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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"1": 0.5710306406685237,
"5": 0.5859154929577465,
"10": 0.6171428571428571
},
"sampleConfidence": 0.9959287531806617,
"shadowSharpeLike": -0.4773328957009928,
"avgForwardReturns": {
"1": -0.0007570571867277367,
"5": -0.002800133942680911,
"10": -0.0009724836756721605
},
"shadowMaxDrawdown": -0.26606029284216137,
"shadowTotalReturn": -0.13294870722307817,
"avgForwardReturn1D": -0.0007570571867277367,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 131,
"5": 129,
"10": 125
},
"baselineAvgForwardReturns": {
"1": 0.0016849501123571949,
"5": 0.00832113338503173,
"10": 0.01778594592315043
}
}
],
"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": 0.9562291019119179,
"lookbackDays": 14,
"returnLift1D": 0.0005088108246230378,
"activationRate": 0.5413333333333333,
"activationCount": 203,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.49372428190528894,
"avgForwardReturn1D": 0.002223147194303895
},
{
"comboQuality": 0.587930241312751,
"fitnessScore": 0.4281914433120512,
"lookbackDays": 21,
"returnLift1D": -0.0008965975599257165,
"activationRate": 0.5135869565217391,
"activationCount": 189,
"sampleConfidence": 0.998589065255732,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.10846112340027636,
"avgForwardReturn1D": 0.0008028590593086582
},
{
"comboQuality": 0.320403959518921,
"fitnessScore": 0.184578482119756,
"lookbackDays": 30,
"returnLift1D": -0.0017683386611491562,
"activationRate": 0.5403899721448467,
"activationCount": 194,
"sampleConfidence": 0.9962199312714777,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.06252713730164594,
"avgForwardReturn1D": -0.00008338854879196129
},
{
"comboQuality": 0.9854194734937655,
"fitnessScore": 1.2769437263826553,
"lookbackDays": 45,
"returnLift1D": 0.0007680457985214106,
"activationRate": 0.5813953488372093,
"activationCount": 200,
"sampleConfidence": 0.9956666666666667,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.6764023138922033,
"avgForwardReturn1D": 0.002747911904839146
},
{
"comboQuality": 0.9093704715356451,
"fitnessScore": 0.8573139476690073,
"lookbackDays": 63,
"returnLift1D": -0.0005182290086365826,
"activationRate": 0.647239263803681,
"activationCount": 211,
"sampleConfidence": 0.9958925750394946,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.3521483523787199,
"avgForwardReturn1D": 0.0016292508674251435
}
],
"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": "7e74d3768168e412c04acfbdb7aca277836775100ea49400d963a75277250580",
"size": 13,
"members": [
"GE",
"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."
}