{
  "generated": "2026-03-24T22:15:38.903406",
  "n_days": 269,
  "n_snapshots_premarket": 12264,
  "net_gex_es_moves": {
    "10m": {
      "n": 12263,
      "spearman_r": -0.005741616508724835,
      "spearman_p": 0.5249341486683587
    },
    "30m": {
      "n": 11729,
      "spearman_r": 0.002298763071933852,
      "spearman_p": 0.8034141527251439
    },
    "60m": {
      "n": 10930,
      "spearman_r": 0.007143682234604019,
      "spearman_p": 0.4552011470811862
    }
  },
  "tilt_es_moves": {
    "n": 11729,
    "spearman_r": -0.009576381692440015,
    "spearman_p": 0.29971710311180194,
    "tilt_above_50_pct_pos_30m": 0.5126598144898471,
    "tilt_above_50_n": 7978,
    "tilt_below_50_pct_pos_30m": 0.5161290322580645,
    "tilt_below_50_n": 3751
  },
  "cluster_magnet": {
    "overall": {
      "30m": {
        "n": 10713,
        "rate": 0.3018762251470176
      },
      "60m": {
        "n": 9987,
        "rate": 0.35035546210073093
      },
      "null_any_2pt_rate": 0.562992125984252,
      "null_n": 1016
    },
    "by_distance_bin_30m": {
      "5-10": {
        "n": 1953,
        "rate": 0.29185867895545314
      },
      "10-20": {
        "n": 3273,
        "rate": 0.2933088909257562
      },
      "20-30": {
        "n": 1682,
        "rate": 0.31153388822829964
      },
      "30-50": {
        "n": 1998,
        "rate": 0.3048048048048048
      }
    },
    "by_distance_bin_60m": {
      "5-10": {
        "n": 1823,
        "rate": 0.3362589138782227
      },
      "10-20": {
        "n": 3038,
        "rate": 0.34628044766293614
      },
      "20-30": {
        "n": 1574,
        "rate": 0.3742058449809403
      },
      "30-50": {
        "n": 1862,
        "rate": 0.3292158968850698
      }
    },
    "by_direction": {
      "above": {
        "30m": {
          "n": 6912,
          "rate": 0.3107638888888889
        },
        "60m": {
          "n": 6425,
          "rate": 0.37167315175097276
        }
      },
      "below": {
        "30m": {
          "n": 3801,
          "rate": 0.2857142857142857
        },
        "60m": {
          "n": 3562,
          "rate": 0.31190342504211116
        }
      }
    },
    "null_any_2pt_rate": 0.562992125984252,
    "null_n": 1016
  },
  "gamma_flip_gap": {
    "n_total": 269,
    "n_flip": 6,
    "n_no_flip": 259,
    "fisher_p_pos_to_neg": 1.0,
    "odds_ratio": 1.0707070707070707,
    "pos_to_neg_n": 5,
    "neg_to_pos_n": 1,
    "pos_to_neg_gap_neg_rate": 0.4,
    "neg_to_pos_gap_pos_rate": 1.0,
    "no_flip_pos_gap_rate": 0.6162790697674418
  },
  "midnight_tilt_to_7am": {
    "n": 265,
    "spearman_r": -0.05410761908646351,
    "spearman_p": 0.380330627500827,
    "tilt_above_50_pct_pos_es": 0.543859649122807,
    "tilt_above_50_n": 171,
    "tilt_below_50_pct_pos_es": 0.5212765957446809,
    "tilt_below_50_n": 94
  },
  "participant_midnight_to_7am": {
    "firm": {
      "n": 265,
      "spearman_r": 0.007719664897610481,
      "spearman_p": 0.9004642987256546
    },
    "procust": {
      "n": 265,
      "spearman_r": 0.0052995920278170435,
      "spearman_p": 0.9315746207934819
    },
    "cust": {
      "n": 265,
      "spearman_r": 0.09938548655926287,
      "spearman_p": 0.1064776944403626
    }
  }
}