Vector Name
stock_movement_v2
Updated At
Jul 27, 3:07 PM
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Missing Required Features
[]
Aptet Fit Confidence
0.901
Force Fit Confidence
0.910
Stock Fitness Updated At
Jul 27, 3:07 PM
Aptet Fitness
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"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": [
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],
"strategyOptions": {
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"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": {
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"size": 13,
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"XLU",
"XLV",
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"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}Correlation To Benchmark 1y
0.497
Draco Fit Confidence
0.992
Draco Fitness
{
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"forwardDays": [
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10
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"fallbackTicker": "QQQ",
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30,
35,
40
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3,
4,
5,
8
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"backendMeaning": "This Draco evaluator reuses the live bots.draco candidate scoring, locked-target selection, and exit logic (stop loss / target reached / max hold / risk-off liquidation) so behavior matches production.",
"fitScopeMeaning": "Draco fit is currently universe-conditioned: each week the stock competes for a limited number of position slots against the other tested universe members, ranked by Draco's regression-quality score.",
"rawScoreMeaning": "The unadjusted Draco-family fit estimate before the conservative confidence penalty.",
"activationMeaning": "Activation count measures how many trading days the stock was actually held as an open Draco position (from entry through exit), not just how many days it passed the entry scan.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Draco strategy family within this tested universe, not only under its single best parameter combination.",
"maxPositionsMeaning": "The maximum number of concurrent Draco positions in the tested portfolio; more slots make it easier for a given stock to be selected when it ranks well.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"minimumEntryScoreMeaning": "The multi-timeframe regression score threshold a candidate must clear to be eligible for entry; lower values are more permissive (more activations), higher values are more selective.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
},
"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": "draco",
"universeIdentity": {
"hash": "f97e6e3fd0f3823b8eefe31e862a35d2355b02c23f24276dbe6106b59dfd924d",
"size": 13,
"members": [
"ABBV",
"SMH",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"entryScoreSummary": [
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"sampleConfidence": 1,
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{
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],
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}Force Fitness
{
"config": {
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0.2,
0.1
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21,
30,
45,
63
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1,
5,
10
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3,
4,
5
],
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},
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"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": 0.5745047529318554,
"fitnessScore": 0.4160560103926079,
"lookbackDays": 14,
"returnLift1D": 0.00004275117354431081,
"activationRate": 0.39466666666666667,
"activationCount": 148,
"sampleConfidence": 0.9981981981981982,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.19131815082861503,
"avgForwardReturn1D": 0.0014071582653940107
},
{
"comboQuality": 0.5614385771933066,
"fitnessScore": 0.4043405501767915,
"lookbackDays": 21,
"returnLift1D": 0.0002705428678802927,
"activationRate": 0.4483695652173913,
"activationCount": 165,
"sampleConfidence": 0.9947474747474748,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.2101528069812244,
"avgForwardReturn1D": 0.001360707754114129
},
{
"comboQuality": 0.5178828728398746,
"fitnessScore": 0.3657436434200931,
"lookbackDays": 30,
"returnLift1D": 0.00023624217535703185,
"activationRate": 0.4206128133704735,
"activationCount": 151,
"sampleConfidence": 0.9942604856512142,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.18076691175098114,
"avgForwardReturn1D": 0.0013134747933377265
},
{
"comboQuality": 0.1898419636571694,
"fitnessScore": 0.030771776529913412,
"lookbackDays": 45,
"returnLift1D": -0.0005431679656843283,
"activationRate": 0.3691860465116279,
"activationCount": 127,
"sampleConfidence": 0.9931758530183727,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.002024033538539527,
"avgForwardReturn1D": 0.0002393123144547298
},
{
"comboQuality": 0.5155448182243821,
"fitnessScore": 0.363683849953464,
"lookbackDays": 63,
"returnLift1D": 0.00030089362411287075,
"activationRate": 0.40797546012269936,
"activationCount": 133,
"sampleConfidence": 0.993483709273183,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.15788092690027566,
"avgForwardReturn1D": 0.0013420113971504067
}
],
"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": "f97e6e3fd0f3823b8eefe31e862a35d2355b02c23f24276dbe6106b59dfd924d",
"size": 13,
"members": [
"ABBV",
"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
0.005
TM