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      "EOD_wr": 0.625,
      "EOD_ret": 0.0483
    },
    "D10": {
      "n": 34,
      "tilt_min": "0.6884",
      "tilt_max": "0.902",
      "tilt_mean": "0.7789",
      "1H_wr": 0.5588,
      "1H_ret": 0.05606,
      "3H_wr": 0.6562,
      "3H_ret": 0.08185,
      "EOD_wr": 0.6562,
      "EOD_ret": 0.20287
    },
    "monotonicity": 0.4444,
    "q10_q1_spread": 0.07267
  },
  "time_horizons_gt70": {
    "30min": {
      "wr": 0.5,
      "avg_ret": 0.01239,
      "t_stat": 0.231,
      "n": 32
    },
    "1H": {
      "wr": 0.5312,
      "avg_ret": 0.04266,
      "t_stat": 0.805,
      "n": 32
    },
    "2H": {
      "wr": 0.6333,
      "avg_ret": 0.08347,
      "t_stat": 1.271,
      "n": 30
    },
    "3H": {
      "wr": 0.6333,
      "avg_ret": 0.07217,
      "t_stat": 0.862,
      "n": 30
    },
    "EOD": {
      "wr": 0.6333,
      "avg_ret": 0.17369,
      "t_stat": 1.68,
      "n": 30
    }
  },
  "rvol_interaction": {
    "Q1_Low_Q1_Low_1H": {
      "ret": 0.01183,
      "wr": 0.5,
      "n": 14
    },
    "Q1_Low_Q2_1H": {
      "ret": 0.18331,
      "wr": 0.7059,
      "n": 17
    },
    "Q1_Low_Q3_1H": {
      "ret": 0.06637,
      "wr": 0.6897,
      "n": 29
    },
    "Q1_Low_Q4_High_1H": {
      "ret": 0.03778,
      "wr": 0.4545,
      "n": 22
    },
    "Q2_Q1_Low_1H": {
      "ret": 0.00741,
      "wr": 0.5238,
      "n": 21
    },
    "Q2_Q2_1H": {
      "ret": 0.08742,
      "wr": 0.6667,
      "n": 24
    },
    "Q2_Q3_1H": {
      "ret": 0.0035,
      "wr": 0.3333,
      "n": 12
    },
    "Q2_Q4_High_1H": {
      "ret": 0.14326,
      "wr": 0.76,
      "n": 25
    },
    "Q3_Q1_Low_1H": {
      "ret": -0.09959,
      "wr": 0.3182,
      "n": 22
    },
    "Q3_Q2_1H": {
      "ret": -0.06157,
      "wr": 0.5,
      "n": 16
    },
    "Q3_Q3_1H": {
      "ret": 0.04403,
      "wr": 0.5417,
      "n": 24
    },
    "Q3_Q4_High_1H": {
      "ret": 0.07466,
      "wr": 0.55,
      "n": 20
    },
    "Q4_High_Q1_Low_1H": {
      "ret": -0.10402,
      "wr": 0.4,
      "n": 25
    },
    "Q4_High_Q2_1H": {
      "ret": -0.27546,
      "wr": 0.24,
      "n": 25
    },
    "Q4_High_Q3_1H": {
      "ret": -0.08588,
      "wr": 0.4706,
      "n": 17
    },
    "Q4_High_Q4_High_1H": {
      "ret": -0.11295,
      "wr": 0.4,
      "n": 15
    },
    "Q1_Low_Q1_Low_3H": {
      "ret": -0.0217,
      "wr": 0.5,
      "n": 14
    },
    "Q1_Low_Q2_3H": {
      "ret": 0.18309,
      "wr": 0.8235,
      "n": 17
    },
    "Q1_Low_Q3_3H": {
      "ret": 0.07581,
      "wr": 0.7241,
      "n": 29
    },
    "Q1_Low_Q4_High_3H": {
      "ret": 0.03127,
      "wr": 0.5714,
      "n": 21
    },
    "Q2_Q1_Low_3H": {
      "ret": 0.06982,
      "wr": 0.5714,
      "n": 21
    },
    "Q2_Q2_3H": {
      "ret": 0.11164,
      "wr": 0.7083,
      "n": 24
    },
    "Q2_Q3_3H": {
      "ret": -0.01549,
      "wr": 0.6667,
      "n": 12
    },
    "Q2_Q4_High_3H": {
      "ret": 0.28352,
      "wr": 0.75,
      "n": 24
    },
    "Q3_Q1_Low_3H": {
      "ret": -0.12507,
      "wr": 0.4545,
      "n": 22
    },
    "Q3_Q2_3H": {
      "ret": 0.00849,
      "wr": 0.5625,
      "n": 16
    },
    "Q3_Q3_3H": {
      "ret": 0.08328,
      "wr": 0.5,
      "n": 24
    },
    "Q3_Q4_High_3H": {
      "ret": 0.10704,
      "wr": 0.65,
      "n": 20
    },
    "Q4_High_Q1_Low_3H": {
      "ret": -0.11063,
      "wr": 0.28,
      "n": 25
    },
    "Q4_High_Q2_3H": {
      "ret": -0.62314,
      "wr": 0.28,
      "n": 25
    },
    "Q4_High_Q3_3H": {
      "ret": -0.25215,
      "wr": 0.4118,
      "n": 17
    },
    "Q4_High_Q4_High_3H": {
      "ret": -0.05526,
      "wr": 0.3571,
      "n": 14
    }
  },
  "gex_interaction": {
    "Positive_gt0.65_1H": {
      "wr": 0.4828,
      "n": 29,
      "avg_ret": -0.01003
    },
    "Positive_gt0.7_1H": {
      "wr": 0.5263,
      "n": 19,
      "avg_ret": 0.02017
    },
    "Positive_gt0.75_1H": {
      "wr": 0.75,
      "n": 8,
      "avg_ret": 0.08286
    },
    "Positive_lt0.3_1H": {
      "wr": 0.5538,
      "n": 65,
      "avg_ret": -0.02838
    },
    "Positive_lt0.25_1H": {
      "wr": 0.5625,
      "n": 48,
      "avg_ret": -0.0386
    },
    "Negative_gt0.65_1H": {
      "wr": 0.625,
      "n": 16,
      "avg_ret": 0.11124
    },
    "Negative_gt0.7_1H": {
      "wr": 0.5385,
      "n": 13,
      "avg_ret": 0.07552
    },
    "Negative_gt0.75_1H": {
      "wr": 0.5,
      "n": 10,
      "avg_ret": 0.0174
    },
    "Negative_lt0.3_1H": {
      "wr": 0.75,
      "n": 8,
      "avg_ret": -0.30734
    },
    "Negative_lt0.25_1H": {
      "wr": 0.6,
      "n": 5,
      "avg_ret": -0.32281
    }
  },
  "frequency": {
    "gt_0.65": {
      "count": 45,
      "pct": 0.1351,
      "days_per_month": 2.18
    },
    "gt_0.7": {
      "count": 32,
      "pct": 0.0961,
      "days_per_month": 1.55
    },
    "gt_0.75": {
      "count": 18,
      "pct": 0.0541,
      "days_per_month": 0.87
    },
    "gt_0.8": {
      "count": 13,
      "pct": 0.039,
      "days_per_month": 0.63
    },
    "gt_0.85": {
      "count": 7,
      "pct": 0.021,
      "days_per_month": 0.34
    },
    "persist_0.65": 0.5111,
    "persist_0.7": 0.5,
    "persist_0.75": 0.5,
    "streak_stats_70": {
      "avg": 2.0,
      "max": 9,
      "median": 1.0,
      "n_streaks": 16
    }
  },
  "intraday_evolution": {
    "increasing_wr": 0.3556,
    "increasing_n": 45,
    "decreasing_short_wr": 0.3,
    "decreasing_n": 30,
    "ic_level": 0.0491,
    "ic_change": -0.2196
  },
  "bearish_deep_dive": {
    "standalone_1H": {
      "wr": 0.566,
      "n": 53,
      "avg_ret": -0.06541
    },
    "standalone_3H": {
      "wr": 0.566,
      "n": 53,
      "avg_ret": -0.07464
    },
    "standalone_EOD": {
      "wr": 0.5686,
      "n": 51,
      "avg_ret": 0.08581
    },
    "firm25_mm40": {
      "wr": 0.5532,
      "n": 47,
      "avg_ret": -0.02211
    },
    "firm25_negGEX": {
      "wr": 0.6,
      "n": 5,
      "avg_ret": -0.32281
    },
    "bearish_shift": {
      "wr": 0.5,
      "n": 6,
      "avg_ret": -0.01141
    },
    "firm30_mm35": {
      "wr": 0.5714,
      "n": 63
    },
    "firm30_mm40": {
      "wr": 0.5692,
      "n": 65
    },
    "firm35_mm40": {
      "wr": 0.5333,
      "n": 90
    },
    "firm25_mm35": {
      "wr": 0.5556,
      "n": 45
    }
  },
  "combinations": {
    "firm70_buypct_persistent": {
      "wr": 0.7143,
      "n": 7
    },
    "firm70_buypct_faded": {
      "wr": 0.2,
      "n": 5
    },
    "firm70_gap_up": {
      "wr": 0.5,
      "n": 12
    },
    "firm70_gap_down": {
      "wr": 0.25,
      "n": 4
    },
    "firm70_dow_Mon": {
      "wr": 0.4,
      "n": 5
    },
    "firm70_dow_Tue": {
      "wr": 0.5,
      "n": 4
    },
    "firm70_dow_Wed": {
      "wr": 0.5,
      "n": 10
    },
    "firm70_dow_Thu": {
      "wr": 0.7143,
      "n": 7
    },
    "firm70_dow_Fri": {
      "wr": 0.5,
      "n": 6
    }
  },
  "signal_comparison": {
    "v5 Total Pos Tilt >55%": {
      "full_wr": 0.6078,
      "full_n": 51,
      "is_wr": 0.5714,
      "is_n": 35,
      "oos_wr": 0.6875,
      "oos_n": 16
    },
    "Total Neg Tilt >65%": {
      "full_wr": 0.4146,
      "full_n": 41,
      "is_wr": 0.2,
      "is_n": 15,
      "oos_wr": 0.5385,
      "oos_n": 26
    },
    "Firm Neg Tilt >65%": {
      "full_wr": 0.5333,
      "full_n": 45,
      "is_wr": 0.5556,
      "is_n": 18,
      "oos_wr": 0.5185,
      "oos_n": 27
    },
    "Firm Neg Tilt >70%": {
      "full_wr": 0.5312,
      "full_n": 32,
      "is_wr": 0.6667,
      "is_n": 12,
      "oos_wr": 0.45,
      "oos_n": 20
    },
    "Weighted Combo >55%": {
      "full_wr": 0.6279,
      "full_n": 43,
      "is_wr": 0.5455,
      "is_n": 22,
      "oos_wr": 0.7143,
      "oos_n": 21
    },
    "Weighted Combo >60%": {
      "full_wr": 0.6316,
      "full_n": 19,
      "is_wr": 0.5714,
      "is_n": 7,
      "oos_wr": 0.6667,
      "oos_n": 12
    },
    "Weighted Combo >65%": {
      "full_wr": 0.75,
      "full_n": 8,
      "is_wr": 1.0,
      "is_n": 2,
      "oos_wr": 0.6667,
      "oos_n": 6
    }
  },
  "walk_forward": {
    "P1": {
      "date_range": "2024-06-24 to 2024-12-04",
      "n_total": 111,
      "gt70_wr": 0.8333,
      "gt70_n": 6,
      "gt65_wr": 0.5556,
      "gt65_n": 9
    },
    "P2": {
      "date_range": "2024-12-05 to 2025-05-23",
      "n_total": 111,
      "gt70_wr": 0.5,
      "gt70_n": 6,
      "gt65_wr": 0.5556,
      "gt65_n": 9
    },
    "P3": {
      "date_range": "2025-05-27 to 2026-03-04",
      "n_total": 111,
      "gt70_wr": 0.45,
      "gt70_n": 20,
      "gt65_wr": 0.5185,
      "gt65_n": 27
    }
  },
  "summary": {
    "recommended_threshold": 0.75,
    "recommended_wr": 0.6111,
    "recommended_n": 18,
    "expected_frequency_per_month": 0.87,
    "best_combo": "firm70_buypct_persistent",
    "centerpiece_verdict": "CONDITIONAL"
  },
  "metadata": {
    "n_days": 333,
    "date_range": [
      "2024-06-24",
      "2026-03-04"
    ],
    "is_days": 199,
    "oos_days": 134,
    "firm_tilt_mean": "0.4416",
    "firm_tilt_std": "0.183",
    "firm_tilt_median": "0.4355"
  }
}