{
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    "n_days": 173,
    "is_days": 121,
    "oos_days": 52,
    "is_range": "2025-06-26 to 2025-12-12",
    "oos_range": "2025-12-15 to 2026-02-27"
  },
  "IS": {
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      "random_rate": 0.1653,
      "neg_rate": 0.2066,
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      "p_value": 0.1937
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    "touch_0.2pct": {
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      "random_rate": 0.1901,
      "neg_rate": 0.2479,
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      "p_value": 0.1488
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    "touch_0.5pct": {
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      "random_rate": 0.2975,
      "neg_rate": 0.3802,
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      "p_value": 0.2411
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      "avg_rate": 0.4793
    },
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      "avg_rate": 0.5785
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      "avg_rate": 0.7025
    },
    "speed": {
      "pos_speed": 1.477,
      "neg_speed": 1.3507,
      "n_pos": 39,
      "n_neg": 43,
      "t_stat": 0.6275,
      "p_value": 0.7339
    },
    "gamma_magnitude_ic": {
      "ic": 0.1237,
      "p_value": 0.1763
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    "dist_0.005": {
      "touch_rate": 1.0,
      "n": 24
    },
    "dist_0.01": {
      "touch_rate": 0.7708,
      "n": 48
    },
    "dist_0.02": {
      "touch_rate": 0.4255,
      "n": 94
    },
    "dist_0.03": {
      "touch_rate": 0.3306,
      "n": 121
    },
    "opex": {
      "opex_rate": 0.3529,
      "non_opex_rate": 0.3218
    },
    "gex_regime": {
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      "neg_gex_touch": 0.6667,
      "n_pos": 118,
      "n_neg": 3,
      "t_stat": -1.2508,
      "p_value": 0.2135
    },
    "evolution": {
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      "total_shifts": 317,
      "correct": 156,
      "hit_rate": 0.4921,
      "p_value": 0.6319
    },
    "bounce": {
      "pos_15min_abs_bps": 14.11,
      "neg_15min_abs_bps": 9.04,
      "n_pos": 28,
      "n_neg": 27,
      "t_stat": 1.9784,
      "p_value": 0.9735
    },
    "gamma_wall": {
      "ic": -0.2659,
      "p_value": 0.0032
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  "OOS": {
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      "pos_rate": 0.3846,
      "random_rate": 0.3654,
      "neg_rate": 0.1346,
      "n": 52,
      "p_value": 0.4378
    },
    "touch_0.2pct": {
      "pos_rate": 0.4038,
      "random_rate": 0.4615,
      "neg_rate": 0.1731,
      "n": 52,
      "p_value": 0.8348
    },
    "touch_0.5pct": {
      "pos_rate": 0.5962,
      "random_rate": 0.6154,
      "neg_rate": 0.25,
      "n": 52,
      "p_value": 0.6686
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    "cluster_0.1pct": {
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      "single_rate": 0.3846,
      "avg_rate": 0.4231
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    "cluster_0.2pct": {
      "cluster_rate": 0.5962,
      "single_rate": 0.4038,
      "avg_rate": 0.4808
    },
    "cluster_0.5pct": {
      "cluster_rate": 0.8077,
      "single_rate": 0.5962,
      "avg_rate": 0.7308
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    "speed": {
      "pos_speed": 1.5175,
      "neg_speed": 1.8972,
      "n_pos": 29,
      "n_neg": 13,
      "t_stat": -1.4594,
      "p_value": 0.0761
    },
    "gamma_magnitude_ic": {
      "ic": -0.1933,
      "p_value": 0.1699
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    "dist_0.005": {
      "touch_rate": 1.0,
      "n": 16
    },
    "dist_0.01": {
      "touch_rate": 0.9032,
      "n": 31
    },
    "dist_0.02": {
      "touch_rate": 0.6596,
      "n": 47
    },
    "dist_0.03": {
      "touch_rate": 0.5962,
      "n": 52
    },
    "opex": {
      "opex_rate": 0.65,
      "non_opex_rate": 0.5625
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    "gex_regime": {
      "pos_gex_touch": 0.7368,
      "neg_gex_touch": 0.5152,
      "n_pos": 19,
      "n_neg": 33,
      "t_stat": 1.5762,
      "p_value": 0.1213
    },
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      "total_shifts": 200,
      "correct": 93,
      "hit_rate": 0.465,
      "p_value": 0.8556
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    "bounce": {
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      "neg_15min_abs_bps": 20.58,
      "n_pos": 21,
      "n_neg": 8,
      "t_stat": -1.6283,
      "p_value": 0.0575
    },
    "gamma_wall": {
      "ic": -0.1002,
      "p_value": 0.4796
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  }
}