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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}Force Fitness
{
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"fitnessScore": 0.38091639290762985,
"lookbackDays": 30,
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"hitRateLift1D": -0.026370900514405382,
"portfolioSize": 2,
"activationRate": 0.3816155988857939,
"activationCount": 137,
"baselineHitRates": {
"1": 0.5738161559888579,
"5": 0.5859154929577465,
"10": 0.66
},
"sampleConfidence": 0.9985401459854015,
"shadowSharpeLike": 0.6205709510757872,
"avgForwardReturns": {
"1": 0.0011180621964587767,
"5": 0.00559850428575657,
"10": 0.010388378910216331
},
"shadowMaxDrawdown": -0.13100249515287776,
"shadowTotalReturn": 0.1254658184200521,
"avgForwardReturn1D": 0.0011180621964587767,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-04-25",
"2025-05-16"
],
"horizonObservationCounts": {
"1": 137,
"5": 136,
"10": 135
},
"baselineAvgForwardReturns": {
"1": 0.00166096880576575,
"5": 0.008410110738896262,
"10": 0.01816524931679181
}
}
],
"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": 0.6848937967662246,
"lookbackDays": 14,
"returnLift1D": -0.00006845380148255134,
"activationRate": 0.5466666666666666,
"activationCount": 205,
"sampleConfidence": 0.9964227642276423,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.3130935872784615,
"avgForwardReturn1D": 0.0016101841934795828
},
{
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"fitnessScore": 1.0565161186637386,
"lookbackDays": 21,
"returnLift1D": 0.0005698845467285948,
"activationRate": 0.5760869565217391,
"activationCount": 212,
"sampleConfidence": 0.99937106918239,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5475633532938633,
"avgForwardReturn1D": 0.002310247776746753
},
{
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"fitnessScore": 0.7944852033869869,
"lookbackDays": 30,
"returnLift1D": -0.00008167159807568746,
"activationRate": 0.6295264623955432,
"activationCount": 226,
"sampleConfidence": 0.9976401179941004,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.3625148191572838,
"avgForwardReturn1D": 0.0015792972076900625
},
{
"comboQuality": 0.9732237160028088,
"fitnessScore": 1.1404814300780797,
"lookbackDays": 45,
"returnLift1D": 0.00015008672429532013,
"activationRate": 0.6308139534883721,
"activationCount": 217,
"sampleConfidence": 0.9960061443932412,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.6332632552354298,
"avgForwardReturn1D": 0.0024834560513180936
},
{
"comboQuality": 0.9605169208525417,
"fitnessScore": 1.0521518668234378,
"lookbackDays": 63,
"returnLift1D": -0.0003261049023504559,
"activationRate": 0.647239263803681,
"activationCount": 211,
"sampleConfidence": 0.9958925750394946,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5376839853801374,
"avgForwardReturn1D": 0.002234013636480848
}
],
"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": "a70a5f1b41d4a98c896937c95d41ad825c2c706f0d50319d76b6522b25cdb623",
"size": 13,
"members": [
"GS",
"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