{
  "meta": {
    "run_time": "2026-03-29 09:59:05.066627",
    "days_analyzed": 294,
    "large_trade_threshold": 15
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  "study1_order_size_vs_returns": {
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          "mean_fwd_15min": 0.9789,
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          "mean_fwd_30min": 1.5241,
          "mean_fwd_60min": 0.5022
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        "Q2": {
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        "Q3": {
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          "mean_fwd_15min": 0.0413,
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        "Q4": {
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        "Q5": {
          "n": 1457,
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      "hold_pct_30min": 52.08
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      "hold_pct_15min": 47.42,
      "hold_pct_30min": 47.07
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    "small_order_UP": {
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      "mean_fwd_10min": -0.3587,
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      "mean_fwd_30min": -1.1402,
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      "hold_pct_10min": 49.44,
      "hold_pct_15min": 51.7,
      "hold_pct_30min": 51.7
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      "hold_pct_10min": 47.31,
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      "hold_pct_30min": 51.64
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    "total_breakouts": 3868,
    "breakout_rate_pct": 24.57,
    "patterns": {
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        "n_dn_breakouts": 734,
        "win_rate_pct": 36.06
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      "buys_at_top": {
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        "n_dn_breakouts": 1580,
        "win_rate_pct": 40.89
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      "sells_at_top": {
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        "win_rate_pct": 58.53
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        "n": 1794,
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        "n_dn_breakouts": 1125,
        "win_rate_pct": 62.71
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      "pct_pos_5min": 51.2,
      "mean_fwd_10min": 0.0162,
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      "mean_fwd_15min": 0.1142,
      "pct_pos_15min": 51.57
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    "spread_buy": {
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      "mean_fwd_10min": -1.6618,
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      "pct_pos_15min": 41.18
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    "burst_sell": {
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    "spread_sell": {
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      "mean_fwd_10min": 0.2614,
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      "mean_fwd_15min": -0.0568,
      "pct_pos_15min": 54.55
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    "no_burst_control": {
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      "mean_fwd_10min": 0.0071,
      "pct_pos_10min": 54.29,
      "mean_fwd_15min": -0.1571,
      "pct_pos_15min": 54.29
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  }
}