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."
},
"universeIdentity": {
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"XLU",
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"version": 1
},
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}Force Fitness
{
"config": {
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0.2,
0.1
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21,
30,
45,
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5
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"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.05203376200489722,
"eligibleDays": 344,
"fitnessScore": -0.2885337443032635,
"lookbackDays": 45,
"returnLift1D": -0.0014819778063956124,
"hitRateLift1D": -0.07751937984496121,
"portfolioSize": 2,
"activationRate": 0.13953488372093023,
"activationCount": 48,
"baselineHitRates": {
"1": 0.4941860465116279,
"5": 0.5147058823529411,
"10": 0.49850746268656715
},
"sampleConfidence": 0.9819444444444445,
"shadowSharpeLike": -0.6617181701618207,
"avgForwardReturns": {
"1": -0.002103232356015607,
"5": -0.004925798564076603,
"10": -0.004748771324474898
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"shadowMaxDrawdown": -0.16850973814370107,
"shadowTotalReturn": -0.1085228983521429,
"avgForwardReturn1D": -0.002103232356015607,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 48,
"5": 44,
"10": 39
},
"baselineAvgForwardReturns": {
"1": -0.0006212545496199949,
"5": -0.002786643425518334,
"10": -0.005689640190821102
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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": 0.313428414583174,
"lookbackDays": 14,
"returnLift1D": 0.0012167297616643344,
"activationRate": 0.352,
"activationCount": 132,
"sampleConfidence": 0.9944444444444445,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.08665389918782651,
"avgForwardReturn1D": 0.0009566511596894665
},
{
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"fitnessScore": 0.2880361158344734,
"lookbackDays": 21,
"returnLift1D": 0.0017235484882016814,
"activationRate": 0.3016304347826087,
"activationCount": 111,
"sampleConfidence": 0.9921921921921922,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.11308741320501392,
"avgForwardReturn1D": 0.0012651964544690075
},
{
"comboQuality": 0.21407830954480953,
"fitnessScore": 0.06388663917784376,
"lookbackDays": 30,
"returnLift1D": 0.0012370348238359607,
"activationRate": 0.19220055710306408,
"activationCount": 69,
"sampleConfidence": 0.9874396135265702,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.022917006665909012,
"avgForwardReturn1D": 0.0006550112433057162
},
{
"comboQuality": 0.089749463277806,
"fitnessScore": -0.15967352249859282,
"lookbackDays": 45,
"returnLift1D": -0.0004539020646255994,
"activationRate": 0.18604651162790697,
"activationCount": 64,
"sampleConfidence": 0.9864583333333334,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.08720009639458814,
"avgForwardReturn1D": -0.0010751566142455943
},
{
"comboQuality": 0.12216192940722588,
"fitnessScore": -0.08386523221616503,
"lookbackDays": 63,
"returnLift1D": 0.00009531339716783483,
"activationRate": 0.15950920245398773,
"activationCount": 52,
"sampleConfidence": 0.9833333333333334,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.05248485787981827,
"avgForwardReturn1D": -0.000770681459956013
}
],
"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": "ad00c23c8979653b632c93bb33a181b270901e32b630cc073bb668b8636e9bc5",
"size": 13,
"members": [
"AJG",
"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