{ "metadata": { "total_days": 283, "total_bars": 18145, "date_range": "2025-01-02 to 2026-02-12", "is_oos_split": "2025-09-02", "is_pct": 60, "oos_pct": 40, "buckets_tested": [ "1-7DTE", "8+DTE", "ALL_GE1DTE", "NEAR_HEAVY_2x1", "FAR_HEAVY_1x2" ], "thresholds": [ 0.25, 0.5, 0.75, 1.0, 1.5 ], "note": "Data has 3 DTE buckets (0dte, 1_7dte, 8plus_dte). Finer cuts need raw trade data." }, "results": [ { "bucket": "1-7DTE", "threshold": 0.1, "horizon": "1H", "gex_regime": "All", "time_period": "All Day", "ic_full": 0.0147, "ic_is": 0.0728, "ic_oos": -0.0107, "consistent": "False", "acc_full": 53.2, "acc_is": 52.3, "acc_oos": 54.1, "n_events": 12278, "n_is": 6257, "n_oos": 6021 }, { "bucket": "1-7DTE", "threshold": 0.1, "horizon": "1H", "gex_regime": "All", "time_period": "AM (9:30-12)", "ic_full": -0.0013, "ic_is": 0.0995, "ic_oos": -0.0043, "consistent": "False", "acc_full": 51.5, "acc_is": 52.1, "acc_oos": 50.8, "n_events": 5527, "n_is": 2842, "n_oos": 2685 }, { "bucket": "1-7DTE", "threshold": 0.1, "horizon": "1H", "gex_regime": "All", "time_period": "PM (12-16)", "ic_full": 0.0369, "ic_is": 0.0546, "ic_oos": 0.001, "consistent": false, "acc_full": 54.5, "acc_is": 52.4, "acc_oos": 56.7, "n_events": 6751, "n_is": 3415, "n_oos": 3336 }, { "bucket": "1-7DTE", "threshold": 0.1, "horizon": "1H", "gex_regime": "Pos GEX", "time_period": 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