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.",
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},
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}Force Fitness
{
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0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.0714666306725736,
"eligibleDays": 326,
"fitnessScore": -0.2141626500907219,
"lookbackDays": 63,
"returnLift1D": -0.003374193535711498,
"hitRateLift1D": -0.10608384458077708,
"portfolioSize": 2,
"activationRate": 0.0736196319018405,
"activationCount": 24,
"baselineHitRates": {
"1": 0.5644171779141104,
"5": 0.6086956521739131,
"10": 0.7034700315457413
},
"sampleConfidence": 1,
"shadowSharpeLike": -1.151413602573426,
"avgForwardReturns": {
"1": -0.00191809801641508,
"5": 0.0004870261323259896,
"10": 0.00586281451699755
},
"shadowMaxDrawdown": -0.07169662611484429,
"shadowTotalReturn": -0.05536497717814559,
"avgForwardReturn1D": -0.00191809801641508,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-08-25",
"2025-08-27",
"2025-08-28",
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-05",
"2025-09-08",
"2025-09-09",
"2025-09-10"
],
"horizonObservationCounts": {
"1": 24,
"5": 24,
"10": 24
},
"baselineAvgForwardReturns": {
"1": 0.0014560955192964178,
"5": 0.007866488867641625,
"10": 0.01587539290422706
}
}
],
"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": [
{
"comboQuality": 0.41821265031872296,
"fitnessScore": 0.27737470738629655,
"lookbackDays": 14,
"returnLift1D": -0.0001991660833049856,
"activationRate": 0.3333333333333333,
"activationCount": 125,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.03608784892082806,
"avgForwardReturn1D": 0.0005814130681160839
},
{
"comboQuality": 0.5867682513798704,
"fitnessScore": 0.4271367013732089,
"lookbackDays": 21,
"returnLift1D": 0.0005671820440853406,
"activationRate": 0.328804347826087,
"activationCount": 121,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.1498466130007372,
"avgForwardReturn1D": 0.0014279924615613906
},
{
"comboQuality": 0.6456780397173844,
"fitnessScore": 0.4820208993167664,
"lookbackDays": 30,
"returnLift1D": 0.0003402842769335146,
"activationRate": 0.3871866295264624,
"activationCount": 139,
"sampleConfidence": 0.9980815347721823,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.14454289243780383,
"avgForwardReturn1D": 0.001195166614654701
},
{
"comboQuality": 0.5517169676928737,
"fitnessScore": 0.3956742821960443,
"lookbackDays": 45,
"returnLift1D": -0.0004369312507427508,
"activationRate": 0.4680232558139535,
"activationCount": 161,
"sampleConfidence": 0.9958592132505176,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.11078437840955235,
"avgForwardReturn1D": 0.0007941951728477985
},
{
"comboQuality": 0.2811866601648687,
"fitnessScore": 0.14351174145990958,
"lookbackDays": 63,
"returnLift1D": -0.0014776729839124936,
"activationRate": 0.44171779141104295,
"activationCount": 144,
"sampleConfidence": 0.9967592592592593,
"bestPortfolioSize": 4,
"shadowTotalReturn": -0.02555871517901087,
"avgForwardReturn1D": -0.000021577464616075797
}
],
"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": "ef0397b49cf9e4ea44a81549ab2b4e498656cb3c2fe14a6c3110c7397802f7f2",
"size": 13,
"members": [
"IWM",
"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