{
  "n_days": 174,
  "date_range": [
    "2025-06-26",
    "2026-03-04"
  ],
  "is_oos_split": [
    104,
    70
  ],
  "correlation_matrix": {
    "neg_gamma_center_dist": {
      "neg_gamma_center_dist": 1.0,
      "neg_gamma_asym": -0.8942,
      "pos_gamma_center_dist": 0.2683,
      "neg_asym_shift": 0.0173,
      "inst_center": 0.2952,
      "cust_0dte_asym": -0.0078,
      "mm_0dte_asym": 0.0132
    },
    "neg_gamma_asym": {
      "neg_gamma_center_dist": -0.8942,
      "neg_gamma_asym": 1.0,
      "pos_gamma_center_dist": -0.3979,
      "neg_asym_shift": -0.0475,
      "inst_center": -0.4376,
      "cust_0dte_asym": -0.0602,
      "mm_0dte_asym": 0.0458
    },
    "pos_gamma_center_dist": {
      "neg_gamma_center_dist": 0.2683,
      "neg_gamma_asym": -0.3979,
      "pos_gamma_center_dist": 1.0,
      "neg_asym_shift": -0.1214,
      "inst_center": 0.9274,
      "cust_0dte_asym": -0.2623,
      "mm_0dte_asym": 0.3665
    },
    "neg_asym_shift": {
      "neg_gamma_center_dist": 0.0173,
      "neg_gamma_asym": -0.0475,
      "pos_gamma_center_dist": -0.1214,
      "neg_asym_shift": 1.0,
      "inst_center": -0.1277,
      "cust_0dte_asym": 0.1112,
      "mm_0dte_asym": -0.0528
    },
    "inst_center": {
      "neg_gamma_center_dist": 0.2952,
      "neg_gamma_asym": -0.4376,
      "pos_gamma_center_dist": 0.9274,
      "neg_asym_shift": -0.1277,
      "inst_center": 1.0,
      "cust_0dte_asym": -0.1989,
      "mm_0dte_asym": 0.3005
    },
    "cust_0dte_asym": {
      "neg_gamma_center_dist": -0.0078,
      "neg_gamma_asym": -0.0602,
      "pos_gamma_center_dist": -0.2623,
      "neg_asym_shift": 0.1112,
      "inst_center": -0.1989,
      "cust_0dte_asym": 1.0,
      "mm_0dte_asym": -0.7397
    },
    "mm_0dte_asym": {
      "neg_gamma_center_dist": 0.0132,
      "neg_gamma_asym": 0.0458,
      "pos_gamma_center_dist": 0.3665,
      "neg_asym_shift": -0.0528,
      "inst_center": 0.3005,
      "cust_0dte_asym": -0.7397,
      "mm_0dte_asym": 1.0
    }
  },
  "univariate_ics": {
    "neg_gamma_center_dist": {
      "full_ic": 0.303,
      "is_ic": 0.2985,
      "oos_ic": 0.318,
      "full_p": 0.0,
      "oos_p": 0.0073,
      "n_full": 174,
      "n_oos": 70
    },
    "neg_gamma_asym": {
      "full_ic": -0.287,
      "is_ic": -0.2695,
      "oos_ic": -0.3247,
      "full_p": 0.0001,
      "oos_p": 0.0061,
      "n_full": 174,
      "n_oos": 70
    },
    "pos_gamma_center_dist": {
      "full_ic": 0.3525,
      "is_ic": 0.3977,
      "oos_ic": 0.3458,
      "full_p": 0.0,
      "oos_p": 0.0034,
      "n_full": 174,
      "n_oos": 70
    },
    "neg_asym_shift": {
      "full_ic": -0.6132,
      "is_ic": -0.5565,
      "oos_ic": -0.6933,
      "full_p": 0.0,
      "oos_p": 0.0,
      "n_full": 174,
      "n_oos": 70
    },
    "inst_center": {
      "full_ic": 0.3369,
      "is_ic": 0.3117,
      "oos_ic": 0.3607,
      "full_p": 0.0,
      "oos_p": 0.0022,
      "n_full": 174,
      "n_oos": 70
    },
    "cust_0dte_asym": {
      "full_ic": -0.1244,
      "is_ic": -0.184,
      "oos_ic": -0.032,
      "full_p": 0.102,
      "oos_p": 0.7925,
      "n_full": 174,
      "n_oos": 70
    },
    "mm_0dte_asym": {
      "full_ic": 0.1255,
      "is_ic": 0.2034,
      "oos_ic": 0.0268,
      "full_p": 0.099,
      "oos_p": 0.8259,
      "n_full": 174,
      "n_oos": 70
    }
  },
  "partial_correlations": {
    "neg_gamma_center_dist": {
      "full_partial_ic": 0.2293,
      "full_p": 0.0023,
      "n": 174,
      "oos_partial_ic": 0.1572,
      "oos_p": 0.1936,
      "n_oos": 70
    },
    "neg_gamma_asym": {
      "full_partial_ic": -0.1762,
      "full_p": 0.02,
      "n": 174,
      "oos_partial_ic": -0.1074,
      "oos_p": 0.3762,
      "n_oos": 70
    },
    "pos_gamma_center_dist": {
      "full_partial_ic": 0.1077,
      "full_p": 0.1572,
      "n": 174,
      "oos_partial_ic": 0.0371,
      "oos_p": 0.7603,
      "n_oos": 70
    },
    "neg_asym_shift": {
      "full_partial_ic": -0.6085,
      "full_p": 0.0,
      "n": 174,
      "oos_partial_ic": -0.7098,
      "oos_p": 0.0,
      "n_oos": 70
    }
  },
  "r2_improvement": {
    "baseline": -0.009928,
    "neg_gamma_center_dist": 0.026563,
    "neg_gamma_asym": 0.023469,
    "pos_gamma_center_dist": -0.170313,
    "neg_asym_shift": 0.254904,
    "all_combined": 0.191402
  },
  "conditioning": {
    "neg_asym_shift": {
      "gex": {
        "positive": {
          "ic": -0.6481,
          "p": 0.0,
          "n": 84
        },
        "negative": {
          "ic": -0.5789,
          "p": 0.0,
          "n": 75
        }
      },
      "rvol": {
        "low": {
          "ic": -0.6263,
          "p": 0.0,
          "n": 39
        },
        "normal": {
          "ic": -0.6651,
          "p": 0.0,
          "n": 59
        },
        "high": {
          "ic": -0.6101,
          "p": 0.0,
          "n": 71
        }
      },
      "combined": {
        "positive": {
          "low": {
            "ic": -0.577,
            "p": 0.0122,
            "n": 18
          },
          "normal": {
            "ic": -0.663,
            "p": 0.0,
            "n": 34
          },
          "high": {
            "ic": -0.66,
            "p": 0.0,
            "n": 32
          }
        },
        "negative": {
          "low": {
            "ic": -0.662,
            "p": 0.0015,
            "n": 20
          },
          "normal": {
            "ic": -0.614,
            "p": 0.0067,
            "n": 18
          },
          "high": {
            "ic": -0.537,
            "p": 0.0006,
            "n": 37
          }
        }
      }
    },
    "neg_gamma_center_dist": {
      "gex": {
        "positive": {
          "ic": 0.3806,
          "p": 0.0004,
          "n": 84
        },
        "negative": {
          "ic": 0.2822,
          "p": 0.0142,
          "n": 75
        }
      },
      "rvol": {
        "low": {
          "ic": 0.0549,
          "p": 0.7401,
          "n": 39
        },
        "normal": {
          "ic": 0.3942,
          "p": 0.002,
          "n": 59
        },
        "high": {
          "ic": 0.4442,
          "p": 0.0001,
          "n": 71
        }
      },
      "combined": {
        "positive": {
          "low": {
            "ic": 0.416,
            "p": 0.0861,
            "n": 18
          },
          "normal": {
            "ic": 0.308,
            "p": 0.0762,
            "n": 34
          },
          "high": {
            "ic": 0.676,
            "p": 0.0,
            "n": 32
          }
        },
        "negative": {
          "low": {
            "ic": -0.012,
            "p": 0.9599,
            "n": 20
          },
          "normal": {
            "ic": 0.467,
            "p": 0.0504,
            "n": 18
          },
          "high": {
            "ic": 0.331,
            "p": 0.0456,
            "n": 37
          }
        }
      }
    },
    "neg_gamma_asym": {
      "gex": {
        "positive": {
          "ic": -0.4011,
          "p": 0.0002,
          "n": 84
        },
        "negative": {
          "ic": -0.1847,
          "p": 0.1127,
          "n": 75
        }
      },
      "rvol": {
        "low": {
          "ic": -0.0767,
          "p": 0.6425,
          "n": 39
        },
        "normal": {
          "ic": -0.3655,
          "p": 0.0044,
          "n": 59
        },
        "high": {
          "ic": -0.3606,
          "p": 0.002,
          "n": 71
        }
      },
      "combined": {
        "positive": {
          "low": {
            "ic": -0.414,
            "p": 0.0878,
            "n": 18
          },
          "normal": {
            "ic": -0.299,
            "p": 0.0855,
            "n": 34
          },
          "high": {
            "ic": -0.65,
            "p": 0.0001,
            "n": 32
          }
        },
        "negative": {
          "low": {
            "ic": 0.026,
            "p": 0.9148,
            "n": 20
          },
          "normal": {
            "ic": -0.478,
            "p": 0.0449,
            "n": 18
          },
          "high": {
            "ic": -0.151,
            "p": 0.3708,
            "n": 37
          }
        }
      }
    },
    "pos_gamma_center_dist": {
      "gex": {
        "positive": {
          "ic": 0.3955,
          "p": 0.0002,
          "n": 84
        },
        "negative": {
          "ic": 0.3137,
          "p": 0.0061,
          "n": 75
        }
      },
      "rvol": {
        "low": {
          "ic": 0.2393,
          "p": 0.1424,
          "n": 39
        },
        "normal": {
          "ic": 0.2506,
          "p": 0.0556,
          "n": 59
        },
        "high": {
          "ic": 0.4735,
          "p": 0.0,
          "n": 71
        }
      },
      "combined": {
        "positive": {
          "low": {
            "ic": 0.265,
            "p": 0.2875,
            "n": 18
          },
          "normal": {
            "ic": 0.301,
            "p": 0.0838,
            "n": 34
          },
          "high": {
            "ic": 0.567,
            "p": 0.0007,
            "n": 32
          }
        },
        "negative": {
          "low": {
            "ic": 0.104,
            "p": 0.6633,
            "n": 20
          },
          "normal": {
            "ic": 0.319,
            "p": 0.1971,
            "n": 18
          },
          "high": {
            "ic": 0.396,
            "p": 0.0151,
            "n": 37
          }
        }
      }
    }
  },
  "recommendations": [
    {
      "signal": "neg_gamma_center_dist",
      "oos_univariate_ic": 0.318,
      "oos_partial_ic": 0.157,
      "max_corr_with_existing": 0.295,
      "recommend": true,
      "status": "\u2705 RECOMMEND"
    },
    {
      "signal": "neg_gamma_asym",
      "oos_univariate_ic": -0.325,
      "oos_partial_ic": -0.107,
      "max_corr_with_existing": 0.438,
      "recommend": true,
      "status": "\u2705 RECOMMEND"
    },
    {
      "signal": "pos_gamma_center_dist",
      "oos_univariate_ic": 0.346,
      "oos_partial_ic": 0.037,
      "max_corr_with_existing": 0.927,
      "recommend": false,
      "status": "\u274c SKIP"
    },
    {
      "signal": "neg_asym_shift",
      "oos_univariate_ic": -0.693,
      "oos_partial_ic": -0.71,
      "max_corr_with_existing": 0.128,
      "recommend": true,
      "status": "\u2705 RECOMMEND"
    }
  ]
}