Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"QCLN"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "QCLN",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 2,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 352,
"fitnessScore": -0.164181809845575,
"lookbackDays": 14,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.08808937640865477,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.08808937640865477,
"bestRawFitnessScore": -0.164181809845575,
"upperQuartileComboQuality": 0.08808937640865477
},
"algorithmFit": {
"label": "poor",
"score": 0.16506813559496714,
"rawScore": 0.2704715011269238,
"confidence": 0.22059540400528807,
"bestProfile": {
"topN": 2,
"lookbackDays": 14
},
"profileBreadth": 0,
"recommendedRegion": {
"topNs": [
2
],
"lookbackDays": [
14
]
},
"parameterStability": 1,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 2,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 352,
"fitnessScore": -0.164181809845575,
"lookbackDays": 14,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 3,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 352,
"fitnessScore": -0.164181809845575,
"lookbackDays": 14,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 2,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 339,
"fitnessScore": -0.164181809845575,
"lookbackDays": 21,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 3,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 339,
"fitnessScore": -0.164181809845575,
"lookbackDays": 21,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 4,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 339,
"fitnessScore": -0.164181809845575,
"lookbackDays": 21,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 5,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 339,
"fitnessScore": -0.164181809845575,
"lookbackDays": 21,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 2,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 330,
"fitnessScore": -0.164181809845575,
"lookbackDays": 30,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 3,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 330,
"fitnessScore": -0.164181809845575,
"lookbackDays": 30,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 4,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 330,
"fitnessScore": -0.164181809845575,
"lookbackDays": 30,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 5,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 330,
"fitnessScore": -0.164181809845575,
"lookbackDays": 30,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 2,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 315,
"fitnessScore": -0.164181809845575,
"lookbackDays": 45,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 3,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 315,
"fitnessScore": -0.164181809845575,
"lookbackDays": 45,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 4,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 315,
"fitnessScore": -0.164181809845575,
"lookbackDays": 45,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 5,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 315,
"fitnessScore": -0.164181809845575,
"lookbackDays": 45,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 2,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 297,
"fitnessScore": -0.164181809845575,
"lookbackDays": 63,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 3,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 297,
"fitnessScore": -0.164181809845575,
"lookbackDays": 63,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 4,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 297,
"fitnessScore": -0.164181809845575,
"lookbackDays": 63,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 5,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.08808937640865477,
"eligibleDays": 297,
"fitnessScore": -0.164181809845575,
"lookbackDays": 63,
"returnLift1D": 0.0037300315900242404,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0,
"activationCount": 0,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"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": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 4,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.014797770895372866,
"eligibleDays": 352,
"fitnessScore": -0.5736414824088851,
"lookbackDays": 14,
"returnLift1D": -0.02700167572704896,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0.002840909090909091,
"activationCount": 1,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"sampleConfidence": 0.4396504054291551,
"shadowSharpeLike": -0.859588920355682,
"avgForwardReturns": {
"1": -0.030731707317073198,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.031716091463414586,
"shadowTotalReturn": -0.031716091463414586,
"avgForwardReturn1D": -0.030731707317073198,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-01"
],
"horizonObservationCounts": {
"1": 1,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
},
{
"topN": 5,
"ticker": "QCLN",
"hitRates": {
"1": 0,
"5": 0,
"10": 0
},
"hitRate1D": 0,
"comboQuality": 0.014797770895372866,
"eligibleDays": 352,
"fitnessScore": -0.5736414824088851,
"lookbackDays": 14,
"returnLift1D": -0.02700167572704896,
"hitRateLift1D": -0.43478260869565216,
"activationRate": 0.002840909090909091,
"activationCount": 1,
"baselineHitRates": {
"1": 0.43478260869565216,
"5": 0.42105263157894735,
"10": 0.14285714285714285
},
"sampleConfidence": 0.4396504054291551,
"shadowSharpeLike": -0.859588920355682,
"avgForwardReturns": {
"1": -0.030731707317073198,
"5": 0,
"10": 0
},
"shadowMaxDrawdown": -0.031716091463414586,
"shadowTotalReturn": -0.031716091463414586,
"avgForwardReturn1D": -0.030731707317073198,
"riskOffActivations": 0,
"activationDatesSample": [
"2026-07-01"
],
"horizonObservationCounts": {
"1": 1,
"5": 0,
"10": 0
},
"baselineAvgForwardReturns": {
"1": -0.0037300315900242404,
"5": -0.026866519579917175,
"10": -0.03213385643648041
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 2,
"comboQuality": 0.08808937640865477,
"fitnessScore": -0.164181809845575,
"lookbackDays": 14,
"returnLift1D": 0.0037300315900242404,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08808937640865477,
"fitnessScore": -0.164181809845575,
"lookbackDays": 21,
"returnLift1D": 0.0037300315900242404,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08808937640865477,
"fitnessScore": -0.164181809845575,
"lookbackDays": 30,
"returnLift1D": 0.0037300315900242404,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08808937640865477,
"fitnessScore": -0.164181809845575,
"lookbackDays": 45,
"returnLift1D": 0.0037300315900242404,
"activationRate": 0,
"activationCount": 0,
"sampleConfidence": 0.25,
"shadowTotalReturn": 0,
"avgForwardReturn1D": 0
},
{
"bestTopN": 2,
"comboQuality": 0.08808937640865477,
"fitnessScore": -0.164181809845575,
"lookbackDays": 63,
"returnLift1D": 0.0037300315900242404,
"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": "558173d1daab8deb417edce5dda5c4d612d089239e4233a6ea089eca74b53b1b",
"size": 13,
"members": [
"QCLN",
"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",
"QCLN"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "QCLN",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 4,
"ticker": "QCLN",
"hitRates": {
"1": 0.5865921787709497,
"5": 0.659217877094972,
"10": 0.664804469273743
},
"hitRate1D": 0.5865921787709497,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9729356346746184,
"eligibleDays": 368,
"fitnessScore": 1.1380619996972756,
"lookbackDays": 21,
"returnLift1D": 0.0016428312304294865,
"hitRateLift1D": 0.03224435268399317,
"portfolioSize": 4,
"activationRate": 0.48641304347826086,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5543478260869565,
"5": 0.5906593406593407,
"10": 0.6072423398328691
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5223447497029505,
"avgForwardReturns": {
"1": 0.0032017827217054196,
"5": 0.012071622507220216,
"10": 0.024936632486705215
},
"shadowMaxDrawdown": -0.1333385788248308,
"shadowTotalReturn": 0.6613895268687906,
"avgForwardReturn1D": 0.0032017827217054196,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-05-08",
"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": 179,
"5": 179,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.0015589514912759332,
"5": 0.00759688595652876,
"10": 0.01607516750635573
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9729356346746184,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.8178773070517973,
"bestRawFitnessScore": 1.1380619996972756,
"upperQuartileComboQuality": 0.9054063597319009
},
"algorithmFit": {
"label": "strong",
"score": 0.8477069836221335,
"rawScore": 0.8661336678461955,
"confidence": 0.9574507148073728,
"bestProfile": {
"lookbackDays": 21,
"portfolioSize": 4
},
"profileBreadth": 0.5999814602838203,
"recommendedRegion": {
"lookbackDays": [
21,
30,
45,
63
],
"portfolioSizes": [
3,
4,
5
]
},
"parameterStability": 0.8334540494565437,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 4,
"ticker": "QCLN",
"hitRates": {
"1": 0.5865921787709497,
"5": 0.659217877094972,
"10": 0.664804469273743
},
"hitRate1D": 0.5865921787709497,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9729356346746184,
"eligibleDays": 368,
"fitnessScore": 1.1380619996972756,
"lookbackDays": 21,
"returnLift1D": 0.0016428312304294865,
"hitRateLift1D": 0.03224435268399317,
"portfolioSize": 4,
"activationRate": 0.48641304347826086,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5543478260869565,
"5": 0.5906593406593407,
"10": 0.6072423398328691
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5223447497029505,
"avgForwardReturns": {
"1": 0.0032017827217054196,
"5": 0.012071622507220216,
"10": 0.024936632486705215
},
"shadowMaxDrawdown": -0.1333385788248308,
"shadowTotalReturn": 0.6613895268687906,
"avgForwardReturn1D": 0.0032017827217054196,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-05-08",
"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": 179,
"5": 179,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.0015589514912759332,
"5": 0.00759688595652876,
"10": 0.01607516750635573
}
},
{
"topN": 5,
"ticker": "QCLN",
"hitRates": {
"1": 0.5865921787709497,
"5": 0.659217877094972,
"10": 0.664804469273743
},
"hitRate1D": 0.5865921787709497,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9729356346746184,
"eligibleDays": 368,
"fitnessScore": 1.1380619996972756,
"lookbackDays": 21,
"returnLift1D": 0.0016428312304294865,
"hitRateLift1D": 0.03224435268399317,
"portfolioSize": 5,
"activationRate": 0.48641304347826086,
"activationCount": 179,
"baselineHitRates": {
"1": 0.5543478260869565,
"5": 0.5906593406593407,
"10": 0.6072423398328691
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.5223447497029505,
"avgForwardReturns": {
"1": 0.0032017827217054196,
"5": 0.012071622507220216,
"10": 0.024936632486705215
},
"shadowMaxDrawdown": -0.1333385788248308,
"shadowTotalReturn": 0.6613895268687906,
"avgForwardReturn1D": 0.0032017827217054196,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-01",
"2025-05-08",
"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": 179,
"5": 179,
"10": 179
},
"baselineAvgForwardReturns": {
"1": 0.0015589514912759332,
"5": 0.00759688595652876,
"10": 0.01607516750635573
}
},
{
"topN": 3,
"ticker": "QCLN",
"hitRates": {
"1": 0.5802469135802469,
"5": 0.6666666666666666,
"10": 0.6604938271604939
},
"hitRate1D": 0.5802469135802469,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9546841418269536,
"eligibleDays": 368,
"fitnessScore": 1.0204991706506035,
"lookbackDays": 21,
"returnLift1D": 0.001650787636542378,
"hitRateLift1D": 0.025899087493290396,
"portfolioSize": 3,
"activationRate": 0.44021739130434784,
"activationCount": 162,
"baselineHitRates": {
"1": 0.5543478260869565,
"5": 0.5906593406593407,
"10": 0.6072423398328691
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.4575119761681592,
"avgForwardReturns": {
"1": 0.003209739127818311,
"5": 0.01171093269014453,
"10": 0.024327648767157033
},
"shadowMaxDrawdown": -0.13520610937573663,
"shadowTotalReturn": 0.5846831484429393,
"avgForwardReturn1D": 0.003209739127818311,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 162,
"5": 162,
"10": 162
},
"baselineAvgForwardReturns": {
"1": 0.0015589514912759332,
"5": 0.00759688595652876,
"10": 0.01607516750635573
}
},
{
"topN": 4,
"ticker": "QCLN",
"hitRates": {
"1": 0.5773195876288659,
"5": 0.6701030927835051,
"10": 0.6443298969072165
},
"hitRate1D": 0.5773195876288659,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9390848711712392,
"eligibleDays": 359,
"fitnessScore": 0.9517933449131362,
"lookbackDays": 30,
"returnLift1D": 0.0009256220147913496,
"hitRateLift1D": 0.023002038882347864,
"portfolioSize": 4,
"activationRate": 0.5403899721448467,
"activationCount": 194,
"baselineHitRates": {
"1": 0.5543175487465181,
"5": 0.5915492957746479,
"10": 0.6142857142857143
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2338499095636082,
"avgForwardReturns": {
"1": 0.002468960070371417,
"5": 0.012083669297640353,
"10": 0.0221073316525277
},
"shadowMaxDrawdown": -0.19031635926237345,
"shadowTotalReturn": 0.5189055627302883,
"avgForwardReturn1D": 0.002468960070371417,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27"
],
"horizonObservationCounts": {
"1": 194,
"5": 194,
"10": 194
},
"baselineAvgForwardReturns": {
"1": 0.0015433380555800675,
"5": 0.007506053490682991,
"10": 0.016773786540518754
}
},
{
"topN": 5,
"ticker": "QCLN",
"hitRates": {
"1": 0.5773195876288659,
"5": 0.6701030927835051,
"10": 0.6443298969072165
},
"hitRate1D": 0.5773195876288659,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9390848711712392,
"eligibleDays": 359,
"fitnessScore": 0.9517933449131362,
"lookbackDays": 30,
"returnLift1D": 0.0009256220147913496,
"hitRateLift1D": 0.023002038882347864,
"portfolioSize": 5,
"activationRate": 0.5403899721448467,
"activationCount": 194,
"baselineHitRates": {
"1": 0.5543175487465181,
"5": 0.5915492957746479,
"10": 0.6142857142857143
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.2338499095636082,
"avgForwardReturns": {
"1": 0.002468960070371417,
"5": 0.012083669297640353,
"10": 0.0221073316525277
},
"shadowMaxDrawdown": -0.19031635926237345,
"shadowTotalReturn": 0.5189055627302883,
"avgForwardReturn1D": 0.002468960070371417,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27"
],
"horizonObservationCounts": {
"1": 194,
"5": 194,
"10": 194
},
"baselineAvgForwardReturns": {
"1": 0.0015433380555800675,
"5": 0.007506053490682991,
"10": 0.016773786540518754
}
},
{
"topN": 3,
"ticker": "QCLN",
"hitRates": {
"1": 0.5714285714285714,
"5": 0.6349206349206349,
"10": 0.6243386243386243
},
"hitRate1D": 0.5714285714285714,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.8941801892521215,
"eligibleDays": 344,
"fitnessScore": 0.8195173031554459,
"lookbackDays": 45,
"returnLift1D": 0.00012783691041248508,
"hitRateLift1D": 0.010382059800664423,
"portfolioSize": 3,
"activationRate": 0.5494186046511628,
"activationCount": 189,
"baselineHitRates": {
"1": 0.561046511627907,
"5": 0.6147058823529412,
"10": 0.6298507462686567
},
"sampleConfidence": 1,
"shadowSharpeLike": 1.0376554273679819,
"avgForwardReturns": {
"1": 0.002114767230357341,
"5": 0.008422226565240111,
"10": 0.017629664487762403
},
"shadowMaxDrawdown": -0.16401342693186238,
"shadowTotalReturn": 0.4050248850308784,
"avgForwardReturn1D": 0.002114767230357341,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-21",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16"
],
"horizonObservationCounts": {
"1": 189,
"5": 189,
"10": 189
},
"baselineAvgForwardReturns": {
"1": 0.001986930319944856,
"5": 0.00992677411026987,
"10": 0.020264173544625733
}
},
{
"topN": 4,
"ticker": "QCLN",
"hitRates": {
"1": 0.5686274509803921,
"5": 0.6372549019607843,
"10": 0.6225490196078431
},
"hitRate1D": 0.5686274509803921,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8602016731966065,
"eligibleDays": 344,
"fitnessScore": 0.7497325209343277,
"lookbackDays": 45,
"returnLift1D": -0.00018702865765175716,
"hitRateLift1D": 0.007580939352485161,
"portfolioSize": 4,
"activationRate": 0.5930232558139535,
"activationCount": 204,
"baselineHitRates": {
"1": 0.561046511627907,
"5": 0.6147058823529412,
"10": 0.6298507462686567
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8998550396513938,
"avgForwardReturns": {
"1": 0.0017999016622930986,
"5": 0.008780955536540711,
"10": 0.01702258216797106
},
"shadowMaxDrawdown": -0.2043445270054144,
"shadowTotalReturn": 0.3488941316794898,
"avgForwardReturn1D": 0.0017999016622930986,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-06-09",
"2025-06-10",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 204,
"5": 204,
"10": 204
},
"baselineAvgForwardReturns": {
"1": 0.001986930319944856,
"5": 0.00992677411026987,
"10": 0.020264173544625733
}
},
{
"topN": 5,
"ticker": "QCLN",
"hitRates": {
"1": 0.5686274509803921,
"5": 0.6372549019607843,
"10": 0.6225490196078431
},
"hitRate1D": 0.5686274509803921,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8602016731966065,
"eligibleDays": 344,
"fitnessScore": 0.7497325209343277,
"lookbackDays": 45,
"returnLift1D": -0.00018702865765175716,
"hitRateLift1D": 0.007580939352485161,
"portfolioSize": 5,
"activationRate": 0.5930232558139535,
"activationCount": 204,
"baselineHitRates": {
"1": 0.561046511627907,
"5": 0.6147058823529412,
"10": 0.6298507462686567
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8998550396513938,
"avgForwardReturns": {
"1": 0.0017999016622930986,
"5": 0.008780955536540711,
"10": 0.01702258216797106
},
"shadowMaxDrawdown": -0.2043445270054144,
"shadowTotalReturn": 0.3488941316794898,
"avgForwardReturn1D": 0.0017999016622930986,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-06-09",
"2025-06-10",
"2025-06-11"
],
"horizonObservationCounts": {
"1": 204,
"5": 204,
"10": 204
},
"baselineAvgForwardReturns": {
"1": 0.001986930319944856,
"5": 0.00992677411026987,
"10": 0.020264173544625733
}
},
{
"topN": 4,
"ticker": "QCLN",
"hitRates": {
"1": 0.5610859728506787,
"5": 0.6244343891402715,
"10": 0.6136363636363636
},
"hitRate1D": 0.5610859728506787,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8566351800412212,
"eligibleDays": 326,
"fitnessScore": 0.7432763040149464,
"lookbackDays": 63,
"returnLift1D": -0.0006413267695846857,
"hitRateLift1D": -0.006398689726008433,
"portfolioSize": 4,
"activationRate": 0.6779141104294478,
"activationCount": 221,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.6242236024844721,
"10": 0.6529968454258676
},
"sampleConfidence": 0.9996983408748115,
"shadowSharpeLike": 0.8422609699310454,
"avgForwardReturns": {
"1": 0.0016205763706288803,
"5": 0.00861089546308387,
"10": 0.015599929143565257
},
"shadowMaxDrawdown": -0.21800476500083532,
"shadowTotalReturn": 0.3239933402528572,
"avgForwardReturn1D": 0.0016205763706288803,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-14",
"2025-05-15",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-20"
],
"horizonObservationCounts": {
"1": 221,
"5": 221,
"10": 220
},
"baselineAvgForwardReturns": {
"1": 0.002261903140213566,
"5": 0.011974998549002584,
"10": 0.024718135957826282
}
},
{
"topN": 5,
"ticker": "QCLN",
"hitRates": {
"1": 0.5610859728506787,
"5": 0.6244343891402715,
"10": 0.6136363636363636
},
"hitRate1D": 0.5610859728506787,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.8566351800412212,
"eligibleDays": 326,
"fitnessScore": 0.7432763040149464,
"lookbackDays": 63,
"returnLift1D": -0.0006413267695846857,
"hitRateLift1D": -0.006398689726008433,
"portfolioSize": 5,
"activationRate": 0.6779141104294478,
"activationCount": 221,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.6242236024844721,
"10": 0.6529968454258676
},
"sampleConfidence": 0.9996983408748115,
"shadowSharpeLike": 0.8422609699310454,
"avgForwardReturns": {
"1": 0.0016205763706288803,
"5": 0.00861089546308387,
"10": 0.015599929143565257
},
"shadowMaxDrawdown": -0.21800476500083532,
"shadowTotalReturn": 0.3239933402528572,
"avgForwardReturn1D": 0.0016205763706288803,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-14",
"2025-05-15",
"2025-06-09",
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-20"
],
"horizonObservationCounts": {
"1": 221,
"5": 221,
"10": 220
},
"baselineAvgForwardReturns": {
"1": 0.002261903140213566,
"5": 0.011974998549002584,
"10": 0.024718135957826282
}
},
{
"topN": 3,
"ticker": "QCLN",
"hitRates": {
"1": 0.5533980582524272,
"5": 0.6310679611650486,
"10": 0.6341463414634146
},
"hitRate1D": 0.5533980582524272,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7791194340623733,
"eligibleDays": 326,
"fitnessScore": 0.6273192887208742,
"lookbackDays": 63,
"returnLift1D": -0.0008089568638641369,
"hitRateLift1D": -0.01408660432426001,
"portfolioSize": 3,
"activationRate": 0.6319018404907976,
"activationCount": 206,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.6242236024844721,
"10": 0.6529968454258676
},
"sampleConfidence": 0.9996763754045308,
"shadowSharpeLike": 0.7241743869414712,
"avgForwardReturns": {
"1": 0.0014529462763494291,
"5": 0.009150774186563598,
"10": 0.018267338043495628
},
"shadowMaxDrawdown": -0.2180047650008352,
"shadowTotalReturn": 0.2554134723965029,
"avgForwardReturn1D": 0.0014529462763494291,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-14",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-20",
"2025-06-26",
"2025-06-27",
"2025-06-30"
],
"horizonObservationCounts": {
"1": 206,
"5": 206,
"10": 205
},
"baselineAvgForwardReturns": {
"1": 0.002261903140213566,
"5": 0.011974998549002584,
"10": 0.024718135957826282
}
},
{
"topN": 3,
"ticker": "QCLN",
"hitRates": {
"1": 0.5611111111111111,
"5": 0.6555555555555556,
"10": 0.65
},
"hitRate1D": 0.5611111111111111,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.7744993936017368,
"eligibleDays": 359,
"fitnessScore": 0.6214566863437974,
"lookbackDays": 30,
"returnLift1D": 0.00021927266976707618,
"hitRateLift1D": 0.006793562364593053,
"portfolioSize": 3,
"activationRate": 0.5013927576601671,
"activationCount": 180,
"baselineHitRates": {
"1": 0.5543175487465181,
"5": 0.5915492957746479,
"10": 0.6142857142857143
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.8297320754790863,
"avgForwardReturns": {
"1": 0.0017626107253471436,
"5": 0.01093822440306424,
"10": 0.022202322589969608
},
"shadowMaxDrawdown": -0.22908487676488354,
"shadowTotalReturn": 0.2929462660633484,
"avgForwardReturn1D": 0.0017626107253471436,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-05-23",
"2025-05-27"
],
"horizonObservationCounts": {
"1": 180,
"5": 180,
"10": 180
},
"baselineAvgForwardReturns": {
"1": 0.0015433380555800675,
"5": 0.007506053490682991,
"10": 0.016773786540518754
}
},
{
"topN": 4,
"ticker": "QCLN",
"hitRates": {
"1": 0.543010752688172,
"5": 0.5752688172043011,
"10": 0.6182795698924731
},
"hitRate1D": 0.543010752688172,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6449007341702739,
"eligibleDays": 375,
"fitnessScore": 0.4812737870392629,
"lookbackDays": 14,
"returnLift1D": -0.0001411770985304706,
"hitRateLift1D": -0.006322580645161335,
"portfolioSize": 4,
"activationRate": 0.496,
"activationCount": 186,
"baselineHitRates": {
"1": 0.5493333333333333,
"5": 0.5849056603773585,
"10": 0.5956284153005464
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.579450158146914,
"avgForwardReturns": {
"1": 0.0012626649914346344,
"5": 0.0038849150234101116,
"10": 0.01650056470693773
},
"shadowMaxDrawdown": -0.16664386826592736,
"shadowTotalReturn": 0.18092154391397752,
"avgForwardReturn1D": 0.0012626649914346344,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-28",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 186,
"5": 186,
"10": 186
},
"baselineAvgForwardReturns": {
"1": 0.001403842089965105,
"5": 0.007278890583006823,
"10": 0.015272859282951759
}
},
{
"topN": 5,
"ticker": "QCLN",
"hitRates": {
"1": 0.543010752688172,
"5": 0.5752688172043011,
"10": 0.6182795698924731
},
"hitRate1D": 0.543010752688172,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.6449007341702739,
"eligibleDays": 375,
"fitnessScore": 0.4812737870392629,
"lookbackDays": 14,
"returnLift1D": -0.0001411770985304706,
"hitRateLift1D": -0.006322580645161335,
"portfolioSize": 5,
"activationRate": 0.496,
"activationCount": 186,
"baselineHitRates": {
"1": 0.5493333333333333,
"5": 0.5849056603773585,
"10": 0.5956284153005464
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.579450158146914,
"avgForwardReturns": {
"1": 0.0012626649914346344,
"5": 0.0038849150234101116,
"10": 0.01650056470693773
},
"shadowMaxDrawdown": -0.16664386826592736,
"shadowTotalReturn": 0.18092154391397752,
"avgForwardReturn1D": 0.0012626649914346344,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-28",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 186,
"5": 186,
"10": 186
},
"baselineAvgForwardReturns": {
"1": 0.001403842089965105,
"5": 0.007278890583006823,
"10": 0.015272859282951759
}
},
{
"topN": 2,
"ticker": "QCLN",
"hitRates": {
"1": 0.5537190082644629,
"5": 0.6611570247933884,
"10": 0.6446280991735537
},
"hitRate1D": 0.5537190082644629,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.6280467111117016,
"eligibleDays": 368,
"fitnessScore": 0.4652461784251562,
"lookbackDays": 21,
"returnLift1D": 0.00035992208616950636,
"hitRateLift1D": -0.000628817822493688,
"portfolioSize": 2,
"activationRate": 0.328804347826087,
"activationCount": 121,
"baselineHitRates": {
"1": 0.5543478260869565,
"5": 0.5906593406593407,
"10": 0.6072423398328691
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.7697830469732785,
"avgForwardReturns": {
"1": 0.0019188735774454395,
"5": 0.011690856190120783,
"10": 0.020382691801474055
},
"shadowMaxDrawdown": -0.13543234371435453,
"shadowTotalReturn": 0.20310669354204536,
"avgForwardReturn1D": 0.0019188735774454395,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22",
"2025-06-04"
],
"horizonObservationCounts": {
"1": 121,
"5": 121,
"10": 121
},
"baselineAvgForwardReturns": {
"1": 0.0015589514912759332,
"5": 0.00759688595652876,
"10": 0.01607516750635573
}
},
{
"topN": 2,
"ticker": "QCLN",
"hitRates": {
"1": 0.5419847328244275,
"5": 0.6564885496183206,
"10": 0.6717557251908397
},
"hitRate1D": 0.5419847328244275,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.49643608981256593,
"eligibleDays": 359,
"fitnessScore": 0.3468637059203374,
"lookbackDays": 30,
"returnLift1D": -0.00033628489363023736,
"hitRateLift1D": -0.012332815922090568,
"portfolioSize": 2,
"activationRate": 0.3649025069637883,
"activationCount": 131,
"baselineHitRates": {
"1": 0.5543175487465181,
"5": 0.5915492957746479,
"10": 0.6142857142857143
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4977885141828738,
"avgForwardReturns": {
"1": 0.00120705316194983,
"5": 0.013554310848801609,
"10": 0.023237986340505962
},
"shadowMaxDrawdown": -0.1509609575781905,
"shadowTotalReturn": 0.11967153465537717,
"avgForwardReturn1D": 0.00120705316194983,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-21",
"2025-05-22",
"2025-05-27",
"2025-05-29",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18"
],
"horizonObservationCounts": {
"1": 131,
"5": 131,
"10": 131
},
"baselineAvgForwardReturns": {
"1": 0.0015433380555800675,
"5": 0.007506053490682991,
"10": 0.016773786540518754
}
},
{
"topN": 3,
"ticker": "QCLN",
"hitRates": {
"1": 0.5286624203821656,
"5": 0.5859872611464968,
"10": 0.6050955414012739
},
"hitRate1D": 0.5286624203821656,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.47545386990982447,
"eligibleDays": 375,
"fitnessScore": 0.3283820275470001,
"lookbackDays": 14,
"returnLift1D": -0.00037048552413914337,
"hitRateLift1D": -0.02067091295116774,
"portfolioSize": 3,
"activationRate": 0.4186666666666667,
"activationCount": 157,
"baselineHitRates": {
"1": 0.5493333333333333,
"5": 0.5849056603773585,
"10": 0.5956284153005464
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.424614057942305,
"avgForwardReturns": {
"1": 0.0010333565658259616,
"5": 0.0030296148848713957,
"10": 0.014679791717510035
},
"shadowMaxDrawdown": -0.17251723149694276,
"shadowTotalReturn": 0.10682140407689356,
"avgForwardReturn1D": 0.0010333565658259616,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-04-29",
"2025-05-02",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14"
],
"horizonObservationCounts": {
"1": 157,
"5": 157,
"10": 157
},
"baselineAvgForwardReturns": {
"1": 0.001403842089965105,
"5": 0.007278890583006823,
"10": 0.015272859282951759
}
},
{
"topN": 2,
"ticker": "QCLN",
"hitRates": {
"1": 0.5354330708661418,
"5": 0.6062992125984252,
"10": 0.5984251968503937
},
"hitRate1D": 0.5354330708661418,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.3436536489839289,
"eligibleDays": 344,
"fitnessScore": 0.20764805226233377,
"lookbackDays": 45,
"returnLift1D": -0.0014201539459469865,
"hitRateLift1D": -0.025613440761765194,
"portfolioSize": 2,
"activationRate": 0.3691860465116279,
"activationCount": 127,
"baselineHitRates": {
"1": 0.561046511627907,
"5": 0.6147058823529412,
"10": 0.6298507462686567
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.18650800307059826,
"avgForwardReturns": {
"1": 0.0005667763739978692,
"5": 0.0054382824465878925,
"10": 0.014698275629916989
},
"shadowMaxDrawdown": -0.1498669089679603,
"shadowTotalReturn": 0.02320240091390935,
"avgForwardReturn1D": 0.0005667763739978692,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-06-16",
"2025-06-17",
"2025-06-20",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10"
],
"horizonObservationCounts": {
"1": 127,
"5": 127,
"10": 127
},
"baselineAvgForwardReturns": {
"1": 0.001986930319944856,
"5": 0.00992677411026987,
"10": 0.020264173544625733
}
},
{
"topN": 2,
"ticker": "QCLN",
"hitRates": {
"1": 0.5384615384615384,
"5": 0.6410256410256411,
"10": 0.6239316239316239
},
"hitRate1D": 0.5384615384615384,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.23774121606234921,
"eligibleDays": 326,
"fitnessScore": 0.09367726192959527,
"lookbackDays": 63,
"returnLift1D": -0.0021918198775283094,
"hitRateLift1D": -0.029023124115148735,
"portfolioSize": 2,
"activationRate": 0.3588957055214724,
"activationCount": 117,
"baselineHitRates": {
"1": 0.5674846625766872,
"5": 0.6242236024844721,
"10": 0.6529968454258676
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.014309949142890986,
"avgForwardReturns": {
"1": 0.00007008326268525673,
"5": 0.005609360141817975,
"10": 0.013670157328155887
},
"shadowMaxDrawdown": -0.23167408159271097,
"shadowTotalReturn": -0.030651926253169703,
"avgForwardReturn1D": 0.00007008326268525673,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-14",
"2025-07-11",
"2025-07-14",
"2025-07-15",
"2025-07-16",
"2025-07-17",
"2025-07-18",
"2025-07-21",
"2025-07-22",
"2025-07-23"
],
"horizonObservationCounts": {
"1": 117,
"5": 117,
"10": 117
},
"baselineAvgForwardReturns": {
"1": 0.002261903140213566,
"5": 0.011974998549002584,
"10": 0.024718135957826282
}
},
{
"topN": 2,
"ticker": "QCLN",
"hitRates": {
"1": 0.5299145299145299,
"5": 0.5811965811965812,
"10": 0.5811965811965812
},
"hitRate1D": 0.5299145299145299,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.17524138776720413,
"eligibleDays": 375,
"fitnessScore": 0.009236198569957083,
"lookbackDays": 14,
"returnLift1D": -0.0017380926740463891,
"hitRateLift1D": -0.01941880341880342,
"portfolioSize": 2,
"activationRate": 0.312,
"activationCount": 117,
"baselineHitRates": {
"1": 0.5493333333333333,
"5": 0.5849056603773585,
"10": 0.5956284153005464
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.24357394194740056,
"avgForwardReturns": {
"1": -0.0003342505840812841,
"5": 0.0019743980713169567,
"10": 0.009769297594792505
},
"shadowMaxDrawdown": -0.17966825626395155,
"shadowTotalReturn": -0.08552346203441519,
"avgForwardReturn1D": -0.0003342505840812841,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-24",
"2025-03-25",
"2025-04-29",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 117,
"5": 117,
"10": 117
},
"baselineAvgForwardReturns": {
"1": 0.001403842089965105,
"5": 0.007278890583006823,
"10": 0.015272859282951759
}
}
],
"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": 0.6449007341702739,
"fitnessScore": 0.4812737870392629,
"lookbackDays": 14,
"returnLift1D": -0.0001411770985304706,
"activationRate": 0.496,
"activationCount": 186,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.18092154391397752,
"avgForwardReturn1D": 0.0012626649914346344
},
{
"comboQuality": 0.9729356346746184,
"fitnessScore": 1.1380619996972756,
"lookbackDays": 21,
"returnLift1D": 0.0016428312304294865,
"activationRate": 0.48641304347826086,
"activationCount": 179,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.6613895268687906,
"avgForwardReturn1D": 0.0032017827217054196
},
{
"comboQuality": 0.9390848711712392,
"fitnessScore": 0.9517933449131362,
"lookbackDays": 30,
"returnLift1D": 0.0009256220147913496,
"activationRate": 0.5403899721448467,
"activationCount": 194,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5189055627302883,
"avgForwardReturn1D": 0.002468960070371417
},
{
"comboQuality": 0.8941801892521215,
"fitnessScore": 0.8195173031554459,
"lookbackDays": 45,
"returnLift1D": 0.00012783691041248508,
"activationRate": 0.5494186046511628,
"activationCount": 189,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.4050248850308784,
"avgForwardReturn1D": 0.002114767230357341
},
{
"comboQuality": 0.8566351800412212,
"fitnessScore": 0.7432763040149464,
"lookbackDays": 63,
"returnLift1D": -0.0006413267695846857,
"activationRate": 0.6779141104294478,
"activationCount": 221,
"sampleConfidence": 0.9996983408748115,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.3239933402528572,
"avgForwardReturn1D": 0.0016205763706288803
}
],
"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": "558173d1daab8deb417edce5dda5c4d612d089239e4233a6ea089eca74b53b1b",
"size": 13,
"members": [
"QCLN",
"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."
}