.028373118009583934
},
"shadowMaxDrawdown": -0.08718053493649747,
"shadowTotalReturn": 0.303487554837522,
"avgForwardReturn1D": 0.0029837792872879155,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 100,
"5": 100,
"10": 100
},
"baselineAvgForwardReturns": {
"1": 0.0015744356794849255,
"5": 0.0075494223489786655,
"10": 0.016696380551398195
}
},
{
"topN": 5,
"ticker": "APG",
"hitRates": {
"1": 0.56353591160221,
"5": 0.6132596685082873,
"10": 0.6961325966850829
},
"hitRate1D": 0.56353591160221,
"comboQuality": 0.8166442142166493,
"eligibleDays": 315,
"fitnessScore": 0.6786305157801116,
"lookbackDays": 45,
"returnLift1D": -0.0002814577866808426,
"hitRateLift1D": 0.003026357462082574,
"activationRate": 0.5746031746031746,
"activationCount": 181,
"baselineHitRates": {
"1": 0.5605095541401274,
"5": 0.5838709677419355,
"10": 0.6426229508196721
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0683670024403864,
"avgForwardReturns": {
"1": 0.00158283209349599,
"5": 0.0069065396540713185,
"10": 0.014224356540132923
},
"shadowMaxDrawdown": -0.16970724785080338,
"shadowTotalReturn": 0.2775635582325049,
"avgForwardReturn1D": 0.00158283209349599,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-23",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 181,
"5": 181,
"10": 181
},
"baselineAvgForwardReturns": {
"1": 0.0018642898801768326,
"5": 0.008423598838341307,
"10": 0.01653819904072921
}
},
{
"topN": 3,
"ticker": "APG",
"hitRates": {
"1": 0.5723684210526315,
"5": 0.6381578947368421,
"10": 0.7171052631578947
},
"hitRate1D": 0.5723684210526315,
"comboQuality": 0.8107213605984718,
"eligibleDays": 315,
"fitnessScore": 0.6700349257744687,
"lookbackDays": 45,
"returnLift1D": 0.000007600422102211008,
"hitRateLift1D": 0.011858866912504151,
"activationRate": 0.48253968253968255,
"activationCount": 152,
"baselineHitRates": {
"1": 0.5605095541401274,
"5": 0.5838709677419355,
"10": 0.6426229508196721
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.209076041762125,
"avgForwardReturns": {
"1": 0.0018718903022790436,
"5": 0.008144464744203477,
"10": 0.015240520398827766
},
"shadowMaxDrawdown": -0.16025371538254907,
"shadowTotalReturn": 0.28802920408287647,
"avgForwardReturn1D": 0.0018718903022790436,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15"
],
"horizonObservationCounts": {
"1": 152,
"5": 152,
"10": 152
},
"baselineAvgForwardReturns": {
"1": 0.0018642898801768326,
"5": 0.008423598838341307,
"10": 0.01653819904072921
}
},
{
"topN": 4,
"ticker": "APG",
"hitRates": {
"1": 0.5647058823529412,
"5": 0.6176470588235294,
"10": 0.6941176470588235
},
"hitRate1D": 0.5647058823529412,
"comboQuality": 0.8049447271991088,
"eligibleDays": 315,
"fitnessScore": 0.661847941798025,
"lookbackDays": 45,
"returnLift1D": -0.00022235014491747197,
"hitRateLift1D": 0.0041963282128137935,
"activationRate": 0.5396825396825397,
"activationCount": 170,
"baselineHitRates": {
"1": 0.5605095541401274,
"5": 0.5838709677419355,
"10": 0.6426229508196721
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1111613893526444,
"avgForwardReturns": {
"1": 0.0016419397352593606,
"5": 0.006301376891305835,
"10": 0.012684782968314504
},
"shadowMaxDrawdown": -0.16970724785080327,
"shadowTotalReturn": 0.27434693019259293,
"avgForwardReturn1D": 0.0016419397352593606,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15"
],
"horizonObservationCounts": {
"1": 170,
"5": 170,
"10": 170
},
"baselineAvgForwardReturns": {
"1": 0.0018642898801768326,
"5": 0.008423598838341307,
"10": 0.01653819904072921
}
},
{
"topN": 2,
"ticker": "APG",
"hitRates": {
"1": 0.5675675675675675,
"5": 0.6396396396396397,
"10": 0.7387387387387387
},
"hitRate1D": 0.5675675675675675,
"comboQuality": 0.6968409776967677,
"eligibleDays": 297,
"fitnessScore": 0.5331059424248512,
"lookbackDays": 63,
"returnLift1D": 0.0006694221512178629,
"hitRateLift1D": 0.023648648648648574,
"activationRate": 0.37373737373737376,
"activationCount": 111,
"baselineHitRates": {
"1": 0.543918918918919,
"5": 0.5616438356164384,
"10": 0.6202090592334495
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1506928158931113,
"avgForwardReturns": {
"1": 0.0016896049515945615,
"5": 0.00817331806576039,
"10": 0.019219191319245058
},
"shadowMaxDrawdown": -0.07176875768466551,
"shadowTotalReturn": 0.18235247564967838,
"avgForwardReturn1D": 0.0016896049515945615,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 111,
"5": 111,
"10": 111
},
"baselineAvgForwardReturns": {
"1": 0.0010201828003766986,
"5": 0.004844389717853893,
"10": 0.010502028710724061
}
},
{
"topN": 3,
"ticker": "APG",
"hitRates": {
"1": 0.5620437956204379,
"5": 0.6277372262773723,
"10": 0.708029197080292
},
"hitRate1D": 0.5620437956204379,
"comboQuality": 0.6940439301589715,
"eligibleDays": 297,
"fitnessScore": 0.5302006204699942,
"lookbackDays": 63,
"returnLift1D": 0.00033664548363408504,
"hitRateLift1D": 0.018124876701518966,
"activationRate": 0.4612794612794613,
"activationCount": 137,
"baselineHitRates": {
"1": 0.543918918918919,
"5": 0.5616438356164384,
"10": 0.6202090592334495
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9434453168829706,
"avgForwardReturns": {
"1": 0.0013568282840107837,
"5": 0.007070696810729539,
"10": 0.014155596115355737
},
"shadowMaxDrawdown": -0.12082405285668163,
"shadowTotalReturn": 0.17878474488755924,
"avgForwardReturn1D": 0.0013568282840107837,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 137,
"5": 137,
"10": 137
},
"baselineAvgForwardReturns": {
"1": 0.0010201828003766986,
"5": 0.004844389717853893,
"10": 0.010502028710724061
}
},
{
"topN": 3,
"ticker": "APG",
"hitRates": {
"1": 0.5597014925373134,
"5": 0.6343283582089553,
"10": 0.7388059701492538
},
"hitRate1D": 0.5597014925373134,
"comboQuality": 0.6904503072443174,
"eligibleDays": 330,
"fitnessScore": 0.5264895806320729,
"lookbackDays": 30,
"returnLift1D": -0.00012943531512579244,
"hitRateLift1D": 0.00043097581998818857,
"activationRate": 0.40606060606060607,
"activationCount": 134,
"baselineHitRates": {
"1": 0.5592705167173252,
"5": 0.5846153846153846,
"10": 0.65
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8929096140096117,
"avgForwardReturns": {
"1": 0.0015949597878615416,
"5": 0.011531186032310877,
"10": 0.019808541193450307
},
"shadowMaxDrawdown": -0.09620117832442754,
"shadowTotalReturn": 0.20002160935444024,
"avgForwardReturn1D": 0.0015949597878615416,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-16",
"2025-04-17",
"2025-04-21",
"2025-04-25",
"2025-04-28",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.001724395102987334,
"5": 0.008893846626482522,
"10": 0.0194972597010774
}
},
{
"topN": 4,
"ticker": "APG",
"hitRates": {
"1": 0.5632911392405063,
"5": 0.6075949367088608,
"10": 0.689873417721519
},
"hitRate1D": 0.5632911392405063,
"comboQuality": 0.6687048925033341,
"eligibleDays": 297,
"fitnessScore": 0.5045133268510776,
"lookbackDays": 63,
"returnLift1D": -0.000008200947447740362,
"hitRateLift1D": 0.019372220321587363,
"activationRate": 0.531986531986532,
"activationCount": 158,
"baselineHitRates": {
"1": 0.543918918918919,
"5": 0.5616438356164384,
"10": 0.6202090592334495
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6821700635342134,
"avgForwardReturns": {
"1": 0.0010119818529289583,
"5": 0.006577648828253961,
"10": 0.012514736911459264
},
"shadowMaxDrawdown": -0.12140080039909662,
"shadowTotalReturn": 0.13658907276854637,
"avgForwardReturn1D": 0.0010119818529289583,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 158,
"5": 158,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0010201828003766986,
"5": 0.004844389717853893,
"10": 0.010502028710724061
}
},
{
"topN": 2,
"ticker": "APG",
"hitRates": {
"1": 0.5609756097560976,
"5": 0.6219512195121951,
"10": 0.7926829268292683
},
"hitRate1D": 0.5609756097560976,
"comboQuality": 0.5741334139847434,
"eligibleDays": 352,
"fitnessScore": 0.4157218493813737,
"lookbackDays": 14,
"returnLift1D": 0.0008742130724201603,
"hitRateLift1D": 0.012404181184669016,
"activationRate": 0.23295454545454544,
"activationCount": 82,
"baselineHitRates": {
"1": 0.5485714285714286,
"5": 0.5780346820809249,
"10": 0.6374269005847953
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9379950654031501,
"avgForwardReturns": {
"1": 0.0023866908551470455,
"5": 0.016690266312946,
"10": 0.031263315044838404
},
"shadowMaxDrawdown": -0.12504947205106753,
"shadowTotalReturn": 0.17334741868329906,
"avgForwardReturn1D": 0.0023866908551470455,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-25",
"2025-03-26",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05"
],
"horizonObservationCounts": {
"1": 82,
"5": 82,
"10": 82
},
"baselineAvgForwardReturns": {
"1": 0.0015124777827268852,
"5": 0.008344918112786356,
"10": 0.01699095309416481
}
},
{
"topN": 2,
"ticker": "APG",
"hitRates": {
"1": 0.5510204081632653,
"5": 0.6224489795918368,
"10": 0.7551020408163265
},
"hitRate1D": 0.5510204081632653,
"comboQuality": 0.5694099401956491,
"eligibleDays": 330,
"fitnessScore": 0.4114777090106765,
"lookbackDays": 30,
"returnLift1D": 0.00008199264493963005,
"hitRateLift1D": -0.008250108554059943,
"activationRate": 0.296969696969697,
"activationCount": 98,
"baselineHitRates": {
"1": 0.5592705167173252,
"5": 0.5846153846153846,
"10": 0.65
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8428733345295563,
"avgForwardReturns": {
"1": 0.001806387747926964,
"5": 0.008824979535162022,
"10": 0.01841956213008377
},
"shadowMaxDrawdown": -0.09722388776746183,
"shadowTotalReturn": 0.15565624919180876,
"avgForwardReturn1D": 0.001806387747926964,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 98,
"5": 98,
"10": 98
},
"baselineAvgForwardReturns": {
"1": 0.001724395102987334,
"5": 0.008893846626482522,
"10": 0.0194972597010774
}
},
{
"topN": 4,
"ticker": "APG",
"hitRates": {
"1": 0.5337837837837838,
"5": 0.6081081081081081,
"10": 0.7297297297297297
},
"hitRate1D": 0.5337837837837838,
"comboQuality": 0.5599872548404662,
"eligibleDays": 352,
"fitnessScore": 0.40304427292830297,
"lookbackDays": 14,
"returnLift1D": -0.0001930401222646936,
"hitRateLift1D": -0.014787644787644827,
"activationRate": 0.42045454545454547,
"activationCount": 148,
"baselineHitRates": {
"1": 0.5485714285714286,
"5": 0.5780346820809249,
"10": 0.6374269005847953
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5902299734859576,
"avgForwardReturns": {
"1": 0.0013194376604621916,
"5": 0.013897192946979256,
"10": 0.02460723346162825
},
"shadowMaxDrawdown": -0.1457268547874594,
"shadowTotalReturn": 0.14723932136646867,
"avgForwardReturn1D": 0.0013194376604621916,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-10",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28",
"2025-04-15",
"2025-04-16",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 148,
"5": 148,
"10": 148
},
"baselineAvgForwardReturns": {
"1": 0.0015124777827268852,
"5": 0.008344918112786356,
"10": 0.01699095309416481
}
},
{
"topN": 5,
"ticker": "APG",
"hitRates": {
"1": 0.553072625698324,
"5": 0.5810055865921788,
"10": 0.659217877094972
},
"hitRate1D": 0.553072625698324,
"comboQuality": 0.5227809405546845,
"eligibleDays": 297,
"fitnessScore": 0.3700611169048324,
"lookbackDays": 63,
"returnLift1D": -0.0005357742492532475,
"hitRateLift1D": 0.00915370677940508,
"activationRate": 0.6026936026936027,
"activationCount": 179,
"baselineHitRates": {
"1": 0.543918918918919,
"5": 0.5616438356164384,
"10": 0.6202090592334495
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.2964107961594576,
"avgForwardReturns": {
"1": 0.00048440855112345116,
"5": 0.005025087111272057,
"10": 0.010362282430402906
},
"shadowMaxDrawdown": -0.20328001320519218,
"shadowTotalReturn": 0.04772633028906825,
"avgForwardReturn1D": 0.00048440855112345116,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.0010201828003766986,
"5": 0.004844389717853893,
"10": 0.010502028710724061
}
},
{
"topN": 3,
"ticker": "APG",
"hitRates": {
"1": 0.5317460317460317,
"5": 0.5873015873015873,
"10": 0.7142857142857143
},
"hitRate1D": 0.5317460317460317,
"comboQuality": 0.3140916957816676,
"eligibleDays": 352,
"fitnessScore": 0.1781670236494258,
"lookbackDays": 14,
"returnLift1D": -0.0009430209180228335,
"hitRateLift1D": -0.016825396825396854,
"activationRate": 0.35795454545454547,
"activationCount": 126,
"baselineHitRates": {
"1": 0.5485714285714286,
"5": 0.5780346820809249,
"10": 0.6374269005847953
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.16835586795494153,
"avgForwardReturns": {
"1": 0.0005694568647040517,
"5": 0.0116918899578699,
"10": 0.022177038739710234
},
"shadowMaxDrawdown": -0.19318556888184524,
"shadowTotalReturn": 0.020030142010337704,
"avgForwardReturn1D": 0.0005694568647040517,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-04-15",
"2025-04-16",
"2025-04-21",
"2025-04-24",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 126,
"5": 126,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.0015124777827268852,
"5": 0.008344918112786356,
"10": 0.01699095309416481
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 5,
"comboQuality": 0.9110403365384881,
"fitnessScore": 0.8618089077258071,
"lookbackDays": 14,
"returnLift1D": 0.0009093767530994371,
"activationRate": 0.4943181818181818,
"activationCount": 174,
"sampleConfidence": 1,
"shadowTotalReturn": 0.42768027906967787,
"avgForwardReturn1D": 0.0024218545358263223
},
{
"bestTopN": 4,
"comboQuality": 0.9684971257802896,
"fitnessScore": 1.1036466802482483,
"lookbackDays": 21,
"returnLift1D": 0.001843212904363732,
"activationRate": 0.43952802359882004,
"activationCount": 149,
"sampleConfidence": 1,
"shadowTotalReturn": 0.5988147906771628,
"avgForwardReturn1D": 0.0034176485838486575
},
{
"bestTopN": 4,
"comboQuality": 0.906588091397843,
"fitnessScore": 0.8499872602485161,
"lookbackDays": 30,
"returnLift1D": 0.0006941464506221009,
"activationRate": 0.47878787878787876,
"activationCount": 158,
"sampleConfidence": 1,
"shadowTotalReturn": 0.4087128292335003,
"avgForwardReturn1D": 0.002418541553609435
},
{
"bestTopN": 2,
"comboQuality": 0.9214312903799557,
"fitnessScore": 0.8916300313145616,
"lookbackDays": 45,
"returnLift1D": 0.0016006089115913815,
"activationRate": 0.33650793650793653,
"activationCount": 106,
"sampleConfidence": 1,
"shadowTotalReturn": 0.4136255420443604,
"avgForwardReturn1D": 0.003464898791768214
},
{
"bestTopN": 2,
"comboQuality": 0.6968409776967677,
"fitnessScore": 0.5331059424248512,
"lookbackDays": 63,
"returnLift1D": 0.0006694221512178629,
"activationRate": 0.37373737373737376,
"activationCount": 111,
"sampleConfidence": 1,
"shadowTotalReturn": 0.18235247564967838,
"avgForwardReturn1D": 0.0016896049515945615
}
],
"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": "6f4b2c4aa318003aeabac4a2632db5f0be70554f033e4962c33271352b2a4f77",
"size": 13,
"members": [
"APG",
"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",
"APG"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "APG",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "APG",
"hitRates": {
"1": 0.5838509316770186,
"5": 0.6211180124223602,
"10": 0.6770186335403726
},
"hitRate1D": 0.5838509316770186,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9208645596025441,
"eligibleDays": 368,
"fitnessScore": 0.8899134724615454,
"lookbackDays": 21,
"returnLift1D": 0.0011874062791544585,
"hitRateLift1D": 0.03765527950310554,
"portfolioSize": 4,
"activationRate": 0.4375,
"activationCount": 161,
"baselineHitRates": {
"1": 0.5461956521739131,
"5": 0.5604395604395604,
"10": 0.6239554317548747
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4313794289977462,
"avgForwardReturns": {
"1": 0.0026130255326175128,
"5": 0.011551584280811695,
"10": 0.018473538692899007
},
"shadowMaxDrawdown": -0.10310737068271392,
"shadowTotalReturn": 0.454689107137205,
"avgForwardReturn1D": 0.0026130255326175128,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28"
],
"horizonObservationCounts": {
"1": 161,
"5": 161,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.0014256192534630543,
"5": 0.0068208642773653514,
"10": 0.014749547149594602
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9208645596025441,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.7613749258771483,
"bestRawFitnessScore": 0.8899134724615454,
"upperQuartileComboQuality": 0.8837892010888961
},
"algorithmFit": {
"label": "good",
"score": 0.7774902359968537,
"rawScore": 0.7964785448164248,
"confidence": 0.9523193463448599,
"bestProfile": {
"lookbackDays": 21,
"portfolioSize": 4
},
"profileBreadth": 0.7,
"recommendedRegion": {
"lookbackDays": [
21,
45,
63
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.6642579512647987,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "APG",
"hitRates": {
"1": 0.5838509316770186,
"5": 0.6211180124223602,
"10": 0.6770186335403726
},
"hitRate1D": 0.5838509316770186,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9208645596025441,
"eligibleDays": 368,
"fitnessScore": 0.8899134724615454,
"lookbackDays": 21,
"returnLift1D": 0.0011874062791544585,
"hitRateLift1D": 0.03765527950310554,
"portfolioSize": 4,
"activationRate": 0.4375,
"activationCount": 161,
"baselineHitRates": {
"1": 0.5461956521739131,
"5": 0.5604395604395604,
"10": 0.6239554317548747
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4313794289977462,
"avgForwardReturns": {
"1": 0.0026130255326175128,
"5": 0.011551584280811695,
"10": 0.018473538692899007
},
"shadowMaxDrawdown": -0.10310737068271392,
"shadowTotalReturn": 0.454689107137205,
"avgForwardReturn1D": 0.0026130255326175128,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28"
],
"horizonObservationCounts": {
"1": 161,
"5": 161,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.0014256192534630543,
"5": 0.0068208642773653514,
"10": 0.014749547149594602
}
},
{
"topN": 5,
"ticker": "APG",
"hitRates": {
"1": 0.5838509316770186,
"5": 0.6211180124223602,
"10": 0.6770186335403726
},
"hitRate1D": 0.5838509316770186,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9208645596025441,
"eligibleDays": 368,
"fitnessScore": 0.8899134724615454,
"lookbackDays": 21,
"returnLift1D": 0.0011874062791544585,
"hitRateLift1D": 0.03765527950310554,
"portfolioSize": 5,
"activationRate": 0.4375,
"activationCount": 161,
"baselineHitRates": {
"1": 0.5461956521739131,
"5": 0.5604395604395604,
"10": 0.6239554317548747
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4313794289977462,
"avgForwardReturns": {
"1": 0.0026130255326175128,
"5": 0.011551584280811695,
"10": 0.018473538692899007
},
"shadowMaxDrawdown": -0.10310737068271392,
"shadowTotalReturn": 0.454689107137205,
"avgForwardReturn1D": 0.0026130255326175128,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28"
],
"horizonObservationCounts": {
"1": 161,
"5": 161,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.0014256192534630543,
"5": 0.0068208642773653514,
"10": 0.014749547149594602
}
},
{
"topN": 2,
"ticker": "APG",
"hitRates": {
"1": 0.6132075471698113,
"5": 0.7264150943396226,
"10": 0.8113207547169812
},
"hitRate1D": 0.6132075471698113,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.915440033300043,
"eligibleDays": 344,
"fitnessScore": 0.8740276607780005,
"lookbackDays": 45,
"returnLift1D": 0.0018223883755634147,
"hitRateLift1D": 0.060881965774462476,
"portfolioSize": 2,
"activationRate": 0.3081395348837209,
"activationCount": 106,
"baselineHitRates": {
"1": 0.5523255813953488,
"5": 0.5764705882352941,
"10": 0.6298507462686567
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.8971785647701296,
"avgForwardReturns": {
"1": 0.003464898791768214,
"5": 0.015348782487341766,
"10": 0.02614330016211719
},
"shadowMaxDrawdown": -0.06345682935323127,
"shadowTotalReturn": 0.4136255420443604,
"avgForwardReturn1D": 0.003464898791768214,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15"
],
"horizonObservationCounts": {
"1": 106,
"5": 106,
"10": 106
},
"baselineAvgForwardReturns": {
"1": 0.0016425104162047994,
"5": 0.00789837871495768,
"10": 0.01657163369475758
}
},
{
"topN": 4,
"ticker": "APG",
"hitRates": {
"1": 0.5862068965517241,
"5": 0.6379310344827587,
"10": 0.7183908045977011
},
"hitRate1D": 0.5862068965517241,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9125721222261081,
"eligibleDays": 326,
"fitnessScore": 0.8659996426029559,
"lookbackDays": 63,
"returnLift1D": 0.00024253840550721205,
"hitRateLift1D": 0.027924687962767036,
"portfolioSize": 4,
"activationRate": 0.5337423312883436,
"activationCount": 174,
"baselineHitRates": {
"1": 0.558282208588957,
"5": 0.5900621118012422,
"10": 0.6561514195583596
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4419383617448978,
"avgForwardReturns": {
"1": 0.002138374565696321,
"5": 0.012108863364137827,
"10": 0.020575124512291997
},
"shadowMaxDrawdown": -0.1214008003990964,
"shadowTotalReturn": 0.39939634099822885,
"avgForwardReturn1D": 0.002138374565696321,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 174,
"5": 174,
"10": 174
},
"baselineAvgForwardReturns": {
"1": 0.001895836160189109,
"5": 0.009682775065861857,
"10": 0.01988906540319362
}
},
{
"topN": 5,
"ticker": "APG",
"hitRates": {
"1": 0.5862068965517241,
"5": 0.6379310344827587,
"10": 0.7183908045977011
},
"hitRate1D": 0.5862068965517241,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9125721222261081,
"eligibleDays": 326,
"fitnessScore": 0.8659996426029559,
"lookbackDays": 63,
"returnLift1D": 0.00024253840550721205,
"hitRateLift1D": 0.027924687962767036,
"portfolioSize": 5,
"activationRate": 0.5337423312883436,
"activationCount": 174,
"baselineHitRates": {
"1": 0.558282208588957,
"5": 0.5900621118012422,
"10": 0.6561514195583596
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4419383617448978,
"avgForwardReturns": {
"1": 0.002138374565696321,
"5": 0.012108863364137827,
"10": 0.020575124512291997
},
"shadowMaxDrawdown": -0.1214008003990964,
"shadowTotalReturn": 0.39939634099822885,
"avgForwardReturn1D": 0.002138374565696321,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08"
],
"horizonObservationCounts": {
"1": 174,
"5": 174,
"10": 174
},
"baselineAvgForwardReturns": {
"1": 0.001895836160189109,
"5": 0.009682775065861857,
"10": 0.01988906540319362
}
},
{
"topN": 2,
"ticker": "APG",
"hitRates": {
"1": 0.5901639344262295,
"5": 0.6639344262295082,
"10": 0.7622950819672131
},
"hitRate1D": 0.5901639344262295,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.8741948940431589,
"eligibleDays": 326,
"fitnessScore": 0.7764852702787447,
"lookbackDays": 63,
"returnLift1D": 0.000716269245227415,
"hitRateLift1D": 0.031881725837272445,
"portfolioSize": 2,
"activationRate": 0.37423312883435583,
"activationCount": 122,
"baselineHitRates": {
"1": 0.558282208588957,
"5": 0.5900621118012422,
"10": 0.6561514195583596
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.7485663792449744,
"avgForwardReturns": {
"1": 0.002612105405416524,
"5": 0.010944243309482463,
"10": 0.022395589817165377
},
"shadowMaxDrawdown": -0.07176875768466573,
"shadowTotalReturn": 0.34534432984294394,
"avgForwardReturn1D": 0.002612105405416524,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15"
],
"horizonObservationCounts": {
"1": 122,
"5": 122,
"10": 122
},
"baselineAvgForwardReturns": {
"1": 0.001895836160189109,
"5": 0.009682775065861857,
"10": 0.01988906540319362
}
},
{
"topN": 3,
"ticker": "APG",
"hitRates": {
"1": 0.58,
"5": 0.6533333333333333,
"10": 0.7333333333333333
},
"hitRate1D": 0.58,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8655163755397861,
"eligibleDays": 326,
"fitnessScore": 0.7596144479583434,
"lookbackDays": 63,
"returnLift1D": 0.00022655814488181268,
"hitRateLift1D": 0.021717791411042908,
"portfolioSize": 3,
"activationRate": 0.4601226993865031,
"activationCount": 150,
"baselineHitRates": {
"1": 0.558282208588957,
"5": 0.5900621118012422,
"10": 0.6561514195583596
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4685107011708238,
"avgForwardReturns": {
"1": 0.0021223943050709218,
"5": 0.011159569006918462,
"10": 0.019547573724167277
},
"shadowMaxDrawdown": -0.12082405285668152,
"shadowTotalReturn": 0.34173191700313366,
"avgForwardReturn1D": 0.0021223943050709218,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-28",
"2025-04-29",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 150,
"5": 150,
"10": 150
},
"baselineAvgForwardReturns": {
"1": 0.001895836160189109,
"5": 0.009682775065861857,
"10": 0.01988906540319362
}
},
{
"topN": 3,
"ticker": "APG",
"hitRates": {
"1": 0.582089552238806,
"5": 0.6268656716417911,
"10": 0.6865671641791045
},
"hitRate1D": 0.582089552238806,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8289076704771794,
"eligibleDays": 368,
"fitnessScore": 0.6971391934646619,
"lookbackDays": 21,
"returnLift1D": 0.0009886391103907724,
"hitRateLift1D": 0.0358939000648929,
"portfolioSize": 3,
"activationRate": 0.3641304347826087,
"activationCount": 134,
"baselineHitRates": {
"1": 0.5461956521739131,
"5": 0.5604395604395604,
"10": 0.6239554317548747
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.1855602444025357,
"avgForwardReturns": {
"1": 0.0024142583638538267,
"5": 0.01303300024760003,
"10": 0.01945716806976522
},
"shadowMaxDrawdown": -0.10310737068271392,
"shadowTotalReturn": 0.3258126983506324,
"avgForwardReturn1D": 0.0024142583638538267,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.0014256192534630543,
"5": 0.0068208642773653514,
"10": 0.014749547149594602
}
},
{
"topN": 4,
"ticker": "APG",
"hitRates": {
"1": 0.5688622754491018,
"5": 0.6107784431137725,
"10": 0.6946107784431138
},
"hitRate1D": 0.5688622754491018,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7664744144068711,
"eligibleDays": 359,
"fitnessScore": 0.611472127973041,
"lookbackDays": 30,
"returnLift1D": 0.0001774648405319431,
"hitRateLift1D": 0.022901272663586547,
"portfolioSize": 4,
"activationRate": 0.46518105849582175,
"activationCount": 167,
"baselineHitRates": {
"1": 0.5459610027855153,
"5": 0.5605633802816902,
"10": 0.6171428571428571
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9196237343525829,
"avgForwardReturns": {
"1": 0.0016508525090198436,
"5": 0.010430399502970561,
"10": 0.01656137028641743
},
"shadowMaxDrawdown": -0.15817862177757558,
"shadowTotalReturn": 0.2599178036567673,
"avgForwardReturn1D": 0.0016508525090198436,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-26",
"2025-04-15"
],
"horizonObservationCounts": {
"1": 167,
"5": 167,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.0014733876684879005,
"5": 0.006584466647493839,
"10": 0.014148085187991395
}
},
{
"topN": 5,
"ticker": "APG",
"hitRates": {
"1": 0.5688622754491018,
"5": 0.6107784431137725,
"10": 0.6946107784431138
},
"hitRate1D": 0.5688622754491018,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7664744144068711,
"eligibleDays": 359,
"fitnessScore": 0.611472127973041,
"lookbackDays": 30,
"returnLift1D": 0.0001774648405319431,
"hitRateLift1D": 0.022901272663586547,
"portfolioSize": 5,
"activationRate": 0.46518105849582175,
"activationCount": 167,
"baselineHitRates": {
"1": 0.5459610027855153,
"5": 0.5605633802816902,
"10": 0.6171428571428571
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9196237343525829,
"avgForwardReturns": {
"1": 0.0016508525090198436,
"5": 0.010430399502970561,
"10": 0.01656137028641743
},
"shadowMaxDrawdown": -0.15817862177757558,
"shadowTotalReturn": 0.2599178036567673,
"avgForwardReturn1D": 0.0016508525090198436,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03",
"2025-03-26",
"2025-04-15"
],
"horizonObservationCounts": {
"1": 167,
"5": 167,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.0014733876684879005,
"5": 0.006584466647493839,
"10": 0.014148085187991395
}
},
{
"topN": 3,
"ticker": "APG",
"hitRates": {
"1": 0.564935064935065,
"5": 0.6363636363636364,
"10": 0.7077922077922078
},
"hitRate1D": 0.564935064935065,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7562754373474253,
"eligibleDays": 344,
"fitnessScore": 0.5991207177486322,
"lookbackDays": 45,
"returnLift1D": 0.00005966763586140564,
"hitRateLift1D": 0.012609483539716138,
"portfolioSize": 3,
"activationRate": 0.4476744186046512,
"activationCount": 154,
"baselineHitRates": {
"1": 0.5523255813953488,
"5": 0.5764705882352941,
"10": 0.6298507462686567
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0497063495510113,
"avgForwardReturns": {
"1": 0.001702178052066205,
"5": 0.007744563933616917,
"10": 0.013713235679016538
},
"shadowMaxDrawdown": -0.16025371538254918,
"shadowTotalReturn": 0.25681818104133947,
"avgForwardReturn1D": 0.001702178052066205,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-18",
"2025-03-25",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 154,
"5": 154,
"10": 154
},
"baselineAvgForwardReturns": {
"1": 0.0016425104162047994,
"5": 0.00789837871495768,
"10": 0.01657163369475758
}
},
{
"topN": 4,
"ticker": "APG",
"hitRates": {
"1": 0.5581395348837209,
"5": 0.6162790697674418,
"10": 0.686046511627907
},
"hitRate1D": 0.5581395348837209,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7492863942481911,
"eligibleDays": 344,
"fitnessScore": 0.5908582009934426,
"lookbackDays": 45,
"returnLift1D": -0.00014984850303112343,
"hitRateLift1D": 0.005813953488372103,
"portfolioSize": 4,
"activationRate": 0.5,
"activationCount": 172,
"baselineHitRates": {
"1": 0.5523255813953488,
"5": 0.5764705882352941,
"10": 0.6298507462686567
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9621230210785056,
"avgForwardReturns": {
"1": 0.001492661913173676,
"5": 0.00596475741965156,
"10": 0.011347048247442978
},
"shadowMaxDrawdown": -0.1697072478508035,
"shadowTotalReturn": 0.24346745069393294,
"avgForwardReturn1D": 0.001492661913173676,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-18",
"2025-03-25",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 172,
"5": 172,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.0016425104162047994,
"5": 0.00789837871495768,
"10": 0.01657163369475758
}
},
{
"topN": 5,
"ticker": "APG",
"hitRates": {
"1": 0.5581395348837209,
"5": 0.6162790697674418,
"10": 0.686046511627907
},
"hitRate1D": 0.5581395348837209,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7492863942481911,
"eligibleDays": 344,
"fitnessScore": 0.5908582009934426,
"lookbackDays": 45,
"returnLift1D": -0.00014984850303112343,
"hitRateLift1D": 0.005813953488372103,
"portfolioSize": 5,
"activationRate": 0.5,
"activationCount": 172,
"baselineHitRates": {
"1": 0.5523255813953488,
"5": 0.5764705882352941,
"10": 0.6298507462686567
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9621230210785056,
"avgForwardReturns": {
"1": 0.001492661913173676,
"5": 0.00596475741965156,
"10": 0.011347048247442978
},
"shadowMaxDrawdown": -0.1697072478508035,
"shadowTotalReturn": 0.24346745069393294,
"avgForwardReturn1D": 0.001492661913173676,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-18",
"2025-03-25",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 172,
"5": 172,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.0016425104162047994,
"5": 0.00789837871495768,
"10": 0.01657163369475758
}
},
{
"topN": 2,
"ticker": "APG",
"hitRates": {
"1": 0.5794392523364486,
"5": 0.6261682242990654,
"10": 0.7102803738317757
},
"hitRate1D": 0.5794392523364486,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6874006273584932,
"eligibleDays": 368,
"fitnessScore": 0.5233588705176059,
"lookbackDays": 21,
"returnLift1D": 0.0007136827102591967,
"hitRateLift1D": 0.03324360016253547,
"portfolioSize": 2,
"activationRate": 0.2907608695652174,
"activationCount": 107,
"baselineHitRates": {
"1": 0.5461956521739131,
"5": 0.5604395604395604,
"10": 0.6239554317548747
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9437475102638716,
"avgForwardReturns": {
"1": 0.002139301963722251,
"5": 0.013250276887696784,
"10": 0.02271201689996903
},
"shadowMaxDrawdown": -0.08718053493649758,
"shadowTotalReturn": 0.2109357624926067,
"avgForwardReturn1D": 0.002139301963722251,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-26",
"2025-02-27",
"2025-04-25",
"2025-04-28",
"2025-04-29"
],
"horizonObservationCounts": {
"1": 107,
"5": 107,
"10": 107
},
"baselineAvgForwardReturns": {
"1": 0.0014256192534630543,
"5": 0.0068208642773653514,
"10": 0.014749547149594602
}
},
{
"topN": 3,
"ticker": "APG",
"hitRates": {
"1": 0.5460992907801419,
"5": 0.6028368794326241,
"10": 0.7021276595744681
},
"hitRate1D": 0.5460992907801419,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5106108054139942,
"eligibleDays": 359,
"fitnessScore": 0.35933891087995595,
"lookbackDays": 30,
"returnLift1D": -0.0004792189888890516,
"hitRateLift1D": 0.0001382879946265625,
"portfolioSize": 3,
"activationRate": 0.39275766016713093,
"activationCount": 141,
"baselineHitRates": {
"1": 0.5459610027855153,
"5": 0.5605633802816902,
"10": 0.6171428571428571
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.510814056776913,
"avgForwardReturns": {
"1": 0.000994168679598849,
"5": 0.008612935695060612,
"10": 0.013896318563465444
},
"shadowMaxDrawdown": -0.14061034521961546,
"shadowTotalReturn": 0.1105757221059751,
"avgForwardReturn1D": 0.000994168679598849,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-03-26",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 141,
"5": 141,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.0014733876684879005,
"5": 0.006584466647493839,
"10": 0.014148085187991395
}
},
{
"topN": 2,
"ticker": "APG",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.5795454545454546,
"10": 0.7386363636363636
},
"hitRate1D": 0.5454545454545454,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.46356668002622614,
"eligibleDays": 375,
"fitnessScore": 0.3178817532643923,
"lookbackDays": 14,
"returnLift1D": 0.0003905002141047333,
"hitRateLift1D": -0.00121212121212122,
"portfolioSize": 2,
"activationRate": 0.23466666666666666,
"activationCount": 88,
"baselineHitRates": {
"1": 0.5466666666666666,
"5": 0.5660377358490566,
"10": 0.6256830601092896
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.6511923878197663,
"avgForwardReturns": {
"1": 0.0017593085462775924,
"5": 0.012416215393202156,
"10": 0.02296125332268609
},
"shadowMaxDrawdown": -0.12504947205106742,
"shadowTotalReturn": 0.1236915712293245,
"avgForwardReturn1D": 0.0017593085462775924,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-03-25",
"2025-03-26",
"2025-04-24",
"2025-04-25"
],
"horizonObservationCounts": {
"1": 88,
"5": 88,
"10": 88
},
"baselineAvgForwardReturns": {
"1": 0.001368808332172859,
"5": 0.006887195239919491,
"10": 0.0146588923476065
}
},
{
"topN": 2,
"ticker": "APG",
"hitRates": {
"1": 0.5384615384615384,
"5": 0.5865384615384616,
"10": 0.7115384615384616
},
"hitRate1D": 0.5384615384615384,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.46318382994555096,
"eligibleDays": 359,
"fitnessScore": 0.3175430277488741,
"lookbackDays": 30,
"returnLift1D": -0.00016438284880316125,
"hitRateLift1D": -0.007499464323976857,
"portfolioSize": 2,
"activationRate": 0.28969359331476324,
"activationCount": 104,
"baselineHitRates": {
"1": 0.5459610027855153,
"5": 0.5605633802816902,
"10": 0.6171428571428571
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5659766914364317,
"avgForwardReturns": {
"1": 0.0013090048196847393,
"5": 0.005662241455635537,
"10": 0.01213572641795996
},
"shadowMaxDrawdown": -0.09722388776746171,
"shadowTotalReturn": 0.10674908878445377,
"avgForwardReturn1D": 0.0013090048196847393,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-04-25",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 104,
"5": 104,
"10": 104
},
"baselineAvgForwardReturns": {
"1": 0.0014733876684879005,
"5": 0.006584466647493839,
"10": 0.014148085187991395
}
},
{
"topN": 4,
"ticker": "APG",
"hitRates": {
"1": 0.5126582278481012,
"5": 0.5822784810126582,
"10": 0.6962025316455697
},
"hitRate1D": 0.5126582278481012,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3613557711348722,
"eligibleDays": 375,
"fitnessScore": 0.22471339936340087,
"lookbackDays": 14,
"returnLift1D": -0.0006732562980329388,
"hitRateLift1D": -0.03400843881856541,
"portfolioSize": 4,
"activationRate": 0.42133333333333334,
"activationCount": 158,
"baselineHitRates": {
"1": 0.5466666666666666,
"5": 0.5660377358490566,
"10": 0.6256830601092896
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.25428010020409186,
"avgForwardReturns": {
"1": 0.0006955520341399203,
"5": 0.011152169013470747,
"10": 0.01968331786684084
},
"shadowMaxDrawdown": -0.18603248110296555,
"shadowTotalReturn": 0.047200640186265685,
"avgForwardReturn1D": 0.0006955520341399203,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-31",
"2025-02-03",
"2025-02-07",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-03-06"
],
"horizonObservationCounts": {
"1": 158,
"5": 158,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.001368808332172859,
"5": 0.006887195239919491,
"10": 0.0146588923476065
}
},
{
"topN": 5,
"ticker": "APG",
"hitRates": {
"1": 0.5126582278481012,
"5": 0.5822784810126582,
"10": 0.6962025316455697
},
"hitRate1D": 0.5126582278481012,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.3613557711348722,
"eligibleDays": 375,
"fitnessScore": 0.22471339936340087,
"lookbackDays": 14,
"returnLift1D": -0.0006732562980329388,
"hitRateLift1D": -0.03400843881856541,
"portfolioSize": 5,
"activationRate": 0.42133333333333334,
"activationCount": 158,
"baselineHitRates": {
"1": 0.5466666666666666,
"5": 0.5660377358490566,
"10": 0.6256830601092896
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.25428010020409186,
"avgForwardReturns": {
"1": 0.0006955520341399203,
"5": 0.011152169013470747,
"10": 0.01968331786684084
},
"shadowMaxDrawdown": -0.18603248110296555,
"shadowTotalReturn": 0.047200640186265685,
"avgForwardReturn1D": 0.0006955520341399203,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-31",
"2025-02-03",
"2025-02-07",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-03-06"
],
"horizonObservationCounts": {
"1": 158,
"5": 158,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.001368808332172859,
"5": 0.006887195239919491,
"10": 0.0146588923476065
}
},
{
"topN": 3,
"ticker": "APG",
"hitRates": {
"1": 0.5149253731343284,
"5": 0.5671641791044776,
"10": 0.6716417910447762
},
"hitRate1D": 0.5149253731343284,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.22390324216659513,
"eligibleDays": 375,
"fitnessScore": 0.07652609678812508,
"lookbackDays": 14,
"returnLift1D": -0.0012362965824351774,
"hitRateLift1D": -0.03174129353233823,
"portfolioSize": 3,
"activationRate": 0.35733333333333334,
"activationCount": 134,
"baselineHitRates": {
"1": 0.5466666666666666,
"5": 0.5660377358490566,
"10": 0.6256830601092896
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.053936950552337576,
"avgForwardReturns": {
"1": 0.00013251174973768172,
"5": 0.009096642360023636,
"10": 0.0165348600113465
},
"shadowMaxDrawdown": -0.19318556888184557,
"shadowTotalReturn": -0.03689436376620614,
"avgForwardReturn1D": 0.00013251174973768172,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-31",
"2025-02-03",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 134,
"5": 134,
"10": 134
},
"baselineAvgForwardReturns": {
"1": 0.001368808332172859,
"5": 0.006887195239919491,
"10": 0.0146588923476065
}
}
],
"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": 0.46356668002622614,
"fitnessScore": 0.3178817532643923,
"lookbackDays": 14,
"returnLift1D": 0.0003905002141047333,
"activationRate": 0.23466666666666666,
"activationCount": 88,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.1236915712293245,
"avgForwardReturn1D": 0.0017593085462775924
},
{
"comboQuality": 0.9208645596025441,
"fitnessScore": 0.8899134724615454,
"lookbackDays": 21,
"returnLift1D": 0.0011874062791544585,
"activationRate": 0.4375,
"activationCount": 161,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.454689107137205,
"avgForwardReturn1D": 0.0026130255326175128
},
{
"comboQuality": 0.7664744144068711,
"fitnessScore": 0.611472127973041,
"lookbackDays": 30,
"returnLift1D": 0.0001774648405319431,
"activationRate": 0.46518105849582175,
"activationCount": 167,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.2599178036567673,
"avgForwardReturn1D": 0.0016508525090198436
},
{
"comboQuality": 0.915440033300043,
"fitnessScore": 0.8740276607780005,
"lookbackDays": 45,
"returnLift1D": 0.0018223883755634147,
"activationRate": 0.3081395348837209,
"activationCount": 106,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.4136255420443604,
"avgForwardReturn1D": 0.003464898791768214
},
{
"comboQuality": 0.9125721222261081,
"fitnessScore": 0.8659996426029559,
"lookbackDays": 63,
"returnLift1D": 0.00024253840550721205,
"activationRate": 0.5337423312883436,
"activationCount": 174,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.39939634099822885,
"avgForwardReturn1D": 0.002138374565696321
}
],
"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": "6f4b2c4aa318003aeabac4a2632db5f0be70554f033e4962c33271352b2a4f77",
"size": 13,
"members": [
"APG",
"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."
}