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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}Force Fitness
{
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"10": 0.6229508196721312
},
"sampleConfidence": 1,
"shadowSharpeLike": 0.4649918173934562,
"avgForwardReturns": {
"1": 0.0012116577620309593,
"5": 0.00792736340505186,
"10": 0.01828555660095387
},
"shadowMaxDrawdown": -0.15844230998343123,
"shadowTotalReturn": 0.09413467591686775,
"avgForwardReturn1D": 0.0012116577620309593,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-02-18",
"2025-02-19",
"2025-02-21",
"2025-02-24",
"2025-03-11",
"2025-03-12",
"2025-03-14",
"2025-03-17",
"2025-03-18"
],
"horizonObservationCounts": {
"1": 114,
"5": 114,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.001454066838797884,
"5": 0.00729240683303777,
"10": 0.014843297613427755
}
}
],
"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": 0.6368293019779951,
"lookbackDays": 14,
"returnLift1D": 0.0006984084311927531,
"activationRate": 0.38666666666666666,
"activationCount": 145,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.2953087638416214,
"avgForwardReturn1D": 0.002152475269990637
},
{
"comboQuality": 0.8965211239958625,
"fitnessScore": 0.8250139592463053,
"lookbackDays": 21,
"returnLift1D": 0.000377429919624885,
"activationRate": 0.5570652173913043,
"activationCount": 205,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.4056378254396966,
"avgForwardReturn1D": 0.0019332968105527485
},
{
"comboQuality": 0.9287429699028785,
"fitnessScore": 0.9148584797402779,
"lookbackDays": 30,
"returnLift1D": 0.00047180904467556285,
"activationRate": 0.6211699164345403,
"activationCount": 223,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.45400731947259954,
"avgForwardReturn1D": 0.001906176663856741
},
{
"comboQuality": 0.7925909793717651,
"fitnessScore": 0.64493519240104,
"lookbackDays": 45,
"returnLift1D": -0.00028939921657028284,
"activationRate": 0.6656976744186046,
"activationCount": 229,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.2334912839670198,
"avgForwardReturn1D": 0.0011521650673317894
},
{
"comboQuality": 0.9537012508178901,
"fitnessScore": 1.0155518150389304,
"lookbackDays": 63,
"returnLift1D": 0.0014145094595710219,
"activationRate": 0.44785276073619634,
"activationCount": 146,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.5206608219741204,
"avgForwardReturn1D": 0.0031227237496024964
}
],
"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": "7fe28ddd06e63febb99f9f229e1526cd742b913fcc96958846858e0729c171ff",
"size": 13,
"members": [
"RIO",
"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