{
  "symbol": "NVDA",
  "coverage": {
    "requested_days": 126,
    "pulled_days": 121,
    "empty_days": 5,
    "skipped_fomc_days": 8,
    "blocked_cost_days": 0,
    "bars": 9438,
    "date_min": "2025-09-09",
    "date_max": "2026-03-09"
  },
  "method": {
    "retail_proxy": "sub-penny trades (price*10000 % 100 != 0)",
    "non_retail_proxy": "non-sub-penny trades (price*10000 % 100 == 0)",
    "retail_sign": "fractional-cent rule: frac>50 buy, frac<50 sell, frac=50 neutral",
    "non_retail_sign": "robust tick rule: price change vs prior non-retail trade; if zero-tick use last non-zero sign; if still unresolved use session-reference fallback"
  },
  "horizons": {
    "30m": {
      "n": 8712,
      "ic_non_retail_net": 0.011563,
      "quintiles": {
        "n": 8712,
        "quintiles": {
          "Q1": {
            "n": 1743,
            "avg_return_bps": -0.132,
            "win_rate": 0.5169
          },
          "Q2": {
            "n": 1742,
            "avg_return_bps": -1.175,
            "win_rate": 0.4856
          },
          "Q3": {
            "n": 1742,
            "avg_return_bps": -1.279,
            "win_rate": 0.4816
          },
          "Q4": {
            "n": 1742,
            "avg_return_bps": -0.442,
            "win_rate": 0.4793
          },
          "Q5": {
            "n": 1743,
            "avg_return_bps": 0.672,
            "win_rate": 0.4733
          }
        }
      },
      "extreme_deciles": {
        "n": 8712,
        "D1": {
          "n": 872,
          "avg_return_bps": 1.695,
          "win_rate": 0.5321
        },
        "D10": {
          "n": 872,
          "avg_return_bps": 0.557,
          "win_rate": 0.4759
        },
        "spread_D10_minus_D1_bps": -1.137
      },
      "edge_assessment": "no clear edge"
    },
    "1h": {
      "n": 7986,
      "ic_non_retail_net": -0.000685,
      "quintiles": {
        "n": 7986,
        "quintiles": {
          "Q1": {
            "n": 1598,
            "avg_return_bps": 2.121,
            "win_rate": 0.5238
          },
          "Q2": {
            "n": 1597,
            "avg_return_bps": -1.879,
            "win_rate": 0.4815
          },
          "Q3": {
            "n": 1597,
            "avg_return_bps": -3.272,
            "win_rate": 0.4596
          },
          "Q4": {
            "n": 1597,
            "avg_return_bps": -2.636,
            "win_rate": 0.4621
          },
          "Q5": {
            "n": 1597,
            "avg_return_bps": 2.495,
            "win_rate": 0.4796
          }
        }
      },
      "extreme_deciles": {
        "n": 7986,
        "D1": {
          "n": 799,
          "avg_return_bps": 3.218,
          "win_rate": 0.5444
        },
        "D10": {
          "n": 799,
          "avg_return_bps": 2.25,
          "win_rate": 0.4956
        },
        "spread_D10_minus_D1_bps": -0.968
      },
      "edge_assessment": "no clear edge"
    },
    "2h": {
      "n": 6534,
      "ic_non_retail_net": -0.001301,
      "quintiles": {
        "n": 6534,
        "quintiles": {
          "Q1": {
            "n": 1307,
            "avg_return_bps": 3.471,
            "win_rate": 0.5195
          },
          "Q2": {
            "n": 1307,
            "avg_return_bps": -1.349,
            "win_rate": 0.4529
          },
          "Q3": {
            "n": 1306,
            "avg_return_bps": -7.538,
            "win_rate": 0.4288
          },
          "Q4": {
            "n": 1307,
            "avg_return_bps": -3.637,
            "win_rate": 0.4499
          },
          "Q5": {
            "n": 1307,
            "avg_return_bps": 4.198,
            "win_rate": 0.4813
          }
        }
      },
      "extreme_deciles": {
        "n": 6534,
        "D1": {
          "n": 654,
          "avg_return_bps": 5.804,
          "win_rate": 0.5168
        },
        "D10": {
          "n": 654,
          "avg_return_bps": 6.836,
          "win_rate": 0.4908
        },
        "spread_D10_minus_D1_bps": 1.032
      },
      "edge_assessment": "no clear edge"
    }
  }
}