{
  "generated_at_utc": "2026-03-12T15:28:19.698961+00:00",
  "dataset": {
    "symbols": [
      "QQQ",
      "SPY",
      "TSLA"
    ],
    "date_start": "2025-10-28",
    "date_end": "2026-03-09",
    "n_dates": 90,
    "n_rows": 270,
    "is_dates": 54,
    "oos_dates": 36,
    "is_rows": 162,
    "oos_rows": 108
  },
  "baselines": {
    "odd50_candidate": "odd<50",
    "best_existing_candidate": "odd<200_sub"
  },
  "metrics": {
    "odd50": {
      "IS": {
        "N": 162,
        "sign_match_pct": 45.67901234567901,
        "spearman_ic": -0.07814288395776793
      },
      "OOS": {
        "N": 108,
        "sign_match_pct": 55.55555555555556,
        "spearman_ic": -0.09894538283460515
      }
    },
    "best_existing": {
      "candidate": "odd<200_sub",
      "IS": {
        "N": 162,
        "sign_match_pct": 46.2962962962963,
        "spearman_ic": 0.04060765410458662
      },
      "OOS": {
        "N": 108,
        "sign_match_pct": 58.333333333333336,
        "spearman_ic": -0.14388331570874655
      },
      "activity_OOS_spearman": 0.9527184734249811
    },
    "fusion": {
      "IS": {
        "N": 162,
        "sign_match_pct": 55.55555555555556,
        "net_spearman_ic": 0.26005806133840276,
        "activity_spearman_ic": 0.9780343541346476
      },
      "OOS": {
        "N": 108,
        "sign_match_pct": 44.44444444444444,
        "net_spearman_ic": 0.061809902159726385,
        "activity_spearman_ic": 0.9609782122000247
      }
    },
    "fusion_confidence_abstain_OOS": {
      "coverage_80pct": {
        "N": 86,
        "coverage_pct": 79.62962962962963,
        "sign_match_pct": 47.674418604651166,
        "net_spearman_ic": -0.06667295627152224,
        "activity_spearman_ic": 0.968111703382235
      },
      "coverage_60pct": {
        "N": 65,
        "coverage_pct": 60.18518518518518,
        "sign_match_pct": 40.0,
        "net_spearman_ic": 0.04471153846153846,
        "activity_spearman_ic": 0.9648601398601399
      },
      "coverage_40pct": {
        "N": 43,
        "coverage_pct": 39.81481481481482,
        "sign_match_pct": 41.86046511627907,
        "net_spearman_ic": 0.11945031712473572,
        "activity_spearman_ic": 0.9756871035940803
      }
    }
  },
  "model": {
    "n_features": 18,
    "feature_columns": [
      "net_odd<50",
      "net_odd<200_sub",
      "act_odd<50",
      "act_odd<200_sub",
      "theta_total_delta",
      "theta_total_premium",
      "theta_large_flow",
      "theta_put_call_ratio",
      "theta_0dte_delta",
      "theta_0dte_premium",
      "theta_0dte_volume_share",
      "theta_0dte_trade_share",
      "theta_0dte_delta_share",
      "theta_0dte_premium_share",
      "retail_net_lag1",
      "retail_activity_lag1",
      "sym_QQQ",
      "sym_SPY"
    ],
    "top_abs_weights_net": {
      "act_odd<200_sub": 1722289.0864376046,
      "sym_SPY": 1443756.5470558237,
      "theta_put_call_ratio": 994738.1479837458,
      "theta_total_premium": -988407.3070823909,
      "sym_QQQ": 933281.9048203169,
      "net_odd<50": -713096.7803305346,
      "act_odd<50": -644164.6688988283,
      "theta_0dte_volume_share": 521259.9560513168
    },
    "top_abs_weights_activity": {
      "act_odd<200_sub": 0.08596351637539756,
      "theta_total_premium": 0.021249605944913676,
      "theta_large_flow": -0.014593853979887862,
      "sym_SPY": 0.013623775751139206,
      "theta_total_delta": 0.009079158610458599,
      "act_odd<50": -0.00902982232129316,
      "sym_QQQ": 0.008085155114004716,
      "theta_0dte_delta": -0.007294918240262095
    }
  }
}