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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"version": 1
},
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}Force Fitness
{
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"returnLift1D": -0.0000012455308256286574,
"hitRateLift1D": 0.0029069767441860517,
"portfolioSize": 2,
"activationRate": 0.5581395348837209,
"activationCount": 192,
"baselineHitRates": {
"1": 0.49709302325581395,
"5": 0.5617647058823529,
"10": 0.6119402985074627
},
"sampleConfidence": 0.9954861111111112,
"shadowSharpeLike": 1.17946658306003,
"avgForwardReturns": {
"1": 0.004054758022493232,
"5": 0.021339124898835177,
"10": 0.04906619599737524
},
"shadowMaxDrawdown": -0.26250823724085137,
"shadowTotalReturn": 0.8506422499963215,
"avgForwardReturn1D": 0.004054758022493232,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24",
"2025-03-25",
"2025-03-26",
"2025-03-27",
"2025-03-28"
],
"horizonObservationCounts": {
"1": 192,
"5": 188,
"10": 183
},
"baselineAvgForwardReturns": {
"1": 0.004056003553318861,
"5": 0.021193414104590916,
"10": 0.045435056122769685
}
}
],
"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": 1.5916077601292649,
"lookbackDays": 14,
"returnLift1D": 0.0011490432907418947,
"activationRate": 0.48533333333333334,
"activationCount": 182,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 1.242376435029629,
"avgForwardReturn1D": 0.005280890052922448
},
{
"comboQuality": 0.9988928800405853,
"fitnessScore": 1.8470748173558222,
"lookbackDays": 21,
"returnLift1D": 0.0007395562148572992,
"activationRate": 0.5896739130434783,
"activationCount": 217,
"sampleConfidence": 0.9984639016897082,
"bestPortfolioSize": 4,
"shadowTotalReturn": 1.4271139238553316,
"avgForwardReturn1D": 0.0048636515691798735
},
{
"comboQuality": 0.9992906093084485,
"fitnessScore": 1.9450867888696406,
"lookbackDays": 30,
"returnLift1D": 0.0010700920499120388,
"activationRate": 0.5905292479108635,
"activationCount": 212,
"sampleConfidence": 0.9968553459119498,
"bestPortfolioSize": 3,
"shadowTotalReturn": 1.5192653912454746,
"avgForwardReturn1D": 0.005185591939389799
},
{
"comboQuality": 0.9965061216246435,
"fitnessScore": 1.5937134338695509,
"lookbackDays": 45,
"returnLift1D": 0.000018333437137803103,
"activationRate": 0.6773255813953488,
"activationCount": 233,
"sampleConfidence": 0.9962804005722461,
"bestPortfolioSize": 3,
"shadowTotalReturn": 1.1749087427393605,
"avgForwardReturn1D": 0.004074336990456664
},
{
"comboQuality": 0.9999727566743154,
"fitnessScore": 2.662348445475104,
"lookbackDays": 63,
"returnLift1D": 0.0013563987886620766,
"activationRate": 0.6932515337423313,
"activationCount": 226,
"sampleConfidence": 0.9961651917404131,
"bestPortfolioSize": 3,
"shadowTotalReturn": 2.1172480118710553,
"avgForwardReturn1D": 0.005768753098958225
}
],
"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": "aa83126e105e2f29651f4b908c1bee309bd37b1993f7a9ca5c996f3a6a7d9899",
"size": 13,
"members": [
"SMH",
"UMC",
"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