{
  "test1_delta_vpoc_mr": {
    "delta_vpoc": {
      "lb1": {
        "is": {
          "h30": {
            "n": 407,
            "wr_pct": 50.1,
            "sharpe": 0.813,
            "avg_ret": 0.01
          },
          "h60": {
            "n": 407,
            "wr_pct": 46.7,
            "sharpe": 0.588,
            "avg_ret": 0.0099
          },
          "h120": {
            "n": 407,
            "wr_pct": 48.6,
            "sharpe": 1.035,
            "avg_ret": 0.0227
          }
        },
        "oos": {
          "h30": {
            "n": 271,
            "wr_pct": 46.9,
            "sharpe": -0.604,
            "avg_ret": -0.0109
          },
          "h60": {
            "n": 271,
            "wr_pct": 46.9,
            "sharpe": 0.182,
            "avg_ret": 0.0041
          },
          "h120": {
            "n": 271,
            "wr_pct": 52.4,
            "sharpe": 0.191,
            "avg_ret": 0.0058
          }
        }
      },
      "lb5": {
        "is": {
          "h30": {
            "n": 429,
            "wr_pct": 47.3,
            "sharpe": 0.964,
            "avg_ret": 0.0116
          },
          "h60": {
            "n": 429,
            "wr_pct": 48.3,
            "sharpe": 1.211,
            "avg_ret": 0.0201
          },
          "h120": {
            "n": 429,
            "wr_pct": 50.1,
            "sharpe": 1.708,
            "avg_ret": 0.0368
          }
        },
        "oos": {
          "h30": {
            "n": 284,
            "wr_pct": 47.5,
            "sharpe": 0.058,
            "avg_ret": 0.001
          },
          "h60": {
            "n": 284,
            "wr_pct": 49.3,
            "sharpe": 0.612,
            "avg_ret": 0.0137
          },
          "h120": {
            "n": 284,
            "wr_pct": 54.6,
            "sharpe": 0.599,
            "avg_ret": 0.018
          }
        }
      },
      "lb10": {
        "is": {
          "h30": {
            "n": 430,
            "wr_pct": 49.5,
            "sharpe": 0.554,
            "avg_ret": 0.0066
          },
          "h60": {
            "n": 430,
            "wr_pct": 49.5,
            "sharpe": 0.805,
            "avg_ret": 0.0132
          },
          "h120": {
            "n": 430,
            "wr_pct": 48.8,
            "sharpe": 0.761,
            "avg_ret": 0.0162
          }
        },
        "oos": {
          "h30": {
            "n": 286,
            "wr_pct": 47.2,
            "sharpe": 0.506,
            "avg_ret": 0.0088
          },
          "h60": {
            "n": 286,
            "wr_pct": 50.3,
            "sharpe": 0.909,
            "avg_ret": 0.02
          },
          "h120": {
            "n": 286,
            "wr_pct": 51.4,
            "sharpe": 0.446,
            "avg_ret": 0.0133
          }
        }
      }
    },
    "regular_vpoc": {
      "lb1": {
        "is": {
          "h30": {
            "n": 403,
            "wr_pct": 49.9,
            "sharpe": 0.148,
            "avg_ret": 0.0018
          },
          "h60": {
            "n": 403,
            "wr_pct": 48.4,
            "sharpe": 0.214,
            "avg_ret": 0.0036
          },
          "h120": {
            "n": 403,
            "wr_pct": 49.4,
            "sharpe": 0.799,
            "avg_ret": 0.0173
          }
        },
        "oos": {
          "h30": {
            "n": 278,
            "wr_pct": 47.8,
            "sharpe": 0.511,
            "avg_ret": 0.0091
          },
          "h60": {
            "n": 278,
            "wr_pct": 49.3,
            "sharpe": 0.474,
            "avg_ret": 0.0105
          },
          "h120": {
            "n": 278,
            "wr_pct": 52.9,
            "sharpe": 0.789,
            "avg_ret": 0.0238
          }
        }
      },
      "lb5": {
        "is": {
          "h30": {
            "n": 417,
            "wr_pct": 49.6,
            "sharpe": 0.694,
            "avg_ret": 0.0083
          },
          "h60": {
            "n": 417,
            "wr_pct": 47.5,
            "sharpe": 0.905,
            "avg_ret": 0.015
          },
          "h120": {
            "n": 417,
            "wr_pct": 50.6,
            "sharpe": 1.626,
            "avg_ret": 0.0351
          }
        },
        "oos": {
          "h30": {
            "n": 288,
            "wr_pct": 48.3,
            "sharpe": 0.768,
            "avg_ret": 0.0134
          },
          "h60": {
            "n": 288,
            "wr_pct": 48.6,
            "sharpe": 1.275,
            "avg_ret": 0.0273
          },
          "h120": {
            "n": 288,
            "wr_pct": 54.5,
            "sharpe": 1.438,
            "avg_ret": 0.042
          }
        }
      },
      "lb10": {
        "is": {
          "h30": {
            "n": 432,
            "wr_pct": 50.5,
            "sharpe": 0.227,
            "avg_ret": 0.0027
          },
          "h60": {
            "n": 432,
            "wr_pct": 47.7,
            "sharpe": 0.126,
            "avg_ret": 0.0021
          },
          "h120": {
            "n": 432,
            "wr_pct": 50.0,
            "sharpe": 0.676,
            "avg_ret": 0.0143
          }
        },
        "oos": {
          "h30": {
            "n": 290,
            "wr_pct": 47.6,
            "sharpe": 0.946,
            "avg_ret": 0.0166
          },
          "h60": {
            "n": 290,
            "wr_pct": 48.6,
            "sharpe": 1.133,
            "avg_ret": 0.0253
          },
          "h120": {
            "n": 290,
            "wr_pct": 53.4,
            "sharpe": 0.711,
            "avg_ret": 0.0213
          }
        }
      }
    }
  },
  "test2_pos_delta_zone_support": {
    "pos_delta_zone": {
      "lb1": {
        "is": {
          "n": 345,
          "wr_pct": 52.2,
          "sharpe": 0.173,
          "avg_ret": 0.0021,
          "high_buy_pct": {
            "n": 63,
            "wr_pct": 55.6
          },
          "low_buy_pct": {
            "n": 76,
            "wr_pct": 43.4
          }
        },
        "oos": {
          "n": 229,
          "wr_pct": 46.7,
          "sharpe": -2.198,
          "avg_ret": -0.0454,
          "high_buy_pct": {
            "n": 34,
            "wr_pct": 47.1
          },
          "low_buy_pct": {
            "n": 22,
            "wr_pct": 45.5
          }
        }
      },
      "lb5": {
        "is": {
          "n": 394,
          "wr_pct": 50.5,
          "sharpe": -0.204,
          "avg_ret": -0.0023,
          "high_buy_pct": {
            "n": 79,
            "wr_pct": 58.2
          },
          "low_buy_pct": {
            "n": 103,
            "wr_pct": 40.8
          }
        },
        "oos": {
          "n": 268,
          "wr_pct": 47.8,
          "sharpe": -1.691,
          "avg_ret": -0.034,
          "high_buy_pct": {
            "n": 54,
            "wr_pct": 50.0
          },
          "low_buy_pct": {
            "n": 36,
            "wr_pct": 52.8
          }
        }
      },
      "lb10": {
        "is": {
          "n": 411,
          "wr_pct": 52.1,
          "sharpe": 0.094,
          "avg_ret": 0.0011,
          "high_buy_pct": {
            "n": 84,
            "wr_pct": 58.3
          },
          "low_buy_pct": {
            "n": 114,
            "wr_pct": 44.7
          }
        },
        "oos": {
          "n": 279,
          "wr_pct": 48.0,
          "sharpe": -1.51,
          "avg_ret": -0.0299,
          "high_buy_pct": {
            "n": 60,
            "wr_pct": 45.0
          },
          "low_buy_pct": {
            "n": 42,
            "wr_pct": 57.1
          }
        }
      }
    },
    "regular_val": {
      "lb1": {
        "is": {
          "n": 181,
          "wr_pct": 54.7,
          "sharpe": 0.623,
          "avg_ret": 0.0079,
          "high_buy_pct": {
            "n": 9,
            "wr_pct": 66.7
          },
          "low_buy_pct": {
            "n": 39,
            "wr_pct": 61.5
          }
        },
        "oos": {
          "n": 122,
          "wr_pct": 48.4,
          "sharpe": -1.524,
          "avg_ret": -0.0318,
          "high_buy_pct": {
            "n": 3,
            "wr_pct": 33.3
          },
          "low_buy_pct": {
            "n": 11,
            "wr_pct": 36.4
          }
        }
      },
      "lb5": {
        "is": {
          "n": 91,
          "wr_pct": 62.6,
          "sharpe": 5.017,
          "avg_ret": 0.0626,
          "high_buy_pct": {
            "n": 6,
            "wr_pct": 66.7
          },
          "low_buy_pct": {
            "n": 21,
            "wr_pct": 47.6
          }
        },
        "oos": {
          "n": 62,
          "wr_pct": 53.2,
          "sharpe": -1.448,
          "avg_ret": -0.041,
          "high_buy_pct": {
            "n": 2,
            "wr_pct": 50.0
          },
          "low_buy_pct": {
            "n": 7,
            "wr_pct": 28.6
          }
        }
      },
      "lb10": {
        "is": {
          "n": 58,
          "wr_pct": 55.2,
          "sharpe": 2.021,
          "avg_ret": 0.0281,
          "high_buy_pct": {
            "n": 4,
            "wr_pct": 50.0
          },
          "low_buy_pct": {
            "n": 14,
            "wr_pct": 64.3
          }
        },
        "oos": {
          "n": 43,
          "wr_pct": 46.5,
          "sharpe": -2.239,
          "avg_ret": -0.0691,
          "high_buy_pct": {
            "n": 1,
            "wr_pct": 100.0
          },
          "low_buy_pct": {
            "n": 6,
            "wr_pct": 16.7
          }
        }
      }
    }
  },
  "test3_neg_delta_zone_resistance": {
    "neg_delta_zone": {
      "lb1": {
        "is": {
          "n": 341,
          "wr_pct": 47.2,
          "sharpe": -0.246,
          "avg_ret": -0.003,
          "high_buy_pct": {
            "n": 58,
            "wr_pct": 48.3
          },
          "low_buy_pct": {
            "n": 78,
            "wr_pct": 57.7
          }
        },
        "oos": {
          "n": 228,
          "wr_pct": 50.0,
          "sharpe": 1.715,
          "avg_ret": 0.0334,
          "high_buy_pct": {
            "n": 32,
            "wr_pct": 53.1
          },
          "low_buy_pct": {
            "n": 26,
            "wr_pct": 50.0
          }
        }
      },
      "lb5": {
        "is": {
          "n": 386,
          "wr_pct": 49.0,
          "sharpe": 0.367,
          "avg_ret": 0.0042,
          "high_buy_pct": {
            "n": 74,
            "wr_pct": 43.2
          },
          "low_buy_pct": {
            "n": 101,
            "wr_pct": 59.4
          }
        },
        "oos": {
          "n": 267,
          "wr_pct": 50.9,
          "sharpe": 1.524,
          "avg_ret": 0.0284,
          "high_buy_pct": {
            "n": 56,
            "wr_pct": 50.0
          },
          "low_buy_pct": {
            "n": 38,
            "wr_pct": 42.1
          }
        }
      },
      "lb10": {
        "is": {
          "n": 404,
          "wr_pct": 47.8,
          "sharpe": 0.011,
          "avg_ret": 0.0001,
          "high_buy_pct": {
            "n": 81,
            "wr_pct": 43.2
          },
          "low_buy_pct": {
            "n": 109,
            "wr_pct": 55.0
          }
        },
        "oos": {
          "n": 279,
          "wr_pct": 50.5,
          "sharpe": 1.309,
          "avg_ret": 0.024,
          "high_buy_pct": {
            "n": 60,
            "wr_pct": 53.3
          },
          "low_buy_pct": {
            "n": 45,
            "wr_pct": 37.8
          }
        }
      }
    },
    "regular_vah": {
      "lb1": {
        "is": {
          "n": 219,
          "wr_pct": 49.3,
          "sharpe": 0.666,
          "avg_ret": 0.0073,
          "high_buy_pct": {
            "n": 30,
            "wr_pct": 33.3
          },
          "low_buy_pct": {
            "n": 31,
            "wr_pct": 61.3
          }
        },
        "oos": {
          "n": 131,
          "wr_pct": 49.6,
          "sharpe": 0.259,
          "avg_ret": 0.005,
          "high_buy_pct": {
            "n": 18,
            "wr_pct": 44.4
          },
          "low_buy_pct": {
            "n": 7,
            "wr_pct": 42.9
          }
        }
      },
      "lb5": {
        "is": {
          "n": 149,
          "wr_pct": 49.0,
          "sharpe": 0.653,
          "avg_ret": 0.0057,
          "high_buy_pct": {
            "n": 15,
            "wr_pct": 40.0
          },
          "low_buy_pct": {
            "n": 20,
            "wr_pct": 70.0
          }
        },
        "oos": {
          "n": 92,
          "wr_pct": 58.7,
          "sharpe": 3.894,
          "avg_ret": 0.0421,
          "high_buy_pct": {
            "n": 13,
            "wr_pct": 46.2
          },
          "low_buy_pct": {
            "n": 5,
            "wr_pct": 40.0
          }
        }
      },
      "lb10": {
        "is": {
          "n": 131,
          "wr_pct": 49.6,
          "sharpe": -0.324,
          "avg_ret": -0.0025,
          "high_buy_pct": {
            "n": 20,
            "wr_pct": 40.0
          },
          "low_buy_pct": {
            "n": 15,
            "wr_pct": 73.3
          }
        },
        "oos": {
          "n": 82,
          "wr_pct": 52.4,
          "sharpe": 1.332,
          "avg_ret": 0.0126,
          "high_buy_pct": {
            "n": 14,
            "wr_pct": 42.9
          },
          "low_buy_pct": {
            "n": 7,
            "wr_pct": 42.9
          }
        }
      }
    }
  },
  "test4_delta_skew_direction": {
    "is": {
      "h30": {
        "n": 448,
        "ic": 0.053,
        "directional_wr": 49.8,
        "bull_skew_n": 267,
        "bull_skew_wr": 49.1,
        "bear_skew_n": 159,
        "bear_skew_wr": 51.6
      },
      "h60": {
        "n": 448,
        "ic": -0.0008,
        "directional_wr": 49.1,
        "bull_skew_n": 267,
        "bull_skew_wr": 52.1,
        "bear_skew_n": 159,
        "bear_skew_wr": 44.0
      },
      "h120": {
        "n": 448,
        "ic": -0.0208,
        "directional_wr": 48.2,
        "bull_skew_n": 267,
        "bull_skew_wr": 52.4,
        "bear_skew_n": 159,
        "bear_skew_wr": 40.3
      }
    },
    "oos": {
      "h30": {
        "n": 300,
        "ic": -0.0572,
        "directional_wr": 48.0,
        "bull_skew_n": 138,
        "bull_skew_wr": 53.6,
        "bear_skew_n": 139,
        "bear_skew_wr": 43.2
      },
      "h60": {
        "n": 300,
        "ic": -0.0326,
        "directional_wr": 47.0,
        "bull_skew_n": 138,
        "bull_skew_wr": 46.4,
        "bear_skew_n": 139,
        "bear_skew_wr": 47.5
      },
      "h120": {
        "n": 300,
        "ic": -0.0594,
        "directional_wr": 45.7,
        "bull_skew_n": 138,
        "bull_skew_wr": 48.6,
        "bear_skew_n": 139,
        "bear_skew_wr": 41.7
      }
    }
  },
  "test5_divergence_zones": {
    "is": {
      "n": 285,
      "breakout_rate": 89.8,
      "pinning_rate": 0.4,
      "avg_abs_move": 9.39
    },
    "oos": {
      "n": 185,
      "breakout_rate": 98.9,
      "pinning_rate": 0.0,
      "avg_abs_move": 17.64
    }
  },
  "test6_delta_vs_regular_vpoc": {
    "is": {
      "regular_h30": {
        "n": 403,
        "wr_all": 49.9,
        "n_diverge": 279,
        "wr_diverge": 50.9
      },
      "regular_h60": {
        "n": 403,
        "wr_all": 48.4,
        "n_diverge": 279,
        "wr_diverge": 49.8
      },
      "regular_h120": {
        "n": 403,
        "wr_all": 49.4,
        "n_diverge": 279,
        "wr_diverge": 49.1
      },
      "delta_h30": {
        "n": 407,
        "wr_all": 50.1,
        "n_diverge": 285,
        "wr_diverge": 51.2
      },
      "delta_h60": {
        "n": 407,
        "wr_all": 46.7,
        "n_diverge": 285,
        "wr_diverge": 47.4
      },
      "delta_h120": {
        "n": 407,
        "wr_all": 48.6,
        "n_diverge": 285,
        "wr_diverge": 48.1
      }
    },
    "oos": {
      "regular_h30": {
        "n": 278,
        "wr_all": 47.8,
        "n_diverge": 189,
        "wr_diverge": 47.6
      },
      "regular_h60": {
        "n": 278,
        "wr_all": 49.3,
        "n_diverge": 189,
        "wr_diverge": 50.3
      },
      "regular_h120": {
        "n": 278,
        "wr_all": 52.9,
        "n_diverge": 189,
        "wr_diverge": 52.9
      },
      "delta_h30": {
        "n": 271,
        "wr_all": 46.9,
        "n_diverge": 183,
        "wr_diverge": 45.9
      },
      "delta_h60": {
        "n": 271,
        "wr_all": 46.9,
        "n_diverge": 183,
        "wr_diverge": 47.0
      },
      "delta_h120": {
        "n": 271,
        "wr_all": 52.4,
        "n_diverge": 183,
        "wr_diverge": 51.9
      }
    },
    "same_price_rate": 31.0
  },
  "test7_delta_buypct_confluence": {
    "lb1": {
      "is": {
        "n": 354,
        "wr_pct": 50.8,
        "sharpe": 0.127,
        "avg_ret": 0.0015,
        "n_confluence": 70,
        "wr_confluence": 54.3,
        "ic_buypct_x_zone": 0.0658
      },
      "oos": {
        "n": 233,
        "wr_pct": 47.2,
        "sharpe": -1.089,
        "avg_ret": -0.0207,
        "n_confluence": 38,
        "wr_confluence": 44.7,
        "ic_buypct_x_zone": -0.0001
      }
    },
    "lb5": {
      "is": {
        "n": 396,
        "wr_pct": 50.5,
        "sharpe": -0.056,
        "avg_ret": -0.0006,
        "n_confluence": 81,
        "wr_confluence": 58.0,
        "ic_buypct_x_zone": 0.0838
      },
      "oos": {
        "n": 269,
        "wr_pct": 46.8,
        "sharpe": -1.178,
        "avg_ret": -0.0221,
        "n_confluence": 55,
        "wr_confluence": 47.3,
        "ic_buypct_x_zone": 0.0184
      }
    },
    "lb10": {
      "is": {
        "n": 413,
        "wr_pct": 51.1,
        "sharpe": -0.036,
        "avg_ret": -0.0004,
        "n_confluence": 84,
        "wr_confluence": 57.1,
        "ic_buypct_x_zone": 0.0843
      },
      "oos": {
        "n": 280,
        "wr_pct": 47.9,
        "sharpe": -0.743,
        "avg_ret": -0.0137,
        "n_confluence": 61,
        "wr_confluence": 44.3,
        "ic_buypct_x_zone": -0.0415
      }
    }
  },
  "test8_multiday_delta_profile": {
    "regular_vpoc": {
      "1d": {
        "is": {
          "n": 403,
          "wr_pct": 48.4,
          "sharpe": 0.214,
          "avg_ret": 0.0036
        },
        "oos": {
          "n": 278,
          "wr_pct": 49.3,
          "sharpe": 0.474,
          "avg_ret": 0.0105
        }
      },
      "5d": {
        "is": {
          "n": 417,
          "wr_pct": 47.5,
          "sharpe": 0.905,
          "avg_ret": 0.015
        },
        "oos": {
          "n": 288,
          "wr_pct": 48.6,
          "sharpe": 1.275,
          "avg_ret": 0.0273
        }
      },
      "10d": {
        "is": {
          "n": 432,
          "wr_pct": 47.7,
          "sharpe": 0.126,
          "avg_ret": 0.0021
        },
        "oos": {
          "n": 290,
          "wr_pct": 48.6,
          "sharpe": 1.133,
          "avg_ret": 0.0253
        }
      }
    },
    "delta_vpoc": {
      "1d": {
        "is": {
          "n": 407,
          "wr_pct": 46.7,
          "sharpe": 0.588,
          "avg_ret": 0.0099
        },
        "oos": {
          "n": 271,
          "wr_pct": 46.9,
          "sharpe": 0.182,
          "avg_ret": 0.0041
        }
      },
      "5d": {
        "is": {
          "n": 429,
          "wr_pct": 48.3,
          "sharpe": 1.211,
          "avg_ret": 0.0201
        },
        "oos": {
          "n": 284,
          "wr_pct": 49.3,
          "sharpe": 0.612,
          "avg_ret": 0.0137
        }
      },
      "10d": {
        "is": {
          "n": 430,
          "wr_pct": 49.5,
          "sharpe": 0.805,
          "avg_ret": 0.0132
        },
        "oos": {
          "n": 286,
          "wr_pct": 50.3,
          "sharpe": 0.909,
          "avg_ret": 0.02
        }
      }
    },
    "delta_val": {
      "1d": {
        "is": {
          "n": 425,
          "wr_pct": 46.8,
          "sharpe": 0.361,
          "avg_ret": 0.0059
        },
        "oos": {
          "n": 282,
          "wr_pct": 49.6,
          "sharpe": 0.596,
          "avg_ret": 0.0132
        }
      },
      "5d": {
        "is": {
          "n": 443,
          "wr_pct": 46.0,
          "sharpe": 0.425,
          "avg_ret": 0.007
        },
        "oos": {
          "n": 292,
          "wr_pct": 49.3,
          "sharpe": 0.555,
          "avg_ret": 0.0122
        }
      },
      "10d": {
        "is": {
          "n": 443,
          "wr_pct": 45.1,
          "sharpe": 0.526,
          "avg_ret": 0.0087
        },
        "oos": {
          "n": 299,
          "wr_pct": 48.8,
          "sharpe": 0.305,
          "avg_ret": 0.0067
        }
      }
    }
  },
  "test9_delta_orb": {
    "is": {
      "n_total": 448,
      "n_with_prediction": 265,
      "prediction_accuracy": 49.4,
      "break_up_rate": 40.8,
      "break_down_rate": 33.7,
      "break_none_rate": 25.4,
      "near_div_n": 256,
      "near_div_breakout_rate": 76.6
    },
    "oos": {
      "n_total": 299,
      "n_with_prediction": 204,
      "prediction_accuracy": 52.0,
      "break_up_rate": 41.1,
      "break_down_rate": 40.5,
      "break_none_rate": 18.4,
      "near_div_n": 171,
      "near_div_breakout_rate": 81.9
    }
  },
  "test10_accuracy_comparison": {
    "Regular VPOC": {
      "1d": {
        "is": {
          "n": 224,
          "hold_rate": 28.6
        },
        "oos": {
          "n": 145,
          "hold_rate": 15.9
        }
      },
      "5d": {
        "is": {
          "n": 142,
          "hold_rate": 23.2
        },
        "oos": {
          "n": 87,
          "hold_rate": 18.4
        }
      },
      "10d": {
        "is": {
          "n": 103,
          "hold_rate": 26.2
        },
        "oos": {
          "n": 66,
          "hold_rate": 22.7
        }
      }
    },
    "Delta VPOC": {
      "1d": {
        "is": {
          "n": 214,
          "hold_rate": 29.0
        },
        "oos": {
          "n": 141,
          "hold_rate": 16.3
        }
      },
      "5d": {
        "is": {
          "n": 137,
          "hold_rate": 24.1
        },
        "oos": {
          "n": 86,
          "hold_rate": 14.0
        }
      },
      "10d": {
        "is": {
          "n": 98,
          "hold_rate": 28.6
        },
        "oos": {
          "n": 74,
          "hold_rate": 17.6
        }
      }
    },
    "Delta SPOC": {
      "1d": {
        "is": {
          "n": 214,
          "hold_rate": 30.8
        },
        "oos": {
          "n": 133,
          "hold_rate": 17.3
        }
      },
      "5d": {
        "is": {
          "n": 142,
          "hold_rate": 33.1
        },
        "oos": {
          "n": 90,
          "hold_rate": 11.1
        }
      },
      "10d": {
        "is": {
          "n": 99,
          "hold_rate": 29.3
        },
        "oos": {
          "n": 76,
          "hold_rate": 18.4
        }
      }
    },
    "Regular VAH": {
      "1d": {
        "is": {
          "n": 223,
          "hold_rate": 29.6
        },
        "oos": {
          "n": 126,
          "hold_rate": 15.9
        }
      },
      "5d": {
        "is": {
          "n": 149,
          "hold_rate": 32.9
        },
        "oos": {
          "n": 92,
          "hold_rate": 20.7
        }
      },
      "10d": {
        "is": {
          "n": 132,
          "hold_rate": 33.3
        },
        "oos": {
          "n": 81,
          "hold_rate": 19.8
        }
      }
    },
    "Regular VAL": {
      "1d": {
        "is": {
          "n": 175,
          "hold_rate": 25.1
        },
        "oos": {
          "n": 117,
          "hold_rate": 14.5
        }
      },
      "5d": {
        "is": {
          "n": 90,
          "hold_rate": 23.3
        },
        "oos": {
          "n": 56,
          "hold_rate": 12.5
        }
      },
      "10d": {
        "is": {
          "n": 57,
          "hold_rate": 14.0
        },
        "oos": {
          "n": 35,
          "hold_rate": 2.9
        }
      }
    },
    "Delta VAH": {
      "1d": {
        "is": {
          "n": 224,
          "hold_rate": 29.9
        },
        "oos": {
          "n": 126,
          "hold_rate": 16.7
        }
      },
      "5d": {
        "is": {
          "n": 148,
          "hold_rate": 32.4
        },
        "oos": {
          "n": 92,
          "hold_rate": 18.5
        }
      },
      "10d": {
        "is": {
          "n": 137,
          "hold_rate": 33.6
        },
        "oos": {
          "n": 81,
          "hold_rate": 19.8
        }
      }
    },
    "Delta VAL": {
      "1d": {
        "is": {
          "n": 175,
          "hold_rate": 24.6
        },
        "oos": {
          "n": 117,
          "hold_rate": 14.5
        }
      },
      "5d": {
        "is": {
          "n": 92,
          "hold_rate": 23.9
        },
        "oos": {
          "n": 57,
          "hold_rate": 12.3
        }
      },
      "10d": {
        "is": {
          "n": 59,
          "hold_rate": 22.0
        },
        "oos": {
          "n": 36,
          "hold_rate": 2.8
        }
      }
    },
    "Pos Delta Zone Edge (High)": {
      "1d": {
        "is": {
          "n": 208,
          "hold_rate": 24.5
        },
        "oos": {
          "n": 122,
          "hold_rate": 18.9
        }
      },
      "5d": {
        "is": {
          "n": 124,
          "hold_rate": 27.4
        },
        "oos": {
          "n": 81,
          "hold_rate": 24.7
        }
      },
      "10d": {
        "is": {
          "n": 112,
          "hold_rate": 30.4
        },
        "oos": {
          "n": 62,
          "hold_rate": 24.2
        }
      }
    },
    "Neg Delta Zone Edge (Low)": {
      "1d": {
        "is": {
          "n": 156,
          "hold_rate": 21.8
        },
        "oos": {
          "n": 105,
          "hold_rate": 17.1
        }
      },
      "5d": {
        "is": {
          "n": 72,
          "hold_rate": 19.4
        },
        "oos": {
          "n": 49,
          "hold_rate": 12.2
        }
      },
      "10d": {
        "is": {
          "n": 49,
          "hold_rate": 12.2
        },
        "oos": {
          "n": 29,
          "hold_rate": 10.3
        }
      }
    }
  },
  "summary_stats": {
    "total_days": 749,
    "is_days": 449,
    "oos_days": 300,
    "is_start": "2023-03-01",
    "is_end": "2024-12-26",
    "oos_start": "2024-12-27",
    "oos_end": "2026-03-20",
    "vpoc_same_as_delta_vpoc_rate": 31.0,
    "avg_delta_skew": 0.1305,
    "pct_bull_skew": 54.1,
    "pct_bear_skew": 39.8
  }
}