{
  "jump_count": {
    "1d_ret": {
      "IS": {
        "ic": 0.0323,
        "ls_sharpe": -2.52,
        "mono": -1.0,
        "q5_mean_bps": 1.0,
        "q5_wr": 51.6,
        "q1_mean_bps": 30012.1,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.0216,
        "ls_sharpe": -1.16,
        "mono": 0.0,
        "q5_mean_bps": 3.6,
        "q5_wr": 53.1,
        "q1_mean_bps": 11.7,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    },
    "5d_ret": {
      "IS": {
        "ic": 0.0183,
        "ls_sharpe": -2.51,
        "mono": -0.8,
        "q5_mean_bps": -10.8,
        "q5_wr": 51.6,
        "q1_mean_bps": 31393.3,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": 0.0211,
        "ls_sharpe": 0.4,
        "mono": 0.8,
        "q5_mean_bps": 39.6,
        "q5_wr": 62.5,
        "q1_mean_bps": 34.8,
        "n": 169,
        "n_per_q": 33
      },
      "ic_flip": "False"
    },
    "1d_range": {
      "IS": {
        "ic": 0.0689,
        "ls_sharpe": -2.58,
        "mono": -0.4,
        "q5_mean_bps": 8842.0,
        "q5_wr": null,
        "q1_mean_bps": 41767.8,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": 0.1173,
        "ls_sharpe": -3.61,
        "mono": -0.4,
        "q5_mean_bps": 7311.8,
        "q5_wr": null,
        "q1_mean_bps": 8622.3,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    }
  },
  "jump_intensity": {
    "1d_ret": {
      "IS": {
        "ic": 0.0293,
        "ls_sharpe": -2.66,
        "mono": -0.4,
        "q5_mean_bps": 4.2,
        "q5_wr": 51.4,
        "q1_mean_bps": 33404.3,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.0199,
        "ls_sharpe": -1.91,
        "mono": -0.4,
        "q5_mean_bps": -3.1,
        "q5_wr": 45.7,
        "q1_mean_bps": 9.7,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    },
    "5d_ret": {
      "IS": {
        "ic": 0.0056,
        "ls_sharpe": -2.65,
        "mono": -0.8,
        "q5_mean_bps": -1.3,
        "q5_wr": 51.4,
        "q1_mean_bps": 34933.8,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": 0.0273,
        "ls_sharpe": 0.38,
        "mono": 0.4,
        "q5_mean_bps": 37.3,
        "q5_wr": 58.8,
        "q1_mean_bps": 32.8,
        "n": 169,
        "n_per_q": 33
      },
      "ic_flip": "False"
    },
    "1d_range": {
      "IS": {
        "ic": 0.0713,
        "ls_sharpe": -2.71,
        "mono": -0.2,
        "q5_mean_bps": 8985.6,
        "q5_wr": null,
        "q1_mean_bps": 45461.1,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": 0.1207,
        "ls_sharpe": -3.04,
        "mono": -0.4,
        "q5_mean_bps": 7554.5,
        "q5_wr": null,
        "q1_mean_bps": 8635.9,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    }
  },
  "jump_asymmetry": {
    "1d_ret": {
      "IS": {
        "ic": -0.0906,
        "ls_sharpe": -4.37,
        "mono": -0.6,
        "q5_mean_bps": 4.0,
        "q5_wr": 57.1,
        "q1_mean_bps": 40.0,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": 0.007,
        "ls_sharpe": 0.51,
        "mono": 0.0,
        "q5_mean_bps": 4.1,
        "q5_wr": 46.2,
        "q1_mean_bps": 0.2,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    },
    "5d_ret": {
      "IS": {
        "ic": 0.0214,
        "ls_sharpe": 1.15,
        "mono": 0.4,
        "q5_mean_bps": 58.7,
        "q5_wr": 67.9,
        "q1_mean_bps": 39.9,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": 0.0602,
        "ls_sharpe": 0.22,
        "mono": 0.4,
        "q5_mean_bps": 21.6,
        "q5_wr": 57.7,
        "q1_mean_bps": 19.0,
        "n": 169,
        "n_per_q": 33
      },
      "ic_flip": "False"
    },
    "1d_range": {
      "IS": {
        "ic": 0.1027,
        "ls_sharpe": 0.99,
        "mono": 0.2,
        "q5_mean_bps": 8693.0,
        "q5_wr": null,
        "q1_mean_bps": 8366.8,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.0481,
        "ls_sharpe": -3.59,
        "mono": -0.4,
        "q5_mean_bps": 7435.1,
        "q5_wr": null,
        "q1_mean_bps": 8724.9,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "True"
    }
  },
  "max_consec_jumps": {
    "1d_ret": {
      "IS": {
        "ic": 0.0494,
        "ls_sharpe": -2.44,
        "mono": -0.5,
        "q5_mean_bps": 26.8,
        "q5_wr": 61.1,
        "q1_mean_bps": 28228.9,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.0614,
        "ls_sharpe": -5.32,
        "mono": -1.0,
        "q5_mean_bps": -19.7,
        "q5_wr": 46.2,
        "q1_mean_bps": 13.9,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "True"
    },
    "5d_ret": {
      "IS": {
        "ic": 0.0558,
        "ls_sharpe": -2.43,
        "mono": -1.0,
        "q5_mean_bps": 28.8,
        "q5_wr": 55.6,
        "q1_mean_bps": 29525.1,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.0407,
        "ls_sharpe": -1.99,
        "mono": -0.5,
        "q5_mean_bps": 16.5,
        "q5_wr": 75.0,
        "q1_mean_bps": 38.3,
        "n": 169,
        "n_per_q": 33
      },
      "ic_flip": "True"
    },
    "1d_range": {
      "IS": {
        "ic": -0.0035,
        "ls_sharpe": -2.53,
        "mono": -1.0,
        "q5_mean_bps": 8442.6,
        "q5_wr": null,
        "q1_mean_bps": 39765.4,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": 0.1478,
        "ls_sharpe": -1.75,
        "mono": -0.5,
        "q5_mean_bps": 7811.0,
        "q5_wr": null,
        "q1_mean_bps": 8443.8,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    }
  },
  "rth_ovn_jump_ratio": {
    "1d_ret": {
      "IS": {
        "ic": -0.0297,
        "ls_sharpe": -2.17,
        "mono": -0.5,
        "q5_mean_bps": -8.9,
        "q5_wr": 54.3,
        "q1_mean_bps": 22390.4,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.048,
        "ls_sharpe": -1.97,
        "mono": -0.5,
        "q5_mean_bps": -3.6,
        "q5_wr": 45.7,
        "q1_mean_bps": 12.4,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    },
    "5d_ret": {
      "IS": {
        "ic": -0.0544,
        "ls_sharpe": -2.17,
        "mono": -1.0,
        "q5_mean_bps": 5.2,
        "q5_wr": 57.1,
        "q1_mean_bps": 23425.6,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.0073,
        "ls_sharpe": -0.63,
        "mono": -1.0,
        "q5_mean_bps": 19.8,
        "q5_wr": 63.6,
        "q1_mean_bps": 28.5,
        "n": 169,
        "n_per_q": 33
      },
      "ic_flip": "False"
    },
    "1d_range": {
      "IS": {
        "ic": 0.0512,
        "ls_sharpe": -2.33,
        "mono": -1.0,
        "q5_mean_bps": 7566.6,
        "q5_wr": null,
        "q1_mean_bps": 33312.2,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": 0.1168,
        "ls_sharpe": -2.6,
        "mono": -1.0,
        "q5_mean_bps": 7856.1,
        "q5_wr": null,
        "q1_mean_bps": 8746.9,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    }
  },
  "first_hour_jumps": {
    "1d_ret": {
      "IS": {
        "ic": 0.0439,
        "ls_sharpe": -1.83,
        "mono": 0,
        "q5_mean_bps": 3.6,
        "q5_wr": 51.9,
        "q1_mean_bps": 15921.9,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.1118,
        "ls_sharpe": -2.23,
        "mono": 0,
        "q5_mean_bps": -6.4,
        "q5_wr": 45.8,
        "q1_mean_bps": 7.7,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "True"
    },
    "5d_ret": {
      "IS": {
        "ic": -0.0698,
        "ls_sharpe": -1.82,
        "mono": 0,
        "q5_mean_bps": 22.3,
        "q5_wr": 59.3,
        "q1_mean_bps": 16675.8,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.0211,
        "ls_sharpe": -3.48,
        "mono": 0,
        "q5_mean_bps": -15.3,
        "q5_wr": 47.8,
        "q1_mean_bps": 32.2,
        "n": 169,
        "n_per_q": 33
      },
      "ic_flip": "False"
    },
    "1d_range": {
      "IS": {
        "ic": 0.0721,
        "ls_sharpe": -1.84,
        "mono": 0,
        "q5_mean_bps": 9020.3,
        "q5_wr": null,
        "q1_mean_bps": 26160.4,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": 0.0843,
        "ls_sharpe": -5.11,
        "mono": 0,
        "q5_mean_bps": 6788.9,
        "q5_wr": null,
        "q1_mean_bps": 8695.5,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    }
  },
  "last_hour_jumps": {
    "1d_ret": {
      "IS": {
        "ic": -0.0784,
        "ls_sharpe": -1.84,
        "mono": 0,
        "q5_mean_bps": -16.3,
        "q5_wr": 46.4,
        "q1_mean_bps": 16033.2,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.0569,
        "ls_sharpe": -3.34,
        "mono": 0,
        "q5_mean_bps": -13.6,
        "q5_wr": 37.5,
        "q1_mean_bps": 8.9,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    },
    "5d_ret": {
      "IS": {
        "ic": -0.0196,
        "ls_sharpe": -1.83,
        "mono": 0,
        "q5_mean_bps": 30.4,
        "q5_wr": 64.3,
        "q1_mean_bps": 16786.7,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.0955,
        "ls_sharpe": -4.66,
        "mono": 0,
        "q5_mean_bps": -27.5,
        "q5_wr": 41.7,
        "q1_mean_bps": 34.5,
        "n": 169,
        "n_per_q": 33
      },
      "ic_flip": "False"
    },
    "1d_range": {
      "IS": {
        "ic": 0.1269,
        "ls_sharpe": -1.93,
        "mono": 0,
        "q5_mean_bps": 8364.0,
        "q5_wr": null,
        "q1_mean_bps": 26400.4,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": 0.0319,
        "ls_sharpe": -2.59,
        "mono": 0,
        "q5_mean_bps": 7630.8,
        "q5_wr": null,
        "q1_mean_bps": 8559.9,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    }
  },
  "kurtosis": {
    "1d_ret": {
      "IS": {
        "ic": 0.0425,
        "ls_sharpe": -2.62,
        "mono": -0.5,
        "q5_mean_bps": 17.9,
        "q5_wr": 74.3,
        "q1_mean_bps": 31261.4,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.1014,
        "ls_sharpe": -0.49,
        "mono": -0.6,
        "q5_mean_bps": 5.4,
        "q5_wr": 45.7,
        "q1_mean_bps": 8.5,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "True"
    },
    "5d_ret": {
      "IS": {
        "ic": 0.0787,
        "ls_sharpe": -2.62,
        "mono": -0.6,
        "q5_mean_bps": 74.7,
        "q5_wr": 71.4,
        "q1_mean_bps": 31446.1,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.1811,
        "ls_sharpe": -5.24,
        "mono": -0.9,
        "q5_mean_bps": 14.5,
        "q5_wr": 55.9,
        "q1_mean_bps": 78.4,
        "n": 169,
        "n_per_q": 33
      },
      "ic_flip": "True"
    },
    "1d_range": {
      "IS": {
        "ic": -0.1187,
        "ls_sharpe": -2.79,
        "mono": -0.9,
        "q5_mean_bps": 7832.9,
        "q5_wr": null,
        "q1_mean_bps": 41569.9,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.0315,
        "ls_sharpe": -1.88,
        "mono": -0.1,
        "q5_mean_bps": 8372.5,
        "q5_wr": null,
        "q1_mean_bps": 8963.0,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    }
  },
  "realized_vol": {
    "1d_ret": {
      "IS": {
        "ic": -0.0792,
        "ls_sharpe": 2.66,
        "mono": 0.5,
        "q5_mean_bps": 32147.2,
        "q5_wr": 45.7,
        "q1_mean_bps": 23.0,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": 0.0874,
        "ls_sharpe": 0.27,
        "mono": 0.4,
        "q5_mean_bps": 15.6,
        "q5_wr": 65.7,
        "q1_mean_bps": 13.8,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "True"
    },
    "5d_ret": {
      "IS": {
        "ic": -0.0736,
        "ls_sharpe": 2.72,
        "mono": 0.8,
        "q5_mean_bps": 32567.0,
        "q5_wr": 54.3,
        "q1_mean_bps": -485.3,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": 0.1576,
        "ls_sharpe": 5.4,
        "mono": 0.3,
        "q5_mean_bps": 94.4,
        "q5_wr": 76.5,
        "q1_mean_bps": 23.9,
        "n": 169,
        "n_per_q": 33
      },
      "ic_flip": "True"
    },
    "1d_range": {
      "IS": {
        "ic": 0.0231,
        "ls_sharpe": 2.68,
        "mono": 0.6,
        "q5_mean_bps": 42462.2,
        "q5_wr": null,
        "q1_mean_bps": 9572.1,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.0371,
        "ls_sharpe": -0.96,
        "mono": -0.5,
        "q5_mean_bps": 8670.0,
        "q5_wr": null,
        "q1_mean_bps": 8957.7,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    }
  },
  "jump_vol_ratio": {
    "1d_ret": {
      "IS": {
        "ic": 0.0528,
        "ls_sharpe": -2.66,
        "mono": -0.4,
        "q5_mean_bps": 19.3,
        "q5_wr": 60.0,
        "q1_mean_bps": 33405.4,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.0029,
        "ls_sharpe": -1.81,
        "mono": 0.0,
        "q5_mean_bps": 0.4,
        "q5_wr": 54.3,
        "q1_mean_bps": 11.6,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    },
    "5d_ret": {
      "IS": {
        "ic": 0.0591,
        "ls_sharpe": -2.65,
        "mono": -0.8,
        "q5_mean_bps": 43.6,
        "q5_wr": 62.9,
        "q1_mean_bps": 34926.6,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.0176,
        "ls_sharpe": -0.33,
        "mono": 0.0,
        "q5_mean_bps": 29.8,
        "q5_wr": 58.8,
        "q1_mean_bps": 33.6,
        "n": 169,
        "n_per_q": 33
      },
      "ic_flip": "False"
    },
    "1d_range": {
      "IS": {
        "ic": 0.0295,
        "ls_sharpe": -2.73,
        "mono": -0.4,
        "q5_mean_bps": 8690.9,
        "q5_wr": null,
        "q1_mean_bps": 45460.1,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": 0.1179,
        "ls_sharpe": -1.86,
        "mono": -0.4,
        "q5_mean_bps": 7834.2,
        "q5_wr": null,
        "q1_mean_bps": 8491.9,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    }
  },
  "bipower_ratio": {
    "1d_ret": {
      "IS": {
        "ic": -0.0044,
        "ls_sharpe": 3.83,
        "mono": 0.0,
        "q5_mean_bps": 68057.7,
        "q5_wr": 60.0,
        "q1_mean_bps": 12.8,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": 0.078,
        "ls_sharpe": 1.99,
        "mono": 0.8,
        "q5_mean_bps": 13.7,
        "q5_wr": 57.1,
        "q1_mean_bps": 1.0,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    },
    "5d_ret": {
      "IS": {
        "ic": -0.027,
        "ls_sharpe": 3.85,
        "mono": 0.5,
        "q5_mean_bps": 71507.6,
        "q5_wr": 57.1,
        "q1_mean_bps": -214.4,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": 0.2641,
        "ls_sharpe": 6.65,
        "mono": 0.9,
        "q5_mean_bps": 88.2,
        "q5_wr": 76.5,
        "q1_mean_bps": 3.2,
        "n": 169,
        "n_per_q": 33
      },
      "ic_flip": "False"
    },
    "1d_range": {
      "IS": {
        "ic": 0.1302,
        "ls_sharpe": 2.75,
        "mono": 0.8,
        "q5_mean_bps": 42494.3,
        "q5_wr": null,
        "q1_mean_bps": 8715.2,
        "n": 176,
        "n_per_q": 35
      },
      "OOS": {
        "ic": -0.0052,
        "ls_sharpe": -0.89,
        "mono": -0.5,
        "q5_mean_bps": 8680.6,
        "q5_wr": null,
        "q1_mean_bps": 8949.2,
        "n": 173,
        "n_per_q": 34
      },
      "ic_flip": "False"
    }
  }
}