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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"blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
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},
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}Force Fitness
{
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"hitRates": {
"1": 0.4473684210526316,
"5": 0.4722222222222222,
"10": 0.3888888888888889
},
"hitRate1D": 0.4473684210526316,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.050551918175904,
"eligibleDays": 326,
"fitnessScore": -0.29523359085015605,
"lookbackDays": 63,
"returnLift1D": -0.004332263840337086,
"hitRateLift1D": -0.12318372618663226,
"portfolioSize": 2,
"activationRate": 0.1165644171779141,
"activationCount": 38,
"baselineHitRates": {
"1": 0.5705521472392638,
"5": 0.6490683229813664,
"10": 0.6656151419558359
},
"sampleConfidence": 0.9929824561403509,
"shadowSharpeLike": -1.3026940322953016,
"avgForwardReturns": {
"1": -0.0026071888272572014,
"5": -0.009515956991660976,
"10": -0.016712062560775332
},
"shadowMaxDrawdown": -0.10626133504778101,
"shadowTotalReturn": -0.10626133504778101,
"avgForwardReturn1D": -0.0026071888272572014,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-07-07",
"2025-07-08",
"2025-07-11",
"2025-07-15",
"2025-08-27",
"2025-08-28",
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-05"
],
"horizonObservationCounts": {
"1": 38,
"5": 36,
"10": 36
},
"baselineAvgForwardReturns": {
"1": 0.0017250750130798841,
"5": 0.009255171518650282,
"10": 0.01842622808315324
}
}
],
"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": 0.8838880900572749,
"lookbackDays": 14,
"returnLift1D": 0.0013185081545658015,
"activationRate": 0.472,
"activationCount": 177,
"sampleConfidence": 0.9954802259887007,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.4496212154415793,
"avgForwardReturn1D": 0.0022831357282917402
},
{
"comboQuality": 0.9612295357251153,
"fitnessScore": 1.0563219910214159,
"lookbackDays": 21,
"returnLift1D": 0.0017682114802352587,
"activationRate": 0.4429347826086957,
"activationCount": 163,
"sampleConfidence": 0.9946830265848672,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.5305515840781061,
"avgForwardReturn1D": 0.0027613800796937806
},
{
"comboQuality": 0.8073868478420321,
"fitnessScore": 0.6652862095481267,
"lookbackDays": 30,
"returnLift1D": 0.0006225485897837291,
"activationRate": 0.4763231197771588,
"activationCount": 171,
"sampleConfidence": 0.9949317738791423,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.2812560188481288,
"avgForwardReturn1D": 0.001594363908668017
},
{
"comboQuality": 0.8559053198914119,
"fitnessScore": 0.7419716191929151,
"lookbackDays": 45,
"returnLift1D": 0.00032418829464429507,
"activationRate": 0.5087209302325582,
"activationCount": 175,
"sampleConfidence": 0.9950476190476191,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.32144590221038793,
"avgForwardReturn1D": 0.001785646202394599
},
{
"comboQuality": 0.7620415089306471,
"fitnessScore": 0.6060590508687519,
"lookbackDays": 63,
"returnLift1D": -0.0002088607423644162,
"activationRate": 0.4815950920245399,
"activationCount": 157,
"sampleConfidence": 0.99447983014862,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.24052389341805602,
"avgForwardReturn1D": 0.001516214270715468
}
],
"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": "c75deaafe1e560cb85207108bf1bc4a3c756e9a0ab8182e02f9ee067d5ebfa2f",
"size": 13,
"members": [
"BAC",
"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