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.",
"precision": "Prioritizes hit rate and average return after activation."
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"version": 1
},
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}Force Fitness
{
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"eligibleDays": 359,
"fitnessScore": -0.45550011767713605,
"lookbackDays": 30,
"returnLift1D": -0.0030159551019931607,
"hitRateLift1D": -0.05297835868866507,
"portfolioSize": 2,
"activationRate": 0.14484679665738162,
"activationCount": 52,
"baselineHitRates": {
"1": 0.4568245125348189,
"5": 0.49295774647887325,
"10": 0.5171428571428571
},
"sampleConfidence": 0.9961538461538462,
"shadowSharpeLike": -1.643062841533207,
"avgForwardReturns": {
"1": -0.0031396703925392387,
"5": -0.013117779352240976,
"10": -0.026018688974838156
},
"shadowMaxDrawdown": -0.20160023102547941,
"shadowTotalReturn": -0.16589959284284317,
"avgForwardReturn1D": -0.0031396703925392387,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-21",
"2025-03-27",
"2025-03-28",
"2025-03-31",
"2025-04-01",
"2025-08-08",
"2025-08-11",
"2025-08-12",
"2025-08-13",
"2025-08-14"
],
"horizonObservationCounts": {
"1": 52,
"5": 51,
"10": 50
},
"baselineAvgForwardReturns": {
"1": -0.00012371529054607802,
"5": -0.0006730840217585144,
"10": -0.0016492021883125327
}
}
],
"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": -0.13929459129909308,
"lookbackDays": 14,
"returnLift1D": -0.0003612926373127308,
"activationRate": 0.17866666666666667,
"activationCount": 67,
"sampleConfidence": 0.9980099502487563,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.059095910246771965,
"avgForwardReturn1D": -0.0006496948576481689
},
{
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"fitnessScore": -0.09324434791116863,
"lookbackDays": 21,
"returnLift1D": -0.0000741038523509929,
"activationRate": 0.20652173913043478,
"activationCount": 76,
"sampleConfidence": 0.9912280701754387,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.05302683286077936,
"avgForwardReturn1D": -0.0004485129402125938
},
{
"comboQuality": 0.03402376181673059,
"fitnessScore": -0.3861376172211528,
"lookbackDays": 30,
"returnLift1D": -0.0019065094417496536,
"activationRate": 0.23119777158774374,
"activationCount": 83,
"sampleConfidence": 0.9943775100401607,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.18001353815365817,
"avgForwardReturn1D": -0.0020302247322957316
},
{
"comboQuality": 0.14144571368524936,
"fitnessScore": -0.04673346188258676,
"lookbackDays": 45,
"returnLift1D": -0.00007858017921132091,
"activationRate": 0.25290697674418605,
"activationCount": 87,
"sampleConfidence": 0.9923371647509579,
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"shadowTotalReturn": -0.04021207011740102,
"avgForwardReturn1D": -0.00025723624095795963
},
{
"comboQuality": 0.2545227431976437,
"fitnessScore": 0.11358042535602678,
"lookbackDays": 63,
"returnLift1D": 0.0010451669381524708,
"activationRate": 0.1687116564417178,
"activationCount": 55,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.036836427295683594,
"avgForwardReturn1D": 0.0009342440465800764
}
],
"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": "47b5040ebc377edadcc966cb7013ef36134e3eeeeb7243830f76885ef5b16b91",
"size": 13,
"members": [
"BDX",
"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