{
  "test1_threshold_ladder": [
    {
      "threshold": ">50.25%",
      "direction": "long",
      "N": 131,
      "WR": 56.5,
      "avg_ret": 0.0192,
      "tstat": 0.78
    },
    {
      "threshold": ">50.50%",
      "direction": "long",
      "N": 114,
      "WR": 53.5,
      "avg_ret": 0.005,
      "tstat": 0.19
    },
    {
      "threshold": ">50.75%",
      "direction": "long",
      "N": 90,
      "WR": 55.6,
      "avg_ret": 0.0184,
      "tstat": 0.62
    },
    {
      "threshold": ">51.00%",
      "direction": "long",
      "N": 71,
      "WR": 52.1,
      "avg_ret": -0.0025,
      "tstat": -0.07
    },
    {
      "threshold": ">51.25%",
      "direction": "long",
      "N": 47,
      "WR": 51.1,
      "avg_ret": -0.0017,
      "tstat": -0.04
    },
    {
      "threshold": ">51.50%",
      "direction": "long",
      "N": 36,
      "WR": 47.2,
      "avg_ret": -0.0208,
      "tstat": -0.41
    },
    {
      "threshold": ">52.00%",
      "direction": "long",
      "N": 21,
      "WR": 57.1,
      "avg_ret": 0.0446,
      "tstat": 0.87
    },
    {
      "threshold": ">53.00%",
      "direction": "long",
      "N": 8,
      "WR": 62.5,
      "avg_ret": 0.1133,
      "tstat": 1.61
    },
    {
      "threshold": "<49.75%",
      "direction": "short",
      "N": 119,
      "WR": 51.3,
      "avg_ret": 0.0643,
      "tstat": 1.86
    },
    {
      "threshold": "<49.50%",
      "direction": "short",
      "N": 97,
      "WR": 49.5,
      "avg_ret": 0.0659,
      "tstat": 1.61
    },
    {
      "threshold": "<49.25%",
      "direction": "short",
      "N": 76,
      "WR": 47.4,
      "avg_ret": 0.0859,
      "tstat": 1.75
    },
    {
      "threshold": "<49.00%",
      "direction": "short",
      "N": 58,
      "WR": 44.8,
      "avg_ret": 0.0712,
      "tstat": 1.21
    },
    {
      "threshold": "<48.50%",
      "direction": "short",
      "N": 29,
      "WR": 41.4,
      "avg_ret": 0.0184,
      "tstat": 0.21
    },
    {
      "threshold": "<48.00%",
      "direction": "short",
      "N": 16,
      "WR": 50.0,
      "avg_ret": 0.1326,
      "tstat": 1.01
    },
    {
      "threshold": "<47.00%",
      "direction": "short",
      "N": 2,
      "WR": NaN,
      "avg_ret": NaN,
      "tstat": NaN
    }
  ],
  "test2_decile_analysis": {
    "deciles": [
      {
        "decile": 1,
        "buy_pct_range": "46.38-48.48%",
        "N": 29,
        "WR_1h": 58.6,
        "avg_1h": -0.0184,
        "avg_3h": -0.0482,
        "avg_eod": -0.1514
      },
      {
        "decile": 2,
        "buy_pct_range": "48.53-48.96%",
        "N": 29,
        "WR_1h": 51.7,
        "avg_1h": -0.1239,
        "avg_3h": -0.243,
        "avg_eod": -0.3073
      },
      {
        "decile": 3,
        "buy_pct_range": "49.05-49.39%",
        "N": 29,
        "WR_1h": 41.4,
        "avg_1h": -0.071,
        "avg_3h": 0.1431,
        "avg_eod": 0.0982
      },
      {
        "decile": 4,
        "buy_pct_range": "49.39-49.71%",
        "N": 29,
        "WR_1h": 44.8,
        "avg_1h": -0.0263,
        "avg_3h": 0.3059,
        "avg_eod": 0.3984
      },
      {
        "decile": 5,
        "buy_pct_range": "49.71-50.13%",
        "N": 29,
        "WR_1h": 65.5,
        "avg_1h": 0.0712,
        "avg_3h": 0.036,
        "avg_eod": 0.1236
      },
      {
        "decile": 6,
        "buy_pct_range": "50.13-50.40%",
        "N": 29,
        "WR_1h": 51.7,
        "avg_1h": 0.0114,
        "avg_3h": -0.0518,
        "avg_eod": -0.0634
      },
      {
        "decile": 7,
        "buy_pct_range": "50.45-50.82%",
        "N": 29,
        "WR_1h": 51.7,
        "avg_1h": -0.033,
        "avg_3h": -0.0715,
        "avg_eod": -0.1369
      },
      {
        "decile": 8,
        "buy_pct_range": "50.83-51.11%",
        "N": 29,
        "WR_1h": 62.1,
        "avg_1h": 0.0605,
        "avg_3h": 0.1262,
        "avg_eod": 0.2066
      },
      {
        "decile": 9,
        "buy_pct_range": "51.12-51.70%",
        "N": 29,
        "WR_1h": 55.2,
        "avg_1h": 0.0104,
        "avg_3h": -0.001,
        "avg_eod": 0.1067
      },
      {
        "decile": 10,
        "buy_pct_range": "51.79-53.99%",
        "N": 29,
        "WR_1h": 48.3,
        "avg_1h": -0.0101,
        "avg_3h": -0.1268,
        "avg_eod": -0.1511
      }
    ],
    "monotonicity_score": 0.444,
    "rank_ic": 0.507
  },
  "test3_rvol_interaction": [
    {
      "rvol_q": "Q1_low",
      "bp_q": "Q1_sell",
      "N": 18,
      "WR_1h": 50.0,
      "avg_1h": -0.1054
    },
    {
      "rvol_q": "Q1_low",
      "bp_q": "Q2",
      "N": 15,
      "WR_1h": 46.7,
      "avg_1h": -0.0473
    },
    {
      "rvol_q": "Q1_low",
      "bp_q": "Q3",
      "N": 17,
      "WR_1h": 41.2,
      "avg_1h": -0.0432
    },
    {
      "rvol_q": "Q1_low",
      "bp_q": "Q4_buy",
      "N": 23,
      "WR_1h": 39.1,
      "avg_1h": -0.0619
    },
    {
      "rvol_q": "Q2",
      "bp_q": "Q1_sell",
      "N": 16,
      "WR_1h": 37.5,
      "avg_1h": -0.246
    },
    {
      "rvol_q": "Q2",
      "bp_q": "Q2",
      "N": 21,
      "WR_1h": 57.1,
      "avg_1h": 0.0048
    },
    {
      "rvol_q": "Q2",
      "bp_q": "Q3",
      "N": 18,
      "WR_1h": 50.0,
      "avg_1h": -0.0069
    },
    {
      "rvol_q": "Q2",
      "bp_q": "Q4_buy",
      "N": 17,
      "WR_1h": 52.9,
      "avg_1h": 0.0351
    },
    {
      "rvol_q": "Q3",
      "bp_q": "Q1_sell",
      "N": 18,
      "WR_1h": 50.0,
      "avg_1h": -0.0056
    },
    {
      "rvol_q": "Q3",
      "bp_q": "Q2",
      "N": 16,
      "WR_1h": 68.8,
      "avg_1h": 0.1101
    },
    {
      "rvol_q": "Q3",
      "bp_q": "Q3",
      "N": 17,
      "WR_1h": 64.7,
      "avg_1h": 0.0701
    },
    {
      "rvol_q": "Q3",
      "bp_q": "Q4_buy",
      "N": 21,
      "WR_1h": 66.7,
      "avg_1h": 0.0711
    },
    {
      "rvol_q": "Q4_high",
      "bp_q": "Q1_sell",
      "N": 21,
      "WR_1h": 57.1,
      "avg_1h": -0.0438
    },
    {
      "rvol_q": "Q4_high",
      "bp_q": "Q2",
      "N": 20,
      "WR_1h": 50.0,
      "avg_1h": 0.041
    },
    {
      "rvol_q": "Q4_high",
      "bp_q": "Q3",
      "N": 20,
      "WR_1h": 70.0,
      "avg_1h": 0.0545
    },
    {
      "rvol_q": "Q4_high",
      "bp_q": "Q4_buy",
      "N": 12,
      "WR_1h": 41.7,
      "avg_1h": -0.0841
    }
  ],
  "test4_time_decay": [
    {
      "horizon": "15min",
      "topq_wr": 46.6,
      "topq_avg": 0.0125,
      "all_wr": 47.2,
      "all_avg": -0.0087,
      "tstat": 0.8
    },
    {
      "horizon": "30min",
      "topq_wr": 53.4,
      "topq_avg": -0.0025,
      "all_wr": 51.0,
      "all_avg": -0.0137,
      "tstat": -0.1
    },
    {
      "horizon": "1H",
      "topq_wr": 51.7,
      "topq_avg": 0.0002,
      "all_wr": 53.1,
      "all_avg": -0.013,
      "tstat": 0.01
    },
    {
      "horizon": "2H",
      "topq_wr": 51.7,
      "topq_avg": -0.0019,
      "all_wr": 53.1,
      "all_avg": -0.0171,
      "tstat": -0.04
    },
    {
      "horizon": "3H",
      "topq_wr": 53.4,
      "topq_avg": -0.0639,
      "all_wr": 54.5,
      "all_avg": 0.0071,
      "tstat": -1.09
    },
    {
      "horizon": "EOD",
      "topq_wr": 51.7,
      "topq_avg": -0.0222,
      "all_wr": 53.4,
      "all_avg": 0.0126,
      "tstat": -0.35
    }
  ],
  "test5_dow": [
    {
      "day": "Mon",
      "N_top": 11,
      "WR_top": 36.4,
      "avg_top": -0.1172,
      "N_bot": 16,
      "WR_bot": 43.8,
      "avg_bot": -0.0189
    },
    {
      "day": "Tue",
      "N_top": 12,
      "WR_top": 58.3,
      "avg_top": 0.0552,
      "N_bot": 10,
      "WR_bot": 50.0,
      "avg_bot": 0.0737
    },
    {
      "day": "Wed",
      "N_top": 14,
      "WR_top": 50.0,
      "avg_top": 0.014,
      "N_bot": 10,
      "WR_bot": 70.0,
      "avg_bot": 0.2181
    },
    {
      "day": "Thu",
      "N_top": 9,
      "WR_top": 33.3,
      "avg_top": -0.0705,
      "N_bot": 13,
      "WR_bot": 30.8,
      "avg_bot": 0.044
    },
    {
      "day": "Fri",
      "N_top": 12,
      "WR_top": 75.0,
      "avg_top": 0.0897,
      "N_bot": 9,
      "WR_bot": 33.3,
      "avg_bot": 0.1044
    }
  ],
  "test6_consecutive": {
    "both_top": {
      "N": 33,
      "WR": 66.7,
      "avg_ret": 0.1004,
      "tstat": 2.62
    },
    "only_30_top": {
      "N": 25,
      "WR": 32.0,
      "avg_ret": -0.132,
      "tstat": -2.17
    },
    "any_30_top": {
      "N": 58,
      "WR": 51.7,
      "avg_ret": 0.0002,
      "tstat": 0.01
    },
    "both_bot_short": {
      "N": 36,
      "WR": 47.2,
      "avg_ret": 0.1275,
      "tstat": 1.72
    }
  },
  "test7_magnitude": {
    "pearson_abs_1h": 0.0955,
    "p_abs_1h": 0.1053,
    "pearson_abs_eod": -0.0219,
    "p_abs_eod": 0.7111,
    "spearman_abs_1h": 0.1296,
    "p_spearman": 0.0276,
    "pearson_signed_1h": 0.0911,
    "p_signed": 0.1224
  },
  "test8_gex_regime": {
    "POS": {
      "N": 8,
      "WR": 75.0,
      "avg_ret": 0.1289,
      "tstat": 1.35
    },
    "NEG": {
      "N": 1,
      "WR": NaN,
      "avg_ret": NaN,
      "tstat": NaN
    }
  },
  "test9_gex_magnitude": [
    {
      "gex_tier": "LOW_POS",
      "bp_q": "Q1_sell",
      "N": 10,
      "WR_1h": 50.0,
      "avg_1h": 0.0908
    },
    {
      "gex_tier": "LOW_POS",
      "bp_q": "Q2",
      "N": 11,
      "WR_1h": 54.5,
      "avg_1h": -0.0356
    },
    {
      "gex_tier": "LOW_POS",
      "bp_q": "Q3",
      "N": 9,
      "WR_1h": 33.3,
      "avg_1h": -0.0172
    },
    {
      "gex_tier": "LOW_POS",
      "bp_q": "Q4_buy",
      "N": 10,
      "WR_1h": 70.0,
      "avg_1h": 0.1138
    }
  ],
  "summary": {
    "is_ic": 0.0633,
    "oos_ic": 0.0911,
    "n_is": 435,
    "n_oos": 290,
    "is_cutoff": "2024-12-23"
  },
  "test8_gex_regime_corrected": {
    "source": "squeezemetrics_dix_gex.csv",
    "n_oos_with_gex": 283
  },
  "test9_gex_magnitude_corrected": {
    "source": "squeezemetrics_dix_gex.csv"
  }
}