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"high_wr": null, "high_n": 1, "low_wr": 0.5714, "low_n": 14 }, "mm_0.75_3H": { "high_wr": null, "high_n": 2, "low_wr": 0.5385, "low_n": 13 }, "cust_0.75_3H": { "high_wr": null, "high_n": 1, "low_wr": 0.5, "low_n": 14 }, "firm_0.75_3H": { "high_wr": null, "high_n": 0, "low_wr": 0.4667, "low_n": 15 }, "procust_0.75_3H": { "high_wr": null, "high_n": 0, "low_wr": 0.4667, "low_n": 15 }, "bd_0.75_3H": { "high_wr": null, "high_n": 1, "low_wr": 0.4286, "low_n": 14 } }, "metadata": { "n_days": 333, "date_range": [ "2024-06-24", "2026-03-04" ], "tilt_definition": "neg_gamma: |negative_gamma above spot| / total |negative_gamma|", "is_oos_split": "60/40 chronological", "signal_time": "closest to 10:00 ET (9:30-11:00)", "excluded": "corrupted 2025-10-27 to 2026-02-17, FOMC days, holidays (<100K volume)" } }