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    "RVOL_BOT_Q": {
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      "persist_long_wr": 0.4286,
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    "ABOVE_VWAP": {
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      "persist_long_wr": 0.6,
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      "fade_avg_ret": 0.001802
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    "ORB_BREAK_UP": {
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      "persist_rate": 0.4643,
      "persist_long_wr": 0.6923,
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      "fade_short_wr": 0.6667,
      "fade_avg_ret": 0.001214
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      "persist_rate": 0.6,
      "persist_long_wr": 0.6667,
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      "fade_short_wr": 1.0,
      "fade_avg_ret": 0.004425
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    "ORB_INSIDE": {
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      "persist_long_wr": 0.5556,
      "persist_avg_ret": 0.00072,
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      "fade_avg_ret": 0.000166
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    "INC_TOP_Q": {
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      "persist_long_wr": 0.6364,
      "persist_avg_ret": 0.000814,
      "fade_short_wr": null,
      "fade_avg_ret": null
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    "INC_NOT_TOP": {
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      "persist_rate": 0.35,
      "persist_long_wr": 0.6429,
      "persist_avg_ret": 0.001349,
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      "fade_avg_ret": 0.001098
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      "persist_long_wr": 0.6667,
      "persist_avg_ret": 0.001119,
      "fade_short_wr": null,
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    "DECELERATING": {
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      "persist_rate": 0.4222,
      "persist_long_wr": 0.6316,
      "persist_avg_ret": 0.001112,
      "fade_short_wr": 0.6538,
      "fade_avg_ret": 0.001098
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      "N_persist": 10,
      "N_fade": 11,
      "persist_rate": 0.4762,
      "persist_long_wr": 0.7,
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      "fade_short_wr": 0.7273,
      "fade_avg_ret": 0.001753
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      "persist_rate": 0.5,
      "persist_long_wr": 0.6,
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      "fade_short_wr": 0.6,
      "fade_avg_ret": 0.000617
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    "ROC_TOP_Q": {
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      "persist_rate": 0.4615,
      "persist_long_wr": 0.5,
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      "fade_short_wr": 0.7143,
      "fade_avg_ret": 0.000772
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  "COMBOS_OOS": {
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      "N_fade": 10,
      "persist_rate": 0.5,
      "persist_long_wr": 0.5,
      "persist_avg_ret": 0.000547,
      "fade_short_wr": 0.7,
      "fade_avg_ret": 0.001051
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    "gap_UP + ABOVE_VWAP": {
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      "N_fade": 12,
      "persist_rate": 0.4783,
      "persist_long_wr": 0.5455,
      "persist_avg_ret": 0.000715,
      "fade_short_wr": 0.6667,
      "fade_avg_ret": 0.001428
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    "gap_UP + ORB_UP": {
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      "N_persist": 7,
      "N_fade": 11,
      "persist_rate": 0.3889,
      "persist_long_wr": 0.5714,
      "persist_avg_ret": 0.000863,
      "fade_short_wr": 0.7273,
      "fade_avg_ret": 0.001611
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    "first15_UP + ABOVE_VWAP": {
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      "N_fade": 14,
      "persist_rate": 0.5172,
      "persist_long_wr": 0.6,
      "persist_avg_ret": 0.000804,
      "fade_short_wr": 0.5,
      "fade_avg_ret": 0.000314
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    "first15_UP + ORB_UP": {
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      "N_persist": 9,
      "N_fade": 10,
      "persist_rate": 0.4737,
      "persist_long_wr": 0.6667,
      "persist_avg_ret": 0.001269,
      "fade_short_wr": 0.6,
      "fade_avg_ret": 0.000667
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    "first15_UP + RVOL_HIGH": {
      "N": 16,
      "N_persist": 10,
      "N_fade": 6,
      "persist_rate": 0.625,
      "persist_long_wr": 0.6,
      "persist_avg_ret": 0.000708,
      "fade_short_wr": 0.5,
      "fade_avg_ret": 7.1e-05
    },
    "ABOVE_VWAP + ORB_UP": {
      "N": 28,
      "N_persist": 13,
      "N_fade": 15,
      "persist_rate": 0.4643,
      "persist_long_wr": 0.6923,
      "persist_avg_ret": 0.00131,
      "fade_short_wr": 0.6667,
      "fade_avg_ret": 0.001214
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    "ABOVE_VWAP + RVOL_HIGH": {
      "N": 18,
      "N_persist": 11,
      "N_fade": 7,
      "persist_rate": 0.6111,
      "persist_long_wr": 0.6364,
      "persist_avg_ret": 0.000869,
      "fade_short_wr": 0.5714,
      "fade_avg_ret": 0.001375
    },
    "gap_UP + first15_UP + ABOVE_VWAP": {
      "N": 16,
      "N_persist": 9,
      "N_fade": 7,
      "persist_rate": 0.5625,
      "persist_long_wr": 0.4444,
      "persist_avg_ret": 0.000236,
      "fade_short_wr": 0.5714,
      "fade_avg_ret": 0.0008
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    "gap_UP + ORB_UP + RVOL_HIGH": {
      "N": 10,
      "N_persist": 5,
      "N_fade": 5,
      "persist_rate": 0.5,
      "persist_long_wr": 0.6,
      "persist_avg_ret": 0.000642,
      "fade_short_wr": 0.8,
      "fade_avg_ret": 0.002366
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    "ROC_POSITIVE + ABOVE_VWAP": {
      "N": 20,
      "N_persist": 10,
      "N_fade": 10,
      "persist_rate": 0.5,
      "persist_long_wr": 0.7,
      "persist_avg_ret": 0.001468,
      "fade_short_wr": 0.7,
      "fade_avg_ret": 0.00124
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    "first15_DOWN + BELOW_VWAP (fade signal)": {
      "N": 5,
      "N_persist": 3,
      "N_fade": 2,
      "persist_rate": 0.6,
      "persist_long_wr": 0.3333,
      "persist_avg_ret": 0.000216,
      "fade_short_wr": 1.0,
      "fade_avg_ret": 0.004425
    }
  }
}