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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},
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}Force Fitness
{
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"1": 0.00141520726453059,
"5": 0.007407917712590616,
"10": 0.015428843063245337
}
},
{
"topN": 2,
"ticker": "SPXL",
"hitRates": {
"1": 0.5153846153846153,
"5": 0.5769230769230769,
"10": 0.6587301587301587
},
"hitRate1D": 0.5153846153846153,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.32840184841240033,
"eligibleDays": 326,
"fitnessScore": 0.1926071232939587,
"lookbackDays": 63,
"returnLift1D": -0.0020886382201435257,
"hitRateLift1D": -0.033695139216611714,
"portfolioSize": 2,
"activationRate": 0.3987730061349693,
"activationCount": 130,
"baselineHitRates": {
"1": 0.549079754601227,
"5": 0.6304347826086957,
"10": 0.6656151419558359
},
"sampleConfidence": 0.997948717948718,
"shadowSharpeLike": 0.3161432653701767,
"avgForwardReturns": {
"1": 0.0007041095534633493,
"5": 0.0045232466180643435,
"10": 0.016506882263143483
},
"shadowMaxDrawdown": -0.2476465847393059,
"shadowTotalReturn": 0.05730283567593131,
"avgForwardReturn1D": 0.0007041095534633493,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-11",
"2025-06-12",
"2025-06-30",
"2025-07-01",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-08",
"2025-07-09",
"2025-07-10"
],
"horizonObservationCounts": {
"1": 130,
"5": 130,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.002792747773606875,
"5": 0.015766655452277373,
"10": 0.03129321275495209
}
}
],
"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": 0.6408823292134186,
"lookbackDays": 14,
"returnLift1D": 0.0010104257190143048,
"activationRate": 0.368,
"activationCount": 138,
"sampleConfidence": 0.9980676328502416,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.3213266585244581,
"avgForwardReturn1D": 0.002425632983544895
},
{
"comboQuality": 0.9547407666940259,
"fitnessScore": 1.0207872940676304,
"lookbackDays": 21,
"returnLift1D": 0.0021609297668345154,
"activationRate": 0.3858695652173913,
"activationCount": 142,
"sampleConfidence": 0.9990610328638498,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.6203033364169093,
"avgForwardReturn1D": 0.0037726017527092313
},
{
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"fitnessScore": 0.7423261358684001,
"lookbackDays": 30,
"returnLift1D": 0.00044186976921267436,
"activationRate": 0.532033426183844,
"activationCount": 191,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.3714317665616593,
"avgForwardReturn1D": 0.001938936495408233
},
{
"comboQuality": 0.9376239966114301,
"fitnessScore": 0.9462370418000866,
"lookbackDays": 45,
"returnLift1D": 0.000004263679169252098,
"activationRate": 0.5930232558139535,
"activationCount": 204,
"sampleConfidence": 0.9993464052287582,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5138570774991575,
"avgForwardReturn1D": 0.0023088229994879376
},
{
"comboQuality": 0.6596420953189198,
"fitnessScore": 0.49557393033386704,
"lookbackDays": 63,
"returnLift1D": -0.0016985432096920101,
"activationRate": 0.6196319018404908,
"activationCount": 202,
"sampleConfidence": 0.9957095709570958,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.17914299862731742,
"avgForwardReturn1D": 0.001094204563914865
}
],
"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": "45156d6eb958b5b884cf743cea42a161b694eef1b942220e901cab303f352b59",
"size": 13,
"members": [
"SMH",
"SPXL",
"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