{
  "metadata": {
    "generated": "2026-03-15T14:22:11.673103",
    "n_events_t10": 36649,
    "n_events_t15": 36556,
    "n_total_events": 69970,
    "date_range": [
      "2025-07-23",
      "2026-02-27"
    ],
    "is_period": [
      "2025-07-24",
      "2025-11-27"
    ],
    "oos_period": [
      "2025-11-28",
      "2026-02-27"
    ]
  },
  "test_10": {
    "pull_ratio_5": {
      "quintile_analysis": {
        "ALL": null,
        "IS": null,
        "OOS": null
      },
      "gex_interaction": {
        "POS": {
          "ic": 0.0004929504896438824,
          "pval": 0.9252948309775644,
          "n": 36184
        },
        "NEG": {
          "ic": -0.10801533772696895,
          "pval": 0.019817865648846245,
          "n": 465
        }
      }
    },
    "pull_ratio_10": {
      "quintile_analysis": {
        "ALL": null,
        "IS": null,
        "OOS": null
      },
      "gex_interaction": {
        "POS": {
          "ic": -0.017430532592122173,
          "pval": 0.0009138468277327914,
          "n": 36184
        },
        "NEG": {
          "ic": 0.12880857544964164,
          "pval": 0.005406987452689113,
          "n": 465
        }
      }
    },
    "depth_cv_5": {
      "quintile_analysis": {
        "ALL": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 7330,
              "hold_rate": 0.6858117326057299,
              "metric_mean": 0.032652810723016436
            },
            {
              "quintile": "Q2",
              "n": 7330,
              "hold_rate": 0.6433833560709413,
              "metric_mean": 0.05321379934745019
            },
            {
              "quintile": "Q3",
              "n": 7329,
              "hold_rate": 0.6141356255969437,
              "metric_mean": 0.07248748947568522
            },
            {
              "quintile": "Q4",
              "n": 7332,
              "hold_rate": 0.582924168030551,
              "metric_mean": 0.10021773173428059
            },
            {
              "quintile": "Q5",
              "n": 7328,
              "hold_rate": 0.6217248908296943,
              "metric_mean": 0.19347600201216722
            }
          ],
          "ic": -0.05556883149434489,
          "ic_pval": 1.82174987831262e-26,
          "spread": -0.06408684177603563,
          "n": 36649
        },
        "IS": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 4766,
              "hold_rate": 0.7211498111624003,
              "metric_mean": 0.033351295571228456
            },
            {
              "quintile": "Q2",
              "n": 4765,
              "hold_rate": 0.6671563483735572,
              "metric_mean": 0.054534549024745305
            },
            {
              "quintile": "Q3",
              "n": 4766,
              "hold_rate": 0.6351237935375577,
              "metric_mean": 0.07428148279250586
            },
            {
              "quintile": "Q4",
              "n": 4765,
              "hold_rate": 0.5934942287513116,
              "metric_mean": 0.10325344888512657
            },
            {
              "quintile": "Q5",
              "n": 4766,
              "hold_rate": 0.6498111624003358,
              "metric_mean": 0.20074922816753943
            }
          ],
          "ic": -0.06546383385571594,
          "ic_pval": 4.7146577344689e-24,
          "spread": -0.07133864876206453,
          "n": 23828
        },
        "OOS": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 2565,
              "hold_rate": 0.6222222222222222,
              "metric_mean": 0.03150889469474189
            },
            {
              "quintile": "Q2",
              "n": 2564,
              "hold_rate": 0.6131045241809673,
              "metric_mean": 0.051009384093605746
            },
            {
              "quintile": "Q3",
              "n": 2564,
              "hold_rate": 0.5659126365054602,
              "metric_mean": 0.06923367601747908
            },
            {
              "quintile": "Q4",
              "n": 2564,
              "hold_rate": 0.5686427457098284,
              "metric_mean": 0.09490280955578018
            },
            {
              "quintile": "Q5",
              "n": 2564,
              "hold_rate": 0.5573322932917316,
              "metric_mean": 0.1790908097185175
            }
          ],
          "ic": -0.04746943845538352,
          "ic_pval": 7.554193587916957e-08,
          "spread": -0.06488992893049061,
          "n": 12821
        }
      },
      "gex_interaction": {
        "POS": {
          "ic": -0.0548557764574896,
          "pval": 1.5904955412005611e-25,
          "n": 36184
        },
        "NEG": {
          "ic": -0.11156924922740229,
          "pval": 0.016088267415186246,
          "n": 465
        }
      }
    },
    "depth_cv_10": {
      "quintile_analysis": {
        "ALL": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 7330,
              "hold_rate": 0.7339699863574352,
              "metric_mean": 0.024998054899194457
            },
            {
              "quintile": "Q2",
              "n": 7330,
              "hold_rate": 0.6537517053206002,
              "metric_mean": 0.04271701036424682
            },
            {
              "quintile": "Q3",
              "n": 7329,
              "hold_rate": 0.6108609632964934,
              "metric_mean": 0.06071721283112761
            },
            {
              "quintile": "Q4",
              "n": 7330,
              "hold_rate": 0.5653478854024556,
              "metric_mean": 0.08708440897835591
            },
            {
              "quintile": "Q5",
              "n": 7330,
              "hold_rate": 0.5840381991814461,
              "metric_mean": 0.17433458065709403
            }
          ],
          "ic": -0.1135681909788626,
          "ic_pval": 1.813818834824863e-105,
          "spread": -0.1499317871759891,
          "n": 36649
        },
        "IS": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 4766,
              "hold_rate": 0.7723457826269409,
              "metric_mean": 0.025073228865980103
            },
            {
              "quintile": "Q2",
              "n": 4765,
              "hold_rate": 0.6763903462749213,
              "metric_mean": 0.04354062401643957
            },
            {
              "quintile": "Q3",
              "n": 4766,
              "hold_rate": 0.6305077633235417,
              "metric_mean": 0.061970931269403166
            },
            {
              "quintile": "Q4",
              "n": 4765,
              "hold_rate": 0.5813221406086044,
              "metric_mean": 0.08904759261414309
            },
            {
              "quintile": "Q5",
              "n": 4766,
              "hold_rate": 0.6061686949223668,
              "metric_mean": 0.18064993451863107
            }
          ],
          "ic": -0.12595612100692477,
          "ic_pval": 7.459877923347856e-85,
          "spread": -0.16617708770457407,
          "n": 23828
        },
        "OOS": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 2565,
              "hold_rate": 0.6576998050682261,
              "metric_mean": 0.024887420774635724
            },
            {
              "quintile": "Q2",
              "n": 2564,
              "hold_rate": 0.6287051482059283,
              "metric_mean": 0.04136674337474924
            },
            {
              "quintile": "Q3",
              "n": 2564,
              "hold_rate": 0.5733229329173167,
              "metric_mean": 0.05835935589363907
            },
            {
              "quintile": "Q4",
              "n": 2564,
              "hold_rate": 0.5269110764430577,
              "metric_mean": 0.0836756374401088
            },
            {
              "quintile": "Q5",
              "n": 2564,
              "hold_rate": 0.5405616224648986,
              "metric_mean": 0.16219106110566342
            }
          ],
          "ic": -0.0983448011740675,
          "ic_pval": 6.288810333444009e-29,
          "spread": -0.11713818260332753,
          "n": 12821
        }
      },
      "gex_interaction": {
        "POS": {
          "ic": -0.1140267829072621,
          "pval": 5.490505583418047e-105,
          "n": 36184
        },
        "NEG": {
          "ic": -0.0848552556249341,
          "pval": 0.06752250364756336,
          "n": 465
        }
      }
    },
    "spoof_score": {
      "quintile_analysis": {
        "ALL": null,
        "IS": null,
        "OOS": null
      },
      "gex_interaction": {
        "POS": {
          "ic": -0.025033417486953126,
          "pval": 1.9124562786243127e-06,
          "n": 36184
        },
        "NEG": {
          "ic": -0.06601365252072795,
          "pval": 0.15525039929880616,
          "n": 465
        }
      }
    },
    "fresh_ratio": {
      "quintile_analysis": {
        "ALL": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 7330,
              "hold_rate": 0.5998635743519781,
              "metric_mean": 0.8259674465882183
            },
            {
              "quintile": "Q2",
              "n": 7332,
              "hold_rate": 0.6328423349699945,
              "metric_mean": 0.957168715192845
            },
            {
              "quintile": "Q3",
              "n": 7327,
              "hold_rate": 0.6500614166780401,
              "metric_mean": 1.021215154236069
            },
            {
              "quintile": "Q4",
              "n": 7330,
              "hold_rate": 0.6448840381991815,
              "metric_mean": 1.090813032711533
            },
            {
              "quintile": "Q5",
              "n": 7330,
              "hold_rate": 0.6203274215552523,
              "metric_mean": 1.2869457171697474
            }
          ],
          "ic": 0.014935469033521177,
          "ic_pval": 0.00424580447224668,
          "spread": 0.02046384720327421,
          "n": 36649
        },
        "IS": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 4766,
              "hold_rate": 0.6315568610994544,
              "metric_mean": 0.8172373027220792
            },
            {
              "quintile": "Q2",
              "n": 4765,
              "hold_rate": 0.6522560335781742,
              "metric_mean": 0.9542520431394051
            },
            {
              "quintile": "Q3",
              "n": 4767,
              "hold_rate": 0.684497587581288,
              "metric_mean": 1.0206994499812947
            },
            {
              "quintile": "Q4",
              "n": 4765,
              "hold_rate": 0.6616998950682057,
              "metric_mean": 1.093113644458659
            },
            {
              "quintile": "Q5",
              "n": 4765,
              "hold_rate": 0.6367261280167891,
              "metric_mean": 1.2931268820947255
            }
          ],
          "ic": 0.004494364065288925,
          "ic_pval": 0.48785056799978854,
          "spread": 0.005169266917334658,
          "n": 23828
        },
        "OOS": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 2566,
              "hold_rate": 0.5335151987529229,
              "metric_mean": 0.842666168262354
            },
            {
              "quintile": "Q2",
              "n": 2563,
              "hold_rate": 0.5973468591494343,
              "metric_mean": 0.9623250342471472
            },
            {
              "quintile": "Q3",
              "n": 2565,
              "hold_rate": 0.5953216374269006,
              "metric_mean": 1.022062746779185
            },
            {
              "quintile": "Q4",
              "n": 2565,
              "hold_rate": 0.6148148148148148,
              "metric_mean": 1.0868551946490375
            },
            {
              "quintile": "Q5",
              "n": 2562,
              "hold_rate": 0.5862607338017174,
              "metric_mean": 1.275389596909683
            }
          ],
          "ic": 0.036083718539623125,
          "ic_pval": 4.375775499264046e-05,
          "spread": 0.052745535048794534,
          "n": 12821
        }
      },
      "gex_interaction": {
        "POS": {
          "ic": 0.01477893179540505,
          "pval": 0.004933892381079899,
          "n": 36184
        },
        "NEG": {
          "ic": 0.03217747825254564,
          "pval": 0.48882285664913516,
          "n": 465
        }
      }
    },
    "depth_trend": {
      "quintile_analysis": {
        "ALL": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 7330,
              "hold_rate": 0.6049113233287858,
              "metric_mean": -0.2030037131052164
            },
            {
              "quintile": "Q2",
              "n": 7330,
              "hold_rate": 0.633287858117326,
              "metric_mean": -0.05173163219025935
            },
            {
              "quintile": "Q3",
              "n": 7329,
              "hold_rate": 0.6528857961522718,
              "metric_mean": 0.025890708529536604
            },
            {
              "quintile": "Q4",
              "n": 7330,
              "hold_rate": 0.6472032742155526,
              "metric_mean": 0.11023775237337266
            },
            {
              "quintile": "Q5",
              "n": 7330,
              "hold_rate": 0.6096862210095498,
              "metric_mean": 0.3638264531057799
            }
          ],
          "ic": 0.007472328842806924,
          "ic_pval": 0.15258260866620096,
          "spread": 0.004774897680764001,
          "n": 36649
        },
        "IS": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 4766,
              "hold_rate": 0.6313470415442719,
              "metric_mean": -0.21106862590554776
            },
            {
              "quintile": "Q2",
              "n": 4765,
              "hold_rate": 0.6593913955928646,
              "metric_mean": -0.054440437900024105
            },
            {
              "quintile": "Q3",
              "n": 4766,
              "hold_rate": 0.6825430130088124,
              "metric_mean": 0.025603228113453884
            },
            {
              "quintile": "Q4",
              "n": 4765,
              "hold_rate": 0.6661070304302203,
              "metric_mean": 0.1121391848139394
            },
            {
              "quintile": "Q5",
              "n": 4766,
              "hold_rate": 0.6273604699958036,
              "metric_mean": 0.3695623759378711
            }
          ],
          "ic": -0.0004875734543248754,
          "ic_pval": 0.9400082772479353,
          "spread": -0.003986571548468265,
          "n": 23828
        },
        "OOS": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 2566,
              "hold_rate": 0.5428682774746687,
              "metric_mean": -0.18766960691813983
            },
            {
              "quintile": "Q2",
              "n": 2563,
              "hold_rate": 0.5914943425673039,
              "metric_mean": -0.04683018488810563
            },
            {
              "quintile": "Q3",
              "n": 2565,
              "hold_rate": 0.6074074074074074,
              "metric_mean": 0.026374632070230743
            },
            {
              "quintile": "Q4",
              "n": 2565,
              "hold_rate": 0.6116959064327485,
              "metric_mean": 0.10690204096044631
            },
            {
              "quintile": "Q5",
              "n": 2562,
              "hold_rate": 0.5737704918032787,
              "metric_mean": 0.35317101091655695
            }
          ],
          "ic": 0.023376609519449865,
          "ic_pval": 0.008120125790083631,
          "spread": 0.030902214328609956,
          "n": 12821
        }
      },
      "gex_interaction": {
        "POS": {
          "ic": 0.007906732867339379,
          "pval": 0.13258198944113064,
          "n": 36184
        },
        "NEG": {
          "ic": -0.021283126771197192,
          "pval": 0.6471227665257002,
          "n": 465
        }
      }
    }
  },
  "test_15": {
    "delta_ratio_3m": {
      "quintile_analysis": {
        "ALL": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 7312,
              "hold_rate": 0.68722647702407,
              "metric_mean": -0.14347208272484968
            },
            {
              "quintile": "Q2",
              "n": 7311,
              "hold_rate": 0.6151005334427575,
              "metric_mean": -0.04614151539045676
            },
            {
              "quintile": "Q3",
              "n": 7311,
              "hold_rate": 0.5989604705238681,
              "metric_mean": -0.0016882200261199706
            },
            {
              "quintile": "Q4",
              "n": 7311,
              "hold_rate": 0.5948570646970319,
              "metric_mean": 0.04269131994216712
            },
            {
              "quintile": "Q5",
              "n": 7311,
              "hold_rate": 0.6492955819997265,
              "metric_mean": 0.13143001582730582
            }
          ],
          "ic": -0.028137480752032082,
          "ic_pval": 7.421256763259473e-08,
          "spread": -0.03793089502434355,
          "n": 36556
        },
        "IS": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 4765,
              "hold_rate": 0.7236096537250787,
              "metric_mean": -0.1423899744661529
            },
            {
              "quintile": "Q2",
              "n": 4764,
              "hold_rate": 0.6290931989924433,
              "metric_mean": -0.044705707160608885
            },
            {
              "quintile": "Q3",
              "n": 4764,
              "hold_rate": 0.6194374475230898,
              "metric_mean": -0.0002943155139827014
            },
            {
              "quintile": "Q4",
              "n": 4764,
              "hold_rate": 0.6167086481947943,
              "metric_mean": 0.043742475525091834
            },
            {
              "quintile": "Q5",
              "n": 4765,
              "hold_rate": 0.6774396642182582,
              "metric_mean": 0.12997183003951393
            }
          ],
          "ic": -0.03220420028598986,
          "ic_pval": 6.642098533030207e-07,
          "spread": -0.0461699895068205,
          "n": 23822
        },
        "OOS": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 2547,
              "hold_rate": 0.6223007459756577,
              "metric_mean": -0.14544504189684704
            },
            {
              "quintile": "Q2",
              "n": 2547,
              "hold_rate": 0.5893207695327837,
              "metric_mean": -0.04873419459491805
            },
            {
              "quintile": "Q3",
              "n": 2546,
              "hold_rate": 0.5534171249018067,
              "metric_mean": -0.004296517004558919
            },
            {
              "quintile": "Q4",
              "n": 2547,
              "hold_rate": 0.5575186493914409,
              "metric_mean": 0.0405568953702761
            },
            {
              "quintile": "Q5",
              "n": 2547,
              "hold_rate": 0.596780526109148,
              "metric_mean": 0.13412974842525097
            }
          ],
          "ic": -0.02373308309537243,
          "ic_pval": 0.007400250137672892,
          "spread": -0.025520219866509652,
          "n": 12734
        }
      },
      "gex_interaction": {
        "POS": {
          "ic": -0.02921608568041505,
          "pval": 2.813480070389963e-08,
          "n": 36108
        },
        "NEG": {
          "ic": 0.06046348684278356,
          "pval": 0.2014736491070903,
          "n": 448
        }
      }
    },
    "delta_ratio_5m": {
      "quintile_analysis": {
        "ALL": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 7312,
              "hold_rate": 0.6855853391684902,
              "metric_mean": -0.12585136008164963
            },
            {
              "quintile": "Q2",
              "n": 7311,
              "hold_rate": 0.6166051155792641,
              "metric_mean": -0.039305221287719024
            },
            {
              "quintile": "Q3",
              "n": 7313,
              "hold_rate": 0.5929167236428279,
              "metric_mean": -0.0011702850782952393
            },
            {
              "quintile": "Q4",
              "n": 7309,
              "hold_rate": 0.6091120536325079,
              "metric_mean": 0.03650693666344485
            },
            {
              "quintile": "Q5",
              "n": 7311,
              "hold_rate": 0.6412255505402817,
              "metric_mean": 0.11607642666380547
            }
          ],
          "ic": -0.029062617433438298,
          "ic_pval": 2.734359221173222e-08,
          "spread": -0.04435978862820844,
          "n": 36556
        },
        "IS": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 4765,
              "hold_rate": 0.723819517313746,
              "metric_mean": -0.12415431244693394
            },
            {
              "quintile": "Q2",
              "n": 4764,
              "hold_rate": 0.6368597816960537,
              "metric_mean": -0.03788028648631759
            },
            {
              "quintile": "Q3",
              "n": 4764,
              "hold_rate": 0.6102015113350125,
              "metric_mean": 0.00023289255617931526
            },
            {
              "quintile": "Q4",
              "n": 4765,
              "hold_rate": 0.623504721930745,
              "metric_mean": 0.03723048546508978
            },
            {
              "quintile": "Q5",
              "n": 4764,
              "hold_rate": 0.6719143576826196,
              "metric_mean": 0.1148205519390709
            }
          ],
          "ic": -0.03659570426861799,
          "ic_pval": 1.605271422373271e-08,
          "spread": -0.05190515963112641,
          "n": 23822
        },
        "OOS": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 2547,
              "hold_rate": 0.6171967020023557,
              "metric_mean": -0.12893708246385346
            },
            {
              "quintile": "Q2",
              "n": 2548,
              "hold_rate": 0.5753532182103611,
              "metric_mean": -0.04184692982399166
            },
            {
              "quintile": "Q3",
              "n": 2545,
              "hold_rate": 0.5697445972495089,
              "metric_mean": -0.0039044995034137144
            },
            {
              "quintile": "Q4",
              "n": 2547,
              "hold_rate": 0.5751864939144091,
              "metric_mean": 0.03502992540670627
            },
            {
              "quintile": "Q5",
              "n": 2547,
              "hold_rate": 0.5818610129564193,
              "metric_mean": 0.1184152379855894
            }
          ],
          "ic": -0.018713450566144797,
          "ic_pval": 0.03471241052019739,
          "spread": -0.035335689045936314,
          "n": 12734
        }
      },
      "gex_interaction": {
        "POS": {
          "ic": -0.0303400404244337,
          "pval": 8.099513132306558e-09,
          "n": 36108
        },
        "NEG": {
          "ic": 0.08139110344543857,
          "pval": 0.08529294460378924,
          "n": 448
        }
      }
    },
    "adjusted_delta_3m": {
      "quintile_analysis": {
        "ALL": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 7312,
              "hold_rate": 0.6516684901531729,
              "metric_mean": -0.16721336578003926
            },
            {
              "quintile": "Q2",
              "n": 7311,
              "hold_rate": 0.5986869101354124,
              "metric_mean": -0.06874221006432009
            },
            {
              "quintile": "Q3",
              "n": 7311,
              "hold_rate": 0.5789905621665983,
              "metric_mean": -0.025515784891268652
            },
            {
              "quintile": "Q4",
              "n": 7311,
              "hold_rate": 0.6135959513062509,
              "metric_mean": 0.015952345598896366
            },
            {
              "quintile": "Q5",
              "n": 7311,
              "hold_rate": 0.7025030775543701,
              "metric_mean": 0.09579481941919613
            }
          ],
          "ic": 0.03467239329819649,
          "ic_pval": 3.3342485291758794e-11,
          "spread": 0.050834587401197284,
          "n": 36556
        },
        "IS": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 4765,
              "hold_rate": 0.6873032528856243,
              "metric_mean": -0.16502890983075977
            },
            {
              "quintile": "Q2",
              "n": 4764,
              "hold_rate": 0.6190176322418136,
              "metric_mean": -0.06812804206544221
            },
            {
              "quintile": "Q3",
              "n": 4764,
              "hold_rate": 0.595088161209068,
              "metric_mean": -0.025210999440978304
            },
            {
              "quintile": "Q4",
              "n": 4764,
              "hold_rate": 0.6366498740554156,
              "metric_mean": 0.01641740936163122
            },
            {
              "quintile": "Q5",
              "n": 4765,
              "hold_rate": 0.7282266526757608,
              "metric_mean": 0.09563114995702161
            }
          ],
          "ic": 0.03123232004097674,
          "ic_pval": 1.4252755465267985e-06,
          "spread": 0.04092339979013648,
          "n": 23822
        },
        "OOS": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 2548,
              "hold_rate": 0.5867346938775511,
              "metric_mean": -0.17118053347662787
            },
            {
              "quintile": "Q2",
              "n": 2547,
              "hold_rate": 0.5622300745975658,
              "metric_mean": -0.06994422117864234
            },
            {
              "quintile": "Q3",
              "n": 2545,
              "hold_rate": 0.5457760314341846,
              "metric_mean": -0.026100048000898903
            },
            {
              "quintile": "Q4",
              "n": 2547,
              "hold_rate": 0.5704750687082842,
              "metric_mean": 0.015071488465380173
            },
            {
              "quintile": "Q5",
              "n": 2547,
              "hold_rate": 0.6541028661170004,
              "metric_mean": 0.09606896142947412
            }
          ],
          "ic": 0.03949066309808976,
          "ic_pval": 8.287225198639325e-06,
          "spread": 0.06736817223944935,
          "n": 12734
        }
      },
      "gex_interaction": {
        "POS": {
          "ic": 0.03352416698284455,
          "pval": 1.8673981817120582e-10,
          "n": 36108
        },
        "NEG": {
          "ic": 0.14582577079577472,
          "pval": 0.001971554552520767,
          "n": 448
        }
      }
    },
    "adjusted_delta_5m": {
      "quintile_analysis": {
        "ALL": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 7312,
              "hold_rate": 0.6426422319474836,
              "metric_mean": -0.1489093575134345
            },
            {
              "quintile": "Q2",
              "n": 7312,
              "hold_rate": 0.6072210065645515,
              "metric_mean": -0.060589027611875464
            },
            {
              "quintile": "Q3",
              "n": 7310,
              "hold_rate": 0.5889192886456909,
              "metric_mean": -0.023954676832073384
            },
            {
              "quintile": "Q4",
              "n": 7311,
              "hold_rate": 0.6032006565449323,
              "metric_mean": 0.010847014287969909
            },
            {
              "quintile": "Q5",
              "n": 7311,
              "hold_rate": 0.7034605389139652,
              "metric_mean": 0.08063385993709274
            }
          ],
          "ic": 0.034469637429026874,
          "ic_pval": 4.3336110712869744e-11,
          "spread": 0.060818306966481606,
          "n": 36556
        },
        "IS": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 4765,
              "hold_rate": 0.6818467995802728,
              "metric_mean": -0.14663878855733886
            },
            {
              "quintile": "Q2",
              "n": 4764,
              "hold_rate": 0.6261544920235097,
              "metric_mean": -0.059801581229661616
            },
            {
              "quintile": "Q3",
              "n": 4764,
              "hold_rate": 0.6081024349286314,
              "metric_mean": -0.023800050904197168
            },
            {
              "quintile": "Q4",
              "n": 4764,
              "hold_rate": 0.6183879093198993,
              "metric_mean": 0.010748255614700396
            },
            {
              "quintile": "Q5",
              "n": 4765,
              "hold_rate": 0.731794333683106,
              "metric_mean": 0.08015291418483234
            }
          ],
          "ic": 0.026680004198786713,
          "ic_pval": 3.8149640626734505e-05,
          "spread": 0.04994753410283315,
          "n": 23822
        },
        "OOS": {
          "quintiles": [
            {
              "quintile": "Q1",
              "n": 2548,
              "hold_rate": 0.57574568288854,
              "metric_mean": -0.15304953922450978
            },
            {
              "quintile": "Q2",
              "n": 2546,
              "hold_rate": 0.5640219952867243,
              "metric_mean": -0.062138760083817725
            },
            {
              "quintile": "Q3",
              "n": 2546,
              "hold_rate": 0.5561665357423409,
              "metric_mean": -0.024258975628520626
            },
            {
              "quintile": "Q4",
              "n": 2547,
              "hold_rate": 0.5712603062426383,
              "metric_mean": 0.011020093345823363
            },
            {
              "quintile": "Q5",
              "n": 2547,
              "hold_rate": 0.6521397722811151,
              "metric_mean": 0.08150967892376383
            }
          ],
          "ic": 0.0474721247459615,
          "ic_pval": 8.345774854809924e-08,
          "spread": 0.07639408939257508,
          "n": 12734
        }
      },
      "gex_interaction": {
        "POS": {
          "ic": 0.032868182961645016,
          "pval": 4.180946104194022e-10,
          "n": 36108
        },
        "NEG": {
          "ic": 0.1791939708412311,
          "pval": 0.00013721617867944877,
          "n": 448
        }
      }
    }
  },
  "significant_results": [
    {
      "test": "T10",
      "metric": "depth_cv_5",
      "ic": -0.05556883149434489,
      "pval": 1.82174987831262e-26,
      "spread": -0.06408684177603563,
      "oos_confirmed": true
    },
    {
      "test": "T10",
      "metric": "depth_cv_10",
      "ic": -0.1135681909788626,
      "pval": 1.813818834824863e-105,
      "spread": -0.1499317871759891,
      "oos_confirmed": true
    },
    {
      "test": "T10",
      "metric": "fresh_ratio",
      "ic": 0.014935469033521177,
      "pval": 0.00424580447224668,
      "spread": 0.02046384720327421,
      "oos_confirmed": true
    },
    {
      "test": "T15",
      "metric": "delta_ratio_3m",
      "ic": -0.028137480752032082,
      "pval": 7.421256763259473e-08,
      "spread": -0.03793089502434355,
      "oos_confirmed": true
    },
    {
      "test": "T15",
      "metric": "delta_ratio_5m",
      "ic": -0.029062617433438298,
      "pval": 2.734359221173222e-08,
      "spread": -0.04435978862820844,
      "oos_confirmed": true
    },
    {
      "test": "T15",
      "metric": "adjusted_delta_3m",
      "ic": 0.03467239329819649,
      "pval": 3.3342485291758794e-11,
      "spread": 0.050834587401197284,
      "oos_confirmed": true
    },
    {
      "test": "T15",
      "metric": "adjusted_delta_5m",
      "ic": 0.034469637429026874,
      "pval": 4.3336110712869744e-11,
      "spread": 0.060818306966481606,
      "oos_confirmed": true
    }
  ]
}