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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{
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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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"precision": "Prioritizes hit rate and average return after activation."
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"universeIdentity": {
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"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}Force Fitness
{
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"avgForwardReturn1D": -0.0006578762010325527,
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"activationDatesSample": [
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"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-06-04",
"2025-06-05",
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"horizonObservationCounts": {
"1": 160,
"5": 160,
"10": 156
},
"baselineAvgForwardReturns": {
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"5": 0.014803714111976956,
"10": 0.03159552683697417
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},
{
"topN": 2,
"ticker": "MCHP",
"hitRates": {
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"5": 0.44881889763779526,
"10": 0.4251968503937008
},
"hitRate1D": 0.44881889763779526,
"rankWeights": [
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"comboQuality": 0.055953416744373534,
"eligibleDays": 326,
"fitnessScore": -0.2716443223950294,
"lookbackDays": 63,
"returnLift1D": -0.003866525874586982,
"hitRateLift1D": -0.051181102362204745,
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"activationCount": 127,
"baselineHitRates": {
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"5": 0.531055900621118,
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"sampleConfidence": 1,
"shadowSharpeLike": -0.3832998028003703,
"avgForwardReturns": {
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"5": -0.008288852855229541,
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"avgForwardReturn1D": -0.001031608475269776,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-06-04",
"2025-06-05",
"2025-06-06",
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"horizonObservationCounts": {
"1": 127,
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"10": 127
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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": 0.7525283075136193,
"lookbackDays": 14,
"returnLift1D": 0.0020680917882663196,
"activationRate": 0.3546666666666667,
"activationCount": 133,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.4796467102551034,
"avgForwardReturn1D": 0.003648084091072426
},
{
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"fitnessScore": 0.8495815580086248,
"lookbackDays": 21,
"returnLift1D": 0.0014155922088830556,
"activationRate": 0.4375,
"activationCount": 161,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5731410692542,
"avgForwardReturn1D": 0.003374050789685357
},
{
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"fitnessScore": 0.6419592617363159,
"lookbackDays": 30,
"returnLift1D": 0.0012158331377612923,
"activationRate": 0.38997214484679665,
"activationCount": 140,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.4300304730174507,
"avgForwardReturn1D": 0.003039452852273871
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{
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"lookbackDays": 45,
"returnLift1D": 0.000016309207838978174,
"activationRate": 0.438953488372093,
"activationCount": 151,
"sampleConfidence": 1,
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"avgForwardReturn1D": 0.001976251426585318
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{
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"lookbackDays": 63,
"returnLift1D": -0.0030441145706286564,
"activationRate": 0.5153374233128835,
"activationCount": 168,
"sampleConfidence": 0.9984126984126984,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.10734696190899462,
"avgForwardReturn1D": -0.00020919717131145073
}
],
"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": "295423ffc98a9d7eb1ad0f2939a30545a67fb7dca55f6d3e8576d471aca55598",
"size": 13,
"members": [
"MCHP",
"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