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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"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 120,
"5": 116,
"10": 111
},
"baselineAvgForwardReturns": {
"1": -0.00021169079378068455,
"5": -0.00023502062312982225,
"10": 0.0013520725064235745
}
},
{
"topN": 5,
"ticker": "ABNB",
"hitRates": {
"1": 0.4166666666666667,
"5": 0.35344827586206895,
"10": 0.34234234234234234
},
"hitRate1D": 0.4166666666666667,
"rankWeights": [
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0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.00624275151925972,
"eligibleDays": 359,
"fitnessScore": -0.7654158237682293,
"lookbackDays": 30,
"returnLift1D": -0.0042029806602383556,
"hitRateLift1D": -0.10701021355617452,
"portfolioSize": 5,
"activationRate": 0.3342618384401114,
"activationCount": 120,
"baselineHitRates": {
"1": 0.5236768802228412,
"5": 0.49295774647887325,
"10": 0.49142857142857144
},
"sampleConfidence": 0.9927777777777779,
"shadowSharpeLike": -2.1122445763619613,
"avgForwardReturns": {
"1": -0.0044146714540190405,
"5": -0.015742282529557772,
"10": -0.01786222725079454
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"shadowMaxDrawdown": -0.4371533983640895,
"shadowTotalReturn": -0.4371533983640895,
"avgForwardReturn1D": -0.0044146714540190405,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 120,
"5": 116,
"10": 111
},
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"1": -0.00021169079378068455,
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"10": 0.0013520725064235745
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}
],
"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": 0.21785525831103236,
"lookbackDays": 14,
"returnLift1D": 0.0003926430019903612,
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"activationCount": 122,
"sampleConfidence": 0.9983606557377049,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.04039936823932555,
"avgForwardReturn1D": 0.0007349317920222772
},
{
"comboQuality": 0.13322803690516877,
"fitnessScore": -0.06199701413356126,
"lookbackDays": 21,
"returnLift1D": -0.001090416428201292,
"activationRate": 0.32065217391304346,
"activationCount": 118,
"sampleConfidence": 0.9971751412429379,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.12002398836367079,
"avgForwardReturn1D": -0.0006741658367129905
},
{
"comboQuality": 0.007393725296859085,
"fitnessScore": -0.7279345229313402,
"lookbackDays": 30,
"returnLift1D": -0.005558027910070797,
"activationRate": 0.18662952646239556,
"activationCount": 67,
"sampleConfidence": 0.9880597014925374,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.3409515795020913,
"avgForwardReturn1D": -0.0057697187038514815
},
{
"comboQuality": 0.5230240431062133,
"fitnessScore": 0.3702754969444533,
"lookbackDays": 45,
"returnLift1D": 0.0018352832585612142,
"activationRate": 0.09302325581395349,
"activationCount": 32,
"sampleConfidence": 1,
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"shadowTotalReturn": 0.06305495749703649,
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{
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"lookbackDays": 63,
"returnLift1D": -0.0013753807374254018,
"activationRate": 0.254601226993865,
"activationCount": 83,
"sampleConfidence": 0.9967871485943776,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.07353050595120492,
"avgForwardReturn1D": -0.0005823040015896415
}
],
"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": "10b59e25f9bbe980445affc8445f4b7b365954a33b0af59ed7b2a6f5166bf749",
"size": 13,
"members": [
"ABNB",
"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