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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"coverage": "Rewards stocks that activate often without giving up too much quality.",
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},
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}Force Fitness
{
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"1": 0.46511627906976744,
"5": 0.49117647058823527,
"10": 0.4925373134328358
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.9806631995593221,
"avgForwardReturns": {
"1": -0.006433386033945089,
"5": -0.029377665720616217,
"10": -0.057458781759314057
},
"shadowMaxDrawdown": -0.7712480031162376,
"shadowTotalReturn": -0.7002146004001069,
"avgForwardReturn1D": -0.006433386033945089,
"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": 135,
"5": 135,
"10": 135
},
"baselineAvgForwardReturns": {
"1": 0.0011160731227635846,
"5": 0.001459332634999315,
"10": 0.0008741075347528889
}
}
],
"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": 0.29534614262191944,
"fitnessScore": 0.15869709337152219,
"lookbackDays": 14,
"returnLift1D": 0.0008754813142573844,
"activationRate": 0.4053333333333333,
"activationCount": 152,
"sampleConfidence": 0.999122807017544,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.07562839427315793,
"avgForwardReturn1D": 0.0024761939315608183
},
{
"comboQuality": 0.06782905075296375,
"fitnessScore": -0.22651564067815363,
"lookbackDays": 21,
"returnLift1D": -0.0013193469279830369,
"activationRate": 0.44021739130434784,
"activationCount": 162,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.193790117181585,
"avgForwardReturn1D": 0.0008744776376753717
},
{
"comboQuality": 0.10728486526368619,
"fitnessScore": -0.11613158743947516,
"lookbackDays": 30,
"returnLift1D": 0.0006442124191245958,
"activationRate": 0.403899721448468,
"activationCount": 145,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.13842402222382388,
"avgForwardReturn1D": 0.0011662392350187734
},
{
"comboQuality": 0.002118603635239151,
"fitnessScore": -1.0040729881544899,
"lookbackDays": 45,
"returnLift1D": -0.00771359241787391,
"activationRate": 0.29941860465116277,
"activationCount": 103,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.6233143842945901,
"avgForwardReturn1D": -0.0065975192951103255
},
{
"comboQuality": 0.003719141335012469,
"fitnessScore": -0.87991800507962,
"lookbackDays": 63,
"returnLift1D": -0.00762028598719004,
"activationRate": 0.2852760736196319,
"activationCount": 93,
"sampleConfidence": 0.9992831541218639,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.5326654884656197,
"avgForwardReturn1D": -0.006135798443411273
}
],
"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": "36de9bb876626577c9d3f7b41fb2bdb6c74a39f3479cd97a958365fcaa1b3207",
"size": 13,
"members": [
"SMCI",
"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