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  "study5_size_tiers": {
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      "rho": 0.0138,
      "p": 0.251899,
      "N": 6900
    },
    ">=15": {
      "rho": 0.0072,
      "p": 0.551873,
      "N": 6900
    },
    ">=20": {
      "rho": 0.0057,
      "p": 0.633634,
      "N": 6899
    },
    ">=25": {
      "rho": -0.0062,
      "p": 0.606785,
      "N": 6897
    },
    ">=50": {
      "rho": -0.0085,
      "p": 0.494588,
      "N": 6435
    },
    ">=100": {
      "rho": -0.0013,
      "p": 0.950654,
      "N": 2416
    },
    "optimal_threshold": ">=10"
  },
  "study6_absorption": {
    "fwd_5min": {
      "absorption_mean_reversal_pct": 0.0005,
      "absorption_std": 0.2339,
      "absorption_N": 3556,
      "no_absorption_mean_pct": -0.001,
      "no_absorption_N": 32550,
      "tstat": 0.4726,
      "pval": 0.636488
    },
    "fwd_10min": {
      "absorption_mean_reversal_pct": -0.0022,
      "absorption_std": 0.3545,
      "absorption_N": 3556,
      "no_absorption_mean_pct": -0.0009,
      "no_absorption_N": 32550,
      "tstat": -0.2912,
      "pval": 0.770894
    },
    "fwd_15min": {
      "absorption_mean_reversal_pct": -0.0087,
      "absorption_std": 0.4492,
      "absorption_N": 3556,
      "no_absorption_mean_pct": -0.0025,
      "no_absorption_N": 32550,
      "tstat": -1.1203,
      "pval": 0.262579
    },
    "fwd_30min": {
      "absorption_mean_reversal_pct": 0.0034,
      "absorption_std": 0.6342,
      "absorption_N": 3556,
      "no_absorption_mean_pct": 0.0003,
      "no_absorption_N": 32550,
      "tstat": 0.4049,
      "pval": 0.685583
    }
  },
  "study7_imbalance_duration": {
    "rolling_windows": {
      "3min": {
        "rho": 0.007,
        "p": 0.191142,
        "N": 35054
      },
      "5min": {
        "rho": 0.0066,
        "p": 0.215249,
        "N": 35608
      },
      "10min": {
        "rho": 0.0177,
        "p": 0.000661,
        "N": 36993
      },
      "15min": {
        "rho": 0.0252,
        "p": 1e-06,
        "N": 38378
      },
      "20min": {
        "rho": 0.0292,
        "p": 0.0,
        "N": 39763
      },
      "30min": {
        "rho": 0.0227,
        "p": 3e-06,
        "N": 42533
      }
    },
    "streak_analysis": {
      "streak_1-1": {
        "mean_fwd15_pct": 0.0029,
        "N": 7720
      },
      "streak_2-2": {
        "mean_fwd15_pct": 0.0057,
        "N": 3641
      },
      "streak_3-4": {
        "mean_fwd15_pct": 0.0089,
        "N": 2774
      },
      "streak_5-9": {
        "mean_fwd15_pct": -0.0104,
        "N": 1050
      },
      "streak_10-9999": {
        "mean_fwd15_pct": -0.0685,
        "N": 83
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    }
  },
  "study8_gamma_clusters": {
    "common_dates": 290,
    "total_cluster_approaches": 27429,
    "bounce_with_bigorder_confirm": {
      "mean_pct": 0.0057,
      "std_pct": 0.3337,
      "N": 1240
    },
    "bounce_without_confirm": {
      "mean_pct": 0.0017,
      "std_pct": 0.1902,
      "N": 11054
    },
    "break_with_bigorder_confirm": {
      "mean_pct": 0.0047,
      "std_pct": 0.3558,
      "N": 1710
    },
    "break_without_confirm": {
      "mean_pct": -0.0004,
      "std_pct": 0.2228,
      "N": 13425
    },
    "bounce_ttest_confirm_vs_no": {
      "tstat": 0.6377,
      "pval": 0.52367
    },
    "break_ttest_confirm_vs_no": {
      "tstat": 0.8166,
      "pval": 0.414157
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  }
}