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.",
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"version": 1
},
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}Force Fitness
{
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"1": 0.0017448104882330636,
"5": 0.008557837278680964,
"10": 0.017117815913609967
}
},
{
"topN": 2,
"ticker": "JBHT",
"hitRates": {
"1": 0.4854368932038835,
"5": 0.5196078431372549,
"10": 0.56
},
"hitRate1D": 0.4854368932038835,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.06617521452970644,
"eligibleDays": 375,
"fitnessScore": -0.2323362236586709,
"lookbackDays": 14,
"returnLift1D": -0.003211444250874088,
"hitRateLift1D": -0.015896440129449796,
"portfolioSize": 2,
"activationRate": 0.27466666666666667,
"activationCount": 103,
"baselineHitRates": {
"1": 0.5013333333333333,
"5": 0.5498652291105122,
"10": 0.5655737704918032
},
"sampleConfidence": 0.997411003236246,
"shadowSharpeLike": -0.8004827325022758,
"avgForwardReturns": {
"1": -0.0014666337626410245,
"5": 0.005962286678711187,
"10": 0.01348443213300895
},
"shadowMaxDrawdown": -0.22103214036750463,
"shadowTotalReturn": -0.17261152303278837,
"avgForwardReturn1D": -0.0014666337626410245,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21",
"2025-07-02",
"2025-07-03",
"2025-07-07",
"2025-07-09",
"2025-07-10"
],
"horizonObservationCounts": {
"1": 103,
"5": 102,
"10": 100
},
"baselineAvgForwardReturns": {
"1": 0.0017448104882330636,
"5": 0.008557837278680964,
"10": 0.017117815913609967
}
}
],
"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": 0.38868821032196504,
"lookbackDays": 14,
"returnLift1D": -0.00013159775895742664,
"activationRate": 0.4,
"activationCount": 150,
"sampleConfidence": 0.9955555555555556,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.18697708106351962,
"avgForwardReturn1D": 0.001613212729275637
},
{
"comboQuality": 0.7680850526211056,
"fitnessScore": 0.6134565503442022,
"lookbackDays": 21,
"returnLift1D": 0.0005206434513817446,
"activationRate": 0.37228260869565216,
"activationCount": 137,
"sampleConfidence": 0.9956204379562045,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.32580911661462686,
"avgForwardReturn1D": 0.0023446889470178215
},
{
"comboQuality": 0.638719978759754,
"fitnessScore": 0.4753588161486558,
"lookbackDays": 30,
"returnLift1D": -0.0004422130249420182,
"activationRate": 0.467966573816156,
"activationCount": 168,
"sampleConfidence": 0.9992063492063492,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.2084518418062371,
"avgForwardReturn1D": 0.0013738649471382207
},
{
"comboQuality": 0.9649522921461473,
"fitnessScore": 1.0793810583511312,
"lookbackDays": 45,
"returnLift1D": 0.0008639152622593612,
"activationRate": 0.5290697674418605,
"activationCount": 182,
"sampleConfidence": 0.9952380952380953,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.6362640519494649,
"avgForwardReturn1D": 0.0029251783715741717
},
{
"comboQuality": 0.931706093429896,
"fitnessScore": 0.9249033108770504,
"lookbackDays": 63,
"returnLift1D": 0.00017246097479776045,
"activationRate": 0.5153374233128835,
"activationCount": 168,
"sampleConfidence": 0.9948412698412699,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.5355529549730378,
"avgForwardReturn1D": 0.0028172304759516756
}
],
"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": "4800177aefa449af404fc8da6c1be2032649dc0c9b5d1bd2ec0ed97be2e6d20c",
"size": 13,
"members": [
"JBHT",
"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