{
  "file": "tbbo_ESH6_2025-12-15_2026-02-28.dbn.zst",
  "total_events": 6380,
  "scored_events": 6367,
  "is_oos_split": "70/30",
  "split_index": 4466,
  "results": {
    "IS": {
      "n": 4466,
      "n_hold": 2968,
      "n_break": 1485,
      "n_neither": 13,
      "hold_rate": 0.6646,
      "break_rate": 0.3325,
      "signals": {
        "delta_momentum": {
          "accuracy": 0.5289,
          "ic": -0.0713,
          "n_scored": 4453
        },
        "absorption": {
          "accuracy": 0.3404,
          "ic": 0.363,
          "n_scored": 4453
        },
        "delta_exhaustion": {
          "n_events": 1236,
          "hold_rate_when_exhausted": 0.6869
        },
        "refill_speed": {
          "accuracy": 0.658,
          "ic": -0.2047,
          "n_scored": 4453
        }
      },
      "by_level_type": {
        "round25": {
          "n": 1630,
          "hold_rate": 0.673,
          "break_rate": 0.327
        },
        "session_high": {
          "n": 1249,
          "hold_rate": 0.7262,
          "break_rate": 0.2738
        },
        "session_low": {
          "n": 1151,
          "hold_rate": 0.5647,
          "break_rate": 0.4353
        },
        "prior_close": {
          "n": 423,
          "hold_rate": 0.7423,
          "break_rate": 0.2577
        }
      }
    },
    "OOS": {
      "n": 1914,
      "n_hold": 1075,
      "n_break": 839,
      "n_neither": 0,
      "hold_rate": 0.5617,
      "break_rate": 0.4383,
      "signals": {
        "delta_momentum": {
          "accuracy": 0.5,
          "ic": -0.0492,
          "n_scored": 1914
        },
        "absorption": {
          "accuracy": 0.4404,
          "ic": 0.3019,
          "n_scored": 1914
        },
        "delta_exhaustion": {
          "n_events": 543,
          "hold_rate_when_exhausted": 0.6188
        },
        "refill_speed": {
          "accuracy": 0.559,
          "ic": -0.2736,
          "n_scored": 1914
        }
      },
      "by_level_type": {
        "round25": {
          "n": 752,
          "hold_rate": 0.5851,
          "break_rate": 0.4149
        },
        "session_high": {
          "n": 511,
          "hold_rate": 0.6164,
          "break_rate": 0.3836
        },
        "session_low": {
          "n": 454,
          "hold_rate": 0.4515,
          "break_rate": 0.5485
        },
        "prior_close": {
          "n": 197,
          "hold_rate": 0.5838,
          "break_rate": 0.4162
        }
      }
    }
  },
  "parameters": {
    "approach_dist_ticks": 8,
    "hold_ticks": 2,
    "break_ticks": 4,
    "outcome_window_s": 60.0,
    "delta_window_s": 30.0
  },
  "generated": "2026-03-12T22:23:41.024333"
}