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."
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"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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}Force Fitness
{
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"2025-03-03",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
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"2025-03-26",
"2025-03-27"
],
"horizonObservationCounts": {
"1": 171,
"5": 171,
"10": 171
},
"baselineAvgForwardReturns": {
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"5": 0.007844223232565043,
"10": 0.01669702342212557
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},
{
"topN": 3,
"ticker": "ALB",
"hitRates": {
"1": 0.51875,
"5": 0.55625,
"10": 0.65
},
"hitRate1D": 0.51875,
"rankWeights": [
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0.30000000000000004,
0.20000000000000004
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"eligibleDays": 375,
"fitnessScore": 0.01798776088513393,
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"returnLift1D": -0.0010043458846807239,
"hitRateLift1D": 0.0014166666666667327,
"portfolioSize": 3,
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"sampleConfidence": 1,
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"activationDatesSample": [
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"2025-03-03",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-04-29",
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],
"horizonObservationCounts": {
"1": 160,
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"10": 160
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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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"lookbackDays": 14,
"returnLift1D": 0.0017757799108958567,
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"activationCount": 136,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.39123688110655896,
"avgForwardReturn1D": 0.003291667372775365
},
{
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"lookbackDays": 21,
"returnLift1D": 0.003940895391370782,
"activationRate": 0.3858695652173913,
"activationCount": 142,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.9909470685024291,
"avgForwardReturn1D": 0.005779485461742424
},
{
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"fitnessScore": 0.8595904481165493,
"lookbackDays": 30,
"returnLift1D": 0.0013779625940115148,
"activationRate": 0.5376044568245125,
"activationCount": 193,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5524012771484104,
"avgForwardReturn1D": 0.003229477272341019
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{
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"lookbackDays": 45,
"returnLift1D": 0.003221383170359899,
"activationRate": 0.48255813953488375,
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{
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"lookbackDays": 63,
"returnLift1D": 0.003325680380651567,
"activationRate": 0.549079754601227,
"activationCount": 179,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 1.4803782916001302,
"avgForwardReturn1D": 0.005910107679836142
}
],
"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": "936451916de8fde3994be67f88339aad2f5f1bb9b34e4aaf7d4aa8ae850c74e9",
"size": 13,
"members": [
"ALB",
"SMH",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
TM