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."
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},
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}Force Fitness
{
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"1": -0.0006582093194198693,
"5": -0.0017247793162753168,
"10": 0.007945520880191667
},
"shadowMaxDrawdown": -0.12189752426576239,
"shadowTotalReturn": -0.07246926332849102,
"avgForwardReturn1D": -0.0006582093194198693,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-01-29",
"2025-01-31",
"2025-02-10",
"2025-02-13",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 72,
"5": 69,
"10": 69
},
"baselineAvgForwardReturns": {
"1": -0.00037868435768050664,
"5": -0.0008734503645093838,
"10": -0.0016941255973235792
}
}
],
"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": 0.24734378410061697,
"fitnessScore": 0.10517754001352586,
"lookbackDays": 14,
"returnLift1D": 0.0005313528372493172,
"activationRate": 0.27466666666666667,
"activationCount": 103,
"sampleConfidence": 0.996116504854369,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.012134743347456234,
"avgForwardReturn1D": 0.0001526684795688106
},
{
"comboQuality": 0.5175495861379082,
"fitnessScore": 0.3654499824320606,
"lookbackDays": 21,
"returnLift1D": 0.0016615975116798865,
"activationRate": 0.2608695652173913,
"activationCount": 96,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.10006179124481962,
"avgForwardReturn1D": 0.001217206828384482
},
{
"comboQuality": 0.47456857853595225,
"fitnessScore": 0.3276010201663078,
"lookbackDays": 30,
"returnLift1D": 0.0015242045818541902,
"activationRate": 0.23119777158774374,
"activationCount": 83,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.06816866588417136,
"avgForwardReturn1D": 0.0010055726255927076
},
{
"comboQuality": 0.4141574567404441,
"fitnessScore": 0.27370293868632484,
"lookbackDays": 45,
"returnLift1D": 0.0016723675083243988,
"activationRate": 0.27325581395348836,
"activationCount": 94,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.08341096152455285,
"avgForwardReturn1D": 0.0010320102620789571
},
{
"comboQuality": 0.3411965032114763,
"fitnessScore": 0.2052473174111247,
"lookbackDays": 63,
"returnLift1D": 0.002127383895467255,
"activationRate": 0.15337423312883436,
"activationCount": 50,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.053075806745155774,
"avgForwardReturn1D": 0.0012422559369419629
}
],
"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": "a166b8c02a46f9bc9e2bdcf9f949731bc2e4e7863e7ef786f8ada47dca438b18",
"size": 13,
"members": [
"ROL",
"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."
}