{
  "generated": "2026-03-20T04:54:14.796486",
  "version": "v3.5_signal_hunt",
  "summary": {
    "oos_no_trade_total": 242,
    "oos_neutral_default": 176,
    "oos_neutral_behavior": {
      "CHOP": 144,
      "RUNNER": 19,
      "FADE": 5,
      "STALL": 4,
      "TREND": 4
    },
    "runner_trend_in_neutral": 23,
    "v3_baseline_oos": {
      "n": 58,
      "wr": 62.1,
      "pnl": 122.75
    },
    "strategy_a_oos": {
      "n": 295,
      "wr": 53.2,
      "pnl": 649.25
    }
  },
  "signals": {
    "signal1": {
      "S1_post5_1.0z_IS": {
        "n_long": 25,
        "n_short": 33,
        "n_total": 58,
        "long_dir_acc": 64.0,
        "short_dir_acc": 39.4,
        "combined_wr": 51.7,
        "combined_pnl": -28.0,
        "long_chop": 92.0,
        "short_chop": 84.8
      },
      "S1_post5_1.0z_OOS": {
        "n_long": 12,
        "n_short": 14,
        "n_total": 26,
        "long_dir_acc": 58.3,
        "short_dir_acc": 71.4,
        "combined_wr": 53.8,
        "combined_pnl": 3.75,
        "long_chop": 83.3,
        "short_chop": 78.6
      },
      "S1_post10_1.0z_IS": {
        "n_long": 29,
        "n_short": 35,
        "n_total": 64,
        "long_dir_acc": 48.3,
        "short_dir_acc": 37.1,
        "combined_wr": 46.9,
        "combined_pnl": 9.5,
        "long_chop": 100.0,
        "short_chop": 77.1
      },
      "S1_post10_1.0z_OOS": {
        "n_long": 19,
        "n_short": 14,
        "n_total": 33,
        "long_dir_acc": 68.4,
        "short_dir_acc": 64.3,
        "combined_wr": 42.4,
        "combined_pnl": -326.0,
        "long_chop": 73.7,
        "short_chop": 85.7
      },
      "S1_post5_1.5z_IS": {
        "n_long": 13,
        "n_short": 13,
        "n_total": 26,
        "long_dir_acc": 53.8,
        "short_dir_acc": 15.4,
        "combined_wr": 50.0,
        "combined_pnl": -77.0,
        "long_chop": 100.0,
        "short_chop": 84.6
      },
      "S1_post5_1.5z_OOS": {
        "n_long": 5,
        "n_short": 3,
        "n_total": 8,
        "long_dir_acc": 60.0,
        "short_dir_acc": 66.7,
        "combined_wr": 37.5,
        "combined_pnl": 10.5,
        "long_chop": 100.0,
        "short_chop": 100.0
      },
      "S1_post10_1.5z_IS": {
        "n_long": 11,
        "n_short": 13,
        "n_total": 24,
        "long_dir_acc": 63.6,
        "short_dir_acc": 15.4,
        "combined_wr": 54.2,
        "combined_pnl": 14.75,
        "long_chop": 100.0,
        "short_chop": 92.3
      },
      "S1_post10_1.5z_OOS": {
        "n_long": 7,
        "n_short": 3,
        "n_total": 10,
        "long_dir_acc": 42.9,
        "short_dir_acc": 33.3,
        "combined_wr": 40.0,
        "combined_pnl": -36.25,
        "long_chop": 100.0,
        "short_chop": 100.0
      },
      "S1_post5_2.0z_IS": {
        "n_long": 5,
        "n_short": 5,
        "n_total": 10,
        "long_dir_acc": 60.0,
        "short_dir_acc": 40.0,
        "combined_wr": 60.0,
        "combined_pnl": -33.25,
        "long_chop": 100.0,
        "short_chop": 100.0
      },
      "S1_post5_2.0z_OOS": {
        "n_long": 2,
        "n_short": 2,
        "n_total": 4,
        "long_dir_acc": 0.0,
        "short_dir_acc": 100.0,
        "combined_wr": 50.0,
        "combined_pnl": 59.0,
        "long_chop": 100.0,
        "short_chop": 100.0
      },
      "S1_post10_2.0z_IS": {
        "n_long": 4,
        "n_short": 4,
        "n_total": 8,
        "long_dir_acc": 50.0,
        "short_dir_acc": 50.0,
        "combined_wr": 50.0,
        "combined_pnl": -22.75,
        "long_chop": 100.0,
        "short_chop": 100.0
      },
      "S1_post10_2.0z_OOS": {
        "n_long": 2,
        "n_short": 1,
        "n_total": 3,
        "long_dir_acc": 50.0,
        "short_dir_acc": 0.0,
        "combined_wr": 0.0,
        "combined_pnl": -54.0,
        "long_chop": 100.0,
        "short_chop": 100.0
      }
    },
    "signal2": {
      "has_surge_IS": {
        "n_surge": 116,
        "n_no_surge": 103,
        "dir_match_pct": 56.0,
        "directed_wr": 55.2,
        "directed_pnl": -7.5,
        "chop_rate": 84.5,
        "big_bar_wr": 55.2,
        "big_bar_pnl": -7.5,
        "big_bar_n": 116
      },
      "has_surge_OOS": {
        "n_surge": 87,
        "n_no_surge": 89,
        "dir_match_pct": 52.9,
        "directed_wr": 51.7,
        "directed_pnl": -321.25,
        "chop_rate": 80.5,
        "big_bar_wr": 51.7,
        "big_bar_pnl": -321.25,
        "big_bar_n": 87
      }
    },
    "signal3": {
      "very_narrow (<5)_IS": {
        "n": 6,
        "chop_rate": 100.0,
        "runner_rate": 0.0,
        "wr": 66.7,
        "pnl": 12.5
      },
      "narrow (<8)_IS": {
        "n": 47,
        "chop_rate": 91.5,
        "runner_rate": 8.5,
        "wr": 48.9,
        "pnl": -3.0
      },
      "mid (8-15)_IS": {
        "n": 139,
        "chop_rate": 84.2,
        "runner_rate": 11.5,
        "wr": 59.0,
        "pnl": 581.0
      },
      "wide (>15)_IS": {
        "n": 27,
        "chop_rate": 81.5,
        "runner_rate": 14.8,
        "wr": 51.9,
        "pnl": 3.5
      },
      "very_narrow (<5)_OOS": {
        "n": 1,
        "chop_rate": 0.0,
        "runner_rate": 0.0,
        "wr": 0.0,
        "pnl": 0.0
      },
      "narrow (<8)_OOS": {
        "n": 14,
        "chop_rate": 100.0,
        "runner_rate": 0.0,
        "wr": 57.1,
        "pnl": 53.75
      },
      "mid (8-15)_OOS": {
        "n": 70,
        "chop_rate": 88.6,
        "runner_rate": 10.0,
        "wr": 52.9,
        "pnl": -139.75
      },
      "wide (>15)_OOS": {
        "n": 91,
        "chop_rate": 74.7,
        "runner_rate": 17.6,
        "wr": 52.7,
        "pnl": -135.25
      }
    },
    "signal4": {
      "IS": [
        {
          "gap_gex_combo": "FLAT_HIGH_POS",
          "n": 22,
          "wr": 72.72727272727273,
          "pnl": 158.25,
          "avg_pnl": 7.193181818181818,
          "chop_rate": 95.45454545454545,
          "runner_rate": 4.545454545454546
        },
        {
          "gap_gex_combo": "FLAT_LOW_POS",
          "n": 10,
          "wr": 50.0,
          "pnl": -27.75,
          "avg_pnl": -2.775,
          "chop_rate": 60.0,
          "runner_rate": 20.0
        },
        {
          "gap_gex_combo": "FLAT_MID_POS",
          "n": 11,
          "wr": 72.72727272727273,
          "pnl": 153.5,
          "avg_pnl": 13.954545454545455,
          "chop_rate": 72.72727272727273,
          "runner_rate": 27.27272727272727
        },
        {
          "gap_gex_combo": "FLAT_NEG",
          "n": 3,
          "wr": 0.0,
          "pnl": -59.75,
          "avg_pnl": -19.916666666666668,
          "chop_rate": 100.0,
          "runner_rate": 0.0
        },
        {
          "gap_gex_combo": "GAP_DOWN_HIGH_POS",
          "n": 9,
          "wr": 66.66666666666666,
          "pnl": 64.5,
          "avg_pnl": 7.166666666666667,
          "chop_rate": 77.77777777777779,
          "runner_rate": 22.22222222222222
        },
        {
          "gap_gex_combo": "GAP_DOWN_LOW_POS",
          "n": 35,
          "wr": 45.714285714285715,
          "pnl": -11.0,
          "avg_pnl": -0.3142857142857143,
          "chop_rate": 82.85714285714286,
          "runner_rate": 11.428571428571429
        },
        {
          "gap_gex_combo": "GAP_DOWN_MID_POS",
          "n": 16,
          "wr": 62.5,
          "pnl": 66.5,
          "avg_pnl": 4.15625,
          "chop_rate": 81.25,
          "runner_rate": 18.75
        },
        {
          "gap_gex_combo": "GAP_DOWN_NEG",
          "n": 13,
          "wr": 53.84615384615385,
          "pnl": 39.25,
          "avg_pnl": 3.019230769230769,
          "chop_rate": 92.3076923076923,
          "runner_rate": 0.0
        },
        {
          "gap_gex_combo": "GAP_UP_HIGH_POS",
          "n": 17,
          "wr": 52.94117647058824,
          "pnl": -35.5,
          "avg_pnl": -2.088235294117647,
          "chop_rate": 82.35294117647058,
          "runner_rate": 5.88235294117647
        },
        {
          "gap_gex_combo": "GAP_UP_LOW_POS",
          "n": 32,
          "wr": 56.25,
          "pnl": 54.5,
          "avg_pnl": 1.703125,
          "chop_rate": 90.625,
          "runner_rate": 9.375
        },
        {
          "gap_gex_combo": "GAP_UP_MID_POS",
          "n": 37,
          "wr": 51.35135135135135,
          "pnl": -37.25,
          "avg_pnl": -1.0067567567567568,
          "chop_rate": 94.5945945945946,
          "runner_rate": 5.405405405405405
        },
        {
          "gap_gex_combo": "GAP_UP_NEG",
          "n": 14,
          "wr": 64.28571428571429,
          "pnl": 228.75,
          "avg_pnl": 16.339285714285715,
          "chop_rate": 78.57142857142857,
          "runner_rate": 21.428571428571427
        }
      ],
      "OOS": [
        {
          "gap_gex_combo": "FLAT_HIGH_POS",
          "n": 10,
          "wr": 50.0,
          "pnl": 44.0,
          "avg_pnl": 4.4,
          "chop_rate": 80.0,
          "runner_rate": 20.0
        },
        {
          "gap_gex_combo": "FLAT_LOW_POS",
          "n": 3,
          "wr": 33.33333333333333,
          "pnl": -53.25,
          "avg_pnl": -17.75,
          "chop_rate": 66.66666666666666,
          "runner_rate": 33.33333333333333
        },
        {
          "gap_gex_combo": "FLAT_MID_POS",
          "n": 18,
          "wr": 44.44444444444444,
          "pnl": -53.5,
          "avg_pnl": -2.9722222222222223,
          "chop_rate": 77.77777777777779,
          "runner_rate": 22.22222222222222
        },
        {
          "gap_gex_combo": "FLAT_NEG",
          "n": 7,
          "wr": 71.42857142857143,
          "pnl": 187.25,
          "avg_pnl": 26.75,
          "chop_rate": 71.42857142857143,
          "runner_rate": 28.57142857142857
        },
        {
          "gap_gex_combo": "GAP_DOWN_HIGH_POS",
          "n": 24,
          "wr": 41.66666666666667,
          "pnl": -197.5,
          "avg_pnl": -8.229166666666666,
          "chop_rate": 79.16666666666666,
          "runner_rate": 8.333333333333332
        },
        {
          "gap_gex_combo": "GAP_DOWN_LOW_POS",
          "n": 9,
          "wr": 66.66666666666666,
          "pnl": -18.75,
          "avg_pnl": -2.0833333333333335,
          "chop_rate": 55.55555555555556,
          "runner_rate": 33.33333333333333
        },
        {
          "gap_gex_combo": "GAP_DOWN_MID_POS",
          "n": 14,
          "wr": 50.0,
          "pnl": 0.25,
          "avg_pnl": 0.017857142857142856,
          "chop_rate": 85.71428571428571,
          "runner_rate": 7.142857142857142
        },
        {
          "gap_gex_combo": "GAP_DOWN_NEG",
          "n": 10,
          "wr": 60.0,
          "pnl": 33.5,
          "avg_pnl": 3.35,
          "chop_rate": 90.0,
          "runner_rate": 10.0
        },
        {
          "gap_gex_combo": "GAP_UP_HIGH_POS",
          "n": 18,
          "wr": 50.0,
          "pnl": -79.0,
          "avg_pnl": -4.388888888888889,
          "chop_rate": 94.44444444444444,
          "runner_rate": 5.555555555555555
        },
        {
          "gap_gex_combo": "GAP_UP_LOW_POS",
          "n": 22,
          "wr": 68.18181818181817,
          "pnl": 73.25,
          "avg_pnl": 3.3295454545454546,
          "chop_rate": 86.36363636363636,
          "runner_rate": 13.636363636363635
        },
        {
          "gap_gex_combo": "GAP_UP_MID_POS",
          "n": 29,
          "wr": 55.172413793103445,
          "pnl": -54.75,
          "avg_pnl": -1.8879310344827587,
          "chop_rate": 86.20689655172413,
          "runner_rate": 6.896551724137931
        },
        {
          "gap_gex_combo": "GAP_UP_NEG",
          "n": 12,
          "wr": 41.66666666666667,
          "pnl": -102.75,
          "avg_pnl": -8.5625,
          "chop_rate": 75.0,
          "runner_rate": 8.333333333333332
        }
      ]
    },
    "signal5": {
      "IS": {
        "n_long": 117,
        "n_short": 85,
        "n_total": 202,
        "total_wr": 55.9,
        "total_pnl": 531.75,
        "long_dir_acc": 76.1,
        "short_dir_acc": 75.3,
        "chop_long": 82.9,
        "chop_short": 89.4
      },
      "OOS": {
        "n_long": 85,
        "n_short": 61,
        "n_total": 146,
        "total_wr": 52.7,
        "total_pnl": -163.0,
        "long_dir_acc": 77.6,
        "short_dir_acc": 73.8,
        "chop_long": 77.6,
        "chop_short": 82.0
      }
    },
    "signal6": {
      "IS": {
        "strong_n": 19,
        "strong_wr": 57.9,
        "strong_pnl": 66.5,
        "strong_chop": 94.7,
        "weak_n": 200,
        "weak_wr": 56.0,
        "weak_pnl": 527.5,
        "weak_chop": 85.0,
        "high_vol_n": 11,
        "high_vol_wr": 54.5,
        "high_vol_pnl": 73.25,
        "high_vol_chop": 100.0
      },
      "OOS": {
        "strong_n": 12,
        "strong_wr": 16.7,
        "strong_pnl": -218.75,
        "strong_chop": 91.7,
        "weak_n": 163,
        "weak_wr": 55.8,
        "weak_pnl": -2.5,
        "weak_chop": 81.6,
        "high_vol_n": 10,
        "high_vol_wr": 40.0,
        "high_vol_pnl": -19.75,
        "high_vol_chop": 90.0
      }
    },
    "signal7": {
      "early (0-5 bars)_IS": {
        "n": 173,
        "chop": 82.1,
        "runner": 13.9,
        "wr": 56.1,
        "pnl": 551.5
      },
      "quick (6-15 bars)_IS": {
        "n": 19,
        "chop": 100.0,
        "runner": 0.0,
        "wr": 63.2,
        "pnl": 67.0
      },
      "mid (16-30 bars)_IS": {
        "n": 15,
        "chop": 100.0,
        "runner": 0.0,
        "wr": 60.0,
        "pnl": 35.5
      },
      "late (>30 bars)_IS": {
        "n": 12,
        "chop": 100.0,
        "runner": 0.0,
        "wr": 41.7,
        "pnl": -60.0
      },
      "early (0-5 bars)_OOS": {
        "n": 137,
        "chop": 79.6,
        "runner": 16.1,
        "wr": 55.5,
        "pnl": 237.0
      },
      "quick (6-15 bars)_OOS": {
        "n": 24,
        "chop": 87.5,
        "runner": 4.2,
        "wr": 50.0,
        "pnl": -256.5
      },
      "mid (16-30 bars)_OOS": {
        "n": 8,
        "chop": 100.0,
        "runner": 0.0,
        "wr": 37.5,
        "pnl": -105.0
      },
      "late (>30 bars)_OOS": {
        "n": 6,
        "chop": 100.0,
        "runner": 0.0,
        "wr": 33.3,
        "pnl": -96.75
      },
      "no break_OOS": {
        "n": 1,
        "chop": 0.0,
        "runner": 0.0,
        "wr": 0.0,
        "pnl": 0.0
      }
    },
    "signal8": {
      "IS": {
        "n_trace": 56,
        "shift_away_n": 0,
        "shift_away_wr": 0,
        "shift_away_pnl": 0.0,
        "shift_toward_n": 0,
        "shift_toward_wr": 0,
        "shift_toward_pnl": 0.0
      },
      "OOS": {
        "n_trace": 167,
        "shift_away_n": 0,
        "shift_away_wr": 0,
        "shift_away_pnl": 0.0,
        "shift_toward_n": 0,
        "shift_toward_wr": 0,
        "shift_toward_pnl": 0.0
      }
    },
    "signal9": {
      "prior_CHOP_IS": {
        "n": 182,
        "chop": 84.1,
        "runner": 12.1,
        "wr": 58.2,
        "pnl": 512.25
      },
      "prior_RUNNER_IS": {
        "n": 15,
        "chop": 100.0,
        "runner": 0.0,
        "wr": 46.7,
        "pnl": -43.75
      },
      "prior_TREND_IS": {
        "n": 9,
        "chop": 100.0,
        "runner": 0.0,
        "wr": 66.7,
        "pnl": 61.5
      },
      "prior_FADE_IS": {
        "n": 8,
        "chop": 87.5,
        "runner": 12.5,
        "wr": 25.0,
        "pnl": 86.25
      },
      "prior_dir_UP_IS": {
        "n": 115,
        "chop": 83.5,
        "wr": 53.0,
        "pnl": 254.5
      },
      "prior_dir_DOWN_IS": {
        "n": 104,
        "chop": 88.5,
        "wr": 59.6,
        "pnl": 339.5
      },
      "prior_close_TOP25_IS": {
        "n": 79,
        "chop": 88.6,
        "runner": 8.9,
        "wr": 54.4,
        "pnl": 244.0
      },
      "prior_close_BOT25_IS": {
        "n": 51,
        "chop": 96.1,
        "runner": 3.9,
        "wr": 60.8,
        "pnl": 131.75
      },
      "prior_close_MID50_IS": {
        "n": 89,
        "chop": 77.5,
        "runner": 16.9,
        "wr": 55.1,
        "pnl": 218.25
      },
      "prior_CHOP_OOS": {
        "n": 136,
        "chop": 82.4,
        "runner": 11.8,
        "wr": 54.4,
        "pnl": -63.0
      },
      "prior_RUNNER_OOS": {
        "n": 19,
        "chop": 63.2,
        "runner": 31.6,
        "wr": 47.4,
        "pnl": -124.25
      },
      "prior_TREND_OOS": {
        "n": 12,
        "chop": 100.0,
        "runner": 0.0,
        "wr": 50.0,
        "pnl": 50.5
      },
      "prior_FADE_OOS": {
        "n": 5,
        "chop": 80.0,
        "runner": 20.0,
        "wr": 40.0,
        "pnl": -61.25
      },
      "prior_dir_UP_OOS": {
        "n": 92,
        "chop": 80.4,
        "wr": 52.2,
        "pnl": -113.0
      },
      "prior_dir_DOWN_OOS": {
        "n": 84,
        "chop": 83.3,
        "wr": 53.6,
        "pnl": -108.25
      },
      "prior_close_TOP25_OOS": {
        "n": 58,
        "chop": 79.3,
        "runner": 13.8,
        "wr": 55.2,
        "pnl": -103.5
      },
      "prior_close_BOT25_OOS": {
        "n": 32,
        "chop": 65.6,
        "runner": 25.0,
        "wr": 59.4,
        "pnl": 119.0
      },
      "prior_close_MID50_OOS": {
        "n": 86,
        "chop": 89.5,
        "runner": 8.1,
        "wr": 48.8,
        "pnl": -236.75
      }
    },
    "signal10": {
      "IS": {
        "building_long_n": 0,
        "building_long_dir_acc": 0,
        "building_long_chop": 0,
        "building_long_wr": 0,
        "building_short_n": 0,
        "building_short_dir_acc": 0,
        "building_short_chop": 0,
        "building_short_wr": 0,
        "combined_bp_n": 0,
        "combined_bp_wr": 0,
        "combined_bp_pnl": 0.0,
        "absorption_n": 1,
        "absorption_wr": 100.0,
        "absorption_pnl": 14.5,
        "absorption_chop": 100.0
      },
      "OOS": {
        "building_long_n": 1,
        "building_long_dir_acc": 100.0,
        "building_long_chop": 0.0,
        "building_long_wr": 100.0,
        "building_short_n": 0,
        "building_short_dir_acc": 0,
        "building_short_chop": 0,
        "building_short_wr": 0,
        "combined_bp_n": 1,
        "combined_bp_wr": 100.0,
        "combined_bp_pnl": 6.5,
        "absorption_n": 1,
        "absorption_wr": 100.0,
        "absorption_pnl": 35.5,
        "absorption_chop": 100.0
      }
    },
    "combo_signals": {
      "IS": [
        {
          "name": "EarlyBreak+StrongBBB",
          "n": 10,
          "chop": 90.0,
          "runner": 10.0,
          "wr": 50.0,
          "pnl": 38.5,
          "n_runners": 1
        },
        {
          "name": "NarrowORB+EarlyBreak",
          "n": 45,
          "chop": 91.1,
          "runner": 8.9,
          "wr": 51.1,
          "pnl": -2.25,
          "n_runners": 4
        },
        {
          "name": "Post5_Z>1.5",
          "n": 26,
          "chop": 92.3,
          "runner": 7.7,
          "wr": 50.0,
          "pnl": -77.0,
          "n_runners": 2
        },
        {
          "name": "PriorRunner+NarrowORB",
          "n": 14,
          "chop": 100.0,
          "runner": 0.0,
          "wr": 57.1,
          "pnl": -31.75,
          "n_runners": 0
        },
        {
          "name": "HighVolBreak+NarrowORB",
          "n": 10,
          "chop": 100.0,
          "runner": 0.0,
          "wr": 50.0,
          "pnl": 58.75,
          "n_runners": 0
        },
        {
          "name": "EarlyBreak+NarrowORB10",
          "n": 87,
          "chop": 88.5,
          "runner": 10.3,
          "wr": 55.2,
          "pnl": 327.5,
          "n_runners": 9
        },
        {
          "name": "VeryNarrowORB<6",
          "n": 17,
          "chop": 100.0,
          "runner": 0.0,
          "wr": 52.9,
          "pnl": 74.25,
          "n_runners": 0
        }
      ],
      "OOS": [
        {
          "name": "EarlyBreak+StrongBBB",
          "n": 9,
          "chop": 88.9,
          "runner": 0.0,
          "wr": 11.1,
          "pnl": -222.5,
          "n_runners": 0
        },
        {
          "name": "NarrowORB+EarlyBreak",
          "n": 14,
          "chop": 100.0,
          "runner": 0.0,
          "wr": 57.1,
          "pnl": 53.75,
          "n_runners": 0
        },
        {
          "name": "Post5_Z>1.5",
          "n": 8,
          "chop": 100.0,
          "runner": 0.0,
          "wr": 37.5,
          "pnl": 10.5,
          "n_runners": 0
        },
        {
          "name": "PriorRunner+NarrowORB",
          "n": 5,
          "chop": 80.0,
          "runner": 20.0,
          "wr": 40.0,
          "pnl": -34.25,
          "n_runners": 1
        },
        {
          "name": "HighVolBreak+NarrowORB",
          "n": 8,
          "chop": 87.5,
          "runner": 0.0,
          "wr": 37.5,
          "pnl": -34.0,
          "n_runners": 0
        },
        {
          "name": "EarlyBreak+NarrowORB10",
          "n": 32,
          "chop": 93.8,
          "runner": 6.2,
          "wr": 50.0,
          "pnl": -36.75,
          "n_runners": 2
        }
      ]
    },
    "v35_proposal": {},
    "is_oos_consistency": {
      "EarlyBreak+NarrowORB10": {
        "is_n": 87,
        "is_wr": 55.2,
        "is_pnl": 327.5,
        "oos_n": 32,
        "oos_wr": 50.0,
        "oos_pnl": -36.75,
        "wr_diff": 5.2,
        "consistent": true
      },
      "PriorRunner+NarrowORB": {
        "is_n": 14,
        "is_wr": 57.1,
        "is_pnl": -31.75,
        "oos_n": 5,
        "oos_wr": 40.0,
        "oos_pnl": -34.25,
        "wr_diff": 17.1,
        "consistent": false
      },
      "EarlyBreak+StrongBBB": {
        "is_n": 10,
        "is_wr": 50.0,
        "is_pnl": 38.5,
        "oos_n": 9,
        "oos_wr": 11.1,
        "oos_pnl": -222.5,
        "wr_diff": 38.9,
        "consistent": false
      },
      "NarrowORB+EarlyBreak": {
        "is_n": 45,
        "is_wr": 51.1,
        "is_pnl": -2.25,
        "oos_n": 14,
        "oos_wr": 57.1,
        "oos_pnl": 53.75,
        "wr_diff": 6.0,
        "consistent": true
      },
      "Post5_Z>1.5": {
        "is_n": 26,
        "is_wr": 50.0,
        "is_pnl": -77.0,
        "oos_n": 8,
        "oos_wr": 37.5,
        "oos_pnl": 10.5,
        "wr_diff": 12.5,
        "consistent": false
      },
      "HighVolBreak+NarrowORB": {
        "is_n": 10,
        "is_wr": 50.0,
        "is_pnl": 58.75,
        "oos_n": 8,
        "oos_wr": 37.5,
        "oos_pnl": -34.0,
        "wr_diff": 12.5,
        "consistent": false
      }
    }
  },
  "signal_df_sample": [
    {
      "date": "2023-03-01",
      "period": "IS",
      "rule_v3": "DEEP_NEG_NO_CONF",
      "behavior": "CHOP",
      "first_break_dir": "LONG",
      "no_trade_cf_pnl": -13.25,
      "no_trade_cf_dir": "LONG",
      "or_range": 8.0,
      "or_high": 3969.0,
      "or_low": 3961.0,
      "buy_pct": 51.31,
      "gap_type": "FLAT",
      "gap_pct": 0.0,
      "gex_tier": "DEEP_NEG",
      "gex_value": -277.68,
      "vix": 20.39,
      "vix_regime": "ELEVATED",
      "rvol": 1.0,
      "post5_cum_delta": 3757.0,
      "post10_cum_delta": 1932.0,
      "post5_vol": 30709.0,
      "post10_vol": 60486.0,
      "has_vol_surge": true,
      "n_surge_bars": 1,
      "surge_delta_sum": 27.0,
      "surge_delta_dir": "LONG",
      "biggest_bar_delta_dir": "LONG",
      "biggest_bar_delta": 27.0,
      "orb_narrow": false,
      "orb_very_narrow": false,
      "orb_wide": false,
      "orb_vs_prior": NaN,
      "prior_behavior": "UNKNOWN",
      "prior_day_up": false,
      "prior_close_pct": NaN,
      "gap_gex_combo": "FLAT_DEEP_NEG",
      "price_bias": -0.00625,
      "price_bias_dir": "FLAT",
      "frac_above_mid": 0.5333333333333333,
      "break_bar_volume": 6999.0,
      "break_bar_delta": 1527.0,
      "break_bar_range": 4.25,
      "break_bar_vol_ratio": 0.9457682086392505,
      "break_bar_bp": 0.6090870124303472,
      "break_bar_dir": "LONG",
      "break_bar_strong": false,
      "bars_to_break": 2.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": 0.34375,
      "orb_delta_norm": 0.026260078374847978,
      "delta_price_diverge": true,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": 0.12234198443453059,
      "post10_cum_delta_norm": 0.031941275667096515,
      "post5_cum_delta_z": 1.7196242789668603,
      "post10_cum_delta_z": 0.609224958024946
    },
    {
      "date": "2023-03-02",
      "period": "IS",
      "rule_v3": "DEEP_NEG_NO_CONF",
      "behavior": "CHOP",
      "first_break_dir": "LONG",
      "no_trade_cf_pnl": 46.5,
      "no_trade_cf_dir": "LONG",
      "or_range": 8.5,
      "or_high": 3939.5,
      "or_low": 3931.0,
      "buy_pct": 50.1,
      "gap_type": "GAP_DOWN",
      "gap_pct": -0.575,
      "gex_tier": "DEEP_NEG",
      "gex_value": -225.61,
      "vix": 21.1,
      "vix_regime": "ELEVATED",
      "rvol": 1.0,
      "post5_cum_delta": 772.0,
      "post10_cum_delta": 4290.0,
      "post5_vol": 23346.0,
      "post10_vol": 55800.0,
      "has_vol_surge": false,
      "n_surge_bars": 0,
      "surge_delta_sum": 0.0,
      "surge_delta_dir": "FLAT",
      "biggest_bar_delta_dir": "LONG",
      "biggest_bar_delta": 942.0,
      "orb_narrow": false,
      "orb_very_narrow": false,
      "orb_wide": false,
      "orb_vs_prior": 1.0625,
      "prior_behavior": "CHOP",
      "prior_day_up": false,
      "prior_close_pct": 0.44029850746268656,
      "gap_gex_combo": "GAP_DOWN_DEEP_NEG",
      "price_bias": -0.001960784313725496,
      "price_bias_dir": "FLAT",
      "frac_above_mid": 0.4,
      "break_bar_volume": 7876.0,
      "break_bar_delta": 1282.0,
      "break_bar_range": 5.0,
      "break_bar_vol_ratio": 1.3252566044085479,
      "break_bar_bp": 0.5813864906043676,
      "break_bar_dir": "LONG",
      "break_bar_strong": false,
      "bars_to_break": 5.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": -0.2647058823529412,
      "orb_delta_norm": 0.0020528352683829715,
      "delta_price_diverge": false,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": 0.03306776321425512,
      "post10_cum_delta_norm": 0.07688172043010753,
      "post5_cum_delta_z": 0.4047802105248276,
      "post10_cum_delta_z": 1.452435798010306
    },
    {
      "date": "2023-03-07",
      "period": "IS",
      "rule_v3": "DEEP_NEG_CALM_VIX",
      "behavior": "CHOP",
      "first_break_dir": "SHORT",
      "no_trade_cf_pnl": NaN,
      "no_trade_cf_dir": null,
      "or_range": 5.0,
      "or_high": 4053.25,
      "or_low": 4048.25,
      "buy_pct": 50.03,
      "gap_type": "FLAT",
      "gap_pct": -0.025,
      "gex_tier": "DEEP_NEG",
      "gex_value": -243.65,
      "vix": 18.62,
      "vix_regime": "CALM",
      "rvol": 1.0,
      "post5_cum_delta": 33.0,
      "post10_cum_delta": -358.0,
      "post5_vol": 17387.0,
      "post10_vol": 26018.0,
      "has_vol_surge": true,
      "n_surge_bars": 2,
      "surge_delta_sum": -947.0,
      "surge_delta_dir": "SHORT",
      "biggest_bar_delta_dir": "SHORT",
      "biggest_bar_delta": -954.0,
      "orb_narrow": true,
      "orb_very_narrow": false,
      "orb_wide": false,
      "orb_vs_prior": 0.46511627906976744,
      "prior_behavior": "CHOP",
      "prior_day_up": false,
      "prior_close_pct": 0.12318840579710146,
      "gap_gex_combo": "FLAT_DEEP_NEG",
      "price_bias": -0.009999999999999998,
      "price_bias_dir": "FLAT",
      "frac_above_mid": 0.4666666666666667,
      "break_bar_volume": 3673.0,
      "break_bar_delta": 199.0,
      "break_bar_range": 3.0,
      "break_bar_vol_ratio": 0.788389164746791,
      "break_bar_bp": 0.5270895725564934,
      "break_bar_dir": "SHORT",
      "break_bar_strong": false,
      "bars_to_break": 0.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": -0.3,
      "orb_delta_norm": 0.0005294563770874176,
      "delta_price_diverge": true,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": 0.0018979697475125094,
      "post10_cum_delta_norm": -0.01375970481974018,
      "post5_cum_delta_z": -0.05429316467927687,
      "post10_cum_delta_z": -0.24825569993635338
    },
    {
      "date": "2023-03-10",
      "period": "IS",
      "rule_v3": "DEEP_NEG_NO_CONF",
      "behavior": "CHOP",
      "first_break_dir": "SHORT",
      "no_trade_cf_pnl": 22.5,
      "no_trade_cf_dir": "SHORT",
      "or_range": 28.5,
      "or_high": 3915.75,
      "or_low": 3887.25,
      "buy_pct": 49.84,
      "gap_type": "GAP_DOWN",
      "gap_pct": -0.172,
      "gex_tier": "DEEP_NEG",
      "gex_value": -476.44,
      "vix": 22.68,
      "vix_regime": "ELEVATED",
      "rvol": 1.31,
      "post5_cum_delta": -590.0,
      "post10_cum_delta": 2275.0,
      "post5_vol": 46476.0,
      "post10_vol": 93119.0,
      "has_vol_surge": false,
      "n_surge_bars": 0,
      "surge_delta_sum": 0.0,
      "surge_delta_dir": "FLAT",
      "biggest_bar_delta_dir": "SHORT",
      "biggest_bar_delta": -614.0,
      "orb_narrow": false,
      "orb_very_narrow": false,
      "orb_wide": true,
      "orb_vs_prior": 2.28,
      "prior_behavior": "CHOP",
      "prior_day_up": false,
      "prior_close_pct": 0.09750566893424037,
      "gap_gex_combo": "GAP_DOWN_DEEP_NEG",
      "price_bias": -0.052631578947368425,
      "price_bias_dir": "SHORT",
      "frac_above_mid": 0.4,
      "break_bar_volume": 9946.0,
      "break_bar_delta": -796.0,
      "break_bar_range": 4.25,
      "break_bar_vol_ratio": 1.1828835114649077,
      "break_bar_bp": 0.4599839131309069,
      "break_bar_dir": "SHORT",
      "break_bar_strong": false,
      "bars_to_break": 0.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": -0.631578947368421,
      "orb_delta_norm": -0.003219054264057594,
      "delta_price_diverge": true,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": -0.012694724158705569,
      "post10_cum_delta_norm": 0.024431104285913722,
      "post5_cum_delta_z": -0.2692165407996766,
      "post10_cum_delta_z": 0.468312736257765
    },
    {
      "date": "2023-03-13",
      "period": "IS",
      "rule_v3": "BEAR_WEAK_BP",
      "behavior": "CHOP",
      "first_break_dir": "LONG",
      "no_trade_cf_pnl": NaN,
      "no_trade_cf_dir": null,
      "or_range": 20.5,
      "or_high": 3830.5,
      "or_low": 3810.0,
      "buy_pct": 46.64,
      "gap_type": "GAP_DOWN",
      "gap_pct": -1.068,
      "gex_tier": "DEEP_NEG",
      "gex_value": -467.22,
      "vix": 27.8,
      "vix_regime": "HIGH",
      "rvol": 0.86,
      "post5_cum_delta": -444.0,
      "post10_cum_delta": -1849.0,
      "post5_vol": 14268.0,
      "post10_vol": 30521.0,
      "has_vol_surge": false,
      "n_surge_bars": 0,
      "surge_delta_sum": 0.0,
      "surge_delta_dir": "FLAT",
      "biggest_bar_delta_dir": "SHORT",
      "biggest_bar_delta": -642.0,
      "orb_narrow": false,
      "orb_very_narrow": false,
      "orb_wide": true,
      "orb_vs_prior": 0.7192982456140351,
      "prior_behavior": "CHOP",
      "prior_day_up": false,
      "prior_close_pct": 0.18361581920903955,
      "gap_gex_combo": "GAP_DOWN_DEEP_NEG",
      "price_bias": 1.8105691056910567,
      "price_bias_dir": "LONG",
      "frac_above_mid": 1.0,
      "break_bar_volume": 2013.0,
      "break_bar_delta": -25.0,
      "break_bar_range": 5.75,
      "break_bar_vol_ratio": 0.763502579144331,
      "break_bar_bp": 0.49379036264282167,
      "break_bar_dir": "LONG",
      "break_bar_strong": false,
      "bars_to_break": 0.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": 0.6219512195121951,
      "orb_delta_norm": 0.03767573581470618,
      "delta_price_diverge": true,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": -0.031118587047939444,
      "post10_cum_delta_norm": -0.06058123914681694,
      "post5_cum_delta_z": -0.5405659461103859,
      "post10_cum_delta_z": -1.1267611419170431
    },
    {
      "date": "2023-03-14",
      "period": "IS",
      "rule_v3": "DEEP_NEG_NO_CONF",
      "behavior": "CHOP",
      "first_break_dir": "LONG",
      "no_trade_cf_pnl": -1.25,
      "no_trade_cf_dir": "LONG",
      "or_range": 17.0,
      "or_high": 3919.25,
      "or_low": 3902.25,
      "buy_pct": 51.01,
      "gap_type": "GAP_UP",
      "gap_pct": 1.342,
      "gex_tier": "DEEP_NEG",
      "gex_value": -394.9,
      "vix": 26.85,
      "vix_regime": "HIGH",
      "rvol": 0.3,
      "post5_cum_delta": 1000.0,
      "post10_cum_delta": 763.0,
      "post5_vol": 5362.0,
      "post10_vol": 8769.0,
      "has_vol_surge": false,
      "n_surge_bars": 0,
      "surge_delta_sum": 0.0,
      "surge_delta_dir": "FLAT",
      "biggest_bar_delta_dir": "SHORT",
      "biggest_bar_delta": -216.0,
      "orb_narrow": false,
      "orb_very_narrow": false,
      "orb_wide": true,
      "orb_vs_prior": 0.8292682926829268,
      "prior_behavior": "CHOP",
      "prior_day_up": true,
      "prior_close_pct": 0.47959183673469385,
      "gap_gex_combo": "GAP_UP_DEEP_NEG",
      "price_bias": 1.007843137254902,
      "price_bias_dir": "LONG",
      "frac_above_mid": 1.0,
      "break_bar_volume": 745.0,
      "break_bar_delta": 41.0,
      "break_bar_range": 2.25,
      "break_bar_vol_ratio": 0.6986995123171189,
      "break_bar_bp": 0.5275167785234899,
      "break_bar_dir": "LONG",
      "break_bar_strong": false,
      "bars_to_break": 0.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": 0.08823529411764706,
      "orb_delta_norm": -0.04676753782668501,
      "delta_price_diverge": false,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": 0.18649757553151808,
      "post10_cum_delta_norm": 0.087011061694606,
      "post5_cum_delta_z": 2.664517410021229,
      "post10_cum_delta_z": 1.6424911123530352
    },
    {
      "date": "2023-03-15",
      "period": "IS",
      "rule_v3": "DEEP_NEG_NO_CONF",
      "behavior": "CHOP",
      "first_break_dir": "SHORT",
      "no_trade_cf_pnl": -40.0,
      "no_trade_cf_dir": "SHORT",
      "or_range": 19.75,
      "or_high": 3877.5,
      "or_low": 3857.75,
      "buy_pct": 58.54,
      "gap_type": "GAP_DOWN",
      "gap_pct": -1.512,
      "gex_tier": "DEEP_NEG",
      "gex_value": -357.01,
      "vix": 24.15,
      "vix_regime": "ELEVATED",
      "rvol": 0.25,
      "post5_cum_delta": -405.0,
      "post10_cum_delta": -246.0,
      "post5_vol": 3251.0,
      "post10_vol": 6546.0,
      "has_vol_surge": true,
      "n_surge_bars": 2,
      "surge_delta_sum": -217.0,
      "surge_delta_dir": "SHORT",
      "biggest_bar_delta_dir": "SHORT",
      "biggest_bar_delta": -128.0,
      "orb_narrow": false,
      "orb_very_narrow": false,
      "orb_wide": true,
      "orb_vs_prior": 1.161764705882353,
      "prior_behavior": "CHOP",
      "prior_day_up": true,
      "prior_close_pct": 0.7076923076923077,
      "gap_gex_combo": "GAP_DOWN_DEEP_NEG",
      "price_bias": -0.630801687763713,
      "price_bias_dir": "SHORT",
      "frac_above_mid": 0.0,
      "break_bar_volume": 989.0,
      "break_bar_delta": -11.0,
      "break_bar_range": 4.5,
      "break_bar_vol_ratio": 1.1867999999999999,
      "break_bar_bp": 0.49443882709807885,
      "break_bar_dir": "SHORT",
      "break_bar_strong": false,
      "bars_to_break": 0.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": -0.379746835443038,
      "orb_delta_norm": -0.11008,
      "delta_price_diverge": false,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": -0.12457705321439556,
      "post10_cum_delta_norm": -0.03758020164986251,
      "post5_cum_delta_z": -1.9170361992807001,
      "post10_cum_delta_z": -0.6951961173469066
    },
    {
      "date": "2023-03-16",
      "period": "IS",
      "rule_v3": "DEEP_NEG_NO_CONF",
      "behavior": "CHOP",
      "first_break_dir": "LONG",
      "no_trade_cf_pnl": 75.5,
      "no_trade_cf_dir": "LONG",
      "or_range": 19.5,
      "or_high": 3882.75,
      "or_low": 3863.25,
      "buy_pct": 50.26,
      "gap_type": "GAP_DOWN",
      "gap_pct": -0.699,
      "gex_tier": "DEEP_NEG",
      "gex_value": -125.49,
      "vix": 26.73,
      "vix_regime": "HIGH",
      "rvol": 0.09,
      "post5_cum_delta": 436.0,
      "post10_cum_delta": 599.0,
      "post5_vol": 3810.0,
      "post10_vol": 8067.0,
      "has_vol_surge": true,
      "n_surge_bars": 1,
      "surge_delta_sum": 123.0,
      "surge_delta_dir": "LONG",
      "biggest_bar_delta_dir": "LONG",
      "biggest_bar_delta": 123.0,
      "orb_narrow": false,
      "orb_very_narrow": false,
      "orb_wide": true,
      "orb_vs_prior": 0.9873417721518988,
      "prior_behavior": "CHOP",
      "prior_day_up": true,
      "prior_close_pct": 0.9914163090128756,
      "gap_gex_combo": "GAP_DOWN_DEEP_NEG",
      "price_bias": 0.5572649572649573,
      "price_bias_dir": "LONG",
      "frac_above_mid": 1.0,
      "break_bar_volume": 447.0,
      "break_bar_delta": 101.0,
      "break_bar_range": 2.5,
      "break_bar_vol_ratio": 1.268205031208625,
      "break_bar_bp": 0.6129753914988815,
      "break_bar_dir": "LONG",
      "break_bar_strong": false,
      "bars_to_break": 0.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": 0.6666666666666666,
      "orb_delta_norm": 0.09211272933610744,
      "delta_price_diverge": true,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": 0.11443569553805774,
      "post10_cum_delta_norm": 0.07425313003594892,
      "post5_cum_delta_z": 1.603179274834408,
      "post10_cum_delta_z": 1.4031159497995418
    },
    {
      "date": "2023-03-20",
      "period": "IS",
      "rule_v3": "DEEP_NEG_NO_CONF",
      "behavior": "CHOP",
      "first_break_dir": "LONG",
      "no_trade_cf_pnl": 14.25,
      "no_trade_cf_dir": "LONG",
      "or_range": 19.0,
      "or_high": 3966.25,
      "or_low": 3947.25,
      "buy_pct": 50.32,
      "gap_type": "GAP_DOWN",
      "gap_pct": -0.158,
      "gex_tier": "DEEP_NEG",
      "gex_value": -43.41,
      "vix": 26.97,
      "vix_regime": "HIGH",
      "rvol": 1.24,
      "post5_cum_delta": 1645.0,
      "post10_cum_delta": 527.0,
      "post5_vol": 17279.0,
      "post10_vol": 33877.0,
      "has_vol_surge": false,
      "n_surge_bars": 0,
      "surge_delta_sum": 0.0,
      "surge_delta_dir": "FLAT",
      "biggest_bar_delta_dir": "LONG",
      "biggest_bar_delta": 397.0,
      "orb_narrow": false,
      "orb_very_narrow": false,
      "orb_wide": true,
      "orb_vs_prior": 0.9743589743589743,
      "prior_behavior": "CHOP",
      "prior_day_up": true,
      "prior_close_pct": 0.9582309582309583,
      "gap_gex_combo": "GAP_DOWN_DEEP_NEG",
      "price_bias": 0.6780701754385965,
      "price_bias_dir": "LONG",
      "frac_above_mid": 1.0,
      "break_bar_volume": 3597.0,
      "break_bar_delta": -499.0,
      "break_bar_range": 4.5,
      "break_bar_vol_ratio": 0.9993702420863508,
      "break_bar_bp": 0.43063664164581594,
      "break_bar_dir": "LONG",
      "break_bar_strong": false,
      "bars_to_break": 0.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": -0.2236842105263158,
      "orb_delta_norm": -0.01428068680657171,
      "delta_price_diverge": false,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": 0.09520226864980612,
      "post10_cum_delta_norm": 0.015556277120170027,
      "post5_cum_delta_z": 1.3199064899905828,
      "post10_cum_delta_z": 0.3017956822184839
    },
    {
      "date": "2023-03-23",
      "period": "IS",
      "rule_v3": "DEEP_NEG_NO_CONF",
      "behavior": "CHOP",
      "first_break_dir": "LONG",
      "no_trade_cf_pnl": -50.0,
      "no_trade_cf_dir": "LONG",
      "or_range": 12.25,
      "or_high": 4007.25,
      "or_low": 3995.0,
      "buy_pct": 49.04,
      "gap_type": "GAP_UP",
      "gap_pct": 0.693,
      "gex_tier": "DEEP_NEG",
      "gex_value": -48.14,
      "vix": 21.55,
      "vix_regime": "ELEVATED",
      "rvol": 1.17,
      "post5_cum_delta": 4004.0,
      "post10_cum_delta": 5286.0,
      "post5_vol": 32178.0,
      "post10_vol": 57992.0,
      "has_vol_surge": false,
      "n_surge_bars": 0,
      "surge_delta_sum": 0.0,
      "surge_delta_dir": "FLAT",
      "biggest_bar_delta_dir": "SHORT",
      "biggest_bar_delta": -17.0,
      "orb_narrow": false,
      "orb_very_narrow": false,
      "orb_wide": false,
      "orb_vs_prior": 1.4848484848484849,
      "prior_behavior": "CHOP",
      "prior_day_up": true,
      "prior_close_pct": 0.8805031446540881,
      "gap_gex_combo": "GAP_UP_DEEP_NEG",
      "price_bias": 1.045578231292517,
      "price_bias_dir": "LONG",
      "frac_above_mid": 1.0,
      "break_bar_volume": 4178.0,
      "break_bar_delta": 818.0,
      "break_bar_range": 3.0,
      "break_bar_vol_ratio": 1.5421906144646504,
      "break_bar_bp": 0.597893729056965,
      "break_bar_dir": "LONG",
      "break_bar_strong": true,
      "bars_to_break": 0.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": 0.30612244897959184,
      "orb_delta_norm": -0.0028791495435194527,
      "delta_price_diverge": true,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": 0.1244328423146249,
      "post10_cum_delta_norm": 0.09115050351772658,
      "post5_cum_delta_z": 1.7504187462164151,
      "post10_cum_delta_z": 1.7201588398343814
    },
    {
      "date": "2023-03-24",
      "period": "IS",
      "rule_v3": "DEEP_NEG_NO_CONF",
      "behavior": "CHOP",
      "first_break_dir": "SHORT",
      "no_trade_cf_pnl": -50.0,
      "no_trade_cf_dir": "SHORT",
      "or_range": 20.5,
      "or_high": 3964.25,
      "or_low": 3943.75,
      "buy_pct": 49.12,
      "gap_type": "GAP_DOWN",
      "gap_pct": -0.333,
      "gex_tier": "DEEP_NEG",
      "gex_value": -43.93,
      "vix": 23.41,
      "vix_regime": "ELEVATED",
      "rvol": 0.98,
      "post5_cum_delta": 421.0,
      "post10_cum_delta": -221.0,
      "post5_vol": 22273.0,
      "post10_vol": 38619.0,
      "has_vol_surge": false,
      "n_surge_bars": 0,
      "surge_delta_sum": 0.0,
      "surge_delta_dir": "FLAT",
      "biggest_bar_delta_dir": "SHORT",
      "biggest_bar_delta": -1286.0,
      "orb_narrow": false,
      "orb_very_narrow": false,
      "orb_wide": true,
      "orb_vs_prior": 1.6734693877551021,
      "prior_behavior": "CHOP",
      "prior_day_up": false,
      "prior_close_pct": 0.29945054945054944,
      "gap_gex_combo": "GAP_DOWN_DEEP_NEG",
      "price_bias": 0.44878048780487806,
      "price_bias_dir": "LONG",
      "frac_above_mid": 1.0,
      "break_bar_volume": 5426.0,
      "break_bar_delta": -794.0,
      "break_bar_range": 4.0,
      "break_bar_vol_ratio": 1.1290993840519392,
      "break_bar_bp": 0.42683376336159234,
      "break_bar_dir": "SHORT",
      "break_bar_strong": false,
      "bars_to_break": 26.0,
      "break_early": false,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": -0.6951219512195121,
      "orb_delta_norm": -0.027162754564119637,
      "delta_price_diverge": true,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": 0.018901809365599605,
      "post10_cum_delta_norm": -0.005722571791087289,
      "post5_cum_delta_z": 0.19614192573071673,
      "post10_cum_delta_z": -0.09745617563475133
    },
    {
      "date": "2023-03-27",
      "period": "IS",
      "rule_v3": "DEEP_NEG_NO_CONF",
      "behavior": "CHOP",
      "first_break_dir": "LONG",
      "no_trade_cf_pnl": -22.0,
      "no_trade_cf_dir": "LONG",
      "or_range": 13.0,
      "or_high": 4031.5,
      "or_low": 4018.5,
      "buy_pct": 50.61,
      "gap_type": "GAP_UP",
      "gap_pct": 0.587,
      "gex_tier": "DEEP_NEG",
      "gex_value": -44.64,
      "vix": 22.27,
      "vix_regime": "ELEVATED",
      "rvol": 1.03,
      "post5_cum_delta": -689.0,
      "post10_cum_delta": 787.0,
      "post5_vol": 17669.0,
      "post10_vol": 29783.0,
      "has_vol_surge": true,
      "n_surge_bars": 2,
      "surge_delta_sum": -740.0,
      "surge_delta_dir": "SHORT",
      "biggest_bar_delta_dir": "LONG",
      "biggest_bar_delta": 580.0,
      "orb_narrow": false,
      "orb_very_narrow": false,
      "orb_wide": false,
      "orb_vs_prior": 0.6341463414634146,
      "prior_behavior": "CHOP",
      "prior_day_up": true,
      "prior_close_pct": 0.9848484848484849,
      "gap_gex_combo": "GAP_UP_DEEP_NEG",
      "price_bias": -1.0461538461538462,
      "price_bias_dir": "SHORT",
      "frac_above_mid": 0.0,
      "break_bar_volume": 4193.0,
      "break_bar_delta": -781.0,
      "break_bar_range": 3.0,
      "break_bar_vol_ratio": 1.2264537264537263,
      "break_bar_bp": 0.4068685905079895,
      "break_bar_dir": "SHORT",
      "break_bar_strong": false,
      "bars_to_break": 0.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": -0.23076923076923078,
      "orb_delta_norm": -0.03939003939003939,
      "delta_price_diverge": false,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": -0.03899484973682721,
      "post10_cum_delta_norm": 0.02642447033542625,
      "post5_cum_delta_z": -0.6565687197713603,
      "post10_cum_delta_z": 0.5057139651479426
    },
    {
      "date": "2023-03-28",
      "period": "IS",
      "rule_v3": "DEEP_NEG_NO_CONF",
      "behavior": "CHOP",
      "first_break_dir": "LONG",
      "no_trade_cf_pnl": -2.5,
      "no_trade_cf_dir": "LONG",
      "or_range": 9.0,
      "or_high": 4003.0,
      "or_low": 3994.0,
      "buy_pct": 51.73,
      "gap_type": "GAP_DOWN",
      "gap_pct": -0.199,
      "gex_tier": "DEEP_NEG",
      "gex_value": -47.39,
      "vix": 20.79,
      "vix_regime": "ELEVATED",
      "rvol": 0.89,
      "post5_cum_delta": 1702.0,
      "post10_cum_delta": 968.0,
      "post5_vol": 15112.0,
      "post10_vol": 25738.0,
      "has_vol_surge": true,
      "n_surge_bars": 2,
      "surge_delta_sum": -2403.0,
      "surge_delta_dir": "SHORT",
      "biggest_bar_delta_dir": "LONG",
      "biggest_bar_delta": 328.0,
      "orb_narrow": false,
      "orb_very_narrow": false,
      "orb_wide": false,
      "orb_vs_prior": 0.6923076923076923,
      "prior_behavior": "CHOP",
      "prior_day_up": false,
      "prior_close_pct": 0.29411764705882354,
      "gap_gex_combo": "GAP_DOWN_DEEP_NEG",
      "price_bias": -0.5999999999999999,
      "price_bias_dir": "SHORT",
      "frac_above_mid": 0.06666666666666667,
      "break_bar_volume": 3668.0,
      "break_bar_delta": 418.0,
      "break_bar_range": 2.75,
      "break_bar_vol_ratio": 0.859727799740613,
      "break_bar_bp": 0.556979280261723,
      "break_bar_dir": "SHORT",
      "break_bar_strong": false,
      "bars_to_break": 0.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": -0.8611111111111112,
      "orb_delta_norm": -0.07811303654858821,
      "delta_price_diverge": true,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": 0.11262572789835892,
      "post10_cum_delta_norm": 0.037609759888103195,
      "post5_cum_delta_z": 1.576521801012732,
      "post10_cum_delta_z": 0.7155818792046144
    },
    {
      "date": "2023-03-29",
      "period": "IS",
      "rule_v3": "NEUTRAL_DEFAULT",
      "behavior": "CHOP",
      "first_break_dir": "LONG",
      "no_trade_cf_pnl": 13.0,
      "no_trade_cf_dir": "LONG",
      "or_range": 5.25,
      "or_high": 4044.75,
      "or_low": 4039.5,
      "buy_pct": 49.47,
      "gap_type": "GAP_UP",
      "gap_pct": 1.081,
      "gex_tier": "NEG",
      "gex_value": -25.23,
      "vix": 19.19,
      "vix_regime": "CALM",
      "rvol": 0.91,
      "post5_cum_delta": -2229.0,
      "post10_cum_delta": -2989.0,
      "post5_vol": 20797.0,
      "post10_vol": 32789.0,
      "has_vol_surge": false,
      "n_surge_bars": 0,
      "surge_delta_sum": 0.0,
      "surge_delta_dir": "FLAT",
      "biggest_bar_delta_dir": "SHORT",
      "biggest_bar_delta": -2590.0,
      "orb_narrow": true,
      "orb_very_narrow": false,
      "orb_wide": false,
      "orb_vs_prior": 0.5833333333333334,
      "prior_behavior": "CHOP",
      "prior_day_up": false,
      "prior_close_pct": 0.7130434782608696,
      "gap_gex_combo": "GAP_UP_NEG",
      "price_bias": -0.8682539682539683,
      "price_bias_dir": "SHORT",
      "frac_above_mid": 0.0,
      "break_bar_volume": 6453.0,
      "break_bar_delta": -1251.0,
      "break_bar_range": 3.0,
      "break_bar_vol_ratio": 1.9807035134748,
      "break_bar_bp": 0.403068340306834,
      "break_bar_dir": "SHORT",
      "break_bar_strong": true,
      "bars_to_break": 0.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": -0.7619047619047619,
      "orb_delta_norm": -0.09930630870285866,
      "delta_price_diverge": true,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": -0.10717892003654374,
      "post10_cum_delta_norm": -0.09115862026899264,
      "post5_cum_delta_z": -1.6607938944117604,
      "post10_cum_delta_z": -1.7004799681669236
    },
    {
      "date": "2023-03-30",
      "period": "IS",
      "rule_v3": "BULL_WEAK_BP",
      "behavior": "CHOP",
      "first_break_dir": "SHORT",
      "no_trade_cf_pnl": NaN,
      "no_trade_cf_dir": null,
      "or_range": 6.5,
      "or_high": 4085.5,
      "or_low": 4079.0,
      "buy_pct": 53.31,
      "gap_type": "GAP_UP",
      "gap_pct": 0.647,
      "gex_tier": "NEG",
      "gex_value": -23.17,
      "vix": 19.01,
      "vix_regime": "CALM",
      "rvol": 0.93,
      "post5_cum_delta": -390.0,
      "post10_cum_delta": -65.0,
      "post5_vol": 9930.0,
      "post10_vol": 18997.0,
      "has_vol_surge": true,
      "n_surge_bars": 1,
      "surge_delta_sum": -2128.0,
      "surge_delta_dir": "SHORT",
      "biggest_bar_delta_dir": "SHORT",
      "biggest_bar_delta": -2128.0,
      "orb_narrow": true,
      "orb_very_narrow": false,
      "orb_wide": false,
      "orb_vs_prior": 1.2380952380952381,
      "prior_behavior": "CHOP",
      "prior_day_up": true,
      "prior_close_pct": 0.9145299145299145,
      "gap_gex_combo": "GAP_UP_NEG",
      "price_bias": 0.020512820512820513,
      "price_bias_dir": "FLAT",
      "frac_above_mid": 0.6666666666666666,
      "break_bar_volume": 6911.0,
      "break_bar_delta": -1507.0,
      "break_bar_range": 4.5,
      "break_bar_vol_ratio": 2.1133264020549203,
      "break_bar_bp": 0.3909709159311243,
      "break_bar_dir": "SHORT",
      "break_bar_strong": true,
      "bars_to_break": 14.0,
      "break_early": false,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": 0.0,
      "orb_delta_norm": -0.026930055246366175,
      "delta_price_diverge": false,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": -0.03927492447129909,
      "post10_cum_delta_norm": -0.003421592883086803,
      "post5_cum_delta_z": -0.6606937023061528,
      "post10_cum_delta_z": -0.05428325271342305
    },
    {
      "date": "2023-04-03",
      "period": "IS",
      "rule_v3": "NEUTRAL_DEFAULT",
      "behavior": "CHOP",
      "first_break_dir": "LONG",
      "no_trade_cf_pnl": 10.25,
      "no_trade_cf_dir": "LONG",
      "or_range": 11.25,
      "or_high": 4143.0,
      "or_low": 4131.75,
      "buy_pct": 51.71,
      "gap_type": "GAP_DOWN",
      "gap_pct": -0.133,
      "gex_tier": "LOW_POS",
      "gex_value": 1.26,
      "vix": 19.64,
      "vix_regime": "CALM",
      "rvol": 0.95,
      "post5_cum_delta": -2779.0,
      "post10_cum_delta": -4463.0,
      "post5_vol": 26873.0,
      "post10_vol": 52473.0,
      "has_vol_surge": false,
      "n_surge_bars": 0,
      "surge_delta_sum": 0.0,
      "surge_delta_dir": "FLAT",
      "biggest_bar_delta_dir": "SHORT",
      "biggest_bar_delta": -910.0,
      "orb_narrow": false,
      "orb_very_narrow": false,
      "orb_wide": false,
      "orb_vs_prior": 0.8653846153846154,
      "prior_behavior": "RUNNER",
      "prior_day_up": true,
      "prior_close_pct": 0.9383886255924171,
      "gap_gex_combo": "GAP_DOWN_LOW_POS",
      "price_bias": 1.1874074074074072,
      "price_bias_dir": "LONG",
      "frac_above_mid": 1.0,
      "break_bar_volume": 3512.0,
      "break_bar_delta": -116.0,
      "break_bar_range": 2.0,
      "break_bar_vol_ratio": 0.9855940130963516,
      "break_bar_bp": 0.48348519362186787,
      "break_bar_dir": "LONG",
      "break_bar_strong": false,
      "bars_to_break": 0.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": -0.7111111111111111,
      "orb_delta_norm": -0.0774555659494855,
      "delta_price_diverge": true,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": -0.10341234696535556,
      "post10_cum_delta_norm": -0.0850532654889181,
      "post5_cum_delta_z": -1.6053192434620134,
      "post10_cum_delta_z": -1.585926110062864
    },
    {
      "date": "2023-04-05",
      "period": "IS",
      "rule_v3": "NEUTRAL_DEFAULT",
      "behavior": "CHOP",
      "first_break_dir": "LONG",
      "no_trade_cf_pnl": -7.25,
      "no_trade_cf_dir": "LONG",
      "or_range": 5.0,
      "or_high": 4123.5,
      "or_low": 4118.5,
      "buy_pct": 51.17,
      "gap_type": "GAP_DOWN",
      "gap_pct": -0.248,
      "gex_tier": "NEG",
      "gex_value": -15.25,
      "vix": 19.71,
      "vix_regime": "CALM",
      "rvol": 0.79,
      "post5_cum_delta": 334.0,
      "post10_cum_delta": 335.0,
      "post5_vol": 24960.0,
      "post10_vol": 52897.0,
      "has_vol_surge": true,
      "n_surge_bars": 1,
      "surge_delta_sum": -2419.0,
      "surge_delta_dir": "SHORT",
      "biggest_bar_delta_dir": "SHORT",
      "biggest_bar_delta": -2419.0,
      "orb_narrow": true,
      "orb_very_narrow": false,
      "orb_wide": false,
      "orb_vs_prior": 0.40816326530612246,
      "prior_behavior": "FADE",
      "prior_day_up": false,
      "prior_close_pct": 0.3125,
      "gap_gex_combo": "GAP_DOWN_NEG",
      "price_bias": -1.4,
      "price_bias_dir": "SHORT",
      "frac_above_mid": 0.0,
      "break_bar_volume": 8902.0,
      "break_bar_delta": 100.0,
      "break_bar_range": 2.25,
      "break_bar_vol_ratio": 2.0013189250760632,
      "break_bar_bp": 0.5056167153448663,
      "break_bar_dir": "SHORT",
      "break_bar_strong": false,
      "bars_to_break": 0.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": -1.5,
      "orb_delta_norm": -0.016261746676458685,
      "delta_price_diverge": true,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": 0.013381410256410256,
      "post10_cum_delta_norm": 0.006333062366485812,
      "post5_cum_delta_z": 0.11483666285711806,
      "post10_cum_delta_z": 0.12874188400105913
    },
    {
      "date": "2023-04-06",
      "period": "IS",
      "rule_v3": "NEUTRAL_DEFAULT",
      "behavior": "CHOP",
      "first_break_dir": "LONG",
      "no_trade_cf_pnl": 20.75,
      "no_trade_cf_dir": "LONG",
      "or_range": 12.25,
      "or_high": 4109.25,
      "or_low": 4097.0,
      "buy_pct": 49.28,
      "gap_type": "GAP_DOWN",
      "gap_pct": -0.231,
      "gex_tier": "NEG",
      "gex_value": -15.08,
      "vix": 19.34,
      "vix_regime": "CALM",
      "rvol": 1.05,
      "post5_cum_delta": 1906.0,
      "post10_cum_delta": 1568.0,
      "post5_vol": 19718.0,
      "post10_vol": 29932.0,
      "has_vol_surge": true,
      "n_surge_bars": 2,
      "surge_delta_sum": -2023.0,
      "surge_delta_dir": "SHORT",
      "biggest_bar_delta_dir": "SHORT",
      "biggest_bar_delta": -1406.0,
      "orb_narrow": false,
      "orb_very_narrow": false,
      "orb_wide": false,
      "orb_vs_prior": 2.45,
      "prior_behavior": "CHOP",
      "prior_day_up": false,
      "prior_close_pct": 0.6347826086956522,
      "gap_gex_combo": "GAP_DOWN_NEG",
      "price_bias": 0.3217687074829932,
      "price_bias_dir": "LONG",
      "frac_above_mid": 0.9333333333333333,
      "break_bar_volume": 3472.0,
      "break_bar_delta": -308.0,
      "break_bar_range": 1.75,
      "break_bar_vol_ratio": 0.9076965978806469,
      "break_bar_bp": 0.45564516129032256,
      "break_bar_dir": "LONG",
      "break_bar_strong": false,
      "bars_to_break": 21.0,
      "break_early": false,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": -0.4489795918367347,
      "orb_delta_norm": -0.023982152816508645,
      "delta_price_diverge": true,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": 0.09666294756060452,
      "post10_cum_delta_norm": 0.052385406922357346,
      "post5_cum_delta_z": 1.3414195872263777,
      "post10_cum_delta_z": 0.99281513340986
    },
    {
      "date": "2023-04-10",
      "period": "IS",
      "rule_v3": "NEUTRAL_DEFAULT",
      "behavior": "CHOP",
      "first_break_dir": "LONG",
      "no_trade_cf_pnl": 29.25,
      "no_trade_cf_dir": "LONG",
      "or_range": 9.25,
      "or_high": 4108.0,
      "or_low": 4098.75,
      "buy_pct": 51.39,
      "gap_type": "GAP_DOWN",
      "gap_pct": -0.647,
      "gex_tier": "NEG",
      "gex_value": -12.81,
      "vix": 19.28,
      "vix_regime": "CALM",
      "rvol": 0.98,
      "post5_cum_delta": -842.0,
      "post10_cum_delta": -1037.0,
      "post5_vol": 14778.0,
      "post10_vol": 23095.0,
      "has_vol_surge": false,
      "n_surge_bars": 0,
      "surge_delta_sum": 0.0,
      "surge_delta_dir": "FLAT",
      "biggest_bar_delta_dir": "LONG",
      "biggest_bar_delta": 135.0,
      "orb_narrow": false,
      "orb_very_narrow": false,
      "orb_wide": false,
      "orb_vs_prior": 0.7551020408163265,
      "prior_behavior": "CHOP",
      "prior_day_up": true,
      "prior_close_pct": 0.9290322580645162,
      "gap_gex_combo": "GAP_DOWN_NEG",
      "price_bias": 0.6459459459459459,
      "price_bias_dir": "LONG",
      "frac_above_mid": 1.0,
      "break_bar_volume": 8978.0,
      "break_bar_delta": -1024.0,
      "break_bar_range": 3.75,
      "break_bar_vol_ratio": 3.564490087610175,
      "break_bar_bp": 0.4429717086210737,
      "break_bar_dir": "LONG",
      "break_bar_strong": false,
      "bars_to_break": 0.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": 0.7297297297297297,
      "orb_delta_norm": 0.09361848548212064,
      "delta_price_diverge": true,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": -0.05697658681824334,
      "post10_cum_delta_norm": -0.0449014938298333,
      "post5_cum_delta_z": -0.9214064301272635,
      "post10_cum_delta_z": -0.8325644269265334
    },
    {
      "date": "2023-04-11",
      "period": "IS",
      "rule_v3": "NEUTRAL_DEFAULT",
      "behavior": "CHOP",
      "first_break_dir": "SHORT",
      "no_trade_cf_pnl": -3.75,
      "no_trade_cf_dir": "SHORT",
      "or_range": 7.75,
      "or_high": 4142.75,
      "or_low": 4135.0,
      "buy_pct": 49.83,
      "gap_type": "GAP_UP",
      "gap_pct": 0.115,
      "gex_tier": "NEG",
      "gex_value": -13.32,
      "vix": 19.01,
      "vix_regime": "CALM",
      "rvol": 0.97,
      "post5_cum_delta": 556.0,
      "post10_cum_delta": 816.0,
      "post5_vol": 21082.0,
      "post10_vol": 32808.0,
      "has_vol_surge": false,
      "n_surge_bars": 0,
      "surge_delta_sum": 0.0,
      "surge_delta_dir": "FLAT",
      "biggest_bar_delta_dir": "SHORT",
      "biggest_bar_delta": -362.0,
      "orb_narrow": true,
      "orb_very_narrow": false,
      "orb_wide": false,
      "orb_vs_prior": 0.8378378378378378,
      "prior_behavior": "CHOP",
      "prior_day_up": true,
      "prior_close_pct": 0.9935897435897436,
      "gap_gex_combo": "GAP_UP_NEG",
      "price_bias": -0.5129032258064515,
      "price_bias_dir": "SHORT",
      "frac_above_mid": 0.06666666666666667,
      "break_bar_volume": 3337.0,
      "break_bar_delta": -169.0,
      "break_bar_range": 1.5,
      "break_bar_vol_ratio": 1.0155203895313452,
      "break_bar_bp": 0.47467785436020377,
      "break_bar_dir": "SHORT",
      "break_bar_strong": false,
      "bars_to_break": 0.0,
      "break_early": true,
      "break_late": false,
      "has_trace": false,
      "mm_tilt_0930": null,
      "mm_ratio_0930": null,
      "mm_tilt_1030": null,
      "mm_ratio_1030": null,
      "tilt_shift": null,
      "orb_price_trend": -0.967741935483871,
      "orb_delta_norm": -0.056725502130249544,
      "delta_price_diverge": true,
      "building_pressure_dir": "FLAT",
      "absorption": false,
      "post5_cum_delta_norm": 0.02637320937292477,
      "post10_cum_delta_norm": 0.02487198244330651,
      "post5_cum_delta_z": 0.3061818213277913,
      "post10_cum_delta_z": 0.4765848671498106
    }
  ]
}