{
  "summary": {
    "date_range": [
      "2025-01-02",
      "2026-03-02"
    ],
    "n_days": 299,
    "total_events": 5330,
    "events_per_day": 17.8
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  "unconditional": {
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      "hold_rate": 0.6538,
      "avg_mae": 6.82,
      "avg_mfe": 12.54
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    "Prior Close": {
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      "avg_mae": 6.91,
      "avg_mfe": 12.71
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    "Round 25": {
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      "hold_rate": 0.5501,
      "avg_mae": 11.04,
      "avg_mfe": 16.49
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    "Session High": {
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      "avg_mae": 5.82,
      "avg_mfe": 11.68
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  "by_time": {
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      "n": 937,
      "hold_rate": 0.5197
    },
    "Morning (10:00-11:00)": {
      "n": 1154,
      "hold_rate": 0.5511
    },
    "Midday (11:00-13:00)": {
      "n": 1579,
      "hold_rate": 0.6523
    },
    "Afternoon (13:00-15:00)": {
      "n": 1347,
      "hold_rate": 0.6644
    },
    "Close (15:00-16:00)": {
      "n": 313,
      "hold_rate": 0.6486
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  },
  "by_gex": {
    "POS": {
      "n": 4764,
      "hold_rate": 0.631
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    "NEG": {
      "n": 566,
      "hold_rate": 0.4329
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  },
  "by_vix": {
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      "n": 3019,
      "hold_rate": 0.7138
    },
    "Mid (18-25)": {
      "n": 1732,
      "hold_rate": 0.5006
    },
    "High (>25)": {
      "n": 511,
      "hold_rate": 0.3444
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  "stacked": {
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      "n": 19,
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    },
    "Overnight High|NEG|Mid (18-25)": {
      "n": 30,
      "hold_rate": 0.5333
    },
    "Overnight High|POS|High (>25)": {
      "n": 16,
      "hold_rate": 0.1875
    },
    "Overnight High|POS|Low (<18)": {
      "n": 470,
      "hold_rate": 0.7191
    },
    "Overnight High|POS|Mid (18-25)": {
      "n": 151,
      "hold_rate": 0.5563
    },
    "Prior Close|NEG|High (>25)": {
      "n": 24,
      "hold_rate": 0.4167
    },
    "Prior Close|NEG|Mid (18-25)": {
      "n": 25,
      "hold_rate": 0.4
    },
    "Prior Close|POS|High (>25)": {
      "n": 12,
      "hold_rate": 0.25
    },
    "Prior Close|POS|Low (<18)": {
      "n": 484,
      "hold_rate": 0.7231
    },
    "Prior Close|POS|Mid (18-25)": {
      "n": 172,
      "hold_rate": 0.4477
    },
    "Round 25|NEG|High (>25)": {
      "n": 215,
      "hold_rate": 0.3674
    },
    "Round 25|NEG|Mid (18-25)": {
      "n": 134,
      "hold_rate": 0.5075
    },
    "Round 25|POS|High (>25)": {
      "n": 168,
      "hold_rate": 0.2738
    },
    "Round 25|POS|Low (<18)": {
      "n": 1210,
      "hold_rate": 0.6702
    },
    "Round 25|POS|Mid (18-25)": {
      "n": 837,
      "hold_rate": 0.4791
    },
    "Session High|NEG|High (>25)": {
      "n": 33,
      "hold_rate": 0.4848
    },
    "Session High|NEG|Mid (18-25)": {
      "n": 68,
      "hold_rate": 0.4265
    },
    "Session High|POS|High (>25)": {
      "n": 24,
      "hold_rate": 0.5
    },
    "Session High|POS|Low (<18)": {
      "n": 837,
      "hold_rate": 0.7718
    },
    "Session High|POS|Mid (18-25)": {
      "n": 315,
      "hold_rate": 0.5778
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  },
  "signal_frequency": {
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    "events_per_day_median": 18.0
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      "date": "2025-01-02",
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      "date": "2025-01-02",
      "time": "10:21:00",
      "level_type": "Round 25",
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    {
      "date": "2025-01-02",
      "time": "10:51:00",
      "level_type": "Round 25",
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      "time_bucket": "Morning (10:00-11:00)",
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    {
      "date": "2025-01-02",
      "time": "11:04:00",
      "level_type": "Round 25",
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      "time_bucket": "Midday (11:00-13:00)",
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      "date": "2025-01-02",
      "time": "11:24:00",
      "level_type": "Round 25",
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      "time_bucket": "Midday (11:00-13:00)",
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    {
      "date": "2025-01-02",
      "time": "11:54:00",
      "level_type": "Round 25",
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    {
      "date": "2025-01-02",
      "time": "12:27:00",
      "level_type": "Round 25",
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      "date": "2025-01-02",
      "time": "12:37:00",
      "level_type": "Round 25",
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      "date": "2025-01-02",
      "time": "13:09:00",
      "level_type": "Round 25",
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      "gex_regime": "POS",
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      "time_bucket": "Afternoon (13:00-15:00)",
      "approach_from_below": "True"
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    {
      "date": "2025-01-02",
      "time": "13:52:00",
      "level_type": "Round 25",
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      "time_bucket": "Afternoon (13:00-15:00)",
      "approach_from_below": "False"
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    {
      "date": "2025-01-02",
      "time": "14:06:00",
      "level_type": "Round 25",
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    {
      "date": "2025-01-02",
      "time": "14:37:00",
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      "time": "09:30:00",
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      "time_bucket": "Open (9:30-10:00)",
      "approach_from_below": "False"
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      "date": "2025-01-03",
      "time": "09:30:00",
      "level_type": "Session High",
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      "date": "2025-01-03",
      "time": "09:31:00",
      "level_type": "Round 25",
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      "time_bucket": "Open (9:30-10:00)",
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    },
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      "date": "2025-01-03",
      "time": "10:00:00",
      "level_type": "Overnight High",
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      "vix_cat": "Low (<18)",
      "time_bucket": "Morning (10:00-11:00)",
      "approach_from_below": "False"
    },
    {
      "date": "2025-01-03",
      "time": "10:01:00",
      "level_type": "Round 25",
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      "time_bucket": "Morning (10:00-11:00)",
      "approach_from_below": "True"
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    {
      "date": "2025-01-03",
      "time": "10:05:00",
      "level_type": "Session High",
      "level_value": 5965.75,
      "price": 5962.0,
      "held": true,
      "mae": -0.75,
      "mfe": 31.75,
      "gex_regime": "POS",
      "vix": 16.1299991607666,
      "vix_cat": "Low (<18)",
      "time_bucket": "Morning (10:00-11:00)",
      "approach_from_below": "True"
    },
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      "date": "2025-01-03",
      "time": "10:30:00",
      "level_type": "Overnight High",
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      "mae": -1.5,
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      "time_bucket": "Morning (10:00-11:00)",
      "approach_from_below": "False"
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    {
      "date": "2025-01-03",
      "time": "10:31:00",
      "level_type": "Round 25",
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      "time_bucket": "Morning (10:00-11:00)",
      "approach_from_below": "True"
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    {
      "date": "2025-01-03",
      "time": "10:44:00",
      "level_type": "Session High",
      "level_value": 5965.75,
      "price": 5960.0,
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      "time_bucket": "Morning (10:00-11:00)",
      "approach_from_below": "True"
    },
    {
      "date": "2025-01-03",
      "time": "11:11:00",
      "level_type": "Round 25",
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      "vix_cat": "Low (<18)",
      "time_bucket": "Midday (11:00-13:00)",
      "approach_from_below": "False"
    },
    {
      "date": "2025-01-03",
      "time": "11:27:00",
      "level_type": "Session High",
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      "time_bucket": "Midday (11:00-13:00)",
      "approach_from_below": "True"
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    {
      "date": "2025-01-03",
      "time": "11:33:00",
      "level_type": "Round 25",
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      "price": 5972.25,
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      "vix_cat": "Low (<18)",
      "time_bucket": "Midday (11:00-13:00)",
      "approach_from_below": "True"
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    {
      "date": "2025-01-03",
      "time": "12:03:00",
      "level_type": "Session High",
      "level_value": 5980.75,
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      "held": true,
      "mae": 0.5,
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      "vix_cat": "Low (<18)",
      "time_bucket": "Midday (11:00-13:00)",
      "approach_from_below": "True"
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    {
      "date": "2025-01-03",
      "time": "12:03:00",
      "level_type": "Round 25",
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      "time_bucket": "Midday (11:00-13:00)",
      "approach_from_below": "False"
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    {
      "date": "2025-01-03",
      "time": "12:33:00",
      "level_type": "Round 25",
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    {
      "date": "2025-01-03",
      "time": "13:03:00",
      "level_type": "Round 25",
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      "time_bucket": "Afternoon (13:00-15:00)",
      "approach_from_below": "True"
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    {
      "date": "2025-01-03",
      "time": "13:19:00",
      "level_type": "Session High",
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      "time_bucket": "Afternoon (13:00-15:00)",
      "approach_from_below": "True"
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    {
      "date": "2025-01-03",
      "time": "13:49:00",
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      "time_bucket": "Afternoon (13:00-15:00)",
      "approach_from_below": "True"
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    {
      "date": "2025-01-03",
      "time": "14:19:00",
      "level_type": "Session High",
      "level_value": 5992.25,
      "price": 5992.0,
      "held": true,
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      "vix_cat": "Low (<18)",
      "time_bucket": "Afternoon (13:00-15:00)",
      "approach_from_below": "True"
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    {
      "date": "2025-01-06",
      "time": "09:30:00",
      "level_type": "Session High",
      "level_value": 6036.25,
      "price": 6034.75,
      "held": false,
      "mae": 16.75,
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      "time_bucket": "Open (9:30-10:00)",
      "approach_from_below": "True"
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    {
      "date": "2025-01-06",
      "time": "09:33:00",
      "level_type": "Overnight High",
      "level_value": 6041.75,
      "price": 6038.5,
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      "gex_regime": "POS",
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      "time_bucket": "Open (9:30-10:00)",
      "approach_from_below": "True"
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    {
      "date": "2025-01-06",
      "time": "09:43:00",
      "level_type": "Round 25",
      "level_value": 6050.0,
      "price": 6044.25,
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      "gex_regime": "POS",
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      "time_bucket": "Open (9:30-10:00)",
      "approach_from_below": "True"
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    {
      "date": "2025-01-06",
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