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.",
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},
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}Force Fitness
{
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"eligibleDays": 326,
"fitnessScore": -0.7294918750609192,
"lookbackDays": 63,
"returnLift1D": -0.005778401893879941,
"hitRateLift1D": -0.21098959722592692,
"portfolioSize": 3,
"activationRate": 0.1411042944785276,
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"baselineHitRates": {
"1": 0.5153374233128835,
"5": 0.562111801242236,
"10": 0.5236593059936908
},
"sampleConfidence": 0.9898550724637681,
"shadowSharpeLike": -1.8497611970670762,
"avgForwardReturns": {
"1": -0.005291182480009057,
"5": -0.0030724940017137566,
"10": -0.010794835665512975
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"shadowMaxDrawdown": -0.23459822869108415,
"shadowTotalReturn": -0.23459822869108415,
"avgForwardReturn1D": -0.005291182480009057,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
"2025-04-17",
"2025-04-21"
],
"horizonObservationCounts": {
"1": 46,
"5": 44,
"10": 41
},
"baselineAvgForwardReturns": {
"1": 0.00048721941387088396,
"5": 0.003465045631619858,
"10": 0.006226200541871261
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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": -0.2319697507353324,
"lookbackDays": 14,
"returnLift1D": -0.002829550055516133,
"activationRate": 0.14133333333333334,
"activationCount": 53,
"sampleConfidence": 0.9911949685534592,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.12635896516250578,
"avgForwardReturn1D": -0.002201133288582999
},
{
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"fitnessScore": -0.061628685110775155,
"lookbackDays": 21,
"returnLift1D": -0.0012642878422469655,
"activationRate": 0.22554347826086957,
"activationCount": 83,
"sampleConfidence": 0.9903614457831326,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.07616357629041814,
"avgForwardReturn1D": -0.0006831501917726331
},
{
"comboQuality": 0.07059175017344843,
"fitnessScore": -0.21707965787340064,
"lookbackDays": 30,
"returnLift1D": -0.0029937934999366795,
"activationRate": 0.12534818941504178,
"activationCount": 45,
"sampleConfidence": 0.9837037037037037,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.11318708153673429,
"avgForwardReturn1D": -0.002311350594502421
},
{
"comboQuality": 0.1503413401692182,
"fitnessScore": -0.031023804083073897,
"lookbackDays": 45,
"returnLift1D": -0.001791120568147139,
"activationRate": 0.11627906976744186,
"activationCount": 40,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.06112231045661176,
"avgForwardReturn1D": -0.001194253790421551
},
{
"comboQuality": 0.05964972256334169,
"fitnessScore": -0.2567078476725292,
"lookbackDays": 63,
"returnLift1D": -0.0021820697017441294,
"activationRate": 0.25153374233128833,
"activationCount": 82,
"sampleConfidence": 0.9918699186991871,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.1540545600302483,
"avgForwardReturn1D": -0.0016948502878732453
}
],
"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": "09331c82d8f1ab9f8544805b1b4d031ac8188a941cff9f9ebf09ed498d7ebc52",
"size": 13,
"members": [
"AFL",
"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."
}