{
  "meta": {
    "n_snapshots": 12891,
    "n_days": 333,
    "null_7pt_60min": 0.491,
    "null_10pt_120min": 0.4624
  },
  "factor_summary": [
    {
      "factor": "0DTE share",
      "rho": -0.12593896834979543,
      "p": 1.0331599938661746e-05,
      "n": 1219,
      "sig": "***"
    },
    {
      "factor": "0DTE pos share",
      "rho": -0.0955083725511794,
      "p": 0.0008413795295494862,
      "n": 1219,
      "sig": "***"
    },
    {
      "factor": "GEX magnitude",
      "rho": -0.18822381355164108,
      "p": 3.490594272596888e-11,
      "n": 1219,
      "sig": "***"
    },
    {
      "factor": "Buy pressure",
      "rho": 0.030446946963975176,
      "p": 0.29621854479697873,
      "n": 1179,
      "sig": ""
    },
    {
      "factor": "Daily RVOL",
      "rho": -0.0231003318572172,
      "p": 0.42092642284152204,
      "n": 1216,
      "sig": ""
    },
    {
      "factor": "Gap %",
      "rho": 0.03877271640429642,
      "p": 0.1761075445865289,
      "n": 1219,
      "sig": ""
    },
    {
      "factor": "Customer net gamma",
      "rho": 0.1350592492543514,
      "p": 2.219424878632995e-06,
      "n": 1219,
      "sig": "***"
    },
    {
      "factor": "ProCust net gamma",
      "rho": 0.2208393221740044,
      "p": 6.240029025340697e-15,
      "n": 1219,
      "sig": "***"
    },
    {
      "factor": "Opp pos gamma",
      "rho": -0.23016227598755054,
      "p": 4.046224109866586e-16,
      "n": 1219,
      "sig": "***"
    },
    {
      "factor": "Same pos gamma",
      "rho": -0.2686454124872623,
      "p": 1.3489212775197358e-21,
      "n": 1219,
      "sig": "***"
    }
  ]
}