{ "meta": { "generated": "2026-03-20T02:06:09.748533", "data_file": "/Users/lutherbot/.openclaw/workspace/data/es_1min_delta_bars.csv", "total_bars": 265280, "is_bars": 185696, "oos_bars": 79584, "date_range": "2023-03-01 to 2026-03-19", "is_period": "2023-03-01 to 2025-04-16", "oos_period": "2025-04-16 to 2026-03-19", "rth_only": true, "horizons": [ 5, 15, 30, 60 ], "params": { "delta_intensity_window": 10, "delta_strong_zscore": 1.2, "delta_weak_zscore": 0.3, "range_expand_zscore": 1.0, "vol_low_percentile": 25 } }, "label_distribution_full": { "CHOP": 139675, "BULLISH_GRIND": 32955, "BEARISH_GRIND": 31796, "VACUUM_UP": 19444, "VACUUM_DOWN": 17067, "BEARISH_BREAK_PRESSURE": 11792, "BULLISH_BREAK_PRESSURE": 10090, "SELLER_TRAP": 1253, "BUYER_TRAP": 1208 }, "label_distribution_is": { "CHOP": 98347, "BULLISH_GRIND": 23562, "BEARISH_GRIND": 22453, "VACUUM_UP": 13082, "VACUUM_DOWN": 11201, "BEARISH_BREAK_PRESSURE": 8590, "BULLISH_BREAK_PRESSURE": 7165, "SELLER_TRAP": 650, "BUYER_TRAP": 646 }, "label_distribution_oos": { "CHOP": 41328, "BULLISH_GRIND": 9393, "BEARISH_GRIND": 9343, "VACUUM_UP": 6362, "VACUUM_DOWN": 5866, "BEARISH_BREAK_PRESSURE": 3202, "BULLISH_BREAK_PRESSURE": 2925, "SELLER_TRAP": 603, "BUYER_TRAP": 562 }, "is_results": { "BEARISH_BREAK_PRESSURE": { "n": 8590, "pct_of_sample": 4.63, "h5_n": 8410, "h5_avg_ret": 0.076, "h5_win_rate": 52.02, "h5_median": 0.25, "h5_trim_mean": 0.0743, "h5_trim_wr": 52.09, "h5_tstat": 2.016, "h15_n": 8047, "h15_avg_ret": 0.0531, "h15_win_rate": 51.72, "h15_median": 0.25, "h15_trim_mean": 0.0446, "h15_trim_wr": 51.77, "h15_tstat": 0.719, "h30_n": 7645, "h30_avg_ret": 0.1897, "h30_win_rate": 52.23, "h30_median": 0.5, "h30_trim_mean": 0.1103, "h30_trim_wr": 52.26, "h30_tstat": 1.256, "h60_n": 6831, "h60_avg_ret": 0.1423, "h60_win_rate": 53.46, "h60_median": 0.75, "h60_trim_mean": 0.1245, "h60_trim_wr": 53.54, "h60_tstat": 0.938 }, "BEARISH_GRIND": { "n": 22453, "pct_of_sample": 12.09, "h5_n": 22078, "h5_avg_ret": 0.0201, "h5_win_rate": 50.53, "h5_median": 0.25, "h5_trim_mean": 0.0194, "h5_trim_wr": 50.55, "h5_tstat": 0.968, "h15_n": 21517, "h15_avg_ret": 0.0387, "h15_win_rate": 51.69, "h15_median": 0.25, "h15_trim_mean": 0.0198, "h15_trim_wr": 51.73, "h15_tstat": 0.562, "h30_n": 20429, "h30_avg_ret": 0.074, "h30_win_rate": 52.28, "h30_median": 0.5, "h30_trim_mean": 0.0547, "h30_trim_wr": 52.33, "h30_tstat": 1.063, "h60_n": 18410, "h60_avg_ret": 0.4085, "h60_win_rate": 53.57, "h60_median": 0.75, "h60_trim_mean": 0.3487, "h60_trim_wr": 53.65, "h60_tstat": 4.565 }, "BULLISH_BREAK_PRESSURE": { "n": 7165, "pct_of_sample": 3.86, "h5_n": 6932, "h5_avg_ret": 0.0673, "h5_win_rate": 48.6, "h5_median": 0.0, "h5_trim_mean": 0.0381, "h5_trim_wr": 48.57, "h5_tstat": 0.989, "h15_n": 6552, "h15_avg_ret": 0.1502, "h15_win_rate": 51.05, "h15_median": 0.25, "h15_trim_mean": 0.1518, "h15_trim_wr": 51.1, "h15_tstat": 2.304, "h30_n": 6186, "h30_avg_ret": 0.1893, "h30_win_rate": 51.49, "h30_median": 0.25, "h30_trim_mean": 0.1382, "h30_trim_wr": 51.52, "h30_tstat": 1.437, "h60_n": 5551, "h60_avg_ret": 0.7051, "h60_win_rate": 54.3, "h60_median": 1.0, "h60_trim_mean": 0.6667, "h60_trim_wr": 54.37, "h60_tstat": 4.738 }, "BULLISH_GRIND": { "n": 23562, "pct_of_sample": 12.69, "h5_n": 23136, "h5_avg_ret": 0.0069, "h5_win_rate": 48.94, "h5_median": 0.0, "h5_trim_mean": 0.005, "h5_trim_wr": 48.92, "h5_tstat": 0.256, "h15_n": 22510, "h15_avg_ret": 0.0435, "h15_win_rate": 50.87, "h15_median": 0.25, "h15_trim_mean": 0.0416, "h15_trim_wr": 50.9, "h15_tstat": 1.21, "h30_n": 21447, "h30_avg_ret": 0.1276, "h30_win_rate": 52.07, "h30_median": 0.5, "h30_trim_mean": 0.0933, "h30_trim_wr": 52.12, "h30_tstat": 1.862, "h60_n": 19235, "h60_avg_ret": 0.1681, "h60_win_rate": 52.33, "h60_median": 0.75, "h60_trim_mean": 0.1046, "h60_trim_wr": 52.37, "h60_tstat": 1.399 }, "BUYER_TRAP": { "n": 646, "pct_of_sample": 0.35, "h5_n": 599, "h5_avg_ret": -0.0255, "h5_win_rate": 47.91, "h5_median": 0.0, "h5_trim_mean": 0.0098, "h5_trim_wr": 47.96, "h5_tstat": 0.063, "h15_n": 561, "h15_avg_ret": -0.0945, "h15_win_rate": 51.16, "h15_median": 0.25, "h15_trim_mean": -0.0788, "h15_trim_wr": 51.18, "h15_tstat": -0.313, "h30_n": 530, "h30_avg_ret": 0.4151, "h30_win_rate": 51.32, "h30_median": 0.5, "h30_trim_mean": 0.5477, "h30_trim_wr": 51.45, "h30_tstat": 1.566, "h60_n": 468, "h60_avg_ret": 0.0374, "h60_win_rate": 51.71, "h60_median": 0.75, "h60_trim_mean": 0.3171, "h60_trim_wr": 51.75, "h60_tstat": 0.57 }, "CHOP": { "n": 98347, "pct_of_sample": 52.96, "h5_n": 96958, "h5_avg_ret": -0.0035, "h5_win_rate": 49.51, "h5_median": 0.0, "h5_trim_mean": 0.0028, "h5_trim_wr": 49.51, "h5_tstat": 0.286, "h15_n": 93663, "h15_avg_ret": 0.0188, "h15_win_rate": 51.15, "h15_median": 0.25, "h15_trim_mean": 0.025, "h15_trim_wr": 51.17, "h15_tstat": 1.441, "h30_n": 88924, "h30_avg_ret": 0.059, "h30_win_rate": 51.96, "h30_median": 0.5, "h30_trim_mean": 0.0692, "h30_trim_wr": 52.0, "h30_tstat": 2.763, "h60_n": 79810, "h60_avg_ret": 0.2702, "h60_win_rate": 53.01, "h60_median": 0.75, "h60_trim_mean": 0.2515, "h60_trim_wr": 53.07, "h60_tstat": 6.736 }, "SELLER_TRAP": { "n": 650, "pct_of_sample": 0.35, "h5_n": 610, "h5_avg_ret": 0.1877, "h5_win_rate": 50.49, "h5_median": 0.25, "h5_trim_mean": 0.1258, "h5_trim_wr": 50.5, "h5_tstat": 0.639, "h15_n": 571, "h15_avg_ret": -0.2172, "h15_win_rate": 49.21, "h15_median": 0.0, "h15_trim_mean": -0.1775, "h15_trim_wr": 49.19, "h15_tstat": -0.589, "h30_n": 539, "h30_avg_ret": -0.1971, "h30_win_rate": 51.39, "h30_median": 0.5, "h30_trim_mean": -0.045, "h30_trim_wr": 51.52, "h30_tstat": -0.1, "h60_n": 486, "h60_avg_ret": -0.4388, "h60_win_rate": 51.44, "h60_median": 0.5, "h60_trim_mean": -0.6938, "h60_trim_wr": 51.47, "h60_tstat": -1.032 }, "VACUUM_DOWN": { "n": 11201, "pct_of_sample": 6.03, "h5_n": 11199, "h5_avg_ret": 0.0453, "h5_win_rate": 50.82, "h5_median": 0.25, "h5_trim_mean": 0.0266, "h5_trim_wr": 50.81, "h5_tstat": 0.733, "h15_n": 11153, "h15_avg_ret": -0.0625, "h15_win_rate": 51.31, "h15_median": 0.25, "h15_trim_mean": -0.0428, "h15_trim_wr": 51.34, "h15_tstat": -0.685, "h30_n": 10952, "h30_avg_ret": -0.0486, "h30_win_rate": 50.95, "h30_median": 0.25, "h30_trim_mean": -0.032, "h30_trim_wr": 50.97, "h30_tstat": -0.366, "h60_n": 10347, "h60_avg_ret": -0.2338, "h60_win_rate": 51.67, "h60_median": 0.5, "h60_trim_mean": -0.2009, "h60_trim_wr": 51.71, "h60_tstat": -1.555 }, "VACUUM_UP": { "n": 13082, "pct_of_sample": 7.04, "h5_n": 13079, "h5_avg_ret": -0.0672, "h5_win_rate": 49.33, "h5_median": 0.0, "h5_trim_mean": -0.0145, "h5_trim_wr": 49.35, "h5_tstat": -0.472, "h15_n": 13036, "h15_avg_ret": -0.0312, "h15_win_rate": 51.61, "h15_median": 0.25, "h15_trim_mean": 0.0151, "h15_trim_wr": 51.62, "h15_tstat": 0.28, "h30_n": 12858, "h30_avg_ret": -0.1422, "h30_win_rate": 51.88, "h30_median": 0.5, "h30_trim_mean": -0.0504, "h30_trim_wr": 51.92, "h30_tstat": -0.663, "h60_n": 12172, "h60_avg_ret": -0.0321, "h60_win_rate": 52.61, "h60_median": 0.75, "h60_trim_mean": 0.0459, "h60_trim_wr": 52.67, "h60_tstat": 0.415 } }, "oos_results": { "BEARISH_BREAK_PRESSURE": { "n": 3202, "pct_of_sample": 4.02, "h5_n": 3120, "h5_avg_ret": 0.0746, "h5_win_rate": 52.02, "h5_median": 0.25, "h5_trim_mean": 0.1142, "h5_trim_wr": 52.06, "h5_tstat": 1.595, "h15_n": 2970, "h15_avg_ret": 0.1811, "h15_win_rate": 53.77, "h15_median": 0.5, "h15_trim_mean": 0.2648, "h15_trim_wr": 53.85, "h15_tstat": 2.177, "h30_n": 2833, "h30_avg_ret": 0.3082, "h30_win_rate": 54.25, "h30_median": 1.0, "h30_trim_mean": 0.464, "h30_trim_wr": 54.38, "h30_tstat": 2.613, "h60_n": 2560, "h60_avg_ret": -0.0461, "h60_win_rate": 55.39, "h60_median": 1.25, "h60_trim_mean": 0.229, "h60_trim_wr": 55.54, "h60_tstat": 0.872 }, "BEARISH_GRIND": { "n": 9343, "pct_of_sample": 11.74, "h5_n": 9193, "h5_avg_ret": 0.0785, "h5_win_rate": 49.66, "h5_median": 0.0, "h5_trim_mean": 0.0726, "h5_trim_wr": 49.67, "h5_tstat": 1.968, "h15_n": 8935, "h15_avg_ret": 0.0387, "h15_win_rate": 50.18, "h15_median": 0.25, "h15_trim_mean": 0.052, "h15_trim_wr": 50.18, "h15_tstat": 0.8, "h30_n": 8465, "h30_avg_ret": -0.0702, "h30_win_rate": 51.86, "h30_median": 0.5, "h30_trim_mean": 0.0189, "h30_trim_wr": 51.89, "h30_tstat": 0.204, "h60_n": 7537, "h60_avg_ret": -0.0444, "h60_win_rate": 53.56, "h60_median": 0.75, "h60_trim_mean": 0.0788, "h60_trim_wr": 53.65, "h60_tstat": 0.569 }, "BULLISH_BREAK_PRESSURE": { "n": 2925, "pct_of_sample": 3.68, "h5_n": 2840, "h5_avg_ret": 0.0431, "h5_win_rate": 48.98, "h5_median": 0.0, "h5_trim_mean": 0.0511, "h5_trim_wr": 48.96, "h5_tstat": 0.724, "h15_n": 2684, "h15_avg_ret": -0.0224, "h15_win_rate": 49.63, "h15_median": 0.0, "h15_trim_mean": -0.0222, "h15_trim_wr": 49.6, "h15_tstat": -0.18, "h30_n": 2519, "h30_avg_ret": -0.1355, "h30_win_rate": 49.66, "h30_median": 0.0, "h30_trim_mean": -0.1409, "h30_trim_wr": 49.66, "h30_tstat": -0.79, "h60_n": 2264, "h60_avg_ret": 0.1633, "h60_win_rate": 52.16, "h60_median": 0.5, "h60_trim_mean": 0.2209, "h60_trim_wr": 52.21, "h60_tstat": 0.834 }, "BULLISH_GRIND": { "n": 9393, "pct_of_sample": 11.8, "h5_n": 9207, "h5_avg_ret": 0.0387, "h5_win_rate": 49.16, "h5_median": 0.0, "h5_trim_mean": 0.0393, "h5_trim_wr": 49.13, "h5_tstat": 1.019, "h15_n": 8943, "h15_avg_ret": -0.0181, "h15_win_rate": 50.31, "h15_median": 0.25, "h15_trim_mean": 0.0257, "h15_trim_wr": 50.3, "h15_tstat": 0.385, "h30_n": 8505, "h30_avg_ret": 0.0402, "h30_win_rate": 51.99, "h30_median": 0.5, "h30_trim_mean": 0.0914, "h30_trim_wr": 52.03, "h30_tstat": 0.945, "h60_n": 7599, "h60_avg_ret": 0.2179, "h60_win_rate": 54.64, "h60_median": 1.25, "h60_trim_mean": 0.343, "h60_trim_wr": 54.73, "h60_tstat": 2.376 }, "BUYER_TRAP": { "n": 562, "pct_of_sample": 0.71, "h5_n": 537, "h5_avg_ret": -0.1038, "h5_win_rate": 48.04, "h5_median": 0.0, "h5_trim_mean": -0.1524, "h5_trim_wr": 48.0, "h5_tstat": -0.709, "h15_n": 510, "h15_avg_ret": 0.0069, "h15_win_rate": 50.78, "h15_median": 0.25, "h15_trim_mean": -0.1215, "h15_trim_wr": 50.8, "h15_tstat": -0.324, "h30_n": 482, "h30_avg_ret": -0.3071, "h30_win_rate": 49.79, "h30_median": 0.0, "h30_trim_mean": -0.312, "h30_trim_wr": 49.79, "h30_tstat": -0.615, "h60_n": 441, "h60_avg_ret": -0.2256, "h60_win_rate": 51.7, "h60_median": 0.5, "h60_trim_mean": 0.0244, "h60_trim_wr": 51.74, "h60_tstat": 0.032 }, "CHOP": { "n": 41328, "pct_of_sample": 51.93, "h5_n": 40731, "h5_avg_ret": -0.189, "h5_win_rate": 48.65, "h5_median": 0.0, "h5_trim_mean": -0.0186, "h5_trim_wr": 48.6, "h5_tstat": -0.98, "h15_n": 39330, "h15_avg_ret": 0.0038, "h15_win_rate": 50.06, "h15_median": 0.25, "h15_trim_mean": 0.0261, "h15_trim_wr": 50.07, "h15_tstat": 0.787, "h30_n": 37290, "h30_avg_ret": -0.0804, "h30_win_rate": 51.01, "h30_median": 0.25, "h30_trim_mean": -0.0181, "h30_trim_wr": 51.04, "h30_tstat": -0.377, "h60_n": 33475, "h60_avg_ret": 0.0229, "h60_win_rate": 53.25, "h60_median": 1.0, "h60_trim_mean": 0.1808, "h60_trim_wr": 53.32, "h60_tstat": 2.536 }, "SELLER_TRAP": { "n": 603, "pct_of_sample": 0.76, "h5_n": 566, "h5_avg_ret": -0.1029, "h5_win_rate": 47.53, "h5_median": 0.0, "h5_trim_mean": -0.2311, "h5_trim_wr": 47.39, "h5_tstat": -1.069, "h15_n": 530, "h15_avg_ret": -0.1396, "h15_win_rate": 49.43, "h15_median": 0.0, "h15_trim_mean": -0.1301, "h15_trim_wr": 49.52, "h15_tstat": -0.352, "h30_n": 499, "h30_avg_ret": -0.2796, "h30_win_rate": 50.1, "h30_median": 0.25, "h30_trim_mean": -0.3349, "h30_trim_wr": 50.1, "h30_tstat": -0.605, "h60_n": 442, "h60_avg_ret": -0.4005, "h60_win_rate": 53.17, "h60_median": 1.375, "h60_trim_mean": -0.1788, "h60_trim_wr": 53.24, "h60_tstat": -0.22 }, "VACUUM_DOWN": { "n": 5866, "pct_of_sample": 7.37, "h5_n": 5858, "h5_avg_ret": 1.1992, "h5_win_rate": 48.87, "h5_median": 0.0, "h5_trim_mean": 0.0122, "h5_trim_wr": 48.85, "h5_tstat": 0.217, "h15_n": 5835, "h15_avg_ret": 2.276, "h15_win_rate": 50.35, "h15_median": 0.25, "h15_trim_mean": -0.0389, "h15_trim_wr": 50.37, "h15_tstat": -0.404, "h30_n": 5736, "h30_avg_ret": 2.5126, "h30_win_rate": 51.87, "h30_median": 0.5, "h30_trim_mean": 0.1518, "h30_trim_wr": 51.93, "h30_tstat": 1.106, "h60_n": 5359, "h60_avg_ret": 2.9537, "h60_win_rate": 52.75, "h60_median": 1.0, "h60_trim_mean": 0.4249, "h60_trim_wr": 52.82, "h60_tstat": 2.11 }, "VACUUM_UP": { "n": 6362, "pct_of_sample": 7.99, "h5_n": 6357, "h5_avg_ret": -0.1058, "h5_win_rate": 48.77, "h5_median": 0.0, "h5_trim_mean": -0.1005, "h5_trim_wr": 48.7, "h5_tstat": -1.939, "h15_n": 6323, "h15_avg_ret": -1.2742, "h15_win_rate": 49.8, "h15_median": 0.0, "h15_trim_mean": -0.1529, "h15_trim_wr": 49.79, "h15_tstat": -1.752, "h30_n": 6221, "h30_avg_ret": -0.0864, "h30_win_rate": 51.6, "h30_median": 0.5, "h30_trim_mean": -0.0284, "h30_trim_wr": 51.62, "h30_tstat": -0.229, "h60_n": 5857, "h60_avg_ret": -0.0295, "h60_win_rate": 52.98, "h60_median": 1.0, "h60_trim_mean": 0.0921, "h60_trim_wr": 53.05, "h60_tstat": 0.51 } }, "full_results": { "BEARISH_BREAK_PRESSURE": { "n": 11792, "pct_of_sample": 4.45, "h5_n": 11530, "h5_avg_ret": 0.0756, "h5_win_rate": 52.02, "h5_median": 0.25, "h5_trim_mean": 0.0849, "h5_trim_wr": 52.08, "h5_tstat": 2.565, "h15_n": 11017, "h15_avg_ret": 0.0876, "h15_win_rate": 52.27, "h15_median": 0.5, "h15_trim_mean": 0.1062, "h15_trim_wr": 52.33, "h15_tstat": 1.909, "h30_n": 10478, "h30_avg_ret": 0.2217, "h30_win_rate": 52.78, "h30_median": 0.5, "h30_trim_mean": 0.2203, "h30_trim_wr": 52.84, "h30_tstat": 2.771, "h60_n": 9391, "h60_avg_ret": 0.091, "h60_win_rate": 53.99, "h60_median": 1.0, "h60_trim_mean": 0.1546, "h60_trim_wr": 54.07, "h60_tstat": 1.292 }, "BEARISH_GRIND": { "n": 31796, "pct_of_sample": 11.99, "h5_n": 31271, "h5_avg_ret": 0.0372, "h5_win_rate": 50.27, "h5_median": 0.25, "h5_trim_mean": 0.0357, "h5_trim_wr": 50.3, "h5_tstat": 2.001, "h15_n": 30452, "h15_avg_ret": 0.0387, "h15_win_rate": 51.25, "h15_median": 0.25, "h15_trim_mean": 0.0241, "h15_trim_wr": 51.27, "h15_tstat": 0.77, "h30_n": 28894, "h30_avg_ret": 0.0317, "h30_win_rate": 52.16, "h30_median": 0.5, "h30_trim_mean": 0.0524, "h30_trim_wr": 52.21, "h30_tstat": 1.155, "h60_n": 25947, "h60_avg_ret": 0.277, "h60_win_rate": 53.57, "h60_median": 0.75, "h60_trim_mean": 0.2699, "h60_trim_wr": 53.65, "h60_tstat": 4.001 }, "BULLISH_BREAK_PRESSURE": { "n": 10090, "pct_of_sample": 3.8, "h5_n": 9772, "h5_avg_ret": 0.0603, "h5_win_rate": 48.71, "h5_median": 0.0, "h5_trim_mean": 0.0407, "h5_trim_wr": 48.68, "h5_tstat": 1.192, "h15_n": 9236, "h15_avg_ret": 0.1, "h15_win_rate": 50.64, "h15_median": 0.25, "h15_trim_mean": 0.104, "h15_trim_wr": 50.67, "h15_tstat": 1.768, "h30_n": 8705, "h30_avg_ret": 0.0953, "h30_win_rate": 50.96, "h30_median": 0.25, "h30_trim_mean": 0.0587, "h30_trim_wr": 50.98, "h30_tstat": 0.688, "h60_n": 7815, "h60_avg_ret": 0.5481, "h60_win_rate": 53.68, "h60_median": 1.0, "h60_trim_mean": 0.5387, "h60_trim_wr": 53.75, "h60_tstat": 4.29 }, "BULLISH_GRIND": { "n": 32955, "pct_of_sample": 12.42, "h5_n": 32343, "h5_avg_ret": 0.016, "h5_win_rate": 49.0, "h5_median": 0.0, "h5_trim_mean": 0.0126, "h5_trim_wr": 48.97, "h5_tstat": 0.709, "h15_n": 31453, "h15_avg_ret": 0.026, "h15_win_rate": 50.71, "h15_median": 0.25, "h15_trim_mean": 0.04, "h15_trim_wr": 50.73, "h15_tstat": 1.287, "h30_n": 29952, "h30_avg_ret": 0.1028, "h30_win_rate": 52.05, "h30_median": 0.5, "h30_trim_mean": 0.0974, "h30_trim_wr": 52.1, "h30_tstat": 2.164, "h60_n": 26834, "h60_avg_ret": 0.1822, "h60_win_rate": 52.98, "h60_median": 0.75, "h60_trim_mean": 0.1801, "h60_trim_wr": 53.05, "h60_tstat": 2.679 }, "BUYER_TRAP": { "n": 1208, "pct_of_sample": 0.46, "h5_n": 1136, "h5_avg_ret": -0.0625, "h5_win_rate": 47.98, "h5_median": 0.0, "h5_trim_mean": -0.0812, "h5_trim_wr": 47.93, "h5_tstat": -0.626, "h15_n": 1071, "h15_avg_ret": -0.0462, "h15_win_rate": 50.98, "h15_median": 0.25, "h15_trim_mean": -0.1324, "h15_trim_wr": 50.95, "h15_tstat": -0.593, "h30_n": 1012, "h30_avg_ret": 0.0711, "h30_win_rate": 50.59, "h30_median": 0.25, "h30_trim_mean": 0.1056, "h30_trim_wr": 50.61, "h30_tstat": 0.35, "h60_n": 909, "h60_avg_ret": -0.0902, "h60_win_rate": 51.71, "h60_median": 0.5, "h60_trim_mean": 0.1431, "h60_trim_wr": 51.74, "h60_tstat": 0.308 }, "CHOP": { "n": 139675, "pct_of_sample": 52.65, "h5_n": 137689, "h5_avg_ret": -0.0584, "h5_win_rate": 49.26, "h5_median": 0.0, "h5_trim_mean": -0.0032, "h5_trim_wr": 49.25, "h5_tstat": -0.364, "h15_n": 132993, "h15_avg_ret": 0.0144, "h15_win_rate": 50.83, "h15_median": 0.25, "h15_trim_mean": 0.0221, "h15_trim_wr": 50.84, "h15_tstat": 1.419, "h30_n": 126214, "h30_avg_ret": 0.0178, "h30_win_rate": 51.68, "h30_median": 0.5, "h30_trim_mean": 0.0491, "h30_trim_wr": 51.72, "h30_tstat": 2.18, "h60_n": 113285, "h60_avg_ret": 0.1971, "h60_win_rate": 53.08, "h60_median": 0.75, "h60_trim_mean": 0.2327, "h60_trim_wr": 53.14, "h60_tstat": 6.931 }, "SELLER_TRAP": { "n": 1253, "pct_of_sample": 0.47, "h5_n": 1176, "h5_avg_ret": 0.0478, "h5_win_rate": 49.06, "h5_median": 0.0, "h5_trim_mean": -0.0315, "h5_trim_wr": 49.05, "h5_tstat": -0.216, "h15_n": 1101, "h15_avg_ret": -0.1798, "h15_win_rate": 49.32, "h15_median": 0.0, "h15_trim_mean": -0.1759, "h15_trim_wr": 49.3, "h15_tstat": -0.74, "h30_n": 1038, "h30_avg_ret": -0.2368, "h30_win_rate": 50.77, "h30_median": 0.25, "h30_trim_mean": -0.2323, "h30_trim_wr": 50.79, "h30_tstat": -0.663, "h60_n": 928, "h60_avg_ret": -0.4205, "h60_win_rate": 52.26, "h60_median": 0.75, "h60_trim_mean": -0.4405, "h60_trim_wr": 52.31, "h60_tstat": -0.844 }, "VACUUM_DOWN": { "n": 17067, "pct_of_sample": 6.43, "h5_n": 17057, "h5_avg_ret": 0.4416, "h5_win_rate": 50.15, "h5_median": 0.25, "h5_trim_mean": 0.0202, "h5_trim_wr": 50.13, "h5_tstat": 0.657, "h15_n": 16988, "h15_avg_ret": 0.7407, "h15_win_rate": 50.98, "h15_median": 0.25, "h15_trim_mean": -0.04, "h15_trim_wr": 51.01, "h15_tstat": -0.76, "h30_n": 16688, "h30_avg_ret": 0.8317, "h30_win_rate": 51.26, "h30_median": 0.25, "h30_trim_mean": 0.0233, "h30_trim_wr": 51.29, "h30_tstat": 0.314, "h60_n": 15706, "h60_avg_ret": 0.8538, "h60_win_rate": 52.04, "h60_median": 0.75, "h60_trim_mean": 0.0055, "h60_trim_wr": 52.08, "h60_tstat": 0.05 }, "VACUUM_UP": { "n": 19444, "pct_of_sample": 7.33, "h5_n": 19436, "h5_avg_ret": -0.0798, "h5_win_rate": 49.15, "h5_median": 0.0, "h5_trim_mean": -0.0514, "h5_trim_wr": 49.1, "h5_tstat": -1.918, "h15_n": 19359, "h15_avg_ret": -0.4372, "h15_win_rate": 51.02, "h15_median": 0.25, "h15_trim_mean": -0.0403, "h15_trim_wr": 51.02, "h15_tstat": -0.875, "h30_n": 19079, "h30_avg_ret": -0.124, "h30_win_rate": 51.79, "h30_median": 0.5, "h30_trim_mean": -0.0425, "h30_trim_wr": 51.82, "h30_tstat": -0.65, "h60_n": 18029, "h60_avg_ret": -0.0313, "h60_win_rate": 52.73, "h60_median": 1.0, "h60_trim_mean": 0.0506, "h60_trim_wr": 52.78, "h60_tstat": 0.533 } }, "direction_map": { "BULLISH_BREAK_PRESSURE": 1, "BEARISH_BREAK_PRESSURE": -1, "BUYER_TRAP": -1, "SELLER_TRAP": 1, "BULLISH_GRIND": 1, "BEARISH_GRIND": -1, "VACUUM_UP": 1, "VACUUM_DOWN": -1, "CHOP": 0 }, "continuation_analysis_oos": { "BULLISH_BREAK_PRESSURE": { "h5": { "avg_ret": 0.0431, "direction_aligned": "True", "win_rate": 48.98 }, "h15": { "avg_ret": -0.0224, "direction_aligned": "False", "win_rate": 49.63 }, "h30": { "avg_ret": -0.1355, "direction_aligned": "False", "win_rate": 49.66 }, "h60": { "avg_ret": 0.1633, "direction_aligned": "True", "win_rate": 52.16 } }, "BEARISH_BREAK_PRESSURE": { "h5": { "avg_ret": 0.0746, "direction_aligned": "False", "win_rate": 52.02 }, "h15": { "avg_ret": 0.1811, "direction_aligned": "False", "win_rate": 53.77 }, "h30": { "avg_ret": 0.3082, "direction_aligned": "False", "win_rate": 54.25 }, "h60": { "avg_ret": -0.0461, "direction_aligned": "True", "win_rate": 55.39 } }, "BUYER_TRAP": { "h5": { "avg_ret": -0.1038, "direction_aligned": "True", "win_rate": 48.04 }, "h15": { "avg_ret": 0.0069, "direction_aligned": "False", "win_rate": 50.78 }, "h30": { "avg_ret": -0.3071, "direction_aligned": "True", "win_rate": 49.79 }, "h60": { "avg_ret": -0.2256, "direction_aligned": "True", "win_rate": 51.7 } }, "SELLER_TRAP": { "h5": { "avg_ret": -0.1029, "direction_aligned": "False", "win_rate": 47.53 }, "h15": { "avg_ret": -0.1396, "direction_aligned": "False", "win_rate": 49.43 }, "h30": { "avg_ret": -0.2796, "direction_aligned": "False", "win_rate": 50.1 }, "h60": { "avg_ret": -0.4005, "direction_aligned": "False", "win_rate": 53.17 } }, "BULLISH_GRIND": { "h5": { "avg_ret": 0.0387, "direction_aligned": "True", "win_rate": 49.16 }, "h15": { "avg_ret": -0.0181, "direction_aligned": "False", "win_rate": 50.31 }, "h30": { "avg_ret": 0.0402, "direction_aligned": "True", "win_rate": 51.99 }, "h60": { "avg_ret": 0.2179, "direction_aligned": "True", "win_rate": 54.64 } }, "BEARISH_GRIND": { "h5": { "avg_ret": 0.0785, "direction_aligned": "False", "win_rate": 49.66 }, "h15": { "avg_ret": 0.0387, "direction_aligned": "False", "win_rate": 50.18 }, "h30": { "avg_ret": -0.0702, "direction_aligned": "True", "win_rate": 51.86 }, "h60": { "avg_ret": -0.0444, "direction_aligned": "True", "win_rate": 53.56 } }, "VACUUM_UP": { "h5": { "avg_ret": -0.1058, "direction_aligned": "False", "win_rate": 48.77 }, "h15": { "avg_ret": -1.2742, "direction_aligned": "False", "win_rate": 49.8 }, "h30": { "avg_ret": -0.0864, "direction_aligned": "False", "win_rate": 51.6 }, "h60": { "avg_ret": -0.0295, "direction_aligned": "False", "win_rate": 52.98 } }, "VACUUM_DOWN": { "h5": { "avg_ret": 1.1992, "direction_aligned": "False", "win_rate": 48.87 }, "h15": { "avg_ret": 2.276, "direction_aligned": "False", "win_rate": 50.35 }, "h30": { "avg_ret": 2.5126, "direction_aligned": "False", "win_rate": 51.87 }, "h60": { "avg_ret": 2.9537, "direction_aligned": "False", "win_rate": 52.75 } } } }