{ "A": { "A1_base_direction_pred": { "label": "ORB buy_pct > 50% predicts UP break", "all": { "wr": 60.6, "n": 743, "ci_lo": 57.1, "ci_hi": 64.1 }, "IS": { "wr": 58.5, "n": 448, "ci_lo": 53.9, "ci_hi": 63.0 }, "OOS": { "wr": 63.7, "n": 295, "ci_lo": 58.2, "ci_hi": 69.2 } }, "A2_threshold_sweep": [ { "wr": 61.9, "n": 105, "ci_lo": 52.6, "ci_hi": 71.2, "threshold": 0.52, "direction": "up", "split": "ALL" }, { "wr": 53.1, "n": 64, "ci_lo": 40.9, "ci_hi": 65.4, "threshold": 0.52, "direction": "up", "split": "IS" }, { "wr": 75.6, "n": 41, "ci_lo": 62.5, "ci_hi": 88.8, "threshold": 0.52, "direction": "up", "split": "OOS" }, { "wr": 51.3, "n": 638, "ci_lo": 47.4, "ci_hi": 55.1, "threshold": 0.52, "direction": "down", "split": "ALL" }, { "wr": 51.8, "n": 384, "ci_lo": 46.8, "ci_hi": 56.8, "threshold": 0.52, "direction": "down", "split": "IS" }, { "wr": 50.4, "n": 254, "ci_lo": 44.2, "ci_hi": 56.5, "threshold": 0.52, "direction": "down", "split": "OOS" }, { "wr": 50.0, "n": 4, "ci_lo": 1.0, "ci_hi": 99.0, "threshold": 0.55, "direction": "up", "split": "ALL" }, { "wr": 50.0, "n": 4, "ci_lo": 1.0, "ci_hi": 99.0, "threshold": 0.55, "direction": "up", "split": "IS" }, { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN, "threshold": 0.55, "direction": "up", "split": "OOS" }, { "wr": 49.4, "n": 739, "ci_lo": 45.8, "ci_hi": 53.0, "threshold": 0.55, "direction": "down", "split": "ALL" }, { "wr": 51.1, "n": 444, "ci_lo": 46.5, "ci_hi": 55.8, "threshold": 0.55, "direction": "down", "split": "IS" }, { "wr": 46.8, "n": 295, "ci_lo": 41.1, "ci_hi": 52.5, "threshold": 0.55, "direction": "down", "split": "OOS" }, { "wr": 33.3, "n": 3, "ci_lo": -20.0, "ci_hi": 86.7, "threshold": 0.58, "direction": "up", "split": "ALL" }, { "wr": 33.3, "n": 3, "ci_lo": -20.0, "ci_hi": 86.7, "threshold": 0.58, "direction": "up", "split": "IS" }, { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN, "threshold": 0.58, "direction": "up", "split": "OOS" }, { "wr": 49.3, "n": 740, "ci_lo": 45.7, "ci_hi": 52.9, "threshold": 0.58, "direction": "down", "split": "ALL" }, { "wr": 51.0, "n": 445, "ci_lo": 46.4, "ci_hi": 55.7, "threshold": 0.58, "direction": "down", "split": "IS" }, { "wr": 46.8, "n": 295, "ci_lo": 41.1, "ci_hi": 52.5, "threshold": 0.58, "direction": "down", "split": "OOS" }, { "wr": 0.0, "n": 1, "ci_lo": 0.0, "ci_hi": 0.0, "threshold": 0.6, "direction": "up", "split": "ALL" }, { "wr": 0.0, "n": 1, "ci_lo": 0.0, "ci_hi": 0.0, "threshold": 0.6, "direction": "up", "split": "IS" }, { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN, "threshold": 0.6, "direction": "up", "split": "OOS" }, { "wr": 49.3, "n": 742, "ci_lo": 45.7, "ci_hi": 52.9, "threshold": 0.6, "direction": "down", "split": "ALL" }, { "wr": 51.0, "n": 447, "ci_lo": 46.4, "ci_hi": 55.6, "threshold": 0.6, "direction": "down", "split": "IS" }, { "wr": 46.8, "n": 295, "ci_lo": 41.1, "ci_hi": 52.5, "threshold": 0.6, "direction": "down", "split": "OOS" }, { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN, "threshold": 0.65, "direction": "up", "split": "ALL" }, { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN, "threshold": 0.65, "direction": "up", "split": "IS" }, { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN, "threshold": 0.65, "direction": "up", "split": "OOS" }, { "wr": 49.4, "n": 743, "ci_lo": 45.8, "ci_hi": 53.0, "threshold": 0.65, "direction": "down", "split": "ALL" }, { "wr": 51.1, "n": 448, "ci_lo": 46.5, "ci_hi": 55.7, "threshold": 0.65, "direction": "down", "split": "IS" }, { "wr": 46.8, "n": 295, "ci_lo": 41.1, "ci_hi": 52.5, "threshold": 0.65, "direction": "down", "split": "OOS" } ], "A3_quality_pred": { "up_confirmed_mean": 50.09, "up_confirmed_n": 82, "up_unconfirmed_mean": 50.29, "up_unconfirmed_n": 497, "up_ttest_p": 0.448, "dn_confirmed_mean": 49.81, "dn_confirmed_n": 64, "dn_unconfirmed_mean": 50.0, "dn_unconfirmed_n": 488, "dn_ttest_p": 0.4521 } }, "B": { "B1_inside_threshold_sweep": [ { "wr": 83.2, "n": 119, "ci_lo": 76.5, "ci_hi": 89.9, "threshold": 0.52, "direction": "up", "split": "ALL" }, { "wr": 80.3, "n": 66, "ci_lo": 70.7, "ci_hi": 89.9, "threshold": 0.52, "direction": "up", "split": "IS" }, { "wr": 86.8, "n": 53, "ci_lo": 77.7, "ci_hi": 95.9, "threshold": 0.52, "direction": "up", "split": "OOS" }, { "wr": 58.0, "n": 510, "ci_lo": 53.8, "ci_hi": 62.3, "threshold": 0.52, "direction": "down", "split": "ALL" }, { "wr": 59.4, "n": 325, "ci_lo": 54.0, "ci_hi": 64.7, "threshold": 0.52, "direction": "down", "split": "IS" }, { "wr": 55.7, "n": 185, "ci_lo": 48.5, "ci_hi": 62.8, "threshold": 0.52, "direction": "down", "split": "OOS" }, { "wr": 80.0, "n": 35, "ci_lo": 66.7, "ci_hi": 93.3, "threshold": 0.55, "direction": "up", "split": "ALL" }, { "wr": 76.2, "n": 21, "ci_lo": 58.0, "ci_hi": 94.4, "threshold": 0.55, "direction": "up", "split": "IS" }, { "wr": 85.7, "n": 14, "ci_lo": 67.4, "ci_hi": 104.0, "threshold": 0.55, "direction": "up", "split": "OOS" }, { "wr": 52.0, "n": 594, "ci_lo": 48.0, "ci_hi": 56.0, "threshold": 0.55, "direction": "down", "split": "ALL" }, { "wr": 54.3, "n": 370, "ci_lo": 49.2, "ci_hi": 59.4, "threshold": 0.55, "direction": "down", "split": "IS" }, { "wr": 48.2, "n": 224, "ci_lo": 41.7, "ci_hi": 54.8, "threshold": 0.55, "direction": "down", "split": "OOS" }, { "wr": 75.0, "n": 8, "ci_lo": 45.0, "ci_hi": 105.0, "threshold": 0.58, "direction": "up", "split": "ALL" }, { "wr": 75.0, "n": 4, "ci_lo": 32.6, "ci_hi": 117.4, "threshold": 0.58, "direction": "up", "split": "IS" }, { "wr": 75.0, "n": 4, "ci_lo": 32.6, "ci_hi": 117.4, "threshold": 0.58, "direction": "up", "split": "OOS" }, { "wr": 50.6, "n": 621, "ci_lo": 46.6, "ci_hi": 54.5, "threshold": 0.58, "direction": "down", "split": "ALL" }, { "wr": 53.0, "n": 387, "ci_lo": 48.0, "ci_hi": 57.9, "threshold": 0.58, "direction": "down", "split": "IS" }, { "wr": 46.6, "n": 234, "ci_lo": 40.2, "ci_hi": 53.0, "threshold": 0.58, "direction": "down", "split": "OOS" }, { "wr": 60.0, "n": 5, "ci_lo": 17.1, "ci_hi": 102.9, "threshold": 0.6, "direction": "up", "split": "ALL" }, { "wr": 66.7, "n": 3, "ci_lo": 13.3, "ci_hi": 120.0, "threshold": 0.6, "direction": "up", "split": "IS" }, { "wr": 50.0, "n": 2, "ci_lo": -19.3, "ci_hi": 119.3, "threshold": 0.6, "direction": "up", "split": "OOS" }, { "wr": 50.3, "n": 624, "ci_lo": 46.4, "ci_hi": 54.2, "threshold": 0.6, "direction": "down", "split": "ALL" }, { "wr": 52.8, "n": 388, "ci_lo": 47.9, "ci_hi": 57.8, "threshold": 0.6, "direction": "down", "split": "IS" }, { "wr": 46.2, "n": 236, "ci_lo": 39.8, "ci_hi": 52.5, "threshold": 0.6, "direction": "down", "split": "OOS" }, { "wr": 100.0, "n": 1, "ci_lo": 100.0, "ci_hi": 100.0, "threshold": 0.65, "direction": "up", "split": "ALL" }, { "wr": 100.0, "n": 1, "ci_lo": 100.0, "ci_hi": 100.0, "threshold": 0.65, "direction": "up", "split": "IS" }, { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN, "threshold": 0.65, "direction": "up", "split": "OOS" }, { "wr": 50.3, "n": 628, "ci_lo": 46.4, "ci_hi": 54.2, "threshold": 0.65, "direction": "down", "split": "ALL" }, { "wr": 52.8, "n": 390, "ci_lo": 47.9, "ci_hi": 57.8, "threshold": 0.65, "direction": "down", "split": "IS" }, { "wr": 46.2, "n": 238, "ci_lo": 39.9, "ci_hi": 52.6, "threshold": 0.65, "direction": "down", "split": "OOS" } ], "B2_by_inside_duration": [ { "min_inside_bars": 1, "thr": 0.55, "up_wr": { "wr": 80.0, "n": 35, "ci_lo": 66.7, "ci_hi": 93.3 }, "dn_wr": { "wr": 87.5, "n": 24, "ci_lo": 74.3, "ci_hi": 100.7 } }, { "min_inside_bars": 1, "thr": 0.58, "up_wr": { "wr": 75.0, "n": 8, "ci_lo": 45.0, "ci_hi": 105.0 }, "dn_wr": { "wr": 100.0, "n": 9, "ci_lo": 100.0, "ci_hi": 100.0 } }, { "min_inside_bars": 5, "thr": 0.55, "up_wr": { "wr": 87.5, "n": 8, "ci_lo": 64.6, "ci_hi": 110.4 }, "dn_wr": { "wr": 100.0, "n": 6, "ci_lo": 100.0, "ci_hi": 100.0 } }, { "min_inside_bars": 5, "thr": 0.58, "up_wr": { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN }, "dn_wr": { "wr": 100.0, "n": 1, "ci_lo": 100.0, "ci_hi": 100.0 } }, { "min_inside_bars": 10, "thr": 0.55, "up_wr": { "wr": 100.0, "n": 4, "ci_lo": 100.0, "ci_hi": 100.0 }, "dn_wr": { "wr": 100.0, "n": 3, "ci_lo": 100.0, "ci_hi": 100.0 } }, { "min_inside_bars": 10, "thr": 0.58, "up_wr": { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN }, "dn_wr": { "wr": 100.0, "n": 1, "ci_lo": 100.0, "ci_hi": 100.0 } }, { "min_inside_bars": 20, "thr": 0.55, "up_wr": { "wr": 100.0, "n": 1, "ci_lo": 100.0, "ci_hi": 100.0 }, "dn_wr": { "wr": 100.0, "n": 1, "ci_lo": 100.0, "ci_hi": 100.0 } }, { "min_inside_bars": 20, "thr": 0.58, "up_wr": { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN }, "dn_wr": { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN } } ] }, "C": { "C1_break_bar_buy_pct": [ { "event": "up_break_high_buy_pct_bar", "thr": 0.52, "wr": 69.2, "n": 519, "ci_lo": 65.2, "ci_hi": 73.1 }, { "event": "dn_break_low_buy_pct_bar", "thr": 0.52, "wr": 58.2, "n": 479, "ci_lo": 53.8, "ci_hi": 62.7 }, { "event": "up_break_high_buy_pct_bar", "thr": 0.55, "wr": 68.6, "n": 401, "ci_lo": 64.0, "ci_hi": 73.1 }, { "event": "dn_break_low_buy_pct_bar", "thr": 0.55, "wr": 56.9, "n": 341, "ci_lo": 51.6, "ci_hi": 62.1 }, { "event": "up_break_high_buy_pct_bar", "thr": 0.58, "wr": 66.8, "n": 247, "ci_lo": 60.9, "ci_hi": 72.7 }, { "event": "dn_break_low_buy_pct_bar", "thr": 0.58, "wr": 57.1, "n": 168, "ci_lo": 49.7, "ci_hi": 64.6 }, { "event": "up_break_high_buy_pct_bar", "thr": 0.6, "wr": 68.2, "n": 148, "ci_lo": 60.7, "ci_hi": 75.7 }, { "event": "dn_break_low_buy_pct_bar", "thr": 0.6, "wr": 54.4, "n": 103, "ci_lo": 44.7, "ci_hi": 64.0 }, { "event": "up_break_high_buy_pct_bar", "thr": 0.65, "wr": 71.4, "n": 28, "ci_lo": 54.7, "ci_hi": 88.2 }, { "event": "dn_break_low_buy_pct_bar", "thr": 0.65, "wr": 47.6, "n": 21, "ci_lo": 26.3, "ci_hi": 69.0 } ], "C2_post5_buy_pct": [ { "event": "up_break_post5_high_buy_pct", "thr": 0.52, "wr": 73.7, "n": 167, "ci_lo": 67.0, "ci_hi": 80.3 }, { "event": "dn_break_post5_low_buy_pct", "thr": 0.52, "wr": 73.3, "n": 150, "ci_lo": 66.3, "ci_hi": 80.4 }, { "event": "up_break_post5_high_buy_pct", "thr": 0.55, "wr": 77.8, "n": 45, "ci_lo": 65.6, "ci_hi": 89.9 }, { "event": "dn_break_post5_low_buy_pct", "thr": 0.55, "wr": 73.0, "n": 37, "ci_lo": 58.7, "ci_hi": 87.3 }, { "event": "up_break_post5_high_buy_pct", "thr": 0.58, "wr": 75.0, "n": 12, "ci_lo": 50.5, "ci_hi": 99.5 }, { "event": "dn_break_post5_low_buy_pct", "thr": 0.58, "wr": 88.9, "n": 9, "ci_lo": 68.4, "ci_hi": 109.4 }, { "event": "up_break_post5_high_buy_pct", "thr": 0.6, "wr": 83.3, "n": 6, "ci_lo": 53.5, "ci_hi": 113.2 }, { "event": "dn_break_post5_low_buy_pct", "thr": 0.6, "wr": 50.0, "n": 2, "ci_lo": -19.3, "ci_hi": 119.3 }, { "event": "up_break_post5_high_buy_pct", "thr": 0.65, "wr": 50.0, "n": 2, "ci_lo": -19.3, "ci_hi": 119.3 }, { "event": "dn_break_post5_low_buy_pct", "thr": 0.65, "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN } ], "C3_beyond_confirm": { "up_confirmed_high_buypct": { "wr": 100.0, "n": 1, "ci_lo": 100.0, "ci_hi": 100.0 }, "up_confirmed_low_buypct": { "wr": 74.1, "n": 81, "ci_lo": 64.5, "ci_hi": 83.6 }, "dn_confirmed_low_buypct": { "wr": 100.0, "n": 1, "ci_lo": 100.0, "ci_hi": 100.0 }, "dn_confirmed_high_buypct": { "wr": 71.4, "n": 63, "ci_lo": 60.3, "ci_hi": 82.6 } } }, "D": { "D1_first_break_prediction": [ { "signal": "orb_buy_pct>52%", "direction": "up", "wr": 55.6, "n": 45, "ci_lo": 41.0, "ci_hi": 70.1 }, { "signal": "orb_buy_pct<48%", "direction": "down", "wr": 77.8, "n": 45, "ci_lo": 65.6, "ci_hi": 89.9 }, { "signal": "orb_buy_pct>55%", "direction": "up", "wr": 33.3, "n": 3, "ci_lo": -20.0, "ci_hi": 86.7 }, { "signal": "orb_buy_pct<45%", "direction": "down", "wr": 80.0, "n": 5, "ci_lo": 44.9, "ci_hi": 115.1 }, { "signal": "orb_buy_pct>58%", "direction": "up", "wr": 0.0, "n": 2, "ci_lo": 0.0, "ci_hi": 0.0 }, { "signal": "orb_buy_pct<42%", "direction": "down", "wr": 100.0, "n": 2, "ci_lo": 100.0, "ci_hi": 100.0 }, { "signal": "orb_buy_pct>60%", "direction": "up", "wr": 0.0, "n": 1, "ci_lo": 0.0, "ci_hi": 0.0 }, { "signal": "orb_buy_pct<40%", "direction": "down", "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN }, { "signal": "orb_buy_pct>65%", "direction": "up", "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN }, { "signal": "orb_buy_pct<35%", "direction": "down", "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN } ], "D2_close_dir_prediction": [ { "signal": "orb_buy_pct>52%", "pred_close": "up", "wr": 55.6, "n": 45, "ci_lo": 41.0, "ci_hi": 70.1 }, { "signal": "orb_buy_pct<48%", "pred_close": "down", "wr": 40.0, "n": 45, "ci_lo": 25.7, "ci_hi": 54.3 }, { "signal": "orb_buy_pct>55%", "pred_close": "up", "wr": 66.7, "n": 3, "ci_lo": 13.3, "ci_hi": 120.0 }, { "signal": "orb_buy_pct<45%", "pred_close": "down", "wr": 20.0, "n": 5, "ci_lo": -15.1, "ci_hi": 55.1 }, { "signal": "orb_buy_pct>58%", "pred_close": "up", "wr": 100.0, "n": 2, "ci_lo": 100.0, "ci_hi": 100.0 }, { "signal": "orb_buy_pct<42%", "pred_close": "down", "wr": 50.0, "n": 2, "ci_lo": -19.3, "ci_hi": 119.3 }, { "signal": "orb_buy_pct>60%", "pred_close": "up", "wr": 100.0, "n": 1, "ci_lo": 100.0, "ci_hi": 100.0 }, { "signal": "orb_buy_pct<40%", "pred_close": "down", "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN }, { "signal": "orb_buy_pct>65%", "pred_close": "up", "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN }, { "signal": "orb_buy_pct<35%", "pred_close": "down", "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN } ], "D3_IS_OOS": [ { "wr": 60.0, "n": 30, "ci_lo": 42.5, "ci_hi": 77.5, "thr": 0.52, "direction": "up", "split": "IS" }, { "wr": 42.4, "n": 33, "ci_lo": 25.6, "ci_hi": 59.3, "thr": 0.52, "direction": "down", "split": "IS" }, { "wr": 46.7, "n": 15, "ci_lo": 21.4, "ci_hi": 71.9, "thr": 0.52, "direction": "up", "split": "OOS" }, { "wr": 33.3, "n": 12, "ci_lo": 6.7, "ci_hi": 60.0, "thr": 0.52, "direction": "down", "split": "OOS" }, { "wr": 66.7, "n": 3, "ci_lo": 13.3, "ci_hi": 120.0, "thr": 0.55, "direction": "up", "split": "IS" }, { "wr": 25.0, "n": 4, "ci_lo": -17.4, "ci_hi": 67.4, "thr": 0.55, "direction": "down", "split": "IS" }, { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN, "thr": 0.55, "direction": "up", "split": "OOS" }, { "wr": 0.0, "n": 1, "ci_lo": 0.0, "ci_hi": 0.0, "thr": 0.55, "direction": "down", "split": "OOS" }, { "wr": 100.0, "n": 2, "ci_lo": 100.0, "ci_hi": 100.0, "thr": 0.58, "direction": "up", "split": "IS" }, { "wr": 100.0, "n": 1, "ci_lo": 100.0, "ci_hi": 100.0, "thr": 0.58, "direction": "down", "split": "IS" }, { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN, "thr": 0.58, "direction": "up", "split": "OOS" }, { "wr": 0.0, "n": 1, "ci_lo": 0.0, "ci_hi": 0.0, "thr": 0.58, "direction": "down", "split": "OOS" }, { "wr": 100.0, "n": 1, "ci_lo": 100.0, "ci_hi": 100.0, "thr": 0.6, "direction": "up", "split": "IS" }, { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN, "thr": 0.6, "direction": "down", "split": "IS" }, { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN, "thr": 0.6, "direction": "up", "split": "OOS" }, { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN, "thr": 0.6, "direction": "down", "split": "OOS" }, { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN, "thr": 0.65, "direction": "up", "split": "IS" }, { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN, "thr": 0.65, "direction": "down", "split": "IS" }, { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN, "thr": 0.65, "direction": "up", "split": "OOS" }, { "wr": NaN, "n": 0, "ci_lo": NaN, "ci_hi": NaN, "thr": 0.65, "direction": "down", "split": "OOS" } ], "double_n": 388 }, "E": [ { "period": "orb", "threshold": 0.52, "direction": "up", "wr_all": 61.9, "n_all": 105, "wr_is": 53.1, "n_is": 64, "wr_oos": 75.6, "n_oos": 41, "ci_lo": 52.6, "ci_hi": 71.2 }, { "period": "orb", "threshold": 0.52, "direction": "down", "wr_all": 75.9, "n_all": 87, "wr_is": 75.4, "n_is": 61, "wr_oos": 76.9, "n_oos": 26, "ci_lo": 66.9, "ci_hi": 84.9 }, { "period": "orb", "threshold": 0.55, "direction": "up", "wr_all": 50.0, "n_all": 4, "wr_is": 50.0, "n_is": 4, "wr_oos": NaN, "n_oos": 0, "ci_lo": 1.0, "ci_hi": 99.0 }, { "period": "orb", "threshold": 0.55, "direction": "down", "wr_all": 75.0, "n_all": 8, "wr_is": 80.0, "n_is": 5, "wr_oos": 66.7, "n_oos": 3, "ci_lo": 45.0, "ci_hi": 105.0 }, { "period": "orb", "threshold": 0.58, "direction": "up", "wr_all": 33.3, "n_all": 3, "wr_is": 33.3, "n_is": 3, "wr_oos": NaN, "n_oos": 0, "ci_lo": -20.0, "ci_hi": 86.7 }, { "period": "orb", "threshold": 0.58, "direction": "down", "wr_all": 100.0, "n_all": 2, "wr_is": 100.0, "n_is": 1, "wr_oos": 100.0, "n_oos": 1, "ci_lo": 100.0, "ci_hi": 100.0 }, { "period": "orb", "threshold": 0.6, "direction": "up", "wr_all": 0.0, "n_all": 1, "wr_is": 0.0, "n_is": 1, "wr_oos": NaN, "n_oos": 0, "ci_lo": 0.0, "ci_hi": 0.0 }, { "period": "orb", "threshold": 0.6, "direction": "down", "wr_all": NaN, "n_all": 0, "wr_is": NaN, "n_is": 0, "wr_oos": NaN, "n_oos": 0, "ci_lo": NaN, "ci_hi": NaN }, { "period": "orb", "threshold": 0.65, "direction": "up", "wr_all": NaN, "n_all": 0, "wr_is": NaN, "n_is": 0, "wr_oos": NaN, "n_oos": 0, "ci_lo": NaN, "ci_hi": NaN }, { "period": "orb", "threshold": 0.65, "direction": "down", "wr_all": NaN, "n_all": 0, "wr_is": NaN, "n_is": 0, "wr_oos": NaN, "n_oos": 0, "ci_lo": NaN, "ci_hi": NaN }, { "period": "first30", "threshold": 0.52, "direction": "up", "wr_all": 78.0, "n_all": 59, "wr_is": 73.2, "n_is": 41, "wr_oos": 88.9, "n_oos": 18, "ci_lo": 67.4, "ci_hi": 88.5 }, { "period": "first30", "threshold": 0.52, "direction": "down", "wr_all": 94.1, "n_all": 51, "wr_is": 97.0, "n_is": 33, "wr_oos": 88.9, "n_oos": 18, "ci_lo": 87.7, "ci_hi": 100.6 }, { "period": "first30", "threshold": 0.55, "direction": "up", "wr_all": 50.0, "n_all": 4, "wr_is": 66.7, "n_is": 3, "wr_oos": 0.0, "n_oos": 1, "ci_lo": 1.0, "ci_hi": 99.0 }, { "period": "first30", "threshold": 0.55, "direction": "down", "wr_all": 83.3, "n_all": 6, "wr_is": 100.0, "n_is": 5, "wr_oos": 0.0, "n_oos": 1, "ci_lo": 53.5, "ci_hi": 113.2 }, { "period": "first30", "threshold": 0.58, "direction": "up", "wr_all": 100.0, "n_all": 1, "wr_is": 100.0, "n_is": 1, "wr_oos": NaN, "n_oos": 0, "ci_lo": 100.0, "ci_hi": 100.0 }, { "period": "first30", "threshold": 0.58, "direction": "down", "wr_all": 100.0, "n_all": 1, "wr_is": 100.0, "n_is": 1, "wr_oos": NaN, "n_oos": 0, "ci_lo": 100.0, "ci_hi": 100.0 }, { "period": "first30", "threshold": 0.6, "direction": "up", "wr_all": NaN, "n_all": 0, "wr_is": NaN, "n_is": 0, "wr_oos": NaN, "n_oos": 0, "ci_lo": NaN, "ci_hi": NaN }, { "period": "first30", "threshold": 0.6, "direction": "down", "wr_all": NaN, "n_all": 0, "wr_is": NaN, "n_is": 0, "wr_oos": NaN, "n_oos": 0, "ci_lo": NaN, "ci_hi": NaN }, { "period": "first30", "threshold": 0.65, "direction": "up", "wr_all": NaN, "n_all": 0, "wr_is": NaN, "n_is": 0, "wr_oos": NaN, "n_oos": 0, "ci_lo": NaN, "ci_hi": NaN }, { "period": "first30", "threshold": 0.65, "direction": "down", "wr_all": NaN, "n_all": 0, "wr_is": NaN, "n_is": 0, "wr_oos": NaN, "n_oos": 0, "ci_lo": NaN, "ci_hi": NaN }, { "period": "inside", "threshold": 0.52, "direction": "up", "wr_all": 83.2, "n_all": 119, "wr_is": 80.3, "n_is": 66, "wr_oos": 86.8, "n_oos": 53, "ci_lo": 76.5, "ci_hi": 89.9 }, { "period": "inside", "threshold": 0.52, "direction": "down", "wr_all": 88.8, "n_all": 107, "wr_is": 89.3, "n_is": 75, "wr_oos": 87.5, "n_oos": 32, "ci_lo": 82.8, "ci_hi": 94.8 }, { "period": "inside", "threshold": 0.55, "direction": "up", "wr_all": 80.0, "n_all": 35, "wr_is": 76.2, "n_is": 21, "wr_oos": 85.7, "n_oos": 14, "ci_lo": 66.7, "ci_hi": 93.3 }, { "period": "inside", "threshold": 0.55, "direction": "down", "wr_all": 87.5, "n_all": 24, "wr_is": 85.0, "n_is": 20, "wr_oos": 100.0, "n_oos": 4, "ci_lo": 74.3, "ci_hi": 100.7 }, { "period": "inside", "threshold": 0.58, "direction": "up", "wr_all": 75.0, "n_all": 8, "wr_is": 75.0, "n_is": 4, "wr_oos": 75.0, "n_oos": 4, "ci_lo": 45.0, "ci_hi": 105.0 }, { "period": "inside", "threshold": 0.58, "direction": "down", "wr_all": 100.0, "n_all": 9, "wr_is": 100.0, "n_is": 8, "wr_oos": 100.0, "n_oos": 1, "ci_lo": 100.0, "ci_hi": 100.0 }, { "period": "inside", "threshold": 0.6, "direction": "up", "wr_all": 60.0, "n_all": 5, "wr_is": 66.7, "n_is": 3, "wr_oos": 50.0, "n_oos": 2, "ci_lo": 17.1, "ci_hi": 102.9 }, { "period": "inside", "threshold": 0.6, "direction": "down", "wr_all": 100.0, "n_all": 4, "wr_is": 100.0, "n_is": 4, "wr_oos": NaN, "n_oos": 0, "ci_lo": 100.0, "ci_hi": 100.0 }, { "period": "inside", "threshold": 0.65, "direction": "up", "wr_all": 100.0, "n_all": 1, "wr_is": 100.0, "n_is": 1, "wr_oos": NaN, "n_oos": 0, "ci_lo": 100.0, "ci_hi": 100.0 }, { "period": "inside", "threshold": 0.65, "direction": "down", "wr_all": 100.0, "n_all": 1, "wr_is": 100.0, "n_is": 1, "wr_oos": NaN, "n_oos": 0, "ci_lo": 100.0, "ci_hi": 100.0 }, { "period": "break_bar", "threshold": 0.52, "direction": "up", "wr_all": 69.2, "n_all": 519, "wr_is": 69.5, "n_is": 321, "wr_oos": 68.7, "n_oos": 198, "ci_lo": 65.2, "ci_hi": 73.1 }, { "period": "break_bar", "threshold": 0.52, "direction": "down", "wr_all": 58.2, "n_all": 479, "wr_is": 56.5, "n_is": 308, "wr_oos": 61.4, "n_oos": 171, "ci_lo": 53.8, "ci_hi": 62.7 }, { "period": "break_bar", "threshold": 0.55, "direction": "up", "wr_all": 68.6, "n_all": 401, "wr_is": 69.4, "n_is": 248, "wr_oos": 67.3, "n_oos": 153, "ci_lo": 64.0, "ci_hi": 73.1 }, { "period": "break_bar", "threshold": 0.55, "direction": "down", "wr_all": 56.9, "n_all": 341, "wr_is": 54.9, "n_is": 235, "wr_oos": 61.3, "n_oos": 106, "ci_lo": 51.6, "ci_hi": 62.1 }, { "period": "break_bar", "threshold": 0.58, "direction": "up", "wr_all": 66.8, "n_all": 247, "wr_is": 68.0, "n_is": 172, "wr_oos": 64.0, "n_oos": 75, "ci_lo": 60.9, "ci_hi": 72.7 }, { "period": "break_bar", "threshold": 0.58, "direction": "down", "wr_all": 57.1, "n_all": 168, "wr_is": 52.5, "n_is": 120, "wr_oos": 68.8, "n_oos": 48, "ci_lo": 49.7, "ci_hi": 64.6 }, { "period": "break_bar", "threshold": 0.6, "direction": "up", "wr_all": 68.2, "n_all": 148, "wr_is": 70.0, "n_is": 110, "wr_oos": 63.2, "n_oos": 38, "ci_lo": 60.7, "ci_hi": 75.7 }, { "period": "break_bar", "threshold": 0.6, "direction": "down", "wr_all": 54.4, "n_all": 103, "wr_is": 50.0, "n_is": 76, "wr_oos": 66.7, "n_oos": 27, "ci_lo": 44.7, "ci_hi": 64.0 }, { "period": "break_bar", "threshold": 0.65, "direction": "up", "wr_all": 71.4, "n_all": 28, "wr_is": 73.9, "n_is": 23, "wr_oos": 60.0, "n_oos": 5, "ci_lo": 54.7, "ci_hi": 88.2 }, { "period": "break_bar", "threshold": 0.65, "direction": "down", "wr_all": 47.6, "n_all": 21, "wr_is": 40.0, "n_is": 15, "wr_oos": 66.7, "n_oos": 6, "ci_lo": 26.3, "ci_hi": 69.0 }, { "period": "post5", "threshold": 0.52, "direction": "up", "wr_all": 73.7, "n_all": 167, "wr_is": 74.8, "n_is": 107, "wr_oos": 71.7, "n_oos": 60, "ci_lo": 67.0, "ci_hi": 80.3 }, { "period": "post5", "threshold": 0.52, "direction": "down", "wr_all": 73.3, "n_all": 150, "wr_is": 70.0, "n_is": 110, "wr_oos": 82.5, "n_oos": 40, "ci_lo": 66.3, "ci_hi": 80.4 }, { "period": "post5", "threshold": 0.55, "direction": "up", "wr_all": 77.8, "n_all": 45, "wr_is": 80.8, "n_is": 26, "wr_oos": 73.7, "n_oos": 19, "ci_lo": 65.6, "ci_hi": 89.9 }, { "period": "post5", "threshold": 0.55, "direction": "down", "wr_all": 73.0, "n_all": 37, "wr_is": 67.7, "n_is": 31, "wr_oos": 100.0, "n_oos": 6, "ci_lo": 58.7, "ci_hi": 87.3 }, { "period": "post5", "threshold": 0.58, "direction": "up", "wr_all": 75.0, "n_all": 12, "wr_is": 85.7, "n_is": 7, "wr_oos": 60.0, "n_oos": 5, "ci_lo": 50.5, "ci_hi": 99.5 }, { "period": "post5", "threshold": 0.58, "direction": "down", "wr_all": 88.9, "n_all": 9, "wr_is": 87.5, "n_is": 8, "wr_oos": 100.0, "n_oos": 1, "ci_lo": 68.4, "ci_hi": 109.4 }, { "period": "post5", "threshold": 0.6, "direction": "up", "wr_all": 83.3, "n_all": 6, "wr_is": 83.3, "n_is": 6, "wr_oos": NaN, "n_oos": 0, "ci_lo": 53.5, "ci_hi": 113.2 }, { "period": "post5", "threshold": 0.6, "direction": "down", "wr_all": 50.0, "n_all": 2, "wr_is": 50.0, "n_is": 2, "wr_oos": NaN, "n_oos": 0, "ci_lo": -19.3, "ci_hi": 119.3 }, { "period": "post5", "threshold": 0.65, "direction": "up", "wr_all": 50.0, "n_all": 2, "wr_is": 50.0, "n_is": 2, "wr_oos": NaN, "n_oos": 0, "ci_lo": -19.3, "ci_hi": 119.3 }, { "period": "post5", "threshold": 0.65, "direction": "down", "wr_all": NaN, "n_all": 0, "wr_is": NaN, "n_is": 0, "wr_oos": NaN, "n_oos": 0, "ci_lo": NaN, "ci_hi": NaN } ], "meta": { "total_days": 749, "is_days": 449, "oos_days": 300, "fomc_excluded": 57, "break_type_dist": { "double": 388, "up": 191, "down": 164, "none": 6 }, "date_range": "2023-03-01 to 2026-03-19" } }