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      "avg_ret_pct": 0.1469,
      "win_rate": 0.56,
      "sharpe": 5.71,
      "t_stat": 1.8,
      "total_ret_pct": 3.672
    },
    {
      "label": "B_RIDE_15m\u2192+2hr_IS",
      "n_trades": 15,
      "avg_ret_pct": 0.1545,
      "win_rate": 0.067,
      "sharpe": 0,
      "t_stat": 0,
      "total_ret_pct": 0.154
    },
    {
      "label": "B_RIDE_15m\u2192+2hr_OOS",
      "n_trades": 10,
      "avg_ret_pct": NaN,
      "win_rate": 0.0,
      "sharpe": 0,
      "t_stat": 0,
      "total_ret_pct": 0.0
    },
    {
      "label": "B_RIDE_15m\u2192+2hr_ALL",
      "n_trades": 25,
      "avg_ret_pct": 0.1545,
      "win_rate": 0.04,
      "sharpe": 0,
      "t_stat": 0,
      "total_ret_pct": 0.154
    },
    {
      "label": "B_RIDE_30m\u2192+2hr_IS",
      "n_trades": 15,
      "avg_ret_pct": 0.0171,
      "win_rate": 0.067,
      "sharpe": 0,
      "t_stat": 0,
      "total_ret_pct": 0.017
    },
    {
      "label": "B_RIDE_30m\u2192+2hr_OOS",
      "n_trades": 10,
      "avg_ret_pct": NaN,
      "win_rate": 0.0,
      "sharpe": 0,
      "t_stat": 0,
      "total_ret_pct": 0.0
    },
    {
      "label": "B_RIDE_30m\u2192+2hr_ALL",
      "n_trades": 25,
      "avg_ret_pct": 0.0171,
      "win_rate": 0.04,
      "sharpe": 0,
      "t_stat": 0,
      "total_ret_pct": 0.017
    },
    {
      "label": "C_HIGH_LAMBDA_RIDE_15m\u2192EOD_IS",
      "n_trades": 5,
      "avg_ret_pct": 0.3458,
      "win_rate": 0.6,
      "sharpe": 8.22,
      "t_stat": 1.16,
      "total_ret_pct": 1.729
    },
    {
      "label": "C_HIGH_LAMBDA_RIDE_15m\u2192EOD_OOS",
      "n_trades": 3,
      "avg_ret_pct": 0.2006,
      "win_rate": 0.667,
      "sharpe": 8.57,
      "t_stat": 0.94,
      "total_ret_pct": 0.602
    },
    {
      "label": "C_HIGH_LAMBDA_RIDE_15m\u2192EOD_ALL",
      "n_trades": 8,
      "avg_ret_pct": 0.2238,
      "win_rate": 0.625,
      "sharpe": 8.37,
      "t_stat": 1.49,
      "total_ret_pct": 1.79
    },
    {
      "label": "C_LOW_LAMBDA_FADE_15m\u2192EOD_IS",
      "n_trades": 5,
      "avg_ret_pct": -0.1701,
      "win_rate": 0.4,
      "sharpe": -8.32,
      "t_stat": -1.17,
      "total_ret_pct": -0.851
    },
    {
      "label": "C_LOW_LAMBDA_FADE_15m\u2192EOD_OOS",
      "n_trades": 3,
      "avg_ret_pct": -0.4504,
      "win_rate": 0.0,
      "sharpe": -24.79,
      "t_stat": -2.7,
      "total_ret_pct": -1.351
    },
    {
      "label": "C_LOW_LAMBDA_FADE_15m\u2192EOD_ALL",
      "n_trades": 8,
      "avg_ret_pct": -0.1919,
      "win_rate": 0.375,
      "sharpe": -9.79,
      "t_stat": -1.74,
      "total_ret_pct": -1.535
    },
    {
      "label": "C_HIGH_LAMBDA_RIDE_30m\u2192EOD_IS",
      "n_trades": 5,
      "avg_ret_pct": 0.1765,
      "win_rate": 0.6,
      "sharpe": 4.69,
      "t_stat": 0.66,
      "total_ret_pct": 0.883
    },
    {
      "label": "C_HIGH_LAMBDA_RIDE_30m\u2192EOD_OOS",
      "n_trades": 3,
      "avg_ret_pct": 0.0973,
      "win_rate": 0.333,
      "sharpe": 2.75,
      "t_stat": 0.3,
      "total_ret_pct": 0.292
    },
    {
      "label": "C_HIGH_LAMBDA_RIDE_30m\u2192EOD_ALL",
      "n_trades": 8,
      "avg_ret_pct": 0.1256,
      "win_rate": 0.5,
      "sharpe": 3.96,
      "t_stat": 0.71,
      "total_ret_pct": 1.005
    },
    {
      "label": "C_LOW_LAMBDA_FADE_30m\u2192EOD_IS",
      "n_trades": 5,
      "avg_ret_pct": -0.1262,
      "win_rate": 0.6,
      "sharpe": -7.33,
      "t_stat": -1.03,
      "total_ret_pct": -0.631
    },
    {
      "label": "C_LOW_LAMBDA_FADE_30m\u2192EOD_OOS",
      "n_trades": 3,
      "avg_ret_pct": -0.4146,
      "win_rate": 0.0,
      "sharpe": -36.02,
      "t_stat": -3.93,
      "total_ret_pct": -1.244
    },
    {
      "label": "C_LOW_LAMBDA_FADE_30m\u2192EOD_ALL",
      "n_trades": 8,
      "avg_ret_pct": -0.1477,
      "win_rate": 0.5,
      "sharpe": -8.49,
      "t_stat": -1.51,
      "total_ret_pct": -1.181
    }
  ],
  "by_event_type": [
    {
      "type": "FOMC",
      "signal": "RIDE",
      "n": 24,
      "avg_ret": 0.2287,
      "win_rate": 0.625
    }
  ],
  "ic_analysis": {
    "ret_15m_EOD": {
      "ic": 0.27,
      "p_value": 0.1918,
      "n": 25
    },
    "lambda_ret_15m_EOD": {
      "ic": -0.0008,
      "p_value": 0.9971,
      "n": 25
    },
    "ret_30m_EOD": {
      "ic": 0.1577,
      "p_value": 0.4516,
      "n": 25
    },
    "lambda_ret_30m_EOD": {
      "ic": -0.0554,
      "p_value": 0.7926,
      "n": 25
    }
  },
  "composite_signals": [
    {
      "signal": "STRONG_RIDE",
      "n": 8,
      "avg_ret": 0.2238,
      "win_rate": 0.625,
      "t_stat": 1.49
    }
  ]
}