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.",
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"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}Force Fitness
{
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"10": 0.01262107163666852
}
},
{
"topN": 5,
"ticker": "FSLR",
"hitRates": {
"1": 0.40993788819875776,
"5": 0.577639751552795,
"10": 0.6024844720496895
},
"hitRate1D": 0.40993788819875776,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.00677516991659744,
"eligibleDays": 375,
"fitnessScore": -0.7472923735430006,
"lookbackDays": 14,
"returnLift1D": -0.0042304988604005625,
"hitRateLift1D": -0.08606211180124224,
"portfolioSize": 5,
"activationRate": 0.42933333333333334,
"activationCount": 161,
"baselineHitRates": {
"1": 0.496,
"5": 0.5417789757412399,
"10": 0.505464480874317
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.8264466664102782,
"avgForwardReturns": {
"1": -0.0030614992987674184,
"5": 0.00558705457831313,
"10": 0.024373166192301548
},
"shadowMaxDrawdown": -0.5617730086631012,
"shadowTotalReturn": -0.4802984738429984,
"avgForwardReturn1D": -0.0030614992987674184,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-24",
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 161,
"5": 161,
"10": 161
},
"baselineAvgForwardReturns": {
"1": 0.0011689995616331443,
"5": 0.006348550062263425,
"10": 0.01262107163666852
}
}
],
"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": 0.007761513854415639,
"fitnessScore": -0.7171729394285399,
"lookbackDays": 14,
"returnLift1D": -0.004068561243821724,
"activationRate": 0.3973333333333333,
"activationCount": 149,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.4451837812607433,
"avgForwardReturn1D": -0.0028995616821885796
},
{
"comboQuality": 0.7355496601909637,
"fitnessScore": 0.5750522063328597,
"lookbackDays": 21,
"returnLift1D": 0.0013857150181497435,
"activationRate": 0.46195652173913043,
"activationCount": 170,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.3588583848877904,
"avgForwardReturn1D": 0.0026821594226836137
},
{
"comboQuality": 0.5887131755908311,
"fitnessScore": 0.42890261629803855,
"lookbackDays": 30,
"returnLift1D": 0.0007522684850813138,
"activationRate": 0.4958217270194986,
"activationCount": 178,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.25957130991265887,
"avgForwardReturn1D": 0.0022033099837267733
},
{
"comboQuality": 0.9680580839284095,
"fitnessScore": 1.1005020509424241,
"lookbackDays": 45,
"returnLift1D": 0.001719837257231484,
"activationRate": 0.5872093023255814,
"activationCount": 202,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.7818149346341556,
"avgForwardReturn1D": 0.003719331915091388
},
{
"comboQuality": 0.19576449878228927,
"fitnessScore": 0.03914445758068681,
"lookbackDays": 63,
"returnLift1D": -0.0017867214287084563,
"activationRate": 0.6226993865030674,
"activationCount": 203,
"sampleConfidence": 0.9963875205254517,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.08786069943475516,
"avgForwardReturn1D": 0.00023540797751010352
}
],
"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": "9e3357e238bdab0c9acd5150f7f855c845b91980506247aea8b7b6718ccbf4e1",
"size": 13,
"members": [
"FSLR",
"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