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.",
"coverage": "Rewards stocks that activate often without giving up too much quality.",
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"version": 1
},
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}Force Fitness
{
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0.30000000000000004
],
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"eligibleDays": 344,
"fitnessScore": -0.46494992244348105,
"lookbackDays": 45,
"returnLift1D": -0.006929441300752358,
"hitRateLift1D": -0.11212624584717606,
"portfolioSize": 2,
"activationRate": 0.061046511627906974,
"activationCount": 21,
"baselineHitRates": {
"1": 0.5406976744186046,
"5": 0.5441176470588235,
"10": 0.5522388059701493
},
"sampleConfidence": 0.980952380952381,
"shadowSharpeLike": -1.7694551652826502,
"avgForwardReturns": {
"1": -0.006141305672895841,
"5": -0.012122191925131916,
"10": -0.01992445733675249
},
"shadowMaxDrawdown": -0.1372821057877962,
"shadowTotalReturn": -0.1326585825396297,
"avgForwardReturn1D": -0.006141305672895841,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-13",
"2025-03-18",
"2025-12-16",
"2025-12-18",
"2025-12-29",
"2025-12-30",
"2025-12-31",
"2026-01-02",
"2026-01-05"
],
"horizonObservationCounts": {
"1": 21,
"5": 19,
"10": 17
},
"baselineAvgForwardReturns": {
"1": 0.0007881356278565167,
"5": 0.0041149714403005844,
"10": 0.008249586287619808
}
}
],
"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": 0.4865210448230046,
"lookbackDays": 14,
"returnLift1D": 0.0017465178929035466,
"activationRate": 0.17066666666666666,
"activationCount": 64,
"sampleConfidence": 0.9864583333333334,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.1463955716411287,
"avgForwardReturn1D": 0.002491475687639206
},
{
"comboQuality": 0.6068265588309021,
"fitnessScore": 0.4454782784001675,
"lookbackDays": 21,
"returnLift1D": 0.0015835045760171117,
"activationRate": 0.16576086956521738,
"activationCount": 61,
"sampleConfidence": 0.985792349726776,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.13978339467816103,
"avgForwardReturn1D": 0.002396398485475576
},
{
"comboQuality": 0.1568809577513961,
"fitnessScore": -0.019956592236226617,
"lookbackDays": 30,
"returnLift1D": -0.00137075060796226,
"activationRate": 0.31197771587743733,
"activationCount": 112,
"sampleConfidence": 0.9922619047619048,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.08930833170667485,
"avgForwardReturn1D": -0.0006083534330135763
},
{
"comboQuality": 0.13435318240608993,
"fitnessScore": -0.059861093683516046,
"lookbackDays": 45,
"returnLift1D": -0.0017828363984398019,
"activationRate": 0.2558139534883721,
"activationCount": 88,
"sampleConfidence": 0.990909090909091,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.10101815304615369,
"avgForwardReturn1D": -0.0009947007705832852
},
{
"comboQuality": 0.5255974108901602,
"fitnessScore": 0.372545431882632,
"lookbackDays": 63,
"returnLift1D": 0.00042973207493473154,
"activationRate": 0.2791411042944785,
"activationCount": 91,
"sampleConfidence": 0.9904761904761905,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.12107089885895217,
"avgForwardReturn1D": 0.0015669079378188221
}
],
"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": "e826085c40a9c62739fc1f554d6797a7c138a4abda64962a9b2bf098ef99c698",
"size": 13,
"members": [
"SMH",
"UNP",
"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