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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"eligibleDays": 326,
"fitnessScore": -0.988881615123127,
"lookbackDays": 63,
"returnLift1D": -0.006285446303466819,
"hitRateLift1D": -0.07344434706397895,
"portfolioSize": 5,
"activationRate": 0.2147239263803681,
"activationCount": 70,
"baselineHitRates": {
"1": 0.48773006134969327,
"5": 0.4192546583850932,
"10": 0.40063091482649843
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.7865295824507483,
"avgForwardReturns": {
"1": -0.009062672463892337,
"5": -0.028962212640219042,
"10": -0.04572497654355962
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"shadowMaxDrawdown": -0.5091063545176039,
"shadowTotalReturn": -0.5091063545176039,
"avgForwardReturn1D": -0.009062672463892337,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-08",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-16",
"2025-04-28",
"2025-04-29",
"2025-04-30",
"2025-05-01"
],
"horizonObservationCounts": {
"1": 70,
"5": 70,
"10": 70
},
"baselineAvgForwardReturns": {
"1": -0.002777226160425518,
"5": -0.012117447359829062,
"10": -0.023985464345792917
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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": -0.02648444883108378,
"lookbackDays": 14,
"returnLift1D": 0.002005150345008863,
"activationRate": 0.17066666666666666,
"activationCount": 64,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.05442629490080941,
"avgForwardReturn1D": -0.00032302551619114647
},
{
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"fitnessScore": 0.05165144212739081,
"lookbackDays": 21,
"returnLift1D": 0.0021568969277075693,
"activationRate": 0.15760869565217392,
"activationCount": 58,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.02334825426031406,
"avgForwardReturn1D": -0.00008030633962060493
},
{
"comboQuality": 0.14769055655649743,
"fitnessScore": -0.035622689447175365,
"lookbackDays": 30,
"returnLift1D": 0.0010870788575060466,
"activationRate": 0.15041782729805014,
"activationCount": 54,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.09231582160829888,
"avgForwardReturn1D": -0.0013580378151373724
},
{
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"fitnessScore": -0.08678745678202043,
"lookbackDays": 45,
"returnLift1D": -0.00022888331386701098,
"activationRate": 0.1308139534883721,
"activationCount": 45,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.1412679922525386,
"avgForwardReturn1D": -0.0028897644767393155
},
{
"comboQuality": 0.022401708287106813,
"fitnessScore": -0.4807115568874923,
"lookbackDays": 63,
"returnLift1D": -0.005841282093571129,
"activationRate": 0.10736196319018405,
"activationCount": 35,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.2982189810531436,
"avgForwardReturn1D": -0.008618508253996647
}
],
"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": "b7a0f1c314e8d19491cc6bec988c71a3601f99e1f3d86e83e8603d9db4a37c56",
"size": 13,
"members": [
"CHTR",
"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."
}