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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}Force Fitness
{
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"eligibleDays": 344,
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"lookbackDays": 45,
"returnLift1D": -0.0038001534763912113,
"hitRateLift1D": -0.0084149326805385,
"portfolioSize": 3,
"activationRate": 0.3313953488372093,
"activationCount": 114,
"baselineHitRates": {
"1": 0.561046511627907,
"5": 0.5794117647058824,
"10": 0.5970149253731343
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"sampleConfidence": 1,
"shadowSharpeLike": -0.3384022673526499,
"avgForwardReturns": {
"1": -0.0013041297707286903,
"5": -0.0015056942685297656,
"10": 0.009582454610688948
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"shadowMaxDrawdown": -0.46643568971572,
"shadowTotalReturn": -0.2251262798531719,
"avgForwardReturn1D": -0.0013041297707286903,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-10",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-18",
"2025-06-20",
"2025-06-23",
"2025-06-24"
],
"horizonObservationCounts": {
"1": 114,
"5": 114,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.002496023705662521,
"5": 0.011739131938687477,
"10": 0.02033725281149141
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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": 0.24251980314677338,
"lookbackDays": 14,
"returnLift1D": -0.00013045823495291256,
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"activationCount": 173,
"sampleConfidence": 0.994990366088632,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.08439881146324546,
"avgForwardReturn1D": 0.001356468745442037
},
{
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"fitnessScore": 1.0180839976312415,
"lookbackDays": 21,
"returnLift1D": 0.0019427702941314728,
"activationRate": 0.453804347826087,
"activationCount": 167,
"sampleConfidence": 0.9960079840319362,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.6498813400291461,
"avgForwardReturn1D": 0.0038020062910936016
},
{
"comboQuality": 0.7386122536406149,
"fitnessScore": 0.578528997295053,
"lookbackDays": 30,
"returnLift1D": 0.0008334719588628918,
"activationRate": 0.3983286908077994,
"activationCount": 143,
"sampleConfidence": 0.9972027972027973,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.3124831810744906,
"avgForwardReturn1D": 0.0026236658779700134
},
{
"comboQuality": 0.21917326282935004,
"fitnessScore": 0.0704920446086146,
"lookbackDays": 45,
"returnLift1D": -0.0019804977833659133,
"activationRate": 0.26453488372093026,
"activationCount": 91,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.03675389517617411,
"avgForwardReturn1D": 0.000515525922296608
},
{
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"fitnessScore": 0.4933978872543859,
"lookbackDays": 63,
"returnLift1D": -0.0006730878273906124,
"activationRate": 0.44171779141104295,
"activationCount": 144,
"sampleConfidence": 0.9972222222222222,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.19733339026185837,
"avgForwardReturn1D": 0.0020473253917018034
}
],
"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": "e470d351221ae83b4c25588fda9f302c4f905a3dd5f87bf1c3b1fd47d30c1689",
"size": 13,
"members": [
"GUSH",
"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."
}