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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"topN": 2,
"ticker": "TXT",
"hitRates": {
"1": 0.28125,
"5": 0.25,
"10": 0.1875
},
"hitRate1D": 0.28125,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.0032510929462243134,
"eligibleDays": 326,
"fitnessScore": -0.9096116849352491,
"lookbackDays": 63,
"returnLift1D": -0.010134310860000275,
"hitRateLift1D": -0.2616947852760736,
"portfolioSize": 2,
"activationRate": 0.09815950920245399,
"activationCount": 32,
"baselineHitRates": {
"1": 0.5429447852760736,
"5": 0.5838509316770186,
"10": 0.6435331230283912
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.961834221395574,
"avgForwardReturns": {
"1": -0.00895666655636558,
"5": -0.028901972321620246,
"10": -0.03978344913587342
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"shadowMaxDrawdown": -0.26196518172806005,
"shadowTotalReturn": -0.26196518172806005,
"avgForwardReturn1D": -0.00895666655636558,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-23",
"2025-07-11",
"2025-07-15"
],
"horizonObservationCounts": {
"1": 32,
"5": 32,
"10": 32
},
"baselineAvgForwardReturns": {
"1": 0.0011776443036346938,
"5": 0.006406876915472892,
"10": 0.011984289527151078
}
}
],
"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": 0.1497251972071149,
"lookbackDays": 14,
"returnLift1D": -0.00010052421502104768,
"activationRate": 0.25066666666666665,
"activationCount": 94,
"sampleConfidence": 0.999290780141844,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.012042281542393285,
"avgForwardReturn1D": 0.0005290189106973904
},
{
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"fitnessScore": 0.3564109890270712,
"lookbackDays": 21,
"returnLift1D": 0.0005584785359154453,
"activationRate": 0.2608695652173913,
"activationCount": 96,
"sampleConfidence": 0.9986111111111112,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.09587805480985945,
"avgForwardReturn1D": 0.0012962532122418543
},
{
"comboQuality": 0.15054241158909268,
"fitnessScore": -0.030677696397346466,
"lookbackDays": 30,
"returnLift1D": -0.0016125079931239529,
"activationRate": 0.3370473537604457,
"activationCount": 121,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.11885590625745024,
"avgForwardReturn1D": -0.0007385094036153832
},
{
"comboQuality": 0.3885844962189966,
"fitnessScore": 0.25028145198811824,
"lookbackDays": 45,
"returnLift1D": 0.000270127627735597,
"activationRate": 0.2238372093023256,
"activationCount": 77,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.060583328528515556,
"avgForwardReturn1D": 0.0010501458131125278
},
{
"comboQuality": 0.10284084249561602,
"fitnessScore": -0.12653115505061946,
"lookbackDays": 63,
"returnLift1D": -0.002376992490199599,
"activationRate": 0.2791411042944785,
"activationCount": 91,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.12628255211335448,
"avgForwardReturn1D": -0.001199348186564905
}
],
"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": "95bf18589def4494daa1f0124cf23d322005c78fceef94e51bec2815e791163a",
"size": 13,
"members": [
"SMH",
"TXT",
"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