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.",
"precision": "Prioritizes hit rate and average return after activation."
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"version": 1
},
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}Force Fitness
{
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"fitnessScore": -0.41465215186585647,
"lookbackDays": 14,
"returnLift1D": -0.003055447891906587,
"hitRateLift1D": -0.09499694189602442,
"portfolioSize": 2,
"activationRate": 0.2906666666666667,
"activationCount": 109,
"baselineHitRates": {
"1": 0.49866666666666665,
"5": 0.5175202156334232,
"10": 0.5355191256830601
},
"sampleConfidence": 1,
"shadowSharpeLike": -0.6426251618639625,
"avgForwardReturns": {
"1": -0.0017872256269371046,
"5": 0.002415830100748789,
"10": 0.0009106255628047812
},
"shadowMaxDrawdown": -0.2858930676464998,
"shadowTotalReturn": -0.22674679542970944,
"avgForwardReturn1D": -0.0017872256269371046,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-26",
"2025-02-27"
],
"horizonObservationCounts": {
"1": 109,
"5": 109,
"10": 109
},
"baselineAvgForwardReturns": {
"1": 0.0012682222649694826,
"5": 0.006194175053510118,
"10": 0.013292374786911879
}
}
],
"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": 0.06400951547165323,
"lookbackDays": 14,
"returnLift1D": -0.0004760965228905883,
"activationRate": 0.37333333333333335,
"activationCount": 140,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.030800657878768956,
"avgForwardReturn1D": 0.0007921257420788943
},
{
"comboQuality": 0.10764875243535264,
"fitnessScore": -0.1152969630553327,
"lookbackDays": 21,
"returnLift1D": -0.0019198768533200232,
"activationRate": 0.36684782608695654,
"activationCount": 135,
"sampleConfidence": 0.9995061728395063,
"bestPortfolioSize": 3,
"shadowTotalReturn": -0.123426378547275,
"avgForwardReturn1D": -0.0004839369910431969
},
{
"comboQuality": 0.5743618579259328,
"fitnessScore": 0.4159274129030328,
"lookbackDays": 30,
"returnLift1D": 0.0003099377752227451,
"activationRate": 0.4233983286908078,
"activationCount": 152,
"sampleConfidence": 1,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.21501893575766173,
"avgForwardReturn1D": 0.0017357287514961847
},
{
"comboQuality": 0.6229520055748226,
"fitnessScore": 0.46046133839541925,
"lookbackDays": 45,
"returnLift1D": 0.00008008496794796919,
"activationRate": 0.4883720930232558,
"activationCount": 168,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.2011017119152272,
"avgForwardReturn1D": 0.0015485481676702714
},
{
"comboQuality": 0.23964008126434821,
"fitnessScore": 0.0959761723300765,
"lookbackDays": 63,
"returnLift1D": -0.000914609054604387,
"activationRate": 0.2607361963190184,
"activationCount": 85,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.03880989543007507,
"avgForwardReturn1D": 0.000980317136837803
}
],
"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": "6fd435a7a23e8c8445d1121254c2194bef93f8bd40b0adf85bfd58766ae965ab",
"size": 13,
"members": [
"FANUY",
"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