{
  "model_version": "v2",
  "winner": "lgbm_base",
  "generated": "2026-03-15T15:32:53.167988",
  "features_all": [
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    "rvol",
    "vol_zscore",
    "minutes_since_open",
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    "approach_velocity",
    "level_base_rate",
    "dir_level_rate",
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    "adjusted_delta_5m",
    "delta_flip",
    "fresh_ratio",
    "is_first_touch",
    "is_from_above",
    "is_gex_pos",
    "is_fomc"
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    "dir_level_rate",
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  "features_mbp10": [
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  "is_dates": "2025-01-02 to 2025-09-05",
  "oos_dates": "2025-09-08 to 2026-03-02",
  "performance": {
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      "oos_auc": 0.6885,
      "is_brier": 0.2138,
      "oos_brier": 0.2147
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    "logistic_all": {
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    "lgbm_base": {
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      "is_brier": 0.1973,
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    "empirical_all": {
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      "oos_auc": 0.5177,
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    "dominant_gamma": 0.5732,
    "gap_fill": 0.5207,
    "gex_flip": 0.3958,
    "hvn": 0.5556,
    "ib_high": 0.664,
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    "lvn": 0.5758,
    "or15_high": 0.5497,
    "or15_low": 0.5509,
    "or30_high": 0.5821,
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    "overnight_high": 0.625,
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    "prior_day_close": 0.535,
    "prior_day_high": 0.6327,
    "prior_day_low": 0.485,
    "prior_day_vpoc": 0.5578,
    "prior_week_high": 0.6702,
    "prior_week_low": 0.375,
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    "round_number": 0.4688,
    "session_high": 0.6751,
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    "swing_high_2h": 0.6589,
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    "top_oi_strikes": 0.5465,
    "value_area_high": 0.5844,
    "value_area_low": 0.5654,
    "vwap": 0.5803,
    "vwap_minus1": 0.566,
    "vwap_minus2": 0.5041,
    "vwap_plus1": 0.6539,
    "vwap_plus2": 0.7139,
    "zero_gamma": 0.2353
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  "scaler_means": [
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    0.3454861856120277,
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  "scaler_stds": [
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  "impute_medians": {
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    "minutes_since_open": 135.0,
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  "threshold_data": [
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      "label": "High conf HOLD (>80%)",
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      "signals_per_day": 39.0
    },
    {
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    {
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    {
      "label": "High conf BREAK (<20%)",
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  "monthly_stability": [
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      "base_auc": 0.6721,
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    {
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    {
      "month": "2026-01",
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    {
      "month": "2026-02",
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      "delta": 0.006
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  ],
  "minimal_models": {
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      "features": [
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        "minutes_since_open"
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      "oos_auc": 0.6839
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    "best_4": {
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      "oos_auc": 0.7033
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  }
}