{ "meta": { "date_range": "2023-03-01 \u2192 2026-03-19", "total_trading_days": 749, "IS_days": 449, "OOS_days": 300, "IS_range": "2023-03-01 \u2192 2024-12-26", "OOS_range": "2024-12-27 \u2192 2026-03-19", "fomc_excluded": 57, "thresholds_tested": [ 0.48, 0.5, 0.52, 0.55, 0.58, 0.6 ], "gex_coverage": "2023-01-01 \u2192 2026-02-27" }, "results": { "OR15": { "A_inside_buypct": { "thr_0.48_ALL": { "label": "OR15 unconditioned thr=0.48", "threshold": 0.48, "N": 629, "WR": 63.0, "IS_N": 391, "IS_WR": 62.4, "OOS_N": 238, "OOS_WR": 63.9, "p_value": 0.0, "sig": true, "ci": [ 59.1, 66.6 ] }, "thr_0.48_GEX_POS": { "label": "OR15 GEX=POS thr=0.48", "threshold": 0.48, "N": 454, "WR": 65.0, "IS_N": 290, "IS_WR": 63.4, "OOS_N": 164, "OOS_WR": 67.7, "p_value": 0.0, "sig": true, "ci": [ 60.5, 69.2 ] }, "thr_0.48_GEX_NEG": { "label": "OR15 GEX=NEG thr=0.48", "threshold": 0.48, "N": 159, "WR": 56.0, "IS_N": 94, "IS_WR": 59.6, "OOS_N": 65, "OOS_WR": 50.8, "p_value": 0.0766, "sig": false, "ci": [ 48.2, 63.5 ] }, "thr_0.48_GEX_tier_DEEP_NEG": { "label": "OR15 GEX_tier=DEEP_NEG thr=0.48", "threshold": 0.48, "N": 41, "WR": 51.2, "IS_N": 22, "IS_WR": 59.1, "OOS_N": 19, "OOS_WR": 42.1, "p_value": 0.5, "sig": false, "ci": [ 36.5, 65.7 ] }, "thr_0.48_GEX_tier_NEG": { "label": "OR15 GEX_tier=NEG thr=0.48", "threshold": 0.48, "N": 118, "WR": 57.6, "IS_N": 72, "IS_WR": 59.7, "OOS_N": 46, "OOS_WR": 54.3, "p_value": 0.0586, "sig": false, "ci": [ 48.6, 66.2 ] }, "thr_0.48_GEX_tier_LOW_POS": { "label": "OR15 GEX_tier=LOW_POS thr=0.48", "threshold": 0.48, "N": 207, "WR": 64.7, "IS_N": 141, "IS_WR": 63.1, "OOS_N": 66, "OOS_WR": 68.2, "p_value": 0.0, "sig": true, "ci": [ 58.0, 70.9 ] }, "thr_0.48_GEX_tier_MID_POS": { "label": "OR15 GEX_tier=MID_POS thr=0.48", "threshold": 0.48, "N": 142, "WR": 68.3, "IS_N": 73, "IS_WR": 69.9, "OOS_N": 69, "OOS_WR": 66.7, "p_value": 0.0, "sig": true, "ci": [ 60.3, 75.4 ] }, "thr_0.48_GEX_tier_HIGH_POS": { "label": "OR15 GEX_tier=HIGH_POS thr=0.48", "threshold": 0.48, "N": 61, "WR": 57.4, "IS_N": 36, "IS_WR": 52.8, "OOS_N": 25, "OOS_WR": 64.0, "p_value": 0.1528, "sig": false, "ci": [ 44.9, 69.0 ] }, "thr_0.48_GEX_tier_EXTREME_POS": { "label": "OR15 GEX_tier=EXTREME_POS thr=0.48", "threshold": 0.48, "N": 44, "WR": 65.9, "IS_N": 40, "IS_WR": 62.5, "OOS_N": 4, "OOS_WR": 100.0, "p_value": 0.0244, "sig": true, "ci": [ 51.1, 78.1 ] }, "thr_0.48_GEX_Q_Q1_NEG": { "label": "OR15 GEX_Q=Q1_NEG thr=0.48", "threshold": 0.48, "N": 156, "WR": 56.4, "IS_N": 93, "IS_WR": 60.2, "OOS_N": 63, "OOS_WR": 50.8, "p_value": 0.064, "sig": false, "ci": [ 48.6, 63.9 ] }, "thr_0.48_GEX_Q_Q2": { "label": "OR15 GEX_Q=Q2 thr=0.48", "threshold": 0.48, "N": 155, "WR": 65.2, "IS_N": 107, "IS_WR": 64.5, "OOS_N": 48, "OOS_WR": 66.7, "p_value": 0.0001, "sig": true, "ci": [ 57.4, 72.2 ] }, "thr_0.48_GEX_Q_Q3": { "label": "OR15 GEX_Q=Q3 thr=0.48", "threshold": 0.48, "N": 153, "WR": 66.7, "IS_N": 88, "IS_WR": 63.6, "OOS_N": 65, "OOS_WR": 70.8, "p_value": 0.0, "sig": true, "ci": [ 58.9, 73.6 ] }, "thr_0.48_GEX_Q_Q4_POS": { "label": "OR15 GEX_Q=Q4_POS thr=0.48", "threshold": 0.48, "N": 149, "WR": 62.4, "IS_N": 96, "IS_WR": 61.5, "OOS_N": 53, "OOS_WR": 64.2, "p_value": 0.0015, "sig": true, "ci": [ 54.4, 69.8 ] }, "thr_0.48_RVOL_HIGH": { "label": "OR15 RVOL=HIGH thr=0.48", "threshold": 0.48, "N": 160, "WR": 55.6, "IS_N": 91, "IS_WR": 56.0, "OOS_N": 69, "OOS_WR": 55.1, "p_value": 0.0894, "sig": false, "ci": [ 47.9, 63.1 ] }, "thr_0.48_RVOL_NORMAL": { "label": "OR15 RVOL=NORMAL thr=0.48", "threshold": 0.48, "N": 327, "WR": 65.1, "IS_N": 207, "IS_WR": 63.8, "OOS_N": 120, "OOS_WR": 67.5, "p_value": 0.0, "sig": true, "ci": [ 59.8, 70.1 ] }, "thr_0.48_RVOL_LOW": { "label": "OR15 RVOL=LOW thr=0.48", "threshold": 0.48, "N": 132, "WR": 65.2, "IS_N": 83, "IS_WR": 63.9, "OOS_N": 49, "OOS_WR": 67.3, "p_value": 0.0003, "sig": true, "ci": [ 56.7, 72.7 ] }, "thr_0.48_RVOL_Q_Q1_LOW": { "label": "OR15 RVOL_Q=Q1_LOW thr=0.48", "threshold": 0.48, "N": 148, "WR": 64.9, "IS_N": 95, "IS_WR": 63.2, "OOS_N": 53, "OOS_WR": 67.9, "p_value": 0.0002, "sig": true, "ci": [ 56.9, 72.1 ] }, "thr_0.48_RVOL_Q_Q2": { "label": "OR15 RVOL_Q=Q2 thr=0.48", "threshold": 0.48, "N": 158, "WR": 70.3, "IS_N": 100, "IS_WR": 65.0, "OOS_N": 58, "OOS_WR": 79.3, "p_value": 0.0, "sig": true, "ci": [ 62.7, 76.8 ] }, "thr_0.48_RVOL_Q_Q3": { "label": "OR15 RVOL_Q=Q3 thr=0.48", "threshold": 0.48, "N": 156, "WR": 60.9, "IS_N": 95, "IS_WR": 63.2, "OOS_N": 61, "OOS_WR": 57.4, "p_value": 0.004, "sig": true, "ci": [ 53.1, 68.2 ] }, "thr_0.48_RVOL_Q_Q4_HIGH": { "label": "OR15 RVOL_Q=Q4_HIGH thr=0.48", "threshold": 0.48, "N": 157, "WR": 54.8, "IS_N": 91, "IS_WR": 56.0, "OOS_N": 66, "OOS_WR": 53.0, "p_value": 0.1319, "sig": false, "ci": [ 47.0, 62.4 ] }, "thr_0.5_ALL": { "label": "OR15 unconditioned thr=0.5", "threshold": 0.5, "N": 629, "WR": 71.9, "IS_N": 391, "IS_WR": 71.9, "OOS_N": 238, "OOS_WR": 71.8, "p_value": 0.0, "sig": true, "ci": [ 68.2, 75.2 ] }, "thr_0.5_GEX_POS": { "label": "OR15 GEX=POS thr=0.5", "threshold": 0.5, "N": 454, "WR": 73.8, "IS_N": 290, "IS_WR": 72.8, "OOS_N": 164, "OOS_WR": 75.6, "p_value": 0.0, "sig": true, "ci": [ 69.6, 77.6 ] }, "thr_0.5_GEX_NEG": { "label": "OR15 GEX=NEG thr=0.5", "threshold": 0.5, "N": 159, "WR": 66.7, "IS_N": 94, "IS_WR": 69.1, "OOS_N": 65, "OOS_WR": 63.1, "p_value": 0.0, "sig": true, "ci": [ 59.0, 73.5 ] }, "thr_0.5_GEX_tier_DEEP_NEG": { "label": "OR15 GEX_tier=DEEP_NEG thr=0.5", "threshold": 0.5, "N": 41, "WR": 61.0, "IS_N": 22, "IS_WR": 59.1, "OOS_N": 19, "OOS_WR": 63.2, "p_value": 0.1055, "sig": false, "ci": [ 45.7, 74.3 ] }, "thr_0.5_GEX_tier_NEG": { "label": "OR15 GEX_tier=NEG thr=0.5", "threshold": 0.5, "N": 118, "WR": 68.6, "IS_N": 72, "IS_WR": 72.2, "OOS_N": 46, "OOS_WR": 63.0, "p_value": 0.0, "sig": true, "ci": [ 59.8, 76.3 ] }, "thr_0.5_GEX_tier_LOW_POS": { "label": "OR15 GEX_tier=LOW_POS thr=0.5", "threshold": 0.5, "N": 207, "WR": 73.4, "IS_N": 141, "IS_WR": 74.5, "OOS_N": 66, "OOS_WR": 71.2, "p_value": 0.0, "sig": true, "ci": [ 67.0, 79.0 ] }, "thr_0.5_GEX_tier_MID_POS": { "label": "OR15 GEX_tier=MID_POS thr=0.5", "threshold": 0.5, "N": 142, "WR": 76.8, "IS_N": 73, "IS_WR": 74.0, "OOS_N": 69, "OOS_WR": 79.7, "p_value": 0.0, "sig": true, "ci": [ 69.2, 82.9 ] }, "thr_0.5_GEX_tier_HIGH_POS": { "label": "OR15 GEX_tier=HIGH_POS thr=0.5", "threshold": 0.5, "N": 61, "WR": 72.1, "IS_N": 36, "IS_WR": 72.2, "OOS_N": 25, "OOS_WR": 72.0, "p_value": 0.0004, "sig": true, "ci": [ 59.8, 81.8 ] }, "thr_0.5_GEX_tier_EXTREME_POS": { "label": "OR15 GEX_tier=EXTREME_POS thr=0.5", "threshold": 0.5, "N": 44, "WR": 68.2, "IS_N": 40, "IS_WR": 65.0, "OOS_N": 4, "OOS_WR": 100.0, "p_value": 0.0113, "sig": true, "ci": [ 53.4, 80.0 ] }, "thr_0.5_GEX_Q_Q1_NEG": { "label": "OR15 GEX_Q=Q1_NEG thr=0.5", "threshold": 0.5, "N": 156, "WR": 66.7, "IS_N": 93, "IS_WR": 69.9, "OOS_N": 63, "OOS_WR": 61.9, "p_value": 0.0, "sig": true, "ci": [ 58.9, 73.6 ] }, "thr_0.5_GEX_Q_Q2": { "label": "OR15 GEX_Q=Q2 thr=0.5", "threshold": 0.5, "N": 155, "WR": 71.6, "IS_N": 107, "IS_WR": 71.0, "OOS_N": 48, "OOS_WR": 72.9, "p_value": 0.0, "sig": true, "ci": [ 64.1, 78.1 ] }, "thr_0.5_GEX_Q_Q3": { "label": "OR15 GEX_Q=Q3 thr=0.5", "threshold": 0.5, "N": 153, "WR": 80.4, "IS_N": 88, "IS_WR": 79.5, "OOS_N": 65, "OOS_WR": 81.5, "p_value": 0.0, "sig": true, "ci": [ 73.4, 85.9 ] }, "thr_0.5_GEX_Q_Q4_POS": { "label": "OR15 GEX_Q=Q4_POS thr=0.5", "threshold": 0.5, "N": 149, "WR": 69.1, "IS_N": 96, "IS_WR": 67.7, "OOS_N": 53, "OOS_WR": 71.7, "p_value": 0.0, "sig": true, "ci": [ 61.3, 76.0 ] }, "thr_0.5_RVOL_HIGH": { "label": "OR15 RVOL=HIGH thr=0.5", "threshold": 0.5, "N": 160, "WR": 71.2, "IS_N": 91, "IS_WR": 75.8, "OOS_N": 69, "OOS_WR": 65.2, "p_value": 0.0, "sig": true, "ci": [ 63.8, 77.7 ] }, "thr_0.5_RVOL_NORMAL": { "label": "OR15 RVOL=NORMAL thr=0.5", "threshold": 0.5, "N": 327, "WR": 73.1, "IS_N": 207, "IS_WR": 72.5, "OOS_N": 120, "OOS_WR": 74.2, "p_value": 0.0, "sig": true, "ci": [ 68.0, 77.6 ] }, "thr_0.5_RVOL_LOW": { "label": "OR15 RVOL=LOW thr=0.5", "threshold": 0.5, "N": 132, "WR": 68.9, "IS_N": 83, "IS_WR": 65.1, "OOS_N": 49, "OOS_WR": 75.5, "p_value": 0.0, "sig": true, "ci": [ 60.6, 76.2 ] }, "thr_0.5_RVOL_Q_Q1_LOW": { "label": "OR15 RVOL_Q=Q1_LOW thr=0.5", "threshold": 0.5, "N": 148, "WR": 71.6, "IS_N": 95, "IS_WR": 68.4, "OOS_N": 53, "OOS_WR": 77.4, "p_value": 0.0, "sig": true, "ci": [ 63.9, 78.3 ] }, "thr_0.5_RVOL_Q_Q2": { "label": "OR15 RVOL_Q=Q2 thr=0.5", "threshold": 0.5, "N": 158, "WR": 74.1, "IS_N": 100, "IS_WR": 71.0, "OOS_N": 58, "OOS_WR": 79.3, "p_value": 0.0, "sig": true, "ci": [ 66.7, 80.3 ] }, "thr_0.5_RVOL_Q_Q3": { "label": "OR15 RVOL_Q=Q3 thr=0.5", "threshold": 0.5, "N": 156, "WR": 70.5, "IS_N": 95, "IS_WR": 71.6, "OOS_N": 61, "OOS_WR": 68.9, "p_value": 0.0, "sig": true, "ci": [ 62.9, 77.1 ] }, "thr_0.5_RVOL_Q_Q4_HIGH": { "label": "OR15 RVOL_Q=Q4_HIGH thr=0.5", "threshold": 0.5, "N": 157, "WR": 70.7, "IS_N": 91, "IS_WR": 75.8, "OOS_N": 66, "OOS_WR": 63.6, "p_value": 0.0, "sig": true, "ci": [ 63.2, 77.3 ] }, "thr_0.52_ALL": { "label": "OR15 unconditioned thr=0.52", "threshold": 0.52, "N": 226, "WR": 85.8, "IS_N": 141, "IS_WR": 85.1, "OOS_N": 85, "OOS_WR": 87.1, "p_value": 0.0, "sig": true, "ci": [ 80.7, 89.8 ] }, "thr_0.52_GEX_POS": { "label": "OR15 GEX=POS thr=0.52", "threshold": 0.52, "N": 170, "WR": 86.5, "IS_N": 105, "IS_WR": 84.8, "OOS_N": 65, "OOS_WR": 89.2, "p_value": 0.0, "sig": true, "ci": [ 80.5, 90.8 ] }, "thr_0.52_GEX_NEG": { "label": "OR15 GEX=NEG thr=0.52", "threshold": 0.52, "N": 48, "WR": 81.2, "IS_N": 33, "IS_WR": 84.8, "OOS_N": 15, "OOS_WR": 73.3, "p_value": 0.0, "sig": true, "ci": [ 68.1, 89.8 ] }, "thr_0.52_GEX_tier_DEEP_NEG": { "label": "OR15 GEX_tier=DEEP_NEG thr=0.52", "threshold": 0.52, "N": 13, "WR": 76.9, "IS_N": 11, "IS_WR": 72.7, "OOS_N": 2, "OOS_WR": 100.0, "p_value": 0.0461, "sig": true, "ci": [ 49.7, 91.8 ] }, "thr_0.52_GEX_tier_NEG": { "label": "OR15 GEX_tier=NEG thr=0.52", "threshold": 0.52, "N": 35, "WR": 82.9, "IS_N": 22, "IS_WR": 90.9, "OOS_N": 13, "OOS_WR": 69.2, "p_value": 0.0001, "sig": true, "ci": [ 67.3, 91.9 ] }, "thr_0.52_GEX_tier_LOW_POS": { "label": "OR15 GEX_tier=LOW_POS thr=0.52", "threshold": 0.52, "N": 81, "WR": 87.7, "IS_N": 48, "IS_WR": 89.6, "OOS_N": 33, "OOS_WR": 84.8, "p_value": 0.0, "sig": true, "ci": [ 78.7, 93.2 ] }, "thr_0.52_GEX_tier_MID_POS": { "label": "OR15 GEX_tier=MID_POS thr=0.52", "threshold": 0.52, "N": 45, "WR": 86.7, "IS_N": 25, "IS_WR": 80.0, "OOS_N": 20, "OOS_WR": 95.0, "p_value": 0.0, "sig": true, "ci": [ 73.8, 93.7 ] }, "thr_0.52_GEX_tier_HIGH_POS": { "label": "OR15 GEX_tier=HIGH_POS thr=0.52", "threshold": 0.52, "N": 23, "WR": 82.6, "IS_N": 14, "IS_WR": 78.6, "OOS_N": 9, "OOS_WR": 88.9, "p_value": 0.0013, "sig": true, "ci": [ 62.9, 93.0 ] }, "thr_0.52_GEX_tier_EXTREME_POS": { "label": "OR15 GEX_tier=EXTREME_POS thr=0.52", "threshold": 0.52, "N": 21, "WR": 85.7, "IS_N": 18, "IS_WR": 83.3, "OOS_N": 3, "OOS_WR": 100.0, "p_value": 0.0007, "sig": true, "ci": [ 65.4, 95.0 ] }, "thr_0.52_GEX_Q_Q1_NEG": { "label": "OR15 GEX_Q=Q1_NEG thr=0.52", "threshold": 0.52, "N": 48, "WR": 81.2, "IS_N": 33, "IS_WR": 84.8, "OOS_N": 15, "OOS_WR": 73.3, "p_value": 0.0, "sig": true, "ci": [ 68.1, 89.8 ] }, "thr_0.52_GEX_Q_Q2": { "label": "OR15 GEX_Q=Q2 thr=0.52", "threshold": 0.52, "N": 61, "WR": 86.9, "IS_N": 35, "IS_WR": 88.6, "OOS_N": 26, "OOS_WR": 84.6, "p_value": 0.0, "sig": true, "ci": [ 76.2, 93.2 ] }, "thr_0.52_GEX_Q_Q3": { "label": "OR15 GEX_Q=Q3 thr=0.52", "threshold": 0.52, "N": 52, "WR": 88.5, "IS_N": 31, "IS_WR": 87.1, "OOS_N": 21, "OOS_WR": 90.5, "p_value": 0.0, "sig": true, "ci": [ 77.0, 94.6 ] }, "thr_0.52_GEX_Q_Q4_POS": { "label": "OR15 GEX_Q=Q4_POS thr=0.52", "threshold": 0.52, "N": 57, "WR": 84.2, "IS_N": 39, "IS_WR": 79.5, "OOS_N": 18, "OOS_WR": 94.4, "p_value": 0.0, "sig": true, "ci": [ 72.6, 91.5 ] }, "thr_0.52_RVOL_HIGH": { "label": "OR15 RVOL=HIGH thr=0.52", "threshold": 0.52, "N": 51, "WR": 80.4, "IS_N": 32, "IS_WR": 87.5, "OOS_N": 19, "OOS_WR": 68.4, "p_value": 0.0, "sig": true, "ci": [ 67.5, 89.0 ] }, "thr_0.52_RVOL_NORMAL": { "label": "OR15 RVOL=NORMAL thr=0.52", "threshold": 0.52, "N": 118, "WR": 89.8, "IS_N": 70, "IS_WR": 88.6, "OOS_N": 48, "OOS_WR": 91.7, "p_value": 0.0, "sig": true, "ci": [ 83.1, 94.1 ] }, "thr_0.52_RVOL_LOW": { "label": "OR15 RVOL=LOW thr=0.52", "threshold": 0.52, "N": 52, "WR": 82.7, "IS_N": 34, "IS_WR": 76.5, "OOS_N": 18, "OOS_WR": 94.4, "p_value": 0.0, "sig": true, "ci": [ 70.3, 90.6 ] }, "thr_0.52_RVOL_Q_Q1_LOW": { "label": "OR15 RVOL_Q=Q1_LOW thr=0.52", "threshold": 0.52, "N": 58, "WR": 84.5, "IS_N": 38, "IS_WR": 78.9, "OOS_N": 20, "OOS_WR": 95.0, "p_value": 0.0, "sig": true, "ci": [ 73.1, 91.6 ] }, "thr_0.52_RVOL_Q_Q2": { "label": "OR15 RVOL_Q=Q2 thr=0.52", "threshold": 0.52, "N": 63, "WR": 93.7, "IS_N": 34, "IS_WR": 88.2, "OOS_N": 29, "OOS_WR": 100.0, "p_value": 0.0, "sig": true, "ci": [ 84.8, 97.5 ] }, "thr_0.52_RVOL_Q_Q3": { "label": "OR15 RVOL_Q=Q3 thr=0.52", "threshold": 0.52, "N": 50, "WR": 84.0, "IS_N": 32, "IS_WR": 87.5, "OOS_N": 18, "OOS_WR": 77.8, "p_value": 0.0, "sig": true, "ci": [ 71.5, 91.7 ] }, "thr_0.52_RVOL_Q_Q4_HIGH": { "label": "OR15 RVOL_Q=Q4_HIGH thr=0.52", "threshold": 0.52, "N": 50, "WR": 80.0, "IS_N": 32, "IS_WR": 87.5, "OOS_N": 18, "OOS_WR": 66.7, "p_value": 0.0, "sig": true, "ci": [ 67.0, 88.8 ] }, "thr_0.55_ALL": { "label": "OR15 unconditioned thr=0.55", "threshold": 0.55, "N": 59, "WR": 83.1, "IS_N": 41, "IS_WR": 80.5, "OOS_N": 18, "OOS_WR": 88.9, "p_value": 0.0, "sig": true, "ci": [ 71.5, 90.5 ] }, "thr_0.55_GEX_POS": { "label": "OR15 GEX=POS thr=0.55", "threshold": 0.55, "N": 39, "WR": 84.6, "IS_N": 29, "IS_WR": 82.8, "OOS_N": 10, "OOS_WR": 90.0, "p_value": 0.0, "sig": true, "ci": [ 70.3, 92.8 ] }, "thr_0.55_GEX_NEG": { "label": "OR15 GEX=NEG thr=0.55", "threshold": 0.55, "N": 15, "WR": 73.3, "IS_N": 10, "IS_WR": 70.0, "OOS_N": 5, "OOS_WR": 80.0, "p_value": 0.0592, "sig": false, "ci": [ 48.0, 89.1 ] }, "thr_0.55_GEX_tier_DEEP_NEG": { "label": "OR15 GEX_tier=DEEP_NEG thr=0.55", "threshold": 0.55, "N": 4, "WR": 50.0, "IS_N": 4, "IS_WR": 50.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 15.0, 85.0 ] }, "thr_0.55_GEX_tier_NEG": { "label": "OR15 GEX_tier=NEG thr=0.55", "threshold": 0.55, "N": 11, "WR": 81.8, "IS_N": 6, "IS_WR": 83.3, "OOS_N": 5, "OOS_WR": 80.0, "p_value": 0.0327, "sig": true, "ci": [ 52.3, 94.9 ] }, "thr_0.55_GEX_tier_LOW_POS": { "label": "OR15 GEX_tier=LOW_POS thr=0.55", "threshold": 0.55, "N": 18, "WR": 83.3, "IS_N": 14, "IS_WR": 85.7, "OOS_N": 4, "OOS_WR": 75.0, "p_value": 0.0038, "sig": true, "ci": [ 60.8, 94.2 ] }, "thr_0.55_GEX_tier_MID_POS": { "label": "OR15 GEX_tier=MID_POS thr=0.55", "threshold": 0.55, "N": 7, "WR": 71.4, "IS_N": 4, "IS_WR": 50.0, "OOS_N": 3, "OOS_WR": 100.0, "p_value": 0.2266, "sig": false, "ci": [ 35.9, 91.8 ] }, "thr_0.55_GEX_tier_HIGH_POS": { "label": "OR15 GEX_tier=HIGH_POS thr=0.55", "threshold": 0.55, "N": 6, "WR": 100.0, "IS_N": 4, "IS_WR": 100.0, "OOS_N": 2, "OOS_WR": 100.0, "p_value": 0.0156, "sig": true, "ci": [ 61.0, 100.0 ] }, "thr_0.55_GEX_tier_EXTREME_POS": { "label": "OR15 GEX_tier=EXTREME_POS thr=0.55", "threshold": 0.55, "N": 8, "WR": 87.5, "IS_N": 7, "IS_WR": 85.7, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 0.0352, "sig": true, "ci": [ 52.9, 97.8 ] }, "thr_0.55_GEX_Q_Q1_NEG": { "label": "OR15 GEX_Q=Q1_NEG thr=0.55", "threshold": 0.55, "N": 15, "WR": 73.3, "IS_N": 10, "IS_WR": 70.0, "OOS_N": 5, "OOS_WR": 80.0, "p_value": 0.0592, "sig": false, "ci": [ 48.0, 89.1 ] }, "thr_0.55_GEX_Q_Q2": { "label": "OR15 GEX_Q=Q2 thr=0.55", "threshold": 0.55, "N": 18, "WR": 83.3, "IS_N": 14, "IS_WR": 85.7, "OOS_N": 4, "OOS_WR": 75.0, "p_value": 0.0038, "sig": true, "ci": [ 60.8, 94.2 ] }, "thr_0.55_GEX_Q_Q3": { "label": "OR15 GEX_Q=Q3 thr=0.55", "threshold": 0.55, "N": 6, "WR": 83.3, "IS_N": 3, "IS_WR": 66.7, "OOS_N": 3, "OOS_WR": 100.0, "p_value": 0.1094, "sig": false, "ci": [ 43.6, 97.0 ] }, "thr_0.55_GEX_Q_Q4_POS": { "label": "OR15 GEX_Q=Q4_POS thr=0.55", "threshold": 0.55, "N": 15, "WR": 86.7, "IS_N": 12, "IS_WR": 83.3, "OOS_N": 3, "OOS_WR": 100.0, "p_value": 0.0037, "sig": true, "ci": [ 62.1, 96.3 ] }, "thr_0.55_RVOL_HIGH": { "label": "OR15 RVOL=HIGH thr=0.55", "threshold": 0.55, "N": 9, "WR": 88.9, "IS_N": 6, "IS_WR": 100.0, "OOS_N": 3, "OOS_WR": 66.7, "p_value": 0.0195, "sig": true, "ci": [ 56.5, 98.0 ] }, "thr_0.55_RVOL_NORMAL": { "label": "OR15 RVOL=NORMAL thr=0.55", "threshold": 0.55, "N": 25, "WR": 88.0, "IS_N": 17, "IS_WR": 82.4, "OOS_N": 8, "OOS_WR": 100.0, "p_value": 0.0001, "sig": true, "ci": [ 70.0, 95.8 ] }, "thr_0.55_RVOL_LOW": { "label": "OR15 RVOL=LOW thr=0.55", "threshold": 0.55, "N": 23, "WR": 73.9, "IS_N": 16, "IS_WR": 68.8, "OOS_N": 7, "OOS_WR": 85.7, "p_value": 0.0173, "sig": true, "ci": [ 53.5, 87.5 ] }, "thr_0.55_RVOL_Q_Q1_LOW": { "label": "OR15 RVOL_Q=Q1_LOW thr=0.55", "threshold": 0.55, "N": 23, "WR": 73.9, "IS_N": 16, "IS_WR": 68.8, "OOS_N": 7, "OOS_WR": 85.7, "p_value": 0.0173, "sig": true, "ci": [ 53.5, 87.5 ] }, "thr_0.55_RVOL_Q_Q2": { "label": "OR15 RVOL_Q=Q2 thr=0.55", "threshold": 0.55, "N": 17, "WR": 88.2, "IS_N": 10, "IS_WR": 80.0, "OOS_N": 7, "OOS_WR": 100.0, "p_value": 0.0012, "sig": true, "ci": [ 65.7, 96.7 ] }, "thr_0.55_RVOL_Q_Q3": { "label": "OR15 RVOL_Q=Q3 thr=0.55", "threshold": 0.55, "N": 8, "WR": 87.5, "IS_N": 7, "IS_WR": 85.7, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 0.0352, "sig": true, "ci": [ 52.9, 97.8 ] }, "thr_0.55_RVOL_Q_Q4_HIGH": { "label": "OR15 RVOL_Q=Q4_HIGH thr=0.55", "threshold": 0.55, "N": 9, "WR": 88.9, "IS_N": 6, "IS_WR": 100.0, "OOS_N": 3, "OOS_WR": 66.7, "p_value": 0.0195, "sig": true, "ci": [ 56.5, 98.0 ] }, "thr_0.58_ALL": { "label": "OR15 unconditioned thr=0.58", "threshold": 0.58, "N": 17, "WR": 88.2, "IS_N": 12, "IS_WR": 91.7, "OOS_N": 5, "OOS_WR": 80.0, "p_value": 0.0012, "sig": true, "ci": [ 65.7, 96.7 ] }, "thr_0.58_GEX_POS": { "label": "OR15 GEX=POS thr=0.58", "threshold": 0.58, "N": 13, "WR": 84.6, "IS_N": 9, "IS_WR": 88.9, "OOS_N": 4, "OOS_WR": 75.0, "p_value": 0.0112, "sig": true, "ci": [ 57.8, 95.7 ] }, "thr_0.58_GEX_NEG": { "label": "OR15 GEX=NEG thr=0.58", "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 34.2, 100.0 ] }, "thr_0.58_GEX_tier_NEG": { "label": "OR15 GEX_tier=NEG thr=0.58", "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 34.2, 100.0 ] }, "thr_0.58_GEX_tier_LOW_POS": { "label": "OR15 GEX_tier=LOW_POS thr=0.58", "threshold": 0.58, "N": 8, "WR": 75.0, "IS_N": 6, "IS_WR": 83.3, "OOS_N": 2, "OOS_WR": 50.0, "p_value": 0.1445, "sig": false, "ci": [ 40.9, 92.9 ] }, "thr_0.58_GEX_tier_HIGH_POS": { "label": "OR15 GEX_tier=HIGH_POS thr=0.58", "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 1.0, "sig": false, "ci": [ 34.2, 100.0 ] }, "thr_0.58_GEX_tier_EXTREME_POS": { "label": "OR15 GEX_tier=EXTREME_POS thr=0.58", "threshold": 0.58, "N": 3, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 1.0, "sig": false, "ci": [ 43.8, 100.0 ] }, "thr_0.58_GEX_Q_Q1_NEG": { "label": "OR15 GEX_Q=Q1_NEG thr=0.58", "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 34.2, 100.0 ] }, "thr_0.58_GEX_Q_Q2": { "label": "OR15 GEX_Q=Q2 thr=0.58", "threshold": 0.58, "N": 8, "WR": 75.0, "IS_N": 6, "IS_WR": 83.3, "OOS_N": 2, "OOS_WR": 50.0, "p_value": 0.1445, "sig": false, "ci": [ 40.9, 92.9 ] }, "thr_0.58_GEX_Q_Q4_POS": { "label": "OR15 GEX_Q=Q4_POS thr=0.58", "threshold": 0.58, "N": 5, "WR": 100.0, "IS_N": 3, "IS_WR": 100.0, "OOS_N": 2, "OOS_WR": 100.0, "p_value": 0.0312, "sig": true, "ci": [ 56.6, 100.0 ] }, "thr_0.58_RVOL_HIGH": { "label": "OR15 RVOL=HIGH thr=0.58", "threshold": 0.58, "N": 3, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 1.0, "sig": false, "ci": [ 43.8, 100.0 ] }, "thr_0.58_RVOL_NORMAL": { "label": "OR15 RVOL=NORMAL thr=0.58", "threshold": 0.58, "N": 7, "WR": 100.0, "IS_N": 5, "IS_WR": 100.0, "OOS_N": 2, "OOS_WR": 100.0, "p_value": 0.0078, "sig": true, "ci": [ 64.6, 100.0 ] }, "thr_0.58_RVOL_LOW": { "label": "OR15 RVOL=LOW thr=0.58", "threshold": 0.58, "N": 7, "WR": 71.4, "IS_N": 5, "IS_WR": 80.0, "OOS_N": 2, "OOS_WR": 50.0, "p_value": 0.2266, "sig": false, "ci": [ 35.9, 91.8 ] }, "thr_0.58_RVOL_Q_Q1_LOW": { "label": "OR15 RVOL_Q=Q1_LOW thr=0.58", "threshold": 0.58, "N": 7, "WR": 71.4, "IS_N": 5, "IS_WR": 80.0, "OOS_N": 2, "OOS_WR": 50.0, "p_value": 0.2266, "sig": false, "ci": [ 35.9, 91.8 ] }, "thr_0.58_RVOL_Q_Q2": { "label": "OR15 RVOL_Q=Q2 thr=0.58", "threshold": 0.58, "N": 5, "WR": 100.0, "IS_N": 3, "IS_WR": 100.0, "OOS_N": 2, "OOS_WR": 100.0, "p_value": 0.0312, "sig": true, "ci": [ 56.6, 100.0 ] }, "thr_0.58_RVOL_Q_Q3": { "label": "OR15 RVOL_Q=Q3 thr=0.58", "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 34.2, 100.0 ] }, "thr_0.58_RVOL_Q_Q4_HIGH": { "label": "OR15 RVOL_Q=Q4_HIGH thr=0.58", "threshold": 0.58, "N": 3, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 1.0, "sig": false, "ci": [ 43.8, 100.0 ] }, "thr_0.6_ALL": { "label": "OR15 unconditioned thr=0.6", "threshold": 0.6, "N": 9, "WR": 77.8, "IS_N": 7, "IS_WR": 85.7, "OOS_N": 2, "OOS_WR": 50.0, "p_value": 0.0898, "sig": false, "ci": [ 45.3, 93.7 ] }, "thr_0.6_GEX_POS": { "label": "OR15 GEX=POS thr=0.6", "threshold": 0.6, "N": 7, "WR": 71.4, "IS_N": 6, "IS_WR": 83.3, "OOS_N": 1, "OOS_WR": 0.0, "p_value": 0.2266, "sig": false, "ci": [ 35.9, 91.8 ] }, "thr_0.6_GEX_NEG": { "label": "OR15 GEX=NEG thr=0.6", "threshold": 0.6, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 20.7, 100.0 ] }, "thr_0.6_GEX_tier_NEG": { "label": "OR15 GEX_tier=NEG thr=0.6", "threshold": 0.6, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 20.7, 100.0 ] }, "thr_0.6_GEX_tier_LOW_POS": { "label": "OR15 GEX_tier=LOW_POS thr=0.6", "threshold": 0.6, "N": 5, "WR": 60.0, "IS_N": 4, "IS_WR": 75.0, "OOS_N": 1, "OOS_WR": 0.0, "p_value": 0.5, "sig": false, "ci": [ 23.1, 88.2 ] }, "thr_0.6_GEX_tier_HIGH_POS": { "label": "OR15 GEX_tier=HIGH_POS thr=0.6", "threshold": 0.6, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 20.7, 100.0 ] }, "thr_0.6_GEX_tier_EXTREME_POS": { "label": "OR15 GEX_tier=EXTREME_POS thr=0.6", "threshold": 0.6, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 20.7, 100.0 ] }, "thr_0.6_GEX_Q_Q1_NEG": { "label": "OR15 GEX_Q=Q1_NEG thr=0.6", "threshold": 0.6, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 20.7, 100.0 ] }, "thr_0.6_GEX_Q_Q2": { "label": "OR15 GEX_Q=Q2 thr=0.6", "threshold": 0.6, "N": 5, "WR": 60.0, "IS_N": 4, "IS_WR": 75.0, "OOS_N": 1, "OOS_WR": 0.0, "p_value": 0.5, "sig": false, "ci": [ 23.1, 88.2 ] }, "thr_0.6_GEX_Q_Q4_POS": { "label": "OR15 GEX_Q=Q4_POS thr=0.6", "threshold": 0.6, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 34.2, 100.0 ] }, "thr_0.6_RVOL_NORMAL": { "label": "OR15 RVOL=NORMAL thr=0.6", "threshold": 0.6, "N": 3, "WR": 100.0, "IS_N": 3, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 43.8, 100.0 ] }, "thr_0.6_RVOL_LOW": { "label": "OR15 RVOL=LOW thr=0.6", "threshold": 0.6, "N": 6, "WR": 66.7, "IS_N": 4, "IS_WR": 75.0, "OOS_N": 2, "OOS_WR": 50.0, "p_value": 0.3438, "sig": false, "ci": [ 30.0, 90.3 ] }, "thr_0.6_RVOL_Q_Q1_LOW": { "label": "OR15 RVOL_Q=Q1_LOW thr=0.6", "threshold": 0.6, "N": 6, "WR": 66.7, "IS_N": 4, "IS_WR": 75.0, "OOS_N": 2, "OOS_WR": 50.0, "p_value": 0.3438, "sig": false, "ci": [ 30.0, 90.3 ] }, "thr_0.6_RVOL_Q_Q2": { "label": "OR15 RVOL_Q=Q2 thr=0.6", "threshold": 0.6, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 34.2, 100.0 ] }, "thr_0.6_RVOL_Q_Q3": { "label": "OR15 RVOL_Q=Q3 thr=0.6", "threshold": 0.6, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 20.7, 100.0 ] } }, "B_firstN_buypct": { "n30_thr_0.48_ALL": { "label": "OR15 first_30m thr=0.48", "n_min": 30, "threshold": 0.48, "N": 743, "WR": 56.7, "IS_N": 448, "IS_WR": 55.8, "OOS_N": 295, "OOS_WR": 58.0, "p_value": 0.0002, "sig": true }, "n30_thr_0.48_GEX_POS": { "label": "", "n_min": 30, "threshold": 0.48, "N": 539, "WR": 58.1, "IS_N": 339, "IS_WR": 56.9, "OOS_N": 200, "OOS_WR": 60.0, "p_value": 0.0001, "sig": true }, "n30_thr_0.48_GEX_NEG": { "label": "", "n_min": 30, "threshold": 0.48, "N": 184, "WR": 53.3, "IS_N": 102, "IS_WR": 52.9, "OOS_N": 82, "OOS_WR": 53.7, "p_value": 0.2087, "sig": false }, "n30_thr_0.48_RVOL_HIGH": { "label": "", "n_min": 30, "threshold": 0.48, "N": 188, "WR": 55.3, "IS_N": 106, "IS_WR": 50.0, "OOS_N": 82, "OOS_WR": 62.2, "p_value": 0.0828, "sig": false }, "n30_thr_0.48_RVOL_NORMAL": { "label": "", "n_min": 30, "threshold": 0.48, "N": 384, "WR": 54.9, "IS_N": 234, "IS_WR": 55.6, "OOS_N": 150, "OOS_WR": 54.0, "p_value": 0.0294, "sig": true }, "n30_thr_0.48_RVOL_LOW": { "label": "", "n_min": 30, "threshold": 0.48, "N": 161, "WR": 61.5, "IS_N": 98, "IS_WR": 61.2, "OOS_N": 63, "OOS_WR": 61.9, "p_value": 0.0022, "sig": true }, "n30_thr_0.5_ALL": { "label": "OR15 first_30m thr=0.5", "n_min": 30, "threshold": 0.5, "N": 743, "WR": 68.6, "IS_N": 448, "IS_WR": 66.1, "OOS_N": 295, "OOS_WR": 72.5, "p_value": 0.0, "sig": true }, "n30_thr_0.5_GEX_POS": { "label": "", "n_min": 30, "threshold": 0.5, "N": 539, "WR": 69.8, "IS_N": 339, "IS_WR": 65.8, "OOS_N": 200, "OOS_WR": 76.5, "p_value": 0.0, "sig": true }, "n30_thr_0.5_GEX_NEG": { "label": "", "n_min": 30, "threshold": 0.5, "N": 184, "WR": 67.4, "IS_N": 102, "IS_WR": 66.7, "OOS_N": 82, "OOS_WR": 68.3, "p_value": 0.0, "sig": true }, "n30_thr_0.5_RVOL_HIGH": { "label": "", "n_min": 30, "threshold": 0.5, "N": 188, "WR": 66.0, "IS_N": 106, "IS_WR": 65.1, "OOS_N": 82, "OOS_WR": 67.1, "p_value": 0.0, "sig": true }, "n30_thr_0.5_RVOL_NORMAL": { "label": "", "n_min": 30, "threshold": 0.5, "N": 384, "WR": 71.4, "IS_N": 234, "IS_WR": 66.2, "OOS_N": 150, "OOS_WR": 79.3, "p_value": 0.0, "sig": true }, "n30_thr_0.5_RVOL_LOW": { "label": "", "n_min": 30, "threshold": 0.5, "N": 161, "WR": 65.8, "IS_N": 98, "IS_WR": 67.3, "OOS_N": 63, "OOS_WR": 63.5, "p_value": 0.0, "sig": true }, "n30_thr_0.52_ALL": { "label": "OR15 first_30m thr=0.52", "n_min": 30, "threshold": 0.52, "N": 110, "WR": 85.5, "IS_N": 74, "IS_WR": 83.8, "OOS_N": 36, "OOS_WR": 88.9, "p_value": 0.0, "sig": true }, "n30_thr_0.52_GEX_POS": { "label": "", "n_min": 30, "threshold": 0.52, "N": 82, "WR": 87.8, "IS_N": 58, "IS_WR": 86.2, "OOS_N": 24, "OOS_WR": 91.7, "p_value": 0.0, "sig": true }, "n30_thr_0.52_GEX_NEG": { "label": "", "n_min": 30, "threshold": 0.52, "N": 24, "WR": 83.3, "IS_N": 14, "IS_WR": 78.6, "OOS_N": 10, "OOS_WR": 90.0, "p_value": 0.0008, "sig": true }, "n30_thr_0.52_RVOL_HIGH": { "label": "", "n_min": 30, "threshold": 0.52, "N": 26, "WR": 92.3, "IS_N": 20, "IS_WR": 90.0, "OOS_N": 6, "OOS_WR": 100.0, "p_value": 0.0, "sig": true }, "n30_thr_0.52_RVOL_NORMAL": { "label": "", "n_min": 30, "threshold": 0.52, "N": 42, "WR": 90.5, "IS_N": 29, "IS_WR": 86.2, "OOS_N": 13, "OOS_WR": 100.0, "p_value": 0.0, "sig": true }, "n30_thr_0.52_RVOL_LOW": { "label": "", "n_min": 30, "threshold": 0.52, "N": 42, "WR": 76.2, "IS_N": 25, "IS_WR": 76.0, "OOS_N": 17, "OOS_WR": 76.5, "p_value": 0.0005, "sig": true }, "n30_thr_0.55_ALL": { "label": "OR15 first_30m thr=0.55", "n_min": 30, "threshold": 0.55, "N": 10, "WR": 70.0, "IS_N": 8, "IS_WR": 87.5, "OOS_N": 2, "OOS_WR": 0.0, "p_value": 0.1719, "sig": false }, "n30_thr_0.55_GEX_POS": { "label": "", "n_min": 30, "threshold": 0.55, "N": 7, "WR": 85.7, "IS_N": 6, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 0.0, "p_value": 0.0625, "sig": false }, "n30_thr_0.55_GEX_NEG": { "label": "", "n_min": 30, "threshold": 0.55, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n30_thr_0.55_RVOL_NORMAL": { "label": "", "n_min": 30, "threshold": 0.55, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n30_thr_0.55_RVOL_LOW": { "label": "", "n_min": 30, "threshold": 0.55, "N": 9, "WR": 66.7, "IS_N": 7, "IS_WR": 85.7, "OOS_N": 2, "OOS_WR": 0.0, "p_value": 0.2539, "sig": false }, "n30_thr_0.58_ALL": { "label": "OR15 first_30m thr=0.58", "n_min": 30, "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n30_thr_0.58_GEX_POS": { "label": "", "n_min": 30, "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n30_thr_0.58_RVOL_LOW": { "label": "", "n_min": 30, "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n45_thr_0.48_ALL": { "label": "OR15 first_45m thr=0.48", "n_min": 45, "threshold": 0.48, "N": 743, "WR": 55.6, "IS_N": 448, "IS_WR": 55.6, "OOS_N": 295, "OOS_WR": 55.6, "p_value": 0.0013, "sig": true }, "n45_thr_0.48_GEX_POS": { "label": "", "n_min": 45, "threshold": 0.48, "N": 539, "WR": 56.6, "IS_N": 339, "IS_WR": 56.3, "OOS_N": 200, "OOS_WR": 57.0, "p_value": 0.0013, "sig": true }, "n45_thr_0.48_GEX_NEG": { "label": "", "n_min": 45, "threshold": 0.48, "N": 184, "WR": 52.7, "IS_N": 102, "IS_WR": 53.9, "OOS_N": 82, "OOS_WR": 51.2, "p_value": 0.2536, "sig": false }, "n45_thr_0.48_RVOL_HIGH": { "label": "", "n_min": 45, "threshold": 0.48, "N": 188, "WR": 51.6, "IS_N": 106, "IS_WR": 45.3, "OOS_N": 82, "OOS_WR": 59.8, "p_value": 0.3577, "sig": false }, "n45_thr_0.48_RVOL_NORMAL": { "label": "", "n_min": 45, "threshold": 0.48, "N": 384, "WR": 55.7, "IS_N": 234, "IS_WR": 57.3, "OOS_N": 150, "OOS_WR": 53.3, "p_value": 0.014, "sig": true }, "n45_thr_0.48_RVOL_LOW": { "label": "", "n_min": 45, "threshold": 0.48, "N": 161, "WR": 59.0, "IS_N": 98, "IS_WR": 61.2, "OOS_N": 63, "OOS_WR": 55.6, "p_value": 0.0135, "sig": true }, "n45_thr_0.5_ALL": { "label": "OR15 first_45m thr=0.5", "n_min": 45, "threshold": 0.5, "N": 743, "WR": 70.0, "IS_N": 448, "IS_WR": 69.9, "OOS_N": 295, "OOS_WR": 70.2, "p_value": 0.0, "sig": true }, "n45_thr_0.5_GEX_POS": { "label": "", "n_min": 45, "threshold": 0.5, "N": 539, "WR": 69.8, "IS_N": 339, "IS_WR": 69.9, "OOS_N": 200, "OOS_WR": 69.5, "p_value": 0.0, "sig": true }, "n45_thr_0.5_GEX_NEG": { "label": "", "n_min": 45, "threshold": 0.5, "N": 184, "WR": 71.7, "IS_N": 102, "IS_WR": 69.6, "OOS_N": 82, "OOS_WR": 74.4, "p_value": 0.0, "sig": true }, "n45_thr_0.5_RVOL_HIGH": { "label": "", "n_min": 45, "threshold": 0.5, "N": 188, "WR": 66.5, "IS_N": 106, "IS_WR": 67.0, "OOS_N": 82, "OOS_WR": 65.9, "p_value": 0.0, "sig": true }, "n45_thr_0.5_RVOL_NORMAL": { "label": "", "n_min": 45, "threshold": 0.5, "N": 384, "WR": 73.2, "IS_N": 234, "IS_WR": 72.6, "OOS_N": 150, "OOS_WR": 74.0, "p_value": 0.0, "sig": true }, "n45_thr_0.5_RVOL_LOW": { "label": "", "n_min": 45, "threshold": 0.5, "N": 161, "WR": 67.7, "IS_N": 98, "IS_WR": 68.4, "OOS_N": 63, "OOS_WR": 66.7, "p_value": 0.0, "sig": true }, "n45_thr_0.52_ALL": { "label": "OR15 first_45m thr=0.52", "n_min": 45, "threshold": 0.52, "N": 84, "WR": 85.7, "IS_N": 59, "IS_WR": 86.4, "OOS_N": 25, "OOS_WR": 84.0, "p_value": 0.0, "sig": true }, "n45_thr_0.52_GEX_POS": { "label": "", "n_min": 45, "threshold": 0.52, "N": 64, "WR": 87.5, "IS_N": 47, "IS_WR": 89.4, "OOS_N": 17, "OOS_WR": 82.4, "p_value": 0.0, "sig": true }, "n45_thr_0.52_GEX_NEG": { "label": "", "n_min": 45, "threshold": 0.52, "N": 12, "WR": 83.3, "IS_N": 9, "IS_WR": 77.8, "OOS_N": 3, "OOS_WR": 100.0, "p_value": 0.0193, "sig": true }, "n45_thr_0.52_RVOL_HIGH": { "label": "", "n_min": 45, "threshold": 0.52, "N": 13, "WR": 84.6, "IS_N": 10, "IS_WR": 90.0, "OOS_N": 3, "OOS_WR": 66.7, "p_value": 0.0112, "sig": true }, "n45_thr_0.52_RVOL_NORMAL": { "label": "", "n_min": 45, "threshold": 0.52, "N": 37, "WR": 97.3, "IS_N": 27, "IS_WR": 96.3, "OOS_N": 10, "OOS_WR": 100.0, "p_value": 0.0, "sig": true }, "n45_thr_0.52_RVOL_LOW": { "label": "", "n_min": 45, "threshold": 0.52, "N": 34, "WR": 73.5, "IS_N": 22, "IS_WR": 72.7, "OOS_N": 12, "OOS_WR": 75.0, "p_value": 0.0045, "sig": true }, "n45_thr_0.55_ALL": { "label": "OR15 first_45m thr=0.55", "n_min": 45, "threshold": 0.55, "N": 6, "WR": 83.3, "IS_N": 5, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 0.0, "p_value": 0.1094, "sig": false }, "n45_thr_0.55_GEX_POS": { "label": "", "n_min": 45, "threshold": 0.55, "N": 4, "WR": 100.0, "IS_N": 4, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n45_thr_0.55_GEX_NEG": { "label": "", "n_min": 45, "threshold": 0.55, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n45_thr_0.55_RVOL_NORMAL": { "label": "", "n_min": 45, "threshold": 0.55, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n45_thr_0.55_RVOL_LOW": { "label": "", "n_min": 45, "threshold": 0.55, "N": 5, "WR": 80.0, "IS_N": 4, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 0.0, "p_value": 0.1875, "sig": false }, "n45_thr_0.58_ALL": { "label": "OR15 first_45m thr=0.58", "n_min": 45, "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n45_thr_0.58_GEX_POS": { "label": "", "n_min": 45, "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n45_thr_0.58_RVOL_LOW": { "label": "", "n_min": 45, "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n60_thr_0.48_ALL": { "label": "OR15 first_60m thr=0.48", "n_min": 60, "threshold": 0.48, "N": 743, "WR": 54.5, "IS_N": 448, "IS_WR": 54.2, "OOS_N": 295, "OOS_WR": 54.9, "p_value": 0.0077, "sig": true }, "n60_thr_0.48_GEX_POS": { "label": "", "n_min": 60, "threshold": 0.48, "N": 539, "WR": 55.3, "IS_N": 339, "IS_WR": 54.9, "OOS_N": 200, "OOS_WR": 56.0, "p_value": 0.0079, "sig": true }, "n60_thr_0.48_GEX_NEG": { "label": "", "n_min": 60, "threshold": 0.48, "N": 184, "WR": 52.7, "IS_N": 102, "IS_WR": 53.9, "OOS_N": 82, "OOS_WR": 51.2, "p_value": 0.2536, "sig": false }, "n60_thr_0.48_RVOL_HIGH": { "label": "", "n_min": 60, "threshold": 0.48, "N": 188, "WR": 52.1, "IS_N": 106, "IS_WR": 46.2, "OOS_N": 82, "OOS_WR": 59.8, "p_value": 0.3049, "sig": false }, "n60_thr_0.48_RVOL_NORMAL": { "label": "", "n_min": 60, "threshold": 0.48, "N": 384, "WR": 53.4, "IS_N": 234, "IS_WR": 54.3, "OOS_N": 150, "OOS_WR": 52.0, "p_value": 0.101, "sig": false }, "n60_thr_0.48_RVOL_LOW": { "label": "", "n_min": 60, "threshold": 0.48, "N": 161, "WR": 59.0, "IS_N": 98, "IS_WR": 61.2, "OOS_N": 63, "OOS_WR": 55.6, "p_value": 0.0135, "sig": true }, "n60_thr_0.5_ALL": { "label": "OR15 first_60m thr=0.5", "n_min": 60, "threshold": 0.5, "N": 743, "WR": 67.8, "IS_N": 448, "IS_WR": 67.4, "OOS_N": 295, "OOS_WR": 68.5, "p_value": 0.0, "sig": true }, "n60_thr_0.5_GEX_POS": { "label": "", "n_min": 60, "threshold": 0.5, "N": 539, "WR": 68.6, "IS_N": 339, "IS_WR": 68.1, "OOS_N": 200, "OOS_WR": 69.5, "p_value": 0.0, "sig": true }, "n60_thr_0.5_GEX_NEG": { "label": "", "n_min": 60, "threshold": 0.5, "N": 184, "WR": 67.4, "IS_N": 102, "IS_WR": 66.7, "OOS_N": 82, "OOS_WR": 68.3, "p_value": 0.0, "sig": true }, "n60_thr_0.5_RVOL_HIGH": { "label": "", "n_min": 60, "threshold": 0.5, "N": 188, "WR": 65.4, "IS_N": 106, "IS_WR": 66.0, "OOS_N": 82, "OOS_WR": 64.6, "p_value": 0.0, "sig": true }, "n60_thr_0.5_RVOL_NORMAL": { "label": "", "n_min": 60, "threshold": 0.5, "N": 384, "WR": 71.6, "IS_N": 234, "IS_WR": 70.9, "OOS_N": 150, "OOS_WR": 72.7, "p_value": 0.0, "sig": true }, "n60_thr_0.5_RVOL_LOW": { "label": "", "n_min": 60, "threshold": 0.5, "N": 161, "WR": 62.7, "IS_N": 98, "IS_WR": 62.2, "OOS_N": 63, "OOS_WR": 63.5, "p_value": 0.0008, "sig": true }, "n60_thr_0.52_ALL": { "label": "OR15 first_60m thr=0.52", "n_min": 60, "threshold": 0.52, "N": 70, "WR": 85.7, "IS_N": 48, "IS_WR": 87.5, "OOS_N": 22, "OOS_WR": 81.8, "p_value": 0.0, "sig": true }, "n60_thr_0.52_GEX_POS": { "label": "", "n_min": 60, "threshold": 0.52, "N": 52, "WR": 88.5, "IS_N": 38, "IS_WR": 92.1, "OOS_N": 14, "OOS_WR": 78.6, "p_value": 0.0, "sig": true }, "n60_thr_0.52_GEX_NEG": { "label": "", "n_min": 60, "threshold": 0.52, "N": 12, "WR": 83.3, "IS_N": 8, "IS_WR": 75.0, "OOS_N": 4, "OOS_WR": 100.0, "p_value": 0.0193, "sig": true }, "n60_thr_0.52_RVOL_HIGH": { "label": "", "n_min": 60, "threshold": 0.52, "N": 14, "WR": 85.7, "IS_N": 10, "IS_WR": 90.0, "OOS_N": 4, "OOS_WR": 75.0, "p_value": 0.0065, "sig": true }, "n60_thr_0.52_RVOL_NORMAL": { "label": "", "n_min": 60, "threshold": 0.52, "N": 24, "WR": 95.8, "IS_N": 17, "IS_WR": 94.1, "OOS_N": 7, "OOS_WR": 100.0, "p_value": 0.0, "sig": true }, "n60_thr_0.52_RVOL_LOW": { "label": "", "n_min": 60, "threshold": 0.52, "N": 32, "WR": 78.1, "IS_N": 21, "IS_WR": 81.0, "OOS_N": 11, "OOS_WR": 72.7, "p_value": 0.0011, "sig": true }, "n60_thr_0.55_ALL": { "label": "OR15 first_60m thr=0.55", "n_min": 60, "threshold": 0.55, "N": 3, "WR": 66.7, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 0.0, "p_value": 1.0, "sig": false }, "n60_thr_0.55_GEX_POS": { "label": "", "n_min": 60, "threshold": 0.55, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n60_thr_0.55_RVOL_LOW": { "label": "", "n_min": 60, "threshold": 0.55, "N": 3, "WR": 66.7, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 0.0, "p_value": 1.0, "sig": false }, "n60_thr_0.58_ALL": { "label": "OR15 first_60m thr=0.58", "n_min": 60, "threshold": 0.58, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n60_thr_0.58_GEX_POS": { "label": "", "n_min": 60, "threshold": 0.58, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n60_thr_0.58_RVOL_LOW": { "label": "", "n_min": 60, "threshold": 0.58, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false } }, "C_break_quality": { "thr_0.48_ALL": { "label": "OR15 thr=0.48", "threshold": 0.48, "n_breaks": 743, "price_conf_pct": 57.9, "buypct_aligned_n": 597, "buypct_aligned_conf_pct": 56.6, "improvement": -1.3 }, "thr_0.48_GEX_POS": { "label": "", "threshold": 0.48, "n_breaks": 539, "price_conf_pct": 58.3, "buypct_aligned_n": 431, "buypct_aligned_conf_pct": 56.1, "improvement": -2.2 }, "thr_0.48_GEX_NEG": { "label": "", "threshold": 0.48, "n_breaks": 184, "price_conf_pct": 57.6, "buypct_aligned_n": 150, "buypct_aligned_conf_pct": 58.7, "improvement": 1.1 }, "thr_0.48_RVOL_HIGH": { "label": "", "threshold": 0.48, "n_breaks": 188, "price_conf_pct": 59.0, "buypct_aligned_n": 150, "buypct_aligned_conf_pct": 57.3, "improvement": -1.7 }, "thr_0.48_RVOL_NORMAL": { "label": "", "threshold": 0.48, "n_breaks": 384, "price_conf_pct": 59.1, "buypct_aligned_n": 315, "buypct_aligned_conf_pct": 57.8, "improvement": -1.3 }, "thr_0.48_RVOL_LOW": { "label": "", "threshold": 0.48, "n_breaks": 161, "price_conf_pct": 52.8, "buypct_aligned_n": 123, "buypct_aligned_conf_pct": 51.2, "improvement": -1.6 }, "thr_0.5_ALL": { "label": "OR15 thr=0.5", "threshold": 0.5, "n_breaks": 743, "price_conf_pct": 57.9, "buypct_aligned_n": 452, "buypct_aligned_conf_pct": 57.7, "improvement": -0.2 }, "thr_0.5_GEX_POS": { "label": "", "threshold": 0.5, "n_breaks": 539, "price_conf_pct": 58.3, "buypct_aligned_n": 335, "buypct_aligned_conf_pct": 56.7, "improvement": -1.6 }, "thr_0.5_GEX_NEG": { "label": "", "threshold": 0.5, "n_breaks": 184, "price_conf_pct": 57.6, "buypct_aligned_n": 106, "buypct_aligned_conf_pct": 60.4, "improvement": 2.8 }, "thr_0.5_RVOL_HIGH": { "label": "", "threshold": 0.5, "n_breaks": 188, "price_conf_pct": 59.0, "buypct_aligned_n": 114, "buypct_aligned_conf_pct": 57.9, "improvement": -1.1 }, "thr_0.5_RVOL_NORMAL": { "label": "", "threshold": 0.5, "n_breaks": 384, "price_conf_pct": 59.1, "buypct_aligned_n": 239, "buypct_aligned_conf_pct": 59.8, "improvement": 0.7 }, "thr_0.5_RVOL_LOW": { "label": "", "threshold": 0.5, "n_breaks": 161, "price_conf_pct": 52.8, "buypct_aligned_n": 91, "buypct_aligned_conf_pct": 50.5, "improvement": -2.3 }, "thr_0.52_ALL": { "label": "OR15 thr=0.52", "threshold": 0.52, "n_breaks": 743, "price_conf_pct": 57.9, "buypct_aligned_n": 194, "buypct_aligned_conf_pct": 56.2, "improvement": -1.7 }, "thr_0.52_GEX_POS": { "label": "", "threshold": 0.52, "n_breaks": 539, "price_conf_pct": 58.3, "buypct_aligned_n": 147, "buypct_aligned_conf_pct": 55.8, "improvement": -2.5 }, "thr_0.52_GEX_NEG": { "label": "", "threshold": 0.52, "n_breaks": 184, "price_conf_pct": 57.6, "buypct_aligned_n": 39, "buypct_aligned_conf_pct": 56.4, "improvement": -1.2 }, "thr_0.52_RVOL_HIGH": { "label": "", "threshold": 0.52, "n_breaks": 188, "price_conf_pct": 59.0, "buypct_aligned_n": 41, "buypct_aligned_conf_pct": 56.1, "improvement": -2.9 }, "thr_0.52_RVOL_NORMAL": { "label": "", "threshold": 0.52, "n_breaks": 384, "price_conf_pct": 59.1, "buypct_aligned_n": 106, "buypct_aligned_conf_pct": 56.6, "improvement": -2.5 }, "thr_0.52_RVOL_LOW": { "label": "", "threshold": 0.52, "n_breaks": 161, "price_conf_pct": 52.8, "buypct_aligned_n": 43, "buypct_aligned_conf_pct": 53.5, "improvement": 0.7 }, "thr_0.55_ALL": { "label": "OR15 thr=0.55", "threshold": 0.55, "n_breaks": 743, "price_conf_pct": 57.9, "buypct_aligned_n": 49, "buypct_aligned_conf_pct": 55.1, "improvement": -2.8 }, "thr_0.55_GEX_POS": { "label": "", "threshold": 0.55, "n_breaks": 539, "price_conf_pct": 58.3, "buypct_aligned_n": 33, "buypct_aligned_conf_pct": 51.5, "improvement": -6.8 }, "thr_0.55_GEX_NEG": { "label": "", "threshold": 0.55, "n_breaks": 184, "price_conf_pct": 57.6, "buypct_aligned_n": 11, "buypct_aligned_conf_pct": 63.6, "improvement": 6.0 }, "thr_0.55_RVOL_HIGH": { "label": "", "threshold": 0.55, "n_breaks": 188, "price_conf_pct": 59.0, "buypct_aligned_n": 8, "buypct_aligned_conf_pct": 50.0, "improvement": -9.0 }, "thr_0.55_RVOL_NORMAL": { "label": "", "threshold": 0.55, "n_breaks": 384, "price_conf_pct": 59.1, "buypct_aligned_n": 22, "buypct_aligned_conf_pct": 45.5, "improvement": -13.6 }, "thr_0.55_RVOL_LOW": { "label": "", "threshold": 0.55, "n_breaks": 161, "price_conf_pct": 52.8, "buypct_aligned_n": 17, "buypct_aligned_conf_pct": 64.7, "improvement": 11.9 }, "thr_0.58_ALL": { "label": "OR15 thr=0.58", "threshold": 0.58, "n_breaks": 743, "price_conf_pct": 57.9, "buypct_aligned_n": 15, "buypct_aligned_conf_pct": 60.0, "improvement": 2.1 }, "thr_0.58_GEX_POS": { "label": "", "threshold": 0.58, "n_breaks": 539, "price_conf_pct": 58.3, "buypct_aligned_n": 11, "buypct_aligned_conf_pct": 54.5, "improvement": -3.8 }, "thr_0.58_GEX_NEG": { "label": "", "threshold": 0.58, "n_breaks": 184, "price_conf_pct": 57.6, "buypct_aligned_n": 2, "buypct_aligned_conf_pct": 50.0, "improvement": -7.6 }, "thr_0.58_RVOL_HIGH": { "label": "", "threshold": 0.58, "n_breaks": 188, "price_conf_pct": 59.0, "buypct_aligned_n": 3, "buypct_aligned_conf_pct": 33.3, "improvement": -25.7 }, "thr_0.58_RVOL_NORMAL": { "label": "", "threshold": 0.58, "n_breaks": 384, "price_conf_pct": 59.1, "buypct_aligned_n": 7, "buypct_aligned_conf_pct": 42.9, "improvement": -16.2 }, "thr_0.58_RVOL_LOW": { "label": "", "threshold": 0.58, "n_breaks": 161, "price_conf_pct": 52.8, "buypct_aligned_n": 5, "buypct_aligned_conf_pct": 100.0, "improvement": 47.2 }, "thr_0.6_ALL": { "label": "OR15 thr=0.6", "threshold": 0.6, "n_breaks": 743, "price_conf_pct": 57.9, "buypct_aligned_n": 7, "buypct_aligned_conf_pct": 71.4, "improvement": 13.5 }, "thr_0.6_GEX_POS": { "label": "", "threshold": 0.6, "n_breaks": 539, "price_conf_pct": 58.3, "buypct_aligned_n": 5, "buypct_aligned_conf_pct": 80.0, "improvement": 21.7 }, "thr_0.6_GEX_NEG": { "label": "", "threshold": 0.6, "n_breaks": 184, "price_conf_pct": 57.6, "buypct_aligned_n": 1, "buypct_aligned_conf_pct": 0.0, "improvement": null }, "thr_0.6_RVOL_HIGH": { "label": "", "threshold": 0.6, "n_breaks": 188, "price_conf_pct": 59.0, "buypct_aligned_n": 0, "buypct_aligned_conf_pct": null, "improvement": null }, "thr_0.6_RVOL_NORMAL": { "label": "", "threshold": 0.6, "n_breaks": 384, "price_conf_pct": 59.1, "buypct_aligned_n": 3, "buypct_aligned_conf_pct": 33.3, "improvement": -25.8 }, "thr_0.6_RVOL_LOW": { "label": "", "threshold": 0.6, "n_breaks": 161, "price_conf_pct": 52.8, "buypct_aligned_n": 4, "buypct_aligned_conf_pct": 100.0, "improvement": 47.2 } }, "D_double_break": { "thr_0.48_ALL": { "label": "OR15 thr=0.48", "n_double_days": 331, "n_triggered": 331, "WR": 61.0, "p_value": 0.0, "sig": true }, "thr_0.48_GEX_POS": { "label": "", "n_double_days": 243, "n_triggered": 243, "WR": 60.5, "p_value": 0.0006, "sig": true }, "thr_0.48_GEX_NEG": { "label": "", "n_double_days": 80, "n_triggered": 80, "WR": 61.3, "p_value": 0.0283, "sig": true }, "thr_0.48_RVOL_HIGH": { "label": "", "n_double_days": 85, "n_triggered": 85, "WR": 52.9, "p_value": 0.3323, "sig": false }, "thr_0.48_RVOL_NORMAL": { "label": "", "n_double_days": 165, "n_triggered": 165, "WR": 64.2, "p_value": 0.0002, "sig": true }, "thr_0.48_RVOL_LOW": { "label": "", "n_double_days": 75, "n_triggered": 75, "WR": 61.3, "p_value": 0.032, "sig": true }, "thr_0.5_ALL": { "label": "OR15 thr=0.5", "n_double_days": 331, "n_triggered": 331, "WR": 72.2, "p_value": 0.0, "sig": true }, "thr_0.5_GEX_POS": { "label": "", "n_double_days": 243, "n_triggered": 243, "WR": 74.5, "p_value": 0.0, "sig": true }, "thr_0.5_GEX_NEG": { "label": "", "n_double_days": 80, "n_triggered": 80, "WR": 66.2, "p_value": 0.0024, "sig": true }, "thr_0.5_RVOL_HIGH": { "label": "", "n_double_days": 85, "n_triggered": 85, "WR": 74.1, "p_value": 0.0, "sig": true }, "thr_0.5_RVOL_NORMAL": { "label": "", "n_double_days": 165, "n_triggered": 165, "WR": 73.3, "p_value": 0.0, "sig": true }, "thr_0.5_RVOL_LOW": { "label": "", "n_double_days": 75, "n_triggered": 75, "WR": 66.7, "p_value": 0.0026, "sig": true }, "thr_0.52_ALL": { "label": "OR15 thr=0.52", "n_double_days": 331, "n_triggered": 122, "WR": 88.5, "p_value": 0.0, "sig": true }, "thr_0.52_GEX_POS": { "label": "", "n_double_days": 243, "n_triggered": 95, "WR": 90.5, "p_value": 0.0, "sig": true }, "thr_0.52_GEX_NEG": { "label": "", "n_double_days": 80, "n_triggered": 24, "WR": 79.2, "p_value": 0.0033, "sig": true }, "thr_0.52_RVOL_HIGH": { "label": "", "n_double_days": 85, "n_triggered": 27, "WR": 77.8, "p_value": 0.003, "sig": true }, "thr_0.52_RVOL_NORMAL": { "label": "", "n_double_days": 165, "n_triggered": 69, "WR": 94.2, "p_value": 0.0, "sig": true }, "thr_0.52_RVOL_LOW": { "label": "", "n_double_days": 75, "n_triggered": 22, "WR": 86.4, "p_value": 0.0004, "sig": true }, "thr_0.55_ALL": { "label": "OR15 thr=0.55", "n_double_days": 331, "n_triggered": 27, "WR": 96.3, "p_value": 0.0, "sig": true }, "thr_0.55_GEX_POS": { "label": "", "n_double_days": 243, "n_triggered": 18, "WR": 100.0, "p_value": 0.0, "sig": true }, "thr_0.55_GEX_NEG": { "label": "", "n_double_days": 80, "n_triggered": 7, "WR": 85.7, "p_value": 0.0625, "sig": false }, "thr_0.55_RVOL_HIGH": { "label": "", "n_double_days": 85, "n_triggered": 5, "WR": 100.0, "p_value": 0.0312, "sig": true }, "thr_0.55_RVOL_NORMAL": { "label": "", "n_double_days": 165, "n_triggered": 13, "WR": 100.0, "p_value": 0.0001, "sig": true }, "thr_0.55_RVOL_LOW": { "label": "", "n_double_days": 75, "n_triggered": 7, "WR": 85.7, "p_value": 0.0625, "sig": false }, "thr_0.58_ALL": { "label": "OR15 thr=0.58", "n_double_days": 331, "n_triggered": 8, "WR": 100.0, "p_value": 0.0039, "sig": true }, "thr_0.58_GEX_POS": { "label": "", "n_double_days": 243, "n_triggered": 6, "WR": 100.0, "p_value": 0.0156, "sig": true }, "thr_0.58_RVOL_NORMAL": { "label": "", "n_double_days": 165, "n_triggered": 5, "WR": 100.0, "p_value": 0.0312, "sig": true }, "thr_0.6_ALL": { "label": "OR15 thr=0.6", "n_double_days": 331, "n_triggered": 3, "WR": 100.0, "p_value": 1.0, "sig": false }, "thr_0.6_RVOL_NORMAL": { "label": "", "n_double_days": 165, "n_triggered": 3, "WR": 100.0, "p_value": 1.0, "sig": false } } }, "OR30": { "A_inside_buypct": { "thr_0.48_ALL": { "label": "OR30 unconditioned thr=0.48", "threshold": 0.48, "N": 605, "WR": 66.3, "IS_N": 375, "IS_WR": 67.7, "OOS_N": 230, "OOS_WR": 63.9, "p_value": 0.0, "sig": true, "ci": [ 62.4, 69.9 ] }, "thr_0.48_GEX_POS": { "label": "OR30 GEX=POS thr=0.48", "threshold": 0.48, "N": 452, "WR": 68.8, "IS_N": 288, "IS_WR": 69.8, "OOS_N": 164, "OOS_WR": 67.1, "p_value": 0.0, "sig": true, "ci": [ 64.4, 72.9 ] }, "thr_0.48_GEX_NEG": { "label": "OR30 GEX=NEG thr=0.48", "threshold": 0.48, "N": 138, "WR": 58.7, "IS_N": 80, "IS_WR": 61.3, "OOS_N": 58, "OOS_WR": 55.2, "p_value": 0.0249, "sig": true, "ci": [ 50.4, 66.6 ] }, "thr_0.48_GEX_tier_DEEP_NEG": { "label": "OR30 GEX_tier=DEEP_NEG thr=0.48", "threshold": 0.48, "N": 32, "WR": 62.5, "IS_N": 16, "IS_WR": 68.8, "OOS_N": 16, "OOS_WR": 56.2, "p_value": 0.1077, "sig": false, "ci": [ 45.3, 77.1 ] }, "thr_0.48_GEX_tier_NEG": { "label": "OR30 GEX_tier=NEG thr=0.48", "threshold": 0.48, "N": 106, "WR": 57.5, "IS_N": 64, "IS_WR": 59.4, "OOS_N": 42, "OOS_WR": 54.8, "p_value": 0.0724, "sig": false, "ci": [ 48.0, 66.5 ] }, "thr_0.48_GEX_tier_LOW_POS": { "label": "OR30 GEX_tier=LOW_POS thr=0.48", "threshold": 0.48, "N": 197, "WR": 68.0, "IS_N": 136, "IS_WR": 69.9, "OOS_N": 61, "OOS_WR": 63.9, "p_value": 0.0, "sig": true, "ci": [ 61.2, 74.1 ] }, "thr_0.48_GEX_tier_MID_POS": { "label": "OR30 GEX_tier=MID_POS thr=0.48", "threshold": 0.48, "N": 140, "WR": 69.3, "IS_N": 69, "IS_WR": 72.5, "OOS_N": 71, "OOS_WR": 66.2, "p_value": 0.0, "sig": true, "ci": [ 61.2, 76.3 ] }, "thr_0.48_GEX_tier_HIGH_POS": { "label": "OR30 GEX_tier=HIGH_POS thr=0.48", "threshold": 0.48, "N": 65, "WR": 69.2, "IS_N": 38, "IS_WR": 68.4, "OOS_N": 27, "OOS_WR": 70.4, "p_value": 0.0013, "sig": true, "ci": [ 57.2, 79.1 ] }, "thr_0.48_GEX_tier_EXTREME_POS": { "label": "OR30 GEX_tier=EXTREME_POS thr=0.48", "threshold": 0.48, "N": 50, "WR": 70.0, "IS_N": 45, "IS_WR": 66.7, "OOS_N": 5, "OOS_WR": 100.0, "p_value": 0.0033, "sig": true, "ci": [ 56.2, 80.9 ] }, "thr_0.48_GEX_Q_Q1_NEG": { "label": "OR30 GEX_Q=Q1_NEG thr=0.48", "threshold": 0.48, "N": 136, "WR": 59.6, "IS_N": 79, "IS_WR": 62.0, "OOS_N": 57, "OOS_WR": 56.1, "p_value": 0.0158, "sig": true, "ci": [ 51.2, 67.4 ] }, "thr_0.48_GEX_Q_Q2": { "label": "OR30 GEX_Q=Q2 thr=0.48", "threshold": 0.48, "N": 145, "WR": 65.5, "IS_N": 104, "IS_WR": 69.2, "OOS_N": 41, "OOS_WR": 56.1, "p_value": 0.0001, "sig": true, "ci": [ 57.5, 72.8 ] }, "thr_0.48_GEX_Q_Q3": { "label": "OR30 GEX_Q=Q3 thr=0.48", "threshold": 0.48, "N": 154, "WR": 71.4, "IS_N": 86, "IS_WR": 72.1, "OOS_N": 68, "OOS_WR": 70.6, "p_value": 0.0, "sig": true, "ci": [ 63.8, 78.0 ] }, "thr_0.48_GEX_Q_Q4_POS": { "label": "OR30 GEX_Q=Q4_POS thr=0.48", "threshold": 0.48, "N": 155, "WR": 68.4, "IS_N": 99, "IS_WR": 67.7, "OOS_N": 56, "OOS_WR": 69.6, "p_value": 0.0, "sig": true, "ci": [ 60.7, 75.2 ] }, "thr_0.48_RVOL_HIGH": { "label": "OR30 RVOL=HIGH thr=0.48", "threshold": 0.48, "N": 150, "WR": 58.7, "IS_N": 88, "IS_WR": 56.8, "OOS_N": 62, "OOS_WR": 61.3, "p_value": 0.0204, "sig": true, "ci": [ 50.7, 66.2 ] }, "thr_0.48_RVOL_NORMAL": { "label": "OR30 RVOL=NORMAL thr=0.48", "threshold": 0.48, "N": 294, "WR": 67.0, "IS_N": 181, "IS_WR": 70.7, "OOS_N": 113, "OOS_WR": 61.1, "p_value": 0.0, "sig": true, "ci": [ 61.4, 72.1 ] }, "thr_0.48_RVOL_LOW": { "label": "OR30 RVOL=LOW thr=0.48", "threshold": 0.48, "N": 153, "WR": 71.2, "IS_N": 98, "IS_WR": 70.4, "OOS_N": 55, "OOS_WR": 72.7, "p_value": 0.0, "sig": true, "ci": [ 63.6, 77.8 ] }, "thr_0.48_RVOL_Q_Q1_LOW": { "label": "OR30 RVOL_Q=Q1_LOW thr=0.48", "threshold": 0.48, "N": 151, "WR": 71.5, "IS_N": 97, "IS_WR": 70.1, "OOS_N": 54, "OOS_WR": 74.1, "p_value": 0.0, "sig": true, "ci": [ 63.9, 78.1 ] }, "thr_0.48_RVOL_Q_Q2": { "label": "OR30 RVOL_Q=Q2 thr=0.48", "threshold": 0.48, "N": 154, "WR": 65.6, "IS_N": 93, "IS_WR": 64.5, "OOS_N": 61, "OOS_WR": 67.2, "p_value": 0.0001, "sig": true, "ci": [ 57.8, 72.6 ] }, "thr_0.48_RVOL_Q_Q3": { "label": "OR30 RVOL_Q=Q3 thr=0.48", "threshold": 0.48, "N": 152, "WR": 67.8, "IS_N": 95, "IS_WR": 76.8, "OOS_N": 57, "OOS_WR": 52.6, "p_value": 0.0, "sig": true, "ci": [ 60.0, 74.7 ] }, "thr_0.48_RVOL_Q_Q4_HIGH": { "label": "OR30 RVOL_Q=Q4_HIGH thr=0.48", "threshold": 0.48, "N": 140, "WR": 58.6, "IS_N": 82, "IS_WR": 56.1, "OOS_N": 58, "OOS_WR": 62.1, "p_value": 0.0258, "sig": true, "ci": [ 50.3, 66.4 ] }, "thr_0.5_ALL": { "label": "OR30 unconditioned thr=0.5", "threshold": 0.5, "N": 604, "WR": 77.8, "IS_N": 375, "IS_WR": 80.0, "OOS_N": 229, "OOS_WR": 74.2, "p_value": 0.0, "sig": true, "ci": [ 74.3, 80.9 ] }, "thr_0.5_GEX_POS": { "label": "OR30 GEX=POS thr=0.5", "threshold": 0.5, "N": 452, "WR": 77.0, "IS_N": 288, "IS_WR": 80.2, "OOS_N": 164, "OOS_WR": 71.3, "p_value": 0.0, "sig": true, "ci": [ 72.9, 80.6 ] }, "thr_0.5_GEX_NEG": { "label": "OR30 GEX=NEG thr=0.5", "threshold": 0.5, "N": 137, "WR": 80.3, "IS_N": 80, "IS_WR": 80.0, "OOS_N": 57, "OOS_WR": 80.7, "p_value": 0.0, "sig": true, "ci": [ 72.8, 86.1 ] }, "thr_0.5_GEX_tier_DEEP_NEG": { "label": "OR30 GEX_tier=DEEP_NEG thr=0.5", "threshold": 0.5, "N": 32, "WR": 78.1, "IS_N": 16, "IS_WR": 68.8, "OOS_N": 16, "OOS_WR": 87.5, "p_value": 0.0011, "sig": true, "ci": [ 61.2, 89.0 ] }, "thr_0.5_GEX_tier_NEG": { "label": "OR30 GEX_tier=NEG thr=0.5", "threshold": 0.5, "N": 105, "WR": 81.0, "IS_N": 64, "IS_WR": 82.8, "OOS_N": 41, "OOS_WR": 78.0, "p_value": 0.0, "sig": true, "ci": [ 72.4, 87.3 ] }, "thr_0.5_GEX_tier_LOW_POS": { "label": "OR30 GEX_tier=LOW_POS thr=0.5", "threshold": 0.5, "N": 197, "WR": 75.6, "IS_N": 136, "IS_WR": 79.4, "OOS_N": 61, "OOS_WR": 67.2, "p_value": 0.0, "sig": true, "ci": [ 69.2, 81.1 ] }, "thr_0.5_GEX_tier_MID_POS": { "label": "OR30 GEX_tier=MID_POS thr=0.5", "threshold": 0.5, "N": 140, "WR": 77.1, "IS_N": 69, "IS_WR": 82.6, "OOS_N": 71, "OOS_WR": 71.8, "p_value": 0.0, "sig": true, "ci": [ 69.5, 83.3 ] }, "thr_0.5_GEX_tier_HIGH_POS": { "label": "OR30 GEX_tier=HIGH_POS thr=0.5", "threshold": 0.5, "N": 65, "WR": 78.5, "IS_N": 38, "IS_WR": 81.6, "OOS_N": 27, "OOS_WR": 74.1, "p_value": 0.0, "sig": true, "ci": [ 67.0, 86.7 ] }, "thr_0.5_GEX_tier_EXTREME_POS": { "label": "OR30 GEX_tier=EXTREME_POS thr=0.5", "threshold": 0.5, "N": 50, "WR": 80.0, "IS_N": 45, "IS_WR": 77.8, "OOS_N": 5, "OOS_WR": 100.0, "p_value": 0.0, "sig": true, "ci": [ 67.0, 88.8 ] }, "thr_0.5_GEX_Q_Q1_NEG": { "label": "OR30 GEX_Q=Q1_NEG thr=0.5", "threshold": 0.5, "N": 135, "WR": 80.7, "IS_N": 79, "IS_WR": 81.0, "OOS_N": 56, "OOS_WR": 80.4, "p_value": 0.0, "sig": true, "ci": [ 73.3, 86.5 ] }, "thr_0.5_GEX_Q_Q2": { "label": "OR30 GEX_Q=Q2 thr=0.5", "threshold": 0.5, "N": 145, "WR": 73.8, "IS_N": 104, "IS_WR": 79.8, "OOS_N": 41, "OOS_WR": 58.5, "p_value": 0.0, "sig": true, "ci": [ 66.1, 80.3 ] }, "thr_0.5_GEX_Q_Q3": { "label": "OR30 GEX_Q=Q3 thr=0.5", "threshold": 0.5, "N": 154, "WR": 82.5, "IS_N": 86, "IS_WR": 82.6, "OOS_N": 68, "OOS_WR": 82.4, "p_value": 0.0, "sig": true, "ci": [ 75.7, 87.7 ] }, "thr_0.5_GEX_Q_Q4_POS": { "label": "OR30 GEX_Q=Q4_POS thr=0.5", "threshold": 0.5, "N": 155, "WR": 74.2, "IS_N": 99, "IS_WR": 77.8, "OOS_N": 56, "OOS_WR": 67.9, "p_value": 0.0, "sig": true, "ci": [ 66.8, 80.4 ] }, "thr_0.5_RVOL_HIGH": { "label": "OR30 RVOL=HIGH thr=0.5", "threshold": 0.5, "N": 149, "WR": 79.2, "IS_N": 88, "IS_WR": 81.8, "OOS_N": 61, "OOS_WR": 75.4, "p_value": 0.0, "sig": true, "ci": [ 72.0, 84.9 ] }, "thr_0.5_RVOL_NORMAL": { "label": "OR30 RVOL=NORMAL thr=0.5", "threshold": 0.5, "N": 294, "WR": 78.6, "IS_N": 181, "IS_WR": 81.8, "OOS_N": 113, "OOS_WR": 73.5, "p_value": 0.0, "sig": true, "ci": [ 73.5, 82.9 ] }, "thr_0.5_RVOL_LOW": { "label": "OR30 RVOL=LOW thr=0.5", "threshold": 0.5, "N": 153, "WR": 74.5, "IS_N": 98, "IS_WR": 74.5, "OOS_N": 55, "OOS_WR": 74.5, "p_value": 0.0, "sig": true, "ci": [ 67.1, 80.8 ] }, "thr_0.5_RVOL_Q_Q1_LOW": { "label": "OR30 RVOL_Q=Q1_LOW thr=0.5", "threshold": 0.5, "N": 151, "WR": 74.2, "IS_N": 97, "IS_WR": 74.2, "OOS_N": 54, "OOS_WR": 74.1, "p_value": 0.0, "sig": true, "ci": [ 66.7, 80.5 ] }, "thr_0.5_RVOL_Q_Q2": { "label": "OR30 RVOL_Q=Q2 thr=0.5", "threshold": 0.5, "N": 154, "WR": 79.9, "IS_N": 93, "IS_WR": 80.6, "OOS_N": 61, "OOS_WR": 78.7, "p_value": 0.0, "sig": true, "ci": [ 72.8, 85.4 ] }, "thr_0.5_RVOL_Q_Q3": { "label": "OR30 RVOL_Q=Q3 thr=0.5", "threshold": 0.5, "N": 152, "WR": 77.6, "IS_N": 95, "IS_WR": 82.1, "OOS_N": 57, "OOS_WR": 70.2, "p_value": 0.0, "sig": true, "ci": [ 70.4, 83.5 ] }, "thr_0.5_RVOL_Q_Q4_HIGH": { "label": "OR30 RVOL_Q=Q4_HIGH thr=0.5", "threshold": 0.5, "N": 139, "WR": 79.1, "IS_N": 82, "IS_WR": 82.9, "OOS_N": 57, "OOS_WR": 73.7, "p_value": 0.0, "sig": true, "ci": [ 71.6, 85.1 ] }, "thr_0.52_ALL": { "label": "OR30 unconditioned thr=0.52", "threshold": 0.52, "N": 234, "WR": 86.8, "IS_N": 160, "IS_WR": 86.9, "OOS_N": 74, "OOS_WR": 86.5, "p_value": 0.0, "sig": true, "ci": [ 81.8, 90.5 ] }, "thr_0.52_GEX_POS": { "label": "OR30 GEX=POS thr=0.52", "threshold": 0.52, "N": 178, "WR": 87.1, "IS_N": 125, "IS_WR": 87.2, "OOS_N": 53, "OOS_WR": 86.8, "p_value": 0.0, "sig": true, "ci": [ 81.4, 91.2 ] }, "thr_0.52_GEX_NEG": { "label": "OR30 GEX=NEG thr=0.52", "threshold": 0.52, "N": 47, "WR": 85.1, "IS_N": 30, "IS_WR": 86.7, "OOS_N": 17, "OOS_WR": 82.4, "p_value": 0.0, "sig": true, "ci": [ 72.3, 92.6 ] }, "thr_0.52_GEX_tier_DEEP_NEG": { "label": "OR30 GEX_tier=DEEP_NEG thr=0.52", "threshold": 0.52, "N": 14, "WR": 78.6, "IS_N": 7, "IS_WR": 71.4, "OOS_N": 7, "OOS_WR": 85.7, "p_value": 0.0287, "sig": true, "ci": [ 52.4, 92.4 ] }, "thr_0.52_GEX_tier_NEG": { "label": "OR30 GEX_tier=NEG thr=0.52", "threshold": 0.52, "N": 33, "WR": 87.9, "IS_N": 23, "IS_WR": 91.3, "OOS_N": 10, "OOS_WR": 80.0, "p_value": 0.0, "sig": true, "ci": [ 72.7, 95.2 ] }, "thr_0.52_GEX_tier_LOW_POS": { "label": "OR30 GEX_tier=LOW_POS thr=0.52", "threshold": 0.52, "N": 81, "WR": 82.7, "IS_N": 60, "IS_WR": 83.3, "OOS_N": 21, "OOS_WR": 81.0, "p_value": 0.0, "sig": true, "ci": [ 73.1, 89.4 ] }, "thr_0.52_GEX_tier_MID_POS": { "label": "OR30 GEX_tier=MID_POS thr=0.52", "threshold": 0.52, "N": 48, "WR": 89.6, "IS_N": 26, "IS_WR": 88.5, "OOS_N": 22, "OOS_WR": 90.9, "p_value": 0.0, "sig": true, "ci": [ 77.8, 95.5 ] }, "thr_0.52_GEX_tier_HIGH_POS": { "label": "OR30 GEX_tier=HIGH_POS thr=0.52", "threshold": 0.52, "N": 24, "WR": 91.7, "IS_N": 17, "IS_WR": 94.1, "OOS_N": 7, "OOS_WR": 85.7, "p_value": 0.0, "sig": true, "ci": [ 74.2, 97.7 ] }, "thr_0.52_GEX_tier_EXTREME_POS": { "label": "OR30 GEX_tier=EXTREME_POS thr=0.52", "threshold": 0.52, "N": 25, "WR": 92.0, "IS_N": 22, "IS_WR": 90.9, "OOS_N": 3, "OOS_WR": 100.0, "p_value": 0.0, "sig": true, "ci": [ 75.0, 97.8 ] }, "thr_0.52_GEX_Q_Q1_NEG": { "label": "OR30 GEX_Q=Q1_NEG thr=0.52", "threshold": 0.52, "N": 47, "WR": 85.1, "IS_N": 30, "IS_WR": 86.7, "OOS_N": 17, "OOS_WR": 82.4, "p_value": 0.0, "sig": true, "ci": [ 72.3, 92.6 ] }, "thr_0.52_GEX_Q_Q2": { "label": "OR30 GEX_Q=Q2 thr=0.52", "threshold": 0.52, "N": 58, "WR": 79.3, "IS_N": 46, "IS_WR": 82.6, "OOS_N": 12, "OOS_WR": 66.7, "p_value": 0.0, "sig": true, "ci": [ 67.2, 87.7 ] }, "thr_0.52_GEX_Q_Q3": { "label": "OR30 GEX_Q=Q3 thr=0.52", "threshold": 0.52, "N": 61, "WR": 91.8, "IS_N": 35, "IS_WR": 88.6, "OOS_N": 26, "OOS_WR": 96.2, "p_value": 0.0, "sig": true, "ci": [ 82.2, 96.4 ] }, "thr_0.52_GEX_Q_Q4_POS": { "label": "OR30 GEX_Q=Q4_POS thr=0.52", "threshold": 0.52, "N": 59, "WR": 89.8, "IS_N": 44, "IS_WR": 90.9, "OOS_N": 15, "OOS_WR": 86.7, "p_value": 0.0, "sig": true, "ci": [ 79.5, 95.3 ] }, "thr_0.52_RVOL_HIGH": { "label": "OR30 RVOL=HIGH thr=0.52", "threshold": 0.52, "N": 52, "WR": 80.8, "IS_N": 34, "IS_WR": 79.4, "OOS_N": 18, "OOS_WR": 83.3, "p_value": 0.0, "sig": true, "ci": [ 68.1, 89.2 ] }, "thr_0.52_RVOL_NORMAL": { "label": "OR30 RVOL=NORMAL thr=0.52", "threshold": 0.52, "N": 106, "WR": 89.6, "IS_N": 73, "IS_WR": 91.8, "OOS_N": 33, "OOS_WR": 84.8, "p_value": 0.0, "sig": true, "ci": [ 82.4, 94.1 ] }, "thr_0.52_RVOL_LOW": { "label": "OR30 RVOL=LOW thr=0.52", "threshold": 0.52, "N": 73, "WR": 86.3, "IS_N": 50, "IS_WR": 84.0, "OOS_N": 23, "OOS_WR": 91.3, "p_value": 0.0, "sig": true, "ci": [ 76.6, 92.4 ] }, "thr_0.52_RVOL_Q_Q1_LOW": { "label": "OR30 RVOL_Q=Q1_LOW thr=0.52", "threshold": 0.52, "N": 73, "WR": 86.3, "IS_N": 50, "IS_WR": 84.0, "OOS_N": 23, "OOS_WR": 91.3, "p_value": 0.0, "sig": true, "ci": [ 76.6, 92.4 ] }, "thr_0.52_RVOL_Q_Q2": { "label": "OR30 RVOL_Q=Q2 thr=0.52", "threshold": 0.52, "N": 50, "WR": 92.0, "IS_N": 32, "IS_WR": 93.8, "OOS_N": 18, "OOS_WR": 88.9, "p_value": 0.0, "sig": true, "ci": [ 81.2, 96.8 ] }, "thr_0.52_RVOL_Q_Q3": { "label": "OR30 RVOL_Q=Q3 thr=0.52", "threshold": 0.52, "N": 59, "WR": 86.4, "IS_N": 43, "IS_WR": 88.4, "OOS_N": 16, "OOS_WR": 81.2, "p_value": 0.0, "sig": true, "ci": [ 75.5, 93.0 ] }, "thr_0.52_RVOL_Q_Q4_HIGH": { "label": "OR30 RVOL_Q=Q4_HIGH thr=0.52", "threshold": 0.52, "N": 49, "WR": 81.6, "IS_N": 32, "IS_WR": 81.2, "OOS_N": 17, "OOS_WR": 82.4, "p_value": 0.0, "sig": true, "ci": [ 68.6, 90.0 ] }, "thr_0.55_ALL": { "label": "OR30 unconditioned thr=0.55", "threshold": 0.55, "N": 52, "WR": 90.4, "IS_N": 41, "IS_WR": 90.2, "OOS_N": 11, "OOS_WR": 90.9, "p_value": 0.0, "sig": true, "ci": [ 79.4, 95.8 ] }, "thr_0.55_GEX_POS": { "label": "OR30 GEX=POS thr=0.55", "threshold": 0.55, "N": 40, "WR": 90.0, "IS_N": 32, "IS_WR": 90.6, "OOS_N": 8, "OOS_WR": 87.5, "p_value": 0.0, "sig": true, "ci": [ 76.9, 96.0 ] }, "thr_0.55_GEX_NEG": { "label": "OR30 GEX=NEG thr=0.55", "threshold": 0.55, "N": 6, "WR": 83.3, "IS_N": 6, "IS_WR": 83.3, "OOS_N": 0, "OOS_WR": null, "p_value": 0.1094, "sig": false, "ci": [ 43.6, 97.0 ] }, "thr_0.55_GEX_tier_DEEP_NEG": { "label": "OR30 GEX_tier=DEEP_NEG thr=0.55", "threshold": 0.55, "N": 2, "WR": 50.0, "IS_N": 2, "IS_WR": 50.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 9.5, 90.5 ] }, "thr_0.55_GEX_tier_NEG": { "label": "OR30 GEX_tier=NEG thr=0.55", "threshold": 0.55, "N": 4, "WR": 100.0, "IS_N": 4, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 51.0, 100.0 ] }, "thr_0.55_GEX_tier_LOW_POS": { "label": "OR30 GEX_tier=LOW_POS thr=0.55", "threshold": 0.55, "N": 17, "WR": 82.4, "IS_N": 14, "IS_WR": 85.7, "OOS_N": 3, "OOS_WR": 66.7, "p_value": 0.0064, "sig": true, "ci": [ 59.0, 93.8 ] }, "thr_0.55_GEX_tier_MID_POS": { "label": "OR30 GEX_tier=MID_POS thr=0.55", "threshold": 0.55, "N": 8, "WR": 100.0, "IS_N": 5, "IS_WR": 100.0, "OOS_N": 3, "OOS_WR": 100.0, "p_value": 0.0039, "sig": true, "ci": [ 67.6, 100.0 ] }, "thr_0.55_GEX_tier_HIGH_POS": { "label": "OR30 GEX_tier=HIGH_POS thr=0.55", "threshold": 0.55, "N": 8, "WR": 87.5, "IS_N": 7, "IS_WR": 85.7, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 0.0352, "sig": true, "ci": [ 52.9, 97.8 ] }, "thr_0.55_GEX_tier_EXTREME_POS": { "label": "OR30 GEX_tier=EXTREME_POS thr=0.55", "threshold": 0.55, "N": 7, "WR": 100.0, "IS_N": 6, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 0.0078, "sig": true, "ci": [ 64.6, 100.0 ] }, "thr_0.55_GEX_Q_Q1_NEG": { "label": "OR30 GEX_Q=Q1_NEG thr=0.55", "threshold": 0.55, "N": 6, "WR": 83.3, "IS_N": 6, "IS_WR": 83.3, "OOS_N": 0, "OOS_WR": null, "p_value": 0.1094, "sig": false, "ci": [ 43.6, 97.0 ] }, "thr_0.55_GEX_Q_Q2": { "label": "OR30 GEX_Q=Q2 thr=0.55", "threshold": 0.55, "N": 11, "WR": 81.8, "IS_N": 10, "IS_WR": 90.0, "OOS_N": 1, "OOS_WR": 0.0, "p_value": 0.0327, "sig": true, "ci": [ 52.3, 94.9 ] }, "thr_0.55_GEX_Q_Q3": { "label": "OR30 GEX_Q=Q3 thr=0.55", "threshold": 0.55, "N": 11, "WR": 90.9, "IS_N": 8, "IS_WR": 87.5, "OOS_N": 3, "OOS_WR": 100.0, "p_value": 0.0059, "sig": true, "ci": [ 62.3, 98.4 ] }, "thr_0.55_GEX_Q_Q4_POS": { "label": "OR30 GEX_Q=Q4_POS thr=0.55", "threshold": 0.55, "N": 18, "WR": 94.4, "IS_N": 14, "IS_WR": 92.9, "OOS_N": 4, "OOS_WR": 100.0, "p_value": 0.0001, "sig": true, "ci": [ 74.2, 99.0 ] }, "thr_0.55_RVOL_HIGH": { "label": "OR30 RVOL=HIGH thr=0.55", "threshold": 0.55, "N": 6, "WR": 66.7, "IS_N": 5, "IS_WR": 80.0, "OOS_N": 1, "OOS_WR": 0.0, "p_value": 0.3438, "sig": false, "ci": [ 30.0, 90.3 ] }, "thr_0.55_RVOL_NORMAL": { "label": "OR30 RVOL=NORMAL thr=0.55", "threshold": 0.55, "N": 25, "WR": 96.0, "IS_N": 22, "IS_WR": 95.5, "OOS_N": 3, "OOS_WR": 100.0, "p_value": 0.0, "sig": true, "ci": [ 80.5, 99.3 ] }, "thr_0.55_RVOL_LOW": { "label": "OR30 RVOL=LOW thr=0.55", "threshold": 0.55, "N": 20, "WR": 90.0, "IS_N": 13, "IS_WR": 84.6, "OOS_N": 7, "OOS_WR": 100.0, "p_value": 0.0002, "sig": true, "ci": [ 69.9, 97.2 ] }, "thr_0.55_RVOL_Q_Q1_LOW": { "label": "OR30 RVOL_Q=Q1_LOW thr=0.55", "threshold": 0.55, "N": 20, "WR": 90.0, "IS_N": 13, "IS_WR": 84.6, "OOS_N": 7, "OOS_WR": 100.0, "p_value": 0.0002, "sig": true, "ci": [ 69.9, 97.2 ] }, "thr_0.55_RVOL_Q_Q2": { "label": "OR30 RVOL_Q=Q2 thr=0.55", "threshold": 0.55, "N": 10, "WR": 100.0, "IS_N": 8, "IS_WR": 100.0, "OOS_N": 2, "OOS_WR": 100.0, "p_value": 0.001, "sig": true, "ci": [ 72.2, 100.0 ] }, "thr_0.55_RVOL_Q_Q3": { "label": "OR30 RVOL_Q=Q3 thr=0.55", "threshold": 0.55, "N": 15, "WR": 93.3, "IS_N": 14, "IS_WR": 92.9, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 0.0005, "sig": true, "ci": [ 70.2, 98.8 ] }, "thr_0.55_RVOL_Q_Q4_HIGH": { "label": "OR30 RVOL_Q=Q4_HIGH thr=0.55", "threshold": 0.55, "N": 6, "WR": 66.7, "IS_N": 5, "IS_WR": 80.0, "OOS_N": 1, "OOS_WR": 0.0, "p_value": 0.3438, "sig": false, "ci": [ 30.0, 90.3 ] }, "thr_0.58_ALL": { "label": "OR30 unconditioned thr=0.58", "threshold": 0.58, "N": 18, "WR": 94.4, "IS_N": 13, "IS_WR": 92.3, "OOS_N": 5, "OOS_WR": 100.0, "p_value": 0.0001, "sig": true, "ci": [ 74.2, 99.0 ] }, "thr_0.58_GEX_POS": { "label": "OR30 GEX=POS thr=0.58", "threshold": 0.58, "N": 14, "WR": 100.0, "IS_N": 9, "IS_WR": 100.0, "OOS_N": 5, "OOS_WR": 100.0, "p_value": 0.0001, "sig": true, "ci": [ 78.5, 100.0 ] }, "thr_0.58_GEX_NEG": { "label": "OR30 GEX=NEG thr=0.58", "threshold": 0.58, "N": 3, "WR": 66.7, "IS_N": 3, "IS_WR": 66.7, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 20.8, 93.9 ] }, "thr_0.58_GEX_tier_DEEP_NEG": { "label": "OR30 GEX_tier=DEEP_NEG thr=0.58", "threshold": 0.58, "N": 2, "WR": 50.0, "IS_N": 2, "IS_WR": 50.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 9.5, 90.5 ] }, "thr_0.58_GEX_tier_NEG": { "label": "OR30 GEX_tier=NEG thr=0.58", "threshold": 0.58, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 20.7, 100.0 ] }, "thr_0.58_GEX_tier_LOW_POS": { "label": "OR30 GEX_tier=LOW_POS thr=0.58", "threshold": 0.58, "N": 5, "WR": 100.0, "IS_N": 3, "IS_WR": 100.0, "OOS_N": 2, "OOS_WR": 100.0, "p_value": 0.0312, "sig": true, "ci": [ 56.6, 100.0 ] }, "thr_0.58_GEX_tier_MID_POS": { "label": "OR30 GEX_tier=MID_POS thr=0.58", "threshold": 0.58, "N": 1, "WR": 100.0, "IS_N": 0, "IS_WR": null, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 1.0, "sig": false, "ci": [ 20.7, 100.0 ] }, "thr_0.58_GEX_tier_HIGH_POS": { "label": "OR30 GEX_tier=HIGH_POS thr=0.58", "threshold": 0.58, "N": 4, "WR": 100.0, "IS_N": 3, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 1.0, "sig": false, "ci": [ 51.0, 100.0 ] }, "thr_0.58_GEX_tier_EXTREME_POS": { "label": "OR30 GEX_tier=EXTREME_POS thr=0.58", "threshold": 0.58, "N": 4, "WR": 100.0, "IS_N": 3, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 1.0, "sig": false, "ci": [ 51.0, 100.0 ] }, "thr_0.58_GEX_Q_Q1_NEG": { "label": "OR30 GEX_Q=Q1_NEG thr=0.58", "threshold": 0.58, "N": 3, "WR": 66.7, "IS_N": 3, "IS_WR": 66.7, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 20.8, 93.9 ] }, "thr_0.58_GEX_Q_Q2": { "label": "OR30 GEX_Q=Q2 thr=0.58", "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 34.2, 100.0 ] }, "thr_0.58_GEX_Q_Q3": { "label": "OR30 GEX_Q=Q3 thr=0.58", "threshold": 0.58, "N": 4, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 3, "OOS_WR": 100.0, "p_value": 1.0, "sig": false, "ci": [ 51.0, 100.0 ] }, "thr_0.58_GEX_Q_Q4_POS": { "label": "OR30 GEX_Q=Q4_POS thr=0.58", "threshold": 0.58, "N": 8, "WR": 100.0, "IS_N": 6, "IS_WR": 100.0, "OOS_N": 2, "OOS_WR": 100.0, "p_value": 0.0039, "sig": true, "ci": [ 67.6, 100.0 ] }, "thr_0.58_RVOL_NORMAL": { "label": "OR30 RVOL=NORMAL thr=0.58", "threshold": 0.58, "N": 7, "WR": 100.0, "IS_N": 6, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 0.0078, "sig": true, "ci": [ 64.6, 100.0 ] }, "thr_0.58_RVOL_LOW": { "label": "OR30 RVOL=LOW thr=0.58", "threshold": 0.58, "N": 10, "WR": 90.0, "IS_N": 6, "IS_WR": 83.3, "OOS_N": 4, "OOS_WR": 100.0, "p_value": 0.0107, "sig": true, "ci": [ 59.6, 98.2 ] }, "thr_0.58_RVOL_Q_Q1_LOW": { "label": "OR30 RVOL_Q=Q1_LOW thr=0.58", "threshold": 0.58, "N": 10, "WR": 90.0, "IS_N": 6, "IS_WR": 83.3, "OOS_N": 4, "OOS_WR": 100.0, "p_value": 0.0107, "sig": true, "ci": [ 59.6, 98.2 ] }, "thr_0.58_RVOL_Q_Q2": { "label": "OR30 RVOL_Q=Q2 thr=0.58", "threshold": 0.58, "N": 3, "WR": 100.0, "IS_N": 3, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 43.8, 100.0 ] }, "thr_0.58_RVOL_Q_Q3": { "label": "OR30 RVOL_Q=Q3 thr=0.58", "threshold": 0.58, "N": 4, "WR": 100.0, "IS_N": 3, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 1.0, "sig": false, "ci": [ 51.0, 100.0 ] }, "thr_0.6_ALL": { "label": "OR30 unconditioned thr=0.6", "threshold": 0.6, "N": 8, "WR": 100.0, "IS_N": 6, "IS_WR": 100.0, "OOS_N": 2, "OOS_WR": 100.0, "p_value": 0.0039, "sig": true, "ci": [ 67.6, 100.0 ] }, "thr_0.6_GEX_POS": { "label": "OR30 GEX=POS thr=0.6", "threshold": 0.6, "N": 7, "WR": 100.0, "IS_N": 5, "IS_WR": 100.0, "OOS_N": 2, "OOS_WR": 100.0, "p_value": 0.0078, "sig": true, "ci": [ 64.6, 100.0 ] }, "thr_0.6_GEX_tier_LOW_POS": { "label": "OR30 GEX_tier=LOW_POS thr=0.6", "threshold": 0.6, "N": 2, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 1.0, "sig": false, "ci": [ 34.2, 100.0 ] }, "thr_0.6_GEX_tier_HIGH_POS": { "label": "OR30 GEX_tier=HIGH_POS thr=0.6", "threshold": 0.6, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 20.7, 100.0 ] }, "thr_0.6_GEX_tier_EXTREME_POS": { "label": "OR30 GEX_tier=EXTREME_POS thr=0.6", "threshold": 0.6, "N": 4, "WR": 100.0, "IS_N": 3, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 1.0, "sig": false, "ci": [ 51.0, 100.0 ] }, "thr_0.6_GEX_Q_Q2": { "label": "OR30 GEX_Q=Q2 thr=0.6", "threshold": 0.6, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 20.7, 100.0 ] }, "thr_0.6_GEX_Q_Q3": { "label": "OR30 GEX_Q=Q3 thr=0.6", "threshold": 0.6, "N": 1, "WR": 100.0, "IS_N": 0, "IS_WR": null, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 1.0, "sig": false, "ci": [ 20.7, 100.0 ] }, "thr_0.6_GEX_Q_Q4_POS": { "label": "OR30 GEX_Q=Q4_POS thr=0.6", "threshold": 0.6, "N": 5, "WR": 100.0, "IS_N": 4, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 0.0312, "sig": true, "ci": [ 56.6, 100.0 ] }, "thr_0.6_RVOL_NORMAL": { "label": "OR30 RVOL=NORMAL thr=0.6", "threshold": 0.6, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 20.7, 100.0 ] }, "thr_0.6_RVOL_LOW": { "label": "OR30 RVOL=LOW thr=0.6", "threshold": 0.6, "N": 7, "WR": 100.0, "IS_N": 5, "IS_WR": 100.0, "OOS_N": 2, "OOS_WR": 100.0, "p_value": 0.0078, "sig": true, "ci": [ 64.6, 100.0 ] }, "thr_0.6_RVOL_Q_Q1_LOW": { "label": "OR30 RVOL_Q=Q1_LOW thr=0.6", "threshold": 0.6, "N": 7, "WR": 100.0, "IS_N": 5, "IS_WR": 100.0, "OOS_N": 2, "OOS_WR": 100.0, "p_value": 0.0078, "sig": true, "ci": [ 64.6, 100.0 ] }, "thr_0.6_RVOL_Q_Q2": { "label": "OR30 RVOL_Q=Q2 thr=0.6", "threshold": 0.6, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false, "ci": [ 20.7, 100.0 ] } }, "B_firstN_buypct": { "n30_thr_0.48_ALL": { "label": "OR30 first_30m thr=0.48", "n_min": 30, "threshold": 0.48, "N": 742, "WR": 56.2, "IS_N": 448, "IS_WR": 55.1, "OOS_N": 294, "OOS_WR": 57.8, "p_value": 0.0004, "sig": true }, "n30_thr_0.48_GEX_POS": { "label": "", "n_min": 30, "threshold": 0.48, "N": 538, "WR": 58.9, "IS_N": 339, "IS_WR": 57.2, "OOS_N": 199, "OOS_WR": 61.8, "p_value": 0.0, "sig": true }, "n30_thr_0.48_GEX_NEG": { "label": "", "n_min": 30, "threshold": 0.48, "N": 184, "WR": 49.5, "IS_N": 102, "IS_WR": 49.0, "OOS_N": 82, "OOS_WR": 50.0, "p_value": 0.5875, "sig": false }, "n30_thr_0.48_RVOL_HIGH": { "label": "", "n_min": 30, "threshold": 0.48, "N": 200, "WR": 52.5, "IS_N": 113, "IS_WR": 50.4, "OOS_N": 87, "OOS_WR": 55.2, "p_value": 0.2623, "sig": false }, "n30_thr_0.48_RVOL_NORMAL": { "label": "", "n_min": 30, "threshold": 0.48, "N": 351, "WR": 57.5, "IS_N": 212, "IS_WR": 58.5, "OOS_N": 139, "OOS_WR": 56.1, "p_value": 0.0027, "sig": true }, "n30_thr_0.48_RVOL_LOW": { "label": "", "n_min": 30, "threshold": 0.48, "N": 181, "WR": 57.5, "IS_N": 113, "IS_WR": 53.1, "OOS_N": 68, "OOS_WR": 64.7, "p_value": 0.0265, "sig": true }, "n30_thr_0.5_ALL": { "label": "OR30 first_30m thr=0.5", "n_min": 30, "threshold": 0.5, "N": 742, "WR": 62.5, "IS_N": 448, "IS_WR": 61.4, "OOS_N": 294, "OOS_WR": 64.3, "p_value": 0.0, "sig": true }, "n30_thr_0.5_GEX_POS": { "label": "", "n_min": 30, "threshold": 0.5, "N": 538, "WR": 63.2, "IS_N": 339, "IS_WR": 61.4, "OOS_N": 199, "OOS_WR": 66.3, "p_value": 0.0, "sig": true }, "n30_thr_0.5_GEX_NEG": { "label": "", "n_min": 30, "threshold": 0.5, "N": 184, "WR": 63.6, "IS_N": 102, "IS_WR": 62.7, "OOS_N": 82, "OOS_WR": 64.6, "p_value": 0.0001, "sig": true }, "n30_thr_0.5_RVOL_HIGH": { "label": "", "n_min": 30, "threshold": 0.5, "N": 200, "WR": 65.0, "IS_N": 113, "IS_WR": 69.0, "OOS_N": 87, "OOS_WR": 59.8, "p_value": 0.0, "sig": true }, "n30_thr_0.5_RVOL_NORMAL": { "label": "", "n_min": 30, "threshold": 0.5, "N": 351, "WR": 61.3, "IS_N": 212, "IS_WR": 58.5, "OOS_N": 139, "OOS_WR": 65.5, "p_value": 0.0, "sig": true }, "n30_thr_0.5_RVOL_LOW": { "label": "", "n_min": 30, "threshold": 0.5, "N": 181, "WR": 61.9, "IS_N": 113, "IS_WR": 58.4, "OOS_N": 68, "OOS_WR": 67.6, "p_value": 0.0009, "sig": true }, "n30_thr_0.52_ALL": { "label": "OR30 first_30m thr=0.52", "n_min": 30, "threshold": 0.52, "N": 109, "WR": 76.1, "IS_N": 74, "IS_WR": 71.6, "OOS_N": 35, "OOS_WR": 85.7, "p_value": 0.0, "sig": true }, "n30_thr_0.52_GEX_POS": { "label": "", "n_min": 30, "threshold": 0.52, "N": 81, "WR": 80.2, "IS_N": 58, "IS_WR": 75.9, "OOS_N": 23, "OOS_WR": 91.3, "p_value": 0.0, "sig": true }, "n30_thr_0.52_GEX_NEG": { "label": "", "n_min": 30, "threshold": 0.52, "N": 24, "WR": 70.8, "IS_N": 14, "IS_WR": 57.1, "OOS_N": 10, "OOS_WR": 90.0, "p_value": 0.032, "sig": true }, "n30_thr_0.52_RVOL_HIGH": { "label": "", "n_min": 30, "threshold": 0.52, "N": 30, "WR": 80.0, "IS_N": 21, "IS_WR": 76.2, "OOS_N": 9, "OOS_WR": 88.9, "p_value": 0.0007, "sig": true }, "n30_thr_0.52_RVOL_NORMAL": { "label": "", "n_min": 30, "threshold": 0.52, "N": 38, "WR": 84.2, "IS_N": 28, "IS_WR": 82.1, "OOS_N": 10, "OOS_WR": 90.0, "p_value": 0.0, "sig": true }, "n30_thr_0.52_RVOL_LOW": { "label": "", "n_min": 30, "threshold": 0.52, "N": 41, "WR": 65.9, "IS_N": 25, "IS_WR": 56.0, "OOS_N": 16, "OOS_WR": 81.2, "p_value": 0.0298, "sig": true }, "n30_thr_0.55_ALL": { "label": "OR30 first_30m thr=0.55", "n_min": 30, "threshold": 0.55, "N": 10, "WR": 70.0, "IS_N": 8, "IS_WR": 75.0, "OOS_N": 2, "OOS_WR": 50.0, "p_value": 0.1719, "sig": false }, "n30_thr_0.55_GEX_POS": { "label": "", "n_min": 30, "threshold": 0.55, "N": 7, "WR": 85.7, "IS_N": 6, "IS_WR": 83.3, "OOS_N": 1, "OOS_WR": 100.0, "p_value": 0.0625, "sig": false }, "n30_thr_0.55_GEX_NEG": { "label": "", "n_min": 30, "threshold": 0.55, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n30_thr_0.55_RVOL_NORMAL": { "label": "", "n_min": 30, "threshold": 0.55, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n30_thr_0.55_RVOL_LOW": { "label": "", "n_min": 30, "threshold": 0.55, "N": 9, "WR": 66.7, "IS_N": 7, "IS_WR": 71.4, "OOS_N": 2, "OOS_WR": 50.0, "p_value": 0.2539, "sig": false }, "n30_thr_0.58_ALL": { "label": "OR30 first_30m thr=0.58", "n_min": 30, "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n30_thr_0.58_GEX_POS": { "label": "", "n_min": 30, "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n30_thr_0.58_RVOL_LOW": { "label": "", "n_min": 30, "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n45_thr_0.48_ALL": { "label": "OR30 first_45m thr=0.48", "n_min": 45, "threshold": 0.48, "N": 742, "WR": 56.1, "IS_N": 448, "IS_WR": 56.2, "OOS_N": 294, "OOS_WR": 55.8, "p_value": 0.0005, "sig": true }, "n45_thr_0.48_GEX_POS": { "label": "", "n_min": 45, "threshold": 0.48, "N": 538, "WR": 58.7, "IS_N": 339, "IS_WR": 58.4, "OOS_N": 199, "OOS_WR": 59.3, "p_value": 0.0, "sig": true }, "n45_thr_0.48_GEX_NEG": { "label": "", "n_min": 45, "threshold": 0.48, "N": 184, "WR": 48.9, "IS_N": 102, "IS_WR": 50.0, "OOS_N": 82, "OOS_WR": 47.6, "p_value": 0.6437, "sig": false }, "n45_thr_0.48_RVOL_HIGH": { "label": "", "n_min": 45, "threshold": 0.48, "N": 200, "WR": 48.0, "IS_N": 113, "IS_WR": 45.1, "OOS_N": 87, "OOS_WR": 51.7, "p_value": 0.7377, "sig": false }, "n45_thr_0.48_RVOL_NORMAL": { "label": "", "n_min": 45, "threshold": 0.48, "N": 351, "WR": 58.7, "IS_N": 212, "IS_WR": 60.8, "OOS_N": 139, "OOS_WR": 55.4, "p_value": 0.0007, "sig": true }, "n45_thr_0.48_RVOL_LOW": { "label": "", "n_min": 45, "threshold": 0.48, "N": 181, "WR": 59.7, "IS_N": 113, "IS_WR": 58.4, "OOS_N": 68, "OOS_WR": 61.8, "p_value": 0.0056, "sig": true }, "n45_thr_0.5_ALL": { "label": "OR30 first_45m thr=0.5", "n_min": 45, "threshold": 0.5, "N": 742, "WR": 70.6, "IS_N": 448, "IS_WR": 71.0, "OOS_N": 294, "OOS_WR": 70.1, "p_value": 0.0, "sig": true }, "n45_thr_0.5_GEX_POS": { "label": "", "n_min": 45, "threshold": 0.5, "N": 538, "WR": 70.6, "IS_N": 339, "IS_WR": 70.8, "OOS_N": 199, "OOS_WR": 70.4, "p_value": 0.0, "sig": true }, "n45_thr_0.5_GEX_NEG": { "label": "", "n_min": 45, "threshold": 0.5, "N": 184, "WR": 72.3, "IS_N": 102, "IS_WR": 71.6, "OOS_N": 82, "OOS_WR": 73.2, "p_value": 0.0, "sig": true }, "n45_thr_0.5_RVOL_HIGH": { "label": "", "n_min": 45, "threshold": 0.5, "N": 200, "WR": 68.5, "IS_N": 113, "IS_WR": 70.8, "OOS_N": 87, "OOS_WR": 65.5, "p_value": 0.0, "sig": true }, "n45_thr_0.5_RVOL_NORMAL": { "label": "", "n_min": 45, "threshold": 0.5, "N": 351, "WR": 71.8, "IS_N": 212, "IS_WR": 71.7, "OOS_N": 139, "OOS_WR": 71.9, "p_value": 0.0, "sig": true }, "n45_thr_0.5_RVOL_LOW": { "label": "", "n_min": 45, "threshold": 0.5, "N": 181, "WR": 70.2, "IS_N": 113, "IS_WR": 69.0, "OOS_N": 68, "OOS_WR": 72.1, "p_value": 0.0, "sig": true }, "n45_thr_0.52_ALL": { "label": "OR30 first_45m thr=0.52", "n_min": 45, "threshold": 0.52, "N": 84, "WR": 81.0, "IS_N": 59, "IS_WR": 81.4, "OOS_N": 25, "OOS_WR": 80.0, "p_value": 0.0, "sig": true }, "n45_thr_0.52_GEX_POS": { "label": "", "n_min": 45, "threshold": 0.52, "N": 64, "WR": 84.4, "IS_N": 47, "IS_WR": 85.1, "OOS_N": 17, "OOS_WR": 82.4, "p_value": 0.0, "sig": true }, "n45_thr_0.52_GEX_NEG": { "label": "", "n_min": 45, "threshold": 0.52, "N": 12, "WR": 75.0, "IS_N": 9, "IS_WR": 66.7, "OOS_N": 3, "OOS_WR": 100.0, "p_value": 0.073, "sig": false }, "n45_thr_0.52_RVOL_HIGH": { "label": "", "n_min": 45, "threshold": 0.52, "N": 15, "WR": 73.3, "IS_N": 9, "IS_WR": 77.8, "OOS_N": 6, "OOS_WR": 66.7, "p_value": 0.0592, "sig": false }, "n45_thr_0.52_RVOL_NORMAL": { "label": "", "n_min": 45, "threshold": 0.52, "N": 34, "WR": 88.2, "IS_N": 29, "IS_WR": 86.2, "OOS_N": 5, "OOS_WR": 100.0, "p_value": 0.0, "sig": true }, "n45_thr_0.52_RVOL_LOW": { "label": "", "n_min": 45, "threshold": 0.52, "N": 35, "WR": 77.1, "IS_N": 21, "IS_WR": 76.2, "OOS_N": 14, "OOS_WR": 78.6, "p_value": 0.0009, "sig": true }, "n45_thr_0.55_ALL": { "label": "OR30 first_45m thr=0.55", "n_min": 45, "threshold": 0.55, "N": 6, "WR": 83.3, "IS_N": 5, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 0.0, "p_value": 0.1094, "sig": false }, "n45_thr_0.55_GEX_POS": { "label": "", "n_min": 45, "threshold": 0.55, "N": 4, "WR": 100.0, "IS_N": 4, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n45_thr_0.55_GEX_NEG": { "label": "", "n_min": 45, "threshold": 0.55, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n45_thr_0.55_RVOL_NORMAL": { "label": "", "n_min": 45, "threshold": 0.55, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n45_thr_0.55_RVOL_LOW": { "label": "", "n_min": 45, "threshold": 0.55, "N": 5, "WR": 80.0, "IS_N": 4, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 0.0, "p_value": 0.1875, "sig": false }, "n45_thr_0.58_ALL": { "label": "OR30 first_45m thr=0.58", "n_min": 45, "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n45_thr_0.58_GEX_POS": { "label": "", "n_min": 45, "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n45_thr_0.58_RVOL_LOW": { "label": "", "n_min": 45, "threshold": 0.58, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n60_thr_0.48_ALL": { "label": "OR30 first_60m thr=0.48", "n_min": 60, "threshold": 0.48, "N": 742, "WR": 55.8, "IS_N": 448, "IS_WR": 55.8, "OOS_N": 294, "OOS_WR": 55.8, "p_value": 0.0009, "sig": true }, "n60_thr_0.48_GEX_POS": { "label": "", "n_min": 60, "threshold": 0.48, "N": 538, "WR": 58.6, "IS_N": 339, "IS_WR": 58.1, "OOS_N": 199, "OOS_WR": 59.3, "p_value": 0.0, "sig": true }, "n60_thr_0.48_GEX_NEG": { "label": "", "n_min": 60, "threshold": 0.48, "N": 184, "WR": 48.9, "IS_N": 102, "IS_WR": 50.0, "OOS_N": 82, "OOS_WR": 47.6, "p_value": 0.6437, "sig": false }, "n60_thr_0.48_RVOL_HIGH": { "label": "", "n_min": 60, "threshold": 0.48, "N": 200, "WR": 49.5, "IS_N": 113, "IS_WR": 46.9, "OOS_N": 87, "OOS_WR": 52.9, "p_value": 0.584, "sig": false }, "n60_thr_0.48_RVOL_NORMAL": { "label": "", "n_min": 60, "threshold": 0.48, "N": 351, "WR": 57.5, "IS_N": 212, "IS_WR": 59.4, "OOS_N": 139, "OOS_WR": 54.7, "p_value": 0.0027, "sig": true }, "n60_thr_0.48_RVOL_LOW": { "label": "", "n_min": 60, "threshold": 0.48, "N": 181, "WR": 59.1, "IS_N": 113, "IS_WR": 57.5, "OOS_N": 68, "OOS_WR": 61.8, "p_value": 0.0086, "sig": true }, "n60_thr_0.5_ALL": { "label": "OR30 first_60m thr=0.5", "n_min": 60, "threshold": 0.5, "N": 742, "WR": 71.8, "IS_N": 448, "IS_WR": 73.0, "OOS_N": 294, "OOS_WR": 70.1, "p_value": 0.0, "sig": true }, "n60_thr_0.5_GEX_POS": { "label": "", "n_min": 60, "threshold": 0.5, "N": 538, "WR": 72.3, "IS_N": 339, "IS_WR": 73.2, "OOS_N": 199, "OOS_WR": 70.9, "p_value": 0.0, "sig": true }, "n60_thr_0.5_GEX_NEG": { "label": "", "n_min": 60, "threshold": 0.5, "N": 184, "WR": 72.3, "IS_N": 102, "IS_WR": 72.5, "OOS_N": 82, "OOS_WR": 72.0, "p_value": 0.0, "sig": true }, "n60_thr_0.5_RVOL_HIGH": { "label": "", "n_min": 60, "threshold": 0.5, "N": 200, "WR": 73.0, "IS_N": 113, "IS_WR": 77.0, "OOS_N": 87, "OOS_WR": 67.8, "p_value": 0.0, "sig": true }, "n60_thr_0.5_RVOL_NORMAL": { "label": "", "n_min": 60, "threshold": 0.5, "N": 351, "WR": 71.2, "IS_N": 212, "IS_WR": 71.7, "OOS_N": 139, "OOS_WR": 70.5, "p_value": 0.0, "sig": true }, "n60_thr_0.5_RVOL_LOW": { "label": "", "n_min": 60, "threshold": 0.5, "N": 181, "WR": 71.3, "IS_N": 113, "IS_WR": 70.8, "OOS_N": 68, "OOS_WR": 72.1, "p_value": 0.0, "sig": true }, "n60_thr_0.52_ALL": { "label": "OR30 first_60m thr=0.52", "n_min": 60, "threshold": 0.52, "N": 70, "WR": 84.3, "IS_N": 48, "IS_WR": 85.4, "OOS_N": 22, "OOS_WR": 81.8, "p_value": 0.0, "sig": true }, "n60_thr_0.52_GEX_POS": { "label": "", "n_min": 60, "threshold": 0.52, "N": 52, "WR": 88.5, "IS_N": 38, "IS_WR": 89.5, "OOS_N": 14, "OOS_WR": 85.7, "p_value": 0.0, "sig": true }, "n60_thr_0.52_GEX_NEG": { "label": "", "n_min": 60, "threshold": 0.52, "N": 12, "WR": 83.3, "IS_N": 8, "IS_WR": 75.0, "OOS_N": 4, "OOS_WR": 100.0, "p_value": 0.0193, "sig": true }, "n60_thr_0.52_RVOL_HIGH": { "label": "", "n_min": 60, "threshold": 0.52, "N": 13, "WR": 92.3, "IS_N": 8, "IS_WR": 87.5, "OOS_N": 5, "OOS_WR": 100.0, "p_value": 0.0017, "sig": true }, "n60_thr_0.52_RVOL_NORMAL": { "label": "", "n_min": 60, "threshold": 0.52, "N": 26, "WR": 92.3, "IS_N": 21, "IS_WR": 95.2, "OOS_N": 5, "OOS_WR": 80.0, "p_value": 0.0, "sig": true }, "n60_thr_0.52_RVOL_LOW": { "label": "", "n_min": 60, "threshold": 0.52, "N": 31, "WR": 74.2, "IS_N": 19, "IS_WR": 73.7, "OOS_N": 12, "OOS_WR": 75.0, "p_value": 0.0053, "sig": true }, "n60_thr_0.55_ALL": { "label": "OR30 first_60m thr=0.55", "n_min": 60, "threshold": 0.55, "N": 3, "WR": 66.7, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 0.0, "p_value": 1.0, "sig": false }, "n60_thr_0.55_GEX_POS": { "label": "", "n_min": 60, "threshold": 0.55, "N": 2, "WR": 100.0, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n60_thr_0.55_RVOL_LOW": { "label": "", "n_min": 60, "threshold": 0.55, "N": 3, "WR": 66.7, "IS_N": 2, "IS_WR": 100.0, "OOS_N": 1, "OOS_WR": 0.0, "p_value": 1.0, "sig": false }, "n60_thr_0.58_ALL": { "label": "OR30 first_60m thr=0.58", "n_min": 60, "threshold": 0.58, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n60_thr_0.58_GEX_POS": { "label": "", "n_min": 60, "threshold": 0.58, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false }, "n60_thr_0.58_RVOL_LOW": { "label": "", "n_min": 60, "threshold": 0.58, "N": 1, "WR": 100.0, "IS_N": 1, "IS_WR": 100.0, "OOS_N": 0, "OOS_WR": null, "p_value": 1.0, "sig": false } }, "C_break_quality": { "thr_0.48_ALL": { "label": "OR30 thr=0.48", "threshold": 0.48, "n_breaks": 742, "price_conf_pct": 57.1, "buypct_aligned_n": 574, "buypct_aligned_conf_pct": 57.3, "improvement": 0.2 }, "thr_0.48_GEX_POS": { "label": "", "threshold": 0.48, "n_breaks": 538, "price_conf_pct": 56.7, "buypct_aligned_n": 429, "buypct_aligned_conf_pct": 56.4, "improvement": -0.3 }, "thr_0.48_GEX_NEG": { "label": "", "threshold": 0.48, "n_breaks": 184, "price_conf_pct": 59.2, "buypct_aligned_n": 131, "buypct_aligned_conf_pct": 59.5, "improvement": 0.3 }, "thr_0.48_RVOL_HIGH": { "label": "", "threshold": 0.48, "n_breaks": 200, "price_conf_pct": 57.5, "buypct_aligned_n": 140, "buypct_aligned_conf_pct": 57.1, "improvement": -0.4 }, "thr_0.48_RVOL_NORMAL": { "label": "", "threshold": 0.48, "n_breaks": 351, "price_conf_pct": 57.3, "buypct_aligned_n": 283, "buypct_aligned_conf_pct": 57.6, "improvement": 0.3 }, "thr_0.48_RVOL_LOW": { "label": "", "threshold": 0.48, "n_breaks": 181, "price_conf_pct": 56.4, "buypct_aligned_n": 143, "buypct_aligned_conf_pct": 56.6, "improvement": 0.2 }, "thr_0.5_ALL": { "label": "OR30 thr=0.5", "threshold": 0.5, "n_breaks": 742, "price_conf_pct": 57.1, "buypct_aligned_n": 470, "buypct_aligned_conf_pct": 58.5, "improvement": 1.4 }, "thr_0.5_GEX_POS": { "label": "", "threshold": 0.5, "n_breaks": 538, "price_conf_pct": 56.7, "buypct_aligned_n": 348, "buypct_aligned_conf_pct": 57.8, "improvement": 1.1 }, "thr_0.5_GEX_NEG": { "label": "", "threshold": 0.5, "n_breaks": 184, "price_conf_pct": 59.2, "buypct_aligned_n": 110, "buypct_aligned_conf_pct": 60.9, "improvement": 1.7 }, "thr_0.5_RVOL_HIGH": { "label": "", "threshold": 0.5, "n_breaks": 200, "price_conf_pct": 57.5, "buypct_aligned_n": 118, "buypct_aligned_conf_pct": 57.6, "improvement": 0.1 }, "thr_0.5_RVOL_NORMAL": { "label": "", "threshold": 0.5, "n_breaks": 351, "price_conf_pct": 57.3, "buypct_aligned_n": 231, "buypct_aligned_conf_pct": 58.4, "improvement": 1.1 }, "thr_0.5_RVOL_LOW": { "label": "", "threshold": 0.5, "n_breaks": 181, "price_conf_pct": 56.4, "buypct_aligned_n": 114, "buypct_aligned_conf_pct": 58.8, "improvement": 2.4 }, "thr_0.52_ALL": { "label": "OR30 thr=0.52", "threshold": 0.52, "n_breaks": 742, "price_conf_pct": 57.1, "buypct_aligned_n": 203, "buypct_aligned_conf_pct": 60.1, "improvement": 3.0 }, "thr_0.52_GEX_POS": { "label": "", "threshold": 0.52, "n_breaks": 538, "price_conf_pct": 56.7, "buypct_aligned_n": 155, "buypct_aligned_conf_pct": 58.1, "improvement": 1.4 }, "thr_0.52_GEX_NEG": { "label": "", "threshold": 0.52, "n_breaks": 184, "price_conf_pct": 59.2, "buypct_aligned_n": 40, "buypct_aligned_conf_pct": 65.0, "improvement": 5.8 }, "thr_0.52_RVOL_HIGH": { "label": "", "threshold": 0.52, "n_breaks": 200, "price_conf_pct": 57.5, "buypct_aligned_n": 42, "buypct_aligned_conf_pct": 54.8, "improvement": -2.7 }, "thr_0.52_RVOL_NORMAL": { "label": "", "threshold": 0.52, "n_breaks": 351, "price_conf_pct": 57.3, "buypct_aligned_n": 95, "buypct_aligned_conf_pct": 62.1, "improvement": 4.8 }, "thr_0.52_RVOL_LOW": { "label": "", "threshold": 0.52, "n_breaks": 181, "price_conf_pct": 56.4, "buypct_aligned_n": 63, "buypct_aligned_conf_pct": 58.7, "improvement": 2.3 }, "thr_0.55_ALL": { "label": "OR30 thr=0.55", "threshold": 0.55, "n_breaks": 742, "price_conf_pct": 57.1, "buypct_aligned_n": 47, "buypct_aligned_conf_pct": 63.8, "improvement": 6.7 }, "thr_0.55_GEX_POS": { "label": "", "threshold": 0.55, "n_breaks": 538, "price_conf_pct": 56.7, "buypct_aligned_n": 36, "buypct_aligned_conf_pct": 61.1, "improvement": 4.4 }, "thr_0.55_GEX_NEG": { "label": "", "threshold": 0.55, "n_breaks": 184, "price_conf_pct": 59.2, "buypct_aligned_n": 5, "buypct_aligned_conf_pct": 60.0, "improvement": 0.8 }, "thr_0.55_RVOL_HIGH": { "label": "", "threshold": 0.55, "n_breaks": 200, "price_conf_pct": 57.5, "buypct_aligned_n": 4, "buypct_aligned_conf_pct": 50.0, "improvement": -7.5 }, "thr_0.55_RVOL_NORMAL": { "label": "", "threshold": 0.55, "n_breaks": 351, "price_conf_pct": 57.3, "buypct_aligned_n": 24, "buypct_aligned_conf_pct": 62.5, "improvement": 5.2 }, "thr_0.55_RVOL_LOW": { "label": "", "threshold": 0.55, "n_breaks": 181, "price_conf_pct": 56.4, "buypct_aligned_n": 18, "buypct_aligned_conf_pct": 66.7, "improvement": 10.3 }, "thr_0.58_ALL": { "label": "OR30 thr=0.58", "threshold": 0.58, "n_breaks": 742, "price_conf_pct": 57.1, "buypct_aligned_n": 17, "buypct_aligned_conf_pct": 82.4, "improvement": 25.3 }, "thr_0.58_GEX_POS": { "label": "", "threshold": 0.58, "n_breaks": 538, "price_conf_pct": 56.7, "buypct_aligned_n": 14, "buypct_aligned_conf_pct": 78.6, "improvement": 21.9 }, "thr_0.58_GEX_NEG": { "label": "", "threshold": 0.58, "n_breaks": 184, "price_conf_pct": 59.2, "buypct_aligned_n": 2, "buypct_aligned_conf_pct": 100.0, "improvement": 40.8 }, "thr_0.58_RVOL_HIGH": { "label": "", "threshold": 0.58, "n_breaks": 200, "price_conf_pct": 57.5, "buypct_aligned_n": 0, "buypct_aligned_conf_pct": null, "improvement": null }, "thr_0.58_RVOL_NORMAL": { "label": "", "threshold": 0.58, "n_breaks": 351, "price_conf_pct": 57.3, "buypct_aligned_n": 7, "buypct_aligned_conf_pct": 85.7, "improvement": 28.4 }, "thr_0.58_RVOL_LOW": { "label": "", "threshold": 0.58, "n_breaks": 181, "price_conf_pct": 56.4, "buypct_aligned_n": 9, "buypct_aligned_conf_pct": 77.8, "improvement": 21.4 }, "thr_0.6_ALL": { "label": "OR30 thr=0.6", "threshold": 0.6, "n_breaks": 742, "price_conf_pct": 57.1, "buypct_aligned_n": 8, "buypct_aligned_conf_pct": 87.5, "improvement": 30.4 }, "thr_0.6_GEX_POS": { "label": "", "threshold": 0.6, "n_breaks": 538, "price_conf_pct": 56.7, "buypct_aligned_n": 7, "buypct_aligned_conf_pct": 85.7, "improvement": 29.0 }, "thr_0.6_GEX_NEG": { "label": "", "threshold": 0.6, "n_breaks": 184, "price_conf_pct": 59.2, "buypct_aligned_n": 0, "buypct_aligned_conf_pct": null, "improvement": null }, "thr_0.6_RVOL_HIGH": { "label": "", "threshold": 0.6, "n_breaks": 200, "price_conf_pct": 57.5, "buypct_aligned_n": 0, "buypct_aligned_conf_pct": null, "improvement": null }, "thr_0.6_RVOL_NORMAL": { "label": "", "threshold": 0.6, "n_breaks": 351, "price_conf_pct": 57.3, "buypct_aligned_n": 1, "buypct_aligned_conf_pct": 100.0, "improvement": 42.7 }, "thr_0.6_RVOL_LOW": { "label": "", "threshold": 0.6, "n_breaks": 181, "price_conf_pct": 56.4, "buypct_aligned_n": 7, "buypct_aligned_conf_pct": 85.7, "improvement": 29.3 } }, "D_double_break": { "thr_0.48_ALL": { "label": "OR30 thr=0.48", "n_double_days": 241, "n_triggered": 241, "WR": 65.1, "p_value": 0.0, "sig": true }, "thr_0.48_GEX_POS": { "label": "", "n_double_days": 182, "n_triggered": 182, "WR": 65.9, "p_value": 0.0, "sig": true }, "thr_0.48_GEX_NEG": { "label": "", "n_double_days": 55, "n_triggered": 55, "WR": 65.5, "p_value": 0.015, "sig": true }, "thr_0.48_RVOL_HIGH": { "label": "", "n_double_days": 64, "n_triggered": 64, "WR": 56.2, "p_value": 0.1909, "sig": false }, "thr_0.48_RVOL_NORMAL": { "label": "", "n_double_days": 107, "n_triggered": 107, "WR": 64.5, "p_value": 0.0018, "sig": true }, "thr_0.48_RVOL_LOW": { "label": "", "n_double_days": 67, "n_triggered": 67, "WR": 73.1, "p_value": 0.0001, "sig": true }, "thr_0.5_ALL": { "label": "OR30 thr=0.5", "n_double_days": 241, "n_triggered": 241, "WR": 77.6, "p_value": 0.0, "sig": true }, "thr_0.5_GEX_POS": { "label": "", "n_double_days": 182, "n_triggered": 182, "WR": 76.4, "p_value": 0.0, "sig": true }, "thr_0.5_GEX_NEG": { "label": "", "n_double_days": 55, "n_triggered": 55, "WR": 83.6, "p_value": 0.0, "sig": true }, "thr_0.5_RVOL_HIGH": { "label": "", "n_double_days": 64, "n_triggered": 64, "WR": 76.6, "p_value": 0.0, "sig": true }, "thr_0.5_RVOL_NORMAL": { "label": "", "n_double_days": 107, "n_triggered": 107, "WR": 84.1, "p_value": 0.0, "sig": true }, "thr_0.5_RVOL_LOW": { "label": "", "n_double_days": 67, "n_triggered": 67, "WR": 67.2, "p_value": 0.0034, "sig": true }, "thr_0.52_ALL": { "label": "OR30 thr=0.52", "n_double_days": 241, "n_triggered": 93, "WR": 89.2, "p_value": 0.0, "sig": true }, "thr_0.52_GEX_POS": { "label": "", "n_double_days": 182, "n_triggered": 76, "WR": 86.8, "p_value": 0.0, "sig": true }, "thr_0.52_GEX_NEG": { "label": "", "n_double_days": 55, "n_triggered": 17, "WR": 100.0, "p_value": 0.0, "sig": true }, "thr_0.52_RVOL_HIGH": { "label": "", "n_double_days": 64, "n_triggered": 26, "WR": 76.9, "p_value": 0.0047, "sig": true }, "thr_0.52_RVOL_NORMAL": { "label": "", "n_double_days": 107, "n_triggered": 40, "WR": 95.0, "p_value": 0.0, "sig": true }, "thr_0.52_RVOL_LOW": { "label": "", "n_double_days": 67, "n_triggered": 26, "WR": 92.3, "p_value": 0.0, "sig": true }, "thr_0.55_ALL": { "label": "OR30 thr=0.55", "n_double_days": 241, "n_triggered": 21, "WR": 85.7, "p_value": 0.0007, "sig": true }, "thr_0.55_GEX_POS": { "label": "", "n_double_days": 182, "n_triggered": 18, "WR": 83.3, "p_value": 0.0038, "sig": true }, "thr_0.55_GEX_NEG": { "label": "", "n_double_days": 55, "n_triggered": 3, "WR": 100.0, "p_value": 1.0, "sig": false }, "thr_0.55_RVOL_HIGH": { "label": "", "n_double_days": 64, "n_triggered": 3, "WR": 66.7, "p_value": 1.0, "sig": false }, "thr_0.55_RVOL_NORMAL": { "label": "", "n_double_days": 107, "n_triggered": 14, "WR": 92.9, "p_value": 0.0009, "sig": true }, "thr_0.55_RVOL_LOW": { "label": "", "n_double_days": 67, "n_triggered": 4, "WR": 75.0, "p_value": 1.0, "sig": false }, "thr_0.58_ALL": { "label": "OR30 thr=0.58", "n_double_days": 241, "n_triggered": 6, "WR": 100.0, "p_value": 0.0156, "sig": true }, "thr_0.58_GEX_POS": { "label": "", "n_double_days": 182, "n_triggered": 5, "WR": 100.0, "p_value": 0.0312, "sig": true }, "thr_0.58_RVOL_NORMAL": { "label": "", "n_double_days": 107, "n_triggered": 4, "WR": 100.0, "p_value": 1.0, "sig": false } } } }, "best_A_combos": [ { "orb": "OR15", "key": "thr_0.52_RVOL_Q_Q2", "label": "OR15 RVOL_Q=Q2 thr=0.52", "N": 63, "WR": 93.7, "OOS_N": 29, "OOS_WR": 100.0, "sig": true }, { "orb": "OR30", "key": "thr_0.52_GEX_Q_Q3", "label": "OR30 GEX_Q=Q3 thr=0.52", "N": 61, "WR": 91.8, "OOS_N": 26, "OOS_WR": 96.2, "sig": true }, { "orb": "OR15", "key": "thr_0.52_GEX_tier_MID_POS", "label": "OR15 GEX_tier=MID_POS thr=0.52", "N": 45, "WR": 86.7, "OOS_N": 20, "OOS_WR": 95.0, "sig": true }, { "orb": "OR15", "key": "thr_0.52_RVOL_Q_Q1_LOW", "label": "OR15 RVOL_Q=Q1_LOW thr=0.52", "N": 58, "WR": 84.5, "OOS_N": 20, "OOS_WR": 95.0, "sig": true }, { "orb": "OR15", "key": "thr_0.52_GEX_Q_Q4_POS", "label": "OR15 GEX_Q=Q4_POS thr=0.52", "N": 57, "WR": 84.2, "OOS_N": 18, "OOS_WR": 94.4, "sig": true }, { "orb": "OR15", "key": "thr_0.52_RVOL_LOW", "label": "OR15 RVOL=LOW thr=0.52", "N": 52, "WR": 82.7, "OOS_N": 18, "OOS_WR": 94.4, "sig": true }, { "orb": "OR15", "key": "thr_0.52_RVOL_NORMAL", "label": "OR15 RVOL=NORMAL thr=0.52", "N": 118, "WR": 89.8, "OOS_N": 48, "OOS_WR": 91.7, "sig": true }, { "orb": "OR30", "key": "thr_0.52_RVOL_LOW", "label": "OR30 RVOL=LOW thr=0.52", "N": 73, "WR": 86.3, "OOS_N": 23, "OOS_WR": 91.3, "sig": true }, { "orb": "OR30", "key": "thr_0.52_RVOL_Q_Q1_LOW", "label": "OR30 RVOL_Q=Q1_LOW thr=0.52", "N": 73, "WR": 86.3, "OOS_N": 23, "OOS_WR": 91.3, "sig": true }, { "orb": "OR30", "key": "thr_0.52_GEX_tier_MID_POS", "label": "OR30 GEX_tier=MID_POS thr=0.52", "N": 48, "WR": 89.6, "OOS_N": 22, "OOS_WR": 90.9, "sig": true }, { "orb": "OR30", "key": "thr_0.55_ALL", "label": "OR30 unconditioned thr=0.55", "N": 52, "WR": 90.4, "OOS_N": 11, "OOS_WR": 90.9, "sig": true }, { "orb": "OR15", "key": "thr_0.52_GEX_Q_Q3", "label": "OR15 GEX_Q=Q3 thr=0.52", "N": 52, "WR": 88.5, "OOS_N": 21, "OOS_WR": 90.5, "sig": true }, { "orb": "OR15", "key": "thr_0.55_GEX_POS", "label": "OR15 GEX=POS thr=0.55", "N": 39, "WR": 84.6, "OOS_N": 10, "OOS_WR": 90.0, "sig": true }, { "orb": "OR15", "key": "thr_0.52_GEX_POS", "label": "OR15 GEX=POS thr=0.52", "N": 170, "WR": 86.5, "OOS_N": 65, "OOS_WR": 89.2, "sig": true }, { "orb": "OR15", "key": "thr_0.55_ALL", "label": "OR15 unconditioned thr=0.55", "N": 59, "WR": 83.1, "OOS_N": 18, "OOS_WR": 88.9, "sig": true }, { "orb": "OR30", "key": "thr_0.52_RVOL_Q_Q2", "label": "OR30 RVOL_Q=Q2 thr=0.52", "N": 50, "WR": 92.0, "OOS_N": 18, "OOS_WR": 88.9, "sig": true }, { "orb": "OR30", "key": "thr_0.5_GEX_tier_DEEP_NEG", "label": "OR30 GEX_tier=DEEP_NEG thr=0.5", "N": 32, "WR": 78.1, "OOS_N": 16, "OOS_WR": 87.5, "sig": true }, { "orb": "OR15", "key": "thr_0.52_ALL", "label": "OR15 unconditioned thr=0.52", "N": 226, "WR": 85.8, "OOS_N": 85, "OOS_WR": 87.1, "sig": true }, { "orb": "OR30", "key": "thr_0.52_GEX_POS", "label": "OR30 GEX=POS thr=0.52", "N": 178, "WR": 87.1, "OOS_N": 53, "OOS_WR": 86.8, "sig": true }, { "orb": "OR30", "key": "thr_0.52_GEX_Q_Q4_POS", "label": "OR30 GEX_Q=Q4_POS thr=0.52", "N": 59, "WR": 89.8, "OOS_N": 15, "OOS_WR": 86.7, "sig": true } ], "best_B_combos": [ { "orb": "OR15", "key": "n30_thr_0.52_RVOL_NORMAL", "label": "", "N": 42, "WR": 90.5, "OOS_N": 13, "OOS_WR": 100.0, "sig": true }, { "orb": "OR15", "key": "n45_thr_0.52_RVOL_NORMAL", "label": "", "N": 37, "WR": 97.3, "OOS_N": 10, "OOS_WR": 100.0, "sig": true }, { "orb": "OR15", "key": "n30_thr_0.52_GEX_POS", "label": "", "N": 82, "WR": 87.8, "OOS_N": 24, "OOS_WR": 91.7, "sig": true }, { "orb": "OR30", "key": "n30_thr_0.52_GEX_POS", "label": "", "N": 81, "WR": 80.2, "OOS_N": 23, "OOS_WR": 91.3, "sig": true }, { "orb": "OR30", "key": "n30_thr_0.52_RVOL_NORMAL", "label": "", "N": 38, "WR": 84.2, "OOS_N": 10, "OOS_WR": 90.0, "sig": true }, { "orb": "OR15", "key": "n30_thr_0.52_ALL", "label": "OR15 first_30m thr=0.52", "N": 110, "WR": 85.5, "OOS_N": 36, "OOS_WR": 88.9, "sig": true }, { "orb": "OR30", "key": "n30_thr_0.52_ALL", "label": "OR30 first_30m thr=0.52", "N": 109, "WR": 76.1, "OOS_N": 35, "OOS_WR": 85.7, "sig": true }, { "orb": "OR30", "key": "n60_thr_0.52_GEX_POS", "label": "", "N": 52, "WR": 88.5, "OOS_N": 14, "OOS_WR": 85.7, "sig": true }, { "orb": "OR15", "key": "n45_thr_0.52_ALL", "label": "OR15 first_45m thr=0.52", "N": 84, "WR": 85.7, "OOS_N": 25, "OOS_WR": 84.0, "sig": true }, { "orb": "OR15", "key": "n45_thr_0.52_GEX_POS", "label": "", "N": 64, "WR": 87.5, "OOS_N": 17, "OOS_WR": 82.4, "sig": true }, { "orb": "OR30", "key": "n45_thr_0.52_GEX_POS", "label": "", "N": 64, "WR": 84.4, "OOS_N": 17, "OOS_WR": 82.4, "sig": true }, { "orb": "OR15", "key": "n60_thr_0.52_ALL", "label": "OR15 first_60m thr=0.52", "N": 70, "WR": 85.7, "OOS_N": 22, "OOS_WR": 81.8, "sig": true }, { "orb": "OR30", "key": "n60_thr_0.52_ALL", "label": "OR30 first_60m thr=0.52", "N": 70, "WR": 84.3, "OOS_N": 22, "OOS_WR": 81.8, "sig": true }, { "orb": "OR30", "key": "n30_thr_0.52_RVOL_LOW", "label": "", "N": 41, "WR": 65.9, "OOS_N": 16, "OOS_WR": 81.2, "sig": true }, { "orb": "OR30", "key": "n45_thr_0.52_ALL", "label": "OR30 first_45m thr=0.52", "N": 84, "WR": 81.0, "OOS_N": 25, "OOS_WR": 80.0, "sig": true }, { "orb": "OR15", "key": "n30_thr_0.5_RVOL_NORMAL", "label": "", "N": 384, "WR": 71.4, "OOS_N": 150, "OOS_WR": 79.3, "sig": true }, { "orb": "OR15", "key": "n60_thr_0.52_GEX_POS", "label": "", "N": 52, "WR": 88.5, "OOS_N": 14, "OOS_WR": 78.6, "sig": true }, { "orb": "OR30", "key": "n45_thr_0.52_RVOL_LOW", "label": "", "N": 35, "WR": 77.1, "OOS_N": 14, "OOS_WR": 78.6, "sig": true }, { "orb": "OR15", "key": "n30_thr_0.5_GEX_POS", "label": "", "N": 539, "WR": 69.8, "OOS_N": 200, "OOS_WR": 76.5, "sig": true }, { "orb": "OR15", "key": "n30_thr_0.52_RVOL_LOW", "label": "", "N": 42, "WR": 76.2, "OOS_N": 17, "OOS_WR": 76.5, "sig": true } ] }