{
  "symbol": "TSLA",
  "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": -0.004786,
      "quintiles": {
        "n": 8712,
        "quintiles": {
          "Q1": {
            "n": 1743,
            "avg_return_bps": 0.769,
            "win_rate": 0.5267
          },
          "Q2": {
            "n": 1742,
            "avg_return_bps": -0.982,
            "win_rate": 0.5161
          },
          "Q3": {
            "n": 1742,
            "avg_return_bps": 1.688,
            "win_rate": 0.5212
          },
          "Q4": {
            "n": 1742,
            "avg_return_bps": 0.682,
            "win_rate": 0.5069
          },
          "Q5": {
            "n": 1743,
            "avg_return_bps": 0.981,
            "win_rate": 0.4991
          }
        }
      },
      "extreme_deciles": {
        "n": 8712,
        "D1": {
          "n": 872,
          "avg_return_bps": -0.505,
          "win_rate": 0.531
        },
        "D10": {
          "n": 872,
          "avg_return_bps": 3.191,
          "win_rate": 0.5126
        },
        "spread_D10_minus_D1_bps": 3.697
      },
      "edge_assessment": "no clear edge"
    },
    "1h": {
      "n": 7986,
      "ic_non_retail_net": -0.001643,
      "quintiles": {
        "n": 7986,
        "quintiles": {
          "Q1": {
            "n": 1598,
            "avg_return_bps": -1.888,
            "win_rate": 0.5106
          },
          "Q2": {
            "n": 1597,
            "avg_return_bps": -1.453,
            "win_rate": 0.5141
          },
          "Q3": {
            "n": 1597,
            "avg_return_bps": 2.779,
            "win_rate": 0.5216
          },
          "Q4": {
            "n": 1597,
            "avg_return_bps": 1.566,
            "win_rate": 0.526
          },
          "Q5": {
            "n": 1597,
            "avg_return_bps": 4.307,
            "win_rate": 0.5191
          }
        }
      },
      "extreme_deciles": {
        "n": 7986,
        "D1": {
          "n": 799,
          "avg_return_bps": -5.46,
          "win_rate": 0.4856
        },
        "D10": {
          "n": 799,
          "avg_return_bps": 8.857,
          "win_rate": 0.5357
        },
        "spread_D10_minus_D1_bps": 14.318
      },
      "edge_assessment": "no clear edge"
    },
    "2h": {
      "n": 6534,
      "ic_non_retail_net": 0.00024,
      "quintiles": {
        "n": 6534,
        "quintiles": {
          "Q1": {
            "n": 1307,
            "avg_return_bps": -4.376,
            "win_rate": 0.5134
          },
          "Q2": {
            "n": 1307,
            "avg_return_bps": 0.743,
            "win_rate": 0.5264
          },
          "Q3": {
            "n": 1306,
            "avg_return_bps": 3.705,
            "win_rate": 0.5237
          },
          "Q4": {
            "n": 1307,
            "avg_return_bps": 4.527,
            "win_rate": 0.5371
          },
          "Q5": {
            "n": 1307,
            "avg_return_bps": 5.201,
            "win_rate": 0.508
          }
        }
      },
      "extreme_deciles": {
        "n": 6534,
        "D1": {
          "n": 654,
          "avg_return_bps": -7.19,
          "win_rate": 0.5076
        },
        "D10": {
          "n": 654,
          "avg_return_bps": 9.608,
          "win_rate": 0.5153
        },
        "spread_D10_minus_D1_bps": 16.799
      },
      "edge_assessment": "no clear edge"
    }
  }
}