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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"version": 1
},
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}Force Fitness
{
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"horizonObservationCounts": {
"1": 215,
"5": 215,
"10": 214
},
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"10": 0.03444937152698082
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},
{
"topN": 2,
"ticker": "KLAC",
"hitRates": {
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"hitRate1D": 0.5393258426966292,
"rankWeights": [
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"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
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"horizonObservationCounts": {
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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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"returnLift1D": 0.0000771614066393837,
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"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.811236024594975,
"avgForwardReturn1D": 0.0035177607245726267
},
{
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"lookbackDays": 21,
"returnLift1D": -0.0024459459801632307,
"activationRate": 0.6304347826086957,
"activationCount": 232,
"sampleConfidence": 0.9997126436781609,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.08929124443573766,
"avgForwardReturn1D": 0.0011267122449984688
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{
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"lookbackDays": 30,
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"activationRate": 0.6796657381615598,
"activationCount": 244,
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{
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"fitnessScore": 1.4714358034525328,
"lookbackDays": 45,
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{
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"lookbackDays": 63,
"returnLift1D": -0.0014903439188655703,
"activationRate": 0.8957055214723927,
"activationCount": 292,
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"shadowTotalReturn": 1.0254347155516226,
"avgForwardReturn1D": 0.0030305101416278953
}
],
"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": "80abe173bac23bb54415015776660425eba060dc7a49562834489b12ccc7ad56",
"size": 13,
"members": [
"KLAC",
"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