{
  "metadata": {
    "date_range": "2025-01-02 to 2026-02-19",
    "n_days": 283,
    "n_is": 169,
    "n_oos": 114,
    "chop_rate_overall": 0.6113074204946997,
    "day_type_distribution": {
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      "CLEAN_BREAK_UP": 59,
      "CLEAN_BREAK_DOWN": 51,
      "BREAK_UP_NO_CLOSE": 8,
      "BREAK_DOWN_NO_CLOSE": 8
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  },
  "factor_results": {
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    "Pre-market Volume": {
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      "low_20_chop_rate": 0.543859649122807,
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    "First 5min Range (%)": {
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    "First 5min Volume": {
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      "low_20_chop_rate": 0.6140350877192983,
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    "ORB Range (%)": {
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  "day_of_week": {
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      "chop_rate": 0.5254237288135594
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    "Tuesday": {
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    "Friday": {
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  "surviving_factors": [
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    "Gamma HHI",
    "Day of Week",
    "Prior Day Chop",
    "Prior Day Range"
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  "composite_score": {
    "name": "COMPOSITE",
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    "ic": 0.1323903492446876,
    "p_value": 0.025940250068971514,
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}