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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},
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}Force Fitness
{
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"5": 0.3870967741935484,
"10": 0.41935483870967744
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"hitRate1D": 0.3870967741935484,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.05875411695506501,
"eligibleDays": 344,
"fitnessScore": -0.26024549933193625,
"lookbackDays": 45,
"returnLift1D": -0.002631235573061405,
"hitRateLift1D": -0.15941485371342834,
"portfolioSize": 2,
"activationRate": 0.09011627906976744,
"activationCount": 31,
"baselineHitRates": {
"1": 0.5465116279069767,
"5": 0.6294117647058823,
"10": 0.6328358208955224
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6984482850013145,
"avgForwardReturns": {
"1": -0.0013563012023596942,
"5": -0.003482028850840154,
"10": -0.0002759548142022194
},
"shadowMaxDrawdown": -0.06772116707298736,
"shadowTotalReturn": -0.04958867604319228,
"avgForwardReturn1D": -0.0013563012023596942,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-14",
"2025-07-21",
"2025-07-22",
"2025-07-23",
"2025-07-24",
"2025-07-25",
"2025-07-28",
"2025-07-29",
"2025-08-01",
"2025-08-04"
],
"horizonObservationCounts": {
"1": 31,
"5": 31,
"10": 31
},
"baselineAvgForwardReturns": {
"1": 0.001274934370701711,
"5": 0.0062571044812629786,
"10": 0.01231296145172735
}
}
],
"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": 0.3758680944014868,
"lookbackDays": 14,
"returnLift1D": 0.0000972789059471397,
"activationRate": 0.34933333333333333,
"activationCount": 131,
"sampleConfidence": 0.9933842239185751,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.11321101999620908,
"avgForwardReturn1D": 0.0011058304120370836
},
{
"comboQuality": 0.5951446967667187,
"fitnessScore": 0.4347604640349314,
"lookbackDays": 21,
"returnLift1D": 0.0004428761082913672,
"activationRate": 0.3125,
"activationCount": 115,
"sampleConfidence": 0.9930434782608696,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.15948390703181659,
"avgForwardReturn1D": 0.0015303370872194549
},
{
"comboQuality": 0.2960104607274879,
"fitnessScore": 0.15939888532579602,
"lookbackDays": 30,
"returnLift1D": -0.0007778350230533429,
"activationRate": 0.3732590529247911,
"activationCount": 134,
"sampleConfidence": 0.9935323383084578,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.004409179409703645,
"avgForwardReturn1D": 0.0002582876688600541
},
{
"comboQuality": 0.36043480052727656,
"fitnessScore": 0.2238349526981828,
"lookbackDays": 45,
"returnLift1D": -0.0003074959359880895,
"activationRate": 0.2877906976744186,
"activationCount": 99,
"sampleConfidence": 0.9952861952861953,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.07667634206720142,
"avgForwardReturn1D": 0.0009674384347136215
},
{
"comboQuality": 0.3242834003184443,
"fitnessScore": 0.1884856951606641,
"lookbackDays": 63,
"returnLift1D": -0.0009803149656675597,
"activationRate": 0.32515337423312884,
"activationCount": 106,
"sampleConfidence": 0.9918238993710693,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.04089268370364563,
"avgForwardReturn1D": 0.0005963461656735421
}
],
"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": "700d3130e230f1b6094fa3ab7e0df19cc3ce4b67bcbe96b685701dff79eef860",
"size": 13,
"members": [
"NSC",
"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