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.",
"coverage": "Rewards stocks that activate often without giving up too much quality.",
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"version": 1
},
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}Force Fitness
{
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"shadowTotalReturn": -0.23009194706537717,
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"riskOffActivations": 0,
"activationDatesSample": [
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"2025-03-12",
"2025-03-13",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-20",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 62,
"5": 62,
"10": 61
},
"baselineAvgForwardReturns": {
"1": -0.0006405804629764851,
"5": -0.002919107725806543,
"10": -0.005458791038469711
}
},
{
"topN": 5,
"ticker": "GEHC",
"hitRates": {
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"5": 0.3709677419354839,
"10": 0.4918032786885246
},
"hitRate1D": 0.46774193548387094,
"rankWeights": [
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0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.02934061112474653,
"eligibleDays": 344,
"fitnessScore": -0.4197806646933647,
"lookbackDays": 45,
"returnLift1D": -0.0031618318933517584,
"hitRateLift1D": -0.04679294823705932,
"portfolioSize": 5,
"activationRate": 0.18023255813953487,
"activationCount": 62,
"baselineHitRates": {
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"5": 0.49411764705882355,
"10": 0.5164179104477612
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"sampleConfidence": 0.9989247311827958,
"shadowSharpeLike": -1.2919542214405126,
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"riskOffActivations": 0,
"activationDatesSample": [
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"2025-03-12",
"2025-03-13",
"2025-06-11",
"2025-06-12",
"2025-06-13",
"2025-06-16",
"2025-06-17",
"2025-06-20",
"2025-06-23"
],
"horizonObservationCounts": {
"1": 62,
"5": 62,
"10": 61
},
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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": -0.10562253258480998,
"lookbackDays": 14,
"returnLift1D": 0.00007094871260838066,
"activationRate": 0.16266666666666665,
"activationCount": 61,
"sampleConfidence": 0.9989071038251367,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.06477121775593397,
"avgForwardReturn1D": -0.0005878283750348463
},
{
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"fitnessScore": -0.07831242857964789,
"lookbackDays": 21,
"returnLift1D": -0.00025913187103490665,
"activationRate": 0.125,
"activationCount": 46,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.064388448585602,
"avgForwardReturn1D": -0.0009115270766635658
},
{
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"fitnessScore": 0.17354276578558553,
"lookbackDays": 30,
"returnLift1D": 0.0024267701439456653,
"activationRate": 0.116991643454039,
"activationCount": 42,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.054961008197274674,
"avgForwardReturn1D": 0.0016009421168051204
},
{
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"fitnessScore": -0.053618324532160554,
"lookbackDays": 45,
"returnLift1D": -0.0007326723000465198,
"activationRate": 0.09593023255813954,
"activationCount": 33,
"sampleConfidence": 1,
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"shadowTotalReturn": -0.052484491937651145,
"avgForwardReturn1D": -0.001373252763023005
},
{
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"fitnessScore": 0.11590788053090322,
"lookbackDays": 63,
"returnLift1D": 0.00036263829509314705,
"activationRate": 0.05828220858895705,
"activationCount": 19,
"sampleConfidence": 0.986073688964493,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.0006167022379139908,
"avgForwardReturn1D": 0.00019076035498838113
}
],
"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": "a3f432ff67f067826682eea4675bb6d70976f76dbba7fd6b275316b210430af7",
"size": 13,
"members": [
"GEHC",
"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