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            "pval": 0.2746
          },
          "ret_1h": {
            "ic": 0.0084,
            "pval": 0.8156
          },
          "ret_2h": {
            "ic": 0.0198,
            "pval": 0.5834
          },
          "ret_eod": {
            "ic": 0.0299,
            "pval": 0.422
          }
        },
        "11:00-11:30": {
          "n": 768,
          "ret_30m": {
            "ic": 0.0681,
            "pval": 0.0593
          },
          "ret_1h": {
            "ic": 0.0493,
            "pval": 0.1723
          },
          "ret_2h": {
            "ic": 0.0029,
            "pval": 0.937
          },
          "ret_eod": {
            "ic": 0.0061,
            "pval": 0.8702
          }
        },
        "11:30-12:00": {
          "n": 768,
          "ret_30m": {
            "ic": -0.0495,
            "pval": 0.1701
          },
          "ret_1h": {
            "ic": -0.0389,
            "pval": 0.2812
          },
          "ret_2h": {
            "ic": -0.0558,
            "pval": 0.1223
          },
          "ret_eod": {
            "ic": -0.0894,
            "pval": 0.016
          }
        }
      },
      "OOS": {
        "09:30-10:00": {
          "n": 340,
          "ret_30m": {
            "ic": -0.0248,
            "pval": 0.6482
          },
          "ret_1h": {
            "ic": 0.0235,
            "pval": 0.6653
          },
          "ret_2h": {
            "ic": 0.0902,
            "pval": 0.0969
          },
          "ret_eod": {
            "ic": 0.0305,
            "pval": 0.5902
          }
        },
        "10:00-10:30": {
          "n": 516,
          "ret_30m": {
            "ic": -0.0374,
            "pval": 0.3962
          },
          "ret_1h": {
            "ic": -0.0386,
            "pval": 0.3821
          },
          "ret_2h": {
            "ic": -0.0046,
            "pval": 0.917
          },
          "ret_eod": {
            "ic": -0.0235,
            "pval": 0.6101
          }
        },
        "10:30-11:00": {
          "n": 516,
          "ret_30m": {
            "ic": -0.0609,
            "pval": 0.1671
          },
          "ret_1h": {
            "ic": -0.0076,
            "pval": 0.8635
          },
          "ret_2h": {
            "ic": -0.0224,
            "pval": 0.6114
          },
          "ret_eod": {
            "ic": -0.062,
            "pval": 0.1781
          }
        },
        "11:00-11:30": {
          "n": 515,
          "ret_30m": {
            "ic": -0.0182,
            "pval": 0.6811
          },
          "ret_1h": {
            "ic": 0.0056,
            "pval": 0.8993
          },
          "ret_2h": {
            "ic": 0.0001,
            "pval": 0.9986
          },
          "ret_eod": {
            "ic": -0.0243,
            "pval": 0.5975
          }
        },
        "11:30-12:00": {
          "n": 516,
          "ret_30m": {
            "ic": -0.1326,
            "pval": 0.0025
          },
          "ret_1h": {
            "ic": -0.0867,
            "pval": 0.0491
          },
          "ret_2h": {
            "ic": -0.0378,
            "pval": 0.3921
          },
          "ret_eod": {
            "ic": 0.008,
            "pval": 0.8621
          }
        }
      }
    },
    "eod_morning_avg": {
      "IS": {
        "n": 112,
        "ic": -0.226,
        "pval": 0.0166,
        "quintiles": {
          "Q1": {
            "wr": 0.6957,
            "n": 23,
            "mean_ret": 62.1
          },
          "Q2": {
            "wr": 0.6364,
            "n": 22,
            "mean_ret": -0.1
          },
          "Q3": {
            "wr": 0.5455,
            "n": 22,
            "mean_ret": 0.66
          },
          "Q4": {
            "wr": 0.5909,
            "n": 22,
            "mean_ret": 26.12
          },
          "Q5": {
            "wr": 0.3478,
            "n": 23,
            "mean_ret": -47.84
          }
        }
      },
      "OOS": {
        "n": 158,
        "ic": 0.0549,
        "pval": 0.4932,
        "quintiles": {
          "Q1": {
            "wr": 0.5,
            "n": 32,
            "mean_ret": -12.59
          },
          "Q2": {
            "wr": 0.5484,
            "n": 31,
            "mean_ret": -1.13
          },
          "Q3": {
            "wr": 0.5,
            "n": 32,
            "mean_ret": -5.7
          },
          "Q4": {
            "wr": 0.6452,
            "n": 31,
            "mean_ret": 13.68
          },
          "Q5": {
            "wr": 0.5,
            "n": 32,
            "mean_ret": -3.64
          }
        }
      }
    }
  }
}