{
  "cluster_detection": {
    "IS": {
      "n_snapshots": 4646,
      "mean_clusters": 2.221050365906156,
      "pct_with_clusters": 0.9959104606112785
    },
    "OOS": {
      "n_snapshots": 1896,
      "mean_clusters": 1.7906118143459915,
      "pct_with_clusters": 1.0
    }
  },
  "cluster_build_IS": {
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    "close_mean_intensity": 480023800.707274,
    "ratio": 1.339309264930094,
    "p_value": 5.788691469800209e-16,
    "verdict": "YES"
  },
  "cluster_build_OOS": {
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    "ratio": 1.3816394152517668,
    "p_value": 6.641607801778346e-18,
    "verdict": "YES"
  },
  "price_behavior_5min_IS": {
    "n_at": 1226,
    "n_away": 3416,
    "at_abs_ret_bp": 4.234878865388877,
    "away_abs_ret_bp": 4.7090129556681735,
    "abs_ret_ratio": 0.8993134878279347,
    "vol_ratio": 0.9184115264856326,
    "p_abs_ret": 0.008194635029668683,
    "p_rvol": 0.003066724094752179,
    "pinning_verdict": "YES"
  },
  "price_behavior_5min_OOS": {
    "n_at": 551,
    "n_away": 1304,
    "at_abs_ret_bp": 5.1002170085583485,
    "away_abs_ret_bp": 5.105660279185759,
    "abs_ret_ratio": 0.9989338752815966,
    "vol_ratio": 0.9624490583985061,
    "p_abs_ret": 0.8934100836130496,
    "p_rvol": 0.6115273079979222,
    "pinning_verdict": "NO"
  },
  "price_behavior_15min_IS": {
    "n_at": 1179,
    "n_away": 3343,
    "at_abs_ret_bp": 7.101722345174783,
    "away_abs_ret_bp": 7.984404837548001,
    "abs_ret_ratio": 0.8894491812060611,
    "vol_ratio": 0.9310182573836013,
    "p_abs_ret": 0.00814670486250001,
    "p_rvol": 0.002466390826349706,
    "pinning_verdict": "YES"
  },
  "price_behavior_15min_OOS": {
    "n_at": 533,
    "n_away": 1274,
    "at_abs_ret_bp": 8.745258649925734,
    "away_abs_ret_bp": 8.357685173320577,
    "abs_ret_ratio": 1.0463733041587124,
    "vol_ratio": 0.9851763050926146,
    "p_abs_ret": 0.9175326766930332,
    "p_rvol": 0.9458863474915958,
    "pinning_verdict": "NO"
  },
  "price_behavior_30min_IS": {
    "n_at": 1085,
    "n_away": 3199,
    "at_abs_ret_bp": 9.659908694225681,
    "away_abs_ret_bp": 11.277304335264935,
    "abs_ret_ratio": 0.8565795873769635,
    "vol_ratio": 0.9329681870993674,
    "p_abs_ret": 0.016594563421376652,
    "p_rvol": 0.005016279389835622,
    "pinning_verdict": "YES"
  },
  "price_behavior_30min_OOS": {
    "n_at": 498,
    "n_away": 1214,
    "at_abs_ret_bp": 12.988789678128938,
    "away_abs_ret_bp": 11.360148248733598,
    "abs_ret_ratio": 1.1433644520947954,
    "vol_ratio": 0.993158894392946,
    "p_abs_ret": 0.9677318888814234,
    "p_rvol": 0.9667829689821127,
    "pinning_verdict": "NO"
  },
  "attractor_IS": {
    "n_events": 15,
    "mean_toward_bp": 1.1810673192003445,
    "t_stat": 0.11332994513668329,
    "p_value": 0.9118108807572619,
    "verdict": "NO"
  },
  "0dte_vs_multiday_IS": {
    "n_both": 1133,
    "n_single": 46,
    "rvol_both": 0.07613241809622491,
    "rvol_single": 0.06350664615090935,
    "p_value": 0.9500376758951146,
    "verdict": "NO"
  },
  "dissolution_IS": {
    "n_events": 922,
    "post_diss_bp": 9.896423932948206,
    "control_bp": 7.984404837548001,
    "ratio": 1.2394692070733455,
    "p_value": 3.594982803184537e-08,
    "verdict": "YES"
  },
  "dissolution_OOS": {
    "n_events": 364,
    "post_diss_bp": 10.101016249889135,
    "control_bp": 8.357685173320577,
    "ratio": 1.2085901826182233,
    "p_value": 0.00013999361898360391,
    "verdict": "YES"
  },
  "participant_IS": {
    "n_mm": 583,
    "n_cust": 596,
    "rvol_mm": 0.07128548412975648,
    "rvol_cust": 0.07989915801730979,
    "p_value": 7.466427040091916e-05,
    "verdict": "YES"
  },
  "participant_OOS": {
    "n_mm": 223,
    "n_cust": 310,
    "rvol_mm": 0.09831582412785911,
    "rvol_cust": 0.07673492447522044,
    "p_value": 0.9999998831886193,
    "verdict": "NO"
  },
  "landscape_30min_IS": {
    "n": 4284,
    "spearman_corr": 0.026109323893777008,
    "p_value": 0.08750520791014374,
    "directional_accuracy": 0.5032679738562091,
    "quintile_returns_bp": {
      "0": 0.49004186819163625,
      "1": -0.46820027955393145,
      "2": -0.4565891701036836,
      "3": 0.6344791000616579,
      "4": 0.44763330417018504
    },
    "monotonic": false,
    "verdict": "NO"
  },
  "landscape_change_30min_IS": {
    "spearman_corr": 0.04566522790491951,
    "p_value": 0.0032047165604579073,
    "verdict": "YES"
  },
  "landscape_30min_OOS": {
    "n": 1712,
    "spearman_corr": 0.016751666679782205,
    "p_value": 0.4885199946714459,
    "directional_accuracy": 0.5128504672897196,
    "quintile_returns_bp": {
      "0": -2.575768784332026,
      "1": 1.409198729292302,
      "2": 0.2767670744119878,
      "3": -1.7635696555215516,
      "4": 0.6319620799679735
    },
    "monotonic": false,
    "verdict": "NO"
  },
  "landscape_change_30min_OOS": {
    "spearman_corr": 0.012218380125873141,
    "p_value": 0.6184430772829067,
    "verdict": "NO"
  },
  "verdicts": {
    "Q1_clusters_build_during_day": "YES",
    "Q2_price_pins_at_clusters": "NO",
    "Q3_growing_clusters_attract_price": "NO",
    "Q4_0dte_plus_regular_pins_harder": "NO",
    "Q5_dissolution_breakout": "YES",
    "Q6_mm_dominant_pins_harder": "NO",
    "Q7_landscape_predicts_direction": "NO"
  }
}