{
  "validation_date": "2026-03-11T00:07:59",
  "source_window": {
    "sg_dates": [
      "2026-02-10",
      "2026-02-11",
      "2026-02-12",
      "2026-02-13",
      "2026-02-17",
      "2026-02-18",
      "2026-02-19",
      "2026-02-20",
      "2026-02-23",
      "2026-02-24",
      "2026-02-25",
      "2026-02-26",
      "2026-02-27",
      "2026-03-02",
      "2026-03-03",
      "2026-03-04",
      "2026-03-05",
      "2026-03-06"
    ],
    "our_daily_min": "2026-02-10",
    "our_daily_max": "2026-02-27",
    "overlap_days_regime": 13,
    "overlap_days_levels": 7
  },
  "regime_comparison": {
    "agreement_pct": 84.62,
    "agreement_n": 13,
    "daily": [
      {
        "date": "2026-02-10",
        "sg_net_gamma": 0.68,
        "our_total_gex": 16.6673,
        "sg_regime": "positive",
        "our_regime": "positive",
        "agree": true
      },
      {
        "date": "2026-02-11",
        "sg_net_gamma": 0.376,
        "our_total_gex": 11.9879,
        "sg_regime": "positive",
        "our_regime": "positive",
        "agree": true
      },
      {
        "date": "2026-02-12",
        "sg_net_gamma": -2.888,
        "our_total_gex": -78.8839,
        "sg_regime": "negative",
        "our_regime": "negative",
        "agree": true
      },
      {
        "date": "2026-02-13",
        "sg_net_gamma": -2.885,
        "our_total_gex": -73.2824,
        "sg_regime": "negative",
        "our_regime": "negative",
        "agree": true
      },
      {
        "date": "2026-02-17",
        "sg_net_gamma": -1.731,
        "our_total_gex": -58.2882,
        "sg_regime": "negative",
        "our_regime": "negative",
        "agree": true
      },
      {
        "date": "2026-02-18",
        "sg_net_gamma": -1.123,
        "our_total_gex": -24.2891,
        "sg_regime": "negative",
        "our_regime": "negative",
        "agree": true
      },
      {
        "date": "2026-02-19",
        "sg_net_gamma": -1.943,
        "our_total_gex": -39.6591,
        "sg_regime": "negative",
        "our_regime": "negative",
        "agree": true
      },
      {
        "date": "2026-02-20",
        "sg_net_gamma": -0.167,
        "our_total_gex": -0.8068,
        "sg_regime": "negative",
        "our_regime": "negative",
        "agree": true
      },
      {
        "date": "2026-02-23",
        "sg_net_gamma": -1.941,
        "our_total_gex": -78.9092,
        "sg_regime": "negative",
        "our_regime": "negative",
        "agree": true
      },
      {
        "date": "2026-02-24",
        "sg_net_gamma": -0.2,
        "our_total_gex": 77.3779,
        "sg_regime": "negative",
        "our_regime": "positive",
        "agree": false
      },
      {
        "date": "2026-02-25",
        "sg_net_gamma": 2.241,
        "our_total_gex": 141.7082,
        "sg_regime": "positive",
        "our_regime": "positive",
        "agree": true
      },
      {
        "date": "2026-02-26",
        "sg_net_gamma": 0.102,
        "our_total_gex": 149.5167,
        "sg_regime": "positive",
        "our_regime": "positive",
        "agree": true
      },
      {
        "date": "2026-02-27",
        "sg_net_gamma": -0.973,
        "our_total_gex": 162.9728,
        "sg_regime": "negative",
        "our_regime": "positive",
        "agree": false
      }
    ]
  },
  "level_comparison": {
    "call_wall": {
      "name": "call_wall",
      "n": 7,
      "mean_bias": 0.0,
      "mae": 0.0,
      "rmse": 0.0,
      "mean_pct_error": 0.0,
      "correlation": 1.0,
      "daily": [
        {
          "date": "2026-02-26",
          "sg": 7050.0,
          "ours": 7050.0,
          "diff": 0.0,
          "abs_diff": 0.0
        },
        {
          "date": "2026-02-27",
          "sg": 7100.0,
          "ours": 7100.0,
          "diff": 0.0,
          "abs_diff": 0.0
        },
        {
          "date": "2026-03-02",
          "sg": 7100.0,
          "ours": 7100.0,
          "diff": 0.0,
          "abs_diff": 0.0
        },
        {
          "date": "2026-03-03",
          "sg": 7100.0,
          "ours": 7100.0,
          "diff": 0.0,
          "abs_diff": 0.0
        },
        {
          "date": "2026-03-04",
          "sg": 7100.0,
          "ours": 7100.0,
          "diff": 0.0,
          "abs_diff": 0.0
        },
        {
          "date": "2026-03-05",
          "sg": 7100.0,
          "ours": 7100.0,
          "diff": 0.0,
          "abs_diff": 0.0
        },
        {
          "date": "2026-03-06",
          "sg": 7100.0,
          "ours": 7100.0,
          "diff": 0.0,
          "abs_diff": 0.0
        }
      ]
    },
    "put_wall": {
      "name": "put_wall",
      "n": 7,
      "mean_bias": 0.0,
      "mae": 0.0,
      "rmse": 0.0,
      "mean_pct_error": 0.0,
      "correlation": 1.0,
      "daily": [
        {
          "date": "2026-02-26",
          "sg": 6800.0,
          "ours": 6800.0,
          "diff": 0.0,
          "abs_diff": 0.0
        },
        {
          "date": "2026-02-27",
          "sg": 6800.0,
          "ours": 6800.0,
          "diff": 0.0,
          "abs_diff": 0.0
        },
        {
          "date": "2026-03-02",
          "sg": 6800.0,
          "ours": 6800.0,
          "diff": 0.0,
          "abs_diff": 0.0
        },
        {
          "date": "2026-03-03",
          "sg": 6700.0,
          "ours": 6700.0,
          "diff": 0.0,
          "abs_diff": 0.0
        },
        {
          "date": "2026-03-04",
          "sg": 6800.0,
          "ours": 6800.0,
          "diff": 0.0,
          "abs_diff": 0.0
        },
        {
          "date": "2026-03-05",
          "sg": 6700.0,
          "ours": 6700.0,
          "diff": 0.0,
          "abs_diff": 0.0
        },
        {
          "date": "2026-03-06",
          "sg": 6700.0,
          "ours": 6700.0,
          "diff": 0.0,
          "abs_diff": 0.0
        }
      ]
    },
    "abs_gamma": {
      "name": "abs_gamma",
      "n": 7,
      "mean_bias": 125.0,
      "mae": 125.0,
      "rmse": 126.65,
      "mean_pct_error": 1.819,
      "correlation": NaN,
      "daily": [
        {
          "date": "2026-02-26",
          "sg": 6895.0,
          "ours": 7000.0,
          "diff": 105.0,
          "abs_diff": 105.0
        },
        {
          "date": "2026-02-27",
          "sg": 6890.0,
          "ours": 7000.0,
          "diff": 110.0,
          "abs_diff": 110.0
        },
        {
          "date": "2026-03-02",
          "sg": 6890.0,
          "ours": 7000.0,
          "diff": 110.0,
          "abs_diff": 110.0
        },
        {
          "date": "2026-03-03",
          "sg": 6875.0,
          "ours": 7000.0,
          "diff": 125.0,
          "abs_diff": 125.0
        },
        {
          "date": "2026-03-04",
          "sg": 6875.0,
          "ours": 7000.0,
          "diff": 125.0,
          "abs_diff": 125.0
        },
        {
          "date": "2026-03-05",
          "sg": 6870.0,
          "ours": 7000.0,
          "diff": 130.0,
          "abs_diff": 130.0
        },
        {
          "date": "2026-03-06",
          "sg": 6830.0,
          "ours": 7000.0,
          "diff": 170.0,
          "abs_diff": 170.0
        }
      ]
    },
    "zero_gamma": {
      "name": "zero_gamma",
      "n": 6,
      "mean_bias": 733.33,
      "mae": 733.33,
      "rmse": 847.25,
      "mean_pct_error": 10.596,
      "correlation": 0.9548,
      "daily": [
        {
          "date": "2026-02-10",
          "sg": 6940.0,
          "ours": 8100.0,
          "diff": 1160.0,
          "abs_diff": 1160.0
        },
        {
          "date": "2026-02-11",
          "sg": 6940.0,
          "ours": 8400.0,
          "diff": 1460.0,
          "abs_diff": 1460.0
        },
        {
          "date": "2026-02-24",
          "sg": 6890.0,
          "ours": 7500.0,
          "diff": 610.0,
          "abs_diff": 610.0
        },
        {
          "date": "2026-02-25",
          "sg": 6895.0,
          "ours": 7300.0,
          "diff": 405.0,
          "abs_diff": 405.0
        },
        {
          "date": "2026-02-26",
          "sg": 6895.0,
          "ours": 7300.0,
          "diff": 405.0,
          "abs_diff": 405.0
        },
        {
          "date": "2026-02-27",
          "sg": 6890.0,
          "ours": 7250.0,
          "diff": 360.0,
          "abs_diff": 360.0
        }
      ]
    }
  },
  "notes": {
    "call_put_abs_source": "data/spotgamma_strike_history.json (available only on recent dates)",
    "zero_gamma_source": "our gamma_flip from data/dealer_gex_daily_v2.csv"
  }
}