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.",
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"version": 1
},
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}Force Fitness
{
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"2025-08-20",
"2025-08-21"
],
"horizonObservationCounts": {
"1": 158,
"5": 158,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0022823626575589925,
"5": 0.012896760848296428,
"10": 0.026192716567788727
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},
{
"topN": 3,
"ticker": "SQM",
"hitRates": {
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"5": 0.546875,
"10": 0.6145833333333334
},
"hitRate1D": 0.5052083333333334,
"rankWeights": [
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0.30000000000000004,
0.20000000000000004
],
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"eligibleDays": 326,
"fitnessScore": 0.06810979704044892,
"lookbackDays": 63,
"returnLift1D": -0.002032922498462491,
"hitRateLift1D": 0.00827581799591004,
"portfolioSize": 3,
"activationRate": 0.588957055214724,
"activationCount": 192,
"baselineHitRates": {
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"5": 0.5714285714285714,
"10": 0.6214511041009464
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.07040249103577392,
"avgForwardReturns": {
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"5": 0.005262690423792471,
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"shadowTotalReturn": -0.05795754619943849,
"avgForwardReturn1D": 0.0002494401590965017,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14",
"2025-08-15",
"2025-08-18",
"2025-08-19"
],
"horizonObservationCounts": {
"1": 192,
"5": 192,
"10": 192
},
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}
],
"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": [
{
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"fitnessScore": 0.8676466861073224,
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"returnLift1D": 0.0013158874414055718,
"activationRate": 0.4613333333333333,
"activationCount": 173,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.602083049601841,
"avgForwardReturn1D": 0.0033665500634195147
},
{
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"fitnessScore": 1.1630356469651355,
"lookbackDays": 21,
"returnLift1D": 0.0015738050506504397,
"activationRate": 0.5054347826086957,
"activationCount": 186,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.7878895436986162,
"avgForwardReturn1D": 0.0036727281413438807
},
{
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"lookbackDays": 30,
"returnLift1D": 0.0016425708283823092,
"activationRate": 0.5264623955431755,
"activationCount": 189,
"sampleConfidence": 1,
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"avgForwardReturn1D": 0.003794631978024204
},
{
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"lookbackDays": 45,
"returnLift1D": 0.0012231437253745958,
"activationRate": 0.4331395348837209,
"activationCount": 149,
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"bestPortfolioSize": 2,
"shadowTotalReturn": 0.49304457538062696,
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{
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"fitnessScore": 0.23007812564290875,
"lookbackDays": 63,
"returnLift1D": -0.001517527760320339,
"activationRate": 0.6226993865030674,
"activationCount": 203,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.03932079122382648,
"avgForwardReturn1D": 0.0007648348972386533
}
],
"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": "6b00988934fd3c05a5fef4724af788f4360c2550d57bb94fcfdef946a105cd6e",
"size": 13,
"members": [
"SMH",
"SQM",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
TM