{
  "run_date": "2026-03-21",
  "thresholds_tested": [
    5,
    7,
    10,
    15
  ],
  "fomc_excluded": 57,
  "is_days": 447,
  "oos_days": 298,
  "results": {
    "5": {
      "threshold_pt": 5,
      "approach_pt": 3.0,
      "real_total": 7442,
      "real_hold_rate": 0.5978,
      "rand_total": 629,
      "rand_hold_rate": 0.5072,
      "chi2": 19.7215,
      "p_value": 9e-06,
      "significant": true,
      "by_type": {
        "PDH": {
          "hold_rate": 0.5831,
          "n": 878
        },
        "PDL": {
          "hold_rate": 0.59,
          "n": 717
        },
        "PDC": {
          "hold_rate": 0.5977,
          "n": 1208
        },
        "VPOC": {
          "hold_rate": 0.6291,
          "n": 1011
        },
        "VAH": {
          "hold_rate": 0.6012,
          "n": 1003
        },
        "VAL": {
          "hold_rate": 0.6158,
          "n": 872
        },
        "ROUND": {
          "hold_rate": 0.5797,
          "n": 1744
        },
        "ONL": {
          "hold_rate": 0.7143,
          "n": 7
        },
        "ONH": {
          "hold_rate": 0.0,
          "n": 2
        }
      },
      "by_direction": {
        "from_below": {
          "hold_rate": 0.6103,
          "n": 3623
        },
        "from_above": {
          "hold_rate": 0.586,
          "n": 3819
        }
      },
      "by_vix": {
        "unknown": {
          "hold_rate": 0.6251,
          "n": 2601
        },
        "low": {
          "hold_rate": 0.6361,
          "n": 1253
        },
        "med": {
          "hold_rate": 0.5729,
          "n": 3362
        },
        "high": {
          "hold_rate": 0.4425,
          "n": 226
        }
      },
      "gex_pos_hold_rate": 0.6137,
      "gex_neg_hold_rate": 0.5861,
      "gex_effect_pp": 2.75
    },
    "7": {
      "threshold_pt": 7,
      "approach_pt": 4.2,
      "real_total": 7458,
      "real_hold_rate": 0.6274,
      "rand_total": 632,
      "rand_hold_rate": 0.5332,
      "chi2": 21.9223,
      "p_value": 3e-06,
      "significant": true,
      "by_type": {
        "PDH": {
          "hold_rate": 0.5899,
          "n": 873
        },
        "PDL": {
          "hold_rate": 0.613,
          "n": 721
        },
        "PDC": {
          "hold_rate": 0.6292,
          "n": 1184
        },
        "VPOC": {
          "hold_rate": 0.655,
          "n": 1026
        },
        "VAH": {
          "hold_rate": 0.6276,
          "n": 991
        },
        "VAL": {
          "hold_rate": 0.6611,
          "n": 897
        },
        "ROUND": {
          "hold_rate": 0.6179,
          "n": 1756
        },
        "ONL": {
          "hold_rate": 0.625,
          "n": 8
        },
        "ONH": {
          "hold_rate": 0.0,
          "n": 2
        }
      },
      "by_direction": {
        "from_below": {
          "hold_rate": 0.6407,
          "n": 3571
        },
        "from_above": {
          "hold_rate": 0.6151,
          "n": 3887
        }
      },
      "by_vix": {
        "unknown": {
          "hold_rate": 0.6427,
          "n": 2519
        },
        "low": {
          "hold_rate": 0.657,
          "n": 1213
        },
        "med": {
          "hold_rate": 0.6153,
          "n": 3491
        },
        "high": {
          "hold_rate": 0.4894,
          "n": 235
        }
      },
      "gex_pos_hold_rate": 0.638,
      "gex_neg_hold_rate": 0.6195,
      "gex_effect_pp": 1.85
    },
    "10": {
      "threshold_pt": 10,
      "approach_pt": 6.0,
      "real_total": 7300,
      "real_hold_rate": 0.6733,
      "rand_total": 611,
      "rand_hold_rate": 0.6072,
      "chi2": 11.1061,
      "p_value": 0.00086,
      "significant": true,
      "by_type": {
        "PDH": {
          "hold_rate": 0.6843,
          "n": 868
        },
        "PDL": {
          "hold_rate": 0.6548,
          "n": 704
        },
        "PDC": {
          "hold_rate": 0.664,
          "n": 1131
        },
        "VPOC": {
          "hold_rate": 0.6728,
          "n": 981
        },
        "VAH": {
          "hold_rate": 0.6824,
          "n": 976
        },
        "VAL": {
          "hold_rate": 0.6882,
          "n": 866
        },
        "ROUND": {
          "hold_rate": 0.6695,
          "n": 1761
        },
        "ONL": {
          "hold_rate": 0.5556,
          "n": 9
        },
        "ONH": {
          "hold_rate": 0.75,
          "n": 4
        }
      },
      "by_direction": {
        "from_below": {
          "hold_rate": 0.6904,
          "n": 3443
        },
        "from_above": {
          "hold_rate": 0.658,
          "n": 3857
        }
      },
      "by_vix": {
        "unknown": {
          "hold_rate": 0.703,
          "n": 2323
        },
        "low": {
          "hold_rate": 0.6777,
          "n": 1083
        },
        "med": {
          "hold_rate": 0.6609,
          "n": 3648
        },
        "high": {
          "hold_rate": 0.5569,
          "n": 246
        }
      },
      "gex_pos_hold_rate": 0.6795,
      "gex_neg_hold_rate": 0.6687,
      "gex_effect_pp": 1.08
    },
    "15": {
      "threshold_pt": 15,
      "approach_pt": 9.0,
      "real_total": 6193,
      "real_hold_rate": 0.7168,
      "rand_total": 542,
      "rand_hold_rate": 0.6292,
      "chi2": 18.5749,
      "p_value": 1.6e-05,
      "significant": true,
      "by_type": {
        "PDH": {
          "hold_rate": 0.6996,
          "n": 679
        },
        "PDL": {
          "hold_rate": 0.6838,
          "n": 623
        },
        "PDC": {
          "hold_rate": 0.7248,
          "n": 901
        },
        "VPOC": {
          "hold_rate": 0.7266,
          "n": 812
        },
        "VAH": {
          "hold_rate": 0.7224,
          "n": 771
        },
        "VAL": {
          "hold_rate": 0.7299,
          "n": 759
        },
        "ROUND": {
          "hold_rate": 0.7186,
          "n": 1631
        },
        "ONL": {
          "hold_rate": 0.75,
          "n": 12
        },
        "ONH": {
          "hold_rate": 0.6,
          "n": 5
        }
      },
      "by_direction": {
        "from_below": {
          "hold_rate": 0.7402,
          "n": 2898
        },
        "from_above": {
          "hold_rate": 0.6962,
          "n": 3295
        }
      },
      "by_vix": {
        "unknown": {
          "hold_rate": 0.7611,
          "n": 1817
        },
        "low": {
          "hold_rate": 0.7455,
          "n": 774
        },
        "med": {
          "hold_rate": 0.694,
          "n": 3343
        },
        "high": {
          "hold_rate": 0.6139,
          "n": 259
        }
      },
      "gex_pos_hold_rate": 0.7324,
      "gex_neg_hold_rate": 0.7059,
      "gex_effect_pp": 2.66
    },
    "logistic_auc_7pt_oos": 0.5203
  }
}