Monstra loading art

Strategy Platform

Loading Monstra

Preparing the next route...

MonstraTM

Vectors

MonstraTM

Monstra is a simulation and educational platform. Bot signals are algorithmic outputs, not personalized advice. Users make their own decisions, and past simulated performance does not guarantee future results.

Product

  • Brokerage
  • Bots
  • Create a Bot
  • Leaderboard

Explore

  • About
  • Blog
  • Creators
  • Support

Legal

  • Terms of Service
  • Privacy Policy
  • Risk Disclosure
  • Brokerage Disclosure

© 2026 Monstra. All rights reserved.

Built for research, simulation, and strategy exploration on Monstra's dark-first platform.

Vector V2 pipeline

Vectors

Per-ticker stock movement feature vectors computed by the Monstra-Worker pipeline - momentum, trend quality, stability, liquidity, aggression, and quality-momentum composites, read directly from trading."Vector".

Coverage
355 tickers
Showing 351-355 of 355
Page 8 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
ABBVHealth Care0.7100.6690.6781.0000.436 weak0.534 moderate100%Jul 25, 11:52 PM
AAPLInformation Technology0.6780.7080.7251.0000.732 good0.645 moderate100%Jul 25, 11:52 PM
AAPConsumer Discretionary0.5170.4470.2850.666
Ticker detail

ROL

Consumer Discretionary | v2 | as of 2026-07-23
Close

Research Detail

ROL

ROL

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

Sample layoutNot live data
3M Return: Unavailable
1Y Return: Unavailable

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.127
Correlation To Benchmark 1y
0.060
Inverse To Benchmark 1y
0.940
Drawdown Score 1m
0.470
Drawdown Score 3m
0.236
0.246 poor
0.231 poor
100%
Jul 25, 11:52 PM
AAA-0.5110.6360.8990.0000.100 poor0.242 poor98%Jul 25, 11:52 PM
AHealth Care0.6530.5390.5500.8320.161 poor0.342 poor100%Jul 25, 11:51 PM
PreviousPage 8 of 8Next
Drawdown Score 6m
0.282
Drawdown Score 1y
0.392
Drawdown Score 2y
0.506
Drawdown Score 5y
0.605
Return 1w
-0.132
Return 1m
-0.116
Return 3m
-0.285
Return 6m
-0.373
Return 1y
-0.281
Return 2y
-0.179
Return 5y
0.184
Sharpe 1m
-3.142
Sharpe 3m
-3.913
Sharpe 6m
-2.853
Sharpe 1y
-1.078
Sharpe 2y
-0.277
Sharpe 5y
0.261
Trend 1w
-0.024
Trend 1m
0.000
Trend 3m
-0.005
Trend 6m
-0.003
Trend 1y
-0.001
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.585
Volatility 1m
0.441
Volatility 3m
0.328
Volatility 6m
0.309
Volatility 1y
0.271
Volatility 2y
0.246
Volatility 5y
0.252
Not part of the current Vector V2 payload: Drawdown Score 1w, Drawdown Score 2w, Return 2w, Sharpe 1w, Sharpe 2w, Sharpe Score, Trend 2w, Volatility 2w. Trend labels map to the stored trend slope fields.
Metadata
Identity, provenance, coverage, and diagnostics.
74 fields
Ticker
ROL
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:00 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Discretionary
Sector Benchmark Ticker
XLY
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.163
Aptet Fit Raw Score
0.271
Aptet Fit Confidence
0.203
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.415
Force Fit Raw Score
0.437
Force Fit Confidence
0.896
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:00 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ROL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ROL",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "ROL",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08856293266025414,
    "eligibleDays": 352,
    "fitnessScore": -0.16288801211283552,
    "lookbackDays": 14,
    "returnLift1D": 0.00435732746044339,
    "hitRateLift1D": -0.5,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.5,
      "5": 0,
      "10": 0
    },
    "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": -0.00435732746044339,
      "5": -0.029141757083507358,
      "10": 0
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08856293266025414,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08856293266025414,
    "bestRawFitnessScore": -0.16288801211283552,
    "upperQuartileComboQuality": 0.08856293266025414
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1629334113427473,
    "rawScore": 0.2708503461282033,
    "confidence": 0.203125,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 1,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 352,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 14,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 352,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 14,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 352,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 14,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 352,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 14,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 339,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 21,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 339,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 21,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 339,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 21,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 339,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 21,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 330,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 30,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 330,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 30,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 330,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 30,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 330,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 30,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 315,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 45,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 315,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 45,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 315,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 45,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 315,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 45,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 297,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 63,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 297,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 63,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 297,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 63,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "ROL",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08856293266025414,
      "eligibleDays": 297,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 63,
      "returnLift1D": 0.00435732746044339,
      "hitRateLift1D": -0.5,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "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": -0.00435732746044339,
        "5": -0.029141757083507358,
        "10": 0
      }
    }
  ],
  "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": 0.08856293266025414,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 14,
      "returnLift1D": 0.00435732746044339,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08856293266025414,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 21,
      "returnLift1D": 0.00435732746044339,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08856293266025414,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 30,
      "returnLift1D": 0.00435732746044339,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08856293266025414,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 45,
      "returnLift1D": 0.00435732746044339,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08856293266025414,
      "fitnessScore": -0.16288801211283552,
      "lookbackDays": 63,
      "returnLift1D": 0.00435732746044339,
      "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": "a166b8c02a46f9bc9e2bdcf9f949731bc2e4e7863e7ef786f8ada47dca438b18",
    "size": 13,
    "members": [
      "ROL",
      "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."
}
As Of
2026-07-25
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
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",
      "ROL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ROL",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "ROL",
    "hitRates": {
      "1": 0.5729166666666666,
      "5": 0.5833333333333334,
      "10": 0.6145833333333334
    },
    "hitRate1D": 0.5729166666666666,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.5175495861379082,
    "eligibleDays": 368,
    "fitnessScore": 0.3654499824320606,
    "lookbackDays": 21,
    "returnLift1D": 0.0016615975116798865,
    "hitRateLift1D": 0.06204710144927528,
    "portfolioSize": 3,
    "activationRate": 0.2608695652173913,
    "activationCount": 96,
    "baselineHitRates": {
      "1": 0.5108695652173914,
      "5": 0.5137362637362637,
      "10": 0.532033426183844
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.6627133642417627,
    "avgForwardReturns": {
      "1": 0.001217206828384482,
      "5": 0.0040288587840908415,
      "10": 0.009318897477144351
    },
    "shadowMaxDrawdown": -0.08900670351394058,
    "shadowTotalReturn": 0.10006179124481962,
    "avgForwardReturn1D": 0.001217206828384482,
    "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": 96,
      "5": 96,
      "10": 96
    },
    "baselineAvgForwardReturns": {
      "1": -0.0004443906832954044,
      "5": -0.0011225944734972744,
      "10": -0.0022506628885595376
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5175495861379082,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.32422593496056873,
    "bestRawFitnessScore": 0.3654499824320606,
    "upperQuartileComboQuality": 0.4141574567404441
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.4146129787149626,
    "rawScore": 0.43727324980212795,
    "confidence": 0.8963564723091596,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.6320553685605159,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.5729166666666666,
        "5": 0.5833333333333334,
        "10": 0.6145833333333334
      },
      "hitRate1D": 0.5729166666666666,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.5175495861379082,
      "eligibleDays": 368,
      "fitnessScore": 0.3654499824320606,
      "lookbackDays": 21,
      "returnLift1D": 0.0016615975116798865,
      "hitRateLift1D": 0.06204710144927528,
      "portfolioSize": 3,
      "activationRate": 0.2608695652173913,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.5108695652173914,
        "5": 0.5137362637362637,
        "10": 0.532033426183844
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6627133642417627,
      "avgForwardReturns": {
        "1": 0.001217206828384482,
        "5": 0.0040288587840908415,
        "10": 0.009318897477144351
      },
      "shadowMaxDrawdown": -0.08900670351394058,
      "shadowTotalReturn": 0.10006179124481962,
      "avgForwardReturn1D": 0.001217206828384482,
      "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": 96,
        "5": 96,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004443906832954044,
        "5": -0.0011225944734972744,
        "10": -0.0022506628885595376
      }
    },
    {
      "topN": 4,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.5728155339805825,
        "5": 0.5922330097087378,
        "10": 0.5825242718446602
      },
      "hitRate1D": 0.5728155339805825,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.5034237384525609,
      "eligibleDays": 368,
      "fitnessScore": 0.3530129369289777,
      "lookbackDays": 21,
      "returnLift1D": 0.0014953459992109819,
      "hitRateLift1D": 0.06194596876319114,
      "portfolioSize": 4,
      "activationRate": 0.2798913043478261,
      "activationCount": 103,
      "baselineHitRates": {
        "1": 0.5108695652173914,
        "5": 0.5137362637362637,
        "10": 0.532033426183844
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5552675525096727,
      "avgForwardReturns": {
        "1": 0.0010509553159155775,
        "5": 0.004281970007977837,
        "10": 0.0070912000176706035
      },
      "shadowMaxDrawdown": -0.08900670351394058,
      "shadowTotalReturn": 0.08708461882962903,
      "avgForwardReturn1D": 0.0010509553159155775,
      "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": 103,
        "5": 103,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004443906832954044,
        "5": -0.0011225944734972744,
        "10": -0.0022506628885595376
      }
    },
    {
      "topN": 5,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.5728155339805825,
        "5": 0.5922330097087378,
        "10": 0.5825242718446602
      },
      "hitRate1D": 0.5728155339805825,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.5034237384525609,
      "eligibleDays": 368,
      "fitnessScore": 0.3530129369289777,
      "lookbackDays": 21,
      "returnLift1D": 0.0014953459992109819,
      "hitRateLift1D": 0.06194596876319114,
      "portfolioSize": 5,
      "activationRate": 0.2798913043478261,
      "activationCount": 103,
      "baselineHitRates": {
        "1": 0.5108695652173914,
        "5": 0.5137362637362637,
        "10": 0.532033426183844
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5552675525096727,
      "avgForwardReturns": {
        "1": 0.0010509553159155775,
        "5": 0.004281970007977837,
        "10": 0.0070912000176706035
      },
      "shadowMaxDrawdown": -0.08900670351394058,
      "shadowTotalReturn": 0.08708461882962903,
      "avgForwardReturn1D": 0.0010509553159155775,
      "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": 103,
        "5": 103,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004443906832954044,
        "5": -0.0011225944734972744,
        "10": -0.0022506628885595376
      }
    },
    {
      "topN": 3,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.5903614457831325,
        "5": 0.5421686746987951,
        "10": 0.6144578313253012
      },
      "hitRate1D": 0.5903614457831325,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.47456857853595225,
      "eligibleDays": 359,
      "fitnessScore": 0.3276010201663078,
      "lookbackDays": 30,
      "returnLift1D": 0.0015242045818541902,
      "hitRateLift1D": 0.07782662684162833,
      "portfolioSize": 3,
      "activationRate": 0.23119777158774374,
      "activationCount": 83,
      "baselineHitRates": {
        "1": 0.5125348189415042,
        "5": 0.504225352112676,
        "10": 0.52
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4809726025665809,
      "avgForwardReturns": {
        "1": 0.0010055726255927076,
        "5": 0.0025197568405258995,
        "10": 0.008768841453210215
      },
      "shadowMaxDrawdown": -0.08900670351394091,
      "shadowTotalReturn": 0.06816866588417136,
      "avgForwardReturn1D": 0.0010055726255927076,
      "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": 83,
        "5": 83,
        "10": 83
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005186319562614827,
        "5": -0.0014589007621111268,
        "10": -0.0029548469509280396
      }
    },
    {
      "topN": 4,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.5212765957446809,
        "5": 0.5851063829787234,
        "10": 0.723404255319149
      },
      "hitRate1D": 0.5212765957446809,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.4141574567404441,
      "eligibleDays": 344,
      "fitnessScore": 0.27370293868632484,
      "lookbackDays": 45,
      "returnLift1D": 0.0016723675083243988,
      "hitRateLift1D": 0.015462642256308778,
      "portfolioSize": 4,
      "activationRate": 0.27325581395348836,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.5058139534883721,
        "5": 0.5,
        "10": 0.5223880597014925
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5493013141603461,
      "avgForwardReturns": {
        "1": 0.0010320102620789571,
        "5": 0.005863780071395447,
        "10": 0.0118264490382964
      },
      "shadowMaxDrawdown": -0.09391772600154613,
      "shadowTotalReturn": 0.08341096152455285,
      "avgForwardReturn1D": 0.0010320102620789571,
      "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": 94,
        "5": 94,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006403572462454417,
        "5": -0.00173864508887934,
        "10": -0.0033888864300564182
      }
    },
    {
      "topN": 5,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.5212765957446809,
        "5": 0.5851063829787234,
        "10": 0.723404255319149
      },
      "hitRate1D": 0.5212765957446809,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.4141574567404441,
      "eligibleDays": 344,
      "fitnessScore": 0.27370293868632484,
      "lookbackDays": 45,
      "returnLift1D": 0.0016723675083243988,
      "hitRateLift1D": 0.015462642256308778,
      "portfolioSize": 5,
      "activationRate": 0.27325581395348836,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.5058139534883721,
        "5": 0.5,
        "10": 0.5223880597014925
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5493013141603461,
      "avgForwardReturns": {
        "1": 0.0010320102620789571,
        "5": 0.005863780071395447,
        "10": 0.0118264490382964
      },
      "shadowMaxDrawdown": -0.09391772600154613,
      "shadowTotalReturn": 0.08341096152455285,
      "avgForwardReturn1D": 0.0010320102620789571,
      "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": 94,
        "5": 94,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006403572462454417,
        "5": -0.00173864508887934,
        "10": -0.0033888864300564182
      }
    },
    {
      "topN": 2,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.5844155844155844,
        "5": 0.5584415584415584,
        "10": 0.6363636363636364
      },
      "hitRate1D": 0.5844155844155844,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.40003988255532646,
      "eligibleDays": 359,
      "fitnessScore": 0.2608342346178195,
      "lookbackDays": 30,
      "returnLift1D": 0.0011681837501799153,
      "hitRateLift1D": 0.07188076547408018,
      "portfolioSize": 2,
      "activationRate": 0.21448467966573817,
      "activationCount": 77,
      "baselineHitRates": {
        "1": 0.5125348189415042,
        "5": 0.504225352112676,
        "10": 0.52
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.28953888219331586,
      "avgForwardReturns": {
        "1": 0.0006495517939184325,
        "5": 0.0028241499601942893,
        "10": 0.009511397814603233
      },
      "shadowMaxDrawdown": -0.08900670351394091,
      "shadowTotalReturn": 0.036449804460769286,
      "avgForwardReturn1D": 0.0006495517939184325,
      "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": 77,
        "5": 77,
        "10": 77
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005186319562614827,
        "5": -0.0014589007621111268,
        "10": -0.0029548469509280396
      }
    },
    {
      "topN": 2,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.5421686746987951,
        "5": 0.5783132530120482,
        "10": 0.6144578313253012
      },
      "hitRate1D": 0.5421686746987951,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.3706393492368704,
      "eligibleDays": 368,
      "fitnessScore": 0.23351550468520568,
      "lookbackDays": 21,
      "returnLift1D": 0.001300754880591898,
      "hitRateLift1D": 0.0312991094814038,
      "portfolioSize": 2,
      "activationRate": 0.22554347826086957,
      "activationCount": 83,
      "baselineHitRates": {
        "1": 0.5108695652173914,
        "5": 0.5137362637362637,
        "10": 0.532033426183844
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3870936133200984,
      "avgForwardReturns": {
        "1": 0.0008563641972964935,
        "5": 0.003793320755905156,
        "10": 0.008941825346616977
      },
      "shadowMaxDrawdown": -0.08900670351394091,
      "shadowTotalReturn": 0.05235658890079753,
      "avgForwardReturn1D": 0.0008563641972964935,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-21"
      ],
      "horizonObservationCounts": {
        "1": 83,
        "5": 83,
        "10": 83
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004443906832954044,
        "5": -0.0011225944734972744,
        "10": -0.0022506628885595376
      }
    },
    {
      "topN": 2,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.5217391304347826,
        "5": 0.6086956521739131,
        "10": 0.782608695652174
      },
      "hitRate1D": 0.5217391304347826,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.3465453341411937,
      "eligibleDays": 344,
      "fitnessScore": 0.21046290673763818,
      "lookbackDays": 45,
      "returnLift1D": 0.0016948585223591044,
      "hitRateLift1D": 0.01592517694641049,
      "portfolioSize": 2,
      "activationRate": 0.2005813953488372,
      "activationCount": 69,
      "baselineHitRates": {
        "1": 0.5058139534883721,
        "5": 0.5,
        "10": 0.5223880597014925
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.47652785064025505,
      "avgForwardReturns": {
        "1": 0.0010545012761136625,
        "5": 0.007303726830624485,
        "10": 0.014968286593441843
      },
      "shadowMaxDrawdown": -0.09391772600154613,
      "shadowTotalReturn": 0.06216376871497209,
      "avgForwardReturn1D": 0.0010545012761136625,
      "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": 69,
        "5": 69,
        "10": 69
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006403572462454417,
        "5": -0.00173864508887934,
        "10": -0.0033888864300564182
      }
    },
    {
      "topN": 2,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.54,
        "5": 0.64,
        "10": 0.72
      },
      "hitRate1D": 0.54,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.3411965032114763,
      "eligibleDays": 326,
      "fitnessScore": 0.2052473174111247,
      "lookbackDays": 63,
      "returnLift1D": 0.002127383895467255,
      "hitRateLift1D": 0.04613496932515343,
      "portfolioSize": 2,
      "activationRate": 0.15337423312883436,
      "activationCount": 50,
      "baselineHitRates": {
        "1": 0.4938650306748466,
        "5": 0.48757763975155277,
        "10": 0.501577287066246
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.453260329333485,
      "avgForwardReturns": {
        "1": 0.0012422559369419629,
        "5": 0.010430118334232224,
        "10": 0.010421230862596333
      },
      "shadowMaxDrawdown": -0.09440278635063137,
      "shadowTotalReturn": 0.053075806745155774,
      "avgForwardReturn1D": 0.0012422559369419629,
      "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": 50,
        "5": 50,
        "10": 50
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008851279585252924,
        "5": -0.0022111375774955385,
        "10": -0.004934854871746411
      }
    },
    {
      "topN": 4,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.5360824742268041,
        "5": 0.5360824742268041,
        "10": 0.5979381443298969
      },
      "hitRate1D": 0.5360824742268041,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3072553667096612,
      "eligibleDays": 359,
      "fitnessScore": 0.17114391126122513,
      "lookbackDays": 30,
      "returnLift1D": 0.0008114431086576098,
      "hitRateLift1D": 0.023547655285299895,
      "portfolioSize": 4,
      "activationRate": 0.27019498607242337,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.5125348189415042,
        "5": 0.504225352112676,
        "10": 0.52
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.10286344750485102,
      "avgForwardReturns": {
        "1": 0.00029281115239612716,
        "5": 0.0016501039313251008,
        "10": 0.007683963052423713
      },
      "shadowMaxDrawdown": -0.10260127294602117,
      "shadowTotalReturn": 0.007406770570975718,
      "avgForwardReturn1D": 0.00029281115239612716,
      "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": 97,
        "5": 97,
        "10": 97
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005186319562614827,
        "5": -0.0014589007621111268,
        "10": -0.0029548469509280396
      }
    },
    {
      "topN": 5,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.5360824742268041,
        "5": 0.5360824742268041,
        "10": 0.5979381443298969
      },
      "hitRate1D": 0.5360824742268041,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3072553667096612,
      "eligibleDays": 359,
      "fitnessScore": 0.17114391126122513,
      "lookbackDays": 30,
      "returnLift1D": 0.0008114431086576098,
      "hitRateLift1D": 0.023547655285299895,
      "portfolioSize": 5,
      "activationRate": 0.27019498607242337,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.5125348189415042,
        "5": 0.504225352112676,
        "10": 0.52
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.10286344750485102,
      "avgForwardReturns": {
        "1": 0.00029281115239612716,
        "5": 0.0016501039313251008,
        "10": 0.007683963052423713
      },
      "shadowMaxDrawdown": -0.10260127294602117,
      "shadowTotalReturn": 0.007406770570975718,
      "avgForwardReturn1D": 0.00029281115239612716,
      "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": 97,
        "5": 97,
        "10": 97
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005186319562614827,
        "5": -0.0014589007621111268,
        "10": -0.0029548469509280396
      }
    },
    {
      "topN": 3,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.5064935064935064,
        "5": 0.5454545454545454,
        "10": 0.6233766233766234
      },
      "hitRate1D": 0.5064935064935064,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.29622622233388685,
      "eligibleDays": 326,
      "fitnessScore": 0.15962662143952913,
      "lookbackDays": 63,
      "returnLift1D": 0.001507684853929022,
      "hitRateLift1D": 0.012628475818659834,
      "portfolioSize": 3,
      "activationRate": 0.2361963190184049,
      "activationCount": 77,
      "baselineHitRates": {
        "1": 0.4938650306748466,
        "5": 0.48757763975155277,
        "10": 0.501577287066246
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.2757384865011614,
      "avgForwardReturns": {
        "1": 0.0006225568954037295,
        "5": 0.005909803345199072,
        "10": 0.005249788166663055
      },
      "shadowMaxDrawdown": -0.09440278635063137,
      "shadowTotalReturn": 0.03168206565984577,
      "avgForwardReturn1D": 0.0006225568954037295,
      "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": 77,
        "5": 77,
        "10": 77
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008851279585252924,
        "5": -0.0022111375774955385,
        "10": -0.004934854871746411
      }
    },
    {
      "topN": 3,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.5061728395061729,
        "5": 0.5802469135802469,
        "10": 0.7283950617283951
      },
      "hitRate1D": 0.5061728395061729,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.26600213346592716,
      "eligibleDays": 344,
      "fitnessScore": 0.12669960560977744,
      "lookbackDays": 45,
      "returnLift1D": 0.0010138244361816325,
      "hitRateLift1D": 0.00035888601780076357,
      "portfolioSize": 3,
      "activationRate": 0.23546511627906977,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.5058139534883721,
        "5": 0.5,
        "10": 0.5223880597014925
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.1451429688488306,
      "avgForwardReturns": {
        "1": 0.0003734671899361907,
        "5": 0.005546005291408147,
        "10": 0.011928526884050125
      },
      "shadowMaxDrawdown": -0.09391772600154613,
      "shadowTotalReturn": 0.013673169066187763,
      "avgForwardReturn1D": 0.0003734671899361907,
      "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": 81,
        "5": 81,
        "10": 81
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006403572462454417,
        "5": -0.00173864508887934,
        "10": -0.0033888864300564182
      }
    },
    {
      "topN": 3,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.5048543689320388,
        "5": 0.52,
        "10": 0.63
      },
      "hitRate1D": 0.5048543689320388,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.24734378410061697,
      "eligibleDays": 375,
      "fitnessScore": 0.10517754001352586,
      "lookbackDays": 14,
      "returnLift1D": 0.0005313528372493172,
      "hitRateLift1D": -0.004478964401294472,
      "portfolioSize": 3,
      "activationRate": 0.27466666666666667,
      "activationCount": 103,
      "baselineHitRates": {
        "1": 0.5093333333333333,
        "5": 0.5202156334231806,
        "10": 0.5409836065573771
      },
      "sampleConfidence": 0.996116504854369,
      "shadowSharpeLike": -0.02015145225599755,
      "avgForwardReturns": {
        "1": 0.0001526684795688106,
        "5": 0.0016516050813330063,
        "10": 0.007935305929142829
      },
      "shadowMaxDrawdown": -0.08900670351394069,
      "shadowTotalReturn": -0.012134743347456234,
      "avgForwardReturn1D": 0.0001526684795688106,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-07",
        "2025-02-10"
      ],
      "horizonObservationCounts": {
        "1": 103,
        "5": 100,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": -0.00037868435768050664,
        "5": -0.0008734503645093838,
        "10": -0.0016941255973235792
      }
    },
    {
      "topN": 4,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.4782608695652174,
        "5": 0.5217391304347826,
        "10": 0.6195652173913043
      },
      "hitRate1D": 0.4782608695652174,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.20269114323858403,
      "eligibleDays": 326,
      "fitnessScore": 0.048697070748483715,
      "lookbackDays": 63,
      "returnLift1D": 0.0007691398993350378,
      "hitRateLift1D": -0.0156041611096292,
      "portfolioSize": 4,
      "activationRate": 0.2822085889570552,
      "activationCount": 92,
      "baselineHitRates": {
        "1": 0.4938650306748466,
        "5": 0.48757763975155277,
        "10": 0.501577287066246
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.11654325900969849,
      "avgForwardReturns": {
        "1": -0.00011598805919025459,
        "5": 0.004118538279047664,
        "10": 0.005391313756318696
      },
      "shadowMaxDrawdown": -0.09778855520960061,
      "shadowTotalReturn": -0.026265278289174576,
      "avgForwardReturn1D": -0.00011598805919025459,
      "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": 92,
        "5": 92,
        "10": 92
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008851279585252924,
        "5": -0.0022111375774955385,
        "10": -0.004934854871746411
      }
    },
    {
      "topN": 5,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.4782608695652174,
        "5": 0.5217391304347826,
        "10": 0.6195652173913043
      },
      "hitRate1D": 0.4782608695652174,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.20269114323858403,
      "eligibleDays": 326,
      "fitnessScore": 0.048697070748483715,
      "lookbackDays": 63,
      "returnLift1D": 0.0007691398993350378,
      "hitRateLift1D": -0.0156041611096292,
      "portfolioSize": 5,
      "activationRate": 0.2822085889570552,
      "activationCount": 92,
      "baselineHitRates": {
        "1": 0.4938650306748466,
        "5": 0.48757763975155277,
        "10": 0.501577287066246
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.11654325900969849,
      "avgForwardReturns": {
        "1": -0.00011598805919025459,
        "5": 0.004118538279047664,
        "10": 0.005391313756318696
      },
      "shadowMaxDrawdown": -0.09778855520960061,
      "shadowTotalReturn": -0.026265278289174576,
      "avgForwardReturn1D": -0.00011598805919025459,
      "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": 92,
        "5": 92,
        "10": 92
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008851279585252924,
        "5": -0.0022111375774955385,
        "10": -0.004934854871746411
      }
    },
    {
      "topN": 4,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.4827586206896552,
        "5": 0.49557522123893805,
        "10": 0.5982142857142857
      },
      "hitRate1D": 0.4827586206896552,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.12738133015077788,
      "eligibleDays": 375,
      "fitnessScore": -0.07334896314577852,
      "lookbackDays": 14,
      "returnLift1D": -0.000270933916724613,
      "hitRateLift1D": -0.02657471264367811,
      "portfolioSize": 4,
      "activationRate": 0.30933333333333335,
      "activationCount": 116,
      "baselineHitRates": {
        "1": 0.5093333333333333,
        "5": 0.5202156334231806,
        "10": 0.5409836065573771
      },
      "sampleConfidence": 0.995977011494253,
      "shadowSharpeLike": -0.5773627950758979,
      "avgForwardReturns": {
        "1": -0.0006496182744051196,
        "5": -0.0018348959799645403,
        "10": 0.005118945486237658
      },
      "shadowMaxDrawdown": -0.15641442682839735,
      "shadowTotalReturn": -0.10253934171177381,
      "avgForwardReturn1D": -0.0006496182744051196,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-07",
        "2025-02-10"
      ],
      "horizonObservationCounts": {
        "1": 116,
        "5": 113,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": -0.00037868435768050664,
        "5": -0.0008734503645093838,
        "10": -0.0016941255973235792
      }
    },
    {
      "topN": 5,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.4827586206896552,
        "5": 0.49557522123893805,
        "10": 0.5982142857142857
      },
      "hitRate1D": 0.4827586206896552,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.12738133015077788,
      "eligibleDays": 375,
      "fitnessScore": -0.07334896314577852,
      "lookbackDays": 14,
      "returnLift1D": -0.000270933916724613,
      "hitRateLift1D": -0.02657471264367811,
      "portfolioSize": 5,
      "activationRate": 0.30933333333333335,
      "activationCount": 116,
      "baselineHitRates": {
        "1": 0.5093333333333333,
        "5": 0.5202156334231806,
        "10": 0.5409836065573771
      },
      "sampleConfidence": 0.995977011494253,
      "shadowSharpeLike": -0.5773627950758979,
      "avgForwardReturns": {
        "1": -0.0006496182744051196,
        "5": -0.0018348959799645403,
        "10": 0.005118945486237658
      },
      "shadowMaxDrawdown": -0.15641442682839735,
      "shadowTotalReturn": -0.10253934171177381,
      "avgForwardReturn1D": -0.0006496182744051196,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-07",
        "2025-02-10"
      ],
      "horizonObservationCounts": {
        "1": 116,
        "5": 113,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": -0.00037868435768050664,
        "5": -0.0008734503645093838,
        "10": -0.0016941255973235792
      }
    },
    {
      "topN": 2,
      "ticker": "ROL",
      "hitRates": {
        "1": 0.4583333333333333,
        "5": 0.43478260869565216,
        "10": 0.5942028985507246
      },
      "hitRate1D": 0.4583333333333333,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.10679479761359681,
      "eligibleDays": 375,
      "fitnessScore": -0.1172595687163257,
      "lookbackDays": 14,
      "returnLift1D": -0.0002795249617393627,
      "hitRateLift1D": -0.05099999999999999,
      "portfolioSize": 2,
      "activationRate": 0.192,
      "activationCount": 72,
      "baselineHitRates": {
        "1": 0.5093333333333333,
        "5": 0.5202156334231806,
        "10": 0.5409836065573771
      },
      "sampleConfidence": 0.9944444444444445,
      "shadowSharpeLike": -0.48211321059035195,
      "avgForwardReturns": {
        "1": -0.0006582093194198693,
        "5": -0.0017247793162753168,
        "10": 0.007945520880191667
      },
      "shadowMaxDrawdown": -0.12189752426576239,
      "shadowTotalReturn": -0.07246926332849102,
      "avgForwardReturn1D": -0.0006582093194198693,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-29",
        "2025-01-31",
        "2025-02-10",
        "2025-02-13",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 72,
        "5": 69,
        "10": 69
      },
      "baselineAvgForwardReturns": {
        "1": -0.00037868435768050664,
        "5": -0.0008734503645093838,
        "10": -0.0016941255973235792
      }
    }
  ],
  "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": 0.24734378410061697,
      "fitnessScore": 0.10517754001352586,
      "lookbackDays": 14,
      "returnLift1D": 0.0005313528372493172,
      "activationRate": 0.27466666666666667,
      "activationCount": 103,
      "sampleConfidence": 0.996116504854369,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.012134743347456234,
      "avgForwardReturn1D": 0.0001526684795688106
    },
    {
      "comboQuality": 0.5175495861379082,
      "fitnessScore": 0.3654499824320606,
      "lookbackDays": 21,
      "returnLift1D": 0.0016615975116798865,
      "activationRate": 0.2608695652173913,
      "activationCount": 96,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.10006179124481962,
      "avgForwardReturn1D": 0.001217206828384482
    },
    {
      "comboQuality": 0.47456857853595225,
      "fitnessScore": 0.3276010201663078,
      "lookbackDays": 30,
      "returnLift1D": 0.0015242045818541902,
      "activationRate": 0.23119777158774374,
      "activationCount": 83,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.06816866588417136,
      "avgForwardReturn1D": 0.0010055726255927076
    },
    {
      "comboQuality": 0.4141574567404441,
      "fitnessScore": 0.27370293868632484,
      "lookbackDays": 45,
      "returnLift1D": 0.0016723675083243988,
      "activationRate": 0.27325581395348836,
      "activationCount": 94,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.08341096152455285,
      "avgForwardReturn1D": 0.0010320102620789571
    },
    {
      "comboQuality": 0.3411965032114763,
      "fitnessScore": 0.2052473174111247,
      "lookbackDays": 63,
      "returnLift1D": 0.002127383895467255,
      "activationRate": 0.15337423312883436,
      "activationCount": 50,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.053075806745155774,
      "avgForwardReturn1D": 0.0012422559369419629
    }
  ],
  "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": "a166b8c02a46f9bc9e2bdcf9f949731bc2e4e7863e7ef786f8ada47dca438b18",
    "size": 13,
    "members": [
      "ROL",
      "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."
}
Inverse To Benchmark 1y
-
Return 1m
-
Return 1w
-
Return 1y
-
Return 2w
-
Return 2y
-
Return 3m
-
Return 5y
-
Return 6m
-
Sharpe 1m
-
Sharpe 1w
-
Sharpe 1y
-
Sharpe 2w
-
Sharpe 2y
-
Sharpe 3m
-
Sharpe 5y
-
Sharpe 6m
-
Sharpe Score
-
Trend 1m
-
Trend 1w
-
Trend 1y
-
Trend 2w
-
Trend 2y
-
Trend 3m
-
Trend 5y
-
Trend 6m
-
Volatility 1m
-
Volatility 1w
-
Volatility 1y
-
Volatility 2w
-
Volatility 2y
-
Volatility 3m
-
Volatility 5y
-
Volatility 6m
-
Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.507
Liquidity
0.794
Momentum
0.273
Relative strength
0.111
Trend quality
0.530
Stability
0.553
Aggression
0.366
Downside risk
0.510
Drawdown state
0.436
Quality momentum
0.344
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
82 fields
Inverse To Benchmark 1y
0.940
Benchmark Independence 3m Score
0.894
Beta 1y Profile Score
0.051
Beta 3m Profile Score
0
Beta Change Score
0.303
Correlation Change Score
0.417
Current Drawdown Score
0.392
Days Since 52w High Score
0.440
Distance From 52w High Score
0.392
Distance From Sma 20 Score
0.342
Distance From Sma 200 Score
0.025
Distance From Sma 50 Score
0.240
Downside Volatility 1m Score
0.554
Downside Volatility 1w Score
0.841
Downside Volatility 1y Score
0.339
Downside Volatility 2y Score
0.304
Downside Volatility 3m Score
0.420
Downside Volatility 5y Score
0.294
Downside Volatility 6m Score
0.438
Drawdown Recovery Score
0.500
Excess Return 1m Score
0.295
Excess Return 1y Score
0
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.542
Log Avg Dollar Volume 20d Score
0.794
Log Market Cap Score
0.507
Drawdown Score 1m
0.470
Drawdown Score 1y
0.392
Drawdown Score 2y
0.506
Drawdown Score 3m
0.236
Drawdown Score 5y
0.605
Drawdown Score 6m
0.282
Momentum Acceleration 1m Vs 3m Score
0.428
Momentum Acceleration 3m Vs 6m Score
0.391
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.731
Relative Strength Slope 3m Score
0.153
Relative Volume 20d Score
0.350
Return 1m Score
0.306
Return 1w Score
0.059
Return 1y Score
0.325
Return 2y Score
0.235
Return 3m Score
0.144
Return 5y Score
0.091
Return 6m Score
0.189
Return Skewness 1y Score
0.292
Sector Excess Return 1y Score
0.079
Sharpe 1m Score
0
Sharpe 1y Score
0.184
Sharpe 2y Score
0.345
Sharpe 3m Score
0
Sharpe 5y Score
0.452
Sharpe 6m Score
0
Sortino 1m Score
0.003
Sortino 1y Score
0.255
Sortino 2y Score
0.344
Sortino 3m Score
0
Sortino 5y Score
0.405
Sortino 6m Score
0.084
Trend R2 1m Score
0.002
Trend R2 1w Score
0.740
Trend R2 1y Score
0.385
Trend R2 2y Score
0.144
Trend R2 3m Score
0.856
Trend R2 5y Score
0.829
Trend R2 6m Score
0.881
Trend Slope 1m Score
0.515
Trend Slope 1w Score
0
Trend Slope 1y Score
0.446
Trend Slope 2y Score
0.516
Trend Slope 3m Score
0.193
Trend Slope 5y Score
0.533
Trend Slope 6m Score
0.303
Volatility 1m Score
0.522
Volatility 1w Score
0.713
Volatility 1y Score
0.295
Volatility 2y Score
0.261
Volatility 3m Score
0.370
Volatility 5y Score
0.269
Volatility 6m Score
0.346
Worst Day 1y Score
0.473
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
241,328,452.166
Best Day 1y
0.073
Beta To Benchmark 1y
0.127
Beta 3m
-0.267
Beta Change
-0.394
Beta To Sector 1y
0.210
Correlation To Benchmark 1y
0.060
Correlation 3m
-0.106
Correlation Change
-0.166
Correlation To Sector 1y
0.149
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.940
Benchmark Independence 3m Score
0.894
Beta 1y Profile Score
0.051
Beta 3m Profile Score
0
Beta Change Score
0.303
Correlation Change Score
0.417
Current Drawdown Score
0.392
Distance From Sma 20 Score
0.342
Distance From Sma 200 Score
0.025
Current Drawdown
-0.395
Days Since 52w High
111
Distance From 52w High
-0.395
Distance From Sma 20
-0.095
Distance From Sma 200
-0.285
Distance From Sma 50
-0.156
Downside Capture 1y
1.679
Downside Volatility 1m
0.465
Downside Volatility 1w
0.680
Downside Volatility 1y
0.304
Downside Volatility 2y
0.278
Downside Volatility 3m
0.365
Downside Volatility 5y
0.271
Downside Volatility 6m
0.379
Drawdown Recovery
0
Excess Return 1m
-0.123
Excess Return 1y
-0.467
Excess Return 3m
-0.325
Excess Return 6m
-0.456
Expected Shortfall 95 1y
-0.046
Market Cap
18,552,966,778.24
Max Drawdown 1m
-0.132
Max Drawdown 1w
-0.132
Max Drawdown 1y
-0.395
Max Drawdown 2y
-0.395
Max Drawdown 3m
-0.306
Max Drawdown 5y
-0.395
Max Drawdown 6m
-0.395
Momentum Acceleration 1m Vs 3m
-0.022
Momentum Acceleration 3m Vs 6m
-0.033
Moving Average Alignment
-1
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
-0.006
Relative Volume 20d
1.245
Return 1m
-0.116
Return 1w
-0.132
Return 1y
-0.281
Return 2y
-0.179
Return 3m
-0.285
Return 5y
0.184
Return 6m
-0.373
Return Skewness 1y
-1.246
Sector Excess Return 1y
-0.253
Sharpe 1m
-3.142
Sharpe 1y
-1.078
Sharpe 2y
-0.277
Sharpe 3m
-3.913
Sharpe 5y
0.261
Sharpe 6m
-2.853
Sortino 1m
-2.979
Sortino 1y
-0.961
Sortino 2y
-0.245
Sortino 3m
-3.512
Sortino 5y
0.243
Sortino 6m
-2.332
Trend R2 1m
0.002
Trend R2 1w
0.740
Trend R2 1y
0.385
Trend R2 2y
0.144
Trend R2 3m
0.856
Trend R2 5y
0.829
Trend R2 6m
0.881
Trend 1m
0.000
Trend 1w
-0.024
Trend 1y
-0.001
Trend 2y
0.000
Trend 3m
-0.005
Trend 5y
0.001
Trend 6m
-0.003
Upside Capture 1y
0.361
Value At Risk 95 1y
-0.027
Volatility 1m
0.441
Volatility 1w
0.585
Volatility 1y
0.271
Volatility 2y
0.246
Volatility 3m
0.328
Volatility 5y
0.252
Volatility 6m
0.309
Worst Day 1y
-0.105
Distance From Sma 50 Score
0.240
Downside Volatility 1y Score
0.339
Downside Volatility 3m Score
0.420
Drawdown Recovery Score
0.500
Excess Return 1m Score
0.295
Excess Return 1y Score
0
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.542
Log Avg Dollar Volume 20d Score
0.794
Log Market Cap Score
0.507
Drawdown Score 1y
0.392
Drawdown Score 5y
0.605
Momentum Acceleration 1m Vs 3m Score
0.428
Momentum Acceleration 3m Vs 6m Score
0.391
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.731
Relative Volume 20d Score
0.350
Return 1m Score
0.306
Return 1y Score
0.325
Return 3m Score
0.144
Return 6m Score
0.189
Return Skewness 1y Score
0.292
Sortino 1y Score
0.255
Sortino 3m Score
0
Trend R2 1y Score
0.385
Trend R2 3m Score
0.856
Trend Slope 1y Score
0.446
Trend Slope 3m Score
0.193
Volatility 1y Score
0.295
Volatility 3m Score
0.370