{
  "date": "2026-03-08",
  "generated": "2026-03-13T16:10:07.217505-08:00",
  "weights": {
    "DeltaDiv": 0.2068,
    "VIXDecomp": 0.2007,
    "DOW": 0.206,
    "VIX_TS": 0.1296,
    "PC_OI": 0.0608,
    "VPOC": 0.0206,
    "GapFade": 0.0035,
    "FOMC": 0.0469,
    "COT": 0.0006,
    "RORO": 0.0251,
    "CorrDiv": 0.0486,
    "OVN": 0.0503,
    "GEX": 0.0006
  },
  "base_weights": {
    "DeltaDiv": 0.3,
    "VIXDecomp": 0.25,
    "DOW": 0.25,
    "VIX_TS": 0.15,
    "PC_OI": 0.05,
    "VPOC": 0.0,
    "GapFade": 0.0,
    "FOMC": 0.0,
    "COT": 0.0,
    "RORO": 0.0,
    "CorrDiv": 0.0,
    "OVN": 0.0,
    "GEX": 0.0
  },
  "blend_ratio": 0.4,
  "scores": {
    "RORO": {
      "composite": 0.4223,
      "raw": {
        "ic_60d": -0.1114,
        "hit_rate_60d": 0.4833,
        "sharpe_60d": 1.0,
        "ic_trend": 0.1104
      }
    },
    "FOMC": {
      "composite": 0.7896,
      "raw": {
        "ic_60d": 0.126,
        "hit_rate_60d": 0.5167,
        "sharpe_60d": 1.2,
        "ic_trend": 0.0847
      }
    },
    "PC_OI": {
      "composite": 0.5182,
      "raw": {
        "ic_60d": 0.0054,
        "hit_rate_60d": 0.5333,
        "sharpe_60d": 0.07,
        "ic_trend": 0.0105
      }
    },
    "VPOC": {
      "composite": 0.3479,
      "raw": {
        "ic_60d": -0.0753,
        "hit_rate_60d": 0.4833,
        "sharpe_60d": -0.47,
        "ic_trend": 0.2697
      }
    },
    "CorrDiv": {
      "composite": 0.8187,
      "raw": {
        "ic_60d": 0.1274,
        "hit_rate_60d": 0.5333,
        "sharpe_60d": 1.27,
        "ic_trend": 0.0861
      }
    },
    "DOW": {
      "composite": 0.9435,
      "raw": {
        "ic_60d": 0.1817,
        "hit_rate_60d": 0.6167,
        "sharpe_60d": 2.77,
        "ic_trend": -0.013
      }
    },
    "GapFade": {
      "composite": 0.0596,
      "raw": {
        "ic_60d": -0.4075,
        "hit_rate_60d": 0.35,
        "sharpe_60d": -4.6,
        "ic_trend": 0.0192
      }
    },
    "VIX_TS": {
      "composite": 0.668,
      "raw": {
        "ic_60d": 0.0943,
        "hit_rate_60d": 0.5333,
        "sharpe_60d": 1.03,
        "ic_trend": -0.0871
      }
    },
    "DeltaDiv": {
      "composite": 0.4517,
      "raw": {
        "ic_60d": 0.0173,
        "hit_rate_60d": 0.5333,
        "sharpe_60d": -1.15,
        "ic_trend": 0.024
      }
    },
    "OVN": {
      "composite": 0.847,
      "raw": {
        "ic_60d": 0.1888,
        "hit_rate_60d": 0.6,
        "sharpe_60d": 1.33,
        "ic_trend": -0.0943
      }
    },
    "VIXDecomp": {
      "composite": 0.8541,
      "raw": {
        "ic_60d": 0.3198,
        "hit_rate_60d": 0.4833,
        "sharpe_60d": 2.78,
        "ic_trend": 0.1868
      }
    }
  },
  "alerts": [
    "\ud83d\udd34 RORO: IC collapsed to -0.111 \u2014 weight cut to 2.5%",
    "\ud83d\udfe2 FOMC: strong performer (score 0.79) \u2014 weight boosted to 4.7%",
    "\ud83d\udfe2 CorrDiv: strong performer (score 0.82) \u2014 weight boosted to 4.9%",
    "\ud83d\udfe2 DOW: strong performer (score 0.94) \u2014 weight boosted to 20.6%",
    "\ud83d\udd34 GapFade: IC collapsed to -0.407 \u2014 weight cut to 0.4%",
    "\ud83d\udfe2 OVN: strong performer (score 0.85) \u2014 weight boosted to 5.0%",
    "\ud83d\udfe2 VIXDecomp: strong performer (score 0.85) \u2014 weight boosted to 20.1%"
  ],
  "method": "ic_hr_sharpe_trend_blend"
}