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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"1": 0.47619047619047616,
"5": 0.3968253968253968,
"10": 0.36507936507936506
},
"hitRate1D": 0.47619047619047616,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.10932501675946257,
"eligibleDays": 344,
"fitnessScore": -0.11148395321975574,
"lookbackDays": 45,
"returnLift1D": -0.0014934026542187343,
"hitRateLift1D": -0.015088593576965681,
"portfolioSize": 2,
"activationRate": 0.18313953488372092,
"activationCount": 63,
"baselineHitRates": {
"1": 0.49127906976744184,
"5": 0.5176470588235295,
"10": 0.5373134328358209
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6065908901751146,
"avgForwardReturns": {
"1": -0.0009354684909346141,
"5": -0.0025231961246082856,
"10": -0.002685787714488502
},
"shadowMaxDrawdown": -0.1089780596471881,
"shadowTotalReturn": -0.07209104481147066,
"avgForwardReturn1D": -0.0009354684909346141,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 63,
"5": 63,
"10": 63
},
"baselineAvgForwardReturns": {
"1": 0.0005579341632841203,
"5": 0.003111661880231608,
"10": 0.00660341279323287
}
}
],
"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": [
{
"comboQuality": 0.33694978187906444,
"fitnessScore": 0.2010782980519132,
"lookbackDays": 14,
"returnLift1D": -0.0003496234445926566,
"activationRate": 0.36,
"activationCount": 135,
"sampleConfidence": 0.9985185185185186,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.036297243458631945,
"avgForwardReturn1D": 0.0005706565549152058
},
{
"comboQuality": 0.4658249904555502,
"fitnessScore": 0.31987902738803503,
"lookbackDays": 21,
"returnLift1D": -0.00004934794226652353,
"activationRate": 0.38858695652173914,
"activationCount": 143,
"sampleConfidence": 0.9972027972027973,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.08891946179377741,
"avgForwardReturn1D": 0.0008063828246668835
},
{
"comboQuality": 0.2655910391984759,
"fitnessScore": 0.12623616042965702,
"lookbackDays": 30,
"returnLift1D": -0.0005117487796382977,
"activationRate": 0.22562674094707522,
"activationCount": 81,
"sampleConfidence": 0.9983539094650207,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.002214588341995949,
"avgForwardReturn1D": 0.0001285290568843765
},
{
"comboQuality": 0.1430417940201971,
"fitnessScore": -0.04385550515439284,
"lookbackDays": 45,
"returnLift1D": -0.0012935009490802262,
"activationRate": 0.36046511627906974,
"activationCount": 124,
"sampleConfidence": 0.9967741935483871,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.10489307481408217,
"avgForwardReturn1D": -0.0007355667857961058
},
{
"comboQuality": 0.1977410341682916,
"fitnessScore": 0.04189589833420777,
"lookbackDays": 63,
"returnLift1D": -0.0008500284474347603,
"activationRate": 0.11349693251533742,
"activationCount": 37,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.022354916763713817,
"avgForwardReturn1D": -0.0003608586444723793
}
],
"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": "69e464c53cfc8de3c6ba85c41bc50e2819fa87f11952addf2325634fd9b56121",
"size": 13,
"members": [
"KO",
"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."
}