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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}Force Fitness
{
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"10": 0.36231884057971014
},
"hitRate1D": 0.4057971014492754,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.006863210364449636,
"eligibleDays": 368,
"fitnessScore": -0.7444324804703758,
"lookbackDays": 21,
"returnLift1D": -0.0035185524866593915,
"hitRateLift1D": -0.06974637681159418,
"portfolioSize": 5,
"activationRate": 0.1875,
"activationCount": 69,
"baselineHitRates": {
"1": 0.47554347826086957,
"5": 0.4368131868131868,
"10": 0.38997214484679665
},
"sampleConfidence": 1,
"shadowSharpeLike": -2.3308241410468193,
"avgForwardReturns": {
"1": -0.005625262361560895,
"5": -0.01493690738639369,
"10": -0.016728771239554706
},
"shadowMaxDrawdown": -0.357992673705554,
"shadowTotalReturn": -0.33895014210232954,
"avgForwardReturn1D": -0.005625262361560895,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 69,
"5": 69,
"10": 69
},
"baselineAvgForwardReturns": {
"1": -0.0021067098749015033,
"5": -0.010838129393451454,
"10": -0.022354096015072576
}
}
],
"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": -0.1584713062888029,
"lookbackDays": 14,
"returnLift1D": -0.00005478554168068415,
"activationRate": 0.13333333333333333,
"activationCount": 50,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.11992435725353623,
"avgForwardReturn1D": -0.0020847325053076093
},
{
"comboQuality": 0.17292330869516323,
"fitnessScore": 0.005689169135820349,
"lookbackDays": 21,
"returnLift1D": 0.0006238494433489167,
"activationRate": 0.08967391304347826,
"activationCount": 33,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": -0.06075408195479992,
"avgForwardReturn1D": -0.0014828604315525865
},
{
"comboQuality": 0.2138210567087577,
"fitnessScore": 0.06355011141428593,
"lookbackDays": 30,
"returnLift1D": 0.0024978792823188867,
"activationRate": 0.1392757660167131,
"activationCount": 50,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.0010931441666044428,
"avgForwardReturn1D": 0.00025695103898000005
},
{
"comboQuality": 0.5032774449460392,
"fitnessScore": 0.352884192860957,
"lookbackDays": 45,
"returnLift1D": 0.004255971347417065,
"activationRate": 0.0377906976744186,
"activationCount": 13,
"sampleConfidence": 0.8934241761564203,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.024071001335332687,
"avgForwardReturn1D": 0.002255265038481169
},
{
"comboQuality": 0.0740798605713223,
"fitnessScore": -0.2056417416461732,
"lookbackDays": 63,
"returnLift1D": -0.0014198618391405024,
"activationRate": 0.07975460122699386,
"activationCount": 26,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.10269522835297684,
"avgForwardReturn1D": -0.0036747840204819616
}
],
"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": "6fa6fd76dae7e8a3a173af2f5e9c0885864c83f8cf8fc01ecc70d4ab44c1816e",
"size": 13,
"members": [
"BSX",
"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