{
  "test_1_touch_rate": {
    "IS": {
      "gamma_wall": {
        "0.1%": {
          "touch_rate": 0.0863,
          "random_rate": 0.1024,
          "lift": 0.84,
          "n_days": 371,
          "z_stat": -1.03,
          "p_value": 0.8479
        },
        "0.2%": {
          "touch_rate": 0.1159,
          "random_rate": 0.1051,
          "lift": 1.1,
          "n_days": 371,
          "z_stat": 0.68,
          "p_value": 0.2492
        },
        "0.5%": {
          "touch_rate": 0.1725,
          "random_rate": 0.1806,
          "lift": 0.96,
          "n_days": 371,
          "z_stat": -0.4,
          "p_value": 0.6572
        }
      },
      "max_neg_strike": {
        "0.1%": {
          "touch_rate": 0.1173,
          "random_rate": 0.1276,
          "lift": 0.92,
          "n_days": 196,
          "z_stat": -0.43,
          "p_value": 0.6658
        },
        "0.2%": {
          "touch_rate": 0.1378,
          "random_rate": 0.1429,
          "lift": 0.96,
          "n_days": 196,
          "z_stat": -0.2,
          "p_value": 0.5809
        },
        "0.5%": {
          "touch_rate": 0.1786,
          "random_rate": 0.1582,
          "lift": 1.13,
          "n_days": 196,
          "z_stat": 0.78,
          "p_value": 0.2168
        }
      },
      "gamma_flip": {
        "0.1%": {
          "touch_rate": 0.3444,
          "random_rate": 0.3333,
          "lift": 1.03,
          "n_days": 363,
          "z_stat": 0.45,
          "p_value": 0.328
        },
        "0.2%": {
          "touch_rate": 0.3939,
          "random_rate": 0.3609,
          "lift": 1.09,
          "n_days": 363,
          "z_stat": 1.31,
          "p_value": 0.0949
        },
        "0.5%": {
          "touch_rate": 0.4793,
          "random_rate": 0.4904,
          "lift": 0.98,
          "n_days": 363,
          "z_stat": -0.42,
          "p_value": 0.6627
        }
      }
    },
    "OOS": {
      "gamma_wall": {
        "0.1%": {
          "touch_rate": 0.0462,
          "random_rate": 0.0694,
          "lift": 0.67,
          "n_days": 173,
          "z_stat": -1.2,
          "p_value": 0.8843
        },
        "0.2%": {
          "touch_rate": 0.0578,
          "random_rate": 0.0751,
          "lift": 0.77,
          "n_days": 173,
          "z_stat": -0.87,
          "p_value": 0.8065
        },
        "0.5%": {
          "touch_rate": 0.0694,
          "random_rate": 0.1214,
          "lift": 0.57,
          "n_days": 173,
          "z_stat": -2.1,
          "p_value": 0.9819
        }
      },
      "max_neg_strike": {
        "0.1%": {
          "touch_rate": 0.0575,
          "random_rate": 0.069,
          "lift": 0.83,
          "n_days": 87,
          "z_stat": -0.42,
          "p_value": 0.6639
        },
        "0.2%": {
          "touch_rate": 0.0575,
          "random_rate": 0.069,
          "lift": 0.83,
          "n_days": 87,
          "z_stat": -0.42,
          "p_value": 0.6639
        },
        "0.5%": {
          "touch_rate": 0.1379,
          "random_rate": 0.1264,
          "lift": 1.09,
          "n_days": 87,
          "z_stat": 0.32,
          "p_value": 0.3735
        }
      },
      "gamma_flip": {
        "0.1%": {
          "touch_rate": 0.2784,
          "random_rate": 0.2727,
          "lift": 1.02,
          "n_days": 176,
          "z_stat": 0.17,
          "p_value": 0.4328
        },
        "0.2%": {
          "touch_rate": 0.3068,
          "random_rate": 0.2955,
          "lift": 1.04,
          "n_days": 176,
          "z_stat": 0.33,
          "p_value": 0.3705
        },
        "0.5%": {
          "touch_rate": 0.3807,
          "random_rate": 0.3864,
          "lift": 0.99,
          "n_days": 176,
          "z_stat": -0.15,
          "p_value": 0.5615
        }
      }
    }
  },
  "test_2_attraction_speed": {
    "IS": {
      "gamma_wall": {
        "<0.5%": {
          "mean_minutes_actual": 24.4,
          "mean_minutes_random": 43.1,
          "n_actual": 25,
          "n_random": 26,
          "p_value": 0.2166
        },
        "0.5-1%": {
          "mean_minutes_actual": 120.3,
          "mean_minutes_random": 165.9,
          "n_actual": 13,
          "n_random": 8,
          "p_value": null
        }
      },
      "max_neg_strike": {
        "<0.5%": {
          "mean_minutes_actual": 8.1,
          "mean_minutes_random": 27.6,
          "n_actual": 15,
          "n_random": 14,
          "p_value": 0.459
        }
      },
      "gamma_flip": {
        "<0.5%": {
          "mean_minutes_actual": 21.0,
          "mean_minutes_random": 14.8,
          "n_actual": 107,
          "n_random": 103,
          "p_value": 0.9218
        },
        "0.5-1%": {
          "mean_minutes_actual": 138.0,
          "mean_minutes_random": 122.0,
          "n_actual": 30,
          "n_random": 22,
          "p_value": 0.5369
        }
      }
    },
    "OOS": {
      "gamma_wall": {},
      "max_neg_strike": {},
      "gamma_flip": {
        "<0.5%": {
          "mean_minutes_actual": 17.0,
          "mean_minutes_random": 10.8,
          "n_actual": 43,
          "n_random": 42,
          "p_value": 0.5236
        }
      }
    }
  },
  "test_3_time_of_day": {
    "IS": {
      "gamma_wall": {
        "morning_9:30-11:00": {
          "touch_rate_0.2pct": 0.0755,
          "n_days": 371
        },
        "midday_11:00-14:00": {
          "touch_rate_0.2pct": 0.0863,
          "n_days": 371
        },
        "close_14:00-16:00": {
          "touch_rate_0.2pct": 0.0782,
          "n_days": 371
        }
      },
      "max_neg_strike": {
        "morning_9:30-11:00": {
          "touch_rate_0.2pct": 0.0969,
          "n_days": 196
        },
        "midday_11:00-14:00": {
          "touch_rate_0.2pct": 0.0867,
          "n_days": 196
        },
        "close_14:00-16:00": {
          "touch_rate_0.2pct": 0.0918,
          "n_days": 196
        }
      },
      "gamma_flip": {
        "morning_9:30-11:00": {
          "touch_rate_0.2pct": 0.3196,
          "n_days": 363
        },
        "midday_11:00-14:00": {
          "touch_rate_0.2pct": 0.303,
          "n_days": 363
        },
        "close_14:00-16:00": {
          "touch_rate_0.2pct": 0.2479,
          "n_days": 363
        }
      }
    },
    "OOS": {
      "gamma_wall": {
        "morning_9:30-11:00": {
          "touch_rate_0.2pct": 0.0462,
          "n_days": 173
        },
        "midday_11:00-14:00": {
          "touch_rate_0.2pct": 0.052,
          "n_days": 173
        },
        "close_14:00-16:00": {
          "touch_rate_0.2pct": 0.0462,
          "n_days": 173
        }
      },
      "max_neg_strike": {
        "morning_9:30-11:00": {
          "touch_rate_0.2pct": 0.0345,
          "n_days": 87
        },
        "midday_11:00-14:00": {
          "touch_rate_0.2pct": 0.0345,
          "n_days": 87
        },
        "close_14:00-16:00": {
          "touch_rate_0.2pct": 0.0115,
          "n_days": 87
        }
      },
      "gamma_flip": {
        "morning_9:30-11:00": {
          "touch_rate_0.2pct": 0.25,
          "n_days": 176
        },
        "midday_11:00-14:00": {
          "touch_rate_0.2pct": 0.2216,
          "n_days": 176
        },
        "close_14:00-16:00": {
          "touch_rate_0.2pct": 0.1648,
          "n_days": 176
        }
      }
    }
  },
  "test_4_path_bias": {
    "IS": {
      "mean_center_of_gravity": 0.6072,
      "cog_interpretation": "closer to gamma_wall",
      "cog_t_stat": 10.12,
      "cog_p_value": 0.0,
      "mean_time_in_channel": 0.9826,
      "n_days": 463
    },
    "OOS": {
      "mean_center_of_gravity": 0.6048,
      "cog_interpretation": "closer to gamma_wall",
      "cog_t_stat": 7.73,
      "cog_p_value": 0.0,
      "mean_time_in_channel": 0.9911,
      "n_days": 209
    }
  },
  "test_5_reversal_zone": {
    "IS": {
      "gamma_wall": {
        "all": {
          "15min": {
            "bounce_rate": 0.907,
            "n_events": 43,
            "p_value": 0.0
          },
          "30min": {
            "bounce_rate": 0.8571,
            "n_events": 42,
            "p_value": 0.0
          },
          "60min": {
            "bounce_rate": 0.878,
            "n_events": 41,
            "p_value": 0.0
          }
        },
        "pos_gex": {
          "15min": {
            "bounce_rate": 0.925,
            "n_events": 40,
            "p_value": 0.0
          },
          "30min": {
            "bounce_rate": 0.8718,
            "n_events": 39,
            "p_value": 0.0
          },
          "60min": {
            "bounce_rate": 0.8947,
            "n_events": 38,
            "p_value": 0.0
          }
        }
      },
      "max_neg_strike": {
        "all": {
          "15min": {
            "bounce_rate": 0.7778,
            "n_events": 27,
            "p_value": 0.0059
          },
          "30min": {
            "bounce_rate": 0.8148,
            "n_events": 27,
            "p_value": 0.0015
          },
          "60min": {
            "bounce_rate": 0.72,
            "n_events": 25,
            "p_value": 0.0433
          }
        },
        "neg_gex": {
          "15min": {
            "bounce_rate": 0.7391,
            "n_events": 23,
            "p_value": 0.0347
          },
          "30min": {
            "bounce_rate": 0.8261,
            "n_events": 23,
            "p_value": 0.0026
          },
          "60min": {
            "bounce_rate": 0.6957,
            "n_events": 23,
            "p_value": 0.0931
          }
        }
      },
      "gamma_flip": {
        "all": {
          "15min": {
            "bounce_rate": 0.844,
            "n_events": 141,
            "p_value": 0.0
          },
          "30min": {
            "bounce_rate": 0.7914,
            "n_events": 139,
            "p_value": 0.0
          },
          "60min": {
            "bounce_rate": 0.7319,
            "n_events": 138,
            "p_value": 0.0
          }
        },
        "pos_gex": {
          "15min": {
            "bounce_rate": 0.9,
            "n_events": 40,
            "p_value": 0.0
          },
          "30min": {
            "bounce_rate": 0.9211,
            "n_events": 38,
            "p_value": 0.0
          },
          "60min": {
            "bounce_rate": 0.8919,
            "n_events": 37,
            "p_value": 0.0
          }
        },
        "neg_gex": {
          "15min": {
            "bounce_rate": 0.8218,
            "n_events": 101,
            "p_value": 0.0
          },
          "30min": {
            "bounce_rate": 0.7426,
            "n_events": 101,
            "p_value": 0.0
          },
          "60min": {
            "bounce_rate": 0.6733,
            "n_events": 101,
            "p_value": 0.0006
          }
        }
      }
    },
    "OOS": {
      "gamma_wall": {
        "all": {
          "15min": {
            "bounce_rate": 0.9,
            "n_events": 10,
            "p_value": 0.0215
          },
          "30min": {
            "bounce_rate": 0.9,
            "n_events": 10,
            "p_value": 0.0215
          },
          "60min": {
            "bounce_rate": 1.0,
            "n_events": 10,
            "p_value": 0.002
          }
        }
      },
      "max_neg_strike": {},
      "gamma_flip": {
        "all": {
          "15min": {
            "bounce_rate": 0.8491,
            "n_events": 53,
            "p_value": 0.0
          },
          "30min": {
            "bounce_rate": 0.7547,
            "n_events": 53,
            "p_value": 0.0003
          },
          "60min": {
            "bounce_rate": 0.6538,
            "n_events": 52,
            "p_value": 0.0365
          }
        },
        "pos_gex": {
          "15min": {
            "bounce_rate": 1.0,
            "n_events": 16,
            "p_value": 0.0
          },
          "30min": {
            "bounce_rate": 0.875,
            "n_events": 16,
            "p_value": 0.0042
          },
          "60min": {
            "bounce_rate": 0.875,
            "n_events": 16,
            "p_value": 0.0042
          }
        },
        "neg_gex": {
          "15min": {
            "bounce_rate": 0.7838,
            "n_events": 37,
            "p_value": 0.0008
          },
          "30min": {
            "bounce_rate": 0.7027,
            "n_events": 37,
            "p_value": 0.0201
          },
          "60min": {
            "bounce_rate": 0.5556,
            "n_events": 36,
            "p_value": 0.6177
          }
        }
      }
    }
  },
  "test_6_gamma_flip_pivot": {
    "IS": {
      "mean_crosses_per_day": 4.04,
      "n_days": 273,
      "post_cross_15min_mean_move": 5.93,
      "post_cross_direction": "acceleration",
      "post_cross_t_stat": 11.37,
      "post_cross_p_value": 0.0,
      "crosses_vs_range_corr": 0.3544,
      "crosses_vs_range_p": 0.0
    },
    "OOS": {
      "mean_crosses_per_day": 3.37,
      "n_days": 119,
      "post_cross_15min_mean_move": 5.37,
      "post_cross_direction": "acceleration",
      "post_cross_t_stat": 4.87,
      "post_cross_p_value": 0.0,
      "crosses_vs_range_corr": 0.1819,
      "crosses_vs_range_p": 0.0477
    }
  },
  "test_7_range_prediction": {
    "IS": {
      "channel_width_vs_range_corr": -0.0598,
      "channel_width_vs_range_p": 0.1735,
      "nearest_level_vs_range_corr": -0.1058,
      "nearest_level_vs_range_p": 0.0159,
      "n_days": 519,
      "mean_channel_width_pct": 10.2,
      "mean_intraday_range_pct": 0.98,
      "quintile_ranges": {
        "Q1": 1.079,
        "Q2": 0.903,
        "Q3": 1.077,
        "Q4": 0.947,
        "Q5": 0.879
      }
    },
    "OOS": {
      "channel_width_vs_range_corr": 0.119,
      "channel_width_vs_range_p": 0.0762,
      "nearest_level_vs_range_corr": 0.0411,
      "nearest_level_vs_range_p": 0.5416,
      "n_days": 223,
      "mean_channel_width_pct": 9.7,
      "mean_intraday_range_pct": 1.08,
      "quintile_ranges": {
        "Q1": 0.78,
        "Q2": 0.995,
        "Q3": 0.982,
        "Q4": 1.307,
        "Q5": 1.327
      }
    }
  },
  "test_8_rvol_proximity": {
    "IS": {
      "near_level_approach_rate": 0.4904,
      "far_level_approach_rate": 0.4815,
      "n_near": 469,
      "n_far": 2295,
      "rvol_quartile_approach": {
        "low": {
          "approach_rate": 0.5575,
          "n": 113
        },
        "med-low": {
          "approach_rate": 0.4811,
          "n": 106
        },
        "med-high": {
          "approach_rate": 0.4528,
          "n": 106
        },
        "high": {
          "approach_rate": 0.4722,
          "n": 144
        }
      },
      "low_vs_high_rvol_z": 1.36,
      "low_vs_high_rvol_p": 0.1745
    },
    "OOS": {
      "near_level_approach_rate": 0.3723,
      "far_level_approach_rate": 0.4814,
      "n_near": 137,
      "n_far": 1155,
      "rvol_quartile_approach": {
        "low": {
          "approach_rate": 0.3265,
          "n": 49
        },
        "med-low": {
          "approach_rate": 0.3333,
          "n": 33
        },
        "med-high": {
          "approach_rate": 0.5556,
          "n": 27
        },
        "high": {
          "approach_rate": 0.3214,
          "n": 28
        }
      },
      "low_vs_high_rvol_z": 0.05,
      "low_vs_high_rvol_p": 0.9633
    }
  }
}