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."
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}Force Fitness
{
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"2025-02-04",
"2025-03-20",
"2025-03-28",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 140,
"5": 136,
"10": 133
},
"baselineAvgForwardReturns": {
"1": -0.0023451061125386065,
"5": -0.012575398846886545,
"10": -0.024684368641779583
}
},
{
"topN": 5,
"ticker": "BITX",
"hitRates": {
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"5": 0.4264705882352941,
"10": 0.42105263157894735
},
"hitRate1D": 0.4357142857142857,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.0023704586596577136,
"eligibleDays": 375,
"fitnessScore": -0.9793056793792003,
"lookbackDays": 14,
"returnLift1D": -0.0034304462950316425,
"hitRateLift1D": -0.030952380952380953,
"portfolioSize": 5,
"activationRate": 0.37333333333333335,
"activationCount": 140,
"baselineHitRates": {
"1": 0.4666666666666667,
"5": 0.4743935309973046,
"10": 0.42896174863387976
},
"sampleConfidence": 0.9947619047619048,
"shadowSharpeLike": -1.2518759650037545,
"avgForwardReturns": {
"1": -0.005775552407570249,
"5": -0.01301962260423489,
"10": -0.021397826813865803
},
"shadowMaxDrawdown": -0.6720845277740711,
"shadowTotalReturn": -0.6272298946491843,
"avgForwardReturn1D": -0.005775552407570249,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-03-20",
"2025-03-28",
"2025-04-02"
],
"horizonObservationCounts": {
"1": 140,
"5": 136,
"10": 133
},
"baselineAvgForwardReturns": {
"1": -0.0023451061125386065,
"5": -0.012575398846886545,
"10": -0.024684368641779583
}
}
],
"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": -0.527068450436204,
"lookbackDays": 14,
"returnLift1D": 0.0000058928207868616175,
"activationRate": 0.30666666666666664,
"activationCount": 115,
"sampleConfidence": 0.9936231884057971,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.33783059446934594,
"avgForwardReturn1D": -0.002339213291751745
},
{
"comboQuality": 0.1353080601095132,
"fitnessScore": -0.058060223804124796,
"lookbackDays": 21,
"returnLift1D": 0.002688059601018097,
"activationRate": 0.3342391304347826,
"activationCount": 123,
"sampleConfidence": 0.9967479674796749,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.07950789696785898,
"avgForwardReturn1D": 0.0004097016268478414
},
{
"comboQuality": 0.21652167643901726,
"fitnessScore": 0.06706839924618993,
"lookbackDays": 30,
"returnLift1D": 0.0033686780577428773,
"activationRate": 0.3565459610027855,
"activationCount": 128,
"sampleConfidence": 0.9968750000000001,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.044553139648493056,
"avgForwardReturn1D": 0.001273467557123543
},
{
"comboQuality": 0.6104430537695472,
"fitnessScore": 0.4488184896911108,
"lookbackDays": 45,
"returnLift1D": 0.004796095594504278,
"activationRate": 0.27325581395348836,
"activationCount": 94,
"sampleConfidence": 1,
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"shadowTotalReturn": 0.3024743842175506,
"avgForwardReturn1D": 0.0038049398222217506
},
{
"comboQuality": 0.03876331014718792,
"fitnessScore": -0.3563642276958437,
"lookbackDays": 63,
"returnLift1D": -0.0002478071501764898,
"activationRate": 0.254601226993865,
"activationCount": 83,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.18202749302349708,
"avgForwardReturn1D": -0.001539014180833304
}
],
"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": "9ece9ec0a8c2d892a61d60148cac40f20c95ac01b745cf8c227c9ce7fccebb68",
"size": 13,
"members": [
"BITX",
"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