Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"BTDR"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "BTDR",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 5,
"ticker": "BTDR",
"hitRates": {
"1": 0.625,
"5": 0.625,
"10": 0.4
},
"hitRate1D": 0.625,
"comboQuality": 0.3224057844523416,
"eligibleDays": 352,
"fitnessScore": 0.18659771605329975,
"lookbackDays": 14,
"returnLift1D": -0.0029955106213516557,
"hitRateLift1D": 0.03240740740740744,
"activationRate": 0.022727272727272728,
"activationCount": 8,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.7728505426185218,
"shadowSharpeLike": 0.3241924103907251,
"avgForwardReturns": {
"1": 0.006615576117380326,
"5": 0.0037333049539492874,
"10": -0.03475627047877276
},
"shadowMaxDrawdown": -0.1082484682734417,
"shadowTotalReturn": 0.043140073544205126,
"avgForwardReturn1D": 0.006615576117380326,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-09",
"2026-06-10",
"2026-06-11",
"2026-06-12",
"2026-06-15",
"2026-06-16",
"2026-06-18",
"2026-06-22"
],
"horizonObservationCounts": {
"1": 8,
"5": 8,
"10": 5
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.3224057844523416,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.07854638994694983,
"bestRawFitnessScore": 0.18659771605329975,
"upperQuartileComboQuality": 0.1213042960780043
},
"algorithmFit": {
"label": "poor",
"score": 0.09807608151613775,
"rawScore": 0.14651223015977388,
"confidence": 0.3388108475201593,
"bestProfile": {
"topN": 5,
"lookbackDays": 14
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
5
],
"lookbackDays": [
14
]
},
"parameterStability": 0.18203366246820818,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 5,
"ticker": "BTDR",
"hitRates": {
"1": 0.625,
"5": 0.625,
"10": 0.4
},
"hitRate1D": 0.625,
"comboQuality": 0.3224057844523416,
"eligibleDays": 352,
"fitnessScore": 0.18659771605329975,
"lookbackDays": 14,
"returnLift1D": -0.0029955106213516557,
"hitRateLift1D": 0.03240740740740744,
"activationRate": 0.022727272727272728,
"activationCount": 8,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.7728505426185218,
"shadowSharpeLike": 0.3241924103907251,
"avgForwardReturns": {
"1": 0.006615576117380326,
"5": 0.0037333049539492874,
"10": -0.03475627047877276
},
"shadowMaxDrawdown": -0.1082484682734417,
"shadowTotalReturn": 0.043140073544205126,
"avgForwardReturn1D": 0.006615576117380326,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-09",
"2026-06-10",
"2026-06-11",
"2026-06-12",
"2026-06-15",
"2026-06-16",
"2026-06-18",
"2026-06-22"
],
"horizonObservationCounts": {
"1": 8,
"5": 8,
"10": 5
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 2,
"ticker": "BTDR",
"hitRates": {
"1": 0.5,
"5": 0.8333333333333334,
"10": 0.4
},
"hitRate1D": 0.5,
"comboQuality": 0.15208032147949552,
"eligibleDays": 352,
"fitnessScore": -0.028042962113944834,
"lookbackDays": 14,
"returnLift1D": -0.0062866407748854505,
"hitRateLift1D": -0.09259259259259256,
"activationRate": 0.017045454545454544,
"activationCount": 6,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.7401362955167303,
"shadowSharpeLike": 0.12268975807265546,
"avgForwardReturns": {
"1": 0.0033244459638465305,
"5": 0.03208359237698979,
"10": -0.03475627047877276
},
"shadowMaxDrawdown": -0.1082484682734417,
"shadowTotalReturn": 0.010607748420030427,
"avgForwardReturn1D": 0.0033244459638465305,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-09",
"2026-06-10",
"2026-06-11",
"2026-06-12",
"2026-06-15",
"2026-06-16"
],
"horizonObservationCounts": {
"1": 6,
"5": 6,
"10": 5
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 3,
"ticker": "BTDR",
"hitRates": {
"1": 0.5,
"5": 0.8333333333333334,
"10": 0.4
},
"hitRate1D": 0.5,
"comboQuality": 0.15208032147949552,
"eligibleDays": 352,
"fitnessScore": -0.028042962113944834,
"lookbackDays": 14,
"returnLift1D": -0.0062866407748854505,
"hitRateLift1D": -0.09259259259259256,
"activationRate": 0.017045454545454544,
"activationCount": 6,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.7401362955167303,
"shadowSharpeLike": 0.12268975807265546,
"avgForwardReturns": {
"1": 0.0033244459638465305,
"5": 0.03208359237698979,
"10": -0.03475627047877276
},
"shadowMaxDrawdown": -0.1082484682734417,
"shadowTotalReturn": 0.010607748420030427,
"avgForwardReturn1D": 0.0033244459638465305,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-09",
"2026-06-10",
"2026-06-11",
"2026-06-12",
"2026-06-15",
"2026-06-16"
],
"horizonObservationCounts": {
"1": 6,
"5": 6,
"10": 5
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 4,
"ticker": "BTDR",
"hitRates": {
"1": 0.5,
"5": 0.8333333333333334,
"10": 0.4
},
"hitRate1D": 0.5,
"comboQuality": 0.15208032147949552,
"eligibleDays": 352,
"fitnessScore": -0.028042962113944834,
"lookbackDays": 14,
"returnLift1D": -0.0062866407748854505,
"hitRateLift1D": -0.09259259259259256,
"activationRate": 0.017045454545454544,
"activationCount": 6,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.7401362955167303,
"shadowSharpeLike": 0.12268975807265546,
"avgForwardReturns": {
"1": 0.0033244459638465305,
"5": 0.03208359237698979,
"10": -0.03475627047877276
},
"shadowMaxDrawdown": -0.1082484682734417,
"shadowTotalReturn": 0.010607748420030427,
"avgForwardReturn1D": 0.0033244459638465305,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-09",
"2026-06-10",
"2026-06-11",
"2026-06-12",
"2026-06-15",
"2026-06-16"
],
"horizonObservationCounts": {
"1": 6,
"5": 6,
"10": 5
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 3,
"ticker": "BTDR",
"hitRates": {
"1": 0.6666666666666666,
"5": 0,
"10": 0
},
"hitRate1D": 0.6666666666666666,
"comboQuality": 0.1213042960780043,
"eligibleDays": 339,
"fitnessScore": -0.0856300126357018,
"lookbackDays": 21,
"returnLift1D": -0.018374248725176706,
"hitRateLift1D": 0.07407407407407407,
"activationRate": 0.017699115044247787,
"activationCount": 6,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.6512474066278414,
"shadowSharpeLike": -0.43866079057476126,
"avgForwardReturns": {
"1": -0.008763161986444723,
"5": -0.1021137398128521,
"10": 0
},
"shadowMaxDrawdown": -0.11453268503511616,
"shadowTotalReturn": -0.057589118859208255,
"avgForwardReturn1D": -0.008763161986444723,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-18",
"2026-06-22",
"2026-06-23",
"2026-06-24",
"2026-06-25",
"2026-06-26"
],
"horizonObservationCounts": {
"1": 6,
"5": 3,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 4,
"ticker": "BTDR",
"hitRates": {
"1": 0.6666666666666666,
"5": 0,
"10": 0
},
"hitRate1D": 0.6666666666666666,
"comboQuality": 0.1213042960780043,
"eligibleDays": 339,
"fitnessScore": -0.0856300126357018,
"lookbackDays": 21,
"returnLift1D": -0.018374248725176706,
"hitRateLift1D": 0.07407407407407407,
"activationRate": 0.017699115044247787,
"activationCount": 6,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.6512474066278414,
"shadowSharpeLike": -0.43866079057476126,
"avgForwardReturns": {
"1": -0.008763161986444723,
"5": -0.1021137398128521,
"10": 0
},
"shadowMaxDrawdown": -0.11453268503511616,
"shadowTotalReturn": -0.057589118859208255,
"avgForwardReturn1D": -0.008763161986444723,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-18",
"2026-06-22",
"2026-06-23",
"2026-06-24",
"2026-06-25",
"2026-06-26"
],
"horizonObservationCounts": {
"1": 6,
"5": 3,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 5,
"ticker": "BTDR",
"hitRates": {
"1": 0.6666666666666666,
"5": 0,
"10": 0
},
"hitRate1D": 0.6666666666666666,
"comboQuality": 0.1213042960780043,
"eligibleDays": 339,
"fitnessScore": -0.0856300126357018,
"lookbackDays": 21,
"returnLift1D": -0.018374248725176706,
"hitRateLift1D": 0.07407407407407407,
"activationRate": 0.017699115044247787,
"activationCount": 6,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.6512474066278414,
"shadowSharpeLike": -0.43866079057476126,
"avgForwardReturns": {
"1": -0.008763161986444723,
"5": -0.1021137398128521,
"10": 0
},
"shadowMaxDrawdown": -0.11453268503511616,
"shadowTotalReturn": -0.057589118859208255,
"avgForwardReturn1D": -0.008763161986444723,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-18",
"2026-06-22",
"2026-06-23",
"2026-06-24",
"2026-06-25",
"2026-06-26"
],
"horizonObservationCounts": {
"1": 6,
"5": 3,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 2,
"ticker": "BTDR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07854638994694983,
"eligibleDays": 330,
"fitnessScore": -0.19169786639863473,
"lookbackDays": 30,
"returnLift1D": -0.009611086738731981,
"hitRateLift1D": -0.5925925925925926,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 3,
"ticker": "BTDR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07854638994694983,
"eligibleDays": 330,
"fitnessScore": -0.19169786639863473,
"lookbackDays": 30,
"returnLift1D": -0.009611086738731981,
"hitRateLift1D": -0.5925925925925926,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 4,
"ticker": "BTDR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07854638994694983,
"eligibleDays": 330,
"fitnessScore": -0.19169786639863473,
"lookbackDays": 30,
"returnLift1D": -0.009611086738731981,
"hitRateLift1D": -0.5925925925925926,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 5,
"ticker": "BTDR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07854638994694983,
"eligibleDays": 330,
"fitnessScore": -0.19169786639863473,
"lookbackDays": 30,
"returnLift1D": -0.009611086738731981,
"hitRateLift1D": -0.5925925925925926,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 2,
"ticker": "BTDR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07854638994694983,
"eligibleDays": 315,
"fitnessScore": -0.19169786639863473,
"lookbackDays": 45,
"returnLift1D": -0.009611086738731981,
"hitRateLift1D": -0.5925925925925926,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 3,
"ticker": "BTDR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07854638994694983,
"eligibleDays": 315,
"fitnessScore": -0.19169786639863473,
"lookbackDays": 45,
"returnLift1D": -0.009611086738731981,
"hitRateLift1D": -0.5925925925925926,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 4,
"ticker": "BTDR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07854638994694983,
"eligibleDays": 315,
"fitnessScore": -0.19169786639863473,
"lookbackDays": 45,
"returnLift1D": -0.009611086738731981,
"hitRateLift1D": -0.5925925925925926,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 5,
"ticker": "BTDR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07854638994694983,
"eligibleDays": 315,
"fitnessScore": -0.19169786639863473,
"lookbackDays": 45,
"returnLift1D": -0.009611086738731981,
"hitRateLift1D": -0.5925925925925926,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 2,
"ticker": "BTDR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07854638994694983,
"eligibleDays": 297,
"fitnessScore": -0.19169786639863473,
"lookbackDays": 63,
"returnLift1D": -0.009611086738731981,
"hitRateLift1D": -0.5925925925925926,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 3,
"ticker": "BTDR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07854638994694983,
"eligibleDays": 297,
"fitnessScore": -0.19169786639863473,
"lookbackDays": 63,
"returnLift1D": -0.009611086738731981,
"hitRateLift1D": -0.5925925925925926,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 4,
"ticker": "BTDR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07854638994694983,
"eligibleDays": 297,
"fitnessScore": -0.19169786639863473,
"lookbackDays": 63,
"returnLift1D": -0.009611086738731981,
"hitRateLift1D": -0.5925925925925926,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 5,
"ticker": "BTDR",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.07854638994694983,
"eligibleDays": 297,
"fitnessScore": -0.19169786639863473,
"lookbackDays": 63,
"returnLift1D": -0.009611086738731981,
"hitRateLift1D": -0.5925925925925926,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.25,
"shadowSharpeLike": 0,
"avgForwardReturns": {
"1": 0,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": 0,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [],
"horizonObservationCounts": {
"1": 0,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
},
{
"topN": 2,
"ticker": "BTDR",
"hitRates": {
"1": 0.6,
"5": 0,
"10": 0
},
"hitRate1D": 0.6,
"comboQuality": 0.05833952193279758,
"eligibleDays": 339,
"fitnessScore": -0.2619003028648498,
"lookbackDays": 21,
"returnLift1D": -0.02635018801691346,
"hitRateLift1D": 0.007407407407407418,
"activationRate": 0.014749262536873156,
"activationCount": 5,
"baselineHitRates": {
"1": 0.5925925925925926,
"5": 0.6086956521739131,
"10": 0.6111111111111112
},
"sampleConfidence": 0.6316666666666667,
"shadowSharpeLike": -0.7263857691573289,
"avgForwardReturns": {
"1": -0.016739101278181477,
"5": -0.1021137398128521,
"10": 0
},
"shadowMaxDrawdown": -0.11497541869259853,
"shadowTotalReturn": -0.08602873716582371,
"avgForwardReturn1D": -0.016739101278181477,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-18",
"2026-06-22",
"2026-06-23",
"2026-06-24",
"2026-06-25"
],
"horizonObservationCounts": {
"1": 5,
"5": 3,
"10": 0
},
"baselineAvgForwardReturns": {
"1": 0.009611086738731981,
"5": 0.04736648347362887,
"10": 0.0722933998988615
}
}
],
"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": 0.3224057844523416,
"fitnessScore": 0.18659771605329975,
"lookbackDays": 14,
"returnLift1D": -0.0029955106213516557,
"activationRate": 0.022727272727272728,
"activationCount": 8,
"sampleConfidence": 0.7728505426185218,
"shadowTotalReturn": 0.043140073544205126,
"avgForwardReturn1D": 0.006615576117380326
},
{
"bestTopN": 3,
"comboQuality": 0.1213042960780043,
"fitnessScore": -0.0856300126357018,
"lookbackDays": 21,
"returnLift1D": -0.018374248725176706,
"activationRate": 0.017699115044247787,
"activationCount": 6,
"sampleConfidence": 0.6512474066278414,
"shadowTotalReturn": -0.057589118859208255,
"avgForwardReturn1D": -0.008763161986444723
},
{
"bestTopN": 2,
"comboQuality": 0.07854638994694983,
"fitnessScore": -0.19169786639863473,
"lookbackDays": 30,
"returnLift1D": -0.009611086738731981,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.07854638994694983,
"fitnessScore": -0.19169786639863473,
"lookbackDays": 45,
"returnLift1D": -0.009611086738731981,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.07854638994694983,
"fitnessScore": -0.19169786639863473,
"lookbackDays": 63,
"returnLift1D": -0.009611086738731981,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
}
],
"strategyOptions": {
"shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
"blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
"coverage": "Rewards stocks that activate often without giving up too much quality.",
"precision": "Prioritizes hit rate and average return after activation."
},
"universeIdentity": {
"hash": "d75f80d158e68ee07031c8a029333b839885e28cd7679dcfcbc23bcbd5e148ac",
"size": 13,
"members": [
"BTDR",
"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",
"BTDR"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "BTDR",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 2,
"ticker": "BTDR",
"hitRates": {
"1": 0.5120481927710844,
"5": 0.5240963855421686,
"10": 0.5602409638554217
},
"hitRate1D": 0.5120481927710844,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9961891903479004,
"eligibleDays": 375,
"fitnessScore": 1.5745410135243794,
"lookbackDays": 14,
"returnLift1D": 0.0057652700233341205,
"hitRateLift1D": -0.005285140562248936,
"portfolioSize": 2,
"activationRate": 0.44266666666666665,
"activationCount": 166,
"baselineHitRates": {
"1": 0.5173333333333333,
"5": 0.4609164420485175,
"10": 0.5
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.14982749445853,
"avgForwardReturns": {
"1": 0.006786582222924143,
"5": 0.03370025406567244,
"10": 0.06029237877198145
},
"shadowMaxDrawdown": -0.3673693547621384,
"shadowTotalReturn": 1.2426221831482938,
"avgForwardReturn1D": 0.006786582222924143,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-03",
"2025-02-14",
"2025-03-17",
"2025-03-18",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 166,
"5": 166,
"10": 166
},
"baselineAvgForwardReturns": {
"1": 0.0010213121995900224,
"5": 0.0053632664313941515,
"10": 0.012638545538872623
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9961891903479004,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.2727215426539994,
"bestRawFitnessScore": 1.5745410135243794,
"upperQuartileComboQuality": 0.9921445114992514
},
"algorithmFit": {
"label": "good",
"score": 0.6705950383032435,
"rawScore": 0.688451040488889,
"confidence": 0.9481270238971085,
"bestProfile": {
"lookbackDays": 14,
"portfolioSize": 2
},
"profileBreadth": 0.40002837368138383,
"recommendedRegion": {
"lookbackDays": [
14,
21
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.9094895850014569,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "BTDR",
"hitRates": {
"1": 0.5120481927710844,
"5": 0.5240963855421686,
"10": 0.5602409638554217
},
"hitRate1D": 0.5120481927710844,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9961891903479004,
"eligibleDays": 375,
"fitnessScore": 1.5745410135243794,
"lookbackDays": 14,
"returnLift1D": 0.0057652700233341205,
"hitRateLift1D": -0.005285140562248936,
"portfolioSize": 2,
"activationRate": 0.44266666666666665,
"activationCount": 166,
"baselineHitRates": {
"1": 0.5173333333333333,
"5": 0.4609164420485175,
"10": 0.5
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.14982749445853,
"avgForwardReturns": {
"1": 0.006786582222924143,
"5": 0.03370025406567244,
"10": 0.06029237877198145
},
"shadowMaxDrawdown": -0.3673693547621384,
"shadowTotalReturn": 1.2426221831482938,
"avgForwardReturn1D": 0.006786582222924143,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-03",
"2025-02-14",
"2025-03-17",
"2025-03-18",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 166,
"5": 166,
"10": 166
},
"baselineAvgForwardReturns": {
"1": 0.0010213121995900224,
"5": 0.0053632664313941515,
"10": 0.012638545538872623
}
},
{
"topN": 4,
"ticker": "BTDR",
"hitRates": {
"1": 0.5084745762711864,
"5": 0.4971751412429379,
"10": 0.536723163841808
},
"hitRate1D": 0.5084745762711864,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9944020854792319,
"eligibleDays": 368,
"fitnessScore": 1.4895444535295246,
"lookbackDays": 21,
"returnLift1D": 0.00517951936425335,
"hitRateLift1D": -0.005112380250552717,
"portfolioSize": 4,
"activationRate": 0.48097826086956524,
"activationCount": 177,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.4642857142857143,
"10": 0.5069637883008357
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0936290152711357,
"avgForwardReturns": {
"1": 0.006389288353414309,
"5": 0.020666093300529893,
"10": 0.03371726166039386
},
"shadowMaxDrawdown": -0.3774708681948973,
"shadowTotalReturn": 1.1623957867489065,
"avgForwardReturn1D": 0.006389288353414309,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-03-27",
"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": 177,
"5": 177,
"10": 177
},
"baselineAvgForwardReturns": {
"1": 0.0012097689891609586,
"5": 0.006245210301770097,
"10": 0.014454434508152642
}
},
{
"topN": 5,
"ticker": "BTDR",
"hitRates": {
"1": 0.5084745762711864,
"5": 0.4971751412429379,
"10": 0.536723163841808
},
"hitRate1D": 0.5084745762711864,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9944020854792319,
"eligibleDays": 368,
"fitnessScore": 1.4895444535295246,
"lookbackDays": 21,
"returnLift1D": 0.00517951936425335,
"hitRateLift1D": -0.005112380250552717,
"portfolioSize": 5,
"activationRate": 0.48097826086956524,
"activationCount": 177,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.4642857142857143,
"10": 0.5069637883008357
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0936290152711357,
"avgForwardReturns": {
"1": 0.006389288353414309,
"5": 0.020666093300529893,
"10": 0.03371726166039386
},
"shadowMaxDrawdown": -0.3774708681948973,
"shadowTotalReturn": 1.1623957867489065,
"avgForwardReturn1D": 0.006389288353414309,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"2025-03-27",
"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": 177,
"5": 177,
"10": 177
},
"baselineAvgForwardReturns": {
"1": 0.0012097689891609586,
"5": 0.006245210301770097,
"10": 0.014454434508152642
}
},
{
"topN": 4,
"ticker": "BTDR",
"hitRates": {
"1": 0.5027932960893855,
"5": 0.5195530726256983,
"10": 0.5698324022346368
},
"hitRate1D": 0.5027932960893855,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.993760764436322,
"eligibleDays": 375,
"fitnessScore": 1.4655405423780208,
"lookbackDays": 14,
"returnLift1D": 0.005084900575948204,
"hitRateLift1D": -0.014540037243947812,
"portfolioSize": 4,
"activationRate": 0.47733333333333333,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5173333333333333,
"5": 0.4609164420485175,
"10": 0.5
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0913202147699894,
"avgForwardReturns": {
"1": 0.006106212775538226,
"5": 0.0332943618870253,
"10": 0.06146883596233882
},
"shadowMaxDrawdown": -0.34962571948144294,
"shadowTotalReturn": 1.1411869666023775,
"avgForwardReturn1D": 0.006106212775538226,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-03",
"2025-02-14",
"2025-03-17",
"2025-03-18",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.0010213121995900224,
"5": 0.0053632664313941515,
"10": 0.012638545538872623
}
},
{
"topN": 5,
"ticker": "BTDR",
"hitRates": {
"1": 0.5027932960893855,
"5": 0.5195530726256983,
"10": 0.5698324022346368
},
"hitRate1D": 0.5027932960893855,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.993760764436322,
"eligibleDays": 375,
"fitnessScore": 1.4655405423780208,
"lookbackDays": 14,
"returnLift1D": 0.005084900575948204,
"hitRateLift1D": -0.014540037243947812,
"portfolioSize": 5,
"activationRate": 0.47733333333333333,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5173333333333333,
"5": 0.4609164420485175,
"10": 0.5
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0913202147699894,
"avgForwardReturns": {
"1": 0.006106212775538226,
"5": 0.0332943618870253,
"10": 0.06146883596233882
},
"shadowMaxDrawdown": -0.34962571948144294,
"shadowTotalReturn": 1.1411869666023775,
"avgForwardReturn1D": 0.006106212775538226,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-03",
"2025-02-14",
"2025-03-17",
"2025-03-18",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.0010213121995900224,
"5": 0.0053632664313941515,
"10": 0.012638545538872623
}
},
{
"topN": 3,
"ticker": "BTDR",
"hitRates": {
"1": 0.5,
"5": 0.5229885057471264,
"10": 0.5804597701149425
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9916057605202279,
"eligibleDays": 375,
"fitnessScore": 1.399791581318272,
"lookbackDays": 14,
"returnLift1D": 0.005123651404717163,
"hitRateLift1D": -0.01733333333333331,
"portfolioSize": 3,
"activationRate": 0.464,
"activationCount": 174,
"baselineHitRates": {
"1": 0.5173333333333333,
"5": 0.4609164420485175,
"10": 0.5
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.071504123051343,
"avgForwardReturns": {
"1": 0.006144963604307186,
"5": 0.03326215258930852,
"10": 0.06524665975394385
},
"shadowMaxDrawdown": -0.3673693547621386,
"shadowTotalReturn": 1.0963118857967782,
"avgForwardReturn1D": 0.006144963604307186,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-03",
"2025-02-14",
"2025-03-17",
"2025-03-18",
"2025-04-23",
"2025-04-24",
"2025-04-25",
"2025-04-28",
"2025-04-29",
"2025-04-30"
],
"horizonObservationCounts": {
"1": 174,
"5": 174,
"10": 174
},
"baselineAvgForwardReturns": {
"1": 0.0010213121995900224,
"5": 0.0053632664313941515,
"10": 0.012638545538872623
}
},
{
"topN": 3,
"ticker": "BTDR",
"hitRates": {
"1": 0.5029239766081871,
"5": 0.49122807017543857,
"10": 0.5263157894736842
},
"hitRate1D": 0.5029239766081871,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9711297905191654,
"eligibleDays": 368,
"fitnessScore": 1.1234429728441382,
"lookbackDays": 21,
"returnLift1D": 0.004438920233760304,
"hitRateLift1D": -0.010662979913552029,
"portfolioSize": 3,
"activationRate": 0.46467391304347827,
"activationCount": 171,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.4642857142857143,
"10": 0.5069637883008357
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.9439142145023387,
"avgForwardReturns": {
"1": 0.005648689222921263,
"5": 0.016976537962744873,
"10": 0.025563135268178473
},
"shadowMaxDrawdown": -0.37747086819489717,
"shadowTotalReturn": 0.8494360512429484,
"avgForwardReturn1D": 0.005648689222921263,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"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"
],
"horizonObservationCounts": {
"1": 171,
"5": 171,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.0012097689891609586,
"5": 0.006245210301770097,
"10": 0.014454434508152642
}
},
{
"topN": 2,
"ticker": "BTDR",
"hitRates": {
"1": 0.49693251533742333,
"5": 0.49079754601226994,
"10": 0.5153374233128835
},
"hitRate1D": 0.49693251533742333,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9065649643886461,
"eligibleDays": 368,
"fitnessScore": 0.8499271869219878,
"lookbackDays": 21,
"returnLift1D": 0.003893746715249508,
"hitRateLift1D": -0.016654441184315805,
"portfolioSize": 2,
"activationRate": 0.4429347826086957,
"activationCount": 163,
"baselineHitRates": {
"1": 0.5135869565217391,
"5": 0.4642857142857143,
"10": 0.5069637883008357
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8267272573997608,
"avgForwardReturns": {
"1": 0.005103515704410467,
"5": 0.016792618437157306,
"10": 0.02047016258458822
},
"shadowMaxDrawdown": -0.4161413159427352,
"shadowTotalReturn": 0.6384115935918617,
"avgForwardReturn1D": 0.005103515704410467,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-26",
"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"
],
"horizonObservationCounts": {
"1": 163,
"5": 163,
"10": 163
},
"baselineAvgForwardReturns": {
"1": 0.0012097689891609586,
"5": 0.006245210301770097,
"10": 0.014454434508152642
}
},
{
"topN": 3,
"ticker": "BTDR",
"hitRates": {
"1": 0.4715909090909091,
"5": 0.4659090909090909,
"10": 0.48863636363636365
},
"hitRate1D": 0.4715909090909091,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.4283139292374148,
"eligibleDays": 359,
"fitnessScore": 0.2864786064298627,
"lookbackDays": 30,
"returnLift1D": 0.001574538507080377,
"hitRateLift1D": -0.040943909850595095,
"portfolioSize": 3,
"activationRate": 0.49025069637883006,
"activationCount": 176,
"baselineHitRates": {
"1": 0.5125348189415042,
"5": 0.4732394366197183,
"10": 0.52
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5121478088690223,
"avgForwardReturns": {
"1": 0.0029945907070516556,
"5": 0.008180624270009863,
"10": 0.004069492939045405
},
"shadowMaxDrawdown": -0.4743922925693089,
"shadowTotalReturn": 0.18845724101070327,
"avgForwardReturn1D": 0.0029945907070516556,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-30",
"2025-05-02",
"2025-05-05",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 176,
"5": 176,
"10": 176
},
"baselineAvgForwardReturns": {
"1": 0.0014200521999712787,
"5": 0.00797849939621299,
"10": 0.02099167304871402
}
},
{
"topN": 2,
"ticker": "BTDR",
"hitRates": {
"1": 0.47368421052631576,
"5": 0.45614035087719296,
"10": 0.47953216374269003
},
"hitRate1D": 0.47368421052631576,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.42060457404807633,
"eligibleDays": 359,
"fitnessScore": 0.27953574843167595,
"lookbackDays": 30,
"returnLift1D": 0.0016241561773201391,
"hitRateLift1D": -0.03885060841518845,
"portfolioSize": 2,
"activationRate": 0.4763231197771588,
"activationCount": 171,
"baselineHitRates": {
"1": 0.5125348189415042,
"5": 0.4732394366197183,
"10": 0.52
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.5093051169218893,
"avgForwardReturns": {
"1": 0.003044208377291418,
"5": 0.005686962569976216,
"10": 0.0010586898911888608
},
"shadowMaxDrawdown": -0.4743922925693088,
"shadowTotalReturn": 0.18535201325487405,
"avgForwardReturn1D": 0.003044208377291418,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-30",
"2025-05-02",
"2025-05-05",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 171,
"5": 171,
"10": 171
},
"baselineAvgForwardReturns": {
"1": 0.0014200521999712787,
"5": 0.00797849939621299,
"10": 0.02099167304871402
}
},
{
"topN": 4,
"ticker": "BTDR",
"hitRates": {
"1": 0.4692737430167598,
"5": 0.46368715083798884,
"10": 0.4860335195530726
},
"hitRate1D": 0.4692737430167598,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1248385112599225,
"eligibleDays": 359,
"fitnessScore": -0.07842523586329522,
"lookbackDays": 30,
"returnLift1D": 0.0002516112982677411,
"hitRateLift1D": -0.04326107592474443,
"portfolioSize": 4,
"activationRate": 0.4986072423398329,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5125348189415042,
"5": 0.4732394366197183,
"10": 0.52
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.276793102646236,
"avgForwardReturns": {
"1": 0.0016716634982390198,
"5": 0.007397888081027583,
"10": 0.00241785292591195
},
"shadowMaxDrawdown": -0.6055767997006232,
"shadowTotalReturn": -0.07310483675970769,
"avgForwardReturn1D": 0.0016716634982390198,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-30",
"2025-05-02",
"2025-05-05",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.0014200521999712787,
"5": 0.00797849939621299,
"10": 0.02099167304871402
}
},
{
"topN": 5,
"ticker": "BTDR",
"hitRates": {
"1": 0.4692737430167598,
"5": 0.46368715083798884,
"10": 0.4860335195530726
},
"hitRate1D": 0.4692737430167598,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1248385112599225,
"eligibleDays": 359,
"fitnessScore": -0.07842523586329522,
"lookbackDays": 30,
"returnLift1D": 0.0002516112982677411,
"hitRateLift1D": -0.04326107592474443,
"portfolioSize": 5,
"activationRate": 0.4986072423398329,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5125348189415042,
"5": 0.4732394366197183,
"10": 0.52
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.276793102646236,
"avgForwardReturns": {
"1": 0.0016716634982390198,
"5": 0.007397888081027583,
"10": 0.00241785292591195
},
"shadowMaxDrawdown": -0.6055767997006232,
"shadowTotalReturn": -0.07310483675970769,
"avgForwardReturn1D": 0.0016716634982390198,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-25",
"2025-04-28",
"2025-04-30",
"2025-05-02",
"2025-05-05",
"2025-05-07",
"2025-05-08",
"2025-05-09",
"2025-05-12",
"2025-05-13"
],
"horizonObservationCounts": {
"1": 179,
"5": 179,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.0014200521999712787,
"5": 0.00797849939621299,
"10": 0.02099167304871402
}
},
{
"topN": 4,
"ticker": "BTDR",
"hitRates": {
"1": 0.4507042253521127,
"5": 0.4295774647887324,
"10": 0.44680851063829785
},
"hitRate1D": 0.4507042253521127,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.011099706639321824,
"eligibleDays": 326,
"fitnessScore": -0.6377284630070705,
"lookbackDays": 63,
"returnLift1D": -0.005257360255830094,
"hitRateLift1D": -0.0615657132981941,
"portfolioSize": 4,
"activationRate": 0.43558282208588955,
"activationCount": 142,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5,
"10": 0.5583596214511041
},
"sampleConfidence": 0.9995305164319249,
"shadowSharpeLike": -0.3557027940633737,
"avgForwardReturns": {
"1": -0.0021748650673456345,
"5": -0.014523063226149519,
"10": -0.021175813541727033
},
"shadowMaxDrawdown": -0.5589202376639606,
"shadowTotalReturn": -0.4577162050875345,
"avgForwardReturn1D": -0.0021748650673456345,
"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": 142,
"5": 142,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.003082495188484459,
"5": 0.016630197657623923,
"10": 0.03659454869767765
}
},
{
"topN": 5,
"ticker": "BTDR",
"hitRates": {
"1": 0.4507042253521127,
"5": 0.4295774647887324,
"10": 0.44680851063829785
},
"hitRate1D": 0.4507042253521127,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.011099706639321824,
"eligibleDays": 326,
"fitnessScore": -0.6377284630070705,
"lookbackDays": 63,
"returnLift1D": -0.005257360255830094,
"hitRateLift1D": -0.0615657132981941,
"portfolioSize": 5,
"activationRate": 0.43558282208588955,
"activationCount": 142,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5,
"10": 0.5583596214511041
},
"sampleConfidence": 0.9995305164319249,
"shadowSharpeLike": -0.3557027940633737,
"avgForwardReturns": {
"1": -0.0021748650673456345,
"5": -0.014523063226149519,
"10": -0.021175813541727033
},
"shadowMaxDrawdown": -0.5589202376639606,
"shadowTotalReturn": -0.4577162050875345,
"avgForwardReturn1D": -0.0021748650673456345,
"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": 142,
"5": 142,
"10": 141
},
"baselineAvgForwardReturns": {
"1": 0.003082495188484459,
"5": 0.016630197657623923,
"10": 0.03659454869767765
}
},
{
"topN": 3,
"ticker": "BTDR",
"hitRates": {
"1": 0.4460431654676259,
"5": 0.4316546762589928,
"10": 0.4492753623188406
},
"hitRate1D": 0.4460431654676259,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.01099999064528606,
"eligibleDays": 326,
"fitnessScore": -0.6397359821166408,
"lookbackDays": 63,
"returnLift1D": -0.005365418722488937,
"hitRateLift1D": -0.06622677318268089,
"portfolioSize": 3,
"activationRate": 0.4263803680981595,
"activationCount": 139,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5,
"10": 0.5583596214511041
},
"sampleConfidence": 0.9995203836930456,
"shadowSharpeLike": -0.36963280078005806,
"avgForwardReturns": {
"1": -0.002282923534004478,
"5": -0.01269965081295138,
"10": -0.01974726386789155
},
"shadowMaxDrawdown": -0.5247476017488202,
"shadowTotalReturn": -0.4600348959075504,
"avgForwardReturn1D": -0.002282923534004478,
"riskOffActivations": 0,
"activationDatesSample": [
"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",
"2025-06-03"
],
"horizonObservationCounts": {
"1": 139,
"5": 139,
"10": 138
},
"baselineAvgForwardReturns": {
"1": 0.003082495188484459,
"5": 0.016630197657623923,
"10": 0.03659454869767765
}
},
{
"topN": 4,
"ticker": "BTDR",
"hitRates": {
"1": 0.4567901234567901,
"5": 0.42592592592592593,
"10": 0.4876543209876543
},
"hitRate1D": 0.4567901234567901,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.009479410849050626,
"eligibleDays": 344,
"fitnessScore": -0.6728038666857699,
"lookbackDays": 45,
"returnLift1D": -0.004864230666315273,
"hitRateLift1D": -0.05483778351995411,
"portfolioSize": 4,
"activationRate": 0.47093023255813954,
"activationCount": 162,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.4852941176470588,
"10": 0.5373134328358209
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.383552746740387,
"avgForwardReturns": {
"1": -0.0021940308393786994,
"5": -0.009987693329685793,
"10": -0.007471467077713667
},
"shadowMaxDrawdown": -0.6099865034892312,
"shadowTotalReturn": -0.49756857100531615,
"avgForwardReturn1D": -0.0021940308393786994,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 162,
"5": 162,
"10": 162
},
"baselineAvgForwardReturns": {
"1": 0.0026701998269365733,
"5": 0.012853460899376475,
"10": 0.02797268936284967
}
},
{
"topN": 5,
"ticker": "BTDR",
"hitRates": {
"1": 0.4567901234567901,
"5": 0.42592592592592593,
"10": 0.4876543209876543
},
"hitRate1D": 0.4567901234567901,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.009479410849050626,
"eligibleDays": 344,
"fitnessScore": -0.6728038666857699,
"lookbackDays": 45,
"returnLift1D": -0.004864230666315273,
"hitRateLift1D": -0.05483778351995411,
"portfolioSize": 5,
"activationRate": 0.47093023255813954,
"activationCount": 162,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.4852941176470588,
"10": 0.5373134328358209
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.383552746740387,
"avgForwardReturns": {
"1": -0.0021940308393786994,
"5": -0.009987693329685793,
"10": -0.007471467077713667
},
"shadowMaxDrawdown": -0.6099865034892312,
"shadowTotalReturn": -0.49756857100531615,
"avgForwardReturn1D": -0.0021940308393786994,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 162,
"5": 162,
"10": 162
},
"baselineAvgForwardReturns": {
"1": 0.0026701998269365733,
"5": 0.012853460899376475,
"10": 0.02797268936284967
}
},
{
"topN": 2,
"ticker": "BTDR",
"hitRates": {
"1": 0.4453125,
"5": 0.421875,
"10": 0.4296875
},
"hitRate1D": 0.4453125,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.007555377021983188,
"eligibleDays": 326,
"fitnessScore": -0.7231405778278391,
"lookbackDays": 63,
"returnLift1D": -0.006232033256558265,
"hitRateLift1D": -0.06695743865030679,
"portfolioSize": 2,
"activationRate": 0.39263803680981596,
"activationCount": 128,
"baselineHitRates": {
"1": 0.5122699386503068,
"5": 0.5,
"10": 0.5583596214511041
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.48170836625156777,
"avgForwardReturns": {
"1": -0.0031495380680738056,
"5": -0.015881892877477474,
"10": -0.027402740304843475
},
"shadowMaxDrawdown": -0.5333066101452726,
"shadowTotalReturn": -0.49734006468879466,
"avgForwardReturn1D": -0.0031495380680738056,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27",
"2025-05-28",
"2025-05-29",
"2025-05-30",
"2025-06-02",
"2025-06-03",
"2025-06-04"
],
"horizonObservationCounts": {
"1": 128,
"5": 128,
"10": 128
},
"baselineAvgForwardReturns": {
"1": 0.003082495188484459,
"5": 0.016630197657623923,
"10": 0.03659454869767765
}
},
{
"topN": 3,
"ticker": "BTDR",
"hitRates": {
"1": 0.44936708860759494,
"5": 0.43037974683544306,
"10": 0.4936708860759494
},
"hitRate1D": 0.44936708860759494,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.007060539860800718,
"eligibleDays": 344,
"fitnessScore": -0.7381525994772996,
"lookbackDays": 45,
"returnLift1D": -0.005295324418705515,
"hitRateLift1D": -0.06226081836914926,
"portfolioSize": 3,
"activationRate": 0.45930232558139533,
"activationCount": 158,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.4852941176470588,
"10": 0.5373134328358209
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.4482822664258401,
"avgForwardReturns": {
"1": -0.0026251245917689415,
"5": -0.011167712663446096,
"10": -0.007254299586777448
},
"shadowMaxDrawdown": -0.628485706915887,
"shadowTotalReturn": -0.5261829442267744,
"avgForwardReturn1D": -0.0026251245917689415,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 158,
"5": 158,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0026701998269365733,
"5": 0.012853460899376475,
"10": 0.02797268936284967
}
},
{
"topN": 2,
"ticker": "BTDR",
"hitRates": {
"1": 0.4444444444444444,
"5": 0.43137254901960786,
"10": 0.49019607843137253
},
"hitRate1D": 0.4444444444444444,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.004843632729008169,
"eligibleDays": 344,
"fitnessScore": -0.8215516724574294,
"lookbackDays": 45,
"returnLift1D": -0.006030435035112209,
"hitRateLift1D": -0.06718346253229979,
"portfolioSize": 2,
"activationRate": 0.44476744186046513,
"activationCount": 153,
"baselineHitRates": {
"1": 0.5116279069767442,
"5": 0.4852941176470588,
"10": 0.5373134328358209
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.5661453865154794,
"avgForwardReturns": {
"1": -0.003360235208175636,
"5": -0.010007372005644881,
"10": -0.007563963957257127
},
"shadowMaxDrawdown": -0.6469748942156626,
"shadowTotalReturn": -0.5659011281733612,
"avgForwardReturn1D": -0.003360235208175636,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-30",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 153,
"5": 153,
"10": 153
},
"baselineAvgForwardReturns": {
"1": 0.0026701998269365733,
"5": 0.012853460899376475,
"10": 0.02797268936284967
}
}
],
"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": 0.9961891903479004,
"fitnessScore": 1.5745410135243794,
"lookbackDays": 14,
"returnLift1D": 0.0057652700233341205,
"activationRate": 0.44266666666666665,
"activationCount": 166,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 1.2426221831482938,
"avgForwardReturn1D": 0.006786582222924143
},
{
"comboQuality": 0.9944020854792319,
"fitnessScore": 1.4895444535295246,
"lookbackDays": 21,
"returnLift1D": 0.00517951936425335,
"activationRate": 0.48097826086956524,
"activationCount": 177,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.1623957867489065,
"avgForwardReturn1D": 0.006389288353414309
},
{
"comboQuality": 0.4283139292374148,
"fitnessScore": 0.2864786064298627,
"lookbackDays": 30,
"returnLift1D": 0.001574538507080377,
"activationRate": 0.49025069637883006,
"activationCount": 176,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.18845724101070327,
"avgForwardReturn1D": 0.0029945907070516556
},
{
"comboQuality": 0.009479410849050626,
"fitnessScore": -0.6728038666857699,
"lookbackDays": 45,
"returnLift1D": -0.004864230666315273,
"activationRate": 0.47093023255813954,
"activationCount": 162,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.49756857100531615,
"avgForwardReturn1D": -0.0021940308393786994
},
{
"comboQuality": 0.011099706639321824,
"fitnessScore": -0.6377284630070705,
"lookbackDays": 63,
"returnLift1D": -0.005257360255830094,
"activationRate": 0.43558282208588955,
"activationCount": 142,
"sampleConfidence": 0.9995305164319249,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.4577162050875345,
"avgForwardReturn1D": -0.0021748650673456345
}
],
"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": "d75f80d158e68ee07031c8a029333b839885e28cd7679dcfcbc23bcbd5e148ac",
"size": 13,
"members": [
"BTDR",
"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