Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"CVS"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "CVS",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 3,
"ticker": "CVS",
"hitRates": {
"1": 0.6,
"5": 0.9166666666666666,
"10": 1
},
"hitRate1D": 0.6,
"comboQuality": 0.5151936772717732,
"eligibleDays": 330,
"fitnessScore": 0.3633745536622282,
"lookbackDays": 30,
"returnLift1D": 0.001373893004244264,
"hitRateLift1D": 0.024657534246575352,
"activationRate": 0.048484848484848485,
"activationCount": 16,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.9044349550499537,
"shadowSharpeLike": 1.2846831341202263,
"avgForwardReturns": {
"1": 0.006736905542934853,
"5": 0.037800291821870585,
"10": 0.06015444402105019
},
"shadowMaxDrawdown": -0.0345336481700117,
"shadowTotalReturn": 0.10270803090375424,
"avgForwardReturn1D": 0.006736905542934853,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-01",
"2026-06-02",
"2026-06-03",
"2026-06-04",
"2026-06-05",
"2026-06-08",
"2026-06-09",
"2026-06-10",
"2026-06-11",
"2026-06-12"
],
"horizonObservationCounts": {
"1": 15,
"5": 12,
"10": 12
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.5151936772717732,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.13198473493117874,
"bestRawFitnessScore": 0.3633745536622282,
"upperQuartileComboQuality": 0.44561462238024263
},
"algorithmFit": {
"label": "poor",
"score": 0.25570565365930353,
"rawScore": 0.3235554204048305,
"confidence": 0.580598794106841,
"bestProfile": {
"topN": 3,
"lookbackDays": 30
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
3
],
"lookbackDays": [
30
]
},
"parameterStability": 0.41039409623266176,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "CVS",
"hitRates": {
"1": 0.6,
"5": 0.9166666666666666,
"10": 1
},
"hitRate1D": 0.6,
"comboQuality": 0.5151936772717732,
"eligibleDays": 330,
"fitnessScore": 0.3633745536622282,
"lookbackDays": 30,
"returnLift1D": 0.001373893004244264,
"hitRateLift1D": 0.024657534246575352,
"activationRate": 0.048484848484848485,
"activationCount": 16,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.9044349550499537,
"shadowSharpeLike": 1.2846831341202263,
"avgForwardReturns": {
"1": 0.006736905542934853,
"5": 0.037800291821870585,
"10": 0.06015444402105019
},
"shadowMaxDrawdown": -0.0345336481700117,
"shadowTotalReturn": 0.10270803090375424,
"avgForwardReturn1D": 0.006736905542934853,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-01",
"2026-06-02",
"2026-06-03",
"2026-06-04",
"2026-06-05",
"2026-06-08",
"2026-06-09",
"2026-06-10",
"2026-06-11",
"2026-06-12"
],
"horizonObservationCounts": {
"1": 15,
"5": 12,
"10": 12
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 4,
"ticker": "CVS",
"hitRates": {
"1": 0.6,
"5": 0.9166666666666666,
"10": 1
},
"hitRate1D": 0.6,
"comboQuality": 0.5151936772717732,
"eligibleDays": 330,
"fitnessScore": 0.3633745536622282,
"lookbackDays": 30,
"returnLift1D": 0.001373893004244264,
"hitRateLift1D": 0.024657534246575352,
"activationRate": 0.048484848484848485,
"activationCount": 16,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.9044349550499537,
"shadowSharpeLike": 1.2846831341202263,
"avgForwardReturns": {
"1": 0.006736905542934853,
"5": 0.037800291821870585,
"10": 0.06015444402105019
},
"shadowMaxDrawdown": -0.0345336481700117,
"shadowTotalReturn": 0.10270803090375424,
"avgForwardReturn1D": 0.006736905542934853,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-01",
"2026-06-02",
"2026-06-03",
"2026-06-04",
"2026-06-05",
"2026-06-08",
"2026-06-09",
"2026-06-10",
"2026-06-11",
"2026-06-12"
],
"horizonObservationCounts": {
"1": 15,
"5": 12,
"10": 12
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 5,
"ticker": "CVS",
"hitRates": {
"1": 0.6,
"5": 0.9166666666666666,
"10": 1
},
"hitRate1D": 0.6,
"comboQuality": 0.5151936772717732,
"eligibleDays": 330,
"fitnessScore": 0.3633745536622282,
"lookbackDays": 30,
"returnLift1D": 0.001373893004244264,
"hitRateLift1D": 0.024657534246575352,
"activationRate": 0.048484848484848485,
"activationCount": 16,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.9044349550499537,
"shadowSharpeLike": 1.2846831341202263,
"avgForwardReturns": {
"1": 0.006736905542934853,
"5": 0.037800291821870585,
"10": 0.06015444402105019
},
"shadowMaxDrawdown": -0.0345336481700117,
"shadowTotalReturn": 0.10270803090375424,
"avgForwardReturn1D": 0.006736905542934853,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-01",
"2026-06-02",
"2026-06-03",
"2026-06-04",
"2026-06-05",
"2026-06-08",
"2026-06-09",
"2026-06-10",
"2026-06-11",
"2026-06-12"
],
"horizonObservationCounts": {
"1": 15,
"5": 12,
"10": 12
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 3,
"ticker": "CVS",
"hitRates": {
"1": 0.5925925925925926,
"5": 0.4,
"10": 0.6190476190476191
},
"hitRate1D": 0.5925925925925926,
"comboQuality": 0.49737088520303635,
"eligibleDays": 352,
"fitnessScore": 0.34768635765523226,
"lookbackDays": 14,
"returnLift1D": -0.0008248205271561178,
"hitRateLift1D": 0.017250126839167934,
"activationRate": 0.07954545454545454,
"activationCount": 28,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.961904761904762,
"shadowSharpeLike": 1.0173655482876436,
"avgForwardReturns": {
"1": 0.004538192011534471,
"5": 0.009088508317004062,
"10": 0.015543616172080063
},
"shadowMaxDrawdown": -0.0648394354673758,
"shadowTotalReturn": 0.12197854856087442,
"avgForwardReturn1D": 0.004538192011534471,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-07",
"2026-05-08",
"2026-05-11",
"2026-05-12",
"2026-05-13",
"2026-05-14",
"2026-05-15",
"2026-05-18",
"2026-05-19",
"2026-05-20"
],
"horizonObservationCounts": {
"1": 27,
"5": 20,
"10": 21
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 2,
"ticker": "CVS",
"hitRates": {
"1": 0.6086956521739131,
"5": 0.47058823529411764,
"10": 0.5789473684210527
},
"hitRate1D": 0.6086956521739131,
"comboQuality": 0.4626519204966278,
"eligibleDays": 352,
"fitnessScore": 0.3170723585497524,
"lookbackDays": 14,
"returnLift1D": -0.0012056728991502704,
"hitRateLift1D": 0.033353186420488456,
"activationRate": 0.06818181818181818,
"activationCount": 24,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.963888888888889,
"shadowSharpeLike": 0.8067646251609204,
"avgForwardReturns": {
"1": 0.004157339639540319,
"5": 0.011515752484538636,
"10": 0.011272388554071247
},
"shadowMaxDrawdown": -0.06408038453671505,
"shadowTotalReturn": 0.09242564901605932,
"avgForwardReturn1D": 0.004157339639540319,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-07",
"2026-05-08",
"2026-05-11",
"2026-05-12",
"2026-05-13",
"2026-05-14",
"2026-05-15",
"2026-05-18",
"2026-05-19",
"2026-05-20"
],
"horizonObservationCounts": {
"1": 23,
"5": 17,
"10": 19
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 4,
"ticker": "CVS",
"hitRates": {
"1": 0.5714285714285714,
"5": 0.42857142857142855,
"10": 0.6363636363636364
},
"hitRate1D": 0.5714285714285714,
"comboQuality": 0.4399355230081143,
"eligibleDays": 352,
"fitnessScore": 0.29688677785332496,
"lookbackDays": 14,
"returnLift1D": -0.0013395516102237158,
"hitRateLift1D": -0.003913894324853229,
"activationRate": 0.08238636363636363,
"activationCount": 29,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.9632183908045977,
"shadowSharpeLike": 0.9288267784329794,
"avgForwardReturns": {
"1": 0.004023460928466873,
"5": 0.009495922313044488,
"10": 0.017507999511584625
},
"shadowMaxDrawdown": -0.0648394354673758,
"shadowTotalReturn": 0.11089982010964494,
"avgForwardReturn1D": 0.004023460928466873,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-07",
"2026-05-08",
"2026-05-11",
"2026-05-12",
"2026-05-13",
"2026-05-14",
"2026-05-15",
"2026-05-18",
"2026-05-19",
"2026-05-20"
],
"horizonObservationCounts": {
"1": 28,
"5": 21,
"10": 22
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 5,
"ticker": "CVS",
"hitRates": {
"1": 0.5714285714285714,
"5": 0.42857142857142855,
"10": 0.6363636363636364
},
"hitRate1D": 0.5714285714285714,
"comboQuality": 0.4399355230081143,
"eligibleDays": 352,
"fitnessScore": 0.29688677785332496,
"lookbackDays": 14,
"returnLift1D": -0.0013395516102237158,
"hitRateLift1D": -0.003913894324853229,
"activationRate": 0.08238636363636363,
"activationCount": 29,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.9632183908045977,
"shadowSharpeLike": 0.9288267784329794,
"avgForwardReturns": {
"1": 0.004023460928466873,
"5": 0.009495922313044488,
"10": 0.017507999511584625
},
"shadowMaxDrawdown": -0.0648394354673758,
"shadowTotalReturn": 0.11089982010964494,
"avgForwardReturn1D": 0.004023460928466873,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-07",
"2026-05-08",
"2026-05-11",
"2026-05-12",
"2026-05-13",
"2026-05-14",
"2026-05-15",
"2026-05-18",
"2026-05-19",
"2026-05-20"
],
"horizonObservationCounts": {
"1": 28,
"5": 21,
"10": 22
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 2,
"ticker": "CVS",
"hitRates": {
"1": 0.6,
"5": 0.8571428571428571,
"10": 1
},
"hitRate1D": 0.6,
"comboQuality": 0.38232265953846156,
"eligibleDays": 330,
"fitnessScore": 0.2444657122970864,
"lookbackDays": 30,
"returnLift1D": 0.00032559909341683176,
"hitRateLift1D": 0.024657534246575352,
"activationRate": 0.03333333333333333,
"activationCount": 11,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.8033454622448071,
"shadowSharpeLike": 0.8789248144522173,
"avgForwardReturns": {
"1": 0.005688611632107421,
"5": 0.027357140505663007,
"10": 0.03981801810033086
},
"shadowMaxDrawdown": -0.03453364817001192,
"shadowTotalReturn": 0.055873049469890024,
"avgForwardReturn1D": 0.005688611632107421,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-08",
"2026-06-09",
"2026-06-10",
"2026-06-11",
"2026-06-12",
"2026-06-15",
"2026-06-16",
"2026-06-17",
"2026-06-18",
"2026-06-22"
],
"horizonObservationCounts": {
"1": 10,
"5": 7,
"10": 7
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 3,
"ticker": "CVS",
"hitRates": {
"1": 0.5,
"5": 0.5789473684210527,
"10": 0.75
},
"hitRate1D": 0.5,
"comboQuality": 0.15208803971784823,
"eligibleDays": 339,
"fitnessScore": -0.02802979459090276,
"lookbackDays": 21,
"returnLift1D": -0.004923466494172033,
"hitRateLift1D": -0.07534246575342463,
"activationRate": 0.05604719764011799,
"activationCount": 19,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.9720386012451948,
"shadowSharpeLike": 0.08052480539711991,
"avgForwardReturns": {
"1": 0.000439546044518556,
"5": 0.014867487286770892,
"10": 0.03704387200169938
},
"shadowMaxDrawdown": -0.0722466428719225,
"shadowTotalReturn": 0.003925961560450775,
"avgForwardReturn1D": 0.000439546044518556,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-18",
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-05-28",
"2026-05-29",
"2026-06-01"
],
"horizonObservationCounts": {
"1": 18,
"5": 19,
"10": 16
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 5,
"ticker": "CVS",
"hitRates": {
"1": 0.47619047619047616,
"5": 0.5714285714285714,
"10": 0.7777777777777778
},
"hitRate1D": 0.47619047619047616,
"comboQuality": 0.15051402653238619,
"eligibleDays": 339,
"fitnessScore": -0.03072653301393614,
"lookbackDays": 21,
"returnLift1D": -0.004422482525727542,
"hitRateLift1D": -0.09915198956294846,
"activationRate": 0.06489675516224189,
"activationCount": 22,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.9818181818181819,
"shadowSharpeLike": 0.1927411417915069,
"avgForwardReturns": {
"1": 0.0009405300129630463,
"5": 0.013290238352527569,
"10": 0.03651945316680762
},
"shadowMaxDrawdown": -0.0722466428719225,
"shadowTotalReturn": 0.014067304442309636,
"avgForwardReturn1D": 0.0009405300129630463,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-18",
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-05-28",
"2026-05-29",
"2026-06-01"
],
"horizonObservationCounts": {
"1": 21,
"5": 21,
"10": 18
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 4,
"ticker": "CVS",
"hitRates": {
"1": 0.47368421052631576,
"5": 0.55,
"10": 0.7647058823529411
},
"hitRate1D": 0.47368421052631576,
"comboQuality": 0.11345544332997129,
"eligibleDays": 339,
"fitnessScore": -0.10230266301363748,
"lookbackDays": 21,
"returnLift1D": -0.005684498961686306,
"hitRateLift1D": -0.10165825522710886,
"activationRate": 0.058997050147492625,
"activationCount": 20,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.9866666666666667,
"shadowSharpeLike": -0.12091184376280137,
"avgForwardReturns": {
"1": -0.0003214864229957169,
"5": 0.013944557629240694,
"10": 0.036016521057043074
},
"shadowMaxDrawdown": -0.0722466428719225,
"shadowTotalReturn": -0.011145788960508884,
"avgForwardReturn1D": -0.0003214864229957169,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-18",
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-05-28",
"2026-05-29",
"2026-06-01"
],
"horizonObservationCounts": {
"1": 19,
"5": 20,
"10": 17
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 2,
"ticker": "CVS",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08147766156581307,
"eligibleDays": 297,
"fitnessScore": -0.18293621336104937,
"lookbackDays": 63,
"returnLift1D": -0.005363012538690589,
"hitRateLift1D": -0.5753424657534246,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"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": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 3,
"ticker": "CVS",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08147766156581307,
"eligibleDays": 297,
"fitnessScore": -0.18293621336104937,
"lookbackDays": 63,
"returnLift1D": -0.005363012538690589,
"hitRateLift1D": -0.5753424657534246,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"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": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 4,
"ticker": "CVS",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08147766156581307,
"eligibleDays": 297,
"fitnessScore": -0.18293621336104937,
"lookbackDays": 63,
"returnLift1D": -0.005363012538690589,
"hitRateLift1D": -0.5753424657534246,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"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": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 5,
"ticker": "CVS",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08147766156581307,
"eligibleDays": 297,
"fitnessScore": -0.18293621336104937,
"lookbackDays": 63,
"returnLift1D": -0.005363012538690589,
"hitRateLift1D": -0.5753424657534246,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"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": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 2,
"ticker": "CVS",
"hitRates": {
"1": 0.45454545454545453,
"5": 0.4166666666666667,
"10": 0.5555555555555556
},
"hitRate1D": 0.45454545454545453,
"comboQuality": 0.0673493014215335,
"eligibleDays": 339,
"fitnessScore": -0.2281904073161343,
"lookbackDays": 21,
"returnLift1D": -0.00897920550340816,
"hitRateLift1D": -0.1207970112079701,
"activationRate": 0.035398230088495575,
"activationCount": 12,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.8538059458605938,
"shadowSharpeLike": -0.7927745017283713,
"avgForwardReturns": {
"1": -0.0036161929647175713,
"5": 0.00043748737318039893,
"10": 0.0038447752556850143
},
"shadowMaxDrawdown": -0.06376004151685544,
"shadowTotalReturn": -0.04292195082243444,
"avgForwardReturn1D": -0.0036161929647175713,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-05-18",
"2026-05-19",
"2026-05-20",
"2026-05-21",
"2026-05-22",
"2026-05-26",
"2026-05-27",
"2026-06-08",
"2026-06-09",
"2026-06-10"
],
"horizonObservationCounts": {
"1": 11,
"5": 12,
"10": 9
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 2,
"ticker": "CVS",
"hitRates": {
"1": 0,
"5": 1,
"10": 1
},
"hitRate1D": 0,
"comboQuality": 0.031443909813072324,
"eligibleDays": 315,
"fitnessScore": -0.40407223714068297,
"lookbackDays": 45,
"returnLift1D": -0.005363012538690589,
"hitRateLift1D": -0.5753424657534246,
"activationRate": 0.0031746031746031746,
"activationCount": 1,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.5063170720958218,
"shadowSharpeLike": -1.266930077425847,
"avgForwardReturns": {
"1": 0,
"5": 0.023253517649962863,
"10": 0.030066650209824575
},
"shadowMaxDrawdown": -0.000999749999999855,
"shadowTotalReturn": -0.000999749999999855,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-23"
],
"horizonObservationCounts": {
"1": 0,
"5": 1,
"10": 1
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 3,
"ticker": "CVS",
"hitRates": {
"1": 0,
"5": 1,
"10": 1
},
"hitRate1D": 0,
"comboQuality": 0.031443909813072324,
"eligibleDays": 315,
"fitnessScore": -0.40407223714068297,
"lookbackDays": 45,
"returnLift1D": -0.005363012538690589,
"hitRateLift1D": -0.5753424657534246,
"activationRate": 0.0031746031746031746,
"activationCount": 1,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.5063170720958218,
"shadowSharpeLike": -1.266930077425847,
"avgForwardReturns": {
"1": 0,
"5": 0.023253517649962863,
"10": 0.030066650209824575
},
"shadowMaxDrawdown": -0.000999749999999855,
"shadowTotalReturn": -0.000999749999999855,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-23"
],
"horizonObservationCounts": {
"1": 0,
"5": 1,
"10": 1
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 4,
"ticker": "CVS",
"hitRates": {
"1": 0,
"5": 1,
"10": 1
},
"hitRate1D": 0,
"comboQuality": 0.031443909813072324,
"eligibleDays": 315,
"fitnessScore": -0.40407223714068297,
"lookbackDays": 45,
"returnLift1D": -0.005363012538690589,
"hitRateLift1D": -0.5753424657534246,
"activationRate": 0.0031746031746031746,
"activationCount": 1,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.5063170720958218,
"shadowSharpeLike": -1.266930077425847,
"avgForwardReturns": {
"1": 0,
"5": 0.023253517649962863,
"10": 0.030066650209824575
},
"shadowMaxDrawdown": -0.000999749999999855,
"shadowTotalReturn": -0.000999749999999855,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-23"
],
"horizonObservationCounts": {
"1": 0,
"5": 1,
"10": 1
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
},
{
"topN": 5,
"ticker": "CVS",
"hitRates": {
"1": 0,
"5": 1,
"10": 1
},
"hitRate1D": 0,
"comboQuality": 0.031443909813072324,
"eligibleDays": 315,
"fitnessScore": -0.40407223714068297,
"lookbackDays": 45,
"returnLift1D": -0.005363012538690589,
"hitRateLift1D": -0.5753424657534246,
"activationRate": 0.0031746031746031746,
"activationCount": 1,
"baselineHitRates": {
"1": 0.5753424657534246,
"5": 0.7424242424242424,
"10": 0.8032786885245902
},
"sampleConfidence": 0.5063170720958218,
"shadowSharpeLike": -1.266930077425847,
"avgForwardReturns": {
"1": 0,
"5": 0.023253517649962863,
"10": 0.030066650209824575
},
"shadowMaxDrawdown": -0.000999749999999855,
"shadowTotalReturn": -0.000999749999999855,
"avgForwardReturn1D": 0,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-06-23"
],
"horizonObservationCounts": {
"1": 0,
"5": 1,
"10": 1
},
"baselineAvgForwardReturns": {
"1": 0.005363012538690589,
"5": 0.029220223750259375,
"10": 0.05348124772082614
}
}
],
"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": 3,
"comboQuality": 0.49737088520303635,
"fitnessScore": 0.34768635765523226,
"lookbackDays": 14,
"returnLift1D": -0.0008248205271561178,
"activationRate": 0.07954545454545454,
"activationCount": 28,
"sampleConfidence": 0.961904761904762,
"shadowTotalReturn": 0.12197854856087442,
"avgForwardReturn1D": 0.004538192011534471
},
{
"bestTopN": 3,
"comboQuality": 0.15208803971784823,
"fitnessScore": -0.02802979459090276,
"lookbackDays": 21,
"returnLift1D": -0.004923466494172033,
"activationRate": 0.05604719764011799,
"activationCount": 19,
"sampleConfidence": 0.9720386012451948,
"shadowTotalReturn": 0.003925961560450775,
"avgForwardReturn1D": 0.000439546044518556
},
{
"bestTopN": 3,
"comboQuality": 0.5151936772717732,
"fitnessScore": 0.3633745536622282,
"lookbackDays": 30,
"returnLift1D": 0.001373893004244264,
"activationRate": 0.048484848484848485,
"activationCount": 16,
"sampleConfidence": 0.9044349550499537,
"shadowTotalReturn": 0.10270803090375424,
"avgForwardReturn1D": 0.006736905542934853
},
{
"bestTopN": 2,
"comboQuality": 0.031443909813072324,
"fitnessScore": -0.40407223714068297,
"lookbackDays": 45,
"returnLift1D": -0.005363012538690589,
"activationRate": 0.0031746031746031746,
"activationCount": 1,
"sampleConfidence": 0.5063170720958218,
"shadowTotalReturn": -0.000999749999999855,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08147766156581307,
"fitnessScore": -0.18293621336104937,
"lookbackDays": 63,
"returnLift1D": -0.005363012538690589,
"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": "c3546de8554c1a7c75775c0afbba7011cd21d81c41dda8b939dac3eb5cef2aee",
"size": 13,
"members": [
"CVS",
"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",
"CVS"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "CVS",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "CVS",
"hitRates": {
"1": 0.5730337078651685,
"5": 0.6264367816091954,
"10": 0.6627218934911243
},
"hitRate1D": 0.5730337078651685,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9093247874039924,
"eligibleDays": 326,
"fitnessScore": 0.8571920265445695,
"lookbackDays": 63,
"returnLift1D": 0.00037191985842749517,
"hitRateLift1D": 0.005549045288481325,
"portfolioSize": 4,
"activationRate": 0.5460122699386503,
"activationCount": 178,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.6024844720496895,
"10": 0.6624605678233438
},
"sampleConfidence": 0.9951310861423222,
"shadowSharpeLike": 1.3755614927816777,
"avgForwardReturns": {
"1": 0.002139879893132689,
"5": 0.008601485762191781,
"10": 0.015889386728728177
},
"shadowMaxDrawdown": -0.1294792082761944,
"shadowTotalReturn": 0.41163751454744224,
"avgForwardReturn1D": 0.002139879893132689,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 178,
"5": 174,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0017679600347051936,
"5": 0.009174667682855249,
"10": 0.017561262536728697
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9093247874039924,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.6687343607284547,
"bestRawFitnessScore": 0.8571920265445695,
"upperQuartileComboQuality": 0.786910420032704
},
"algorithmFit": {
"label": "good",
"score": 0.7465238682482032,
"rawScore": 0.7666011567847439,
"confidence": 0.9476199889372765,
"bestProfile": {
"lookbackDays": 63,
"portfolioSize": 4
},
"profileBreadth": 0.5501612669700013,
"recommendedRegion": {
"lookbackDays": [
14,
21,
63
],
"portfolioSizes": [
3,
4,
5
]
},
"parameterStability": 0.8299054468729358,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "CVS",
"hitRates": {
"1": 0.5730337078651685,
"5": 0.6264367816091954,
"10": 0.6627218934911243
},
"hitRate1D": 0.5730337078651685,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9093247874039924,
"eligibleDays": 326,
"fitnessScore": 0.8571920265445695,
"lookbackDays": 63,
"returnLift1D": 0.00037191985842749517,
"hitRateLift1D": 0.005549045288481325,
"portfolioSize": 4,
"activationRate": 0.5460122699386503,
"activationCount": 178,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.6024844720496895,
"10": 0.6624605678233438
},
"sampleConfidence": 0.9951310861423222,
"shadowSharpeLike": 1.3755614927816777,
"avgForwardReturns": {
"1": 0.002139879893132689,
"5": 0.008601485762191781,
"10": 0.015889386728728177
},
"shadowMaxDrawdown": -0.1294792082761944,
"shadowTotalReturn": 0.41163751454744224,
"avgForwardReturn1D": 0.002139879893132689,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 178,
"5": 174,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0017679600347051936,
"5": 0.009174667682855249,
"10": 0.017561262536728697
}
},
{
"topN": 5,
"ticker": "CVS",
"hitRates": {
"1": 0.5730337078651685,
"5": 0.6264367816091954,
"10": 0.6627218934911243
},
"hitRate1D": 0.5730337078651685,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9093247874039924,
"eligibleDays": 326,
"fitnessScore": 0.8571920265445695,
"lookbackDays": 63,
"returnLift1D": 0.00037191985842749517,
"hitRateLift1D": 0.005549045288481325,
"portfolioSize": 5,
"activationRate": 0.5460122699386503,
"activationCount": 178,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.6024844720496895,
"10": 0.6624605678233438
},
"sampleConfidence": 0.9951310861423222,
"shadowSharpeLike": 1.3755614927816777,
"avgForwardReturns": {
"1": 0.002139879893132689,
"5": 0.008601485762191781,
"10": 0.015889386728728177
},
"shadowMaxDrawdown": -0.1294792082761944,
"shadowTotalReturn": 0.41163751454744224,
"avgForwardReturn1D": 0.002139879893132689,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 178,
"5": 174,
"10": 169
},
"baselineAvgForwardReturns": {
"1": 0.0017679600347051936,
"5": 0.009174667682855249,
"10": 0.017561262536728697
}
},
{
"topN": 3,
"ticker": "CVS",
"hitRates": {
"1": 0.5662650602409639,
"5": 0.6296296296296297,
"10": 0.6560509554140127
},
"hitRate1D": 0.5662650602409639,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.885775616448444,
"eligibleDays": 326,
"fitnessScore": 0.8006257521290847,
"lookbackDays": 63,
"returnLift1D": 0.00041708959328885906,
"hitRateLift1D": -0.0012196023357232688,
"portfolioSize": 3,
"activationRate": 0.50920245398773,
"activationCount": 166,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.6024844720496895,
"10": 0.6624605678233438
},
"sampleConfidence": 0.9947791164658635,
"shadowSharpeLike": 1.3430482415330427,
"avgForwardReturns": {
"1": 0.0021850496279940527,
"5": 0.008655726010153077,
"10": 0.015764798595688495
},
"shadowMaxDrawdown": -0.1294792082761944,
"shadowTotalReturn": 0.3858858778902723,
"avgForwardReturn1D": 0.0021850496279940527,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 166,
"5": 162,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.0017679600347051936,
"5": 0.009174667682855249,
"10": 0.017561262536728697
}
},
{
"topN": 3,
"ticker": "CVS",
"hitRates": {
"1": 0.5580110497237569,
"5": 0.5988700564971752,
"10": 0.6705202312138728
},
"hitRate1D": 0.5580110497237569,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.819018345110368,
"eligibleDays": 368,
"fitnessScore": 0.6821363784367532,
"lookbackDays": 21,
"returnLift1D": -0.00027846564695403015,
"hitRateLift1D": -0.007206341580590858,
"portfolioSize": 3,
"activationRate": 0.49184782608695654,
"activationCount": 181,
"baselineHitRates": {
"1": 0.5652173913043478,
"5": 0.6043956043956044,
"10": 0.6796657381615598
},
"sampleConfidence": 0.9955801104972376,
"shadowSharpeLike": 0.9651952074231818,
"avgForwardReturns": {
"1": 0.0018379711338871066,
"5": 0.012684435086235889,
"10": 0.023597284061095746
},
"shadowMaxDrawdown": -0.12312010416587482,
"shadowTotalReturn": 0.3164938585659707,
"avgForwardReturn1D": 0.0018379711338871066,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 181,
"5": 177,
"10": 173
},
"baselineAvgForwardReturns": {
"1": 0.0021164367808411367,
"5": 0.01095127981410876,
"10": 0.020174995185613578
}
},
{
"topN": 3,
"ticker": "CVS",
"hitRates": {
"1": 0.5443786982248521,
"5": 0.5636363636363636,
"10": 0.6707317073170732
},
"hitRate1D": 0.5443786982248521,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8013112255032506,
"eligibleDays": 375,
"fitnessScore": 0.6567921482054613,
"lookbackDays": 14,
"returnLift1D": -0.00009421803154782563,
"hitRateLift1D": -0.018287968441814573,
"portfolioSize": 3,
"activationRate": 0.45066666666666666,
"activationCount": 169,
"baselineHitRates": {
"1": 0.5626666666666666,
"5": 0.5983827493261455,
"10": 0.6775956284153005
},
"sampleConfidence": 0.996449704142012,
"shadowSharpeLike": 1.0185067235985106,
"avgForwardReturns": {
"1": 0.0020884291683637953,
"5": 0.011751704341441339,
"10": 0.024681023802952926
},
"shadowMaxDrawdown": -0.15179412858768715,
"shadowTotalReturn": 0.33513841304758496,
"avgForwardReturn1D": 0.0020884291683637953,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 169,
"5": 165,
"10": 164
},
"baselineAvgForwardReturns": {
"1": 0.002182647199911621,
"5": 0.010634611103681779,
"10": 0.020794514490938686
}
},
{
"topN": 4,
"ticker": "CVS",
"hitRates": {
"1": 0.5769230769230769,
"5": 0.5833333333333334,
"10": 0.6482412060301508
},
"hitRate1D": 0.5769230769230769,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7821101515425217,
"eligibleDays": 368,
"fitnessScore": 0.6311613060497681,
"lookbackDays": 21,
"returnLift1D": -0.000632276687015477,
"hitRateLift1D": 0.01170568561872909,
"portfolioSize": 4,
"activationRate": 0.5652173913043478,
"activationCount": 208,
"baselineHitRates": {
"1": 0.5652173913043478,
"5": 0.6043956043956044,
"10": 0.6796657381615598
},
"sampleConfidence": 0.9958333333333333,
"shadowSharpeLike": 0.769896698993868,
"avgForwardReturns": {
"1": 0.0014841600938256597,
"5": 0.010573836267559651,
"10": 0.01985095880903487
},
"shadowMaxDrawdown": -0.24249594392998552,
"shadowTotalReturn": 0.2697577186884774,
"avgForwardReturn1D": 0.0014841600938256597,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 208,
"5": 204,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.0021164367808411367,
"5": 0.01095127981410876,
"10": 0.020174995185613578
}
},
{
"topN": 5,
"ticker": "CVS",
"hitRates": {
"1": 0.5769230769230769,
"5": 0.5833333333333334,
"10": 0.6482412060301508
},
"hitRate1D": 0.5769230769230769,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7821101515425217,
"eligibleDays": 368,
"fitnessScore": 0.6311613060497681,
"lookbackDays": 21,
"returnLift1D": -0.000632276687015477,
"hitRateLift1D": 0.01170568561872909,
"portfolioSize": 5,
"activationRate": 0.5652173913043478,
"activationCount": 208,
"baselineHitRates": {
"1": 0.5652173913043478,
"5": 0.6043956043956044,
"10": 0.6796657381615598
},
"sampleConfidence": 0.9958333333333333,
"shadowSharpeLike": 0.769896698993868,
"avgForwardReturns": {
"1": 0.0014841600938256597,
"5": 0.010573836267559651,
"10": 0.01985095880903487
},
"shadowMaxDrawdown": -0.24249594392998552,
"shadowTotalReturn": 0.2697577186884774,
"avgForwardReturn1D": 0.0014841600938256597,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 208,
"5": 204,
"10": 199
},
"baselineAvgForwardReturns": {
"1": 0.0021164367808411367,
"5": 0.01095127981410876,
"10": 0.020174995185613578
}
},
{
"topN": 4,
"ticker": "CVS",
"hitRates": {
"1": 0.5482233502538071,
"5": 0.6010362694300518,
"10": 0.6382978723404256
},
"hitRate1D": 0.5482233502538071,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7519426608990634,
"eligibleDays": 359,
"fitnessScore": 0.5939800322839371,
"lookbackDays": 30,
"returnLift1D": -0.0003460472831395471,
"hitRateLift1D": -0.01723625977404808,
"portfolioSize": 4,
"activationRate": 0.5487465181058496,
"activationCount": 197,
"baselineHitRates": {
"1": 0.5654596100278552,
"5": 0.6028169014084507,
"10": 0.6742857142857143
},
"sampleConfidence": 0.995600676818951,
"shadowSharpeLike": 0.8420752077080542,
"avgForwardReturns": {
"1": 0.001337192174119474,
"5": 0.007298238061375289,
"10": 0.013747613763182271
},
"shadowMaxDrawdown": -0.15411115662103547,
"shadowTotalReturn": 0.24032389091089712,
"avgForwardReturn1D": 0.001337192174119474,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 197,
"5": 193,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.001683239457259021,
"5": 0.008622857476906066,
"10": 0.017264995732124335
}
},
{
"topN": 5,
"ticker": "CVS",
"hitRates": {
"1": 0.5482233502538071,
"5": 0.6010362694300518,
"10": 0.6382978723404256
},
"hitRate1D": 0.5482233502538071,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.7519426608990634,
"eligibleDays": 359,
"fitnessScore": 0.5939800322839371,
"lookbackDays": 30,
"returnLift1D": -0.0003460472831395471,
"hitRateLift1D": -0.01723625977404808,
"portfolioSize": 5,
"activationRate": 0.5487465181058496,
"activationCount": 197,
"baselineHitRates": {
"1": 0.5654596100278552,
"5": 0.6028169014084507,
"10": 0.6742857142857143
},
"sampleConfidence": 0.995600676818951,
"shadowSharpeLike": 0.8420752077080542,
"avgForwardReturns": {
"1": 0.001337192174119474,
"5": 0.007298238061375289,
"10": 0.013747613763182271
},
"shadowMaxDrawdown": -0.15411115662103547,
"shadowTotalReturn": 0.24032389091089712,
"avgForwardReturn1D": 0.001337192174119474,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 197,
"5": 193,
"10": 188
},
"baselineAvgForwardReturns": {
"1": 0.001683239457259021,
"5": 0.008622857476906066,
"10": 0.017264995732124335
}
},
{
"topN": 4,
"ticker": "CVS",
"hitRates": {
"1": 0.574585635359116,
"5": 0.615819209039548,
"10": 0.6686046511627907
},
"hitRate1D": 0.574585635359116,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6687343607284547,
"eligibleDays": 344,
"fitnessScore": 0.5045425910663766,
"lookbackDays": 45,
"returnLift1D": -0.0006535265252965012,
"hitRateLift1D": 0.004818193498650869,
"portfolioSize": 4,
"activationRate": 0.5261627906976745,
"activationCount": 181,
"baselineHitRates": {
"1": 0.5697674418604651,
"5": 0.6029411764705882,
"10": 0.6716417910447762
},
"sampleConfidence": 0.9952117863720075,
"shadowSharpeLike": 0.6192886167194722,
"avgForwardReturns": {
"1": 0.0011246836876968415,
"5": 0.007559084578845903,
"10": 0.015253422046200511
},
"shadowMaxDrawdown": -0.20936197994357242,
"shadowTotalReturn": 0.16938663129850462,
"avgForwardReturn1D": 0.0011246836876968415,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 181,
"5": 177,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.0017782102129933427,
"5": 0.00898451494063019,
"10": 0.017238750946375805
}
},
{
"topN": 5,
"ticker": "CVS",
"hitRates": {
"1": 0.574585635359116,
"5": 0.615819209039548,
"10": 0.6686046511627907
},
"hitRate1D": 0.574585635359116,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6687343607284547,
"eligibleDays": 344,
"fitnessScore": 0.5045425910663766,
"lookbackDays": 45,
"returnLift1D": -0.0006535265252965012,
"hitRateLift1D": 0.004818193498650869,
"portfolioSize": 5,
"activationRate": 0.5261627906976745,
"activationCount": 181,
"baselineHitRates": {
"1": 0.5697674418604651,
"5": 0.6029411764705882,
"10": 0.6716417910447762
},
"sampleConfidence": 0.9952117863720075,
"shadowSharpeLike": 0.6192886167194722,
"avgForwardReturns": {
"1": 0.0011246836876968415,
"5": 0.007559084578845903,
"10": 0.015253422046200511
},
"shadowMaxDrawdown": -0.20936197994357242,
"shadowTotalReturn": 0.16938663129850462,
"avgForwardReturn1D": 0.0011246836876968415,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 181,
"5": 177,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.0017782102129933427,
"5": 0.00898451494063019,
"10": 0.017238750946375805
}
},
{
"topN": 2,
"ticker": "CVS",
"hitRates": {
"1": 0.5434782608695652,
"5": 0.5671641791044776,
"10": 0.6461538461538462
},
"hitRate1D": 0.5434782608695652,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6117384425821091,
"eligibleDays": 368,
"fitnessScore": 0.4500176276422906,
"lookbackDays": 21,
"returnLift1D": -0.000489366025868721,
"hitRateLift1D": -0.021739130434782594,
"portfolioSize": 2,
"activationRate": 0.375,
"activationCount": 138,
"baselineHitRates": {
"1": 0.5652173913043478,
"5": 0.6043956043956044,
"10": 0.6796657381615598
},
"sampleConfidence": 0.9942028985507246,
"shadowSharpeLike": 0.6933798711314232,
"avgForwardReturns": {
"1": 0.0016270707549724157,
"5": 0.007367291895790237,
"10": 0.015122240802075639
},
"shadowMaxDrawdown": -0.1215971300970361,
"shadowTotalReturn": 0.18912538007886615,
"avgForwardReturn1D": 0.0016270707549724157,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 138,
"5": 134,
"10": 130
},
"baselineAvgForwardReturns": {
"1": 0.0021164367808411367,
"5": 0.01095127981410876,
"10": 0.020174995185613578
}
},
{
"topN": 3,
"ticker": "CVS",
"hitRates": {
"1": 0.5783132530120482,
"5": 0.6111111111111112,
"10": 0.6687898089171974
},
"hitRate1D": 0.5783132530120482,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.6069284350982265,
"eligibleDays": 344,
"fitnessScore": 0.44557222190712387,
"lookbackDays": 45,
"returnLift1D": -0.0006918697466518462,
"hitRateLift1D": 0.008545811151583038,
"portfolioSize": 3,
"activationRate": 0.48255813953488375,
"activationCount": 166,
"baselineHitRates": {
"1": 0.5697674418604651,
"5": 0.6029411764705882,
"10": 0.6716417910447762
},
"sampleConfidence": 0.9947791164658635,
"shadowSharpeLike": 0.5509250255549908,
"avgForwardReturns": {
"1": 0.0010863404663414965,
"5": 0.005757580217325261,
"10": 0.0127445927224297
},
"shadowMaxDrawdown": -0.23091138572038594,
"shadowTotalReturn": 0.14276127464051758,
"avgForwardReturn1D": 0.0010863404663414965,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 166,
"5": 162,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.0017782102129933427,
"5": 0.00898451494063019,
"10": 0.017238750946375805
}
},
{
"topN": 2,
"ticker": "CVS",
"hitRates": {
"1": 0.5454545454545454,
"5": 0.6186440677966102,
"10": 0.6637168141592921
},
"hitRate1D": 0.5454545454545454,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.5376954974566439,
"eligibleDays": 344,
"fitnessScore": 0.3832351007305335,
"lookbackDays": 45,
"returnLift1D": -0.0005078719389112272,
"hitRateLift1D": -0.024312896405919715,
"portfolioSize": 2,
"activationRate": 0.35174418604651164,
"activationCount": 121,
"baselineHitRates": {
"1": 0.5697674418604651,
"5": 0.6029411764705882,
"10": 0.6716417910447762
},
"sampleConfidence": 0.993939393939394,
"shadowSharpeLike": 0.6663720245539562,
"avgForwardReturns": {
"1": 0.0012703382740821155,
"5": 0.0034055801410004696,
"10": 0.005764734067083416
},
"shadowMaxDrawdown": -0.10600637988271566,
"shadowTotalReturn": 0.1329123288524532,
"avgForwardReturn1D": 0.0012703382740821155,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 121,
"5": 118,
"10": 113
},
"baselineAvgForwardReturns": {
"1": 0.0017782102129933427,
"5": 0.00898451494063019,
"10": 0.017238750946375805
}
},
{
"topN": 3,
"ticker": "CVS",
"hitRates": {
"1": 0.5359116022099447,
"5": 0.5932203389830508,
"10": 0.6569767441860465
},
"hitRate1D": 0.5359116022099447,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.5273250611299893,
"eligibleDays": 359,
"fitnessScore": 0.3740700357197911,
"lookbackDays": 30,
"returnLift1D": -0.0008107347061035356,
"hitRateLift1D": -0.02954800781791045,
"portfolioSize": 3,
"activationRate": 0.5041782729805014,
"activationCount": 181,
"baselineHitRates": {
"1": 0.5654596100278552,
"5": 0.6028169014084507,
"10": 0.6742857142857143
},
"sampleConfidence": 0.9952117863720075,
"shadowSharpeLike": 0.4913598734661269,
"avgForwardReturns": {
"1": 0.0008725047511554854,
"5": 0.007620498894317144,
"10": 0.0145912485919302
},
"shadowMaxDrawdown": -0.20996718175957474,
"shadowTotalReturn": 0.11641744899312378,
"avgForwardReturn1D": 0.0008725047511554854,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 181,
"5": 177,
"10": 172
},
"baselineAvgForwardReturns": {
"1": 0.001683239457259021,
"5": 0.008622857476906066,
"10": 0.017264995732124335
}
},
{
"topN": 4,
"ticker": "CVS",
"hitRates": {
"1": 0.5233160621761658,
"5": 0.5714285714285714,
"10": 0.6827956989247311
},
"hitRate1D": 0.5233160621761658,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.4167454187283686,
"eligibleDays": 375,
"fitnessScore": 0.27604738788548266,
"lookbackDays": 14,
"returnLift1D": -0.001348175109683992,
"hitRateLift1D": -0.03935060449050087,
"portfolioSize": 4,
"activationRate": 0.5146666666666667,
"activationCount": 193,
"baselineHitRates": {
"1": 0.5626666666666666,
"5": 0.5983827493261455,
"10": 0.6775956284153005
},
"sampleConfidence": 0.9962003454231434,
"shadowSharpeLike": 0.3482873455603793,
"avgForwardReturns": {
"1": 0.0008344720902276288,
"5": 0.010814086538349747,
"10": 0.024399673243868988
},
"shadowMaxDrawdown": -0.31493776771112736,
"shadowTotalReturn": 0.08732441473617736,
"avgForwardReturn1D": 0.0008344720902276288,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 193,
"5": 189,
"10": 186
},
"baselineAvgForwardReturns": {
"1": 0.002182647199911621,
"5": 0.010634611103681779,
"10": 0.020794514490938686
}
},
{
"topN": 5,
"ticker": "CVS",
"hitRates": {
"1": 0.5233160621761658,
"5": 0.5714285714285714,
"10": 0.6827956989247311
},
"hitRate1D": 0.5233160621761658,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.4167454187283686,
"eligibleDays": 375,
"fitnessScore": 0.27604738788548266,
"lookbackDays": 14,
"returnLift1D": -0.001348175109683992,
"hitRateLift1D": -0.03935060449050087,
"portfolioSize": 5,
"activationRate": 0.5146666666666667,
"activationCount": 193,
"baselineHitRates": {
"1": 0.5626666666666666,
"5": 0.5983827493261455,
"10": 0.6775956284153005
},
"sampleConfidence": 0.9962003454231434,
"shadowSharpeLike": 0.3482873455603793,
"avgForwardReturns": {
"1": 0.0008344720902276288,
"5": 0.010814086538349747,
"10": 0.024399673243868988
},
"shadowMaxDrawdown": -0.31493776771112736,
"shadowTotalReturn": 0.08732441473617736,
"avgForwardReturn1D": 0.0008344720902276288,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 193,
"5": 189,
"10": 186
},
"baselineAvgForwardReturns": {
"1": 0.002182647199911621,
"5": 0.010634611103681779,
"10": 0.020794514490938686
}
},
{
"topN": 2,
"ticker": "CVS",
"hitRates": {
"1": 0.5434782608695652,
"5": 0.5661764705882353,
"10": 0.6370370370370371
},
"hitRate1D": 0.5434782608695652,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.4108873913411184,
"eligibleDays": 375,
"fitnessScore": 0.27073440444677993,
"lookbackDays": 14,
"returnLift1D": -0.0013762972912411261,
"hitRateLift1D": -0.01918840579710146,
"portfolioSize": 2,
"activationRate": 0.368,
"activationCount": 138,
"baselineHitRates": {
"1": 0.5626666666666666,
"5": 0.5983827493261455,
"10": 0.6775956284153005
},
"sampleConfidence": 0.9975845410628019,
"shadowSharpeLike": 0.36650581923957926,
"avgForwardReturns": {
"1": 0.0008063499086704948,
"5": 0.008922036772839323,
"10": 0.019086398648968775
},
"shadowMaxDrawdown": -0.1650934732457131,
"shadowTotalReturn": 0.06845392267312822,
"avgForwardReturn1D": 0.0008063499086704948,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 138,
"5": 136,
"10": 135
},
"baselineAvgForwardReturns": {
"1": 0.002182647199911621,
"5": 0.010634611103681779,
"10": 0.020794514490938686
}
},
{
"topN": 2,
"ticker": "CVS",
"hitRates": {
"1": 0.549618320610687,
"5": 0.5905511811023622,
"10": 0.6721311475409836
},
"hitRate1D": 0.549618320610687,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3928344284663441,
"eligibleDays": 359,
"fitnessScore": 0.2542090734243304,
"lookbackDays": 30,
"returnLift1D": -0.0011752330263830608,
"hitRateLift1D": -0.015841289417168114,
"portfolioSize": 2,
"activationRate": 0.3649025069637883,
"activationCount": 131,
"baselineHitRates": {
"1": 0.5654596100278552,
"5": 0.6028169014084507,
"10": 0.6742857142857143
},
"sampleConfidence": 0.9933842239185751,
"shadowSharpeLike": 0.22732531641318487,
"avgForwardReturns": {
"1": 0.0005080064308759602,
"5": 0.0032542517899322373,
"10": 0.010685430861323305
},
"shadowMaxDrawdown": -0.11057061233985421,
"shadowTotalReturn": 0.03359480386387537,
"avgForwardReturn1D": 0.0005080064308759602,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 131,
"5": 127,
"10": 122
},
"baselineAvgForwardReturns": {
"1": 0.001683239457259021,
"5": 0.008622857476906066,
"10": 0.017264995732124335
}
},
{
"topN": 2,
"ticker": "CVS",
"hitRates": {
"1": 0.5321100917431193,
"5": 0.6190476190476191,
"10": 0.56
},
"hitRate1D": 0.5321100917431193,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.26141590629835143,
"eligibleDays": 326,
"fitnessScore": 0.12150309032771936,
"lookbackDays": 63,
"returnLift1D": -0.0016450947523481874,
"hitRateLift1D": -0.035374570833567875,
"portfolioSize": 2,
"activationRate": 0.3343558282208589,
"activationCount": 109,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.6024844720496895,
"10": 0.6624605678233438
},
"sampleConfidence": 0.9920489296636086,
"shadowSharpeLike": -0.005013198505888645,
"avgForwardReturns": {
"1": 0.00012286528235700632,
"5": 0.002259530849232218,
"10": 0.002209178192296272
},
"shadowMaxDrawdown": -0.1517814636384892,
"shadowTotalReturn": -0.01985161907132571,
"avgForwardReturn1D": 0.00012286528235700632,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17"
],
"horizonObservationCounts": {
"1": 109,
"5": 105,
"10": 100
},
"baselineAvgForwardReturns": {
"1": 0.0017679600347051936,
"5": 0.009174667682855249,
"10": 0.017561262536728697
}
}
],
"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": 0.8013112255032506,
"fitnessScore": 0.6567921482054613,
"lookbackDays": 14,
"returnLift1D": -0.00009421803154782563,
"activationRate": 0.45066666666666666,
"activationCount": 169,
"sampleConfidence": 0.996449704142012,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.33513841304758496,
"avgForwardReturn1D": 0.0020884291683637953
},
{
"comboQuality": 0.819018345110368,
"fitnessScore": 0.6821363784367532,
"lookbackDays": 21,
"returnLift1D": -0.00027846564695403015,
"activationRate": 0.49184782608695654,
"activationCount": 181,
"sampleConfidence": 0.9955801104972376,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.3164938585659707,
"avgForwardReturn1D": 0.0018379711338871066
},
{
"comboQuality": 0.7519426608990634,
"fitnessScore": 0.5939800322839371,
"lookbackDays": 30,
"returnLift1D": -0.0003460472831395471,
"activationRate": 0.5487465181058496,
"activationCount": 197,
"sampleConfidence": 0.995600676818951,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.24032389091089712,
"avgForwardReturn1D": 0.001337192174119474
},
{
"comboQuality": 0.6687343607284547,
"fitnessScore": 0.5045425910663766,
"lookbackDays": 45,
"returnLift1D": -0.0006535265252965012,
"activationRate": 0.5261627906976745,
"activationCount": 181,
"sampleConfidence": 0.9952117863720075,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.16938663129850462,
"avgForwardReturn1D": 0.0011246836876968415
},
{
"comboQuality": 0.9093247874039924,
"fitnessScore": 0.8571920265445695,
"lookbackDays": 63,
"returnLift1D": 0.00037191985842749517,
"activationRate": 0.5460122699386503,
"activationCount": 178,
"sampleConfidence": 0.9951310861423222,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.41163751454744224,
"avgForwardReturn1D": 0.002139879893132689
}
],
"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": "c3546de8554c1a7c75775c0afbba7011cd21d81c41dda8b939dac3eb5cef2aee",
"size": 13,
"members": [
"CVS",
"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