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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{
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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.",
"precision": "Prioritizes hit rate and average return after activation."
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"universeIdentity": {
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"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}Force Fitness
{
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"2025-08-07",
"2025-08-14",
"2025-08-18",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22"
],
"horizonObservationCounts": {
"1": 22,
"5": 22,
"10": 22
},
"baselineAvgForwardReturns": {
"1": 0.0012119002818684339,
"5": 0.006158222302423774,
"10": 0.01268973362341157
}
},
{
"topN": 2,
"ticker": "ROBO",
"hitRates": {
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"5": 0.5365853658536586,
"10": 0.5609756097560976
},
"hitRate1D": 0.34146341463414637,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.030091103201193986,
"eligibleDays": 375,
"fitnessScore": -0.4140539704397085,
"lookbackDays": 14,
"returnLift1D": -0.0029817353047582942,
"hitRateLift1D": -0.18120325203252025,
"portfolioSize": 2,
"activationRate": 0.10933333333333334,
"activationCount": 41,
"baselineHitRates": {
"1": 0.5226666666666666,
"5": 0.5633423180592992,
"10": 0.6420765027322405
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.138601388269492,
"avgForwardReturns": {
"1": -0.002134700180169263,
"5": 0.0035578067824705104,
"10": 0.010419612084196419
},
"shadowMaxDrawdown": -0.10959817266928062,
"shadowTotalReturn": -0.0970719162937923,
"avgForwardReturn1D": -0.002134700180169263,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-27",
"2025-04-30",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-05-07",
"2025-05-21",
"2025-05-22",
"2025-05-23"
],
"horizonObservationCounts": {
"1": 41,
"5": 41,
"10": 41
},
"baselineAvgForwardReturns": {
"1": 0.0008470351245890313,
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"10": 0.009573383345038532
}
}
],
"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": 0.24444481014967617,
"lookbackDays": 14,
"returnLift1D": -0.0001058841498371365,
"activationRate": 0.41333333333333333,
"activationCount": 155,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.07449009441148102,
"avgForwardReturn1D": 0.0007411509747518948
},
{
"comboQuality": 0.6988974645450391,
"fitnessScore": 0.5352517010529028,
"lookbackDays": 21,
"returnLift1D": 0.0004976896641895117,
"activationRate": 0.41847826086956524,
"activationCount": 154,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.21295016362060548,
"avgForwardReturn1D": 0.001474485625356869
},
{
"comboQuality": 0.6284657506489119,
"fitnessScore": 0.46564090577125794,
"lookbackDays": 30,
"returnLift1D": 0.0009500228900874145,
"activationRate": 0.32590529247910865,
"activationCount": 117,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.2140205776997588,
"avgForwardReturn1D": 0.0018806708841720692
},
{
"comboQuality": 0.557490212976041,
"fitnessScore": 0.40081612056588967,
"lookbackDays": 45,
"returnLift1D": -0.00002105037429464855,
"activationRate": 0.41569767441860467,
"activationCount": 143,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.1573661449790733,
"avgForwardReturn1D": 0.0011908499075737853
},
{
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"lookbackDays": 63,
"returnLift1D": -0.0008464751125767259,
"activationRate": 0.5858895705521472,
"activationCount": 191,
"sampleConfidence": 0.999650959860384,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.11541357019025611,
"avgForwardReturn1D": 0.0007729022389796121
}
],
"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": "250ee4bcb21dfa3d606717e1eab58e13d6cea79f8771f818bc27214f10207904",
"size": 13,
"members": [
"ROBO",
"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