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.",
"coverage": "Rewards stocks that activate often without giving up too much quality.",
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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
{
"config": {
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0.2,
0.1
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"riskOffActivations": 0,
"activationDatesSample": [
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"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
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],
"horizonObservationCounts": {
"1": 144,
"5": 144,
"10": 144
},
"baselineAvgForwardReturns": {
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"5": 0.007658423001837852,
"10": 0.015534856920885853
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},
{
"topN": 2,
"ticker": "ICLN",
"hitRates": {
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"5": 0.5185185185185185,
"10": 0.6049382716049383
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"hitRate1D": 0.4691358024691358,
"rankWeights": [
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"eligibleDays": 375,
"fitnessScore": -0.2148348397115185,
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"returnLift1D": -0.002750533567383079,
"hitRateLift1D": -0.08019753086419756,
"portfolioSize": 2,
"activationRate": 0.216,
"activationCount": 81,
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"sampleConfidence": 1,
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"riskOffActivations": 0,
"activationDatesSample": [
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"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25"
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"horizonObservationCounts": {
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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": 0.2745908474939067,
"lookbackDays": 14,
"returnLift1D": -0.0010190517175649944,
"activationRate": 0.4746666666666667,
"activationCount": 178,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.03277618994915232,
"avgForwardReturn1D": 0.0005115285470196713
},
{
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"lookbackDays": 21,
"returnLift1D": -0.000647899413254428,
"activationRate": 0.5597826086956522,
"activationCount": 206,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.13361560026292363,
"avgForwardReturn1D": 0.0008987738592518546
},
{
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"lookbackDays": 30,
"returnLift1D": -0.0008404278291677854,
"activationRate": 0.6183844011142061,
"activationCount": 222,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.10733454582588475,
"avgForwardReturn1D": 0.000721804578744925
},
{
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"lookbackDays": 45,
"returnLift1D": -0.0009726780027490779,
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{
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"lookbackDays": 63,
"returnLift1D": -0.00018974374941555894,
"activationRate": 0.7791411042944786,
"activationCount": 254,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.3646418053198539,
"avgForwardReturn1D": 0.0014279974033972454
}
],
"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": "74b42733bd83a0c4fb90b6a47a987a2e54c312d5d473d5787535af68155c9829",
"size": 13,
"members": [
"ICLN",
"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