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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"universeIdentity": {
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"version": 1
},
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}Force Fitness
{
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5
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"2025-03-07",
"2025-03-10",
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17"
],
"horizonObservationCounts": {
"1": 110,
"5": 109,
"10": 106
},
"baselineAvgForwardReturns": {
"1": 0.0004065636377941173,
"5": 0.0019581037553136173,
"10": 0.004384475250007848
}
},
{
"topN": 2,
"ticker": "NOC",
"hitRates": {
"1": 0.504,
"5": 0.496,
"10": 0.464
},
"hitRate1D": 0.504,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.14716629015389834,
"eligibleDays": 326,
"fitnessScore": -0.03654030978190029,
"lookbackDays": 63,
"returnLift1D": -0.0011103943379236001,
"hitRateLift1D": -0.0021349693251533353,
"portfolioSize": 2,
"activationRate": 0.3834355828220859,
"activationCount": 125,
"baselineHitRates": {
"1": 0.5061349693251533,
"5": 0.5434782608695652,
"10": 0.5173501577287066
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.44450160381454823,
"avgForwardReturns": {
"1": -0.000769704507702218,
"5": -0.001206401040955,
"10": -0.006880298674104741
},
"shadowMaxDrawdown": -0.1720712259784014,
"shadowTotalReturn": -0.12472087022683942,
"avgForwardReturn1D": -0.000769704507702218,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-09",
"2025-04-10",
"2025-04-11",
"2025-04-14",
"2025-04-15",
"2025-04-16",
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],
"horizonObservationCounts": {
"1": 125,
"5": 125,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.0003406898302213821,
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"10": 0.0030724677753609852
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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": 0.33515495349915553,
"lookbackDays": 14,
"returnLift1D": 0.0005790376397080268,
"activationRate": 0.38666666666666666,
"activationCount": 145,
"sampleConfidence": 0.9958620689655173,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.09596243416185102,
"avgForwardReturn1D": 0.000985601277502144
},
{
"comboQuality": 0.2533742018342714,
"fitnessScore": 0.11224673360047475,
"lookbackDays": 21,
"returnLift1D": -0.0005847522861854996,
"activationRate": 0.3641304347826087,
"activationCount": 134,
"sampleConfidence": 0.9990049751243781,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.055090736272781826,
"avgForwardReturn1D": -0.00010632085782379762
},
{
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"fitnessScore": 0.25698605306947103,
"lookbackDays": 30,
"returnLift1D": 0.000044455340889294325,
"activationRate": 0.2785515320334262,
"activationCount": 100,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.051381049642523546,
"avgForwardReturn1D": 0.0008241489162858762
},
{
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"fitnessScore": 0.4146040954642293,
"lookbackDays": 45,
"returnLift1D": 0.0006010850387582339,
"activationRate": 0.438953488372093,
"activationCount": 151,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.1269716889304442,
"avgForwardReturn1D": 0.0010428097107820851
},
{
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"fitnessScore": 0.15221747262015473,
"lookbackDays": 63,
"returnLift1D": -0.0003590731585845957,
"activationRate": 0.4815950920245399,
"activationCount": 157,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.035656338858702896,
"avgForwardReturn1D": -0.000018383328363213566
}
],
"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": "aa62eaa14a0dd6e88f6c76502584c4f6979faf4d85c5ecd5fa8b2b7a20f887c7",
"size": 13,
"members": [
"NOC",
"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