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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"blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
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}Force Fitness
{
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"10": 0.6147540983606558
},
"sampleConfidence": 0.9989071038251367,
"shadowSharpeLike": 0.4798730140781168,
"avgForwardReturns": {
"1": 0.0012383168278059283,
"5": 0.007312777899449958,
"10": 0.01026571231451215
},
"shadowMaxDrawdown": -0.1809196021793278,
"shadowTotalReturn": 0.10798459016509221,
"avgForwardReturn1D": 0.0012383168278059283,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-26",
"2025-03-03",
"2025-05-15",
"2025-06-11",
"2025-06-23",
"2025-06-24",
"2025-06-25",
"2025-07-02",
"2025-07-03",
"2025-07-07"
],
"horizonObservationCounts": {
"1": 122,
"5": 121,
"10": 121
},
"baselineAvgForwardReturns": {
"1": 0.0012903291023866473,
"5": 0.0060038535296758,
"10": 0.01298909240536433
}
}
],
"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": 0.5354232248757412,
"lookbackDays": 14,
"returnLift1D": 0.001608516159770353,
"activationRate": 0.232,
"activationCount": 87,
"sampleConfidence": 0.9984674329501916,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.24729222935958872,
"avgForwardReturn1D": 0.0028988452621570003
},
{
"comboQuality": 0.7337626217567349,
"fitnessScore": 0.5730353977425775,
"lookbackDays": 21,
"returnLift1D": 0.0012078836951145042,
"activationRate": 0.25271739130434784,
"activationCount": 93,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.26415865561370433,
"avgForwardReturn1D": 0.002752275802721855
},
{
"comboQuality": 0.7803460200179695,
"fitnessScore": 0.6288904682984866,
"lookbackDays": 30,
"returnLift1D": 0.0003623408563639169,
"activationRate": 0.45125348189415043,
"activationCount": 162,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.27556695209027193,
"avgForwardReturn1D": 0.0017222555489505116
},
{
"comboQuality": 0.8944518109458139,
"fitnessScore": 0.8201495506327728,
"lookbackDays": 45,
"returnLift1D": 0.0008761033124765137,
"activationRate": 0.4331395348837209,
"activationCount": 149,
"sampleConfidence": 0.9977628635346757,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.4072145336331858,
"avgForwardReturn1D": 0.002510401455147649
},
{
"comboQuality": 0.9326015954454189,
"fitnessScore": 0.9280184847319627,
"lookbackDays": 63,
"returnLift1D": 0.001388728287378905,
"activationRate": 0.37116564417177916,
"activationCount": 121,
"sampleConfidence": 1,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.49560772281958787,
"avgForwardReturn1D": 0.0034843528041435742
}
],
"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": "b7bd22532961fa4df73dafb3f66d4edd9d1f7385f8758e3138fb7c2f860e1c3a",
"size": 13,
"members": [
"FDX",
"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