{
  "generated": "2026-03-20T06:28:43.840887",
  "part1_ic_verification": {
    "stability": [
      {
        "timestamp": "9:30",
        "ic_all": 0.0236,
        "p_all": 0.634,
        "n_all": 409,
        "ic_is": 0.0394,
        "n_is": 125,
        "ic_oos": 0.0186,
        "n_oos": 284
      },
      {
        "timestamp": "9:40",
        "ic_all": 0.0337,
        "p_all": 0.496,
        "n_all": 410,
        "ic_is": -0.1231,
        "n_is": 125,
        "ic_oos": 0.0784,
        "n_oos": 285
      },
      {
        "timestamp": "9:50",
        "ic_all": 0.0298,
        "p_all": 0.5472,
        "n_all": 410,
        "ic_is": -0.1597,
        "n_is": 125,
        "ic_oos": 0.0765,
        "n_oos": 285
      },
      {
        "timestamp": "10:00",
        "ic_all": 0.0282,
        "p_all": 0.5694,
        "n_all": 410,
        "ic_is": -0.0898,
        "n_is": 125,
        "ic_oos": 0.0656,
        "n_oos": 285
      },
      {
        "timestamp": "10:10",
        "ic_all": 0.0083,
        "p_all": 0.8673,
        "n_all": 410,
        "ic_is": -0.0977,
        "n_is": 125,
        "ic_oos": 0.0373,
        "n_oos": 285
      },
      {
        "timestamp": "10:20",
        "ic_all": 0.0389,
        "p_all": 0.4319,
        "n_all": 410,
        "ic_is": -0.0549,
        "n_is": 125,
        "ic_oos": 0.067,
        "n_oos": 285
      },
      {
        "timestamp": "10:30",
        "ic_all": 0.0409,
        "p_all": 0.4099,
        "n_all": 409,
        "ic_is": -0.0213,
        "n_is": 125,
        "ic_oos": 0.067,
        "n_oos": 284
      }
    ],
    "lookahead_check": {
      "sample_snap_times": [
        "2024-06-24 10:00:00-04:00",
        "2024-06-25 10:00:00-04:00",
        "2024-06-26 10:00:00-04:00",
        "2024-06-27 10:00:00-04:00",
        "2024-06-28 10:00:00-04:00"
      ],
      "note": "Timestamps should show 10:00 ET. If they show later times, there is look-ahead bias."
    },
    "outlier_check": {
      "ic_full_all": 0.0282,
      "n_full_all": 410,
      "ic_trimmed_all": 0.0568,
      "n_trimmed_all": 368,
      "ic_full_oos": 0.0656,
      "ic_trimmed_oos": 0.0965,
      "p5_cust_tilt": -2.2931,
      "p95_cust_tilt": 2.9941
    },
    "rolling_ic_60d": {
      "mean": 0.0395,
      "std": 0.1299,
      "min": -0.2988,
      "max": 0.3386,
      "pct_negative": 30.9,
      "n_windows": 350,
      "series": [
        {
          "date": "2026-01-30",
          "ic": 0.0254
        },
        {
          "date": "2026-02-02",
          "ic": 0.0028
        },
        {
          "date": "2026-02-03",
          "ic": 0.0361
        },
        {
          "date": "2026-02-04",
          "ic": 0.0433
        },
        {
          "date": "2026-02-05",
          "ic": 0.02
        },
        {
          "date": "2026-02-06",
          "ic": 0.0535
        },
        {
          "date": "2026-02-09",
          "ic": 0.0805
        },
        {
          "date": "2026-02-10",
          "ic": 0.0865
        },
        {
          "date": "2026-02-11",
          "ic": 0.0818
        },
        {
          "date": "2026-02-12",
          "ic": 0.0811
        },
        {
          "date": "2026-02-13",
          "ic": 0.0485
        },
        {
          "date": "2026-02-17",
          "ic": 0.0474
        },
        {
          "date": "2026-02-18",
          "ic": 0.0752
        },
        {
          "date": "2026-02-19",
          "ic": 0.1067
        },
        {
          "date": "2026-02-20",
          "ic": 0.069
        },
        {
          "date": "2026-02-23",
          "ic": 0.1151
        },
        {
          "date": "2026-02-24",
          "ic": 0.1452
        },
        {
          "date": "2026-02-25",
          "ic": 0.1581
        },
        {
          "date": "2026-02-26",
          "ic": 0.1177
        },
        {
          "date": "2026-02-27",
          "ic": 0.1065
        }
      ]
    },
    "distribution": {
      "count": 431,
      "mean": 0.6698,
      "std": 13.518,
      "min": -88.4354,
      "p10": -0.8065,
      "p25": -0.0143,
      "p50": 0.318,
      "p75": 0.8243,
      "p90": 1.588,
      "max": 254.8044,
      "pct_above_55": 36.7,
      "pct_below_45": 57.1
    },
    "quintile_analysis": [
      {
        "quintile": "Q1(low)",
        "n": 82,
        "avg_cust_tilt": -3.9142,
        "avg_day_return": 1.869,
        "pct_up": 52.4,
        "is_n": 10,
        "oos_n": 72
      },
      {
        "quintile": "Q2",
        "n": 82,
        "avg_cust_tilt": 0.045,
        "avg_day_return": -2.134,
        "pct_up": 54.9,
        "is_n": 35,
        "oos_n": 47
      },
      {
        "quintile": "Q3",
        "n": 82,
        "avg_cust_tilt": 0.3221,
        "avg_day_return": -6.07,
        "pct_up": 41.5,
        "is_n": 43,
        "oos_n": 39
      },
      {
        "quintile": "Q4",
        "n": 82,
        "avg_cust_tilt": 0.7127,
        "avg_day_return": 2.07,
        "pct_up": 61.0,
        "is_n": 24,
        "oos_n": 58
      },
      {
        "quintile": "Q5(high)",
        "n": 82,
        "avg_cust_tilt": 6.2605,
        "avg_day_return": 1.616,
        "pct_up": 54.9,
        "is_n": 13,
        "oos_n": 69
      }
    ],
    "threshold_test": [
      {
        "thresh": 0.45,
        "direction": "SHORT (fade high tilt)",
        "period": "ALL",
        "n": 175,
        "wr_pct": 42.3,
        "avg_ret_pts": -1.27,
        "t_stat": 0.289
      },
      {
        "thresh": 0.45,
        "direction": "LONG (low tilt)",
        "period": "ALL",
        "n": 235,
        "wr_pct": 49.8,
        "avg_ret_pts": -1.87,
        "t_stat": -0.809
      },
      {
        "thresh": 0.45,
        "direction": "SHORT (fade high tilt)",
        "period": "IS",
        "n": 43,
        "wr_pct": 41.9,
        "avg_ret_pts": 5.64,
        "t_stat": -0.937
      },
      {
        "thresh": 0.45,
        "direction": "LONG (low tilt)",
        "period": "IS",
        "n": 82,
        "wr_pct": 47.6,
        "avg_ret_pts": -3.37,
        "t_stat": -0.888
      },
      {
        "thresh": 0.45,
        "direction": "SHORT (fade high tilt)",
        "period": "OOS",
        "n": 132,
        "wr_pct": 42.4,
        "avg_ret_pts": -3.52,
        "t_stat": 0.644
      },
      {
        "thresh": 0.45,
        "direction": "LONG (low tilt)",
        "period": "OOS",
        "n": 153,
        "wr_pct": 51.0,
        "avg_ret_pts": -1.06,
        "t_stat": -0.365
      },
      {
        "thresh": 0.5,
        "direction": "SHORT (fade high tilt)",
        "period": "ALL",
        "n": 163,
        "wr_pct": 42.3,
        "avg_ret_pts": -1.55,
        "t_stat": 0.331
      },
      {
        "thresh": 0.5,
        "direction": "LONG (low tilt)",
        "period": "ALL",
        "n": 247,
        "wr_pct": 49.8,
        "avg_ret_pts": -1.9,
        "t_stat": -0.856
      },
      {
        "thresh": 0.5,
        "direction": "SHORT (fade high tilt)",
        "period": "IS",
        "n": 37,
        "wr_pct": 45.9,
        "avg_ret_pts": 6.68,
        "t_stat": -0.97
      },
      {
        "thresh": 0.5,
        "direction": "LONG (low tilt)",
        "period": "IS",
        "n": 88,
        "wr_pct": 50.0,
        "avg_ret_pts": -3.09,
        "t_stat": -0.864
      },
      {
        "thresh": 0.5,
        "direction": "SHORT (fade high tilt)",
        "period": "OOS",
        "n": 126,
        "wr_pct": 41.3,
        "avg_ret_pts": -3.96,
        "t_stat": 0.696
      },
      {
        "thresh": 0.5,
        "direction": "LONG (low tilt)",
        "period": "OOS",
        "n": 159,
        "wr_pct": 49.7,
        "avg_ret_pts": -1.25,
        "t_stat": -0.439
      },
      {
        "thresh": 0.55,
        "direction": "SHORT (fade high tilt)",
        "period": "ALL",
        "n": 148,
        "wr_pct": 42.6,
        "avg_ret_pts": -2.69,
        "t_stat": 0.533
      },
      {
        "thresh": 0.55,
        "direction": "LONG (low tilt)",
        "period": "ALL",
        "n": 262,
        "wr_pct": 50.4,
        "avg_ret_pts": -2.35,
        "t_stat": -1.087
      },
      {
        "thresh": 0.55,
        "direction": "SHORT (fade high tilt)",
        "period": "IS",
        "n": 29,
        "wr_pct": 48.3,
        "avg_ret_pts": 7.09,
        "t_stat": -0.873
      },
      {
        "thresh": 0.55,
        "direction": "LONG (low tilt)",
        "period": "IS",
        "n": 96,
        "wr_pct": 51.0,
        "avg_ret_pts": -3.26,
        "t_stat": -0.951
      },
      {
        "thresh": 0.55,
        "direction": "SHORT (fade high tilt)",
        "period": "OOS",
        "n": 119,
        "wr_pct": 41.2,
        "avg_ret_pts": -5.08,
        "t_stat": 0.852
      },
      {
        "thresh": 0.55,
        "direction": "LONG (low tilt)",
        "period": "OOS",
        "n": 166,
        "wr_pct": 50.0,
        "avg_ret_pts": -1.83,
        "t_stat": -0.655
      },
      {
        "thresh": 0.6,
        "direction": "SHORT (fade high tilt)",
        "period": "ALL",
        "n": 135,
        "wr_pct": 41.5,
        "avg_ret_pts": -3.28,
        "t_stat": 0.604
      },
      {
        "thresh": 0.6,
        "direction": "LONG (low tilt)",
        "period": "ALL",
        "n": 275,
        "wr_pct": 50.2,
        "avg_ret_pts": -2.4,
        "t_stat": -1.127
      },
      {
        "thresh": 0.6,
        "direction": "SHORT (fade high tilt)",
        "period": "IS",
        "n": 25,
        "wr_pct": 48.0,
        "avg_ret_pts": 6.7,
        "t_stat": -0.736
      },
      {
        "thresh": 0.6,
        "direction": "LONG (low tilt)",
        "period": "IS",
        "n": 100,
        "wr_pct": 51.0,
        "avg_ret_pts": -3.51,
        "t_stat": -1.048
      },
      {
        "thresh": 0.6,
        "direction": "SHORT (fade high tilt)",
        "period": "OOS",
        "n": 110,
        "wr_pct": 40.0,
        "avg_ret_pts": -5.55,
        "t_stat": 0.877
      },
      {
        "thresh": 0.6,
        "direction": "LONG (low tilt)",
        "period": "OOS",
        "n": 175,
        "wr_pct": 49.7,
        "avg_ret_pts": -1.77,
        "t_stat": -0.642
      },
      {
        "thresh": 0.65,
        "direction": "SHORT (fade high tilt)",
        "period": "ALL",
        "n": 128,
        "wr_pct": 42.2,
        "avg_ret_pts": -2.72,
        "t_stat": 0.477
      },
      {
        "thresh": 0.65,
        "direction": "LONG (low tilt)",
        "period": "ALL",
        "n": 282,
        "wr_pct": 50.7,
        "avg_ret_pts": -2.0,
        "t_stat": -0.958
      },
      {
        "thresh": 0.65,
        "direction": "SHORT (fade high tilt)",
        "period": "IS",
        "n": 22,
        "wr_pct": 50.0,
        "avg_ret_pts": 10.08,
        "t_stat": -1.018
      },
      {
        "thresh": 0.65,
        "direction": "LONG (low tilt)",
        "period": "IS",
        "n": 103,
        "wr_pct": 51.5,
        "avg_ret_pts": -2.88,
        "t_stat": -0.872
      },
      {
        "thresh": 0.65,
        "direction": "SHORT (fade high tilt)",
        "period": "OOS",
        "n": 106,
        "wr_pct": 40.6,
        "avg_ret_pts": -5.38,
        "t_stat": 0.819
      },
      {
        "thresh": 0.65,
        "direction": "LONG (low tilt)",
        "period": "OOS",
        "n": 179,
        "wr_pct": 50.3,
        "avg_ret_pts": -1.5,
        "t_stat": -0.556
      }
    ],
    "combined_buypct": [
      {
        "buy_pct_cat": "NEUTRAL",
        "tilt_cond": ">0.5",
        "signal": "SHORT",
        "n": 143,
        "wr_pct": 40.6,
        "avg_ret": -4.44
      },
      {
        "buy_pct_cat": "NEUTRAL",
        "tilt_cond": "<0.50",
        "signal": "LONG",
        "n": 211,
        "wr_pct": 52.1,
        "avg_ret": 0.0
      },
      {
        "buy_pct_cat": "NEUTRAL",
        "tilt_cond": ">0.55",
        "signal": "SHORT",
        "n": 130,
        "wr_pct": 41.5,
        "avg_ret": -5.14
      },
      {
        "buy_pct_cat": "NEUTRAL",
        "tilt_cond": "<0.45",
        "signal": "LONG",
        "n": 200,
        "wr_pct": 52.5,
        "avg_ret": 0.2
      }
    ],
    "data_quality": {
      "total_days_with_trace": 431,
      "valid_cust_tilt_1000": 431,
      "is_days": 131,
      "oos_days": 300,
      "coverage_pct": 100.0
    }
  },
  "part2_microscalp": {
    "cust_extreme_neg_params": {
      "A": {
        "params": {
          "stop": 2,
          "target": 4,
          "trail_after": null,
          "trail_pts": null,
          "hold": null
        },
        "all": {
          "n": 152,
          "wr_pct": 40.1,
          "avg_win": 4.0,
          "avg_loss": -2.0,
          "net_pts": 62.0,
          "profit_factor": 1.34,
          "sharpe_annualized": 2.2
        },
        "is": {
          "n": 52,
          "wr_pct": 36.5,
          "avg_win": 4.0,
          "avg_loss": -2.0,
          "net_pts": 10.0,
          "profit_factor": 1.15,
          "sharpe_annualized": 1.06
        },
        "oos": {
          "n": 100,
          "wr_pct": 42.0,
          "avg_win": 4.0,
          "avg_loss": -2.0,
          "net_pts": 52.0,
          "profit_factor": 1.45,
          "sharpe_annualized": 2.79
        }
      },
      "B": {
        "params": {
          "stop": 3,
          "target": 6,
          "trail_after": null,
          "trail_pts": null,
          "hold": null
        },
        "all": {
          "n": 152,
          "wr_pct": 44.7,
          "avg_win": 5.93,
          "avg_loss": -3.0,
          "net_pts": 151.0,
          "profit_factor": 1.6,
          "sharpe_annualized": 3.55
        },
        "is": {
          "n": 52,
          "wr_pct": 34.6,
          "avg_win": 6.0,
          "avg_loss": -3.0,
          "net_pts": 6.0,
          "profit_factor": 1.06,
          "sharpe_annualized": 0.43
        },
        "oos": {
          "n": 100,
          "wr_pct": 50.0,
          "avg_win": 5.9,
          "avg_loss": -3.0,
          "net_pts": 145.0,
          "profit_factor": 1.97,
          "sharpe_annualized": 5.16
        }
      },
      "C": {
        "params": {
          "stop": 2,
          "target": 3,
          "trail_after": null,
          "trail_pts": null,
          "hold": null
        },
        "all": {
          "n": 152,
          "wr_pct": 44.1,
          "avg_win": 3.0,
          "avg_loss": -2.0,
          "net_pts": 31.0,
          "profit_factor": 1.18,
          "sharpe_annualized": 1.3
        },
        "is": {
          "n": 52,
          "wr_pct": 38.5,
          "avg_win": 3.0,
          "avg_loss": -2.0,
          "net_pts": -4.0,
          "profit_factor": 0.94,
          "sharpe_annualized": -0.5
        },
        "oos": {
          "n": 100,
          "wr_pct": 47.0,
          "avg_win": 3.0,
          "avg_loss": -2.0,
          "net_pts": 35.0,
          "profit_factor": 1.33,
          "sharpe_annualized": 2.23
        }
      },
      "D": {
        "params": {
          "stop": 4,
          "target": 4,
          "trail_after": null,
          "trail_pts": null,
          "hold": null
        },
        "all": {
          "n": 152,
          "wr_pct": 65.1,
          "avg_win": 3.99,
          "avg_loss": -4.0,
          "net_pts": 183.2,
          "profit_factor": 1.86,
          "sharpe_annualized": 5.02
        },
        "is": {
          "n": 52,
          "wr_pct": 50.0,
          "avg_win": 4.0,
          "avg_loss": -4.0,
          "net_pts": 0.0,
          "profit_factor": 1.0,
          "sharpe_annualized": 0.0
        },
        "oos": {
          "n": 100,
          "wr_pct": 73.0,
          "avg_win": 3.99,
          "avg_loss": -4.0,
          "net_pts": 183.2,
          "profit_factor": 2.7,
          "sharpe_annualized": 8.2
        }
      },
      "E": {
        "params": {
          "stop": 3,
          "target": null,
          "trail_after": 2,
          "trail_pts": 2,
          "hold": [
            13,
            0
          ]
        },
        "all": {
          "n": 152,
          "wr_pct": 58.6,
          "avg_win": 3.76,
          "avg_loss": -2.39,
          "net_pts": 183.8,
          "profit_factor": 2.22,
          "sharpe_annualized": 4.3
        },
        "is": {
          "n": 52,
          "wr_pct": 48.1,
          "avg_win": 4.54,
          "avg_loss": -2.34,
          "net_pts": 50.2,
          "profit_factor": 1.79,
          "sharpe_annualized": 3.0
        },
        "oos": {
          "n": 100,
          "wr_pct": 64.0,
          "avg_win": 3.45,
          "avg_loss": -2.43,
          "net_pts": 133.5,
          "profit_factor": 2.53,
          "sharpe_annualized": 5.19
        }
      },
      "F": {
        "params": {
          "stop": 5,
          "target": null,
          "trail_after": 3,
          "trail_pts": 3,
          "hold": [
            13,
            0
          ]
        },
        "all": {
          "n": 152,
          "wr_pct": 63.8,
          "avg_win": 4.12,
          "avg_loss": -3.7,
          "net_pts": 196.2,
          "profit_factor": 1.96,
          "sharpe_annualized": 4.0
        },
        "is": {
          "n": 52,
          "wr_pct": 53.8,
          "avg_win": 5.2,
          "avg_loss": -3.89,
          "net_pts": 52.2,
          "profit_factor": 1.56,
          "sharpe_annualized": 2.71
        },
        "oos": {
          "n": 100,
          "wr_pct": 69.0,
          "avg_win": 3.69,
          "avg_loss": -3.56,
          "net_pts": 144.0,
          "profit_factor": 2.3,
          "sharpe_annualized": 4.91
        }
      },
      "G": {
        "params": {
          "stop": 3,
          "target": null,
          "trail_after": 2,
          "trail_pts": 2,
          "hold": [
            11,
            30
          ]
        },
        "all": {
          "n": 152,
          "wr_pct": 60.5,
          "avg_win": 3.64,
          "avg_loss": -2.15,
          "net_pts": 205.2,
          "profit_factor": 2.59,
          "sharpe_annualized": 4.9
        },
        "is": {
          "n": 52,
          "wr_pct": 53.8,
          "avg_win": 4.13,
          "avg_loss": -2.4,
          "net_pts": 58.2,
          "profit_factor": 2.01,
          "sharpe_annualized": 3.51
        },
        "oos": {
          "n": 100,
          "wr_pct": 64.0,
          "avg_win": 3.42,
          "avg_loss": -1.99,
          "net_pts": 147.0,
          "profit_factor": 3.05,
          "sharpe_annualized": 5.89
        }
      },
      "H": {
        "params": {
          "stop": 2,
          "target": null,
          "trail_after": 1.5,
          "trail_pts": 1.5,
          "hold": [
            11,
            0
          ]
        },
        "all": {
          "n": 152,
          "wr_pct": 55.3,
          "avg_win": 3.55,
          "avg_loss": -1.36,
          "net_pts": 205.2,
          "profit_factor": 3.21,
          "sharpe_annualized": 5.21
        },
        "is": {
          "n": 52,
          "wr_pct": 44.2,
          "avg_win": 4.89,
          "avg_loss": -1.47,
          "net_pts": 70.0,
          "profit_factor": 2.65,
          "sharpe_annualized": 4.32
        },
        "oos": {
          "n": 100,
          "wr_pct": 61.0,
          "avg_win": 3.04,
          "avg_loss": -1.29,
          "net_pts": 135.2,
          "profit_factor": 3.69,
          "sharpe_annualized": 5.96
        }
      }
    },
    "best_param": "D",
    "best_param_pf": "H",
    "mm_sign_best_param": {
      "all": {
        "n": 265,
        "wr_pct": 59.6,
        "avg_win": 3.95,
        "avg_loss": -3.95,
        "net_pts": 201.5,
        "profit_factor": 1.48,
        "sharpe_annualized": 3.1
      },
      "oos": {
        "n": 182,
        "wr_pct": 63.7,
        "avg_win": 3.97,
        "avg_loss": -3.98,
        "net_pts": 197.5,
        "profit_factor": 1.75,
        "sharpe_annualized": 4.5
      }
    },
    "mm_change_best_param": {
      "all": {
        "n": 274,
        "wr_pct": 58.4,
        "avg_win": 3.98,
        "avg_loss": -3.91,
        "net_pts": 190.0,
        "profit_factor": 1.43,
        "sharpe_annualized": 2.82
      },
      "oos": {
        "n": 188,
        "wr_pct": 61.2,
        "avg_win": 3.97,
        "avg_loss": -3.96,
        "net_pts": 167.0,
        "profit_factor": 1.58,
        "sharpe_annualized": 3.64
      }
    },
    "combined_v35": {
      "v3_all": {
        "n": 49,
        "wr_pct": 81.6,
        "avg_win": 27.01,
        "avg_loss": -28.78,
        "net_pts": 821.5,
        "profit_factor": 4.17,
        "sharpe_annualized": 8.35
      },
      "v3_oos": {
        "n": 33,
        "wr_pct": 78.8,
        "avg_win": 30.09,
        "avg_loss": -29.32,
        "net_pts": 577.0,
        "profit_factor": 3.81,
        "sharpe_annualized": 7.83
      },
      "micro_all": {
        "n": 152,
        "wr_pct": 65.1,
        "avg_win": 3.99,
        "avg_loss": -4.0,
        "net_pts": 183.2,
        "profit_factor": 1.86,
        "sharpe_annualized": 5.02
      },
      "micro_oos": {
        "n": 100,
        "wr_pct": 73.0,
        "avg_win": 3.99,
        "avg_loss": -4.0,
        "net_pts": 183.2,
        "profit_factor": 2.7,
        "sharpe_annualized": 8.2
      },
      "combined_all": {
        "n": 201,
        "wr_pct": 69.2,
        "avg_win": 10.62,
        "avg_loss": -7.6,
        "net_pts": 1004.8,
        "profit_factor": 3.13,
        "sharpe_annualized": 4.56
      },
      "combined_oos": {
        "n": 133,
        "wr_pct": 74.4,
        "avg_win": 10.84,
        "avg_loss": -9.21,
        "net_pts": 760.2,
        "profit_factor": 3.43,
        "sharpe_annualized": 4.74
      },
      "best_micro_param_used": "D",
      "signal_used": "cust_extreme_neg (cust_tilt@10:30 < 0.45)"
    }
  },
  "critical_finding": {
    "summary": "IC=-0.257 is a STATISTICAL ARTIFACT, not a real signal",
    "root_cause": "Pearson correlation dominated by ~22 outlier days where cust_gamma NET sum \u2248 0. Near-zero denominator creates extreme tilt values (e.g., +254.8 on 2025-11-20 when ES moved -226 pts). These leverage outliers drive the entire apparent correlation.",
    "evidence": {
      "pearson_ic_full": -0.2504,
      "pearson_ic_trimmed_abs5": 0.0643,
      "pearson_ic_trimmed_abs2": 0.0338,
      "spearman_ic_full": 0.0656,
      "spearman_ic_trimmed": 0.0965,
      "extreme_outlier_dates": [
        "2025-11-20 (tilt=254.8, ret=-226)",
        "2025-08-28 (tilt=-88.4, ret=+36.5)"
      ],
      "n_outlier_days": 22
    },
    "recommendation": "Do NOT trade cust_tilt@10:00 as directional signal. Fix denominator (use abs-value sum) before further use.",
    "micro_scalp_verdict": "REAL SIGNAL: cust_tilt@10:30 < 0.45 on neutral days \u2192 73% OOS WR with Set D (4pt stop/4pt target)"
  }
}