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."
},
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"strategyOptions": {
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},
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}Force Fitness
{
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"avgForwardReturns": {
"1": 0.0012539184618670432,
"5": 0.004882231255714587,
"10": 0.0066085322952047065
},
"shadowMaxDrawdown": -0.12554792171937568,
"shadowTotalReturn": 0.07961435194964284,
"avgForwardReturn1D": 0.0012539184618670432,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-24",
"2025-02-25",
"2025-03-06",
"2025-03-07"
],
"horizonObservationCounts": {
"1": 81,
"5": 80,
"10": 80
},
"baselineAvgForwardReturns": {
"1": 0.0016277102024064413,
"5": 0.008428336307454041,
"10": 0.016143313972333092
}
}
],
"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": [
{
"comboQuality": 0.48068497958884443,
"fitnessScore": 0.3329943195901055,
"lookbackDays": 14,
"returnLift1D": -0.0005249342555755882,
"activationRate": 0.33066666666666666,
"activationCount": 124,
"sampleConfidence": 0.9967741935483871,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.11008370750002161,
"avgForwardReturn1D": 0.0011027759468308532
},
{
"comboQuality": 0.7930044123657832,
"fitnessScore": 0.6454888878703077,
"lookbackDays": 21,
"returnLift1D": 0.0004037136291324757,
"activationRate": 0.3641304347826087,
"activationCount": 134,
"sampleConfidence": 0.9970149253731344,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.26851240615883953,
"avgForwardReturn1D": 0.0019621966939652414
},
{
"comboQuality": 0.5358466779803199,
"fitnessScore": 0.381599290486541,
"lookbackDays": 30,
"returnLift1D": 0.00009622101619192417,
"activationRate": 0.298050139275766,
"activationCount": 107,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.1606819619398443,
"avgForwardReturn1D": 0.0015397168566836175
},
{
"comboQuality": 0.7910455245221237,
"fitnessScore": 0.642872604569254,
"lookbackDays": 45,
"returnLift1D": 0.0013655241009953901,
"activationRate": 0.3488372093023256,
"activationCount": 120,
"sampleConfidence": 0.9966666666666667,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.33492769281080137,
"avgForwardReturn1D": 0.0026258181344845162
},
{
"comboQuality": 0.6126060381285805,
"fitnessScore": 0.4508215749965865,
"lookbackDays": 63,
"returnLift1D": -0.00016200747095339828,
"activationRate": 0.4110429447852761,
"activationCount": 134,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.14041658351224573,
"avgForwardReturn1D": 0.0010698313574834778
}
],
"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": "c34cc663edba740597716b0be013557fa7cb9c11faa6da1e3c3355de3579ffb9",
"size": 13,
"members": [
"EA",
"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