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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}Force Fitness
{
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"5": 0.5929919137466307,
"10": 0.5765027322404371
},
"sampleConfidence": 0.9943396226415095,
"shadowSharpeLike": 0.24758531426295047,
"avgForwardReturns": {
"1": 0.000766734902081696,
"5": 0.00646260951509104,
"10": 0.01752107351952308
},
"shadowMaxDrawdown": -0.1589470402912252,
"shadowTotalReturn": 0.040172046182334054,
"avgForwardReturn1D": 0.000766734902081696,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10"
],
"horizonObservationCounts": {
"1": 106,
"5": 102,
"10": 101
},
"baselineAvgForwardReturns": {
"1": 0.0014224123163894434,
"5": 0.00694673922871795,
"10": 0.012953401165408098
}
}
],
"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": 0.7372354223310684,
"fitnessScore": 0.5769627327243486,
"lookbackDays": 14,
"returnLift1D": 0.0003102708597559872,
"activationRate": 0.424,
"activationCount": 159,
"sampleConfidence": 0.9958071278825996,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.250607674847769,
"avgForwardReturn1D": 0.0017326831761454305
},
{
"comboQuality": 0.8614695151966594,
"fitnessScore": 0.752060837491431,
"lookbackDays": 21,
"returnLift1D": 0.0009768669137600811,
"activationRate": 0.43478260869565216,
"activationCount": 160,
"sampleConfidence": 0.9962500000000001,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.3887647281785336,
"avgForwardReturn1D": 0.0023195850566022106
},
{
"comboQuality": 0.4730640668016437,
"fitnessScore": 0.32627340806383626,
"lookbackDays": 30,
"returnLift1D": 0.0002063005839549255,
"activationRate": 0.2618384401114206,
"activationCount": 94,
"sampleConfidence": 0.9943262411347519,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.0902437755280936,
"avgForwardReturn1D": 0.0011674347328085352
},
{
"comboQuality": 0.7330741302652286,
"fitnessScore": 0.5722606872331734,
"lookbackDays": 45,
"returnLift1D": 0.0004136749822620635,
"activationRate": 0.4563953488372093,
"activationCount": 157,
"sampleConfidence": 1,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.20748066965968315,
"avgForwardReturn1D": 0.0014098269528868088
},
{
"comboQuality": 0.49175152869163324,
"fitnessScore": 0.34274068666226976,
"lookbackDays": 63,
"returnLift1D": 0.0002741455829913122,
"activationRate": 0.34049079754601225,
"activationCount": 111,
"sampleConfidence": 0.9921921921921922,
"bestPortfolioSize": 3,
"shadowTotalReturn": 0.09434844522688879,
"avgForwardReturn1D": 0.0010677930536020929
}
],
"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": "614a723cfd64d57005982f9564ae73f28cdc0690554256ab647a6bbcb26470c2",
"size": 13,
"members": [
"PM",
"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."
}