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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"version": 1
},
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}Force Fitness
{
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"5": 0.25,
"10": 0.3684210526315789
},
"hitRate1D": 0.391304347826087,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.02792920413934834,
"eligibleDays": 326,
"fitnessScore": -0.43094626551399623,
"lookbackDays": 63,
"returnLift1D": -0.005625640386031574,
"hitRateLift1D": -0.13016804481194982,
"portfolioSize": 2,
"activationRate": 0.0705521472392638,
"activationCount": 23,
"baselineHitRates": {
"1": 0.5214723926380368,
"5": 0.5496894409937888,
"10": 0.580441640378549
},
"sampleConfidence": 0.9797101449275363,
"shadowSharpeLike": -1.2395638756861331,
"avgForwardReturns": {
"1": -0.004570542965558656,
"5": -0.009438619616266658,
"10": -0.003979029206250747
},
"shadowMaxDrawdown": -0.13052074698838279,
"shadowTotalReturn": -0.11037982664916113,
"avgForwardReturn1D": -0.004570542965558656,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-22",
"2025-05-05",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-05-22"
],
"horizonObservationCounts": {
"1": 23,
"5": 20,
"10": 19
},
"baselineAvgForwardReturns": {
"1": 0.001055097420472918,
"5": 0.005298541048740986,
"10": 0.010030271010155401
}
}
],
"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": -0.06549461797147295,
"lookbackDays": 14,
"returnLift1D": -0.0015569061757145209,
"activationRate": 0.23733333333333334,
"activationCount": 89,
"sampleConfidence": 0.9910112359550562,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.10024688488704903,
"avgForwardReturn1D": -0.0008153541157292916
},
{
"comboQuality": 0.09838723361734757,
"fitnessScore": -0.1373602945952292,
"lookbackDays": 21,
"returnLift1D": -0.0019168266283025124,
"activationRate": 0.21195652173913043,
"activationCount": 78,
"sampleConfidence": 0.9897435897435898,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.09389120568045228,
"avgForwardReturn1D": -0.0009664236187548348
},
{
"comboQuality": 0.1981987317428286,
"fitnessScore": 0.04253007702660479,
"lookbackDays": 30,
"returnLift1D": -0.0011286862171275113,
"activationRate": 0.30362116991643456,
"activationCount": 109,
"sampleConfidence": 0.9926605504587156,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.06046295824988068,
"avgForwardReturn1D": -0.00023688461773329356
},
{
"comboQuality": 0.486790176771173,
"fitnessScore": 0.3383726497669254,
"lookbackDays": 45,
"returnLift1D": 0.00035539475058615484,
"activationRate": 0.2761627906976744,
"activationCount": 95,
"sampleConfidence": 0.9908771929824562,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.11328600892038465,
"avgForwardReturn1D": 0.0013623773499566443
},
{
"comboQuality": 0.4933001385150556,
"fitnessScore": 0.34410376898186174,
"lookbackDays": 63,
"returnLift1D": -0.00016421893205189578,
"activationRate": 0.3803680981595092,
"activationCount": 124,
"sampleConfidence": 0.9930107526881721,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.09103494128663736,
"avgForwardReturn1D": 0.0008908784884210223
}
],
"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": "c2abe7a71ee2176aab7deb50972830f5c8291dd23a7450a3dfce3af32c7d1e53",
"size": 13,
"members": [
"CNI",
"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