{
  "test1_max_oi_touch": {
    "IS": {
      "label": "IS",
      "n": 516,
      "touch_0.001_rate": 0.219,
      "touch_0.001_ci": "[0.1833, 0.2547]",
      "touch_0.001_n": 516,
      "random_0.001_rate": 0.2214,
      "ttest_0.001_tstat": -0.247,
      "ttest_0.001_pval": 0.8052,
      "touch_0.002_rate": 0.2636,
      "touch_0.002_ci": "[0.2256, 0.3016]",
      "touch_0.002_n": 516,
      "random_0.002_rate": 0.2638,
      "ttest_0.002_tstat": -0.027,
      "ttest_0.002_pval": 0.9785,
      "touch_0.005_rate": 0.376,
      "touch_0.005_ci": "[0.3342, 0.4178]",
      "touch_0.005_n": 516,
      "random_0.005_rate": 0.3763,
      "ttest_0.005_tstat": -0.032,
      "ttest_0.005_pval": 0.9746,
      "median_min_dist_pct": 0.00861
    },
    "OOS": {
      "label": "OOS",
      "n": 222,
      "touch_0.001_rate": 0.1441,
      "touch_0.001_ci": "[0.0979, 0.1903]",
      "touch_0.001_n": 222,
      "random_0.001_rate": 0.1503,
      "ttest_0.001_tstat": -0.504,
      "ttest_0.001_pval": 0.6144,
      "touch_0.002_rate": 0.1802,
      "touch_0.002_ci": "[0.1296, 0.2307]",
      "touch_0.002_n": 222,
      "random_0.002_rate": 0.1811,
      "ttest_0.002_tstat": -0.072,
      "ttest_0.002_pval": 0.943,
      "touch_0.005_rate": 0.2523,
      "touch_0.005_ci": "[0.1951, 0.3094]",
      "touch_0.005_n": 222,
      "random_0.005_rate": 0.2454,
      "ttest_0.005_tstat": 0.454,
      "ttest_0.005_pval": 0.6505,
      "median_min_dist_pct": 0.01246
    },
    "FULL": {
      "label": "FULL",
      "n": 738,
      "touch_0.001_rate": 0.1965,
      "touch_0.001_ci": "[0.1678, 0.2251]",
      "touch_0.001_n": 738,
      "random_0.001_rate": 0.2,
      "ttest_0.001_tstat": -0.454,
      "ttest_0.001_pval": 0.6499,
      "touch_0.002_rate": 0.2385,
      "touch_0.002_ci": "[0.2077, 0.2692]",
      "touch_0.002_n": 738,
      "random_0.002_rate": 0.2389,
      "ttest_0.002_tstat": -0.058,
      "ttest_0.002_pval": 0.954,
      "touch_0.005_rate": 0.3388,
      "touch_0.005_ci": "[0.3046, 0.3729]",
      "touch_0.005_n": 738,
      "random_0.005_rate": 0.3369,
      "ttest_0.005_tstat": 0.226,
      "ttest_0.005_pval": 0.8216,
      "median_min_dist_pct": 0.01
    }
  },
  "test2_max_gex_touch": {
    "label": "TRACE_GEX",
    "n": 167,
    "touch_0.001_rate": 0.1856,
    "touch_0.001_ci": "[0.1267, 0.2446]",
    "touch_0.001_n": 167,
    "touch_0.002_rate": 0.2096,
    "touch_0.002_ci": "[0.1478, 0.2713]",
    "touch_0.002_n": 167,
    "touch_0.005_rate": 0.2695,
    "touch_0.005_ci": "[0.2022, 0.3368]",
    "touch_0.005_n": 167,
    "median_min_dist_pct": 0.01506
  },
  "test3_expiration": {
    "expiration_day_touch_002": 0.2385,
    "expiration_day_n": 738,
    "non_expiration_touch_002": null,
    "non_expiration_n": 0,
    "expiration_median_min_dist": 0.01,
    "non_expiration_median_min_dist": null
  },
  "test4_directional": {
    "strike_above_n": 363,
    "strike_above_moved_toward_rate": 0.5647,
    "strike_below_n": 375,
    "strike_below_moved_toward_rate": 0.472,
    "overall_drift_toward_rate": 0.5176,
    "median_time_to_touch_min": 19.0,
    "mean_time_to_touch_min": 82.2,
    "pct_touch_in_morning": 0.75
  },
  "test5_concentration": {
    "conc_low_touch_0.001": 0.2154,
    "conc_med_touch_0.001": 0.1626,
    "conc_high_touch_0.001": 0.2114,
    "conc_corr_0.001": -0.0024,
    "conc_pval_0.001": 0.9489,
    "conc_low_touch_0.002": 0.2358,
    "conc_med_touch_0.002": 0.2195,
    "conc_high_touch_0.002": 0.2602,
    "conc_corr_0.002": 0.022,
    "conc_pval_0.002": 0.5506,
    "conc_low_touch_0.005": 0.3171,
    "conc_med_touch_0.005": 0.3252,
    "conc_high_touch_0.005": 0.374,
    "conc_corr_0.005": 0.0574,
    "conc_pval_0.005": 0.1195
  },
  "test6_put_vs_call": {
    "max_call_oi": {
      "label": "max_call_oi_strike",
      "n": 738,
      "touch_0.001_rate": 0.2263,
      "touch_0.001_ci": "[0.1961, 0.2565]",
      "touch_0.001_n": 738,
      "random_0.001_rate": 0.2,
      "ttest_0.001_tstat": 1.727,
      "ttest_0.001_pval": 0.0845,
      "touch_0.002_rate": 0.2737,
      "touch_0.002_ci": "[0.2415, 0.3059]",
      "touch_0.002_n": 738,
      "random_0.002_rate": 0.2389,
      "ttest_0.002_tstat": 2.151,
      "ttest_0.002_pval": 0.0318,
      "touch_0.005_rate": 0.4065,
      "touch_0.005_ci": "[0.3711, 0.4419]",
      "touch_0.005_n": 738,
      "random_0.005_rate": 0.3369,
      "ttest_0.005_tstat": 3.778,
      "ttest_0.005_pval": 0.0002,
      "median_min_dist_pct": 0.00718
    },
    "max_put_oi": {
      "label": "max_put_oi_strike",
      "n": 738,
      "touch_0.001_rate": 0.0623,
      "touch_0.001_ci": "[0.0449, 0.0798]",
      "touch_0.001_n": 738,
      "random_0.001_rate": 0.2,
      "ttest_0.001_tstat": -9.909,
      "ttest_0.001_pval": 0.0,
      "touch_0.002_rate": 0.0772,
      "touch_0.002_ci": "[0.0580, 0.0965]",
      "touch_0.002_n": 738,
      "random_0.002_rate": 0.2389,
      "ttest_0.002_tstat": -10.575,
      "ttest_0.002_pval": 0.0,
      "touch_0.005_rate": 0.1138,
      "touch_0.005_ci": "[0.0909, 0.1367]",
      "touch_0.005_n": 738,
      "random_0.005_rate": 0.3369,
      "ttest_0.005_tstat": -12.42,
      "ttest_0.005_pval": 0.0,
      "median_min_dist_pct": 0.02179
    },
    "pct_close_above_max_call_strike": 0.1978,
    "pct_close_below_max_put_strike": 0.0379
  },
  "test7_oi_changes": {
    "changed_touch_002": 0.2219,
    "changed_n": 658,
    "unchanged_touch_002": 0.375,
    "unchanged_n": 80,
    "sticky_3d_touch_002": 0.5882,
    "sticky_n": 17
  },
  "test8_gex_regime": {
    "pos_gex_touch_002": 0.2495,
    "pos_gex_n": 549,
    "pos_gex_median_min_dist": 0.00966,
    "neg_gex_touch_002": 0.2063,
    "neg_gex_n": 189,
    "neg_gex_median_min_dist": 0.01178,
    "gex_regime_tstat": 1.201,
    "gex_regime_pval": 0.23
  },
  "summary": [
    "Full sample: 738 days",
    "\u00b10.1% touch: 0.1965 actual vs 0.2 random (p=0.6499), OOS: 0.1441",
    "\u00b10.2% touch: 0.2385 actual vs 0.2389 random (p=0.954), OOS: 0.1802",
    "\u00b10.5% touch: 0.3388 actual vs 0.3369 random (p=0.8216), OOS: 0.2523",
    "Price drifts toward max OI strike: 0.5176 of days"
  ],
  "run_date": "2026-03-06"
}