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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},
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}Force Fitness
{
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"hitRateLift1D": -0.029247910863509752,
"portfolioSize": 2,
"activationRate": 0.4178272980501393,
"activationCount": 150,
"baselineHitRates": {
"1": 0.5292479108635098,
"5": 0.5690140845070423,
"10": 0.58
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4862219865196695,
"avgForwardReturns": {
"1": 0.0009550155264123239,
"5": 0.0024572059445858224,
"10": 0.0032996999706567925
},
"shadowMaxDrawdown": -0.2540235089460148,
"shadowTotalReturn": 0.10606496609983296,
"avgForwardReturn1D": 0.0009550155264123239,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-03-03",
"2025-03-10",
"2025-03-11",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 150,
"5": 150,
"10": 150
},
"baselineAvgForwardReturns": {
"1": 0.001973914206152076,
"5": 0.008631394610907377,
"10": 0.017885886525819596
}
}
],
"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": 0.5145062280846647,
"lookbackDays": 14,
"returnLift1D": 0.00018111740518386536,
"activationRate": 0.4533333333333333,
"activationCount": 170,
"sampleConfidence": 0.9992156862745099,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.292748995420806,
"avgForwardReturn1D": 0.0019135148919157913
},
{
"comboQuality": 0.8750868211055685,
"fitnessScore": 0.7782749192530191,
"lookbackDays": 21,
"returnLift1D": 0.00018359322069584237,
"activationRate": 0.5217391304347826,
"activationCount": 192,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.4523192748390179,
"avgForwardReturn1D": 0.0022329249187532704
},
{
"comboQuality": 0.6502288086655287,
"fitnessScore": 0.48640992477652367,
"lookbackDays": 30,
"returnLift1D": -0.0008394057948997826,
"activationRate": 0.6072423398328691,
"activationCount": 218,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.20049254492788648,
"avgForwardReturn1D": 0.0011345084112522935
},
{
"comboQuality": 0.7104619691914803,
"fitnessScore": 0.5474783280098388,
"lookbackDays": 45,
"returnLift1D": -0.0005894622022355257,
"activationRate": 0.5697674418604651,
"activationCount": 196,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.23624947369335447,
"avgForwardReturn1D": 0.0014123369225783062
},
{
"comboQuality": 0.9218510009809249,
"fitnessScore": 0.8929085987658847,
"lookbackDays": 63,
"returnLift1D": -0.0005800598703293255,
"activationRate": 0.656441717791411,
"activationCount": 214,
"sampleConfidence": 0.9987538940809969,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.4630933783605553,
"avgForwardReturn1D": 0.0020566390139467334
}
],
"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": "e613118d8470f6b3a2053029c3c136de6d6d443a9b99945f5c6f6ea0230b3be1",
"size": 13,
"members": [
"ADI",
"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