{
  "generated_pt": "2026-04-12 13:09:51 PDT",
  "model_name": "range_indicator_v1_linear_all_data",
  "features": [
    "recent_range_30",
    "recent_range_60",
    "atr14_1m",
    "atr30_1m",
    "net_gex_b",
    "abs_net_gex_b",
    "local_charm_frac_25",
    "local_charm_frac_50"
  ],
  "source": {
    "trace_glob": "/Users/lutherbot/.openclaw/workspace/data/trace_unified_billions/intradayStrikeGEX_*.parquet",
    "spx_file": "/Users/lutherbot/.openclaw/workspace/data/spx_1min_polygon.csv",
    "fomc_file": "/Users/lutherbot/.openclaw/workspace/data/fomc_dates.json"
  },
  "fit_summary": {
    "n_obs": 13619,
    "n_dates": 430,
    "date_min": "2024-06-24",
    "date_max": "2026-04-02"
  },
  "regime_thresholds": {
    "30m": {
      "QUIET": [
        0,
        8
      ],
      "NORMAL": [
        8,
        15
      ],
      "EXPANSION": [
        15,
        22
      ],
      "EXTREME": [
        22,
        9999
      ]
    },
    "60m": {
      "QUIET": [
        0,
        12
      ],
      "NORMAL": [
        12,
        20
      ],
      "EXPANSION": [
        20,
        30
      ],
      "EXTREME": [
        30,
        9999
      ]
    }
  },
  "models": {
    "30m": {
      "n": 13619,
      "intercept": 15.44607680446436,
      "coefficients": {
        "recent_range_30": 0.6009567575165614,
        "recent_range_60": -0.16989144895852526,
        "atr14_1m": 3.8922924402063592,
        "atr30_1m": 3.25972846928247,
        "net_gex_b": -0.7601821816828125,
        "abs_net_gex_b": -0.0375075111074363,
        "local_charm_frac_25": -0.3162031902709003,
        "local_charm_frac_50": -1.6206094515423473
      },
      "mu": {
        "recent_range_30": 16.251923048681995,
        "recent_range_60": 24.20354651589692,
        "atr14_1m": 2.262483452739344,
        "atr30_1m": 2.3195488019978403,
        "net_gex_b": 10.092968172698502,
        "abs_net_gex_b": 13.308761702582935,
        "local_charm_frac_25": 0.527301510308404,
        "local_charm_frac_50": 0.7669623767867654
      },
      "sigma": {
        "recent_range_30": 13.571488355794438,
        "recent_range_60": 19.592268058293662,
        "atr14_1m": 1.6391026368180766,
        "atr30_1m": 1.6081374020796606,
        "net_gex_b": 14.778240070949915,
        "abs_net_gex_b": 11.963934215886827,
        "local_charm_frac_25": 0.21713932751249335,
        "local_charm_frac_50": 0.167934971235959
      }
    },
    "60m": {
      "n": 13619,
      "intercept": 21.744100888464654,
      "coefficients": {
        "recent_range_30": -0.2914746222314453,
        "recent_range_60": -0.1045245122258116,
        "atr14_1m": 4.010000791484761,
        "atr30_1m": 5.233968351188377,
        "net_gex_b": -1.197460707070613,
        "abs_net_gex_b": -0.35921991932600306,
        "local_charm_frac_25": -0.13401226418949452,
        "local_charm_frac_50": -2.9204322983165167
      },
      "mu": {
        "recent_range_30": 16.251923048681995,
        "recent_range_60": 24.20354651589692,
        "atr14_1m": 2.262483452739344,
        "atr30_1m": 2.3195488019978403,
        "net_gex_b": 10.092968172698502,
        "abs_net_gex_b": 13.308761702582935,
        "local_charm_frac_25": 0.527301510308404,
        "local_charm_frac_50": 0.7669623767867654
      },
      "sigma": {
        "recent_range_30": 13.571488355794438,
        "recent_range_60": 19.592268058293662,
        "atr14_1m": 1.6391026368180766,
        "atr30_1m": 1.6081374020796606,
        "net_gex_b": 14.778240070949915,
        "abs_net_gex_b": 11.963934215886827,
        "local_charm_frac_25": 0.21713932751249335,
        "local_charm_frac_50": 0.167934971235959
      }
    }
  },
  "oos_backtest_metrics": {
    "30m": {
      "rho": 0.7742,
      "mae": 5.66,
      "rmse": 9.0,
      "median_error": 3.92,
      "n": 6925,
      "null_z": 66.78,
      "null_survives": true
    },
    "60m": {
      "rho": 0.7415,
      "mae": 8.35,
      "rmse": 12.9,
      "median_error": 5.86,
      "n": 6537,
      "null_z": 57.48,
      "null_survives": true
    }
  }
}